0001145549-23-064288.txt : 20231027
0001145549-23-064288.hdr.sgml : 20231027
20231026193009
ACCESSION NUMBER: 0001145549-23-064288
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20231027
DATE AS OF CHANGE: 20231026
PERIOD START: 20220731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: INCOME FUND OF AMERICA
CENTRAL INDEX KEY: 0000050013
IRS NUMBER: 060867264
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01880
FILM NUMBER: 231351612
BUSINESS ADDRESS:
STREET 1: 6455 IRVINE CENTER DRIVE
CITY: IRVINE
STATE: CA
ZIP: 92618
BUSINESS PHONE: 213-486-9501
MAIL ADDRESS:
STREET 1: 333 S HOPE ST - 55TH FLOOR
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
FORMER COMPANY:
FORMER CONFORMED NAME: INCOME FUND OF AMERICA INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: GREAT COMPANIES OF AMERICA INC
DATE OF NAME CHANGE: 19710427
FORMER COMPANY:
FORMER CONFORMED NAME: GREENWICH GROWTH FUND INC
DATE OF NAME CHANGE: 19701222
0000050013
S000008814
INCOME FUND OF AMERICA
C000023985
Class A
AMECX
C000023986
Class R-1
RIDAX
C000023987
Class R-2
RIDBX
C000023988
Class R-3
RIDCX
C000023989
Class R-4
RIDEX
C000023990
Class R-5
RIDFX
C000023992
Class C
IFACX
C000023993
Class F-1
IFAFX
C000023994
Class 529-A
CIMAX
C000023996
Class 529-C
CIMCX
C000023997
Class 529-E
CIMEX
C000023998
Class 529-F-1
CIMFX
C000068581
Class F-2
AMEFX
C000077898
Class R-6
RIDGX
C000148385
Class R-2E
RIEBX
C000164804
Class R-5E
RIDHX
C000179951
Class F-3
FIFAX
C000189427
Class 529-T
TFAAX
C000189428
Class T
TIAFX
C000223653
Class 529-F-2
FAIFX
C000223654
Class 529-F-3
FFIFX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001145549-22-058263
0000050013
XXXXXXXX
S000008814
C000223654
C000023986
C000023992
C000068581
C000148385
C000023990
C000023998
C000164804
C000179951
C000189427
C000023994
C000077898
C000223653
C000023988
C000189428
C000023993
C000023996
C000023989
C000023985
C000023987
C000023997
Income Fund of America
811-01880
0000050013
TOHHXZTHT2ER8SHT3X45
6455 Irvine Center Drive
Irvine
92618-4518
9499755000
Income Fund of America
S000008814
TOHHXZTHT2ER8SHT3X45
2022-07-31
2022-07-31
N
129175550369.890000000000
8144218591.100000000000
121031331778.790000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
7336566.000000000000
0.000000000000
0.000000000000
43849607.550000000000
USD
UST
BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1
N/A
BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28
09229CAB5
1354373.910000000000
PA
USD
1109383.920000000000
0.0009166089
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
3.446000000000
N
N
N
N
N
N
BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1
N/A
BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28
09229CAA7
8598885.920000000000
PA
USD
7458114.720000000000
0.0061621355
Long
ABS-O
CORP
US
Y
2
2046-07-15
Fixed
2.443000000000
N
N
N
N
N
N
BALLY 2019-2A
N/A
BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30
05875MAL6
14610000.000000000000
PA
USD
14406044.400000000000
0.0119027397
Long
ABS-O
CORP
US
Y
2
2030-11-20
Variable
2.4780000000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R
N/A
CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27
14856JAA2
2745745.260000000000
PA
USD
2468348.110000000000
0.0020394290
Long
ABS-O
CORP
US
Y
2
2041-08-15
Fixed
2.741000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1
N/A
CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28
12567UAA1
12430654.550000000000
PA
USD
11184779.770000000000
0.0092412267
Long
ABS-O
CORP
US
Y
2
2037-05-11
Fixed
2.868000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1
N/A
CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28
12567UAC7
14625409.500000000000
PA
USD
12654533.190000000000
0.0104555845
Long
ABS-O
CORP
US
Y
2
2037-05-11
Fixed
6.171000000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1
N/A
CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28
12567UAB9
7579033.120000000000
PA
USD
6918853.860000000000
0.0057165808
Long
ABS-O
CORP
US
Y
2
2037-05-11
Fixed
3.464000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4
N/A
CRVNA 21-N4 C 1.72% 09-11-28/11-10-26
14687HAD5
1363000.000000000000
PA
USD
1300551.430000000000
0.0010745576
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
1.720000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4
N/A
CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26
14687HAB9
1948000.000000000000
PA
USD
1813447.740000000000
0.0014983292
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
1.800000000000
N
N
N
N
N
N
COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I
N/A
CWHEL 06-I 2A FRN FSA (L+14) 01-15-37
12668FAB0
301551.240000000000
PA
USD
277602.640000000000
0.0002293643
Long
ABS-O
CORP
US
N
2
2037-01-15
Variable
2.1391400000000000
N
N
N
N
N
N
COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B
N/A
CWHEL 07-B A FRN FSA (L+15) 02-15-37
12669XAE4
549087.800000000000
PA
USD
505557.770000000000
0.0004177082
Long
ABS-O
CORP
US
N
2
2037-02-15
Variable
2.1491400000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2
N/A
CFMT 18-RM2 A 144A FRN 10-25-68/23
14727QAA3
1300608.240000000000
PA
USD
1280658.210000000000
0.0010581212
Long
ABS-CBDO
CORP
US
Y
2
2068-10-25
Variable
4.0000000000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-2
N/A
CARMX 19-2 C 3.16% 02-18-25/04-17-23
14316LAF0
450000.000000000000
PA
USD
446903.100000000000
0.0003692458
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.160000000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_19-B
549300RMJRP95RN5CL91
CPS 19-B D 144A 3.69% 03-17-25/12-15-22
22412AAD5
1640734.570000000000
PA
USD
1640614.800000000000
0.0013555290
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
3.690000000000
N
N
N
N
N
N
CLOUD PASS-THROUGH TRUST CPTT_19-1
N/A
CLOUD 19-1A CLOU 144A FRN 12-05-22
18913AAA3
9863.860000000000
PA
USD
9843.530000000000
0.0000081330
Long
ABS-O
CORP
US
Y
2
2022-12-05
Variable
3.5542300000000000
N
N
N
N
N
N
CPS AUTO TRUST CPS_19-C
N/A
CPS 19-C D 144A 3.17% 06-16-25/05-15-23
12596UAD0
1141544.910000000000
PA
USD
1140570.030000000000
0.0009423758
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
3.170000000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1
N/A
CAALT 20-1 A 144A 2.01% 02-15-29/05-15-23
22534GAA1
822112.370000000000
PA
USD
818900.380000000000
0.0006766020
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
2.010000000000
N
N
N
N
N
N
CLI FUNDING LLC CLIF_20-1
549300NQLBWJD5AREU05
CLIF 20-1A A 144A 2.08% 09-18-45
12563LAN7
1564127.520000000000
PA
USD
1423415.480000000000
0.0011760719
Long
ABS-O
CORP
US
Y
2
2045-09-18
Fixed
2.080000000000
N
N
N
N
N
N
CLI FUNDING LLC CLIF_20-2
N/A
CLIF 20-2A A 144A 2.03% 09-15-45
12563LAQ0
3745144.860000000000
PA
USD
3396640.410000000000
0.0028064141
Long
ABS-O
CORP
US
Y
2
2045-09-15
Fixed
2.030000000000
N
N
N
N
N
N
CLI FUNDING LLC CLIF_20-3
N/A
CLIF 20-3A A 144A 2.07% 10-18-45
12563LAS6
9965203.380000000000
PA
USD
9118190.990000000000
0.0075337442
Long
ABS-O
CORP
US
Y
2
2045-10-18
Fixed
2.070000000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST CPS_21-A
N/A
CPS 21-A C 144A 0.83% 09-15-26/12-15-23
12656NAE1
1036000.000000000000
PA
USD
1016960.390000000000
0.0008402456
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
0.830000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-1
N/A
CARMX 21-1 C 0.94% 12-15-26/02-18-25
14316NAF6
313000.000000000000
PA
USD
291744.480000000000
0.0002410487
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.940000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-1
N/A
CARMX 21-1 D 1.28% 07-15-27/02-18-25
14316NAG4
307000.000000000000
PA
USD
282272.990000000000
0.0002332231
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.280000000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST CPS_21-A
N/A
CPS 21-A D 144A 1.16% 12-15-26/01-15-25
12656NAG6
883000.000000000000
PA
USD
846306.050000000000
0.0006992454
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.160000000000
N
N
N
N
N
N
CENT CLO LP CECLO_14-21A
N/A
CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30
15137EBN2
20704000.000000000000
PA
USD
20460997.150000000000
0.0169055375
Long
ABS-O
CORP
KY
Y
2
2030-07-27
Variable
3.7392900000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 21-1 C 1.02% 06-15-27/04-15-24
262108AE3
8053000.000000000000
PA
USD
7830616.410000000000
0.0064699085
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.020000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 21-1 D 1.45% 01-16-29/11-15-24
262108AF0
6079000.000000000000
PA
USD
5743305.460000000000
0.0047453047
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.450000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 21-1 B 0.65% 07-15-25/05-15-23
262108AD5
3149324.510000000000
PA
USD
3132853.540000000000
0.0025884649
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.650000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-2
N/A
DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25
23345EAG0
1247000.000000000000
PA
USD
1165047.160000000000
0.0009625996
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.500000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-2
N/A
DTAOT 21-2A B 144A 0.81% 01-15-27/09-15-23
23345EAC9
1769000.000000000000
PA
USD
1719529.920000000000
0.0014207312
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
0.810000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-2
N/A
DTAOT 21-2A C 144A 1.1% 02-16-27/04-15-24
23345EAE5
1847000.000000000000
PA
USD
1758839.000000000000
0.0014532097
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.100000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_17-47A
N/A
DRSLF 17-47A A1R CLO 144A FRN (L+98) 04-15-28
26245EAJ8
21312784.690000000000
PA
USD
21012892.500000000000
0.0173615313
Long
ABS-O
CORP
KY
Y
2
2028-04-15
Variable
3.4920000000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
N/A
DRIVE_19-2 C 3.42% 06-16-25/06-15-22
26208RAF2
114142.710000000000
PA
USD
114160.520000000000
0.0000943231
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
3.420000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-2
N/A
DTAOT 19-2A D 144A 3.48% 02-18-25/11-15-22
26252TAG1
5535017.130000000000
PA
USD
5519635.320000000000
0.0045605012
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
3.480000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3
N/A
DRIVE 19-3 C 2.9% 08-15-25/10-17-22
26209WAF0
3822317.360000000000
PA
USD
3818533.270000000000
0.0031549957
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.900000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3
N/A
DRIVE 19-3 D 3.18% 10-15-26/03-15-23
26209WAG8
12390000.000000000000
PA
USD
12260487.330000000000
0.0101300111
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.180000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3
N/A
DTAOT 19-3 D 144A 2.96% 04-15-25/02-15-23
26253KAD6
2395000.000000000000
PA
USD
2378646.940000000000
0.0019653150
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
2.960000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3
N/A
DTAOT 19-3 C 144A 2.74% 04-15-25/04-18-22
26253KAC8
83936.110000000000
PA
USD
83887.930000000000
0.0000693109
Long
ABS-O
CORP
US
Y
2
2025-04-15
Fixed
2.740000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-3
N/A
DTAOT 20-3 C 144A 1.47% 06-15-26/11-15-23
26253AAC0
1961000.000000000000
PA
USD
1909659.060000000000
0.0015778221
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.470000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-1
N/A
DTAOT 21-1A D 144A 1.16% 11-16-26/09-16-24
23344GAG6
671000.000000000000
PA
USD
625327.710000000000
0.0005166660
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.160000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_21-1
N/A
DTAOT 21-1A C 144A 0.84% 10-15-26/02-15-24
23344GAE1
1232000.000000000000
PA
USD
1177982.960000000000
0.0009732876
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
0.840000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2
N/A
EART 21-2 D 1.4% 04-15-27/27
30165XAF2
8065000.000000000000
PA
USD
7615908.540000000000
0.0062925099
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.400000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2
N/A
EART 21-2 C 0.98% 06-15-26/26
30165XAE5
5579000.000000000000
PA
USD
5389994.640000000000
0.0044533879
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.980000000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_22-1
N/A
EFF 22-1 A2 144A 3.03% 01-20-28/06-20-25
29375JAB0
12158000.000000000000
PA
USD
11972578.340000000000
0.0098921314
Long
ABS-O
CORP
US
Y
2
2028-01-20
Fixed
3.030000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2
N/A
EART 19-2 D 144A 3.71% 03-17-25/06-15-23
30167LAG4
6474728.960000000000
PA
USD
6457875.240000000000
0.0053357053
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
3.710000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3
N/A
EART 19-3A D 144A 3.11% 08-15-25/23
30167EAD7
6760354.440000000000
PA
USD
6715445.410000000000
0.0055485181
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.110000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1
N/A
EART 20-1A D 144A 2.73% 12-15-25/03-15-24
30167HAG3
1450000.000000000000
PA
USD
1431234.100000000000
0.0011825319
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.730000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3
N/A
EART 20-3A D 1.73% 07-15-26/04-15-24
30166NAF3
1786000.000000000000
PA
USD
1731384.120000000000
0.0014305255
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
1.730000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3
N/A
EART 20-3A C 1.32% 07-15-25/08-15-23
30166NAE6
1790300.080000000000
PA
USD
1771691.700000000000
0.0014638290
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.320000000000
N
N
N
N
N
N
EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A
N/A
EDVES 21-A A 144A 1.8% 11-25-45
28166LAA2
1730507.900000000000
PA
USD
1558467.730000000000
0.0012876564
Long
ABS-O
CORP
US
Y
2
2045-11-25
Fixed
1.800000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-1
N/A
FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25
34532RAA4
3650000.000000000000
PA
USD
3614686.250000000000
0.0029865707
Long
ABS-O
CORP
US
Y
2
2031-07-15
Fixed
3.190000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-2
N/A
FORDR 18-2 A 3.47% 01-15-30
34528HAA2
10105000.000000000000
PA
USD
10068652.320000000000
0.0083190461
Long
ABS-O
CORP
US
Y
2
2030-01-15
Fixed
3.470000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_19-1
N/A
FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24
34532PAA8
5634000.000000000000
PA
USD
5622861.580000000000
0.0046457901
Long
ABS-O
CORP
US
Y
2
2030-07-15
Fixed
3.520000000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR1
N/A
FASST 19-JR1 A 144A 2.0% 03-25-69
31739FAB5
5830394.210000000000
PA
USD
6349975.620000000000
0.0052465552
Long
ABS-CBDO
CORP
US
Y
2
2069-03-25
Fixed
2.000000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734
N/A
FHMS K734 A2 (MF) 3.208% 02-25-26
3137FLN34
11055000.000000000000
PA
USD
11028169.520000000000
0.0091118303
Long
ABS-CBDO
USGA
US
N
2
2026-02-25
Fixed
3.208000000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR2
N/A
FASST 19-JR2 A1 144A 2.0% 04-01-69
31739GAA5
6330180.480000000000
PA
USD
6859700.080000000000
0.0056677060
Long
ABS-CBDO
CORP
US
Y
2
2069-06-25
Fixed
2.000000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25
34531NAA4
23146000.000000000000
PA
USD
22277839.830000000000
0.0184066716
Long
ABS-O
CORP
US
Y
2
2031-08-15
Fixed
2.040000000000
N
N
N
N
N
N
GCI FUNDING I LLC GCI_21-1
N/A
GCI 21-1 A 144A 2.38% 06-18-46/09-18-31
36166VAE5
1653215.990000000000
PA
USD
1498744.450000000000
0.0012383111
Long
ABS-O
CORP
US
Y
2
2046-06-18
Fixed
2.380000000000
N
N
N
N
N
N
GCI FUNDING I LLC GCI_21-1
N/A
GCI 21-1 B 144A 3.04% 06-18-46/09-18-31
36166VAF2
125161.780000000000
PA
USD
111600.380000000000
0.0000922078
Long
ABS-O
CORP
US
Y
2
2046-06-18
Fixed
3.040000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 C 2.56% 07-22-24/03-20-23
36259PAG1
696000.000000000000
PA
USD
689748.530000000000
0.0005698925
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
2.560000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 D 3.21% 12-20-24/04-20-23
36259PAH9
984000.000000000000
PA
USD
978125.520000000000
0.0008081589
Long
ABS-O
CORP
US
N
2
2024-12-20
Fixed
3.210000000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 20-2 B 1.56% 07-22-24/01-20-23
36259PAF3
300000.000000000000
PA
USD
297633.300000000000
0.0002459143
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.560000000000
N
N
N
N
N
N
GCI FUNDING I LLC GCI_2020
N/A
GCI 20-1 A 144A 2.82% 10-18-45/30
36166VAA3
4340832.300000000000
PA
USD
4069716.940000000000
0.0033625317
Long
ABS-O
CORP
US
Y
2
2045-10-18
Fixed
2.820000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A A 144A 1.21% 12-26-25/24
42806MAA7
22756000.000000000000
PA
USD
21325967.450000000000
0.0176202039
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.210000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26
42806MAE9
24670000.000000000000
PA
USD
22368881.080000000000
0.0184818929
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
1.680000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A C 144A 2.05% 12-26-25/24
42806MAC3
1744000.000000000000
PA
USD
1611026.980000000000
0.0013310826
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.050000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 21-1A B 144A 1.56% 12-26-25/24
42806MAB5
3534000.000000000000
PA
USD
3287637.790000000000
0.0027163527
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.560000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26
42806MAF6
3369000.000000000000
PA
USD
3023064.340000000000
0.0024977535
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.120000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-2
N/A
HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26
42806MAG4
1850000.000000000000
PA
USD
1621045.850000000000
0.0013393605
Long
ABS-O
CORP
US
Y
2
2027-12-27
Fixed
2.520000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_21-A
N/A
HERTZ 21-A B 144A 3.65% 06-30-23
N/A
10370000.000000000000
PA
USD
9974903.000000000000
0.0082415874
Long
ABS-O
CORP
US
Y
3
2023-06-30
Fixed
3.650000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-2
N/A
HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27
42806MAN9
14300000.000000000000
PA
USD
13087402.900000000000
0.0108132355
Long
ABS-O
CORP
US
Y
2
2028-06-26
Fixed
2.330000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-4
N/A
HERTZ 22-4A A 144A 3.73% 09-25-26/25
42806MBA6
15340000.000000000000
PA
USD
15161289.000000000000
0.0125267472
Long
ABS-O
CORP
US
Y
2
2026-09-25
Fixed
3.730000000000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC HERTZ_22-5
N/A
HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27
42806MBJ7
16000000.000000000000
PA
USD
15639440.000000000000
0.0129218110
Long
ABS-O
CORP
US
Y
2
2028-09-25
Fixed
3.890000000000
N
N
N
N
N
N
LONGFELLOW PLACE CLO LTD LONGF_13-1A
549300FY38ZCUKZQU403
LONGF 13-1A AR3 144A FRN (L+100) 04-15-29
54303PAY1
5565124.480000000000
PA
USD
5524332.120000000000
0.0045643818
Long
ABS-O
CORP
US
Y
2
2029-04-15
Variable
3.5120000000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5
N/A
LMAT 19-GS5 A1 144A FRN 05-25-59
52475FAF0
2233042.090000000000
PA
USD
2236333.590000000000
0.0018477311
Long
ABS-CBDO
CORP
US
Y
2
2059-05-25
Variable
3.2000000000000000
N
N
N
N
N
N
MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC
N/A
MHC 21-MHC A 144A FRN (L+80.1) 04-15-26
55316VAA2
6365000.000000000000
PA
USD
6176105.900000000000
0.0051028984
Long
ABS-CBDO
CORP
US
Y
2
2026-04-15
Variable
2.8001000000000000
N
N
N
N
N
N
MISSION LANE CREDIT MASTER TRUST MLANE_21-A
N/A
MLANE 21-A A 144A 1.59% 09-15-26/07-17-23
60510MAA6
3039000.000000000000
PA
USD
2935467.350000000000
0.0024253780
Long
ABS-O
CORP
US
Y
2
2026-09-15
Fixed
1.590000000000
N
N
N
N
N
N
MARATHON CLO LTD MCLO_17-9A
5493008SBRQGMZFP2M89
MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29
56577PAL3
8035227.220000000000
PA
USD
7930536.240000000000
0.0065524655
Long
ABS-O
CORP
KY
Y
2
2029-04-15
Variable
3.6620000000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_15-17A
N/A
MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30
55818YBN0
22135000.000000000000
PA
USD
21821612.670000000000
0.0180297220
Long
ABS-O
CORP
KY
Y
2
2030-07-21
Variable
3.7317100000000000
N
N
N
N
N
N
MERCURY FINANCIAL MFCC_21-1
N/A
MFCC 21-1A A 144A 1.54% 03-20-26
58940BAA4
16100000.000000000000
PA
USD
15284969.700000000000
0.0126289362
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
1.540000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-A
N/A
NSLT 21-A APT1 144A 1.36% 04-20-62
64035DAB2
10440095.610000000000
PA
USD
9702816.060000000000
0.0080167804
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.360000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C
N/A
NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28
63942JAA5
8822470.030000000000
PA
USD
8091634.260000000000
0.0066855699
Long
ABS-O
CORP
US
Y
2
2069-10-15
Fixed
1.060000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-B
N/A
NSLT 21-B AFX 144A 1.42% 04-20-62
64034QAB4
18257362.190000000000
PA
USD
17037113.130000000000
0.0140766138
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.420000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-C
N/A
NSLT 21-CA AFX 144A 1.32% 04-20-62
64035GAB5
19445249.180000000000
PA
USD
17828882.290000000000
0.0147307991
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.320000000000
N
N
N
N
N
N
NAVTR_21-1
N/A
NAVTR 21-1 A 144A 2.771% 11-15-46/28
63943BAA1
18984856.290000000000
PA
USD
17175827.300000000000
0.0141912239
Long
ABS-O
CORP
US
Y
2
2046-11-15
Fixed
2.771000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G
N/A
NAVSL 21-G A 144A 1.58% 04-15-70
63942KAA2
11462875.460000000000
PA
USD
10243317.210000000000
0.0084633599
Long
ABS-O
CORP
US
Y
2
2070-04-15
Fixed
1.580000000000
N
N
N
N
N
N
NEWARK BSL CLO NBCLO_17-1A
N/A
NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30
65023PAN0
7048000.000000000000
PA
USD
6959068.340000000000
0.0057498073
Long
ABS-O
CORP
US
Y
2
2030-07-25
Variable
3.7530000000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4
N/A
PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29
69702HAA6
17409099.600000000000
PA
USD
17121222.730000000000
0.0141461079
Long
ABS-O
CORP
US
Y
2
2029-10-15
Variable
3.3120000000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4
N/A
PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29
69702HAC2
8409000.000000000000
PA
USD
8160026.330000000000
0.0067420776
Long
ABS-O
CORP
US
Y
2
2029-10-15
Variable
3.9120000000000000
N
N
N
N
N
N
PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A
N/A
PG&E 22-A A2 4.263% 06-01-36
693342AB3
4926000.000000000000
PA
USD
4877257.230000000000
0.0040297476
Long
ABS-O
CORP
US
N
2
2036-06-01
Fixed
4.263000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5
N/A
PSTAT 22-5A A1 CLO 144A FRN (TSFR3M+156) 07-15-35
69702QAA6
19571000.000000000000
PA
USD
19375290.000000000000
0.0160084911
Long
ABS-O
CORP
KY
Y
2
2035-07-15
Variable
3.4940000000000000
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST PART_19-1
N/A
PART 19-1A D 144A 3.01% 08-15-25/05-15-23
74113NAF5
1895000.000000000000
PA
USD
1876212.970000000000
0.0015501878
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.010000000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA 144A LIFE SUB LT2 5.861% 06-19-32
904678AF6
23729000.000000000000
PA
USD
21246068.630000000000
0.0175541889
Long
DBT
CORP
IT
Y
2
2032-06-19
Variable
5.8610000000000000
N
N
N
N
N
N
UPC HOLDING BV
213800G1DU7LKI6ZCD69
UPC HOLDING BV SEC 144A LIFE 5.5% 01-15-28
90320LAG2
7975000.000000000000
PA
USD
7294732.500000000000
0.0060271439
Long
DBT
CORP
NL
Y
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25
907818ES3
4720000.000000000000
PA
USD
4782266.240000000000
0.0039512630
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.750000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP SR UNSEC 3.95% 08-16-25
913017DD8
5290000.000000000000
PA
USD
5378226.620000000000
0.0044436647
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.950000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES 144A LIFE SR UNSEC 8.0% 11-01-26
90353TAC4
13105000.000000000000
PA
USD
13360141.250000000000
0.0110385807
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
8.000000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 5.25% 01-15-30
911365BL7
6840000.000000000000
PA
USD
6924474.000000000000
0.0057212243
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.250000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30
907818FH6
1931000.000000000000
PA
USD
1772567.240000000000
0.0014645524
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.400000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 2.0% 05-15-30
91324PDX7
2102000.000000000000
PA
USD
1881643.140000000000
0.0015546744
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.000000000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMM 144A LIFE SEC 6.625% 06-01-27
914906AU6
39575000.000000000000
PA
USD
39728353.130000000000
0.0328248500
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.625000000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS LLC/MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD
N/A
UNITED AIRLINES HOLDINGS 144A LIFE 1ST LIEN SF 6.5% 06-20-27
599191AA1
40240000.000000000000
PA
USD
40704570.800000000000
0.0336314326
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.500000000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27
902613AC2
4000000.000000000000
PA
USD
3600208.000000000000
0.0029746083
Long
DBT
CORP
CH
Y
2
2027-01-30
Variable
1.3640000000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 3.875% 02-15-31
911363AM1
8600000.000000000000
PA
USD
7858336.000000000000
0.0064928113
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
UNISYS CORP 144A LIFE SEC 6.875% 11-01-27
909214BV9
3200000.000000000000
PA
USD
3021104.000000000000
0.0024961338
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
6.875000000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC BROADBAND FINCO 144A LIFE SR UNSEC 4.875% 07-15-31
90320BAA7
48900000.000000000000
PA
USD
43345449.000000000000
0.0358134116
Long
DBT
CORP
NL
Y
2
2031-07-15
Fixed
4.875000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 144A LIFE SEC 4.375% 04-15-26
90932LAG2
7700000.000000000000
PA
USD
7403242.000000000000
0.0061167979
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 144A LIFE SEC 4.625% 04-15-29
90932LAH0
24040000.000000000000
PA
USD
22179183.800000000000
0.0183251588
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMM 144A LIFE SEC 4.5% 05-01-29
914906AV4
73515000.000000000000
PA
USD
66576654.300000000000
0.0550077846
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.500000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 1.15% 05-15-26
91324PEC2
5633000.000000000000
PA
USD
5242790.820000000000
0.0043317633
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.150000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 2.3% 05-15-31
91324PED0
2832000.000000000000
PA
USD
2569940.880000000000
0.0021233683
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.300000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 3.05% 05-15-41
91324PEE8
8325000.000000000000
PA
USD
7094498.400000000000
0.0058617040
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.050000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 3.25% 05-15-51
91324PEF5
5379000.000000000000
PA
USD
4541360.600000000000
0.0037522190
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.250000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS SR UNSEC 3.75% 01-15-32
911365BP8
4750000.000000000000
PA
USD
4181116.250000000000
0.0034545734
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.750000000000
N
N
N
N
N
N
SAMSUNG ELECTRONICS CO LTD
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD PREF
N/A
2264500.000000000000
NS
99793691.130000000000
0.0824527746
Long
EC
CORP
KR
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS AG 144A LIFE SR UNSEC 1.494% 08-10-27/26
902613AH1
6925000.000000000000
PA
USD
6153070.250000000000
0.0050838656
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.4940000000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52
907818FW3
5000000.000000000000
PA
USD
3890085.000000000000
0.0032141140
Long
DBT
CORP
US
N
2
2052-03-10
Fixed
2.950000000000
N
N
N
N
N
N
GUANGDONG INVESTMENT LTD
N/A
GUANGDONG INVESTMENT LTD
N/A
52919000.000000000000
NS
51664746.420000000000
0.0426870841
Long
EC
CORP
HK
N
2
N
N
N
LONGFOR GROUP HOLDINGS LTD
254900UJX27B2F1JYR13
LONGFOR GROUP HOLDINGS LTD
N/A
23567000.000000000000
NS
78876881.330000000000
0.0651706299
Long
EC
CORP
CN
N
2
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US FOODS 144A LIFE SR UNSEC 4.625% 06-01-30
90290MAE1
10065000.000000000000
PA
USD
9233932.950000000000
0.0076293740
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.625000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 4.0% 05-15-29
91324PEH1
10624000.000000000000
PA
USD
10909063.170000000000
0.0090134207
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.000000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 4.2% 05-15-32
91324PEJ7
8585000.000000000000
PA
USD
8975608.920000000000
0.0074159383
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.200000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP SR UNSEC 4.75% 05-15-52
91324PEK4
3002000.000000000000
PA
USD
3187337.480000000000
0.0026334813
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.750000000000
N
N
N
N
N
N
CHINA RESOURCES GAS GROUP LTD
529900A0E1J5JSOKEK83
CHINA RESOURCES GAS GROUP LTD
N/A
7250000.000000000000
NS
30516425.760000000000
0.0252136577
Long
EC
CORP
HK
N
2
N
N
N
POSTAL SAVINGS BANK OF CHINA CO LTD
300300C1040311005298
POSTAL SAVINGS BANK OF CHINA CO LTD H
N/A
212013000.000000000000
NS
140549943.730000000000
0.1161269084
Long
EC
CORP
CN
N
2
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMM 144A LIFE SEC 7.375% 06-30-30
914906AX0
3975000.000000000000
PA
USD
4029874.880000000000
0.0033296129
Long
DBT
CORP
US
Y
2
2030-06-30
Fixed
7.375000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP SR UNSEC 4.548% 07-22-28/27
91159HJF8
9000000.000000000000
PA
USD
9240012.000000000000
0.0076343967
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.5480000000000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC & PWR SR UNSEC SER A 3.1% 05-15-25
927804FS8
2625000.000000000000
PA
USD
2610160.880000000000
0.0021565993
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.100000000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC & PWR SR UNSEC 3.45% 02-15-24
927804FQ2
560000.000000000000
PA
USD
560694.960000000000
0.0004632643
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.450000000000
N
N
N
N
N
N
PING AN INSURANCE GROUP CO OF CHINA LTD
300300IP9S6FHQPKRN68
PING AN INSURANCE GROUP CO OF CHINA LTD H
N/A
29593500.000000000000
NS
174841934.190000000000
0.1444600597
Long
EC
CORP
CN
N
2
N
N
N
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
N/A
61581300.000000000000
NS
1054609071.260000000000
0.8713521166
Long
EC
CORP
TW
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC SR UNSEC 3.15% 12-14-25
92826CAD4
8000000.000000000000
PA
USD
8005968.000000000000
0.0066147896
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.150000000000
N
N
N
N
N
N
VIRGIN AUSTRALIA HOLDINGS LTD
254900SNPW6V9967CJ18
VIRGIN AUSTRALIA 144A LIFE SR UNSEC 7.875% 10-15-21/31
92765YAG2
1750000.000000000000
PA
USD
92968.750000000000
0.0000768138
Long
DBT
CORP
AU
Y
2
2031-10-15
Fixed
7.875000000000
Y
N
N
N
N
N
MEDIATEK INC
254900UEGBK1I4DM4E14
MEDIATEK INC
N/A
3617000.000000000000
NS
83173996.560000000000
0.0687210455
Long
EC
CORP
TW
N
2
N
N
N
CHINA PACIFIC INSURANCE GROUP CO LTD
529900BA5ILEL308WX03
CHINA PACIFIC INSURANCE GROUP COMPANY H
N/A
15385000.000000000000
NS
32969157.800000000000
0.0272401843
Long
EC
CORP
CN
N
2
N
N
N
VENATOR FINANCE SARL/VENATOR MATERIALS CORP
N/A
VENATOR FIN 144A LIFE SR UNSEC 5.75% 07-15-25
9226APAA3
59725000.000000000000
PA
USD
45101035.130000000000
0.0372639336
Long
DBT
CORP
LU
Y
2
2025-07-15
Fixed
5.750000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SEC 5.5% 11-01-25
91911KAN2
13550000.000000000000
PA
USD
12109702.750000000000
0.0100054280
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 6.250% 08-15-23
912810EQ7
7100000.000000000000
PA
USD
7335757.630000000000
0.0060610402
Long
DBT
UST
US
N
2
2023-08-15
Fixed
6.250000000000
N
N
N
N
N
N
SHIN-ETSU CHEMICAL CO LTD
353800PX8Q64N86H5W41
SHIN-ETSU CHEMICAL CO LTD
N/A
200000.000000000000
NS
25648861.730000000000
0.0211919189
Long
EC
CORP
JP
N
2
N
N
N
VANGUARD INTERNATIONAL SEMICONDUCTOR CORP
2549001S5Q158BIJJO13
VANGUARD INTERNATIONAL SEMICONDUCTOR CORP
N/A
22093500.000000000000
NS
53363503.970000000000
0.0440906525
Long
EC
CORP
TW
N
2
N
N
N
GLOBALWAFERS CO LTD
529900V6RTNF3U5EGX67
GLOBALWAFERS CO LTD
N/A
1600000.000000000000
NS
24427744.380000000000
0.0201829923
Long
EC
CORP
TW
N
2
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT 144A LIFE SR UNSEC 9.0% 12-15-25
91911KAP7
16475000.000000000000
PA
USD
12001955.130000000000
0.0099164034
Long
DBT
CORP
CA
Y
2
2025-12-15
Fixed
9.000000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS 144A LIFE SR UNSEC 9.25% 04-01-26
91911XAV6
8225000.000000000000
PA
USD
5745121.380000000000
0.0047468051
Long
DBT
CORP
CA
Y
2
2026-04-01
Fixed
9.250000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 735228 02-01-35
31402QYZ8
97705.010000000000
PA
USD
104864.440000000000
0.0000866424
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Fixed
5.500000000000
N
N
N
N
N
N
TOKYO ELECTRON LTD
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD
N/A
338600.000000000000
NS
117396041.900000000000
0.0969964060
Long
EC
CORP
JP
N
2
N
N
N
TOKIO MARINE HOLDINGS INC
5299009QN2NZ191KLS29
TOKIO MARINE HOLDINGS INC
N/A
1109000.000000000000
NS
64706272.570000000000
0.0534624147
Long
EC
CORP
JP
N
2
N
N
N
NIPPON TELEGRAPH & TELEPHONE CORP
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE CORP
N/A
9563600.000000000000
NS
273237517.350000000000
0.2257576723
Long
EC
CORP
JP
N
2
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS 144A LIFE SR UNSEC 8.5% 01-31-27
91911XAW4
5175000.000000000000
PA
USD
3286616.630000000000
0.0027155089
Long
DBT
CORP
CA
Y
2
2027-01-31
Fixed
8.500000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.75% 11-13-28
928668AU6
2000000.000000000000
PA
USD
2018714.000000000000
0.0016679268
Long
DBT
CORP
US
Y
2
2028-11-13
Fixed
4.750000000000
N
N
N
N
N
N
SOFTBANK CORP
353800M1YCTS9JRBJ535
SOFTBANK CORP
N/A
1775008.000000000000
NS
20533471.660000000000
0.0169654183
Long
EC
CORP
JP
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
4906453.000000000000
NS
USD
704125070.030000000000
0.5817709015
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS ELECTRIC 1ST LIEN 3.0% 06-15-28
694308JW8
7415000.000000000000
PA
USD
6537375.430000000000
0.0054013910
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.000000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.25% 11-13-23
928668AR3
7365000.000000000000
PA
USD
7402016.490000000000
0.0061157854
Long
DBT
CORP
US
Y
2
2023-11-13
Fixed
4.250000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.625% 11-13-25
928668AT9
2575000.000000000000
PA
USD
2611173.600000000000
0.0021574361
Long
DBT
CORP
US
Y
2
2025-11-13
Fixed
4.625000000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND CO
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO
039483102
3962000.000000000000
NS
USD
327934740.000000000000
0.2709502863
Long
EC
CORP
US
N
1
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP (THE)
00130H105
19558000.000000000000
NS
USD
434578760.000000000000
0.3590630241
Long
EC
CORP
US
N
1
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP 144A LIFE SR UNSEC 4.25% 08-01-29
71376LAE0
9325000.000000000000
PA
USD
8299250.000000000000
0.0068571087
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.250000000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SUB LLC
549300KRDMIL2NJVZ267
PREMIER ENTERTAINMENT SR UNSEC 144A LIFE 5.625% 09-01-29
74052HAA2
8850000.000000000000
PA
USD
7168190.250000000000
0.0059225906
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
5.625000000000
N
N
N
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP CV PFD EQUITY UNITS 6.875% 02-15-24 (1 PC + 1/10 CV PFD)
00130H204
1043000.000000000000
OU
AES CORP CV PFD EQUITY UNITS 6.875% 02-15-24 (1 PC + 1/10 CV PFD)
USD
94662680.000000000000
0.0782133672
Long
EC
CORP
US
N
1
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874784
3353000.000000000000
NS
USD
173584810.000000000000
0.1434213831
Long
EC
CORP
US
N
1
N
N
N
PREMIER ENTERTAINMENT SUB LLC
549300KRDMIL2NJVZ267
PREMIER ENTERTAINMENT SR UNSEC 144A LIFE 5.875% 09-01-31
74052HAB0
8850000.000000000000
PA
USD
6948329.700000000000
0.0057409347
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
5.875000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 2.528% 11-18-27
05401AAR2
4438000.000000000000
PA
USD
3679119.750000000000
0.0030398077
Long
DBT
CORP
IE
Y
2
2027-11-18
Fixed
2.528000000000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT INNOVATIONS INC 144A LIFE SR UNSEC 4.375% 10-01-29
69336VAB7
19090000.000000000000
PA
USD
17270723.000000000000
0.0142696298
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.375000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSEC 1.95% 10-21-31
713448FE3
6004000.000000000000
PA
USD
5335214.440000000000
0.0044081267
Long
DBT
CORP
US
N
2
2031-10-21
Fixed
1.950000000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA
N/A
3057831.000000000000
NS
105758826.910000000000
0.0873813626
Long
EC
CORP
NO
N
2
N
N
AKZO NOBEL NV
724500XYIJUGXAA5QD70
AKZO NOBEL NV
N/A
350000.000000000000
NS
23604567.010000000000
0.0195028565
Long
EC
CORP
NL
N
2
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY SR UNSEC 4.0% 04-01-29
91913YAW0
6000000.000000000000
PA
USD
5849982.000000000000
0.0048334443
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.000000000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50
92857WBU3
7275000.000000000000
PA
USD
6374136.750000000000
0.0052665179
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.250000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 2.7% 09-26-22
928668AZ5
3150000.000000000000
PA
USD
3147716.250000000000
0.0026007450
Long
DBT
CORP
US
Y
2
2022-09-26
Fixed
2.700000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 3.2% 09-26-26
928668BB7
8003000.000000000000
PA
USD
7703431.700000000000
0.0063648244
Long
DBT
CORP
US
Y
2
2026-09-26
Fixed
3.200000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSEC 2.75% 10-21-51
713448FG8
6891000.000000000000
PA
USD
5626301.660000000000
0.0046486324
Long
DBT
CORP
US
N
2
2051-10-21
Fixed
2.750000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSEC 2.625% 10-21-41
713448FF0
12500000.000000000000
PA
USD
10467475.000000000000
0.0086485663
Long
DBT
CORP
US
N
2
2041-10-21
Fixed
2.625000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
215310.000000000000
NS
USD
53282765.700000000000
0.0440239440
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP (REIT)
03027X100
646000.000000000000
NS
USD
174956180.000000000000
0.1445544533
Long
EC
CORP
US
N
1
N
N
N
AIR PRODUCTS & CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC
009158106
456106.000000000000
NS
USD
113219192.380000000000
0.0935453578
Long
EC
CORP
US
N
1
N
N
N
APOLLO GLOBAL MANAGEMENT INC
N/A
APOLLO GLOBAL MANAGEMENT INC
03769M106
5915679.000000000000
NS
USD
337785270.900000000000
0.2790891135
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
28032597.000000000000
NS
USD
1229509704.420000000000
1.0158606754
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
7954232.000000000000
NS
USD
710631086.880000000000
0.5871463830
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE SR UNSEC 1.95% 11-09-28
74460DAH2
8107000.000000000000
PA
USD
7215359.710000000000
0.0059615635
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.950000000000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
PARKLAND CORP 144A LIFE SR UNSEC 4.625% 05-01-30
70137WAL2
5545000.000000000000
PA
USD
4973948.180000000000
0.0041096368
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.625000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.4% 08-15-24
694308HK6
4510000.000000000000
PA
USD
4362468.880000000000
0.0036044129
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.400000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC
CFGNEKW0P8842LEUIA51
PNC FINL SVCS SR UNSEC 2.854% 11-09-22
693475AL9
8395000.000000000000
PA
USD
8392657.800000000000
0.0069342853
Long
DBT
CORP
US
N
2
2022-11-09
Variable
2.8540000000000000
N
N
N
N
N
N
APTIV PLC
N/A
APTIV PLC CV PFD SER A 5.50% 06-15-23
N/A
224000.000000000000
NS
USD
27164480.000000000000
0.0224441718
Long
EP
CORP
IE
N
1
N
N
N
ARES MANAGEMENT CORP
529900JUV61FH7B8VW38
ARES MANAGEMENT CORP CL A
03990B101
4990000.000000000000
NS
USD
357533500.000000000000
0.2954057389
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
1221093.000000000000
NS
USD
102938139.900000000000
0.0850508198
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
5873899.000000000000
NS
USD
1649038405.260000000000
1.3624888539
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
3853961.000000000000
NS
USD
2063719036.280000000000
1.7051114005
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SER A CV PFD 8.000% CUM 09-30-22
11135F200
78700.000000000000
NS
USD
132042860.000000000000
0.1090980807
Long
EP
CORP
US
N
1
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.75% 08-15-42
694308HA8
17045000.000000000000
PA
USD
12079518.780000000000
0.0099804890
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.750000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 3.5% 01-30-23
71654QBG6
14822000.000000000000
PA
USD
14761229.800000000000
0.0121962054
Long
DBT
CORP
MX
N
2
2023-01-30
Fixed
3.500000000000
N
N
N
N
N
N
M&T BANK CORP
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1529000.000000000000
NS
USD
271321050.000000000000
0.2241742250
Long
EC
CORP
US
N
1
N
N
N
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG
529900MUF4C20K50JS49
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG
N/A
117000.000000000000
NS
26457797.360000000000
0.0218602877
Long
EC
CORP
DE
N
2
N
N
N
MYT HOLDING LLC
N/A
MYT HOLDINGS LLC PFD SERIES A 10.0% 6-6-29
55406N202
1427896.000000000000
NS
USD
1563546.120000000000
0.0012918524
Long
EP
CORP
US
N
3
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA
633067103
975000.000000000000
NS
68411034.320000000000
0.0565234087
Long
EC
CORP
CA
N
1
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.85% 11-15-23
694308HE0
8710000.000000000000
PA
USD
8625504.290000000000
0.0071266706
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.850000000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC SEC 4.75% 02-15-27
747262AY9
1751000.000000000000
PA
USD
1478290.510000000000
0.0012214114
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.750000000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639106
2700000.000000000000
NS
USD
122256000.000000000000
0.1010118605
Long
EC
CORP
US
N
1
N
N
N
NESTLE SA
KY37LUS27QQX7BB93L28
NESTLE SA
N/A
4237617.000000000000
NS
520469342.830000000000
0.4300286010
Long
EC
CORP
CH
N
2
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC INC 1ST LIEN 4.375% 09-01-28
747262AZ6
13436000.000000000000
PA
USD
10516827.460000000000
0.0086893429
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.375000000000
N
N
N
N
N
N
QUICKEN LOANS LLC
549300FGXN1K3HLB1R50
QUICKEN LOANS 144A LIFE SR UNSEC 3.625% 03-01-29
74841CAA9
6645000.000000000000
PA
USD
5689847.700000000000
0.0047011362
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.625000000000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC
N/A
70611969.000000000000
NS
974759956.090000000000
0.8053781957
Long
EC
CORP
GB
N
2
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC
668771108
542574.000000000000
NS
USD
13309340.220000000000
0.0109966073
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
11065000.000000000000
NS
255441476.750000000000
0.2110540081
Long
EC
CORP
FR
N
2
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC (GBP)
N/A
11007800.000000000000
NS
1446974997.060000000000
1.1955375321
Long
EC
CORP
GB
N
2
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45
761713BB1
18028000.000000000000
PA
USD
15907492.560000000000
0.0131432847
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.850000000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC SR UNSEC 5.70% 08-15-35
761713BA3
3130000.000000000000
PA
USD
3008809.530000000000
0.0024859757
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.700000000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND LT2 4.375% 08-04-25
21684AAC0
9000000.000000000000
PA
USD
9036558.000000000000
0.0074662964
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.375000000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP SR UNSEC 4.875% 05-15-25
75281AAS8
2375000.000000000000
PA
USD
2372731.880000000000
0.0019604278
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.875000000000
N
N
N
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
NOVARTIS AG
N/A
7751820.000000000000
NS
666234133.150000000000
0.5504641842
Long
EC
CORP
CH
N
2
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844108
1972453.000000000000
NS
USD
495421020.010000000000
0.4093328667
Long
EC
CORP
US
N
1
N
N
N
B3 SA - BRASIL BOLSA BALCAO
4GTK5S46E6H318LMDS44
B3 SA - BRASIL BOLSA BALCAO
N/A
96956000.000000000000
NS
207812380.900000000000
0.1717013089
Long
EC
CORP
BR
N
1
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
N/A
127909564.000000000000
NS
1202798006.400000000000
0.9937906067
Long
EC
CORP
GB
N
2
N
N
N
REDE DOR FINANCE SARL
549300FDE772OLJUCP79
REDE DOR FINANCE SARL SR UNSEC REG S 4.95% 01-17-28
N/A
1820000.000000000000
PA
USD
1701108.500000000000
0.0014055108
Long
DBT
CORP
LU
Y
2
2028-01-17
Fixed
4.950000000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE 144A LIFE SR UNSEC 4.95% 07-15-29
77340RAR8
11768000.000000000000
PA
USD
10356722.600000000000
0.0085570591
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.950000000000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
ORGANON & CO
68622V106
264123.000000000000
NS
USD
8377981.560000000000
0.0069221593
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP INC
744573106
6191216.000000000000
NS
USD
406577154.720000000000
0.3359271924
Long
EC
CORP
US
N
1
N
N
N
BROOKFIELD ASSET MANAGEMENT INC
C6J3FGIWG6MBDGTE8F80
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VTG (USD)
112585104
207530.000000000000
NS
USD
10303864.500000000000
0.0085133860
Long
EC
CORP
CA
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
2794000.000000000000
NS
123983275.340000000000
0.1024389912
Long
EC
CORP
DE
N
2
N
N
N
REDE DOR FINANCE SARL
549300FDE772OLJUCP79
REDE DOR FINANCE SARL SR UNSEC REG S 4.5% 01-22-30
N/A
8840000.000000000000
PA
USD
7595637.400000000000
0.0062757612
Long
DBT
CORP
LU
Y
2
2030-01-22
Fixed
4.500000000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28
75041VAA2
35255000.000000000000
PA
USD
26019952.750000000000
0.0214985263
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
9.250000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
3712012.000000000000
NS
USD
649453619.520000000000
0.5365995813
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
63326000.000000000000
NS
USD
3198596260.000000000000
2.6427836602
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN 144A LIFE 1ST LIEN 11.5% 06-01-25
780153AZ5
17461000.000000000000
PA
USD
18728755.910000000000
0.0154743037
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
11.500000000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA SR UNSEC 1.15% 06-10-25
78015K7H1
12367000.000000000000
PA
USD
11555588.760000000000
0.0095476011
Long
DBT
CORP
CA
N
2
2025-06-10
Fixed
1.150000000000
N
N
N
N
N
N
BRITISH AMERICAN TOBACCO PLC
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC
N/A
19019000.000000000000
NS
747490734.790000000000
0.6176010160
Long
EC
CORP
GB
N
2
N
N
N
BB SEGURIDADE PARTICIPACOES SA
N/A
BB SEGURIDADE PARTICIPACOES SA
N/A
3300000.000000000000
NS
18489592.390000000000
0.0152766991
Long
EC
CORP
BR
N
1
N
N
N
PRINCIPAL FINANCIAL GROUP
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP
74251V102
1434100.000000000000
NS
USD
95998654.000000000000
0.0793171922
Long
EC
CORP
US
N
1
N
N
N
PROCTER & GAMBLE CO
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO
742718109
6024489.000000000000
NS
USD
836861766.990000000000
0.6914422528
Long
EC
CORP
US
N
1
N
N
N
BCE INC
5493001I9203PRB5KR45
BCE INC
05534B760
5379188.000000000000
NS
271784361.090000000000
0.2245570276
Long
EC
CORP
CA
N
1
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO CV PFD SER B DEPOSITORY SHRS (REP 1/20) 6.00% 06-01-23
075887406
2467280.000000000000
NS
USD
123364000.000000000000
0.1019273259
Long
EP
CORP
US
N
1
N
N
FRANKLIN RESOURCES INC
RIFQSET379FOGTEFKS80
FRANKLIN RESOURCES INC
354613101
5103503.000000000000
NS
USD
140091157.350000000000
0.1157478442
Long
EC
CORP
US
N
1
N
N
BUNGE LTD
5493007M0RIN8HY3MM77
BUNGE LIMITED
N/A
2560245.000000000000
NS
USD
236387420.850000000000
0.1953109310
Long
EC
CORP
US
N
1
N
N
N
PROGRESSIVE CORP (THE)
529900TACNVLY9DCR586
PROGRESSIVE CORP (THE)
743315103
1315000.000000000000
NS
USD
151303900.000000000000
0.1250121748
Long
EC
CORP
US
N
1
N
N
N
PACKAGING CORP OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA
695156109
1331630.000000000000
NS
USD
187240494.300000000000
0.1547041510
Long
EC
CORP
US
N
1
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
RATTLER MIDSTREAM PARTNERS 144A LIFE SR UNSEC 5.625% 07-15-25
75419TAA1
3235000.000000000000
PA
USD
3303970.200000000000
0.0027298470
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.625000000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC 144A LIFE SR UNSEC 5.75% 10-15-27
77578JAC2
16750000.000000000000
PA
USD
15860407.500000000000
0.0131043815
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.750000000000
N
N
N
N
N
N
BHP GROUP LTD
WZE1WSENV6JSZFK0JC28
BHP GROUP LTD CDI
N/A
4920000.000000000000
NS
135426522.020000000000
0.1118937717
Long
EC
CORP
AU
N
2
N
N
N
BROOKFIELD INFRASTRUCTURE PARTNERS LP
549300WEH5R2OODI7Y90
BROOKFIELD INFRASTRUCTURE PARTNERS LP (CAD)
N/A
27264388.000000000000
NS
1086274706.770000000000
0.8975152886
Long
EC
CORP
BM
N
1
N
N
N
PROLOGIS INC
529900DFH19P073LZ636
PROLOGIS INC (REIT)
74340W103
1550372.000000000000
NS
USD
205517312.320000000000
0.1698050491
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172109
29470078.000000000000
NS
USD
2863018077.700000000000
2.3655181147
Long
EC
CORP
US
N
1
N
N
N
RP ESCROW ISSUER LLC
N/A
RP ESCROW ISSUER 144A LIFE SEC 5.25% 12-15-25
74969PAA6
6450000.000000000000
PA
USD
5806077.150000000000
0.0047971687
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
5.250000000000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO ISSUER CORP
N/A
REALOGY CORP 144A LIFE SR UNSEC 5.75% 01-15-29
75606DAL5
32220000.000000000000
PA
USD
26392690.800000000000
0.0218064946
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.750000000000
N
N
N
N
N
N
BAKER HUGHES CO
N/A
BAKER HUGHES CO CL A
05722G100
9487000.000000000000
NS
USD
243721030.000000000000
0.2013701960
Long
EC
CORP
US
N
1
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
204880.000000000000
NS
USD
137101598.400000000000
0.1132777739
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES GROUP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475105
4676565.000000000000
NS
USD
776029196.100000000000
0.6411804156
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES GROUP INC
CFGNEKW0P8842LEUIA51
PNC FINL SVCS GRP PFD SER P DEP SHARES (1/4000 FRN (L+406.7) SER P PFD) PERP NON-CUM
693475857
1000000.000000000000
NS
USD
25270000.000000000000
0.0208788911
Long
EP
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122108
1989449.000000000000
NS
USD
146781547.220000000000
0.1212756607
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2300000.000000000000
NS
109020553.230000000000
0.0900763064
Long
EC
CORP
FR
N
2
N
N
N
POLYMETAL INTERNATIONAL PLC
213800JKJ5HJWYS4GR61
POLYMETAL INTERNATIONAL PLC
N/A
6162000.000000000000
NS
14641801.300000000000
0.0120975297
Long
EC
CORP
RU
N
2
N
N
N
POWER CORP OF CANADA
549300BE2CB8T87IJV50
POWER CORP OF CANADA S/V
739239101
9625253.000000000000
NS
261574170.790000000000
0.2161210382
Long
EC
CORP
CA
N
1
N
N
BANK OF NOVA SCOTIA (THE)
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA (THE)
064149107
2348000.000000000000
NS
143038132.050000000000
0.1181827300
Long
EC
CORP
CA
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORPORATION CV PFD SER A 5.5% 06-01-23
101137206
449460.000000000000
NS
USD
48910237.200000000000
0.0404112195
Long
EP
CORP
US
N
1
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
ROCKET SOFTWARE 144A LIFE SR UNSEC 6.5% 02-15-29
77314EAA6
13500000.000000000000
PA
USD
9768870.000000000000
0.0080713563
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.500000000000
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP
N/A
RHP HOTEL PROPERTIES 144A LIFE SR UNSEC 4.5% 02-15-29
749571AG0
12085000.000000000000
PA
USD
11035163.970000000000
0.0091176093
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.500000000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE (REIT)
74460D109
1138000.000000000000
NS
USD
371454580.000000000000
0.3069077854
Long
EC
CORP
US
N
1
N
N
N
PERSIMMON PLC
213800XI72Y57UWN6F31
PERSIMMON PLC
N/A
1759918.000000000000
NS
40487157.180000000000
0.0334517985
Long
EC
CORP
GB
N
2
N
N
N
BLACKSTONE INC
5299004LW4QWGZUB8Y96
BLACKSTONE INC (NON-VOTING)
09260D107
2929100.000000000000
NS
USD
298973237.000000000000
0.2470213560
Long
EC
CORP
US
N
1
N
N
N
BOSTON PROPERTIES INC
549300OF70FSEUQBT254
BOSTON PROPERTIES INC (REIT)
101121101
891865.000000000000
NS
USD
81302413.400000000000
0.0671746830
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN 144A LIFE SR UNSEC 4.25% 07-01-26
780153BH4
22785000.000000000000
PA
USD
17942617.880000000000
0.0148247711
Long
DBT
CORP
US
Y
2
2026-07-01
Fixed
4.250000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES SR UNSEC 1.9% 09-01-31
75513ECM1
7500000.000000000000
PA
USD
6421537.500000000000
0.0053056819
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.900000000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ LODGING TRUST 144A LIFE 4.0% 09-15-29
74965LAB7
17780000.000000000000
PA
USD
15780194.500000000000
0.0130381070
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
4.000000000000
N
N
N
N
N
N
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC
N/A
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC 144A LIFE SR UNSEC 2.875% 10-15-26
77313LAA1
12990000.000000000000
PA
USD
11504983.200000000000
0.0095057891
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.875000000000
N
N
N
N
N
N
PUUILO OYJ
7437005R3SDW7XSTFN50
PUUILO OYJ
N/A
5509640.000000000000
NS
27974552.890000000000
0.0231134802
Long
EC
CORP
FI
N
2
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787107
1089700.000000000000
NS
USD
258204415.000000000000
0.2133368370
Long
EC
CORP
US
N
1
N
N
N
ROLLER BEARING COMPANY OF AMERICA INC.
N/A
ROLLER BEARING CO AMERICA 144A LIFE 1ST LIEN 4.375% 10-15-29
775631AD6
3060000.000000000000
PA
USD
2777858.820000000000
0.0022951568
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.375000000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
ROCKCLIFF ENERGY II LLC 144A LIFE SR UNSEC 5.5% 10-15-29
77289KAA3
12125000.000000000000
PA
USD
11729785.630000000000
0.0096915282
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
5.500000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
6025000.000000000000
NS
USD
312697500.000000000000
0.2583607859
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC PFD SER K DEP SHS (1/1000TH 6.875% SER K PFD) PERP NON-CUM
172967341
2145767.000000000000
NS
USD
57613843.950000000000
0.0476024209
Long
EP
CORP
US
N
1
N
N
N
RIO TINTO FINANCE (USA) LTD
213800RX94ZKEZXPKH58
RIO TINTO FINANCE SR UNSEC 2.75% 11-02-51
767201AT3
7348000.000000000000
PA
USD
5640743.640000000000
0.0046605648
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.750000000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29
75281ABJ7
25655000.000000000000
PA
USD
27501390.350000000000
0.0227225380
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.250000000000
N
N
N
N
N
N
QUALITAS CONTROLADORA SAB DE CV
N/A
QUALITAS CONTROLADORA SAB CV
N/A
10711900.000000000000
NS
45200639.570000000000
0.0373462300
Long
EC
CORP
MX
N
1
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
747000.000000000000
NS
USD
108359820.000000000000
0.0895303872
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN 144A LIFE SR UNSEC 5.375% 07-15-27
780153BK7
26035000.000000000000
PA
USD
20243123.730000000000
0.0167255234
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.375000000000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO ISSUER CORP
N/A
REALOGY CORP 144A LIFE SR UNSEC 5.25% 04-15-30
75606DAQ4
21920000.000000000000
PA
USD
17530848.800000000000
0.0144845542
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
5.250000000000
N
N
N
N
N
N
CITIGROUP CAPITAL XIII
N/A
CITIGROUP CAP XIII PFD TRUPS FRN 10-30-40
173080201
2245277.000000000000
NS
USD
61363420.410000000000
0.0507004422
Long
EP
CORP
US
N
1
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887102
5730100.000000000000
NS
USD
196026721.000000000000
0.1619636156
Long
EC
CORP
US
N
1
N
N
N
RESTAURANT BRANDS INTERNATIONAL INC
5299009RXTX9DN9AKJ98
RESTAURANT BRANDS INTERNATIONAL INC (USD)
76131D103
10723408.000000000000
NS
USD
574881902.880000000000
0.4749860176
Long
EC
CORP
CA
N
1
N
N
REGENCY CENTERS CORP
529900053A7X7FJ97S58
REGENCY CENTERS CORP (REIT)
758849103
6590573.000000000000
NS
USD
424630618.390000000000
0.3508435478
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
231902.000000000000
NS
USD
45974571.500000000000
0.0379856776
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC (REIT)
22822V101
8442881.000000000000
NS
USD
1525290881.460000000000
1.2602446483
Long
EC
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP
7591EP100
10069900.000000000000
NS
USD
213280482.000000000000
0.1762192309
Long
EC
CORP
US
N
1
N
N
N
RIO TINTO PLC
213800YOEO5OQ72G2R82
RIO TINTO PLC
N/A
9179620.000000000000
NS
552510255.150000000000
0.4565018388
Long
EC
CORP
GB
N
2
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30
75281ABK4
22135000.000000000000
PA
USD
21171242.100000000000
0.0174923648
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.750000000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP LLC
549300K52N7QBO3PYY45
RYAN SPECIALTY GROUP 144A LIFE SEC 4.375% 02-01-30
78351MAA0
23070000.000000000000
PA
USD
20849512.500000000000
0.0172265414
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
4.375000000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
REGAL REXNORD CORP
758750103
134000.000000000000
NS
USD
17996200.000000000000
0.0148690424
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513E101
4188623.000000000000
NS
USD
390421549.830000000000
0.3225789092
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA SR UNSEC 3.25% 11-10-24
85771PAX0
850000.000000000000
PA
USD
848207.350000000000
0.0007008163
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.250000000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2
N/A
SCENTRE GROUP 144A LIFE SR UNSEC 3.5% 02-12-25
806213AB0
5455000.000000000000
PA
USD
5341797.840000000000
0.0044135661
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.500000000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
7292017.000000000000
NS
USD
618217201.260000000000
0.5107910424
Long
EC
CORP
US
N
1
N
N
N
SELVAAG BOLIG ASA
5967007LIEEXZXIHPK59
SELVAAG BOLIG ASA
N/A
1912218.000000000000
NS
8095168.080000000000
0.0066884896
Long
EC
CORP
NO
N
2
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC
18453H106
152827.000000000000
NS
USD
236881.850000000000
0.0001957194
Long
EC
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
4568000.000000000000
NS
USD
173446960.000000000000
0.1433074870
Long
EC
CORP
US
N
1
N
N
N
CARLYLE GROUP INC (THE)
529900NGGVF94UK6PG95
CARLYLE GROUP INC (THE)
14316J108
2617000.000000000000
NS
USD
101827470.000000000000
0.0841331484
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP (NEW)
165167735
992914.000000000000
NS
USD
93502711.380000000000
0.0772549637
Long
EC
CORP
US
N
1
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE (CAD)
136069101
5277000.000000000000
NS
266950966.380000000000
0.2205635206
Long
EC
CORP
CA
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP CL A
20030N101
24136400.000000000000
NS
USD
905597728.000000000000
0.7482341264
Long
EC
CORP
US
N
1
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC CL A
12572Q105
9355378.000000000000
NS
USD
1866210803.440000000000
1.5419237118
Long
EC
CORP
US
N
1
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
1000000.000000000000
NS
USD
221310000.000000000000
0.1828534783
Long
EC
CORP
US
N
1
N
N
N
SIEMENS AG
W38RGI023J3WT1HWRP32
SIEMENS AG NAMEN
N/A
2125000.000000000000
NS
235941430.590000000000
0.1949424394
Long
EC
CORP
DE
N
2
N
N
N
SOUTHERN CO/THE
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587107
5472114.000000000000
NS
USD
420750845.460000000000
0.3476379540
Long
EC
CORP
US
N
1
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT SR UNSEC 7.125% 06-15-24
85207UAH8
10000000.000000000000
PA
USD
10491800.000000000000
0.0086686644
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125000000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.75% 05-15-24
785592AJ5
6600000.000000000000
PA
USD
6739682.400000000000
0.0055685435
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.750000000000
N
N
N
N
N
N
CUMULUS MEDIA INC
549300OW8SUYVNKSAC51
CUMULUS MEDIA INC CL A
231082801
217532.000000000000
NS
USD
1727204.080000000000
0.0014270719
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
1715700.000000000000
NS
USD
117920061.000000000000
0.0974293675
Long
EC
CORP
US
N
1
N
N
N
SINGAPORE TELECOMMUNICATIONS LTD
2549003XJKIQO8YDYD89
SINGAPORE TELECOM LTD
N/A
15841000.000000000000
NS
29990157.010000000000
0.0247788375
Long
EC
CORP
SG
N
2
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
N/A
2971500.000000000000
NS
42688542.240000000000
0.0352706540
Long
EC
CORP
NL
N
2
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 3.6% 02-01-45
842400GE7
11875000.000000000000
PA
USD
9339046.250000000000
0.0077162220
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.600000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 5.95% 01-23-25
845467AL3
13213000.000000000000
PA
USD
13390714.850000000000
0.0110638416
Long
DBT
CORP
US
N
2
2025-01-23
Variable
5.9500000000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
136385101
11331100.000000000000
NS
625685901.370000000000
0.5169619240
Long
EC
CORP
CA
N
1
N
N
N
AMERICOLD REALTY TRUST INC
549300R7N1V5YV8MWH02
AMERICOLD REALTY TRUST INC
03064D108
3362200.000000000000
NS
USD
110112050.000000000000
0.0909781363
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.25% 02-01-35
097023CP8
475000.000000000000
PA
USD
388561.880000000000
0.0003210424
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.250000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.215% 09-06-26
05526DBJ3
8308000.000000000000
PA
USD
7875352.590000000000
0.0065068710
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.215000000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2
N/A
SCENTRE GROUP 144A LIFE SR UNSEC 3.25% 10-28-25
806213AD6
10365000.000000000000
PA
USD
9990574.740000000000
0.0082545359
Long
DBT
CORP
AU
Y
2
2025-10-28
Fixed
3.250000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT SR UNSEC 6.875% 11-15-28
852060AD4
78592000.000000000000
PA
USD
88326405.120000000000
0.0729781320
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.5% 11-07-24
37045XCD6
7335000.000000000000
PA
USD
7210444.370000000000
0.0059575023
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.500000000000
N
N
N
N
N
N
COOR SERVICE MANAGEMENT HOLDING AB
529900TMO6717OKBSU69
COOR SERVICE MANAGEMENT HOLDING AB
N/A
2000000.000000000000
NS
16533859.230000000000
0.0136608091
Long
EC
CORP
SE
N
2
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
9841689.000000000000
NS
USD
958875759.270000000000
0.7922541586
Long
EC
CORP
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.758% 09-06-49
05526DBK0
20764000.000000000000
PA
USD
16000032.420000000000
0.0132197442
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.758000000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC SR UNSEC 5.25% 09-15-27
05508WAB1
17875000.000000000000
PA
USD
16384761.250000000000
0.0135376196
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.250000000000
N
N
N
N
N
N
GENESIS ENERGY LP
549300VJ5D6MDK138782
GENESIS ENERGY SR UNSEC 6.25% 05-15-26
37185LAK8
4500000.000000000000
PA
USD
4183267.500000000000
0.0034563509
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO SR UNSEC 4.35% 04-09-25
37045XCK0
2150000.000000000000
PA
USD
2156288.750000000000
0.0017815955
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.350000000000
N
N
N
N
N
N
BANGKOK BANK PCL/HONG KONG
N/A
BANGKOK BANK PCL REG S SUB 3.733% 09-25-34
N/A
8245000.000000000000
PA
USD
7290971.050000000000
0.0060240360
Long
DBT
CORP
HK
Y
2
2034-09-25
Variable
3.7330000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.46% 10-22-25
06051GHW2
10750000.000000000000
PA
USD
10335684.250000000000
0.0085396765
Long
DBT
CORP
US
N
2
2025-10-22
Variable
2.4560000000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT SR UNSEC 7.625% 02-15-25
85207UAJ4
36000000.000000000000
PA
USD
38472300.000000000000
0.0317870583
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.625000000000
N
N
N
N
N
N
SALLY HOLDINGS LLC/SALLY CAPITAL INC
N/A
SALLY BEAUTY SUPPLY SR UNSEC 5.625% 12-01-25
79546VAL0
14080000.000000000000
PA
USD
14078521.600000000000
0.0116321298
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.625000000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL PLC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.625% 05-15-25
377372AM9
5915000.000000000000
PA
USD
5999454.370000000000
0.0049569432
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
3.625000000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
GRAY TELEVISION INC 144A LIFE SR UNSEC 7.0% 05-15-27
389284AA8
17880000.000000000000
PA
USD
18016782.000000000000
0.0148860479
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.000000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE 2.819% 11-19-25
09659W2J2
5184000.000000000000
PA
USD
4966406.780000000000
0.0041034059
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.8190000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 5.0% 01-30-28
071734AH0
30469000.000000000000
PA
USD
16320567.510000000000
0.0134845806
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.000000000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORP
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP
13057Q305
104121.000000000000
NS
USD
4670868.060000000000
0.0038592222
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC
17275R102
3500000.000000000000
NS
USD
158795000.000000000000
0.1312015638
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 03-01-25
785592AM8
4245000.000000000000
PA
USD
4367493.720000000000
0.0036085645
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.625000000000
N
N
N
N
N
N
SOUTHERN CO/THE
549300FC3G3YU2FBZD92
SOUTHERN CO SR UNSEC 4.4% 07-01-46
842587CX3
2100000.000000000000
PA
USD
1958976.600000000000
0.0016185698
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.400000000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY INC
127097103
14650000.000000000000
NS
USD
448143500.000000000000
0.3702706509
Long
EC
CORP
US
N
1
N
N
N
CUBESMART
549300MPHKO3I3FJRA97
CUBESMART (REIT)
229663109
3927254.000000000000
NS
USD
180143140.980000000000
0.1488400882
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
8763349.000000000000
NS
USD
838477232.320000000000
0.6927770024
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE CAB NATL 98B1 0.0% 12-01-31
167501UM5
350000.000000000000
PA
USD
249309.550000000000
0.0002059876
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
0.000000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 5.282% 04-02-50
05526DBQ7
5000000.000000000000
PA
USD
4082675.000000000000
0.0033732381
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.282000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA (THE)
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA SR UNSEC 1.625% 05-01-23
064159VK9
8000000.000000000000
PA
USD
7908472.000000000000
0.0065342353
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.625000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE TAXABLE BAB GO 09E SF 6.138% 12-01-39
167505KH8
53770000.000000000000
PA
USD
54451588.520000000000
0.0449896632
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
6.138000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO TAXABLE BAB SF 6.519% 12-01-40
167505NH5
11385000.000000000000
PA
USD
11810411.910000000000
0.0097581442
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.519000000000
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL SR UNSEC 3.35% 09-01-24
361841AN9
2526000.000000000000
PA
USD
2436352.260000000000
0.0020129930
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.350000000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO SR UNSEC 2.65% 09-15-29
373334KL4
450000.000000000000
PA
USD
408233.250000000000
0.0003372955
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.650000000000
N
N
N
N
N
N
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
549300XK5HGW68R8K327
SHIRE SR UNSEC 2.875% 09-23-23
82481LAC3
1759000.000000000000
PA
USD
1743893.710000000000
0.0014408614
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.875000000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP SR UNSEC 3.5% 09-01-25
828807CV7
3750000.000000000000
PA
USD
3739661.250000000000
0.0030898291
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.500000000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO SR UNSEC 3.7% 01-30-50
373334KN0
1862000.000000000000
PA
USD
1533606.510000000000
0.0012671153
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.700000000000
N
N
N
N
N
N
GENESIS ENERGY LP
549300VJ5D6MDK138782
GENESIS ENERGY SR UNSEC 7.75% 02-01-28
37185LAL6
17135000.000000000000
PA
USD
16575970.630000000000
0.0136956029
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.750000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL SR UNSEC 8.75% 03-15-32
852060AT9
22540000.000000000000
PA
USD
29229308.500000000000
0.0241501998
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER E 5.35% 07-15-35
842400FA6
17725000.000000000000
PA
USD
18398904.500000000000
0.0152017698
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.350000000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS SR UNSEC 3.625% 04-01-30
369550BM9
6433000.000000000000
PA
USD
6430143.750000000000
0.0053127927
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.625000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 6.125% 10-01-25
37045VAV2
9825000.000000000000
PA
USD
10340576.700000000000
0.0085437188
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.125000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 5.625% 02-01-36
842400FC2
16750000.000000000000
PA
USD
17546412.250000000000
0.0144974132
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.625000000000
N
N
N
N
N
N
SOUTHERN CO/THE
549300FC3G3YU2FBZD92
SOUTHERN CO SR UNSEC 4.25% 07-01-36
842587CW5
1300000.000000000000
PA
USD
1253941.000000000000
0.0010360466
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
4.250000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27
37045VAU4
1438000.000000000000
PA
USD
1556219.420000000000
0.0012857988
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.800000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.75% 06-20-25
37045XCX2
9708000.000000000000
PA
USD
9291895.700000000000
0.0076772647
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.750000000000
N
N
N
N
N
N
BAKER HUGHES HOLDINGS LLC
549300XU3XH6F05YEQ93
BAKER HUGHES SR UNSEC 4.486% 05-01-30
05724BAA7
1650000.000000000000
PA
USD
1669593.750000000000
0.0013794723
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.486000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 5.04% 05-01-27
097023CU7
26341000.000000000000
PA
USD
26880674.410000000000
0.0222096824
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.040000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO TAXABLE 6.319% 11-01-29
167505NG7
28045000.000000000000
PA
USD
29185029.250000000000
0.0241136149
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
6.319000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 17H SF 5.0% 12-01-46
167505TK2
390000.000000000000
PA
USD
405185.820000000000
0.0003347776
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
5.000000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS INC 144A LIFE SR UNSEC 4.875% 07-31-24
83001AAB8
11570000.000000000000
PA
USD
11422366.800000000000
0.0094375288
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.875000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 4.5% 09-01-40
842400FQ1
19690000.000000000000
PA
USD
18117340.010000000000
0.0149691322
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.500000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 17C SF 5.0% 12-01-30
167505SL1
220000.000000000000
PA
USD
235578.860000000000
0.0001946429
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 17H SF 5.0% 12-01-36
167505TJ5
100000.000000000000
PA
USD
105470.700000000000
0.0000871433
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.000000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 4.875% 05-01-25
097023CT0
55978000.000000000000
PA
USD
56863068.160000000000
0.0469821056
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 5.805% 05-01-50
097023CW3
33779000.000000000000
PA
USD
33634831.230000000000
0.0277901852
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 5.15% 05-01-30
097023CY9
60468000.000000000000
PA
USD
61104304.760000000000
0.0504863525
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.150000000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BMC SOFTWARE 144A LIFE 2ND LIEN 9.125% 03-01-26
103186AC6
14050000.000000000000
PA
USD
13456556.100000000000
0.0111182418
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
9.125000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER 04G 5.75% 04-01-35
842400EV1
4400000.000000000000
PA
USD
4679875.200000000000
0.0038666642
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.750000000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2
N/A
SCENTRE GROUP 144A LIFE SR UNSEC 3.75% 03-23-27
80622GAC8
3000000.000000000000
PA
USD
2914539.000000000000
0.0024080864
Long
DBT
CORP
AU
Y
2
2027-03-23
Fixed
3.750000000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SR UNSEC 1.9% 06-01-25
101137AZ0
9109000.000000000000
PA
USD
8693729.800000000000
0.0071830407
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.900000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.219% 06-09-26
09659W2L7
23433000.000000000000
PA
USD
21913416.820000000000
0.0181055736
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.2190000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 17G SF 5.0% 12-01-44
167505TH9
140000.000000000000
PA
USD
145806.080000000000
0.0001204697
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 17C 5.0% 12-01-26
167505SJ6
110000.000000000000
PA
USD
117425.990000000000
0.0000970212
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 17D SF 5.0% 12-01-31
167505SX5
100000.000000000000
PA
USD
106580.700000000000
0.0000880604
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 18A 5.0% 12-01-26
167505US3
100000.000000000000
PA
USD
106750.900000000000
0.0000882010
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
5.000000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER 144A LIFE SR UNSEC 4.5% 07-01-28
366651AC1
17125000.000000000000
PA
USD
16519682.630000000000
0.0136490960
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.500000000000
N
N
N
N
N
N
GPC MERGER SUB INC
N/A
GPC MERGER SUB INC 144A LIFE SR UNSEC 7.125% 08-15-28
384701AA6
13795000.000000000000
PA
USD
11635723.830000000000
0.0096138113
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.125000000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES 144A LIFE SR UNSEC 4.125% 06-30-28
05605HAB6
5190000.000000000000
PA
USD
4925180.250000000000
0.0040693432
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.125000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25
06051GJD2
9700000.000000000000
PA
USD
8958308.900000000000
0.0074016445
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.3190000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18A 5.0% 12-01-29
167505UE4
300000.000000000000
PA
USD
330527.700000000000
0.0002730927
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18A 5.0% 12-01-28
167505UD6
650000.000000000000
PA
USD
725560.550000000000
0.0005994816
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNW 02-W1 2A FRN 02-25-42
31392CMS0
242831.430000000000
PA
USD
247723.030000000000
0.0002046768
Long
ABS-CBDO
USGA
US
N
2
2042-02-25
Variable
4.9959400000000000
N
N
N
N
N
N
FORTESCUE METALS GROUP LTD
529900VEJFORCO6I4826
FORTESCUE METALS GROUP LTD
N/A
7395309.000000000000
NS
95067525.570000000000
0.0785478637
Long
EC
CORP
AU
N
2
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18A 5.0% 12-01-33
167505UJ3
200000.000000000000
PA
USD
216499.000000000000
0.0001788785
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18A 5.0% 12-01-30
167505UF1
200000.000000000000
PA
USD
218975.800000000000
0.0001809249
Long
DBT
MUN
US
N
2
2030-12-01
Fixed
5.000000000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAPITAL MARKETS SR UNSEC 2.772% 11-10-50
10373QBN9
3032000.000000000000
PA
USD
2250871.900000000000
0.0018597431
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.772000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP SR UNSEC 4.75% 12-01-27
103304BU4
22590000.000000000000
PA
USD
21763431.900000000000
0.0179816512
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.750000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18A 5.0% 12-01-32
167505UH7
350000.000000000000
PA
USD
380272.200000000000
0.0003141932
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18A 5.0% 12-01-31
167505UG9
350000.000000000000
PA
USD
381658.900000000000
0.0003153389
Long
DBT
MUN
US
N
2
2031-12-01
Fixed
5.000000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.7% 08-20-27
37045XDA1
16256000.000000000000
PA
USD
14669300.610000000000
0.0121202505
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.700000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER 144A LIFE SR UNSEC 3.75% 10-01-30
366651AE7
5300000.000000000000
PA
USD
4879842.500000000000
0.0040318837
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.750000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM SR UNSEC 3.15% 11-15-25
11135FBB6
954000.000000000000
PA
USD
935680.340000000000
0.0007730894
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.150000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.984% 09-25-50
05526DBU8
4219000.000000000000
PA
USD
2933668.990000000000
0.0024238922
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.984000000000
N
N
N
N
N
N
GENESIS ENERGY LP/ GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY SR UNSEC 8.0% 01-15-27
37185LAM4
49657000.000000000000
PA
USD
48806872.160000000000
0.0403258160
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.000000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 1.25% 01-08-26
37045XDD5
2755000.000000000000
PA
USD
2486866.870000000000
0.0020547298
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.250000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 2.259% 03-25-28
05526DBR5
9610000.000000000000
PA
USD
8243198.530000000000
0.0068107972
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.259000000000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC SR UNSEC 1.668% 03-25-26
05530QAN0
8990000.000000000000
PA
USD
8131095.400000000000
0.0067181739
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18C 5.0% 12-01-28
167505VU7
800000.000000000000
PA
USD
892997.600000000000
0.0007378235
Long
DBT
MUN
US
N
2
2028-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO AGM 18C 5.0% 12-01-29
167505VV5
550000.000000000000
PA
USD
605967.450000000000
0.0005006699
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
5.000000000000
N
N
N
N
N
N
GUAM INTL ARPT AUTH
N/A
GUAM INTL AIRPORT TAXABLE 21A SF 4.46% 10-01-43
40064REL9
525000.000000000000
PA
USD
464359.880000000000
0.0003836691
Long
DBT
MUN
GU
N
2
2043-10-01
Fixed
4.460000000000
N
N
N
N
N
N
GUAM INTL ARPT AUTH
N/A
GUAM INTL AIRPORT TAXABLE 21A SF 3.839% 10-01-36
40064REK1
400000.000000000000
PA
USD
362387.600000000000
0.0002994164
Long
DBT
MUN
GU
N
2
2036-10-01
Fixed
3.839000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A LIFE SR UNSEC 1.652% 10-06-26
05583JAH5
6925000.000000000000
PA
USD
6262866.130000000000
0.0051745825
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.6520000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.197% 10-24-26/25
06051GJK6
7500000.000000000000
PA
USD
6805507.500000000000
0.0056229304
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.1970000000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_17-GS7
N/A
GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27
36254CAV2
940000.000000000000
PA
USD
919593.540000000000
0.0007597979
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.430000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.0 BE3194 150K MAX 01-20-48
3617BWRP2
1243870.230000000000
PA
USD
1267705.270000000000
0.0010474191
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.000000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.35% 01-08-31
37045XDE3
17998000.000000000000
PA
USD
14515063.040000000000
0.0119928144
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.350000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 1.431% 03-09-27/26
38141GYA6
10650000.000000000000
PA
USD
9626918.400000000000
0.0079540713
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.4310000000000000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF
N/A
GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 3.0% 06-01-46
38122NB76
3915000.000000000000
PA
USD
3469332.060000000000
0.0028664743
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.000000000000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF
N/A
GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 2.746% 06-01-34
38122NB50
785000.000000000000
PA
USD
693410.130000000000
0.0005729179
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.746000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.4% 04-10-28
37045XDH6
9238000.000000000000
PA
USD
8020450.080000000000
0.0066267552
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.400000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 2.615% 04-22-32/31
38141GYB4
6523000.000000000000
PA
USD
5632264.780000000000
0.0046535593
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.6150000000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 1.95% 02-01-24
097023CZ6
523000.000000000000
PA
USD
508934.440000000000
0.0004204981
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.950000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.75% 02-01-26
097023DA0
16896000.000000000000
PA
USD
16174557.700000000000
0.0133639426
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.750000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.21% 04-22-42/41
38141GYC2
7500000.000000000000
PA
USD
6053572.500000000000
0.0050016573
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.2100000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 1.542% 09-10-27/26
38141GYG3
17000000.000000000000
PA
USD
15222140.000000000000
0.0125770243
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.5420000000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 1.5% 06-10-26
37045XDK9
23695000.000000000000
PA
USD
21226834.020000000000
0.0175382967
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.500000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.7% 06-10-31
37045XDL7
13156000.000000000000
PA
USD
10771422.380000000000
0.0088996975
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.700000000000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF
N/A
GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 3.293% 06-01-42
38122NB68
1855000.000000000000
PA
USD
1548711.680000000000
0.0012795957
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.293000000000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF
N/A
GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.332% 06-01-27
38122NC67
3010000.000000000000
PA
USD
2794622.460000000000
0.0023090074
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
2.332000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.0 BD3903 175K MAX 01-20-48
3617BKKQ3
5686734.400000000000
PA
USD
5795840.090000000000
0.0047887105
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.0 MA5192 05-20-48
36179TXV2
4506809.820000000000
PA
USD
4587188.770000000000
0.0037900837
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.000000000000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF
N/A
GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.158% 06-01-26
38122NC59
2170000.000000000000
PA
USD
2034229.610000000000
0.0016807463
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
2.158000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23
452151LE1
3880909.050000000000
PA
USD
3919170.930000000000
0.0032381458
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.950000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER 144A LIFE SR UNSEC 3.625% 06-15-29
366651AG2
6543000.000000000000
PA
USD
5984751.240000000000
0.0049447950
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
GAP INC 144A LIFE SR UNSEC 3.625% 10-01-29
364760AP3
2507000.000000000000
PA
USD
1842268.950000000000
0.0015221422
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.625000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE BAB 5.95% 03-01-23
452152DQ1
595000.000000000000
PA
USD
601740.760000000000
0.0004971777
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
5.950000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE PENSION SF 5.1% 06-01-33
452151LF8
155890000.000000000000
PA
USD
159181617.350000000000
0.1315209996
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.100000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.25% 02-01-28
097023DB8
20952000.000000000000
PA
USD
19496695.030000000000
0.0161087999
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.250000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.625% 02-01-31
097023DC6
11241000.000000000000
PA
USD
10321812.190000000000
0.0085282150
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.625000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 5.0% 02-15-29
071734AM9
12675000.000000000000
PA
USD
6449230.130000000000
0.0053285625
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
5.000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 5.25% 02-15-31
071734AL1
20245000.000000000000
PA
USD
10435588.930000000000
0.0086222210
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.250000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_19-GC38
N/A
GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29
36252SAV9
240000.000000000000
PA
USD
240210.000000000000
0.0001984693
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.968000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_20-GC47
N/A
GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30
36258RBA0
6571000.000000000000
PA
USD
5913420.320000000000
0.0048858591
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.377200000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE 13B 4.91% 04-01-27
452152QU8
3230000.000000000000
PA
USD
3307158.240000000000
0.0027324811
Long
DBT
MUN
US
N
2
2027-04-01
Fixed
4.910000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO 19A 4.0% 04-01-23
4521523N9
12000000.000000000000
PA
USD
11999472.000000000000
0.0099143518
Long
DBT
MUN
US
N
2
2023-04-01
Fixed
4.000000000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
GAP INC 144A LIFE SR UNSEC 3.875% 10-01-31
364760AQ1
1670000.000000000000
PA
USD
1212069.300000000000
0.0010014508
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.875000000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER SAU
959800HLB3PGTGSLVV62
GRIFOLS ESCROW ISSUER SA 144A LIFE SR UNSEC 4.75% 10-15-28
39843UAA0
14480000.000000000000
PA
USD
12853896.000000000000
0.0106203045
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
DORMITORY AUTHORITY OF STATE OF NEW YORK
549300C8XO7EXTX2XU71
NY ST DORM DASNY PIT TAXABLE 21C 1.748% 03-15-28
64990FD76
7675000.000000000000
PA
USD
6971877.900000000000
0.0057603910
Long
DBT
MUN
US
N
2
2028-03-15
Fixed
1.748000000000
N
N
N
N
N
N
DORMITORY AUTHORITY OF STATE OF NEW YORK
549300C8XO7EXTX2XU71
NY ST DORM DASNY PIT TAXABLE 21C 1.187% 03-15-26
64990FD50
4635000.000000000000
PA
USD
4285771.290000000000
0.0035410428
Long
DBT
MUN
US
N
2
2026-03-15
Fixed
1.187000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.4% 10-15-28
37045XDP8
13319000.000000000000
PA
USD
11414076.660000000000
0.0094306792
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.400000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 1.2% 10-15-24
37045XDM5
11390000.000000000000
PA
USD
10662942.130000000000
0.0088100676
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.200000000000
N
N
N
N
N
N
BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP
N/A
BLUE RACER 144A LIFE SR UNSEC 7.625% 12-15-25
095796AH1
10281000.000000000000
PA
USD
10267223.460000000000
0.0084831120
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
7.625000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 2.6% 02-15-33
11135FBF7
8573000.000000000000
PA
USD
6939680.610000000000
0.0057337885
Long
DBT
CORP
US
Y
2
2033-02-15
Fixed
2.600000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.5% 02-15-41
11135FBJ9
13408000.000000000000
PA
USD
10691941.440000000000
0.0088340278
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.500000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 1.323% 01-13-27/26
09659W2N3
12125000.000000000000
PA
USD
10849765.250000000000
0.0089644269
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.3230000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 1.948% 10-21-27/26
38141GYM0
48202000.000000000000
PA
USD
44007992.180000000000
0.0363608262
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.9480000000000000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
GRAY ESCROW II INC 144A LIFE SR UNSEC 5.375% 11-15-31
389286AA3
7865000.000000000000
PA
USD
6959777.830000000000
0.0057503935
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.375000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26
05578AAP3
10000000.000000000000
PA
USD
8983500.000000000000
0.0074224582
Long
DBT
CORP
FR
Y
2
2026-01-20
Fixed
1.000000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A LIFE SR NON PREF 2.277% 01-20-32/31
05583JAJ1
7675000.000000000000
PA
USD
6180232.350000000000
0.0051063078
Long
DBT
CORP
FR
Y
2
2032-01-20
Variable
2.2770000000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 2.196% 02-04-26
097023DG7
23708000.000000000000
PA
USD
22086443.920000000000
0.0182485342
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.196000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.658% 03-11-27/26
06051GJQ3
4896000.000000000000
PA
USD
4476882.820000000000
0.0036989454
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.6580000000000000
N
N
N
N
N
N
GRAND CANYON UNIVERSITY
N/A
GRAND CANYON UNIV UNSEC SF 3.25% 10-01-23
38528UAB2
2500000.000000000000
PA
USD
2468750.000000000000
0.0020397611
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.250000000000
N
N
N
N
N
N
GRAND CANYON UNIVERSITY
N/A
GRAND CANYON UNIV UNSEC SF 4.375% 10-01-26
38528UAD8
5000000.000000000000
PA
USD
4812500.000000000000
0.0039762431
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.375000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 2.35% 02-26-27
37045XDR4
17019000.000000000000
PA
USD
15352652.690000000000
0.0126848581
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.350000000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
FERTITTA ENTERTAINMENT 144A LIFE SR UNSEC 6.75% 01-15-30
31556TAC3
12760000.000000000000
PA
USD
10462817.200000000000
0.0086447179
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.750000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.419% 04-15-33
11135FBK6
3146000.000000000000
PA
USD
2716335.050000000000
0.0022443239
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.419000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.469% 04-15-34
11135FBL4
45119000.000000000000
PA
USD
38666622.050000000000
0.0319476135
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.469000000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36
907818FQ6
3245000.000000000000
PA
USD
2879171.680000000000
0.0023788647
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.891000000000
N
N
N
N
N
N
PUBLIC FINANCE AUTHORITY WISCONSIN
5493004S6D3NA627K012
WI PFA TAXABLE SF 4.95% 03-01-34
74447CAA7
22805000.000000000000
PA
USD
22200941.160000000000
0.0183431355
Long
DBT
MUN
US
N
2
2034-03-01
Fixed
4.950000000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
N/A
FERTITTA ENTERTAINMENT 144A LIFE SEC 4.625% 01-15-29
31556TAA7
33420000.000000000000
PA
USD
31245694.800000000000
0.0258162034
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.625000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.102% 02-24-33/32
38141GZM9
37259000.000000000000
PA
USD
33315358.400000000000
0.0275262264
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.1020000000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35
452152BM2
3775000.000000000000
PA
USD
4107460.480000000000
0.0033937167
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.630000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE BAB SF 6.725% 04-01-35
452152FA4
4500000.000000000000
PA
USD
4912875.000000000000
0.0040591762
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.725000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.5 783687 12-20-41
3622A2CY6
364290.770000000000
PA
USD
377262.070000000000
0.0003117061
Long
ABS-MBS
USGA
US
N
2
2041-12-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.0 TBA 08-01-52
21H040681
2977000.000000000000
PA
USD
3008514.520000000000
0.0024857320
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.5 TBA 08-01-52
21H042687
21866000.000000000000
PA
USD
22292212.070000000000
0.0184185465
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 2.0 TBA 08-01-52
21H020683
64174835.000000000000
PA
USD
58970640.930000000000
0.0487234504
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
2.000000000000
N
N
N
N
N
N
ILLINOIS (STATE OF)
54930048FV8RWPR02D67
ILLINOIS ST GO TAXABLE BAB SF 7.35% 07-01-35
452152GS4
350000.000000000000
PA
USD
396088.000000000000
0.0003272607
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.350000000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP
369550108
1000000.000000000000
NS
USD
226670000.000000000000
0.1872820836
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 2.64% 02-24-28/27
38141GZK3
25188000.000000000000
PA
USD
23482722.020000000000
0.0194021843
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.6400000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.615% 03-15-28/27
38141GZR8
33910000.000000000000
PA
USD
32953398.900000000000
0.0272271638
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.6150000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 3.0 TBA 08-01-52
21H030682
90000000.000000000000
PA
USD
87684120.000000000000
0.0724474553
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 5.0 TBA 09-01-52
21H050698
34000000.000000000000
PA
USD
34739772.000000000000
0.0287031230
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.5 TBA 09-01-52
21H042695
70100000.000000000000
PA
USD
71337685.600000000000
0.0589415026
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP
N/A
GSMS 22-SHIP B 144A FRN (TSFR1M+142.4) 08-15-24
36269CAC7
879000.000000000000
PA
USD
862528.420000000000
0.0007126489
Long
ABS-CBDO
CORP
US
Y
2
2024-08-15
Variable
3.3825800000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.8% 04-07-25
37045XDU7
5560000.000000000000
PA
USD
5490477.760000000000
0.0045364103
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.800000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 4.3% 04-06-29
37045XDV5
8000000.000000000000
PA
USD
7587520.000000000000
0.0062690544
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.300000000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES 144A LIFE SR UNSEC 4.125% 04-15-29
05605HAC4
13360000.000000000000
PA
USD
12563276.400000000000
0.0103801852
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.125000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.871% 04-19-32/31
09659W2P8
10282000.000000000000
PA
USD
8700186.270000000000
0.0071883752
Long
DBT
CORP
FR
Y
2
2032-04-19
Variable
2.8710000000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 5.40% 10-15-29
37045VAY6
23575000.000000000000
PA
USD
23585797.350000000000
0.0194873484
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.400000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 5.6% 10-15-32
37045VAZ3
28000000.000000000000
PA
USD
27990424.000000000000
0.0231265934
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.600000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP
N/A
GSMS 22-SHIP A 144A FRN (TSFR1M+73.1) 08-15-24
36269CAA1
2633000.000000000000
PA
USD
2584937.220000000000
0.0021357587
Long
ABS-CBDO
CORP
US
Y
2
2024-08-15
Variable
2.6895800000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP
N/A
GSMS 22-SHIP D 144A FRN (TSFRM1+160.69) 07-15-24
36269CAG8
2032000.000000000000
PA
USD
1964238.900000000000
0.0016229177
Long
ABS-CBDO
CORP
US
Y
2
2024-08-15
Variable
3.5655200000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC SR UNSEC ADD-ON 5.875% 02-15-26
404119BS7
13870000.000000000000
PA
USD
14352398.600000000000
0.0118584158
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 144A LIFE SR UNSEC 4.625% 05-15-24
410345AJ1
16610000.000000000000
PA
USD
16487019.560000000000
0.0136221087
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
4.625000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP
N/A
GSMS 22-SHIP C 144A FRN (TSFR1M+191.9) 08-15-24
36269CAE3
1362000.000000000000
PA
USD
1336767.590000000000
0.0011044806
Long
ABS-CBDO
CORP
US
Y
2
2024-08-15
Variable
3.8775800000000000
N
N
N
N
N
N
GINNIE MAE II POOL
N/A
G2SF 4.0 TBA 09-01-52
21H040699
4600000.000000000000
PA
USD
4640967.600000000000
0.0038345175
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.000000000000
N
N
N
N
N
N
BOYNE USA INC
N/A
BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29
103557AC8
22750000.000000000000
PA
USD
21328807.500000000000
0.0176225504
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.750000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SEC 4.875% 06-01-28
071734AN7
29150000.000000000000
PA
USD
23307611.250000000000
0.0192575021
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.875000000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 144A LIFE SR UNSEC 4.875% 05-15-26
410345AL6
48407000.000000000000
PA
USD
47176736.100000000000
0.0389789449
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
4.875000000000
N
N
N
N
N
N
HUARONG FINANCE II CO LTD
549300BHVD63HE2GHX17
HUARONG FINANCE II REG S SR UNSEC 5.5% 01-16-25
N/A
17000000.000000000000
PA
USD
15492831.000000000000
0.0128006780
Long
DBT
CORP
HK
Y
2
2025-01-16
Fixed
5.500000000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
23562633.000000000000
NS
USD
1407867321.750000000000
1.1632255062
Long
EC
CORP
US
N
1
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334104
16686077.000000000000
NS
USD
1247951698.830000000000
1.0310980475
Long
EC
CORP
US
N
1
N
N
N
GINNIE MAE II POOL
N/A
G2SF 2.5 TBA 09-01-52
21H022697
10441000.000000000000
PA
USD
9887647.880000000000
0.0081694944
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
2.500000000000
N
N
N
N
N
N
HUNDRED ACRE WOOD TRUST HAWT_21-INV1
N/A
HAWT 21-INV1 A3 144A FRN 07-25-51
44590HAC0
1329771.020000000000
PA
USD
1179368.600000000000
0.0009744325
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.5000000000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_21-2
N/A
HPA 21-2 A 144A 1.901% 12-17-26
43732VAT3
6503283.000000000000
PA
USD
5950393.390000000000
0.0049164074
Long
ABS-CBDO
CORP
US
Y
2
2026-12-17
Fixed
1.901000000000
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR5
N/A
INDX 06-AR5 2A1 ARH10 FRN 05-25-36
45661ECM4
1369903.160000000000
PA
USD
1329138.950000000000
0.0010981776
Long
ABS-CBDO
CORP
US
N
2
2036-05-25
Variable
3.1428800000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC LT2 4.25% 03-14-24
404280AP4
9000000.000000000000
PA
USD
9029817.000000000000
0.0074607268
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.250000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.25% 09-20-22
44891AAR8
11817000.000000000000
PA
USD
11816870.010000000000
0.0097634801
Long
DBT
CORP
US
Y
2
2022-09-20
Fixed
3.250000000000
N
N
N
N
N
N
GAMING AND LEISURE PROPERTIES INC
5493006GWRDBCZYWTM57
GAMING AND LEISURE PROPERTIES INC (REIT)
36467J108
11304134.000000000000
NS
USD
587701926.660000000000
0.4855783358
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS COMPANY
37045V100
3497200.000000000000
NS
USD
126808472.000000000000
0.1047732601
Long
EC
CORP
US
N
1
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18
N/A
JPMBB 14-C18 A5 4.0793% 02-15-47/02-16-24
46641JAW6
7735000.000000000000
PA
USD
7704864.440000000000
0.0063660081
Long
ABS-CBDO
CORP
US
N
2
2047-02-15
Fixed
4.079300000000
N
N
N
N
N
N
JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4
N/A
JPMCC 16-JP4 A4 FRN 12-15-49/11-18-26
46645UAT4
4810000.000000000000
PA
USD
4732236.730000000000
0.0039099270
Long
ABS-CBDO
CORP
US
N
2
2049-12-15
Variable
3.6483000000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING 144A LIFE SR UNSEC 4.75% 06-15-31
103304BV2
4745000.000000000000
PA
USD
4377808.180000000000
0.0036170867
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.750000000000
N
N
N
N
N
N
CQP HOLDCO LP/BIP-V CHINOOK HOLDCO LLC
N/A
CQP HOLDCO / BIP-V CHINOOK HOLDCO 144A LIFE 1ST LIEN 5.5% 06-15-31
12657NAA8
36675000.000000000000
PA
USD
34834465.130000000000
0.0287813615
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
5.500000000000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5
N/A
JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27
46590TAE5
1510000.000000000000
PA
USD
1498083.080000000000
0.0012377647
Long
ABS-CBDO
CORP
US
N
2
2050-03-15
Fixed
3.693900000000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7
N/A
JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27
46648KAU0
560000.000000000000
PA
USD
548568.720000000000
0.0004532452
Long
ABS-CBDO
CORP
US
N
2
2050-10-15
Fixed
3.409200000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO LTD
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 REG S SR UNSEC 4.25% 11-07-27
N/A
17000000.000000000000
PA
USD
14088750.000000000000
0.0116405808
Long
DBT
CORP
VG
Y
2
2027-11-07
Fixed
4.250000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL 144A LIFE SR UNSEC 7.0% 05-01-26
44332PAD3
45276000.000000000000
PA
USD
44760759.120000000000
0.0369827866
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.000000000000
N
N
N
N
N
N
BARRICK GOLD CORP
0O4KBQCJZX82UKGCBV73
BARRICK GOLD CORP (USD)
067901108
10037200.000000000000
NS
USD
157985528.000000000000
0.1305327519
Long
EC
CORP
CA
N
1
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
GENUINE PARTS CO
372460105
1377500.000000000000
NS
USD
210578425.000000000000
0.1739867040
Long
EC
CORP
US
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26
097751BV2
50490000.000000000000
PA
USD
47016035.550000000000
0.0388461689
Long
DBT
CORP
CA
Y
2
2026-06-15
Fixed
7.125000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28
06051GJZ3
26229000.000000000000
PA
USD
23178488.610000000000
0.0191508168
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.0870000000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 4.583% 06-19-29
404280BT5
5750000.000000000000
PA
USD
5621303.500000000000
0.0046445027
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.5830000000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 5.95% 04-01-41
437076AV4
12500000.000000000000
PA
USD
14859300.000000000000
0.0122772342
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.950000000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29
09951LAB9
22522000.000000000000
PA
USD
21515266.600000000000
0.0177766090
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31
06051GKA6
21808000.000000000000
PA
USD
18322536.400000000000
0.0151386721
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.2990000000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC PFD SER J DEP SHRS (1/1000 5.5% FIXED TO FLOAT SER J PFD) PERP NON-CUM
38145G308
1200000.000000000000
NS
USD
30096000.000000000000
0.0248662884
Long
EP
CORP
US
N
1
N
N
JP MORGAN MORTGAGE TRUST JPMMT_20-INV1
N/A
JPMMT 20-INV1 A3 144A FRN 08-25-50
46591VAC3
655988.200000000000
PA
USD
630833.680000000000
0.0005212152
Long
ABS-CBDO
CORP
US
Y
2
2050-08-25
Variable
3.5000000000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO
N/A
JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27
46655AAA6
3928000.000000000000
PA
USD
3658798.450000000000
0.0030230176
Long
ABS-CBDO
CORP
US
Y
2
2039-01-05
Fixed
3.024200000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO
N/A
JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27
46655AAG3
1569000.000000000000
PA
USD
1420368.630000000000
0.0011735545
Long
ABS-CBDO
CORP
US
Y
2
2039-01-05
Variable
3.4495700000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO
N/A
JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27
46655AAE8
1735000.000000000000
PA
USD
1608608.720000000000
0.0013290845
Long
ABS-CBDO
CORP
US
Y
2
2039-01-05
Fixed
3.376500000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC 144A LIFE SR UNSEC 4.25% 02-01-32
12008RAP2
8610000.000000000000
PA
USD
7389446.400000000000
0.0061053996
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.250000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28
097751BX8
32983000.000000000000
PA
USD
28550249.720000000000
0.0235891395
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.159% 09-15-29/28
09659W2R4
6375000.000000000000
PA
USD
5404374.380000000000
0.0044652689
Long
DBT
CORP
FR
Y
2
2029-09-15
Variable
2.1590000000000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
BALL CORP SR UNSEC 3.125% 09-15-31
058498AX4
20755000.000000000000
PA
USD
18234201.480000000000
0.0150656869
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.125000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2
N/A
LMAT 21-GS2 A1 144A FRN 04-25-61
52476DAA5
1199516.540000000000
PA
USD
1132132.500000000000
0.0009354045
Long
ABS-CBDO
CORP
US
Y
2
2061-04-25
Variable
1.7500000000000000
N
N
N
N
N
N
LUXE_21-TRIP
N/A
LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24
55066WAA2
5935000.000000000000
PA
USD
5728236.470000000000
0.0047328542
Long
ABS-CBDO
CORP
US
Y
2
2038-10-15
Variable
3.0490000000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC SR UNSEC 5.375% 09-01-26
404121AH8
9680000.000000000000
PA
USD
9997407.200000000000
0.0082601811
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.375000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC SR UNSEC 5.625% 09-01-28
404121AJ4
20915000.000000000000
PA
USD
21717822.280000000000
0.0179439670
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.625000000000
N
N
N
N
N
N
LUXE_21-TRIP
N/A
LUXE 21-TRIP B 144A FRN (L+140) 10-15-38/24
55066WAC8
2856000.000000000000
PA
USD
2738538.430000000000
0.0022626690
Long
ABS-CBDO
CORP
US
Y
2
2038-10-15
Variable
3.3990000000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1
N/A
BRAVO 22-R1 A 144A 3.125% 01-29-70/25
10568PAA5
6340106.520000000000
PA
USD
5794819.320000000000
0.0047878671
Long
ABS-CBDO
CORP
US
Y
2
2070-01-29
Variable
3.1250000000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_14-C17
N/A
MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24
61763UAZ5
4810901.000000000000
PA
USD
4782771.660000000000
0.0039516806
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.741000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_15-C22
N/A
MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25
61690FAM5
960000.000000000000
PA
USD
940148.160000000000
0.0007767808
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.306000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.187% 11-15-36
11135FBQ3
10450000.000000000000
PA
USD
8380649.200000000000
0.0069243634
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.187000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 3.137% 11-15-35
11135FBP5
15359000.000000000000
PA
USD
12364210.030000000000
0.0102157101
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.137000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_16-UBS9
N/A
MSCI 16-UBS9 C FRN 03-15-49/02-18-26
61766CAL3
446000.000000000000
PA
USD
419118.240000000000
0.0003462890
Long
ABS-CBDO
CORP
US
N
2
2049-03-15
Variable
4.7606700000000000
N
N
N
N
N
N
INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8
N/A
MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25
61691ABN2
1550000.000000000000
PA
USD
1518248.250000000000
0.0012544258
Long
ABS-CBDO
CORP
US
N
2
2048-12-15
Fixed
4.114000000000
N
N
N
N
N
N
BROOKFIELD PROPERTY REIT INC
549300K1JD1LDRNBET48
BROOKFIELD PROPERTY REIT 144A LIFE SEC 4.5% 04-01-27
11284DAC9
5215000.000000000000
PA
USD
4561518.780000000000
0.0037688743
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.500000000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
BONANZA CREEK ENERGY INC 144A LIFE SR UNSEC 5.0% 10-15-26
097793AE3
23690000.000000000000
PA
USD
22289921.000000000000
0.0184166535
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.000000000000
N
N
N
N
N
N
HILCORP ENERGY I LP
N/A
HILCORP ENERGY 144A LIFE SR UNSEC 6.25% 11-01-28
431318AS3
4000000.000000000000
PA
USD
3879800.000000000000
0.0032056162
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 3.9% 12-06-28
437076BW1
1150000.000000000000
PA
USD
1185288.900000000000
0.0009793240
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.900000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31
06051GKD0
8494000.000000000000
PA
USD
7286374.040000000000
0.0060202378
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.5720000000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25
05578AAV0
8000000.000000000000
PA
USD
7560288.000000000000
0.0062465544
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
1.625000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 4.5% 12-06-48
437076BX9
601000.000000000000
PA
USD
618243.890000000000
0.0005108131
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.500000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 2.95% 06-15-29
437076BY7
5000000.000000000000
PA
USD
4821830.000000000000
0.0039839519
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.950000000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
HARSCO CORP 144A LIFE SR UNSEC 5.75% 07-31-27
415864AM9
25420000.000000000000
PA
USD
19341061.200000000000
0.0159802102
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.750000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL SR UNSEC 2.3% 08-15-24
438516BW5
4405000.000000000000
PA
USD
4337977.930000000000
0.0035841776
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.300000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 144A LIFE SR NON PREF 2.591% 01-20-28/27
09659W2T0
13189000.000000000000
PA
USD
12001370.120000000000
0.0099159201
Long
DBT
CORP
FR
Y
2
2028-01-20
Variable
2.5910000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SEC 6.125% 02-01-27
071734AP2
11350000.000000000000
PA
USD
9698802.000000000000
0.0080134638
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
6.125000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 2.972% 02-04-33/32
06051GKK4
7135000.000000000000
PA
USD
6325320.200000000000
0.0052261841
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.9720000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 1.843% 02-04-25/24
06051GKG3
20000000.000000000000
PA
USD
19383400.000000000000
0.0160151919
Long
DBT
CORP
US
N
2
2025-02-04
Variable
1.8430000000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON ESCROW SR UNSEC 4.875% 01-15-30
432833AF8
30661000.000000000000
PA
USD
29850936.380000000000
0.0246638089
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.85% 11-01-22
44891ABC0
8235000.000000000000
PA
USD
8224113.330000000000
0.0067950284
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.850000000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPS 144A LIFE SR UNSEC 5.125% 06-15-28
428104AA1
14435000.000000000000
PA
USD
14100829.750000000000
0.0116505615
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.125000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27
44891ABG1
20750000.000000000000
PA
USD
19389152.750000000000
0.0160199450
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.000000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.448% 03-16-28
05530QAP5
8000000.000000000000
PA
USD
7666024.000000000000
0.0063339169
Long
DBT
CORP
US
N
2
2028-03-16
Fixed
4.448000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 7.75% 10-01-27
845467AN9
7950000.000000000000
PA
USD
8300873.250000000000
0.0068584499
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.750000000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNERS OPERATIONS LP
5493006LL0CKP8WQW329
SUNOCO LOGISTICS PARTNER SR UNSEC 4.0% 10-01-27
86765BAU3
5586000.000000000000
PA
USD
5409303.650000000000
0.0044693416
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.000000000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNERS OPERATIONS LP
5493006LL0CKP8WQW329
SUNOCO LOGISTICS PARTNER SR UNSEC 5.4% 10-01-47
86765BAV1
12858000.000000000000
PA
USD
11841857.980000000000
0.0097841260
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.400000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN SER C 4.125% 03-01-48
842400GK3
13400000.000000000000
PA
USD
11622449.800000000000
0.0096028438
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.125000000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSEC 3.4% 01-18-23
80282KAS5
12500000.000000000000
PA
USD
12478175.000000000000
0.0103098717
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.400000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT SR UNSEC 7.625% 03-01-26
85207UAK1
46595000.000000000000
PA
USD
50874005.230000000000
0.0420337482
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 3.7% 08-01-25
842400GN7
450000.000000000000
PA
USD
450644.850000000000
0.0003723373
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.700000000000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP FINANCE CORP SR UNSEC 5.875% 03-15-28
86765LAN7
12700000.000000000000
PA
USD
12172061.000000000000
0.0100569504
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.875000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
SPRINGLEAF FIN CORP SR UNSEC 6.125% 03-15-24
85172FAP4
20300000.000000000000
PA
USD
20049701.000000000000
0.0165657113
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/SUMMIT MATERIAL FINANCE CORP
N/A
SUMMIT MATERIALS SR UNSEC 144A LIFE 6.5% 03-15-27
86614RAM9
9760000.000000000000
PA
USD
9603625.280000000000
0.0079348258
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
6.500000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER B 4.875% 03-01-49
842400GR8
675000.000000000000
PA
USD
639544.280000000000
0.0005284122
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.875000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER A 4.20% 03-01-29
842400GQ0
14250000.000000000000
PA
USD
14226459.000000000000
0.0117543605
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.200000000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL SR UNSEC 4.375% 03-19-24
87165BAN3
5095000.000000000000
PA
USD
5087836.430000000000
0.0042037350
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.375000000000
N
N
N
N
N
N
SWISS RE FINANCE (LUXEMBOURG) SA
549300CLQZ6TM98LW631
SWISS RE FINANCE (LUXEMBOURG) 144A SUB (H) 5.0% 04-02-49
87089NAA8
3800000.000000000000
PA
USD
3635213.000000000000
0.0030035305
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.0000000000000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS INC
54930054EVI5HWPPW113
SURGERY CENTER HOLDINGS SR UNSEC 144A LIFE 10.0% 04-15-27
86881WAD4
13500000.000000000000
PA
USD
13776615.000000000000
0.0113826848
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.000000000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSEC 3.5% 06-07-24
80282KAW6
11250000.000000000000
PA
USD
11139547.500000000000
0.0092038544
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30
674599EA9
43590000.000000000000
PA
USD
52251115.050000000000
0.0431715609
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.875000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 8.5% 07-15-27
674599DZ5
13000000.000000000000
PA
USD
14874470.000000000000
0.0122897681
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.500000000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP FINANCE CORP SR UNSEC 6.0% 04-15-27
86765LAQ0
12160000.000000000000
PA
USD
12118169.600000000000
0.0100124236
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.000000000000
N
N
N
N
N
N
SELECT MEDICAL CORPORATION
549300X05KS0JKR8CB50
SELECT MEDICAL CORP 144A LIFE SR UNSEC 6.25% 08-15-26
816196AT6
18853000.000000000000
PA
USD
18904374.430000000000
0.0156194054
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 5.875% 09-01-25
674599EB7
26705000.000000000000
PA
USD
27244708.050000000000
0.0225104588
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.875000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28
674599EC5
10370000.000000000000
PA
USD
11129571.390000000000
0.0091956118
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.375000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30
674599ED3
11445000.000000000000
PA
USD
12711045.900000000000
0.0105022771
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625000000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP SR UNSEC 2.293% 04-05-27
68902VAJ6
2440000.000000000000
PA
USD
2259435.120000000000
0.0018668184
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
2.293000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 2.85% 08-01-29
842400GS6
8900000.000000000000
PA
USD
8110347.500000000000
0.0067010314
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.850000000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS SR UNSEC 3.8% 08-15-49
824348BK1
10414000.000000000000
PA
USD
8610763.830000000000
0.0071144915
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.800000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS 144A LIFE SR UNSEC 5.0% 10-01-29
84762LAV7
1617000.000000000000
PA
USD
1453739.600000000000
0.0012011267
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.000000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC SER E 5.55% 01-15-37
842400FF5
3556000.000000000000
PA
USD
3738753.510000000000
0.0030890790
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
5.550000000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP SR UNSEC 144A LIFE 4.0% 12-01-27
81211KAY6
19239000.000000000000
PA
USD
18307255.230000000000
0.0151260463
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.000000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES 144A LIFE SR UNSEC 7.0% 05-15-28
80874YBC3
38659000.000000000000
PA
USD
39378250.700000000000
0.0325355841
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.000000000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP SR UNSEC 3.4 07-15-26
69121KAE4
6475000.000000000000
PA
USD
5837134.800000000000
0.0048228295
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.400000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31
674599EF8
8850000.000000000000
PA
USD
9496492.500000000000
0.0078463092
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES 144A LIFE SR UNSEC 7.25% 11-15-29
80874YBE9
25850000.000000000000
PA
USD
26338306.500000000000
0.0217615605
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
7.250000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 3.65% 02-01-50
842400GT4
16279000.000000000000
PA
USD
13011723.310000000000
0.0107507065
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.650000000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO/THE
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GROW SR UNSEC 4.5% 10-15-29
810186AS5
18840000.000000000000
PA
USD
16135800.600000000000
0.0133319202
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.500000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST LIEN 2.25% 06-01-30
842400GU1
909000.000000000000
PA
USD
787625.780000000000
0.0006507619
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.250000000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABRE GLBL 144A LIFE SEC 9.25% 04-15-25
78573NAC6
5100000.000000000000
PA
USD
5195217.000000000000
0.0042924563
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.250000000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
5493003MX0ZXTM8EVY68
SIX FLAGS THEME PARKS 144A LIFE SEC 7.0% 07-01-25
83001WAC8
1760000.000000000000
PA
USD
1812166.400000000000
0.0014972705
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.000000000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP SR UNSEC 3.5% 11-15-50
855244BA6
1400000.000000000000
PA
USD
1157643.200000000000
0.0009564822
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.500000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 4.125% 07-01-30
82967NBG2
19300000.000000000000
PA
USD
17451060.000000000000
0.0144186301
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
OWENS & MINOR 144A LIFE SR UNSEC 4.5% 03-31-29
690732AF9
35390000.000000000000
PA
USD
31853618.860000000000
0.0263184899
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.500000000000
N
N
N
N
N
N
OASIS MIDSTREAM PARTNERS LP / OMP FNANCE CORP
N/A
OASIS PETROLEUM 144A LIFE SR UNSEC 8.0% 04-01-29
67421QAA0
41410000.000000000000
PA
USD
41005217.250000000000
0.0338798364
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
8.000000000000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
ORGANON FINANCE 1 LLC 144A LIFE SEC 4.125% 04-30-28
68622TAA9
28670000.000000000000
PA
USD
27146332.850000000000
0.0224291780
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.125000000000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
ORGANON FINANCE 1 LLC 144A LIFE SR UNSEC 5.125% 04-30-31
68622TAB7
10730000.000000000000
PA
USD
10059160.400000000000
0.0083112036
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.125000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES 144A LIFE SR UNSEC 8.625% 07-01-25
80874YBG4
13280000.000000000000
PA
USD
13811200.000000000000
0.0114112600
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.625000000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC CV 144A LIFE 1ST LIEN PIK 15.0% 07-15-23
59073XAB1
577576.000000000000
PA
USD
577576.000000000000
0.0004772120
Long
DBT
CORP
US
Y
3
2023-07-15
Fixed
15.000000000000
N
N
N
N
N
MESQUITE ENERGY INC
MESQUITE ENERGY INC (NOT LISTED OR TRADING)
USD
XXXX
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS 144A LIFE SR UNSEC 5.5% 07-15-30
84762LAW5
6240000.000000000000
PA
USD
5630576.640000000000
0.0046521645
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.500000000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP SR UNSEC 2.65% 07-15-30
828807DK0
4100000.000000000000
PA
USD
3597409.700000000000
0.0029722962
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.650000000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS SR UNSEC 4.125% 02-01-28
827048AW9
12714000.000000000000
PA
USD
11937492.450000000000
0.0098631423
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.125000000000
N
N
N
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
SANCHEZ ENERGY 144A LIFE 1ST LIEN 7.25% 02-15-23 (ESCROW)
799ESCAK4
5374000.000000000000
PA
USD
114197.500000000000
0.0000943537
Long
DBT
CORP
US
Y
2
2023-02-15
Fixed
7.250000000000
Y
N
N
N
N
N
SUMMIT MATERIALS LLC/SUMMIT MATERIAL FINANCE CORP
N/A
SUMMIT MATERIALS SR UNSEC 144A LIFE 5.25% 01-15-29
86614RAN7
12425000.000000000000
PA
USD
11714861.550000000000
0.0096791974
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.250000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES 144A LIFE SR UNSEC 3.75% 02-15-31
81728UAB0
7225000.000000000000
PA
USD
6287628.500000000000
0.0051950420
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP SR UNSEC 2.625% 01-15-27
69121KAF1
20600000.000000000000
PA
USD
17505262.000000000000
0.0144634135
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.625000000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
OASIS PETROLEUM 144A LIFE SR UNSEC 6.375% 06-01-26
674215AL2
18124000.000000000000
PA
USD
17871442.060000000000
0.0147659633
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
6.375000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 8.375% 09-15-28
845467AP4
7755000.000000000000
PA
USD
8345155.500000000000
0.0068950373
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.375000000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABRE GLBL 144A LIFE SEC 7.375% 09-01-25
78573NAF9
7125000.000000000000
PA
USD
7074270.000000000000
0.0058449906
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.375000000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP SR UNSEC 2.875% 06-11-28
69121KAG9
1765000.000000000000
PA
USD
1444917.250000000000
0.0011938374
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.875000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28
682691AC4
5974000.000000000000
PA
USD
4956149.880000000000
0.0040949313
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.875000000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORPORATION III
5493003BCZ22YM5BRK17
OWL ROCK CAPITAL CORP III 144A SR UNSEC 3.125% 04-13-27
69122JAA4
14490000.000000000000
PA
USD
12449286.360000000000
0.0102860030
Long
DBT
CORP
US
Y
2
2027-04-13
Fixed
3.125000000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
OPTION CARE HEALTH 144A LIFE SR UNSEC 4.375% 10-31-29
68404LAA0
16705000.000000000000
PA
USD
15263776.130000000000
0.0126114254
Long
DBT
CORP
US
Y
2
2029-10-31
Fixed
4.375000000000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SKYMILES IP 144A LIFE SEC SF 4.75% 10-20-28
830867AB3
36495000.000000000000
PA
USD
35673096.110000000000
0.0294742655
Long
DBT
CORP
US
Y
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST 144A LIFE SR UNSEC 5.5% 11-01-23
85571BAS4
5400000.000000000000
PA
USD
5365170.000000000000
0.0044328769
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
5.500000000000
N
N
N
N
N
N
OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II INC
N/A
OXFORD FINANCE / OXFORD FINANCE CO-ISSUER II 144A LIFE SR UNSEC 6.375% 02-01-27
69145LAC8
22660000.000000000000
PA
USD
21825092.300000000000
0.0180325970
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.375000000000
N
N
N
N
N
N
OWL ROCK CORE INCOME CORP
5493003I42XBWPE05N35
OWL ROCK CORE INCOME 144A SR UNSEC 4.7% 02-08-27
69120VAE1
17775000.000000000000
PA
USD
16410431.030000000000
0.0135588288
Long
DBT
CORP
US
Y
2
2027-02-08
Fixed
4.700000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 2.95% 03-01-26
694308HP5
22350000.000000000000
PA
USD
20483462.100000000000
0.0169240987
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.950000000000
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31
743263AG0
4000000.000000000000
PA
USD
4629636.000000000000
0.0038251550
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.000000000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
STERICYCLE 144A LIFE SR UNSEC 3.875% 01-15-29
858912AG3
29450000.000000000000
PA
USD
26969279.250000000000
0.0222828906
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.875000000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
SYNEOS HEALTH 144A LIFE SR UNSEC 3.625% 01-15-29
87166BAA0
12340000.000000000000
PA
USD
11059848.400000000000
0.0091380044
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.625000000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC JR SUB (H) 5.625% 06-15-43/23
744320AM4
1850000.000000000000
PA
USD
1847807.750000000000
0.0015267185
Long
DBT
CORP
US
N
2
2043-06-15
Variable
5.6250000000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 6.75% 09-21-47
71654QCC4
5324000.000000000000
PA
USD
3653674.860000000000
0.0030187843
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.750000000000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION 144A LIFE SEC 4.125% 12-01-30
829259BA7
11150000.000000000000
PA
USD
9495117.000000000000
0.0078451727
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.125000000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II 144A LIFE 1ST LIEN 3.875% 01-15-29
81105DAA3
7300000.000000000000
PA
USD
6559524.500000000000
0.0054196913
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.875000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 4.625% 09-21-23
71654QCD2
4243000.000000000000
PA
USD
4222463.880000000000
0.0034887362
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.625000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 6.875% 08-04-26
71654QCB6
77241000.000000000000
PA
USD
73938174.840000000000
0.0610901109
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.875000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.3% 03-15-27
694308HS9
10863000.000000000000
PA
USD
9896030.060000000000
0.0081764200
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.300000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC
CFGNEKW0P8842LEUIA51
PNC FINL SVCS SUB 3.9% 04-29-24
693475AP0
3000000.000000000000
PA
USD
3014256.000000000000
0.0024904758
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.900000000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA SR UNSEC 3.8% 01-08-26
80007RAK1
8325000.000000000000
PA
USD
7508650.500000000000
0.0062038898
Long
DBT
CORP
MO
N
2
2026-01-08
Fixed
3.800000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 4.5 AB2470 03-01-41
31416XW89
19077.760000000000
PA
USD
19818.890000000000
0.0000163750
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
4.500000000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 2.375% 08-17-22
718172CA5
5035000.000000000000
PA
USD
5034587.130000000000
0.0041597387
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
2.375000000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
PUB SVC EL & GAS SR UNSEC 2.65% 11-15-22
744573AL0
2075000.000000000000
PA
USD
2071846.000000000000
0.0017118262
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.650000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AI3422 05-01-41
3138AGYU6
54975.380000000000
PA
USD
58226.020000000000
0.0000481082
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AI4836 06-01-41
3138AJLS9
47951.970000000000
PA
USD
50446.580000000000
0.0000416806
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
5.000000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A LIFE SR UNSEC 5.625% 01-15-28
737446AN4
9935000.000000000000
PA
USD
9798940.180000000000
0.0080962012
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.625000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 6.5% 03-13-27
71654QCG5
72935000.000000000000
PA
USD
66044465.880000000000
0.0545680733
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AI8482 08-01-41
3138ANM83
63655.260000000000
PA
USD
67606.850000000000
0.0000558590
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AI5571 07-01-41
3138AKFM6
53956.560000000000
PA
USD
57314.440000000000
0.0000473550
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
5.000000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC 3.3% 12-01-27
694308HW0
28000000.000000000000
PA
USD
24950940.000000000000
0.0206152734
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.300000000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP SEC 4.125% 01-15-49
695114CT3
11000000.000000000000
PA
USD
10400027.000000000000
0.0085928386
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.125000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.0 A96488 01-01-41
312945F52
17291.350000000000
PA
USD
18093.460000000000
0.0000149494
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 AC0479 09-01-39
31417JQ94
244660.890000000000
PA
USD
260247.260000000000
0.0002150247
Long
ABS-MBS
USGA
US
N
2
2039-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 6.5 AE0443 10-01-39
31419AP50
117994.050000000000
PA
USD
128371.270000000000
0.0001060645
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 945832 08-01-37
31413HHH4
67670.070000000000
PA
USD
71144.320000000000
0.0000587817
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
6.500000000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50
74432QCE3
6205000.000000000000
PA
USD
5942416.810000000000
0.0049098169
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
4.350000000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC SR UNSEC 3.45% 03-15-29
717081ET6
9000000.000000000000
PA
USD
9070380.000000000000
0.0074942413
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.450000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 G05937 08-01-40
3128M74W3
5208763.230000000000
PA
USD
5430541.950000000000
0.0044868894
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 G04805 12-01-35
3128M6U63
2749193.490000000000
PA
USD
2867078.910000000000
0.0023688733
Long
ABS-MBS
USGA
US
N
2
2035-12-01
Fixed
4.500000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
PANTHER BF AGGREGATOR 2 144A LIFE SEC 6.25% 05-15-26
69867DAA6
4725000.000000000000
PA
USD
4759279.880000000000
0.0039322709
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
PANTHER BF AGGREGATOR 2 144A LIFE SR UNSEC 8.5% 05-15-27
69867DAC2
16520000.000000000000
PA
USD
16692799.200000000000
0.0137921305
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.500000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29
737446AP9
20825000.000000000000
PA
USD
19718151.250000000000
0.0162917742
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.500000000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51
74432QCF0
755000.000000000000
PA
USD
654606.140000000000
0.0005408568
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.700000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 AO9140 07-01-42
3138M1EN4
4360386.870000000000
PA
USD
4405429.670000000000
0.0036399084
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 995674 05-01-38
31416CCK0
549784.510000000000
PA
USD
598671.900000000000
0.0004946421
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
6.000000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP 144A LIFE SR UNSEC 5.5% 10-15-27
69346VAA7
5560000.000000000000
PA
USD
5491667.600000000000
0.0045373934
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.65% 10-01-26
70450YAD5
5910000.000000000000
PA
USD
5761103.460000000000
0.0047600100
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.650000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 256308 07-01-36
31371MU96
149864.920000000000
PA
USD
163183.120000000000
0.0001348272
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 880426 04-01-36
31409WD73
58509.020000000000
PA
USD
61185.750000000000
0.0000505536
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
6.000000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS 144A LIFE SR UNSEC 5.125% 01-15-28
74112BAL9
8162000.000000000000
PA
USD
7888532.190000000000
0.0065177604
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.125000000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC EL & GAS SEC 3.15% 01-01-50
74456QCC8
1950000.000000000000
PA
USD
1592303.700000000000
0.0013156128
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.150000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 1.5 FS0305 01-01-42
3140XFKT7
42254270.300000000000
PA
USD
37618089.510000000000
0.0310812820
Long
ABS-MBS
USGA
US
N
2
2042-01-01
Fixed
1.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNA 12-M14 A2 (MF) 2.301% 09-25-22
3136A9MN5
267293.370000000000
PA
USD
266809.840000000000
0.0002204469
Long
ABS-CBDO
USGA
US
N
2
2022-09-25
Variable
2.3010000000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30
737446AQ7
34891000.000000000000
PA
USD
31343632.030000000000
0.0258971223
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC SR UNSEC 3.625% 03-19-50
713448EU8
3109000.000000000000
PA
USD
2966088.600000000000
0.0024506783
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.625000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 G08353 07-01-39
3128MJMB3
222663.660000000000
PA
USD
232522.760000000000
0.0001921178
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.5 SD7554 04-01-52
3132DVMB8
31536015.380000000000
PA
USD
29598442.600000000000
0.0244551904
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
2.500000000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP SEC 3.3% 03-15-51
695114CX4
1150000.000000000000
PA
USD
948694.800000000000
0.0007838423
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.300000000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30
70450YAH6
3300000.000000000000
PA
USD
2958991.200000000000
0.0024448142
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.300000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.742% 03-16-32
05526DBW4
8000000.000000000000
PA
USD
7343208.000000000000
0.0060671959
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.742000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 FM7873 07-01-51
3140XBXB1
13491499.050000000000
PA
USD
12166944.150000000000
0.0100527227
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA8828 02-01-51
3140QGY27
46393055.050000000000
PA
USD
43645333.580000000000
0.0360611859
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD7551 01-01-52
3132DVL86
68505085.880000000000
PA
USD
66605713.870000000000
0.0550317946
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FS0647 02-01-52
3140XFWH0
71884271.760000000000
PA
USD
70051079.060000000000
0.0578784667
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 4.0% 04-15-29
11135FBR1
18720000.000000000000
PA
USD
17965958.400000000000
0.0148440558
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.000000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM 144A SR UNSEC 4.15% 04-15-32
11135FBT7
12651000.000000000000
PA
USD
11912333.410000000000
0.0098423551
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.150000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FS1194 02-01-52
3140XGKG3
13900852.670000000000
PA
USD
13556097.620000000000
0.0112004862
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA8046 12-01-50
3140QF5G0
9890816.120000000000
PA
USD
9748813.670000000000
0.0080547851
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
3.000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA SR UNSEC 4.571% 04-27-33/32
06051GKQ1
26000000.000000000000
PA
USD
26199940.000000000000
0.0216472376
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.5710000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA SR UNSEC 4.376% 04-27-28/27
06051GKP3
41000000.000000000000
PA
USD
41154898.000000000000
0.0340035075
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.3760000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA7599 11-01-50
3140QFNR6
50975129.780000000000
PA
USD
48025249.990000000000
0.0396800145
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FM4897 11-01-50
3140X8NP8
33940266.520000000000
PA
USD
33199893.550000000000
0.0274308256
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
3.000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA SR UNSEC 3.841% 04-25-25/24
06051GKS7
8000000.000000000000
PA
USD
7986176.000000000000
0.0065984369
Long
DBT
CORP
US
N
2
2025-04-25
Variable
3.8410000000000000
N
N
N
N
N
N
BALTIMORE GAS AND ELECTRIC CO
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS & ELECTRIC SR UNSEC 4.55% 06-01-52
059165EP1
1950000.000000000000
PA
USD
1990989.000000000000
0.0016450195
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.550000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMER PIPELINE SR UNSEC 3.8% 09-15-30
72650RBN1
1361000.000000000000
PA
USD
1236273.880000000000
0.0010214495
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.800000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 2.1% 08-01-27
694308JF5
750000.000000000000
PA
USD
641748.750000000000
0.0005302336
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.100000000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28
071813CP2
11534000.000000000000
PA
USD
10435328.830000000000
0.0086220061
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.272000000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27
071813CL1
21489000.000000000000
PA
USD
19839568.830000000000
0.0163920933
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.915000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.3% 08-01-40
694308JH1
4050000.000000000000
PA
USD
2963129.850000000000
0.0024482337
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.300000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.5% 08-01-50
694308JJ7
5080000.000000000000
PA
USD
3599738.800000000000
0.0029742206
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q01746 07-01-41
3132GE5F3
150820.820000000000
PA
USD
155521.750000000000
0.0001284971
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q02849 08-01-41
3132GGEW1
294128.070000000000
PA
USD
304687.560000000000
0.0002517427
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
4.500000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 2.5% 02-01-31
694308JG3
28189000.000000000000
PA
USD
22540911.020000000000
0.0186240296
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.500000000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PGE CORP SR UNSEC 1ST LIEN 5.0% 07-01-28
69331CAH1
46990000.000000000000
PA
USD
43016760.550000000000
0.0355418386
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q02676 08-01-41
3132GF6M4
315310.570000000000
PA
USD
322537.170000000000
0.0002664906
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 G07189 03-01-42
3128M9KA9
476473.170000000000
PA
USD
497484.680000000000
0.0004110379
Long
ABS-MBS
USGA
US
N
2
2042-03-01
Fixed
4.500000000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC SR UNSEC 1.322% 11-29-24
071813CH0
21489000.000000000000
PA
USD
20344689.260000000000
0.0168094401
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
1.322000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA SR UNSEC 5.015% 07-22-33/32
06051GKY4
6316000.000000000000
PA
USD
6592230.260000000000
0.0054467138
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.0150000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 G07221 06-01-42
3128M9LA8
864062.880000000000
PA
USD
900858.130000000000
0.0007443181
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNA 14-M2 A2 (MF) 3.513% 12-25-23
3136AJDU7
3177107.800000000000
PA
USD
3178985.470000000000
0.0026265806
Long
ABS-CBDO
USGA
US
N
2
2023-12-25
Variable
3.5130000000000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC SR UNSEC 3.5% 06-01-31
852234AP8
14380000.000000000000
PA
USD
12471917.800000000000
0.0103047018
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.500000000000
N
N
N
N
N
N
BRANDYWINE OPERATING PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 3.95% 02-15-23
105340AM5
1639000.000000000000
PA
USD
1639339.270000000000
0.0013544751
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.950000000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E CORP SR UNSEC 1ST LIEN 5.25% 07-01-30
69331CAJ7
41890000.000000000000
PA
USD
37698696.050000000000
0.0311478817
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.250000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 4.55% 07-01-30
694308JM0
64037000.000000000000
PA
USD
59109480.920000000000
0.0488381645
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.550000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-25
460599AC7
19330000.000000000000
PA
USD
19675620.400000000000
0.0162566338
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.500000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC PRP PFD SER A JR SUB (H) 5.95% 12-31-49/01-30-23
172967GD7
100000.000000000000
PA
USD
99711.900000000000
0.0000823852
Long
DBT
CORP
US
N
2
2049-12-31
Variable
5.9500000000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.45% 07-01-25
694308JL2
1250000.000000000000
PA
USD
1197478.750000000000
0.0009893957
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.450000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.75% 07-01-28
694308JK4
16225000.000000000000
PA
USD
14653008.430000000000
0.0121067894
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.750000000000
N
N
N
N
N
N
CRH AMERICA INC
549300RN11MJ182CNF63
CRH AMERICA INC 144A LIFE SR UNSEC 5.125% 05-18-45
12626PAN3
350000.000000000000
PA
USD
352452.450000000000
0.0002912076
Long
DBT
CORP
US
Y
2
2045-05-18
Fixed
5.125000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SUB 4.6% 03-09-26
172967KJ9
1300000.000000000000
PA
USD
1324403.600000000000
0.0010942651
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.600000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNA 14-M3 A2 (MF) 3.46% 01-25-24
3136AJLC8
2330710.100000000000
PA
USD
2327258.320000000000
0.0019228561
Long
ABS-CBDO
USGA
US
N
2
2024-01-25
Variable
3.5010000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNA 14-M9 A2 (MF) 3.103% 07-25-24
3136AKXV0
5119414.640000000000
PA
USD
5088375.630000000000
0.0042041805
Long
ABS-CBDO
USGA
US
N
2
2024-07-25
Variable
3.1030000000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
549300PXR5FKNXF0OH19
CRED SUIS GP FUN LTD SR UNSEC 3.8% 06-09-23
225433AT8
14925000.000000000000
PA
USD
14877762.380000000000
0.0122924884
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.800000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK SR UNSEC 7.65% 03-15-42
156700AT3
270000.000000000000
PA
USD
211337.100000000000
0.0001746135
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.650000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SR UNSEC 4.65% 08-01-28
694308JC2
10211000.000000000000
PA
USD
9718615.370000000000
0.0080298343
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.650000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SR UNSEC 4.25% 08-01-23
694308JB4
20475000.000000000000
PA
USD
20570290.650000000000
0.0169958393
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.250000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNR 01-4 GA WAC FRN 04-17-25
31359SGU8
65.560000000000
PA
USD
69.180000000000
0.0000000572
Long
ABS-CBDO
USGA
US
N
2
2025-04-17
Variable
9.0000000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNR 2001-4 NA WAC FRN 10-25-25
31359SGT1
16.110000000000
PA
USD
16.640000000000
0.0000000137
Long
ABS-CBDO
USGA
US
N
2
2025-10-25
Variable
9.0000000000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC SEC 3.15% 01-01-26
694308JP3
43971000.000000000000
PA
USD
40980708.170000000000
0.0338595862
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.150000000000
N
N
N
N
N
N
LINDE INC
ZU69GUVJQGZ6Z1UOOO79
PRAXAIR INC SR UNSEC 1.1% 08-10-30
74005PBT0
4407000.000000000000
PA
USD
3681867.810000000000
0.0030420782
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.100000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNR 01-50 BA 7.0% 10-25-2041
31392AJW9
106288.360000000000
PA
USD
113235.260000000000
0.0000935586
Long
ABS-CBDO
USGA
US
N
2
2041-10-25
Fixed
7.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNGT 01-T10 A1 7.0% 12-25-41
3139216A1
120336.960000000000
PA
USD
128887.500000000000
0.0001064910
Long
ABS-CBDO
USGA
US
N
2
2041-12-25
Fixed
7.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AL2745 03-01-42
3138EKBP9
899261.240000000000
PA
USD
926565.510000000000
0.0007655584
Long
ABS-MBS
USGA
US
N
2
2042-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AB4050 12-01-41
31417AQC6
216336.660000000000
PA
USD
222903.340000000000
0.0001841699
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 890407 02-01-42
31410LGQ9
303066.170000000000
PA
USD
312259.990000000000
0.0002579993
Long
ABS-MBS
USGA
US
N
2
2042-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AE8073 12-01-40
31419J6K9
113862.970000000000
PA
USD
117312.110000000000
0.0000969271
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
4.000000000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 0.875% 05-01-26
718172CR8
10101000.000000000000
PA
USD
9092950.500000000000
0.0075128897
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.875000000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC SR UNSEC 1.75% 11-01-30
718172CS6
9986000.000000000000
PA
USD
7957953.250000000000
0.0065751183
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 5.125% 05-01-27
1248EPBT9
13485000.000000000000
PA
USD
13228447.880000000000
0.0109297714
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 4.95% 06-01-47
136385AY7
534000.000000000000
PA
USD
528016.530000000000
0.0004362643
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
4.950000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AJ4189 12-01-41
3138AVUP8
126807.490000000000
PA
USD
130658.380000000000
0.0001079542
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AJ4154 11-01-41
3138AVTL9
112784.030000000000
PA
USD
116209.840000000000
0.0000960163
Long
ABS-MBS
USGA
US
N
2
2041-11-01
Fixed
4.000000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC
CFGNEKW0P8842LEUIA51
PNC FINL SVCS PFD PRP SER O JR SUB (H) FRN 12-31-49/11-01-21
693475AK1
80000.000000000000
PA
USD
79666.800000000000
0.0000658233
Long
DBT
CORP
US
N
2
2049-12-31
Variable
4.9640000000000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCE SR UNSEC 2.15% 01-15-31
723787AR8
5684000.000000000000
PA
USD
4872734.050000000000
0.0040260104
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.150000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AJ0257 09-01-41
3138ARJB1
39780.600000000000
PA
USD
40987.620000000000
0.0000338653
Long
ABS-MBS
USGA
US
N
2
2041-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AU9348 11-01-43
3138X9L64
1219855.660000000000
PA
USD
1258843.470000000000
0.0010400972
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 3.85% 06-01-27
136385AX9
2760000.000000000000
PA
USD
2698843.920000000000
0.0022298721
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.850000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 3.668% 07-24-28/27
172967LP4
700000.000000000000
PA
USD
678346.200000000000
0.0005604716
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.6680000000000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
PARTY CITY HOLDINGS 144A LIFE 1ST LIEN 8.75% 02-15-26
702150AG8
44239000.000000000000
PA
USD
26919519.980000000000
0.0222417779
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
8.750000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS 144A LIFE SR UNSEC 3.75% 04-01-31
74112BAM7
8045000.000000000000
PA
USD
6929560.750000000000
0.0057254272
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
3.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 5.0% 02-01-28
1248EPBX0
13250000.000000000000
PA
USD
12810497.500000000000
0.0105844473
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.997% 12-14-23
225401AD0
4750000.000000000000
PA
USD
4723485.500000000000
0.0039026965
Long
DBT
CORP
CH
Y
2
2023-12-14
Variable
2.9970000000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_16-C32
N/A
MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26
61691GAS9
580000.000000000000
PA
USD
574203.480000000000
0.0004744255
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.720000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS ELECTRIC 1ST LIEN 3.25% 06-01-31
694308JT5
5850000.000000000000
PA
USD
4903499.250000000000
0.0040514296
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.250000000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE SR UNSEC 2.3% 05-01-31
74460WAE7
6742000.000000000000
PA
USD
5918842.250000000000
0.0048903389
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.300000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS AU9350 11-01-43
3138X9L80
933487.200000000000
PA
USD
959162.770000000000
0.0007924913
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC Q23185 11-01-43
3132M3F28
1216950.250000000000
PA
USD
1256841.880000000000
0.0010384434
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3
N/A
MWST 21-3 A 144A FRN (L+85) 11-25-55
58552FAA4
6060000.000000000000
PA
USD
5890962.360000000000
0.0048673036
Long
ABS-CBDO
CORP
US
Y
2
2055-11-25
Variable
3.1090000000000000
N
N
N
N
N
N
MRAIT_20-10
N/A
MRAIT 20-10 A3 144A FRN (L+130) 10-15-22
55345C101
7271000.000000000000
PA
USD
7091711.680000000000
0.0058594015
Long
ABS-CBDO
CORP
US
Y
2
2022-10-15
Variable
2.3615700000000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUMINATING CO
N/A
CLEVELAND ELECTRIC 144A LIFE SR UNSEC 3.5% 04-01-28
186108CK0
2500000.000000000000
PA
USD
2386180.000000000000
0.0019715391
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
3.500000000000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
COLBUN SA 144A LIFE SR UNSEC 3.95% 10-11-27
192714AC7
1554000.000000000000
PA
USD
1465328.760000000000
0.0012107020
Long
DBT
CORP
CL
Y
2
2027-10-11
Fixed
3.950000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q23190 125K MAX 11-01-43
3132M3F77
1487246.060000000000
PA
USD
1533576.750000000000
0.0012670907
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AU8813 11-01-43
3138X8YK1
1684238.720000000000
PA
USD
1738077.090000000000
0.0014360555
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNA 13-M14 A2 (MF) 3.329% 10-25-23
3136AHAG5
3609755.900000000000
PA
USD
3582144.880000000000
0.0029596839
Long
ABS-CBDO
USGA
US
N
2
2023-10-25
Variable
3.3290000000000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
PUBLIC STORAGE SR UNSEC 1.85% 05-01-28
74460WAD9
8037000.000000000000
PA
USD
7219058.440000000000
0.0059646195
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
1.850000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC
549300HJUVLG7EAGZV92
PARK INTERMED HOLDINGS 144A LIFE SEC 4.875% 05-15-29
70052LAC7
14600000.000000000000
PA
USD
13461346.000000000000
0.0111221994
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.875000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37
15135UAP4
3170000.000000000000
PA
USD
3196371.230000000000
0.0026409453
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.250000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY SR UNSEC 5.4% 06-15-47
15135UAR0
6668000.000000000000
PA
USD
6630325.800000000000
0.0054781896
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.400000000000
N
N
N
N
N
N
OBX TRUST OBX_22-J1
N/A
OBX 22-J1 A2 144A FRN 02-25-52
67116WAB5
5699675.830000000000
PA
USD
5046208.000000000000
0.0041693402
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.5000000000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3
N/A
PROG 22-SFR3 A 144A 3.2% 04-17-39
74331UAA6
2750000.000000000000
PA
USD
2629924.000000000000
0.0021729283
Long
ABS-CBDO
CORP
US
Y
2
2039-04-17
Fixed
3.200000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27
15135UAM1
24616000.000000000000
PA
USD
24529474.760000000000
0.0202670452
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.250000000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI 1ST LIEN 5.125% 06-30-27
16412XAG0
20450000.000000000000
PA
USD
20811965.000000000000
0.0171955185
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.125000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNR 07-24 P 6.0% 03-25-37
31396P5J6
495374.320000000000
PA
USD
544113.700000000000
0.0004495643
Long
ABS-CBDO
USGA
US
N
2
2037-03-25
Fixed
6.000000000000
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN SARM_06-4
N/A
SARM 06-4 6A ARH10 FRN 05-25-36
86360BAL2
1186713.600000000000
PA
USD
864668.010000000000
0.0007144167
Long
ABS-CBDO
CORP
US
N
2
2036-05-25
Variable
3.3134000000000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP INC
549300W7UTQ0M4C7LB15
PENSKE AUTO GROUP SR SUB 3.75% 06-15-29
70959WAK9
7275000.000000000000
PA
USD
6556521.000000000000
0.0054172097
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.750000000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1
549300UFJ8EKD81Y8R30
CSAIL 15-C1 B FRN 04-15-50/02-18-25
126281BE3
450000.000000000000
PA
USD
417027.150000000000
0.0003445613
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
4.0437000000000000
N
N
N
N
N
N
CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5
N/A
CSFB 04-5 4A1 PT1 6.0% 09-25-34
22541SZL5
310905.900000000000
PA
USD
305085.120000000000
0.0002520712
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Fixed
6.000000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_13-LC13
N/A
COMM 13-LC13 B 144A FRN 08-10-46/09-10-23
12626GAP8
668000.000000000000
PA
USD
663459.600000000000
0.0005481718
Long
ABS-CBDO
CORP
US
Y
2
2046-08-10
Variable
5.0090000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-1
N/A
SCRT 17-1 HA FRN 01-25-56
35563PAP4
6809749.160000000000
PA
USD
6689686.470000000000
0.0055272353
Long
ABS-CBDO
USGA
US
N
2
2056-01-25
Variable
3.0000000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-1
N/A
SCRT 17-1 MA 3.0% 01-25-56
35563PAL3
974109.630000000000
PA
USD
955744.740000000000
0.0007896672
Long
ABS-CBDO
USGA
US
N
2
2056-01-25
Fixed
3.000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-2
N/A
SCRT 17-2 HA FRN 08-25-56
35563PBF5
7321130.080000000000
PA
USD
7190506.480000000000
0.0059410290
Long
ABS-CBDO
USGA
US
N
2
2056-08-25
Variable
3.0000000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-2
N/A
SCRT 17-2 MA 3.0% 08-25-56
35563PBC2
7413069.720000000000
PA
USD
7275431.250000000000
0.0060111966
Long
ABS-CBDO
USGA
US
N
2
2056-08-25
Fixed
3.000000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1
N/A
CMLTI 20-EXP1 A1A 144A FRN 05-25-60
17328JAA5
549672.460000000000
PA
USD
523213.980000000000
0.0004322963
Long
ABS-CBDO
CORP
US
Y
2
2060-05-25
Variable
1.8040000000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET
N/A
CSMC 20-NET A 144A 2.2569% 08-15-37/25
126438AA8
10728019.000000000000
PA
USD
9964280.600000000000
0.0082328108
Long
ABS-CBDO
CORP
US
Y
2
2037-08-15
Fixed
2.256900000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4
N/A
CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23
12529LAA8
818430.250000000000
PA
USD
808145.860000000000
0.0006677162
Long
ABS-CBDO
CORP
US
Y
2
2030-12-26
Variable
0.9461000000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3
N/A
CSMC 21-RPL3 A1 144A FRN 01-25-60
12661GAA7
6091689.950000000000
PA
USD
5759753.760000000000
0.0047588948
Long
ABS-CBDO
CORP
US
Y
2
2060-01-25
Variable
2.0000000000000000
N
N
N
N
N
N
FREDDIE MAC - SCRT SCRT_17-3
N/A
SCRT 17-3 HA FRN 07-25-56
35563PBY4
7022149.060000000000
PA
USD
6943964.450000000000
0.0057373280
Long
ABS-CBDO
USGA
US
N
2
2056-07-25
Variable
3.2500000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-4
N/A
SCRT 17-4 M45T 4.5% 06-25-57
35563PCS6
3270809.460000000000
PA
USD
3359497.460000000000
0.0027757254
Long
ABS-CBDO
USGA
US
N
2
2057-06-25
Fixed
4.500000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29
225401AF5
1975000.000000000000
PA
USD
1789492.200000000000
0.0014785363
Long
DBT
CORP
CH
Y
2
2029-01-12
Variable
3.8690000000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP SR UNSEC 3.8% 03-01-28
126408HJ5
1550000.000000000000
PA
USD
1556593.700000000000
0.0012861080
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.800000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-4
N/A
SCRT 17-4 MT 3.5% 06-25-57
35563PCM9
1516363.790000000000
PA
USD
1511095.940000000000
0.0012485163
Long
ABS-CBDO
USGA
US
N
2
2057-06-25
Fixed
3.500000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-4
N/A
SCRT 17-4 HT FRN% 06-25-57
35563PDD8
1839684.040000000000
PA
USD
1807743.450000000000
0.0014936161
Long
ABS-CBDO
USGA
US
N
2
2057-06-25
Variable
3.2500000000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSEC 4.3% 03-25-28
126650CX6
14910000.000000000000
PA
USD
15168121.920000000000
0.0125323928
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.300000000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC SR UNSEC 3.75% 06-15-28
12572QAJ4
6875000.000000000000
PA
USD
6987894.380000000000
0.0057736243
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.750000000000
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-HY4
N/A
CWALT 07-HY4 3A1 ARH7 FRN 06-25-47
02150QAG1
1030475.260000000000
PA
USD
899240.110000000000
0.0007429813
Long
ABS-CBDO
CORP
US
N
2
2047-06-25
Variable
2.9766800000000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01
N/A
CAS 21-R01 1M1 144A FRN (SOFR30A+75) 10-25-41
20754RAA4
856431.500000000000
PA
USD
844843.130000000000
0.0006980367
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
2.2642200000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_21-5
N/A
COLT 21-5 A1 144A FRN 11-26-66
12598RAA1
3721260.910000000000
PA
USD
3345443.330000000000
0.0027641135
Long
ABS-CBDO
CORP
US
Y
2
2066-11-26
Variable
1.7260000000000000
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-54CB
N/A
CWALT 05-54CB 2A5 LCF 5.5% 11-25-35
12668APJ8
1786084.340000000000
PA
USD
1179094.290000000000
0.0009742058
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Fixed
5.500000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSEC 4.85% 11-01-28
205887CC4
14860000.000000000000
PA
USD
15177795.960000000000
0.0125403858
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.850000000000
N
N
N
N
N
N
COMMSCOPE FINANCE LLC
549300NGP3QQM94T9A69
COMMSCOPE FINANCE LLC 144A LIFE SR SEC 1ST LIEN 6.0% 03-01-26
20338QAD5
29025000.000000000000
PA
USD
28257288.750000000000
0.0233470857
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.000000000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST SEMT_18-CH1
549300ZUG1L9OO3W6B29
SEMT 18-CH1 A1 144A 4.0% 02-25-48
81747DAA7
233886.970000000000
PA
USD
228830.570000000000
0.0001890672
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
4.0000000000000000
N
N
N
N
N
N
FREDDIE MAC - SLST SLST_18-2
N/A
SLST 18-2 A1 3.5% 11-25-28
35564CAN7
2610473.800000000000
PA
USD
2611585.860000000000
0.0021577767
Long
ABS-CBDO
USGA
US
N
2
2028-11-25
Fixed
3.500000000000
N
N
N
N
N
N
DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1
N/A
DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26
23312LAT5
400000.000000000000
PA
USD
386481.600000000000
0.0003193236
Long
ABS-CBDO
CORP
US
N
2
2049-05-10
Fixed
3.539000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH D 144A FRN (L+225) 07-15-38/26
30227FAJ9
1875457.490000000000
PA
USD
1816738.790000000000
0.0015010483
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
4.2500000000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP SR UNSEC 4.5% 03-15-49
126408HP1
3785000.000000000000
PA
USD
3739746.540000000000
0.0030898995
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.500000000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BK OF AUSTRALIA 144A LIFE SR UNSEC 3.35% 06-04-24
2027A0KB4
675000.000000000000
PA
USD
674120.480000000000
0.0005569801
Long
DBT
CORP
AU
Y
2
2024-06-04
Fixed
3.350000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_19-2
N/A
SCRT 19-2 MA 3.5% 08-25-58
35563PKG3
8965600.990000000000
PA
USD
8930697.910000000000
0.0073788314
Long
ABS-CBDO
USGA
US
N
2
2058-08-25
Fixed
3.500000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_19-4
N/A
SCRT 19-4 MA 3.0% 02-25-59
35563PML0
5209218.140000000000
PA
USD
5111102.520000000000
0.0042229582
Long
ABS-CBDO
USGA
US
N
2
2059-02-25
Fixed
3.000000000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES 144A LIFE SR UNSEC 7.25% 03-14-27
12653CAC2
26180000.000000000000
PA
USD
26540760.400000000000
0.0219288345
Long
DBT
CORP
US
Y
2
2027-03-14
Fixed
7.250000000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PRODUCTION LLC
5493004CTVUMQLRPOE23
CENTENNIAL RESOURCE PRODUCTION 144A LIFE SR UNSEC 6.875% 04-01-27
15138AAC4
2490000.000000000000
PA
USD
2383061.970000000000
0.0019689629
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.875000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
549300HALRZ339MSTH85
CATALENT PHARMA 144A LIFE SR UNSEC 5.0% 07-15-27
14879EAE8
6407000.000000000000
PA
USD
6421864.240000000000
0.0053059519
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.000000000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORPORATION SR UNSEC 4.8% 08-15-38
125523AJ9
1609000.000000000000
PA
USD
1643965.180000000000
0.0013582972
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.800000000000
N
N
N
N
N
N
MANHATTAN WEST OMW_20-OMW
N/A
OMW 20-OMW A 144A 2.13% 09-10-39/27
563136AA8
15628000.000000000000
PA
USD
14087657.440000000000
0.0116396781
Long
ABS-CBDO
CORP
US
Y
2
2039-09-10
Fixed
2.130000000000
N
N
N
N
N
N
SGL_21-OVA
N/A
SLG 21-OVA A 144A 2.5854% 07-15-41/31
78449RAA3
5645000.000000000000
PA
USD
4989581.630000000000
0.0041225537
Long
ABS-CBDO
CORP
US
Y
2
2041-07-15
Fixed
2.585400000000
N
N
N
N
N
N
SREIT TRUST SREIT_21-MFP
N/A
SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26
78472UAA6
9616000.000000000000
PA
USD
9267804.640000000000
0.0076573599
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
2.7299400000000000
N
N
N
N
N
N
STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI
N/A
SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24
78457JAA0
19555000.000000000000
PA
USD
18952999.330000000000
0.0156595809
Long
ABS-CBDO
CORP
US
Y
2
2039-01-15
Variable
2.9590000000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH C 144A FRN (L+170) 07-15-38/26
30227FAG5
4275685.270000000000
PA
USD
4155966.080000000000
0.0034337936
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
3.7000000000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH A 144A FRN (L+108) 07-15-38/26
30227FAA8
4485394.610000000000
PA
USD
4390703.440000000000
0.0036277412
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
3.0800000000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25
225401AM0
1275000.000000000000
PA
USD
1196553.080000000000
0.0009886308
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.5930000000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.75% 03-01-30
1248EPCD3
28837000.000000000000
PA
USD
26281897.620000000000
0.0217149537
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES 144A SR UNSEC 4.25% 05-01-28
159864AE7
27840000.000000000000
PA
USD
27256056.000000000000
0.0225198348
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.250000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 2.976% 11-05-30
17308CC53
2400000.000000000000
PA
USD
2167185.600000000000
0.0017905988
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.9760000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.5 UMBS TBA 08-01-52
01F042681
28071514.000000000000
PA
USD
28568239.440000000000
0.0236040032
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.5 UMBS TBA 08-01-52
01F032682
9477187.000000000000
PA
USD
9381306.300000000000
0.0077511386
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
3.500000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH B 144A FRN (L+138) 07-15-38/26
30227FAE0
4093804.650000000000
PA
USD
3988233.620000000000
0.0032952076
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
3.3800000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNW 02-W3 A5 7.5% 11-25-41/01-25-28
31392CT20
95902.700000000000
PA
USD
108268.590000000000
0.0000894550
Long
ABS-CBDO
USGA
US
N
2
2041-11-25
Fixed
7.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AE0828 02-01-41
31419A4N4
36969.010000000000
PA
USD
37394.150000000000
0.0000308963
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 G60559 200K MAX 04-01-46
31335ATQ1
7157091.150000000000
PA
USD
7350804.980000000000
0.0060734728
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
4.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.5 UMBS TBA 08-01-52
01F022683
585733488.000000000000
PA
USD
546019000.310000000000
0.4511385542
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
2.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.0 UMBS TBA 08-01-52
01F030686
139603115.000000000000
PA
USD
134494757.820000000000
0.1111239180
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
3.000000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28
131347CN4
12315000.000000000000
PA
USD
11614214.930000000000
0.0095960399
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.125000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK 144A LIFE SEC 4.0% 02-15-27
156700BC9
45226000.000000000000
PA
USD
41723924.690000000000
0.0344736558
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.0 UMBS TBA 09-01-52
01F040693
285413680.000000000000
PA
USD
286516518.460000000000
0.2367292124
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.5 UMBS TBA 09-01-52
01F042699
160447871.000000000000
PA
USD
163000757.080000000000
0.1346764963
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 5.0 UMBS TBA 09-01-52
01F050692
248955369.000000000000
PA
USD
255188962.480000000000
0.2108453726
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.5 UMBS TBA 09-01-52
01F032690
318400000.000000000000
PA
USD
314339444.800000000000
0.2597174138
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
3.500000000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BK OF AUSTRALIA REG S SR UNSEC 3.35% 06-04-24
2027A1KB2
800000.000000000000
PA
USD
798957.600000000000
0.0006601246
Long
DBT
CORP
AU
Y
2
2024-06-04
Fixed
3.350000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.5% 08-15-30
1248EPCE1
41075000.000000000000
PA
USD
36583038.000000000000
0.0302260889
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q41090 06-01-46
3132WEF80
560572.550000000000
PA
USD
578325.320000000000
0.0004778311
Long
ABS-MBS
USGA
US
N
2
2046-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 AL8354 150K MAX 10-01-45
3138ETH82
4802541.480000000000
PA
USD
4854476.160000000000
0.0040109252
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.0 UMBS TBA 09-01-52
01F030694
106919385.000000000000
PA
USD
102907983.510000000000
0.0850259036
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
3.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.0 UMBS TBA 09-01-52
01F020695
1048499004.000000000000
PA
USD
942789334.420000000000
0.7789630343
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
2.000000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 4.412% 03-31-31
172967MP3
3000000.000000000000
PA
USD
2972316.000000000000
0.0024558236
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.4120000000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A SR UNSEC 4.194% 04-01-31/30
225401AP3
10408000.000000000000
PA
USD
9266190.360000000000
0.0076560261
Long
DBT
CORP
CH
Y
2
2031-04-01
Variable
4.1940000000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34
N/A
WFCM 16-C34 AS 3.484% 06-15-49/04-17-26
95000DBF7
185000.000000000000
PA
USD
175389.440000000000
0.0001449124
Long
ABS-CBDO
CORP
US
N
2
2049-06-15
Fixed
3.484000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5
549300SGFUCMB43V8P22
WFCM 16-NXS5 AS 3.988% 01-15-59/01-16-26
95000CBD4
500000.000000000000
PA
USD
489128.500000000000
0.0004041338
Long
ABS-CBDO
CORP
US
N
2
2059-01-15
Fixed
3.988000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 3.106% 04-08-26
172967MQ1
7300000.000000000000
PA
USD
7102951.100000000000
0.0058686879
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.1060000000000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27
185899AH4
58860000.000000000000
PA
USD
58701078.000000000000
0.0485007288
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.875000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C37
N/A
WFCM 16-C37 A5 3.794% 12-15-49/11-18-26
95000PAE4
6015000.000000000000
PA
USD
5995012.160000000000
0.0049532729
Long
ABS-CBDO
CORP
US
N
2
2049-12-15
Fixed
3.794000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1
N/A
WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25
95001FAX3
480000.000000000000
PA
USD
474468.000000000000
0.0003920208
Long
ABS-CBDO
CORP
US
N
2
2060-01-15
Fixed
3.631000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 AL8522 05-01-46
3138ETPG5
10050417.650000000000
PA
USD
10159203.370000000000
0.0083938623
Long
ABS-MBS
USGA
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q41909 07-01-2046
3132WFDP1
1308708.710000000000
PA
USD
1350032.500000000000
0.0011154405
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
4.500000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLENNIUM OPERATIONS LLC
N/A
CEDAR FAIR 144A LIFE 1ST LIEN 5.5% 05-01-25
150190AF3
29490000.000000000000
PA
USD
29727099.600000000000
0.0245614909
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 4.25% 12-15-27
15135BAR2
50425000.000000000000
PA
USD
49633983.030000000000
0.0410092018
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q44400 200K MAX 11-01-46
3132WH3J2
4664562.410000000000
PA
USD
4778820.870000000000
0.0039484163
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 V82662 200K MAX 10-01-46
3132L75X3
4942684.800000000000
PA
USD
5075376.120000000000
0.0041934399
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
4.000000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 3.375% 02-15-30
15135BAV3
44100000.000000000000
PA
USD
40135762.800000000000
0.0331614651
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 4.625% 12-15-29
15135BAT8
91900000.000000000000
PA
USD
90789388.500000000000
0.0750131286
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54
N/A
WFCM 19-C54 A4 3.146% 12-15-52
95001YAE4
2405000.000000000000
PA
USD
2278576.370000000000
0.0018826335
Long
ABS-CBDO
CORP
US
N
2
2052-12-15
Fixed
3.146000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28
549300S7ENI2U7O0XH56
WFCM 15-C28 C FRN 05-15-48/05-16-25
94989JBF2
470000.000000000000
PA
USD
444942.890000000000
0.0003676262
Long
ABS-CBDO
CORP
US
N
2
2048-05-15
Variable
4.0832160000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHR 3257 PA PACS 5.5% 12-15-36
31397EF42
1108355.810000000000
PA
USD
1205545.310000000000
0.0009960605
Long
ABS-CBDO
USGA
US
N
2
2036-12-15
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 254767 06-01-33
31371K6C0
112084.520000000000
PA
USD
119837.070000000000
0.0000990133
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.500000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 2.572% 06-03-31
172967MS7
14800000.000000000000
PA
USD
12883148.400000000000
0.0106444738
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.5720000000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE AG 144A LIFE SR UNSEC 2.193% 06-05-26
225401AQ1
13800000.000000000000
PA
USD
12585268.800000000000
0.0103983560
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.1930000000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS SR UNSEC 4.5% 10-01-29
16411QAG6
59391000.000000000000
PA
USD
57695386.950000000000
0.0476697943
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
CREDIT AGRICOLE SA (LONDON BRANCH)
N/A
CREDIT AGRICOLE LONDON 144A LIFE SR NON PREF 1.907% 06-16-26/25
22535WAG2
10675000.000000000000
PA
USD
9877844.380000000000
0.0081613944
Long
DBT
CORP
GB
Y
2
2026-06-16
Variable
1.9070000000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-SG1
549300ZJL46M82UL2Z22
WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25
94989QAV2
5698437.130000000000
PA
USD
5590275.090000000000
0.0046188660
Long
ABS-CBDO
CORP
US
N
2
2048-09-15
Fixed
3.789000000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO PFD PRP SER D JR SUB (H) FRN 12-31-49
369604BQ5
95170000.000000000000
PA
USD
89102912.500000000000
0.0736197076
Long
DBT
CORP
US
N
2
2049-12-31
Variable
5.1588600000000000
N
N
N
N
N
N
FEDERAL REALTY INVESTMENT TRUST
549300LI6XZ51GOCJ427
FEDERAL REALTY INVESTMENT TRUST (REIT)
313745101
1700000.000000000000
NS
USD
179537000.000000000000
0.1483392749
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO TAXABLE 09G 1.75% 12-15-25
167505KK1
23140000.000000000000
PA
USD
20815656.420000000000
0.0171985684
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
1.750000000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC SR UNSEC 3.929% 06-19-24/23
125581HA9
11575000.000000000000
PA
USD
11496208.980000000000
0.0094985396
Long
DBT
CORP
US
N
2
2024-06-19
Variable
3.9290000000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION 144A LIFE SEC 5.75% 07-01-25
12770RAA1
5020000.000000000000
PA
USD
5026651.500000000000
0.0041531820
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.750000000000
N
N
N
N
N
N
CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH
549300KI3FXFLUKF3A98
US DEPT OF VETERANS OH SF 4.425% 05-01-31
18611CAA4
27915000.000000000000
PA
USD
26767833.080000000000
0.0221164493
Long
DBT
MUN
US
N
2
2031-05-01
Fixed
4.425000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 15C SF 5.25% 12-01-39
167505QR0
120000.000000000000
PA
USD
123285.720000000000
0.0001018626
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.250000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNR 07-33 HE PAC 5.5% 04-25-37
31396VGT9
1061071.140000000000
PA
USD
1143379.490000000000
0.0009446971
Long
ABS-CBDO
USGA
US
N
2
2037-04-25
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 3.0 AS8554 12-01-36
3138WJQG6
11812485.150000000000
PA
USD
11811079.460000000000
0.0097586958
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
3.000000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES SR UNSEC 2.05% 07-15-25
136385AZ4
3150000.000000000000
PA
USD
2977742.250000000000
0.0024603069
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.050000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.25% 02-01-31
1248EPCK7
41550000.000000000000
PA
USD
36105911.250000000000
0.0298318714
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHR 3286 JN PAC 5.5% 02-15-37
31397G3H1
824747.160000000000
PA
USD
869836.910000000000
0.0007186874
Long
ABS-CBDO
USGA
US
N
2
2037-02-15
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGTW 3.0 K93772 125K MAX 12-01-36
3132LQCH8
369944.280000000000
PA
USD
370195.100000000000
0.0003058672
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
3.000000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25
15135UAS8
4421000.000000000000
PA
USD
4594599.410000000000
0.0037962066
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.375000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A LIFE SR UNSEC 3.375% 02-15-31
126307BF3
18725000.000000000000
PA
USD
15022318.500000000000
0.0124119253
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.375000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGTW 3.0 K93766 175K MAX 12-01-36
3132LQCB1
446775.300000000000
PA
USD
447078.660000000000
0.0003693908
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 3.0 BE4703 12-01-36
3140FQGM3
568691.990000000000
PA
USD
568624.880000000000
0.0004698163
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHR 3318 JT PAC 5.5% 05-15-37
31397HDZ8
452059.670000000000
PA
USD
485518.870000000000
0.0004011514
Long
ABS-CBDO
USGA
US
N
2
2037-05-15
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNA 17-M3 A2 (MF) FRN 12-25-26
3136AVYL7
13283507.020000000000
PA
USD
12967080.600000000000
0.0107138213
Long
ABS-CBDO
USGA
US
N
2
2026-12-25
Variable
2.4740000000000000
N
N
N
N
N
N
CHICAGO IL BRD ED
54930099NR6T9V7LVB43
CHICAGO IL BOE GO 12A SF 5.0% 12-01-42
167505PL4
190000.000000000000
PA
USD
190142.120000000000
0.0001571016
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
5.000000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 3.0% 10-15-30
15135BAW1
28035000.000000000000
PA
USD
25056841.950000000000
0.0207027731
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 144A LIFE SR UNSEC 5.875% 10-01-28
146869AD4
24955000.000000000000
PA
USD
15882110.650000000000
0.0131223134
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.875000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 936999 07-01-37
31412WNQ5
346281.860000000000
PA
USD
367474.310000000000
0.0003036192
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHMS K067 A2 (MF) 3.194% 07-25-27
3137FAWS3
7695000.000000000000
PA
USD
7706365.520000000000
0.0063672484
Long
ABS-CBDO
USGA
US
N
2
2027-07-25
Fixed
3.194000000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 144A LIFE SR UNSEC 5.625% 10-01-25
146869AB8
23630000.000000000000
PA
USD
18120547.350000000000
0.0149717822
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.625000000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
CENTRAL GARDEN & PET SR UNSEC 4.125% 10-15-30
153527AN6
22866000.000000000000
PA
USD
19852558.460000000000
0.0164028258
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.125000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA FOODS INC SR UNSEC 1.375% 11-01-27
205887CF7
2000000.000000000000
PA
USD
1731556.000000000000
0.0014306676
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.375000000000
N
N
N
N
N
N
CONTINENTAL RESOURCES INC
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES 144A LIFE SR UNSEC 5.75% 01-15-31
212015AT8
11330000.000000000000
PA
USD
11186675.500000000000
0.0092427930
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.750000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCZ 7.0 947554 40YR 10-01-47
31413KE31
135985.840000000000
PA
USD
148153.850000000000
0.0001224095
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
7.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA0770 11-01-47
3140Q72C0
338479.480000000000
PA
USD
340172.550000000000
0.0002810616
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCZ 947661 10-01-47
31413KJE2
34250.130000000000
PA
USD
34355.280000000000
0.0000283854
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCZ 7.0 257036 40YR 11-01-47
31371NPV1
9294.390000000000
PA
USD
10128.560000000000
0.0000083685
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
7.000000000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES 144A LIFE SR UNSEC 6.0% 01-15-29
12653CAJ7
29260000.000000000000
PA
USD
28501727.100000000000
0.0235490486
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.000000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30
14448CAQ7
2000000.000000000000
PA
USD
1798534.000000000000
0.0014860069
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.722000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCZ 7.0 920015 10-01-47
31412BDU3
34606.900000000000
PA
USD
37693.490000000000
0.0000311436
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
7.000000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076
N/A
FHMS K076 A2 (MF) 3.9% 04-25-28
3137FEZU7
4164056.000000000000
PA
USD
4318296.800000000000
0.0035679165
Long
ABS-CBDO
USGA
US
N
2
2028-04-25
Fixed
3.900000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50
14448CAS3
4100000.000000000000
PA
USD
3259208.900000000000
0.0026928638
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.577000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP 144A LIFE SEC 3.75% 03-01-31
131347CR5
12570000.000000000000
PA
USD
11186043.000000000000
0.0092422704
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.750000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A LIFE SEC 5.625% 03-15-27
12543DBG4
19790000.000000000000
PA
USD
17654461.100000000000
0.0145866866
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.625000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A LIFE SEC 6.0% 01-15-29
12543DBH2
8870000.000000000000
PA
USD
7763334.450000000000
0.0064143180
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC Z40130 01-01-46
3132FCEB7
5750211.830000000000
PA
USD
5665212.200000000000
0.0046807815
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AB5377 06-01-42
31417B6P7
12991737.010000000000
PA
USD
13125383.010000000000
0.0108446159
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AU3742 08-01-43
3138X3EQ1
8572371.920000000000
PA
USD
8640608.000000000000
0.0071391497
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.500000000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORP
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES 144A LIFE SR UNSEC 7.125% 02-01-26
13057QAH0
26405000.000000000000
PA
USD
26367504.900000000000
0.0217856852
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.125000000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE LONDON 144A LIFE SR NON PREF 1.247% 01-26-27/26
22535WAH0
4900000.000000000000
PA
USD
4363886.100000000000
0.0036055838
Long
DBT
CORP
FR
Y
2
2027-01-26
Variable
1.2470000000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26
225401AT5
16300000.000000000000
PA
USD
14061977.400000000000
0.0116184604
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.3050000000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP
166764100
5139586.000000000000
NS
USD
841761395.080000000000
0.6954904839
Long
EC
CORP
US
N
1
N
N
N
DANSKE BANK AS
MAES062Z21O4RZ2U7M96
DANSKE BANK 144A LIFE SR UNSEC 3.875% 09-12-23
23636AAP6
9604000.000000000000
PA
USD
9572844.620000000000
0.0079093938
Long
DBT
CORP
DK
Y
2
2023-09-12
Fixed
3.875000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.7% 05-30-24
251526BY4
8653000.000000000000
PA
USD
8547753.560000000000
0.0070624304
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
3.700000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746U109
5973473.000000000000
NS
USD
489705316.540000000000
0.4046103677
Long
EC
CORP
US
N
1
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
DANONE SA
N/A
725000.000000000000
NS
39974424.140000000000
0.0330281618
Long
EC
CORP
FR
N
2
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 4.1% 01-13-26
251526BZ1
33123000.000000000000
PA
USD
32627546.170000000000
0.0269579337
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
4.100000000000
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA 144A LIFE SR UNSEC 3.65% 02-22-24
233851DS0
9360000.000000000000
PA
USD
9359597.520000000000
0.0077332021
Long
DBT
CORP
US
Y
2
2024-02-22
Fixed
3.650000000000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD
N/A
13691500.000000000000
NS
312723069.900000000000
0.2583819126
Long
EC
CORP
SG
N
2
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
246538.000000000000
NS
USD
71858430.860000000000
0.0593717592
Long
EC
CORP
US
N
1
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS 144A LIFE SR UNSEC 5.25% 04-15-27
237266AH4
19295000.000000000000
PA
USD
19351437.880000000000
0.0159887837
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.250000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES INC JR SUB 3.071% 08-15-24
25746UDB2
2550000.000000000000
PA
USD
2505739.650000000000
0.0020703231
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.0710000000000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP CV PFD SER B CUMULATIVE 5.00% 04-15-23
235851409
82100.000000000000
NS
USD
124943885.000000000000
0.1032326780
Long
EP
CORP
US
N
1
N
N
DIGITAL REALTY TRUST INC
549300HKCZ31D08NEI41
DIGITAL REALTY TRUST INC (REIT)
253868103
4811945.000000000000
NS
USD
637342115.250000000000
0.5265926648
Long
EC
CORP
US
N
1
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
7313748.000000000000
NS
143683064.150000000000
0.1187155938
Long
EC
CORP
NO
N
2
N
N
N
DIAMOND OFFSHORE DRILLING INC
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE DRILLING INC
25271C201
2333912.000000000000
NS
USD
15753906.000000000000
0.0130163866
Long
EC
CORP
US
N
1
N
N
DOMINO'S PIZZA GROUP PLC
213800Q6ZKHAOV48JL75
DOMINO'S PIZZA GROUP PLC
N/A
30671123.000000000000
NS
107070526.280000000000
0.0884651311
Long
EC
CORP
GB
N
2
N
N
N
DOW INC
5493003S21INSLK2IP73
DOW INC
260557103
10800000.000000000000
NS
USD
574668000.000000000000
0.4748092841
Long
EC
CORP
US
N
1
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS GROUP 144A LIFE SR UNSEC 6.625% 08-15-27
25277LAC0
27190000.000000000000
PA
USD
2583050.000000000000
0.0021341994
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.625000000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY INDIANA 1ST LIEN 3.25% 10-01-49
26443TAB2
3100000.000000000000
PA
USD
2484715.100000000000
0.0020529520
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.250000000000
N
N
N
N
N
N
DEUTSCHE POST AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
2863547.000000000000
NS
113962589.190000000000
0.0941595763
Long
EC
CORP
DE
N
2
N
N
N
DARDEN RESTAURANTS INC
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC
237194105
6040500.000000000000
NS
USD
751981845.000000000000
0.6213117165
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
9033567.000000000000
NS
USD
1177073780.100000000000
0.9725364191
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG
N/A
4014400.000000000000
NS
75941499.720000000000
0.0627453227
Long
EC
CORP
DE
N
2
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.961% 11-26-25
251526CB3
89325000.000000000000
PA
USD
86319749.700000000000
0.0713201684
Long
DBT
CORP
US
N
2
2025-11-26
Variable
3.9610000000000000
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA 144A LIFE SR UNSEC 1.75% 03-10-23
233851DY7
17000000.000000000000
PA
USD
16823506.000000000000
0.0139001247
Long
DBT
CORP
US
Y
2
2023-03-10
Fixed
1.750000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC
23345M107
812500.000000000000
NS
USD
44711875.000000000000
0.0369423969
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO CV PFD UNITS 6.25% 11-01-22 (1 PC + 1/20 FCD58123)
233331842
680000.000000000000
OU
DTE ENERGY CO CV PFD UNITS 6.25% 11-01-22 (1 PC + 1/20 FCD58123)
USD
35108400.000000000000
0.0290076953
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
6543965.000000000000
NS
USD
719378072.450000000000
0.5943734254
Long
EC
CORP
US
N
1
N
N
N
ASCENT RESOURCES - UTICA LLC
549300XIJBVTOE7Q8Q14
ASCENT RESOURCES - UTICA LLC PP CL A (PHYSICAL) (NOT LISTED OR TRADING)
N/A
110214618.000000000000
NS
USD
29757946.860000000000
0.0245869780
Long
EC
CORP
US
N
3
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30
23918KAS7
16615000.000000000000
PA
USD
13656034.650000000000
0.0112830574
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.625000000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA SR UNSEC 5.625% 06-15-28
235825AG1
1305000.000000000000
PA
USD
1216731.110000000000
0.0010053026
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.625000000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF 144A LIFE SEC 9.375% 07-15-25
253657AA8
86014000.000000000000
PA
USD
67087479.440000000000
0.0554298449
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
9.375000000000
N
N
N
N
N
N
DOW CHEMICAL COMPANY (THE)
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL SR UNSEC 3.6% 11-15-50
260543DD2
13746000.000000000000
PA
USD
11008827.750000000000
0.0090958495
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.600000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 2.222% 09-18-24
251526CC1
21775000.000000000000
PA
USD
21051394.980000000000
0.0173933433
Long
DBT
CORP
US
N
2
2024-09-18
Variable
2.2220000000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31
251526CD9
6450000.000000000000
PA
USD
5558700.300000000000
0.0045927779
Long
DBT
CORP
US
N
2
2031-09-18
Variable
3.5470000000000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA SDR (NOT LISTED OR TRADING)
N/A
5300680.000000000000
NS
183330607.010000000000
0.1514736757
Long
EC
CORP
NO
N
2
N
N
N
DIAMOND OFFSHORE DRILLING INC
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE DRILLING INC 144A (NEW) (NOT LISTED OR TRADE)
25271C300
815687.000000000000
NS
USD
5505887.250000000000
0.0045491421
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 2.129% 11-24-26/11-24-25
251526CE7
37898000.000000000000
PA
USD
34003336.230000000000
0.0280946559
Long
DBT
CORP
US
N
2
2026-11-24
Variable
2.1290000000000000
N
N
N
N
N
N
DIAMOND FOREIGN ASSET CO/ DIAMOND FINANCE LLC
N/A
DIAMOND FOREIGN ASSET / DIAMOND FINANCE SR SEC PIK UNFUNDED BACKSTOP 0.0% 03-22-27
N/A
1857934.000000000000
PA
USD
1755747.630000000000
0.0014506555
Long
DBT
CORP
KY
N
2
2027-03-22
Fixed
0.000000000000
Y
N
N
N
N
N
DIVERSIFIED HEALTHCARE TRUST
N/A
DIVERSIFIED HEALTHCARE TRUST SR UNSEC 4.375% 03-01-31
25525PAB3
14315000.000000000000
PA
USD
10614429.350000000000
0.0087699848
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.375000000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY INDIANA SR SEC 1ST LIEN 4.9% 07-15-43
263901AF7
14785000.000000000000
PA
USD
14835475.990000000000
0.0122575500
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.900000000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC SR UNSEC 4.4% 03-24-51
25278XAQ2
8312000.000000000000
PA
USD
7458631.900000000000
0.0061625629
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.400000000000
N
N
N
N
N
N
DIAMOND FOREIGN ASSET CO/ DIAMOND FINANCE LLC
N/A
DIAMOND FOREIGN ASSET / DIAMOND FINANCE 144A LIFE 1ST LIEN PIK 9.0% 04-22-27
25260WAA9
2085044.000000000000
PA
USD
1970366.580000000000
0.0016279806
Long
DBT
CORP
KY
Y
2
2027-04-22
Variable
9.0000000000000000
N
N
N
N
N
N
DIAMOND FOREIGN ASSET CO/ DIAMOND FINANCE LLC
N/A
DIAMOND FOREIGN ASSET / DIAMOND FINANCE 1ST LIEN PIK 9.0% 04-22-27
25260WAC5
1888796.000000000000
PA
USD
1784912.220000000000
0.0014747522
Long
DBT
CORP
KY
N
2
2027-04-22
Variable
9.0000000000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM 144A LIFE SR UNSEC 4.125% 06-15-29
23345MAA5
8935000.000000000000
PA
USD
8291277.930000000000
0.0068505219
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
JONAH ENERGY PARENT LLC
N/A
JONAH ENERGY PARENT LLC (DRS) (NOT LISTED OR TRADING)
N/A
275936.000000000000
NS
USD
17709572.480000000000
0.0146322214
Long
EC
CORP
US
N
3
N
N
N
ACR III LSC HOLDINGS LLC
N/A
ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)
N/A
3259.660000000000
NS
USD
1040744.240000000000
0.0008598965
Long
EC
CORP
US
N
3
N
N
N
MYT HOLDING LLC
N/A
MYT HOLDING CO CL B (NOT LISTED OR TRADING)
55406N103
2070418.000000000000
NS
USD
3623231.500000000000
0.0029936310
Long
EC
CORP
US
N
3
N
N
N
NMG PARENT LLC
N/A
NMG PARENT LLC (NOT LISTED OR TRADING)
62929P102
61091.000000000000
NS
USD
10843652.500000000000
0.0089593763
Long
EC
CORP
US
N
2
N
N
N
NMG PARENT LLC
N/A
NMG PARENT LLC (DRS) (NOT LISTED OR TRADING)
62929P102
6165.000000000000
NS
USD
1094287.500000000000
0.0009041357
Long
EC
CORP
US
N
2
N
N
N
ROTECH HEALTHCARE INC (NEW)
N/A
ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)
778669200
543172.000000000000
NS
USD
55403544.000000000000
0.0457761996
Long
EC
CORP
US
N
3
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM 144A LIFE SR UNSEC 4.375% 06-15-31
23345MAB3
8915000.000000000000
PA
USD
8019399.100000000000
0.0066258869
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.375000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 0.898% 05-28-24
251526CJ6
7500000.000000000000
PA
USD
7101615.000000000000
0.0058675840
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.898000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 3.035% 05-28-32/31
251526CK3
3625000.000000000000
PA
USD
2982494.130000000000
0.0024642331
Long
DBT
CORP
US
N
2
2032-05-28
Variable
3.0350000000000000
N
N
N
N
N
N
DIRECTV HOLDINGS LLC/DIRECTV FINANCING CO INC
N/A
DIRECTV HOLDINGS SEC 144A LIFE 5.875% 08-15-27
25461LAA0
46420000.000000000000
PA
USD
43326339.100000000000
0.0357976224
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.875000000000
N
N
N
N
N
N
BIGHORN PERMIAN RESOURCES LLC
N/A
BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING)
N/A
17183.000000000000
NS
USD
99822.920000000000
0.0000824769
Long
EC
CORP
US
N
2
N
N
N
MESQUITE ENERGY INC
549300SB0HTIM17TVR61
MESQUITE ENERGY INC DRS (NOT LISTED OR TRADING)
N/A
25913.080333000000
NS
USD
155478.480000000000
0.0001284613
Long
EC
CORP
US
N
3
N
N
N
DISH DBS CORP
N/A
DISH DBS SR UNSEC 5.125% 06-01-29
25470XBD6
6370000.000000000000
PA
USD
4172350.000000000000
0.0034473305
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.125000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26
251526CP2
5250000.000000000000
PA
USD
4564502.250000000000
0.0037713394
Long
DBT
CORP
US
N
2
2027-11-16
Variable
2.3110000000000000
N
N
N
N
N
N
SBERBANK OF RUSSIA PJSC
549300WE6TAF5EEWQS81
SBERBANK OF RUSSIA PJSC (180 DAY LOCK UP) (USD)
N/A
25683200.000000000000
NS
USD
2.570000000000
0.0000000021
Long
EC
CORP
RU
N
3
N
N
N
VENTIA SERVICES GROUP PTY LTD
549300DFPWYJ2KFSLN90
VENTIA SERVICES GROUP PTY LTD 144A (AFTERMARKET SHARES)
N/A
5882353.000000000000
NS
11030264.860000000000
0.0091135615
Long
EC
CORP
AU
N
2
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.375% 12-14-28
233853AG5
7500000.000000000000
PA
USD
6626610.000000000000
0.0054751195
Long
DBT
CORP
US
Y
2
2028-12-14
Fixed
2.375000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.5% 12-14-31
233853AH3
9000000.000000000000
PA
USD
7595289.000000000000
0.0062754734
Long
DBT
CORP
US
Y
2
2031-12-14
Fixed
2.500000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 1.625% 12-13-24
233853AD2
5525000.000000000000
PA
USD
5229705.330000000000
0.0043209517
Long
DBT
CORP
US
Y
2
2024-12-13
Fixed
1.625000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 1.125% 12-14-23
233853AB6
9000000.000000000000
PA
USD
8682057.000000000000
0.0071733962
Long
DBT
CORP
US
Y
2
2023-12-14
Fixed
1.125000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 2.0% 12-14-26
233853AF7
14225000.000000000000
PA
USD
12989629.880000000000
0.0107324522
Long
DBT
CORP
US
Y
2
2026-12-14
Fixed
2.000000000000
N
N
N
N
N
N
DUN & BRADSTREET CORP (THE)
RI37BMPWE56BCJ747E14
DUN & BRADSTREET 144A LIFE SR UNSEC 5.0% 12-15-29
26483EAL4
44192000.000000000000
PA
USD
41255883.520000000000
0.0340869450
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
5.000000000000
N
N
N
N
N
N
VIVA WINE GROUP AB
549300XZE8FG96FTL804
VIVA WINE GROUP AB REG S (CORNERSTONE)
N/A
4081633.000000000000
NS
20068552.250000000000
0.0165812868
Long
EC
CORP
SE
N
2
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020107
1643100.000000000000
NS
USD
111352887.000000000000
0.0920033560
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORP
54930042348RKR3ZPN35
DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30
25179MBF9
11418000.000000000000
PA
USD
11083715.210000000000
0.0091577239
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.500000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27
25160PAH0
44547000.000000000000
PA
USD
39134004.940000000000
0.0323337803
Long
DBT
CORP
US
N
2
2028-01-07
Variable
2.5520000000000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO
291011104
4759579.000000000000
NS
USD
428695280.530000000000
0.3542019031
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC (USD)
29250N105
6526000.000000000000
NS
USD
293213180.000000000000
0.2422622107
Long
EC
CORP
CA
N
1
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC SR UNSEC 4.25% 03-15-52
25278XAT6
2422000.000000000000
PA
USD
2084060.760000000000
0.0017219184
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.250000000000
N
N
N
N
N
N
DANSKE BANK AS
MAES062Z21O4RZ2U7M96
DANSKE BANK 144A LIFE SR NON PREF 3.773% 03-28-25/24
23636ABD2
25000000.000000000000
PA
USD
24536950.000000000000
0.0202732215
Long
DBT
CORP
DK
Y
2
2025-03-28
Variable
3.7730000000000000
N
N
N
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
11950000.000000000000
NS
60382886.590000000000
0.0498902934
Long
EC
CORP
IT
N
2
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
623305.000000000000
NS
USD
69323982.100000000000
0.0572777157
Long
EC
CORP
US
N
1
N
N
N
DANSKE BANK AS
MAES062Z21O4RZ2U7M96
DANSKE BANK 144A LIFE SR NON PREF 4.298% 04-01-28/27
23636ABC4
5000000.000000000000
PA
USD
4809660.000000000000
0.0039738966
Long
DBT
CORP
DK
Y
2
2028-04-01
Variable
4.2980000000000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 3.5% 04-07-25
233853AL4
16100000.000000000000
PA
USD
15837731.000000000000
0.0130856455
Long
DBT
CORP
US
Y
2
2025-04-07
Fixed
3.500000000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
18789000.000000000000
NS
168411571.850000000000
0.1391470864
Long
EC
CORP
DE
N
2
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
N/A
4220000.000000000000
NS
162300622.350000000000
0.1340980224
Long
EC
CORP
NO
N
2
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FIN NA 144A LIFE SR UNSEC 3.65% 04-07-27
233853AM2
8387000.000000000000
PA
USD
8194241.580000000000
0.0067703474
Long
DBT
CORP
US
Y
2
2027-04-07
Fixed
3.650000000000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS 144A LIFE SR UNSEC 6.0% 06-01-30
237266AJ0
10885000.000000000000
PA
USD
11272070.600000000000
0.0093133492
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.000000000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP SR UNSEC 3.5% 04-01-25
29717PAP2
1920000.000000000000
PA
USD
1895212.800000000000
0.0015658861
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.500000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.75% 01-15-26
29273RBG3
8000000.000000000000
PA
USD
8060752.000000000000
0.0066600540
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.750000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 6.125% 12-15-45
29273RBJ7
7449000.000000000000
PA
USD
7398443.640000000000
0.0061128334
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125000000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.875% 10-15-25
29250RAW6
1145000.000000000000
PA
USD
1202819.070000000000
0.0009938080
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.875000000000
N
N
N
N
N
N
EVONIK INDUSTRIES AG
41GUOJQTALQHLF39XJ34
EVONIK INDUSTRIES AG
N/A
934056.000000000000
NS
19890455.300000000000
0.0164341373
Long
EC
CORP
DE
N
2
N
N
N
CONSTELLATION OIL SERVICES HOLDING SA
54930059EGCX1QIQVD73
CONSTELLATION OIL SERVICES HOLDING SA D WTS @USD 0.01 (NOT LISTED OR TRADING)
N/A
27.751950000000
NS
USD
.000000000000
0.0000000000
Long
EC
CORP
LU
N
3
N/A
N/A
Call
Purchased
CONSTELLATION OIL SERVICES HOLDING SA
CONSTELLATION OIL SERVICES HOLDING SA D (NOT LISTED OR TRADING)
27.751950000000
0.010000000000
USD
N/A
XXXX
-.280000000000
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS SR UNSEC 7.375% 10-15-45
29250RAX4
9108000.000000000000
PA
USD
11354196.740000000000
0.0093812045
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.375000000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.75% 10-13-35
268317AP9
8250000.000000000000
PA
USD
7939239.000000000000
0.0065596560
Long
DBT
CORP
FR
Y
2
2035-10-13
Fixed
4.750000000000
N
N
N
N
N
N
NMG PARENT LLC
N/A
NMG PARENT LLC WTS 1:1 @ USD 213.16 9-24-27 (NOT LISTED OR TRADING)
62929P110
75844.000000000000
NS
USD
3369635.150000000000
0.0027841015
Long
EC
CORP
US
N
2
N/A
N/A
Call
Purchased
NMG PARENT LLC
NMG PARENT LLC (NOT LISTED OR TRADING)
75844.000000000000
213.160000000000
USD
2027-09-24
XXXX
2910164.610000000000
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
2520300.000000000000
NS
USD
117168747.000000000000
0.0968086076
Long
EC
CORP
US
N
1
N
N
N
EXTRA SPACE STORAGE INC
N/A
EXTRA SPACE STORAGE INC (REIT)
30225T102
155400.000000000000
NS
USD
29451408.000000000000
0.0243337056
Long
EC
CORP
US
N
1
N
N
N
ARES CLO LTD ARES_17-42A
5493004S1FMDW7K3MU50
ARES 17-42A AR CLO 144A FRN (L+92) 01-22-28
04016LAQ0
11286598.760000000000
PA
USD
11151182.150000000000
0.0092134673
Long
ABS-O
CORP
US
Y
2
2028-01-22
Variable
3.6790000000000000
N
N
N
N
N
N
ALLEGRO CLO I ALLEG_16-1A
635400THLJMIHHPCEN50
ALLEG 16-1A AR2 FRN (L+95) 01-15-30
01749TAN0
9190735.230000000000
PA
USD
9060180.840000000000
0.0074858144
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Variable
3.4620000000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1
N/A
AESOP 21-1A D 144A 3.71% 08-20-27/26
05377REL4
5000000.000000000000
PA
USD
4530375.000000000000
0.0037431423
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
3.710000000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
EMERA INC SUB (H) 6.75% 06-15-76
290876AD3
36024000.000000000000
PA
USD
35935633.130000000000
0.0296911821
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.7500000000000000
N
N
N
N
N
N
EMBARQ CORP
N/A
EMBARQ CORP SR UNSEC 7.995% 06-01-36
29078EAA3
15460000.000000000000
PA
USD
12759138.000000000000
0.0105420124
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.995000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP SR UNSEC 4.125% 12-01-26
26885BAB6
3036000.000000000000
PA
USD
2803503.120000000000
0.0023163449
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.125000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.2% 04-15-27
29273RBK4
7263000.000000000000
PA
USD
7123071.040000000000
0.0058853116
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.200000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1
N/A
AESOP 21-1A C 144A 2.13% 08-20-27/26
05377REK6
551000.000000000000
PA
USD
491118.970000000000
0.0004057784
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
2.130000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1
N/A
AESOP 21-1A A 144A 1.38% 08-20-27/26
05377REH3
32806000.000000000000
PA
USD
29552300.920000000000
0.0244170666
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
1.380000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1
N/A
AESOP 21-1A B 144A 1.63% 08-20-27/26
05377REJ9
1699000.000000000000
PA
USD
1519323.950000000000
0.0012553146
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
1.630000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 21-2 C 1.01% 01-19-27/04-21-25
03066RAE5
3382000.000000000000
PA
USD
3153221.230000000000
0.0026052933
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.010000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 21-2 D 1.29% 06-18-27/04-21-25
03066RAF2
7972000.000000000000
PA
USD
7410005.890000000000
0.0061223865
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.290000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 21-2 B 0.69% 01-19-27/08-19-24
03066RAD7
3042000.000000000000
PA
USD
2886054.910000000000
0.0023845519
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
0.690000000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
VERTICAL US NEWCO 144A LIFE SEC 5.25% 07-15-27
92537RAA7
9075000.000000000000
PA
USD
8723389.130000000000
0.0072075462
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.250000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A
N/A
AESOP 20-1A D 144A 3.34% 08-20-26/25
05377REQ3
8500000.000000000000
PA
USD
7704315.000000000000
0.0063655542
Long
ABS-O
CORP
US
Y
2
2026-08-20
Fixed
3.340000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3
N/A
ACAR 21-3 C 144A 0.98% 11-15-27/07-13-22
025286AC9
6741000.000000000000
PA
USD
6510673.510000000000
0.0053793290
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
0.980000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 5.3% 04-15-47
29273RBL2
5722000.000000000000
PA
USD
5157999.630000000000
0.0042617061
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.300000000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.5% 09-15-40
29250RAT3
800000.000000000000
PA
USD
825494.400000000000
0.0006820502
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.500000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3
N/A
ACAR 21-3 D 144A 1.34% 11-15-27/05-13-22
025286AD7
4290000.000000000000
PA
USD
4022921.760000000000
0.0033238680
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
1.340000000000
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST 21-Z2
N/A
AFFRM 21-Z2 A 144A 1.17% 11-16-26
00834TAA6
2036631.750000000000
PA
USD
1981622.330000000000
0.0016372804
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.170000000000
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
2549008GCHWX9EEMIS56
VERTICAL HOLDCO GMBH 144A LIFE SR UNSEC 7.625% 07-15-28
92537VAA8
8825000.000000000000
PA
USD
8009746.500000000000
0.0066179116
Long
DBT
CORP
DE
Y
2
2028-07-15
Fixed
7.625000000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP 1ST LIEN 144A LIFE 8.875% 06-01-24
896818AS0
15893000.000000000000
PA
USD
16456804.180000000000
0.0135971438
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
8.875000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 7.125% 01-31-25
88167AAN1
30880000.000000000000
PA
USD
31763013.600000000000
0.0262436289
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.125000000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC 144A LIFE SR UNSEC 4.75% 03-15-26
87901JAF2
12425000.000000000000
PA
USD
12350325.750000000000
0.0102042385
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
4.750000000000
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
ENDESA CHILE SR UNSEC 4.25% 04-15-24
29246RAA1
900000.000000000000
PA
USD
896326.200000000000
0.0007405737
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.250000000000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP FINANCE BV 144A LIFE SR UNSEC 3.625% 07-15-24
26835PAF7
10175000.000000000000
PA
USD
10127706.600000000000
0.0083678387
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.625000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A
N/A
AESOP 18-1A A 144A 3.7% 09-20-24/23
05377RCY8
1671000.000000000000
PA
USD
1667627.920000000000
0.0013778481
Long
ABS-O
CORP
US
Y
2
2024-09-20
Fixed
3.700000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A
N/A
AESOP 17-2A A 144A 2.97% 03-20-24/23
05377RCU6
2880000.000000000000
PA
USD
2869087.680000000000
0.0023705330
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
2.970000000000
N
N
N
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK SR UNSEC 0.75% 09-11-25
89114QCK2
6575000.000000000000
PA
USD
6032200.880000000000
0.0049839994
Long
DBT
CORP
CA
N
2
2025-09-11
Fixed
0.750000000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY 144A LIFE SR UNSEC 7.5% 10-01-25
87470LAH4
2400000.000000000000
PA
USD
2407648.800000000000
0.0019892773
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
7.500000000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
EL PASO PIPELINE PARTNERS SR UNSEC 4.7% 11-01-42
28370TAF6
33265000.000000000000
PA
USD
29616095.620000000000
0.0244697759
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.700000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28
281020AM9
5866000.000000000000
PA
USD
5649145.710000000000
0.0046675069
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.125000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.95% 06-15-28
29278NAF0
9400000.000000000000
PA
USD
9485464.800000000000
0.0078371977
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.950000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 6.0% 06-15-48
29278NAE3
8153000.000000000000
PA
USD
7972484.430000000000
0.0065871244
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.000000000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC SR UNSEC 5.0% 09-15-29
87901JAH8
9875000.000000000000
PA
USD
9673352.500000000000
0.0079924366
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.000000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES SR UNSEC 5.5% 03-01-30
87612BBQ4
22550000.000000000000
PA
USD
22316607.500000000000
0.0184387027
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.500000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A
N/A
AESOP 18-2A A 144A 4.0% 03-20-25/24
05377RDC5
9400000.000000000000
PA
USD
9353488.800000000000
0.0077281549
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
4.000000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A
N/A
AESOP 19-3A A 144A 2.36% 03-20-26/25
05377RDQ4
3125000.000000000000
PA
USD
2998328.130000000000
0.0024773157
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
2.360000000000
N
N
N
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA 144A LIFE (H) 8.75% 09-24-73/23
29265WAA6
37337000.000000000000
PA
USD
38506581.530000000000
0.0318153828
Long
DBT
CORP
IT
Y
2
2073-09-24
Variable
8.7500000000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SR UNSEC 4.0% 10-01-23
29250NAF2
2630000.000000000000
PA
USD
2637453.420000000000
0.0021791493
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.000000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 0.45% 01-11-24
89236THU2
25283000.000000000000
PA
USD
24318731.660000000000
0.0200929225
Long
DBT
CORP
US
N
2
2024-01-11
Fixed
0.450000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 0.8% 01-09-26
89236THW8
11003000.000000000000
PA
USD
10115564.040000000000
0.0083578061
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
0.800000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP SR UNSEC 5.5% 07-15-28
26885BAC4
19665000.000000000000
PA
USD
18633177.450000000000
0.0153953337
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.500000000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC SEC 4.2% 09-01-48
29364WBB3
5125000.000000000000
PA
USD
4885667.630000000000
0.0040366966
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.200000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 2.25% 02-15-26
87264ABR5
8000000.000000000000
PA
USD
7468680.000000000000
0.0061708649
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.250000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 2.875% 02-15-31
87264ABT1
5775000.000000000000
PA
USD
5119624.130000000000
0.0042299990
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2 INC
N/A
REAL HERO MERGER SUB 2 144A LIFE SR UNSEC 6.25% 02-01-29
75602BAA7
21788000.000000000000
PA
USD
17701333.780000000000
0.0146254144
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.250000000000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL INC
549300HFEKVR3US71V91
TEMPUR SEALY INTL INC 144A LIFE SR UNSEC 4.0% 04-15-29
88023UAH4
6705000.000000000000
PA
USD
5788694.700000000000
0.0047828067
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 2.625% 04-15-26
87264ABU8
6250000.000000000000
PA
USD
5899500.000000000000
0.0048743577
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.625000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 3.375% 04-15-29
87264ABV6
20975000.000000000000
PA
USD
19616449.250000000000
0.0162077447
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY SR UNSEC 3.8% 12-01-23
30040WAG3
4095000.000000000000
PA
USD
4106826.360000000000
0.0033931927
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.800000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 6.25% 04-15-49
29279FAA7
5891000.000000000000
PA
USD
5902817.350000000000
0.0048770986
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.250000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE SR UNSEC 3.5% 04-15-31
87264ABW4
19500000.000000000000
PA
USD
18060217.500000000000
0.0149219357
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A 1ST LIEN 4.25% 06-01-29
88033GDL1
35940000.000000000000
PA
USD
33499674.000000000000
0.0276785139
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.250000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 2.55% 02-15-31
87264ACB9
1790000.000000000000
PA
USD
1566339.500000000000
0.0012941603
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.550000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 2.05% 02-15-28
87264ACA1
11475000.000000000000
PA
USD
10297125.680000000000
0.0085078182
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.050000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
N/A
AESOP 20-2A B 144A 2.96% 02-20-27/26
05377REA8
1453000.000000000000
PA
USD
1356092.170000000000
0.0011204472
Long
ABS-O
CORP
US
Y
2
2027-02-20
Fixed
2.960000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
N/A
AESOP 20-2 A 144A 2.02% 02-20-27/26
05377RDY7
5663000.000000000000
PA
USD
5263911.400000000000
0.0043492138
Long
ABS-O
CORP
US
Y
2
2027-02-20
Fixed
2.020000000000
N
N
N
N
N
N
TRITON CONTAINER INTERNATIONAL LTD
549300O4LZFLCX53XZ54
TRITON CONTAINER INTERNATIONAL 144A LIFE 1ST LIEN 1.15% 06-07-24
89680YAB1
3938000.000000000000
PA
USD
3685983.750000000000
0.0030454790
Long
DBT
CORP
US
Y
2
2024-06-07
Fixed
1.150000000000
N
N
N
N
N
N
TRITON CONTAINER INTERNATIONAL LTD
549300O4LZFLCX53XZ54
TRITON CONTAINER INTERNATIONAL 144A LIFE 1ST LIEN 3.15% 06-15-31
89680YAC9
7222000.000000000000
PA
USD
5879538.530000000000
0.0048578649
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
3.150000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS SR UNSEC 4.5% 04-15-24
29278NAH6
2170000.000000000000
PA
USD
2178486.870000000000
0.0017999363
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.500000000000
N
N
N
N
N
N
ELI LILLY AND CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO SR UNSEC 3.375% 03-15-29
532457BV9
1353000.000000000000
PA
USD
1357259.240000000000
0.0011214115
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.375000000000
N
N
N
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK SR UNSEC 1.25% 09-10-26
89114TZG0
8247000.000000000000
PA
USD
7463815.400000000000
0.0061668456
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.250000000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM SR SUB 4.625% 01-15-29
893647BP1
9870000.000000000000
PA
USD
8894547.900000000000
0.0073489631
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.625000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2
N/A
AESOP 20-2A C 144A 4.25% 02-20-27/26
05377REC4
4605000.000000000000
PA
USD
4393460.120000000000
0.0036300188
Long
ABS-O
CORP
US
Y
2
2027-02-20
Fixed
4.250000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR 20-3 C 144A 1.85% 06-15-26/07-13-23
025297AC6
4590725.550000000000
PA
USD
4548132.800000000000
0.0037578144
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.850000000000
N
N
N
N
N
N
PAR PHARMACEUTICAL INC
549300KK5WR4MGN4YT97
PAR PHARMACEUTICAL 144A LIFE 1ST LIEN 7.5% 04-01-27
69888XAA7
59082000.000000000000
PA
USD
47770160.280000000000
0.0394692511
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.500000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 5.875% 01-15-24
29278NAM5
629000.000000000000
PA
USD
642853.100000000000
0.0005311460
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27
281020AN7
6745000.000000000000
PA
USD
7075741.080000000000
0.0058462061
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.750000000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29
30231GBE1
4315000.000000000000
PA
USD
4018257.450000000000
0.0033200142
Long
DBT
CORP
US
N
2
2029-08-16
Fixed
2.440000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1
N/A
ACAR 21-1 C 144A 0.83% 03-15-27/02-13-24
02528BAE4
2183000.000000000000
PA
USD
2138663.270000000000
0.0017670327
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
0.830000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1
N/A
ACAR 21-1 D 144A 1.14% 03-15-27/05-13-24
02528BAG9
1201000.000000000000
PA
USD
1147018.650000000000
0.0009477039
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.140000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28
29261AAA8
13743000.000000000000
PA
USD
12746769.930000000000
0.0105317935
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.500000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30
29261AAB6
4560000.000000000000
PA
USD
4215286.800000000000
0.0034828063
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.750000000000
N
N
N
N
N
N
ALLEGRO CLO I LTD ALLEG_17-1A
254900TYK5TGNAFE3053
ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30
01748RAL9
6543000.000000000000
PA
USD
6428608.730000000000
0.0053115244
Long
ABS-O
CORP
US
Y
2
2030-10-16
Variable
3.6902900000000000
N
N
N
N
N
N
BHG SECURITIZATION TRUST BHG_21-A
N/A
BHG 21-A A 144A 1.42% 11-17-33
08861YAA4
997139.800000000000
PA
USD
946326.550000000000
0.0007818856
Long
ABS-O
CORP
US
Y
2
2033-11-17
Fixed
1.420000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 4.75% 05-09-27
88167AAP6
90980000.000000000000
PA
USD
87340800.000000000000
0.0721637932
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.750000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 5.125% 05-09-29
88167AAQ4
87505000.000000000000
PA
USD
80501099.800000000000
0.0665126117
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.125000000000
N
N
N
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
N/A
22156544.000000000000
NS
466773994.820000000000
0.3856637682
Long
EC
CORP
GB
N
2
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC
418056107
1925825.000000000000
NS
USD
151600944.000000000000
0.1252576021
Long
EC
CORP
US
N
1
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO 144A LIFE SEC 4.5% 12-01-29
894164AA0
18020000.000000000000
PA
USD
15539637.100000000000
0.0128393507
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.500000000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A LIFE 1ST LIEN 4.375% 01-15-30
88033GDN7
10985000.000000000000
PA
USD
10227254.700000000000
0.0084500885
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.375000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SR UNSEC 2.5% 01-15-25
29250NAY1
1600000.000000000000
PA
USD
1550376.000000000000
0.0012809708
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.500000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24
281020AQ0
20475000.000000000000
PA
USD
20173505.630000000000
0.0166680027
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.550000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
4349832.000000000000
NS
USD
1309038442.080000000000
1.0815698901
Long
EC
CORP
US
N
1
N
N
N
HALEON PLC
549300PSB3WWEODCUP19
HALEON PLC
N/A
23412680.000000000000
NS
83197904.120000000000
0.0687407987
Long
EC
CORP
GB
N
2
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK SR UNSEC 1.95% 01-12-27
89114TZN5
10000000.000000000000
PA
USD
9292190.000000000000
0.0076775079
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.950000000000
N
N
N
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK SR UNSEC 2.45% 01-12-32
89114TZQ8
7500000.000000000000
PA
USD
6497797.500000000000
0.0053686904
Long
DBT
CORP
CA
N
2
2032-01-12
Fixed
2.450000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 3.125% 11-15-22
281020AP2
3970000.000000000000
PA
USD
3966919.280000000000
0.0032775970
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.125000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 2.9% 05-15-25
29278NAP8
9203000.000000000000
PA
USD
8850359.450000000000
0.0073124532
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.900000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 1.9% 01-13-27
89236TJV8
10000000.000000000000
PA
USD
9390320.000000000000
0.0077585860
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
1.900000000000
N
N
N
N
N
N
TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1
N/A
TREEHOUSE PARK IA NO.1 144A LIFE UNSEC SF 9.75% 12-01-33
89469TAA1
10003461.000000000000
PA
USD
8871069.210000000000
0.0073295642
Long
DBT
CORP
US
Y
3
2033-12-01
Fixed
9.750000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
146500.000000000000
NS
USD
28195390.000000000000
0.0232959429
Long
EC
CORP
US
N
1
N
N
N
HUBBELL INC
54930088VDQ6840Y6597
HUBBELL INC
443510607
1303000.000000000000
NS
USD
285383060.000000000000
0.2357927124
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 3.75% 05-15-30
29278NAQ6
16115000.000000000000
PA
USD
14982099.390000000000
0.0123786950
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.750000000000
N
N
N
N
N
N
SIMMONS FOODS INC
5493002Z1TVWRIL6NM97
SIMMONS FOODS INC 144A LIFE 2ND LIEN 4.625% 03-01-29
82873MAA1
35247000.000000000000
PA
USD
32259111.810000000000
0.0266535213
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.625000000000
N
N
N
N
N
N
ICICI SECURITIES LTD
335800RT5NJ3UPWK7351
ICICI SECURITIES LTD
N/A
1587232.000000000000
NS
9637266.100000000000
0.0079626209
Long
EC
CORP
IN
N
2
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC
N/A
4508000.000000000000
NS
99155535.950000000000
0.0819255101
Long
EC
CORP
GB
N
2
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS 144A LIFE SR UNSEC 3.875% 03-15-31
84762LAX3
4233000.000000000000
PA
USD
3476562.900000000000
0.0028724487
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
3.875000000000
N
N
N
N
N
N
SUPERIOR PLUS LP AND SUPERIOR GENERAL PARTNER INC
N/A
SUPERIOR PLUS & GENERAL PARTNER 144A LIFE SR UNSEC 4.5% 03-15-29
86828LAC6
3825000.000000000000
PA
USD
3524335.880000000000
0.0029119203
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.500000000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
6297949.000000000000
NS
61206088.940000000000
0.0505704499
Long
EC
CORP
NL
N
2
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
7357000.000000000000
NS
USD
267132670.000000000000
0.2207136500
Long
EC
CORP
US
N
1
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
TAFO772JB70PDRN5VS48
SIEMENS 144A LIFE SR UNSEC 1.2% 03-11-26
82620KAZ6
20585000.000000000000
PA
USD
18974491.360000000000
0.0156773383
Long
DBT
CORP
NL
Y
2
2026-03-11
Fixed
1.200000000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
TAFO772JB70PDRN5VS48
SIEMENS 144A LIFE SR UNSEC 1.7% 03-11-28
82620KBD4
11475000.000000000000
PA
USD
10333226.030000000000
0.0085376455
Long
DBT
CORP
NL
Y
2
2028-03-11
Fixed
1.700000000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOFTWARE INC
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE SR UNSEC 3.3% 03-28-24
874054AE9
7634000.000000000000
PA
USD
7593264.980000000000
0.0062738011
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.300000000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOFTWARE INC
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE SR UNSEC 4.0% 04-14-32
874054AH2
4502000.000000000000
PA
USD
4399417.430000000000
0.0036349409
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.000000000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY BACKSTOP (UNFUNDED) (RIGHTS) 0.0% 05-25-23
N/A
5478632.000000000000
PA
USD
5478632.000000000000
0.0045266229
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
0.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 3.40% 10-15-52
87264ACT0
4589000.000000000000
PA
USD
3537357.230000000000
0.0029226789
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.400000000000
N
N
N
N
N
N
INTRUM AB
549300UNCO2FCUWXX470
INTRUM AB
N/A
1250000.000000000000
NS
26690577.700000000000
0.0220526184
Long
EC
CORP
SE
N
2
N
N
N
INWIDO AB
529900A9NKQW5UTHBG13
INWIDO AB
N/A
2500000.000000000000
NS
30283665.620000000000
0.0250213438
Long
EC
CORP
SE
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 2.4% 03-15-29
87264ACS2
2929000.000000000000
PA
USD
2613160.070000000000
0.0021590773
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.400000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE 1ST LIEN 2.7% 03-15-32
87264ACQ6
6775000.000000000000
PA
USD
5915774.180000000000
0.0048878039
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.700000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC (REIT)
46284V101
11965000.000000000000
NS
USD
580182850.000000000000
0.4793658315
Long
EC
CORP
US
N
1
N
N
N
ISLANDSBANKI HF
549300PZMFIQR79Q0T97
ISLANDSBANKI HF
N/A
54814905.000000000000
NS
51737612.430000000000
0.0427472884
Long
EC
CORP
IS
N
2
N
N
N
SOUTHWESTERN ELECTRIC POWER COMPANY
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELEC POWER SR UNSEC 1.65% 03-15-26
845437BS0
5075000.000000000000
PA
USD
4699338.350000000000
0.0038827453
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.650000000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
SYNAPTICS INC 144A LIFE SR UNSEC 4.0% 06-15-29
87157DAG4
3700000.000000000000
PA
USD
3233800.000000000000
0.0026718701
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.000000000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
SENSATA TECH 144A LIFE SR UNSEC 4.0% 04-15-29
81725WAK9
8455000.000000000000
PA
USD
7701659.500000000000
0.0063633601
Long
DBT
CORP
NL
Y
2
2029-04-15
Fixed
4.000000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST LIEN 1.1% 04-01-24
842400HB2
5000000.000000000000
PA
USD
4795405.000000000000
0.0039621187
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.100000000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC GLOBAL 144A LIFE SR UNSEC 4.625% 07-22-32
872882AN5
3326000.000000000000
PA
USD
3430729.090000000000
0.0028345793
Long
DBT
CORP
VG
Y
2
2032-07-22
Fixed
4.625000000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC GLOBAL 144A LIFE SR UNSEC 4.375% 07-22-27
872882AM7
2935000.000000000000
PA
USD
2999625.770000000000
0.0024783878
Long
DBT
CORP
VG
Y
2
2027-07-22
Fixed
4.375000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP SR UNSEC 3.7% 01-30-24
91159HHG8
10000000.000000000000
PA
USD
10101560.000000000000
0.0083462355
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.700000000000
N
N
N
N
N
N
UBS GROUP FUNDING SWITZERLAND AG
506700Q800G1L95S7805
UBS GROUP FUNDING SR UNSEC 144A LIFE 4.125% 09-24-25
90351DAB3
4425000.000000000000
PA
USD
4450855.280000000000
0.0036774406
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.125000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP SR UNSEC 2.375% 07-22-26
91159HHN3
6000000.000000000000
PA
USD
5802048.000000000000
0.0047938397
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
2.375000000000
N
N
N
N
N
N
UAL PASS THROUGH TRUST SERIES 2007-1
N/A
UNITED AIR 07-1A EETC SF 6.636% 01-02-24/07-02-22
909287AA2
2328196.220000000000
PA
USD
2328196.220000000000
0.0019236310
Long
DBT
CORP
US
N
2
2024-01-02
Fixed
6.636000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SEC 5.95% 02-01-38
842400FH1
9331000.000000000000
PA
USD
9997046.780000000000
0.0082598833
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.950000000000
N
N
N
N
N
N
SUMMA HEALTH
549300N4NP4BSOJ08A82
SUMMA HEALTH SEC 3.511% 11-15-51
86564UAA8
2650000.000000000000
PA
USD
2190882.200000000000
0.0018101777
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.511000000000
N
N
N
N
N
N
ITAU UNIBANCO HOLDING SA
5493002W2IVG62O3ZJ94
ITAU UNIBANCO HOLDING SA PN
N/A
17950000.000000000000
NS
81942560.060000000000
0.0677035928
Long
EC
CORP
BR
N
1
N
N
N
INDUSTRIA DE DISENO TEXTIL SA
549300TTCXZOGZM2EY83
INDUSTRIA DE DISENO TEXTIL SA
N/A
12656400.000000000000
NS
307417999.660000000000
0.2539986920
Long
EC
CORP
ES
N
2
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH SALT HOLDINGS 144A LIFE SEC 4.875% 05-01-28
78433BAA6
54585000.000000000000
PA
USD
47541078.680000000000
0.0392799765
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.875000000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH SALT HOLDINGS 144A LIFE SR UNSEC 6.625% 05-01-29
78433BAB4
28925000.000000000000
PA
USD
24543990.580000000000
0.0202790387
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.625000000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27
904678AB5
1730000.000000000000
PA
USD
1673624.490000000000
0.0013828027
Long
DBT
CORP
IT
Y
2
2027-04-12
Fixed
4.625000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM1589 09-01-49
3140X4XT8
3319875.530000000000
PA
USD
3318208.950000000000
0.0027416115
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM2092 12-01-49
3140X5KE2
14509560.050000000000
PA
USD
14521878.670000000000
0.0119984457
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.0 BF0332 01-01-59
3140FXLN0
72671204.470000000000
PA
USD
70842506.280000000000
0.0585323695
Long
ABS-MBS
USGA
US
N
2
2059-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.0 BF0167 02-01-57
3140FXFH0
926945.660000000000
PA
USD
897907.230000000000
0.0007418800
Long
ABS-MBS
USGA
US
N
2
2057-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS RA2596 05-01-50
3133KH3D6
15719746.780000000000
PA
USD
14787974.510000000000
0.0122183027
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
2.500000000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNERS L.P/SUBURBAN ENERGY FINANCE CORP
N/A
SUBURBAN PROPANE PARTNERS/SUBURBAN ENERGY FINANCE 144A LIFE SR UNSEC 5.0% 06-01-31
864486AL9
6125000.000000000000
PA
USD
5588499.000000000000
0.0046173986
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
5.000000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 4.0% 07-15-28
82967NBJ6
53375000.000000000000
PA
USD
49656363.750000000000
0.0410276934
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.000000000000
N
N
N
N
N
N
JANUS HENDERSON GROUP PLC
2138009WPYMWJN3RVF44
JANUS HENDERSON GROUP PLC
N/A
1623200.000000000000
NS
USD
41829864.000000000000
0.0345611863
Long
EC
CORP
GB
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
2995000.000000000000
NS
USD
522687400.000000000000
0.4318612316
Long
EC
CORP
US
N
1
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 929964 09-01-38
31412NFD3
329932.900000000000
PA
USD
359633.130000000000
0.0002971405
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.0 A87873 08-01-39
312934XA5
235465.810000000000
PA
USD
250400.700000000000
0.0002068892
Long
ABS-MBS
USGA
US
N
2
2039-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 5.0 A87892 08-01-39
312934XV9
668091.430000000000
PA
USD
708142.840000000000
0.0005850905
Long
ABS-MBS
USGA
US
N
2
2039-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 995265 01-01-24
31416BTW8
3421.670000000000
PA
USD
3446.130000000000
0.0000028473
Long
ABS-MBS
USGA
US
N
2
2024-01-01
Fixed
5.500000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY SR UNSEC 6.5% 07-15-28
78454LAW0
2975000.000000000000
PA
USD
2936830.750000000000
0.0024265045
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.500000000000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LP
549300PUNBPJCGT6X741
SUN COMMUNITIES LP SR UNSEC 2.7% 07-15-31
866677AE7
2191000.000000000000
PA
USD
1827112.150000000000
0.0015096191
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.700000000000
N
N
N
N
N
N
FIRSTKEY HOMES FKH_20-SFR2
N/A
FKH 20-SFR2 A 144A 1.266% 10-19-37/11-17-25
33767JAA0
10117185.250000000000
PA
USD
9443947.270000000000
0.0078028946
Long
ABS-O
CORP
US
Y
2
2037-10-19
Fixed
1.266000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD7528 11-01-50
3132DVLH6
23686768.910000000000
PA
USD
21475016.860000000000
0.0177433533
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
8310119.000000000000
NS
USD
958655327.840000000000
0.7920720311
Long
EC
CORP
US
N
1
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
4940000.000000000000
NS
USD
365164800.000000000000
0.3017109658
Long
EC
CORP
US
N
1
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP FINANCE CORP SR UNSEC 4.5% 05-15-29
86765LAT4
10505000.000000000000
PA
USD
9476875.650000000000
0.0078301011
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.500000000000
N
N
N
N
N
N
SUMMER (BC) BIDCO B LLC
213800CCW2O2WZ7YV169
SUMMER BC BIDCO B 144A LIFE SEC 5.5% 10-31-26
865632AA1
10930000.000000000000
PA
USD
9498016.980000000000
0.0078475688
Long
DBT
CORP
US
Y
2
2026-10-31
Fixed
5.500000000000
N
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
N/A
169859.000000000000
NS
8910447.980000000000
0.0073621003
Long
EC
CORP
BE
N
2
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP
493267108
7620000.000000000000
NS
USD
139446000.000000000000
0.1152147943
Long
EC
CORP
US
N
1
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA0854 12-01-47
3140Q75Q6
6306826.840000000000
PA
USD
6332829.890000000000
0.0052323888
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA8285 12-01-50
3140QGF36
3220147.840000000000
PA
USD
3161454.210000000000
0.0026120957
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
3.000000000000
N
N
N
N
N
N
KRAFT HEINZ CO (THE)
9845007488EC87F5AF14
KRAFT HEINZ CO (THE)
500754106
26339505.000000000000
NS
USD
970083969.150000000000
0.8015147441
Long
EC
CORP
US
N
1
N
N
N
KINDRED GROUP PLC
213800D1MJVOT6SNBX11
KINDRED GROUP PLC SDR
N/A
1255000.000000000000
NS
11032699.000000000000
0.0091155727
Long
EC
CORP
MT
N
2
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA8969 02-01-51
3140QG6F9
4244899.660000000000
PA
USD
4123249.330000000000
0.0034067619
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA9302 02-01-51
3140QHKQ7
47134534.060000000000
PA
USD
46106812.680000000000
0.0380949396
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
3.000000000000
N
N
N
N
N
N
KKR & CO INC
54930013V5I303TF9571
KKR & CO INC CV PFD SER C 6.0% 09-15-23
48251W401
1061031.000000000000
NS
USD
74272170.000000000000
0.0613660685
Long
EP
CORP
US
N
1
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP
494368103
3701600.000000000000
NS
USD
487833864.000000000000
0.4030641131
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 3.875% 09-01-31
82967NBM9
26440000.000000000000
PA
USD
23034924.600000000000
0.0190321996
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.875000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 5.375% 03-15-30
845467AS8
39660000.000000000000
PA
USD
39108726.000000000000
0.0323128940
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.375000000000
N
N
N
N
N
N
KONE OYJ
2138001CNF45JP5XZK38
KONE OYJ CL B
N/A
6205540.000000000000
NS
283076623.830000000000
0.2338870602
Long
EC
CORP
FI
N
2
N
N
N
COCA-COLA CO
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO
191216100
13214010.000000000000
NS
USD
847943021.700000000000
0.7005979437
Long
EC
CORP
US
N
1
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US 144A LIFE SR UNSEC 1.711% 01-29-27
85855CAA8
7175000.000000000000
PA
USD
6362703.900000000000
0.0052570717
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.711000000000
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US 144A LIFE SR UNSEC 2.691% 09-15-31
85855CAB6
5075000.000000000000
PA
USD
4163230.580000000000
0.0034397957
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.691000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA8968 02-01-51
3140QG6E2
827764.100000000000
PA
USD
806404.480000000000
0.0006662775
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 932119 11-01-24
31412QSG5
106901.760000000000
PA
USD
110073.960000000000
0.0000909467
Long
ABS-MBS
USGA
US
N
2
2024-11-01
Fixed
4.500000000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA 144A SR UNSEC 2.55% 03-08-27
80007RAM7
1727000.000000000000
PA
USD
1438544.370000000000
0.0011885719
Long
DBT
CORP
MO
Y
2
2027-03-08
Variable
2.5500000000000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29
83545GBD3
37710000.000000000000
PA
USD
32106482.550000000000
0.0265274141
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.625000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 932274 12-01-39
31412QXB0
5197481.730000000000
PA
USD
5419268.670000000000
0.0044775750
Long
ABS-MBS
USGA
US
N
2
2039-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0145 03-01-57
3140FXET5
16496337.960000000000
PA
USD
16539277.930000000000
0.0136652862
Long
ABS-MBS
USGA
US
N
2
2057-03-01
Fixed
3.500000000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
KONINKLIJKE KPN NV
N/A
203005139.000000000000
NS
668452643.550000000000
0.5522971893
Long
EC
CORP
NL
N
2
N
N
N
LAMAR ADVERTISING CO
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO CL A (REIT)
512816109
2003322.000000000000
NS
USD
202455721.320000000000
0.1672754636
Long
EC
CORP
US
N
1
N
N
N
LEGAL & GENERAL GROUP PLC
213800JH9QQWHLO99821
LEGAL & GENERAL GROUP PLC
N/A
36764300.000000000000
NS
117305539.990000000000
0.0969216303
Long
EC
CORP
GB
N
2
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830109
4373742.000000000000
NS
USD
1809898177.020000000000
1.4953963989
Long
EC
CORP
US
N
1
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31
83545GBE1
14185000.000000000000
PA
USD
11582761.750000000000
0.0095700523
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.875000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 5.625% 08-01-33
78442FAZ1
10990000.000000000000
PA
USD
8542889.670000000000
0.0070584117
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.625000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.0 MA4387 07-01-41
31418D2V3
12829871.760000000000
PA
USD
11872853.140000000000
0.0098097352
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.5 AD6392 05-01-25
31418UC69
87569.900000000000
PA
USD
90168.450000000000
0.0000745001
Long
ABS-MBS
USGA
US
N
2
2025-05-01
Fixed
4.500000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 4.75% 02-01-32
845467AT6
10135000.000000000000
PA
USD
9463252.200000000000
0.0078188450
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA SR UNSEC 2.49% 01-06-28
80282KBC9
10650000.000000000000
PA
USD
9477509.550000000000
0.0078306249
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.4900000000000000
N
N
N
N
N
N
LUFAX HOLDING LTD
254900TYH7RTK8E9NH16
LUFAX HOLDING LTD ADR
54975P102
12931000.000000000000
NS
USD
59223980.000000000000
0.0489327674
Long
EC
CORP
CN
N
1
N
N
N
LUMI GRUPPEN AS
984500558A4B099PCC34
LUMI GRUPPEN AS
N/A
1869659.000000000000
NS
3793200.300000000000
0.0031340647
Long
EC
CORP
NO
N
2
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI BK SR UNSEC 2.174% 01-14-27
86562MCM0
3125000.000000000000
PA
USD
2876959.380000000000
0.0023770369
Long
DBT
CORP
JP
N
2
2027-01-14
Fixed
2.174000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST LIEN 3.45% 02-01-52
842400HN6
7445000.000000000000
PA
USD
5878073.190000000000
0.0048566541
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.450000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.5 AD3149 04-01-25
31418QQB2
48598.850000000000
PA
USD
50040.970000000000
0.0000413455
Long
ABS-MBS
USGA
US
N
2
2025-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 AD5692 05-01-25
31418TKE6
47361.270000000000
PA
USD
48766.670000000000
0.0000402926
Long
ABS-MBS
USGA
US
N
2
2025-05-01
Fixed
4.500000000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST LIEN 2.75% 02-01-32
842400HM8
5050000.000000000000
PA
USD
4444903.950000000000
0.0036725234
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.750000000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST INC
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST 144A LIFE SR UNSEC 4.375% 01-15-27
85571BAY1
25050000.000000000000
PA
USD
23004993.150000000000
0.0190074692
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.375000000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO/THE
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GROW SR UNSEC 4.375% 02-01-32
810186AW6
21605000.000000000000
PA
USD
17744402.550000000000
0.0146609992
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.375000000000
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDINGS LP
549300W5GPFXXB6TQ330
SCIENTIFIC GAMES HOLDINGS 144A LIFE SR UNSEC 6.625% 03-01-30
80874DAA4
20510000.000000000000
PA
USD
18452334.250000000000
0.0152459152
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
6.625000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.5 AD6119 06-01-25
31418TYR2
39220.630000000000
PA
USD
40384.460000000000
0.0000333669
Long
ABS-MBS
USGA
US
N
2
2025-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AD4927 06-01-40
31418SPM5
1392918.000000000000
PA
USD
1479756.690000000000
0.0012226228
Long
ABS-MBS
USGA
US
N
2
2040-06-01
Fixed
5.000000000000
N
N
N
N
N
N
SOUTH32 TREASURY (USA) LTD
N/A
SOUTH32 TREASURY USA 144A LIFE SR UNSEC 4.35% 04-14-32
84055BAA1
3986000.000000000000
PA
USD
3788174.820000000000
0.0031299125
Long
DBT
CORP
AU
Y
2
2032-04-14
Fixed
4.350000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA SR UNSEC 4.25% 11-23-41
85771PAE2
3000000.000000000000
PA
USD
2960622.000000000000
0.0024461616
Long
DBT
CORP
NO
N
2
2041-11-23
Fixed
4.250000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-51NV
N/A
FSMT 21-5INV A2 144A FRN 07-25-51
33851PAB1
7114188.610000000000
PA
USD
6310769.060000000000
0.0052141615
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.5000000000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-6INV
N/A
FSMT 21-6INV A4 144A FRN 08-25-51
33851GAD7
6650318.910000000000
PA
USD
5922654.320000000000
0.0048934885
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.5000000000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 3.15% 10-01-26
88167AAE1
100615000.000000000000
PA
USD
91019850.530000000000
0.0752035437
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.150000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 4.1% 10-01-46
88167AAF8
104100000.000000000000
PA
USD
73577775.900000000000
0.0607923377
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.100000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE COMPANY LLC
5493006PITD7MU7WW480
TEVA PHARMACEUTICAL SR UNSEC 6.15% 02-01-36
88163VAD1
2435000.000000000000
PA
USD
2233869.000000000000
0.0018456948
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.150000000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SR UNSEC 10.5% 01-15-26
87422VAE8
10925000.000000000000
PA
USD
8374012.500000000000
0.0069188799
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
10.500000000000
Y
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-8INV
N/A
FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44
33852HAB8
6925109.740000000000
PA
USD
6167378.080000000000
0.0050956872
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.5000000000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-10INV
N/A
FSMT 21-10INV A3 144A FRN 10-25-51
33851RAB7
3012000.160000000000
PA
USD
2682731.310000000000
0.0022165594
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.5000000000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CREDIT SR UNSEC 3.05% 01-11-28
89236TEM3
4050000.000000000000
PA
USD
3964690.800000000000
0.0032757557
Long
DBT
CORP
US
N
2
2028-01-11
Fixed
3.050000000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP SR UNSEC 7.75% 08-15-25
896818AP6
30810000.000000000000
PA
USD
26448536.400000000000
0.0218526360
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.750000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AE4483 09-01-40
31419E6V6
1306057.680000000000
PA
USD
1345562.010000000000
0.0011117468
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-11INV
N/A
FSMT 21-11INV A4 144A FRN 11-25-51
33851TAD9
7671076.810000000000
PA
USD
6800716.440000000000
0.0056189718
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.5000000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CB2375 12-01-51
3140QMT95
4947100.660000000000
PA
USD
4636036.860000000000
0.0038304436
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.5 RA6483 12-01-51
3133KNFY4
4316006.200000000000
PA
USD
4038284.150000000000
0.0033365609
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 6.0% 04-15-24
88167AAL5
76069000.000000000000
PA
USD
76829309.660000000000
0.0634788600
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
6.000000000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL SR UNSEC 6.75% 03-01-28
88167AAK7
207815000.000000000000
PA
USD
208737075.160000000000
0.1724653212
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.750000000000
N
N
N
N
N
N
MANPOWERGROUP INC
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC
56418H100
2722832.000000000000
NS
USD
213497257.120000000000
0.1763983375
Long
EC
CORP
US
N
1
N
N
N
MERCEDES-BENZ GROUP AG
529900R27DL06UVNT076
MERCEDES-BENZ GROUP AG
N/A
1400000.000000000000
NS
81910733.880000000000
0.0676772970
Long
EC
CORP
DE
N
2
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON SR SEC 1ST LIEN 4.0% 04-01-47
842400GG2
15392000.000000000000
PA
USD
12992433.380000000000
0.0107347686
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
MCDERMOTT INTERNATIONAL LTD
54930004RAXI4B3L4752
MCDERMOTT INTERNATIONAL LTD
N/A
156914.000000000000
NS
USD
70611.300000000000
0.0000583413
Long
EC
CORP
US
N
1
N
N
N/A
N/A
GBP FWD SALE TO USD 9/8/2022
N/A
1.000000000000
NC
N/A
4834766.120000000000
0.0039946401
N/A
DFE
NUSS
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES
I7331LVCZKQKX5T7XV54
159000000.000000000000
GBP
198651420.000000000000
USD
2022-09-08
4834766.120000000000
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.875% 06-30-26
785592AV8
1400000.000000000000
PA
USD
1462875.400000000000
0.0012086750
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.875000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS 144A LIFE SR UNSEC 5.0% 08-01-27
82967NBA5
4791000.000000000000
PA
USD
4760289.690000000000
0.0039331053
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.000000000000
N
N
N
N
N
N
N/A
N/A
GBP FWD SALE TO USD 9/8/2022
N/A
1.000000000000
NC
N/A
-142601.360000000000
-0.0001178219
N/A
DFE
NUSS
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
60900000.000000000000
GBP
74092833.990000000000
USD
2022-09-08
-142601.360000000000
N
N
N
N/A
N/A
GBP FWD PUR FROM USD 9/8/2022
N/A
1.000000000000
NC
N/A
321939.990000000000
0.0002659972
N/A
DFE
NUSS
N/A
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
17962650.000000000000
USD
15000000.000000000000
GBP
2022-09-08
321939.990000000000
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.5 SD7545 09-01-51
3132DVL29
4403306.820000000000
PA
USD
4144233.860000000000
0.0034241000
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CB2319 12-01-51
3140QMSH8
5063698.990000000000
PA
USD
4745521.460000000000
0.0039209033
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
ALTERA INFRASTRUCTURE LP/TEEKAY OFFSHORE FINANCE CORP
549300ZJBGOCXKXQWE39
TEEKAY OFFSHORE PARTNERS 144A LIFE SR UNSEC 8.5% 07-15-23
87901BAB8
17805000.000000000000
PA
USD
16202550.000000000000
0.0133870707
Long
DBT
CORP
MH
Y
3
2023-07-15
Fixed
8.500000000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 1ST LIEN 4.625% 07-15-24
88033GCS7
5642000.000000000000
PA
USD
5644877.420000000000
0.0046639803
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CB2372 12-01-51
3140QMT61
2429077.390000000000
PA
USD
2281877.730000000000
0.0018853612
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 BT9510 12-01-51
3140LYR88
1940989.180000000000
PA
USD
1821362.130000000000
0.0015048683
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN 144A LIFE SEC 5.875% 01-15-24
893800AA0
4939428.400000000000
PA
USD
4731083.310000000000
0.0039089740
Long
DBT
CORP
US
Y
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
TRANSOCEAN POSEIDON LTD
N/A
TRANSOCEAN POSEIDON 144A LIFE SR SEC 1ST LIEN 6.875% 02-01-27
89383JAA6
7720312.500000000000
PA
USD
7103536.730000000000
0.0058691717
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
6.875000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BC0157 01-01-46
3140EUE70
21357400.400000000000
PA
USD
21433795.820000000000
0.0177092952
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733
N/A
FHMS K733 A2 (MF) 3.75% 08-25-25
3137FJXQ7
5912611.000000000000
PA
USD
5984656.170000000000
0.0049447164
Long
ABS-CBDO
USGA
US
N
2
2025-08-25
Variable
3.7500000000000000
N
N
N
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
N/A
3028785.000000000000
NS
USD
280223188.200000000000
0.2315294594
Long
EC
CORP
IE
N
1
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP
56501R106
17661400.000000000000
NS
323285475.770000000000
0.2671089139
Long
EC
CORP
CA
N
1
N
N
N
CAPITAL GROUP CENTRAL CASH FUND
549300YD0SRETB6WWP29
CAPITAL GROUP CENTRAL CASH FUND
14020B102
130983681.870000000000
NS
USD
13093128839.730000000000
10.8179664284
Long
STIV
RF
US
N
1
N
N
N
CDX HIGH YIELD ISSUER
N/A
CDX NA HY S37 5Y (CE) 5.0% 12-20-26 0.30 REC ICE
N/A
1.000000000000
NC
USD
-10961042.750000000000
-0.0090563680
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2026-12-20
20287833.560000000000
USD
0.000000000000
USD
396001715.670000000000
USD
-10961042.750000000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM 144A LIFE SEC 6.25% 03-15-26
893647BE6
61602000.000000000000
PA
USD
62003337.030000000000
0.0512291620
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SEC 7.25% 05-15-27
87422VAF5
84119000.000000000000
PA
USD
83548000.230000000000
0.0690300594
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.250000000000
Y
N
N
N
N
N
CDX HIGH GRADE ISSUER
N/A
CDX NA IG S38 5Y 1.0% 06-20-27 0.40 REC ICE
N/A
1.000000000000
NC
USD
-1739420.480000000000
-0.0014371654
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2027-06-20
0.000000000000
USD
4305718.550000000000
USD
684311463.000000000000
USD
-1739420.480000000000
N
N
N
CDX HIGH YIELD ISSUER
N/A
CDX NA HY S38 5Y (CE) 5.0% 06-20-27 0.30 REC ICE
N/A
1.000000000000
NC
USD
-6406693.610000000000
-0.0052934174
N/A
DCR
CORP
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
Y
CDX
2027-06-20
0.000000000000
USD
1495542.740000000000
USD
693202950.000000000000
USD
-6406693.610000000000
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 6.5 G04553 09-01-38
3128M6MA3
299102.760000000000
PA
USD
323724.300000000000
0.0002674715
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 G61628 09-01-48
31335BYZ3
692853.270000000000
PA
USD
696291.210000000000
0.0005752983
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
3.500000000000
N
N
N
N
N
N
TRIVIUM PACKAGING BV
7245008KGK6ZIU5L8334
TRIVIUM PACKAGING BV 144A LIFE 5.5% 08-15-26
89686QAA4
9902000.000000000000
PA
USD
9777531.860000000000
0.0080785130
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRIVIUM PACKAGING BV
7245008KGK6ZIU5L8334
TRIVIUM PACKAGING BV 144A LIFE 8.5% 08-15-27
89686QAB2
7865000.000000000000
PA
USD
7531885.790000000000
0.0062230876
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 RA5971 09-01-51
3133KMT47
29504126.210000000000
PA
USD
28675768.360000000000
0.0236928471
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 BT9483 12-01-51
3140LYRD7
2420358.430000000000
PA
USD
2269076.350000000000
0.0018747843
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A 1ST LIEN 4.875% 01-01-26
88033GCY4
106640000.000000000000
PA
USD
105168368.000000000000
0.0868935064
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.875000000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE 144A 1ST LIEN 5.125% 11-01-27
88033GDA5
13695000.000000000000
PA
USD
13523059.280000000000
0.0111731889
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
5.125000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 878099 04-01-36
31409TRU4
127054.250000000000
PA
USD
137217.830000000000
0.0001133738
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AE0967 06-01-39
31419BCD5
90992.740000000000
PA
USD
92042.610000000000
0.0000760486
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
3.500000000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
TRIUMPH GROUP 2ND LIEN 144A 6.25% 09-15-24
896818AQ4
30690000.000000000000
PA
USD
29472220.800000000000
0.0243509018
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
6.250000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES SR UNSEC 6.875% 01-15-29
87612BBN1
9385000.000000000000
PA
USD
9700617.550000000000
0.0080149639
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.875000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 BM1179 04-01-47
3140J5JZ3
2019211.160000000000
PA
USD
1974384.670000000000
0.0016313005
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 AS8310 11-01-46
3138WJGU6
1670581.670000000000
PA
USD
1636762.410000000000
0.0013523460
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR3
N/A
FASST 19-JR3 A 144A 2.0% 09-25-69
31739LAA4
1950483.470000000000
PA
USD
2042706.230000000000
0.0016877499
Long
ABS-CBDO
CORP
US
Y
2
2069-09-25
Fixed
2.000000000000
N
N
N
N
N
N
FINANCE OF AMERICA STRUCTURED FASST_19-JR4
N/A
FASST 19-JR4 A 144A 2.0% 11-25-69
31740BAA3
2195649.850000000000
PA
USD
2250295.180000000000
0.0018592666
Long
ABS-CBDO
CORP
US
Y
2
2069-11-25
Fixed
2.000000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TARGA RESOURCES SR UNSEC 6.5% 07-15-27
87612BBL5
4740000.000000000000
PA
USD
4876156.500000000000
0.0040288382
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.500000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANS-CANADA PIPELINES SR UNSEC 4.1% 04-15-30
89352HBA6
5254000.000000000000
PA
USD
5170992.050000000000
0.0042724408
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.100000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 BN1085 01-01-34
3140JHF32
8570.470000000000
PA
USD
8760.840000000000
0.0000072385
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 AL8347 03-01-29
3138ETHZ2
188915.700000000000
PA
USD
192378.340000000000
0.0001589492
Long
ABS-MBS
USGA
US
N
2
2029-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC WI CERTIFICATES SERIES WI-K143
N/A
FHMS K143 A2 (MF) 2.35% 06-25-32
3137H6MG7
35930000.000000000000
PA
USD
33077014.280000000000
0.0273292988
Long
ABS-CBDO
USGA
US
N
2
2032-06-25
Fixed
2.350000000000
N
N
N
N
N
N
FIRSTKEY HOMES TRUST FKH_22-SFR1
N/A
FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27
33768NAA0
4231083.500000000000
PA
USD
4216236.630000000000
0.0034835910
Long
ABS-O
CORP
US
Y
2
2039-05-17
Fixed
4.145000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGCI J38387 01-01-33
31307VJ80
34899.900000000000
PA
USD
34861.650000000000
0.0000288038
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 AI6180 07-01-26
3138AK2N8
36407.200000000000
PA
USD
37074.510000000000
0.0000306322
Long
ABS-MBS
USGA
US
N
2
2026-07-01
Fixed
4.000000000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY 144A LIFE SEC 7.625% 06-01-28
87422VAJ7
9340000.000000000000
PA
USD
9275582.020000000000
0.0076637858
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
7.625000000000
Y
N
N
N
N
N
TOTALENERGIES CAPITAL INTERNATIONAL SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTL SR UNSEC 3.127% 05-29-50
89153VAV1
8100000.000000000000
PA
USD
6572704.500000000000
0.0054305810
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.127000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 A97342 03-01-41
312946EP7
143782.590000000000
PA
USD
147225.750000000000
0.0001216427
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 BJ6249 09-01-33
3140H75K9
159091.500000000000
PA
USD
163351.020000000000
0.0001349659
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 AD8191 09-01-25
31418WC57
66321.080000000000
PA
USD
67536.680000000000
0.0000558010
Long
ABS-MBS
USGA
US
N
2
2025-09-01
Fixed
4.000000000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM SR SUB 5.5% 11-15-27
893647BL0
55399000.000000000000
PA
USD
52385571.400000000000
0.0432826530
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TOTAL CAPITAL INTL SR UNSEC 2.986% 06-29-41
89153VAX7
7401000.000000000000
PA
USD
6154523.580000000000
0.0050850664
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.986000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 MA3611 03-01-34
31418DAM4
64256.250000000000
PA
USD
65713.580000000000
0.0000542947
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 MA3541 12-01-33
31418C5B6
157298.800000000000
PA
USD
160655.400000000000
0.0001327387
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 BM1231 11-01-31
3140J5LM9
155742.090000000000
PA
USD
157201.860000000000
0.0001298853
Long
ABS-MBS
USGA
US
N
2
2031-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 BM4413 12-01-47
3140J83X9
3707589.960000000000
PA
USD
3832684.050000000000
0.0031666875
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.0 Q63663 05-01-49
3132VQB96
5576237.540000000000
PA
USD
5420013.670000000000
0.0044781906
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS CA3807 07-01-49
3140QBGR3
1913285.000000000000
PA
USD
1862282.560000000000
0.0015386781
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA3806 07-01-49
3140QBGQ5
1232648.060000000000
PA
USD
1201473.160000000000
0.0009926960
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI3 3.0 BF0293 07-01-48
3140FXKF8
9711455.350000000000
PA
USD
9467076.290000000000
0.0078220046
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.0 G61733 12-01-47
31335B4S2
7189986.980000000000
PA
USD
7035761.760000000000
0.0058131739
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 950991 10-01-37
31413N7C3
257203.170000000000
PA
USD
271647.190000000000
0.0002244437
Long
ABS-MBS
USGA
US
N
2
2037-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 SD7503 08-01-49
3132DVKQ7
3922498.730000000000
PA
USD
3928919.860000000000
0.0032462006
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 SD0045 11-01-48
3132DMBN4
19960159.770000000000
PA
USD
20635052.690000000000
0.0170493478
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 888637 09-01-37
31410GHN6
995773.940000000000
PA
USD
1084306.210000000000
0.0008958889
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 ZN3568 02-01-49
3131Y96D0
7716.400000000000
PA
USD
7861.820000000000
0.0000064957
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA4756 12-01-49
3140QCJA5
23543277.030000000000
PA
USD
22849480.200000000000
0.0188789794
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI3 3.5 BF0318 08-01-48
3140FXK84
8069363.850000000000
PA
USD
8090295.780000000000
0.0066844640
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CA4432 10-01-49
3140QB4S4
6977392.580000000000
PA
USD
7083002.390000000000
0.0058522056
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CA3976 08-01-49
3140QBM21
61869185.880000000000
PA
USD
62947751.400000000000
0.0520094677
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 FM1784 09-01-48
3140X46W1
8274684.390000000000
PA
USD
8436917.850000000000
0.0069708543
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 FM1668 08-01-49
3140X42A3
6041857.630000000000
PA
USD
6138853.610000000000
0.0050721194
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CA1542 04-01-48
3140Q8WC5
5934346.420000000000
PA
USD
6055276.530000000000
0.0050030653
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CA3184 03-01-49
3140QARE2
10777339.950000000000
PA
USD
10990289.410000000000
0.0090805325
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 RA1744 11-01-49
3133KG5D6
27033449.580000000000
PA
USD
27482285.940000000000
0.0227067533
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA4112 09-01-49
3140QBSA7
39764904.320000000000
PA
USD
40024290.790000000000
0.0330693633
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA3814 07-01-49
3140QBGY8
34761568.280000000000
PA
USD
34988457.040000000000
0.0289085946
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 QA5125 12-01-49
31346YVS9
21181895.280000000000
PA
USD
21268889.320000000000
0.0175730441
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA4802 12-01-49
3140QCKQ8
29580661.770000000000
PA
USD
29701735.420000000000
0.0245405342
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0264 05-01-58
3140FXJJ2
13900054.370000000000
PA
USD
13936222.310000000000
0.0115145575
Long
ABS-MBS
USGA
US
N
2
2058-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA4804 12-01-49
3140QCKS4
26342070.160000000000
PA
USD
26364434.580000000000
0.0217831484
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 SD7508 10-01-49
3132DVKV6
15651199.920000000000
PA
USD
15600177.010000000000
0.0128893707
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 888795 11-01-36
31410GNL3
639931.000000000000
PA
USD
687622.500000000000
0.0005681359
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.0 BJ5674 01-01-33
3140H7JU2
171106.320000000000
PA
USD
171520.570000000000
0.0001417158
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 AL2940 11-01-27
3138EKHS7
164620.830000000000
PA
USD
166943.470000000000
0.0001379341
Long
ABS-MBS
USGA
US
N
2
2027-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM1954 11-01-49
3140X5E41
5141753.770000000000
PA
USD
5138380.780000000000
0.0042454964
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3.500000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING SR UNSEC 5.0% 05-15-50
29278NAR4
23598000.000000000000
PA
USD
20847558.710000000000
0.0172249271
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.000000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT SR UNSEC 6.625% 02-01-25
26884LAH2
16935000.000000000000
PA
USD
17654991.530000000000
0.0145871249
Long
DBT
CORP
US
N
2
2025-02-01
Variable
6.6250000000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT SR UNSEC 7.50% 02-01-30
26884LAG4
7100000.000000000000
PA
USD
7782523.000000000000
0.0064301722
Long
DBT
CORP
US
N
2
2030-02-01
Variable
7.5000000000000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25
281020AR8
400000.000000000000
PA
USD
405918.800000000000
0.0003353832
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.950000000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30
30231GBN1
1700000.000000000000
PA
USD
1586202.000000000000
0.0013105714
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.610000000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51
30231GBM3
5000000.000000000000
PA
USD
4330745.000000000000
0.0035782016
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.452000000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
ENTERGY CORP SR UNSEC 2.8% 06-15-30
29364GAL7
6650000.000000000000
PA
USD
5884638.200000000000
0.0048620784
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.800000000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE CO
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE 144A LIFE SR UNSEC 5.5% 06-01-28
28035QAA0
4040000.000000000000
PA
USD
3967764.800000000000
0.0032782956
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.500000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 6.5% 07-01-27
26885BAH3
38110000.000000000000
PA
USD
38286449.300000000000
0.0316335024
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.500000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAINTMENT 144A LIFE 1ST LIEN 6.25% 07-01-25
28470RAH5
37810000.000000000000
PA
USD
37762170.350000000000
0.0312003262
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.250000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS SR UNSEC 3.2% 02-15-52
29379VCA9
400000.000000000000
PA
USD
304191.200000000000
0.0002513326
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.200000000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS 144A LIFE SR UNSEC 3.875% 09-01-28
28618MAA4
21085000.000000000000
PA
USD
19515432.600000000000
0.0161242815
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS 144A LIFE SR UNSEC 4.375% 03-31-29
29272WAD1
14640000.000000000000
PA
USD
12123384.000000000000
0.0100167319
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.375000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT SR UNSEC 5.0% 01-15-29
26884LAL3
6485000.000000000000
PA
USD
6420182.430000000000
0.0053045623
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.000000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 4.5% 01-15-29
26885BAK6
22045000.000000000000
PA
USD
19778663.780000000000
0.0163417716
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.500000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP SR UNSEC 144A LIFE 4.75% 01-15-31
26885BAL4
18310000.000000000000
PA
USD
16585655.750000000000
0.0137036051
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.750000000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
ENTEGRIS 144A LIFE SR UNSEC 3.625% 05-01-29
29362UAD6
30000000.000000000000
PA
USD
26654970.000000000000
0.0220231981
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.625000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 1.45% 05-15-26
29444UBQ8
15835000.000000000000
PA
USD
14432177.350000000000
0.0119243316
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.450000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 2.5% 05-15-31
29444UBS4
2736000.000000000000
PA
USD
2349121.390000000000
0.0019409201
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.500000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSEC 3.4% 02-15-52
29444UBT2
828000.000000000000
PA
USD
630045.070000000000
0.0005205636
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.400000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT 144A LIFE SR UNSEC 3.625% 05-15-31
26884LAN9
2115000.000000000000
PA
USD
1938852.230000000000
0.0016019424
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
3.625000000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE SR UNSEC 2.35% 03-15-32
30225VAG2
2199000.000000000000
PA
USD
1785900.260000000000
0.0014755685
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.350000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE SR UNSEC 0.833% 06-15-24
29103DAS5
1675000.000000000000
PA
USD
1575471.500000000000
0.0013017055
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
0.833000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE SR UNSEC 2.639% 06-15-31
29103DAT3
2100000.000000000000
PA
USD
1806008.400000000000
0.0014921825
Long
DBT
CORP
CA
N
2
2031-06-15
Fixed
2.639000000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP SR UNSEC 3.875% 05-01-24
29717PAN7
5900000.000000000000
PA
USD
5897628.200000000000
0.0048728111
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.875000000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
ENTEGRIS ESCROW CORP 144A LIFE SEC 4.75% 04-15-29
29365BAA1
9145000.000000000000
PA
USD
8824925.000000000000
0.0072914384
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.750000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS 144A LIFE SR UNSEC 7.5% 06-01-30
26885BAN0
11535000.000000000000
PA
USD
11887740.300000000000
0.0098220354
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
7.500000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 3.81% 01-09-24
345397YG2
15305000.000000000000
PA
USD
15132022.890000000000
0.0125025666
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.810000000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS 144A LIFE SR UNSEC 7.5% 04-01-25
335934AL9
66150000.000000000000
PA
USD
65940635.250000000000
0.0544822851
Long
DBT
CORP
CA
Y
2
2025-04-01
Fixed
7.500000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 4.4% 07-15-27
337932AH0
49187000.000000000000
PA
USD
48279991.720000000000
0.0398904903
Long
DBT
CORP
US
N
2
2027-07-15
Variable
4.4000000000000000
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI HOLDINGS 144A LIFE SEC 7.875% 11-01-24
36120RAA7
35194000.000000000000
PA
USD
30447385.220000000000
0.0251566142
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
7.875000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 3.815% 11-02-27
345397YT4
8215000.000000000000
PA
USD
7541534.300000000000
0.0062310595
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.815000000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM 144A LIFE SR UNSEC 6.5% 03-01-24
335934AP0
35546000.000000000000
PA
USD
35318505.600000000000
0.0291812914
Long
DBT
CORP
CA
Y
2
2024-03-01
Fixed
6.500000000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM 144A LIFE SR UNSEC 6.875% 03-01-26
335934AR6
24125000.000000000000
PA
USD
23303592.000000000000
0.0192541813
Long
DBT
CORP
CA
Y
2
2026-03-01
Fixed
6.875000000000
N
N
N
N
N
N
FS ENERGY AND POWER FUND
54930004XHN0QROEGZ58
FS ENERGY AND POWER FUND 144A LIFE 1ST LIEN 7.5% 08-15-23
30264DAA7
42570000.000000000000
PA
USD
42986760.300000000000
0.0355170514
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
7.500000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 5.584% 03-18-24
345397ZQ9
3280000.000000000000
PA
USD
3315276.400000000000
0.0027391886
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.584000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 5.113% 05-03-29
345397ZR7
25589000.000000000000
PA
USD
24913322.460000000000
0.0205841926
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 4.542% 08-01-26
345397ZW6
32520000.000000000000
PA
USD
31675293.000000000000
0.0261711513
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.542000000000
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI HOLDINGS 144A LIFE SEC 12.25% 11-15-26
35166FAA0
36897000.000000000000
PA
USD
32746087.500000000000
0.0270558764
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
12.250000000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC 144A LIFE SR UNSEC 4.0% 06-15-28
303250AF1
22105000.000000000000
PA
USD
20669213.940000000000
0.0170775729
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.000000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 4.271% 01-09-27
345397A45
117666000.000000000000
PA
USD
112922295.210000000000
0.0933000518
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.271000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30
337932AL1
6430000.000000000000
PA
USD
5668012.850000000000
0.0046830955
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.650000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 3.4% 03-01-50
337932AM9
15250000.000000000000
PA
USD
11415997.500000000000
0.0094322663
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.400000000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX SR UNSEC 4.03% 01-25-24
35137LAG0
1120000.000000000000
PA
USD
1124919.040000000000
0.0009294445
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.030000000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV SR UNSEC 2.65% 06-01-30
337738BC1
5402000.000000000000
PA
USD
4760717.780000000000
0.0039334590
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.650000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26
337932AN7
989000.000000000000
PA
USD
909202.540000000000
0.0007512125
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.600000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30
337932AP2
900000.000000000000
PA
USD
763996.500000000000
0.0006312386
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.250000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 5.125% 06-16-25
345397A60
52275000.000000000000
PA
USD
52197371.630000000000
0.0431271563
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 4.125% 08-17-27
345397A86
71670000.000000000000
PA
USD
68174295.750000000000
0.0563278076
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM 144A LIFE SR UNSEC 6.875% 10-15-27
335934AT2
91910000.000000000000
PA
USD
87751532.050000000000
0.0725031533
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.875000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS 144A LIFE 1ST LIEN 5.875% 10-15-27
35906ABE7
34240000.000000000000
PA
USD
33814396.800000000000
0.0279385481
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 4.0% 11-13-30
345397B36
25134000.000000000000
PA
USD
22251079.930000000000
0.0183845618
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.000000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS 144A LIFE 1ST LIEN 5.0% 05-01-28
35906ABF4
49395000.000000000000
PA
USD
46498724.180000000000
0.0384187495
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS 144A LIFE 2ND LIEN 6.75% 05-01-29
35906ABG2
49388000.000000000000
PA
USD
44087926.780000000000
0.0364268707
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.750000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 2.9% 02-16-28
345397B51
19180000.000000000000
PA
USD
16670373.720000000000
0.0137736018
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERV SR UNSEC 1.65% 03-01-28
31620MBS4
1265000.000000000000
PA
USD
1112858.450000000000
0.0009194796
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.650000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERV SR UNSEC 2.25% 03-01-31
31620MBT2
3420000.000000000000
PA
USD
2891945.160000000000
0.0023894186
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.250000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERV SR UNSEC 3.1% 03-01-41
31620MBU9
2027000.000000000000
PA
USD
1539305.830000000000
0.0012718243
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.100000000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28
33767BAD1
10750000.000000000000
PA
USD
9485961.250000000000
0.0078376079
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.866000000000
N
N
N
N
N
N
FMG RESOURCES (AUGUST 2006) PTY LTD
549300EFD6S2NFE9D745
FMG RESOURCES 144A LIFE SR UNSEC 4.375% 04-01-31
30251GBC0
23205000.000000000000
PA
USD
20179532.100000000000
0.0166729819
Long
DBT
CORP
AU
Y
2
2031-04-01
Fixed
4.375000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS SEC 5.875% 11-01-29
35908MAA8
12195000.000000000000
PA
USD
10279165.500000000000
0.0084929789
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.875000000000
N
N
N
N
N
N
FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC
N/A
FIRST STUDENT BIDCO / FIRST TRANSIT PARENT 144A LIFE SEC 4.0% 07-31-29
337120AA7
35685000.000000000000
PA
USD
31566058.880000000000
0.0260808986
Long
DBT
CORP
US
Y
2
2029-07-31
Fixed
4.000000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 2.7% 08-10-26
345397B77
34095000.000000000000
PA
USD
31026450.000000000000
0.0256350563
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.700000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS 144A LIFE 2ND LIEN 6.0% 01-15-30
35908MAB6
9875000.000000000000
PA
USD
8320033.130000000000
0.0068742804
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.000000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CO SR UNSEC 2.3% 02-10-25
345397B85
13475000.000000000000
PA
USD
12647015.150000000000
0.0104493729
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.300000000000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO SR UNSEC 2.9% 02-10-29
345397B93
17000000.000000000000
PA
USD
14313405.000000000000
0.0118261981
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.900000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 4.95% 05-28-27
345397C27
57170000.000000000000
PA
USD
56262997.950000000000
0.0464863082
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.950000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS 144A LIFE 1ST LIEN 8.75% 05-15-30
35908MAD2
17175000.000000000000
PA
USD
18264667.880000000000
0.0150908592
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
8.750000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CR SR UNSEC 3.664% 09-08-24
345397WW9
11380000.000000000000
PA
USD
11041262.920000000000
0.0091226485
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.664000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 6.6% 04-01-36
37045VAK6
5110000.000000000000
PA
USD
5383896.000000000000
0.0044483490
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.600000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 6.75% 04-01-46
37045VAL4
12230000.000000000000
PA
USD
12633272.020000000000
0.0104380179
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.750000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 3.7% 05-09-23
37045XBK1
4775000.000000000000
PA
USD
4769231.800000000000
0.0039404935
Long
DBT
CORP
US
N
2
2023-05-09
Fixed
3.700000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO
549300G6UZOB126GBY72
GENERAL ELEC CAP CORP SR UNSEC 4.418% 11-15-35
36164QNA2
5563000.000000000000
PA
USD
5499926.710000000000
0.0045442173
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
GM FINANCIAL SR UNSEC 4.0% 10-06-26
37045XBQ8
1867000.000000000000
PA
USD
1823463.430000000000
0.0015066044
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.000000000000
N
N
N
N
N
N
GENESIS ENERGY LP/ GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY SR UNSEC 5.625% 06-15-24
37185LAF9
3595000.000000000000
PA
USD
3460590.140000000000
0.0028592515
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.625000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.691% 06-05-28
38141GWL4
8000000.000000000000
PA
USD
7808592.000000000000
0.0064517112
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.6910000000000000
N
N
N
N
N
N
GULF POWER COMPANY
BLVY3B5CY5IDPCFLQ577
GULF POWER SR UNSEC 3.3% 05-30-27
402479CF4
600000.000000000000
PA
USD
589846.200000000000
0.0004873500
Long
DBT
CORP
US
N
2
2027-05-30
Fixed
3.300000000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSEC 4.2% 10-01-27
37045VAN0
100000.000000000000
PA
USD
97669.700000000000
0.0000806979
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.200000000000
N
N
N
N
N
N
GENESIS ENERGY LP/ GENESIS ENERGY FINANCE CORP
N/A
GENESIS ENERGY SR UNSEC 6.5% 10-01-25
37185LAJ1
27824000.000000000000
PA
USD
26987888.800000000000
0.0222982664
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.500000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP SR UNSEC 3.272% 09-29-25
38141GWQ3
1100000.000000000000
PA
USD
1079437.700000000000
0.0008918663
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.2720000000000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY 144A LIFE SR UNSEC 5.875% 02-01-29
165167DG9
28785000.000000000000
PA
USD
28961452.050000000000
0.0239288882
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.875000000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY 144A LIFE SR UNSEC 5.5% 02-01-26
165167DF1
19835000.000000000000
PA
USD
19908786.200000000000
0.0164492829
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
5.500000000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29
185899AK7
34930000.000000000000
PA
USD
32652738.650000000000
0.0269787485
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.625000000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31
185899AL5
8989000.000000000000
PA
USD
8365298.240000000000
0.0069116799
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
4.875000000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE 144A LIFE SR UNSEC 3.75% 04-15-29
21039CAB0
9142000.000000000000
PA
USD
7804982.500000000000
0.0064487289
Long
DBT
CORP
FR
Y
2
2029-04-15
Fixed
3.750000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
549300HALRZ339MSTH85
CATALENT PHARMA 144A LIFE SR UNSEC 3.125% 02-15-29
14879EAH1
17495000.000000000000
PA
USD
15529611.700000000000
0.0128310674
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.125000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 2.5% 03-01-31
15135BAX9
12110000.000000000000
PA
USD
10407031.250000000000
0.0085986257
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.500000000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY SR UNSEC 4.875% 04-15-22/32
165ESCAS3
28085000.000000000000
PA
USD
579253.130000000000
0.0004785977
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.875000000000
Y
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29
205768AS3
17870000.000000000000
PA
USD
17735975.000000000000
0.0146540361
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.750000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC
549300TPZNMN50BJ3745
CHARTER COMM CCO SR SEC 1ST LIEN 3.9% 06-01-52
161175CA0
5000000.000000000000
PA
USD
3619425.000000000000
0.0029904860
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.900000000000
N
N
N
N
N
N
CORPORATE OFFICE PROPERTIES LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PROP LP SR UNSEC 2.75% 04-15-31
22003BAM8
7219000.000000000000
PA
USD
5906217.630000000000
0.0048799080
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.750000000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIED HOLDINGS LLC
549300I6PTUQPX21TE93
COMPASS DIVERSIFIED 144A LIFE SR UNSEC 5.25% 04-15-29
20451RAB8
64255000.000000000000
PA
USD
56852181.450000000000
0.0469731107
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.250000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES 144A LIFE SR UNSEC 3.75% 03-15-29
159864AG2
2500000.000000000000
PA
USD
2310232.500000000000
0.0019087888
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.750000000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 144A LIFE SR UNSEC 5.5% 04-15-27
146869AF9
34930000.000000000000
PA
USD
23142172.900000000000
0.0191208116
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
CENTRAL GARDEN & PET 144A LIFE SR UNSEC 4.125% 04-30-31
153527AP1
14745000.000000000000
PA
USD
12713581.350000000000
0.0105043720
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
4.125000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.5% 06-01-33
1248EPCL5
37190000.000000000000
PA
USD
31516851.450000000000
0.0260402418
Long
DBT
CORP
US
Y
2
2033-06-01
Fixed
4.500000000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS SR UNSEC 7.0% 03-15-27
185899AM3
1300000.000000000000
PA
USD
1268904.000000000000
0.0010484095
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.000000000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GROUP INC
549300KFWFYF8Q1U0Y26
COGENT COMMUNICATIONS GROUP 144A LIFE SEC 3.5% 05-01-26
19240CAC7
10700000.000000000000
PA
USD
10105294.000000000000
0.0083493207
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
3.500000000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31
225401AU2
15601000.000000000000
PA
USD
12554920.350000000000
0.0103732812
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.0910000000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO SR UNSEC 4.5% 05-01-32
1248EPCN1
19415000.000000000000
PA
USD
16814069.530000000000
0.0138923279
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.500000000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY SR UNSEC 3.6% 06-15-61
209111GB3
8390000.000000000000
PA
USD
7070571.820000000000
0.0058419351
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.600000000000
N
N
N
N
N
N
CVR PARTNERS LP
529900LE0OS06MYQRP11
CVR PARTNERS 144A LIFE SEC 6.125% 06-15-28
12663QAC9
12450000.000000000000
PA
USD
11346618.750000000000
0.0093749433
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.125000000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30
205768AT1
15235000.000000000000
PA
USD
14351065.300000000000
0.0118573142
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.875000000000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CORELOGIC 144A LIFE 1ST LIEN 4.5% 05-01-28
21871DAD5
80461000.000000000000
PA
USD
62258710.280000000000
0.0514401596
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.500000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 2.45% 07-15-28
15135BAY7
47440000.000000000000
PA
USD
42568623.600000000000
0.0351715733
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC SR UNSEC 4.625% 10-15-28
16411RAK5
58755000.000000000000
PA
USD
57283187.250000000000
0.0473292216
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.625000000000
N
N
N
N
N
N
CENTERFIELD MEDIA PARENT INC
N/A
CENTERFIELD MEDIA PARENT 144A LIFE SEC 6.625% 08-01-26
60041CAA6
11255000.000000000000
PA
USD
8858191.480000000000
0.0073189242
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.625000000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS SR UNSEC 2.25% 08-01-31
21036PBH0
4463000.000000000000
PA
USD
3824911.500000000000
0.0031602656
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.250000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28
143658BQ4
32200000.000000000000
PA
USD
28151816.000000000000
0.0232599407
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
4.000000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSEC 2.625% 08-01-31
15135BAZ4
2630000.000000000000
PA
USD
2245964.770000000000
0.0018556887
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.625000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS 144A LIFE 1ST LIEN 3.875% 07-01-28
18064PAC3
12595000.000000000000
PA
USD
11490040.650000000000
0.0094934431
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
3.875000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS 144A LIFE SR UNSEC 4.875% 07-01-29
18064PAD1
25820000.000000000000
PA
USD
22902856.400000000000
0.0189230805
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.875000000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
CARVANA CO 144A LIFE SR UNSEC 4.875% 09-01-29
146869AH5
22055000.000000000000
PA
USD
13219215.630000000000
0.0109221434
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.875000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CAESARS ENTERTAINTMENT 144A LIFE SR UNSEC 4.625% 10-15-29
12769GAA8
23185000.000000000000
PA
USD
19710611.830000000000
0.0162855449
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.625000000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
COINBASE GLOBAL 144A LIFE SR UNSEC 3.375% 10-01-28
19260QAC1
24880000.000000000000
PA
USD
16067230.320000000000
0.0132752652
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.375000000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
COINBASE GLOBAL 144A LIFE SR UNSEC 3.625% 10-01-31
19260QAD9
24690000.000000000000
PA
USD
14691414.150000000000
0.0121385214
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.625000000000
N
N
N
N
N
N
CNX MIDSTREAM PARTNERS LP
N/A
CNX MIDSTREAM PTR 144A LIFE SR UNSEC 4.75% 04-15-30
12654AAA9
8065000.000000000000
PA
USD
6965579.200000000000
0.0057551868
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.750000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
549300HALRZ339MSTH85
CATALENT PHARMA 144A LIFE SR UNSEC 3.5% 04-01-30
14879EAK4
4915000.000000000000
PA
USD
4402562.100000000000
0.0036375392
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
3.500000000000
N
N
N
N
N
N
CANPACK SA/CANPACK US LLC
N/A
CANPACK SA/CANPACK US LLC 144A LIFE SR UNSEC 3.875% 11-15-29
13806CAA0
17050000.000000000000
PA
USD
14082618.000000000000
0.0116355144
Long
DBT
CORP
PL
Y
2
2029-11-15
Fixed
3.875000000000
N
N
N
N
N
N
CASTLELAKE AVIATION FINANCE DAC
N/A
CASTLELAKE AVIATION FIN DAC 144A LIFE SR UNSEC 5.0% 04-15-27
14856HAA6
26060000.000000000000
PA
USD
21958520.840000000000
0.0181428400
Long
DBT
CORP
IE
Y
2
2027-04-15
Fixed
5.000000000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIED HOLDINGS LLC
549300I6PTUQPX21TE93
COMPASS DIVERSIFIED 144A LIFE SR UNSEC 5.0% 01-15-32
20451RAC6
26645000.000000000000
PA
USD
20483343.750000000000
0.0169240010
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
5.000000000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
COVANTA HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29
22303XAA3
19365000.000000000000
PA
USD
17290330.730000000000
0.0142858304
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
4.875000000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY SR UNSEC 2.45% 12-02-31
13645RBF0
5255000.000000000000
PA
USD
4727003.880000000000
0.0039056035
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.450000000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY SR UNSEC 1.75% 12-02-26
13645RBE3
3515000.000000000000
PA
USD
3268007.980000000000
0.0027001339
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.750000000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY SR UNSEC 3.1% 12-02-51
13645RBH6
5532000.000000000000
PA
USD
4366612.280000000000
0.0036078363
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.100000000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
COTY INC 144A LIFE SEC 4.75% 01-15-29
222070AG9
6970000.000000000000
PA
USD
6337193.700000000000
0.0052359944
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.750000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS SR UNSEC 4.0% 03-01-31
16411QAK7
32845000.000000000000
PA
USD
30569334.180000000000
0.0252573724
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL SR UNSEC 1.343% 12-06-24/23
14040HCK9
13075000.000000000000
PA
USD
12555451.800000000000
0.0103737203
Long
DBT
CORP
US
N
2
2024-12-06
Variable
1.3430000000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CHARTER COMM CCO 144A SR UNSEC 4.75% 02-01-32
1248EPCQ4
22075000.000000000000
PA
USD
19547964.380000000000
0.0161511603
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 2.014% 01-25-26/25
17327CAN3
6069000.000000000000
PA
USD
5764615.370000000000
0.0047629116
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.0140000000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 144A LIFE SEC 5.25% 05-15-30
12543DBM1
29625000.000000000000
PA
USD
24964395.000000000000
0.0206263904
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.250000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 3.07% 02-24-28/27
172967NG2
5855000.000000000000
PA
USD
5562109.480000000000
0.0045955947
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.0700000000000000
N
N
N
N
N
N
COMMONWEALTH EDISON COMPANY
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON SEC 3.85% 03-15-52
202795JV3
5225000.000000000000
PA
USD
4841098.350000000000
0.0039998720
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.850000000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI ESCROW ISSUER 144A LIFE SR UNSEC 5.75% 04-01-30
12511VAA6
26335000.000000000000
PA
USD
25776171.300000000000
0.0212971062
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
5.750000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL 144A SR UNSEC 3.65% 04-05-27
21871XAC3
22661000.000000000000
PA
USD
21834530.670000000000
0.0180403953
Long
DBT
CORP
US
Y
2
2027-04-05
Fixed
3.650000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL 144A SR UNSEC 3.5% 04-04-25
21871XAA7
9248000.000000000000
PA
USD
9053449.820000000000
0.0074802530
Long
DBT
CORP
US
Y
2
2025-04-04
Fixed
3.500000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL 144A SR UNSEC 3.85% 04-05-29
21871XAE9
15393000.000000000000
PA
USD
14632847.480000000000
0.0120901318
Long
DBT
CORP
US
Y
2
2029-04-05
Fixed
3.850000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL 144A SR UNSEC 3.9% 04-05-32
21871XAG4
7289000.000000000000
PA
USD
6789863.860000000000
0.0056100051
Long
DBT
CORP
US
Y
2
2032-04-05
Fixed
3.900000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL 144A SR UNSEC 4.4% 04-05-52
21871XAL3
3907000.000000000000
PA
USD
3384809.920000000000
0.0027966394
Long
DBT
CORP
US
Y
2
2052-04-05
Fixed
4.400000000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL 144A SR UNSEC 4.35% 04-05-42
21871XAJ8
1622000.000000000000
PA
USD
1422962.760000000000
0.0011756978
Long
DBT
CORP
US
Y
2
2042-04-05
Fixed
4.350000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSEC 4.658% 05-24-28/27
172967NS6
45044000.000000000000
PA
USD
45667634.180000000000
0.0377320761
Long
DBT
CORP
US
N
2
2028-05-24
Variable
4.6580000000000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP SR UNSEC 2.887% 11-01-51
20030NDS7
11570000.000000000000
PA
USD
8692170.760000000000
0.0071817526
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.887000000000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK GLOBAL 144A LIFE 1ST LIEN 7.25% 06-15-29
15477CAA3
14625000.000000000000
PA
USD
14883131.250000000000
0.0122969243
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
7.250000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS SR UNSEC 3.25% 01-31-32
16411QAN1
12268000.000000000000
PA
USD
10721066.540000000000
0.0088580919
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.250000000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS SR UNSEC 6.165% 07-15-27
15089QAM6
24000000.000000000000
PA
USD
24387528.000000000000
0.0201497642
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.165000000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS SR UNSEC 6.33% 07-15-29
15089QAN4
10000000.000000000000
PA
USD
10301560.000000000000
0.0085114820
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.330000000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS SR UNSEC 6.379% 07-15-32
15089QAP9
3305000.000000000000
PA
USD
3397368.140000000000
0.0028070154
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.379000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP SR UNSEC 4.5% 11-15-52
126408HV8
9000000.000000000000
PA
USD
8976501.000000000000
0.0074166754
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.500000000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL SR UNSEC 4.985% 07-24-26/25
14040HCU7
9000000.000000000000
PA
USD
9092529.000000000000
0.0075125415
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.9850000000000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS INC SR SEC 1ST LIEN 4.15% 12-01-44
26442RAD3
2110000.000000000000
PA
USD
1989725.780000000000
0.0016439758
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.150000000000
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA 144A LIFE SR UNSEC 3.3% 05-19-25
233851BW3
2000000.000000000000
PA
USD
1974976.000000000000
0.0016317890
Long
DBT
CORP
US
Y
2
2025-05-19
Fixed
3.300000000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG SUB LT2 4.5% 04-01-25
251525AP6
800000.000000000000
PA
USD
778578.400000000000
0.0006432867
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
4.500000000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG SR UNSEC 4.10% 01-13-26
25152R2Y8
834000.000000000000
PA
USD
829862.530000000000
0.0006856593
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.100000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (LONDON BRANCH)
N/A
DEUTSCHE BANK AG LONDON SR UNSEC 3.7% 05-30-24
25152RXA6
1725000.000000000000
PA
USD
1703108.030000000000
0.0014071629
Long
DBT
CORP
GB
N
2
2024-05-30
Fixed
3.700000000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD INC SR UNSEC 8.5% 04-15-24
253651AC7
49654000.000000000000
PA
USD
23974937.360000000000
0.0198088685
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.500000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.3% 11-16-22
251526BL2
460000.000000000000
PA
USD
459340.360000000000
0.0003795219
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
3.300000000000
N
N
N
N
N
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
N/A
DEUTSCHE BANK AG SR UNSEC 3.95% 02-27-23
251526BR9
5345000.000000000000
PA
USD
5348511.670000000000
0.0044191133
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.950000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25
44891ABF3
27917000.000000000000
PA
USD
26805791.730000000000
0.0221478119
Long
DBT
CORP
US
Y
2
2025-02-10
Fixed
2.650000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 02-10-23
44891ABE6
21815000.000000000000
PA
USD
21626736.550000000000
0.0178687091
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.375000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC SR UNSEC 3.5% 09-01-30
404119CA5
20534000.000000000000
PA
USD
18771258.770000000000
0.0155094210
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.75% 04-06-23
44891ABJ5
5000000.000000000000
PA
USD
5065515.000000000000
0.0041852923
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
5.750000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.875% 04-07-25
44891ABK2
3300000.000000000000
PA
USD
3411012.000000000000
0.0028182884
Long
DBT
CORP
US
Y
2
2025-04-07
Fixed
5.875000000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
ABPN11VOHLHX6QR7XQ48
HOWMET AEROSPACE SR UNSEC 6.875% 05-01-25
443201AA6
2815000.000000000000
PA
USD
2966278.100000000000
0.0024508349
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 2.099% 06-04-26
404280CG2
14000000.000000000000
PA
USD
13060600.000000000000
0.0107910900
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
2.0990000000000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
HARVEST MIDSTREAM 144A SR UNSEC 7.5% 09-01-28
417558AA1
17985000.000000000000
PA
USD
17227381.880000000000
0.0142338200
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
7.500000000000
N
N
N
N
N
N
HOWARD HUGHES CORP/THE
549300BVHY25JZC1KI49
HOWARD HUGHES 144A LIFE SR UNSEC 5.375% 08-01-28
44267DAD9
62215000.000000000000
PA
USD
58350204.200000000000
0.0482108255
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.375000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.25% 09-18-23
44891ABM8
7561000.000000000000
PA
USD
7341761.240000000000
0.0060660005
Long
DBT
CORP
US
Y
2
2023-09-18
Fixed
1.250000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25
44891ABN6
1871000.000000000000
PA
USD
1717523.740000000000
0.0014190737
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
1.800000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27
44891ABP1
2999000.000000000000
PA
USD
2680356.250000000000
0.0022145970
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
2.375000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON ESCROW 144A LIFE SR UNSEC 4.0% 05-01-31
432833AL5
22520000.000000000000
PA
USD
20269576.400000000000
0.0167473795
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
4.000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26
44891ABS5
9000000.000000000000
PA
USD
8104977.000000000000
0.0066965941
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.300000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 01-10-28
44891ABT3
7931000.000000000000
PA
USD
6813625.200000000000
0.0056296375
Long
DBT
CORP
US
Y
2
2028-01-10
Fixed
1.800000000000
N
N
N
N
N
N
HILCORP ENERGY I LP
N/A
HILCORP ENERGY 144A LIFE SR UNSEC 5.75% 02-01-29
431318AU8
2960000.000000000000
PA
USD
2705558.400000000000
0.0022354198
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.750000000000
N
N
N
N
N
N
HILCORP ENERGY I LP
N/A
HILCORP ENERGY 144A LIFE SR UNSEC 6.0% 02-01-31
431318AV6
19400000.000000000000
PA
USD
17841986.000000000000
0.0147416258
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.000000000000
N
N
N
N
N
N
HOWARD HUGHES CORP/THE
549300BVHY25JZC1KI49
HOWARD HUGHES 144A LIFE SR UNSEC 4.125% 02-01-29
44267DAE7
35555000.000000000000
PA
USD
30632090.260000000000
0.0253092235
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.125000000000
N
N
N
N
N
N
HOWARD HUGHES CORP/THE
549300BVHY25JZC1KI49
HOWARD HUGHES 144A LIFE SR UNSEC 4.375% 02-01-31
44267DAF4
61175000.000000000000
PA
USD
51887105.630000000000
0.0428708045
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.375000000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES INC
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES 144A LIFE SR UNSEC 1.25% 02-08-26
44920UAP3
3490000.000000000000
PA
USD
3155993.040000000000
0.0026075835
Long
DBT
CORP
KR
Y
2
2026-02-08
Fixed
1.250000000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HIGHTOWER HOLDING 144A LIFE SR UNSEC 6.75% 04-15-29
43118DAA8
19215000.000000000000
PA
USD
15147972.320000000000
0.0125157446
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.750000000000
N
N
N
N
N
N
HILTON GRAND VACATIONS BORROWER LLC
254900HF0EZ734FDVY79
HILTON GRAND VACATIONS 144 LIFE SR UNSEC 5.0% 06-01-29
43284MAA6
17560000.000000000000
PA
USD
15575720.000000000000
0.0128691635
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28
44891ABX4
5009000.000000000000
PA
USD
4294756.670000000000
0.0035484668
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
2.000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24
44891ABV8
8000000.000000000000
PA
USD
7507200.000000000000
0.0062026914
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
0.875000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26
44891ABW6
7575000.000000000000
PA
USD
6780912.750000000000
0.0056026094
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
1.500000000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPS 144A LIFE SR UNSEC 4.25% 02-15-30
428102AE7
5020000.000000000000
PA
USD
4479898.200000000000
0.0037014368
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 1.5% 09-15-28
437076CH3
25000000.000000000000
PA
USD
22657475.000000000000
0.0187203385
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.500000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC SR UNSEC 1.875% 09-15-31
437076CJ9
7500000.000000000000
PA
USD
6540757.500000000000
0.0054041853
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.875000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28
44891ACA3
4875000.000000000000
PA
USD
4165487.630000000000
0.0034416606
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.100000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.0% 09-17-24
44891ABY2
10550000.000000000000
PA
USD
9853235.800000000000
0.0081410620
Long
DBT
CORP
US
Y
2
2024-09-17
Fixed
1.000000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26
44891ABZ9
10625000.000000000000
PA
USD
9504211.250000000000
0.0078526867
Long
DBT
CORP
US
Y
2
2026-09-17
Fixed
1.650000000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HEALTHEQUITY INC 144A LIFE SR UNSEC 4.5% 10-01-29
42226AAA5
20305000.000000000000
PA
USD
18936239.950000000000
0.0156457338
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL 144A LIFE SEC 5.625% 12-01-29
44332PAG6
10435000.000000000000
PA
USD
9258328.530000000000
0.0076495304
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.625000000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES INC
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES 144A LIFE SR UNSEC 2.125% 04-24-25
44920UAS7
2600000.000000000000
PA
USD
2457634.400000000000
0.0020305770
Long
DBT
CORP
KR
Y
2
2025-04-24
Fixed
2.125000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SR UNSEC 3.125% 03-15-27
404119CD9
8130000.000000000000
PA
USD
7660606.320000000000
0.0063294407
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.125000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SR UNSEC 3.375% 03-15-29
404119CE7
9657000.000000000000
PA
USD
8869326.800000000000
0.0073281246
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.375000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SR UNSEC 3.625% 03-15-32
404119CF4
13000000.000000000000
PA
USD
11811176.000000000000
0.0097587755
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.625000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SR UNSEC 4.375% 03-15-42
404119CM9
5000000.000000000000
PA
USD
4296205.000000000000
0.0035496635
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
4.375000000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 144A SR UNSEC 4.625% 03-15-52
404119CG2
4747000.000000000000
PA
USD
4146528.240000000000
0.0034259957
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.625000000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPS 144A LIFE SR UNSEC 5.5% 10-15-30
428102AF4
6070000.000000000000
PA
USD
5662660.510000000000
0.0046786732
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
5.500000000000
N
N
N
N
N
N
HILCORP ENERGY I LP
N/A
HILCORP ENERGY 144A LIFE SR UNSEC 6.0% 04-15-30
431318AY0
8150000.000000000000
PA
USD
7407494.250000000000
0.0061203113
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.000000000000
N
N
N
N
N
N
HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP
N/A
HOLLY ENERGY PARTNERS/HOLLY ENERGY FIN 144A LIFE SR UNSEC 6.375% 04-15-27
435765AJ1
4295000.000000000000
PA
USD
4260038.700000000000
0.0035197817
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
6.375000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27
404280DF3
281000.000000000000
PA
USD
279339.570000000000
0.0002307994
Long
DBT
CORP
GB
N
2
2028-06-09
Variable
4.7550000000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE LT2 SUB 5.71% 01-15-26
46115HAW7
43165000.000000000000
PA
USD
41801201.830000000000
0.0345375046
Long
DBT
CORP
IT
Y
2
2026-01-15
Fixed
5.710000000000
N
N
N
N
N
N
INTERSTATE POWER AND LIGHT CO
EF9UQIIO4KY2BWOK3P26
INTERSTATE POWER & LIGHT SR UNSEC 3.25% 12-01-24
461070AL8
3250000.000000000000
PA
USD
3223805.000000000000
0.0026636119
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.250000000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
INTL PAPER CO SR UNSEC 7.3% 11-15-39
460146CF8
5615000.000000000000
PA
USD
6723799.670000000000
0.0055554207
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
7.300000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27
46115HBB2
9300000.000000000000
PA
USD
8823840.000000000000
0.0072905419
Long
DBT
CORP
IT
Y
2
2027-07-14
Fixed
3.875000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27
46284VAC5
10665000.000000000000
PA
USD
10209391.200000000000
0.0084353291
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.875000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28
46284VAE1
17489000.000000000000
PA
USD
16743356.490000000000
0.0138339025
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.250000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28
46115HBD8
2820000.000000000000
PA
USD
2650236.000000000000
0.0021897107
Long
DBT
CORP
IT
Y
2
2028-01-12
Fixed
3.875000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.375% 01-12-23
46115HBC0
9360000.000000000000
PA
USD
9312750.720000000000
0.0076944958
Long
DBT
CORP
IT
Y
2
2023-01-12
Fixed
3.375000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 5.141% 03-15-52
55903VAQ6
14538000.000000000000
PA
USD
12821352.960000000000
0.0105934164
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 4.054% 03-15-29
55903VAJ2
5500000.000000000000
PA
USD
5237771.000000000000
0.0043276158
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.054000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 5.391% 03-15-62
55903VAS2
5911000.000000000000
PA
USD
5227363.300000000000
0.0043190166
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
5.391000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 4.279% 03-15-32
55903VAL7
21453000.000000000000
PA
USD
20037359.440000000000
0.0165555143
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.279000000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC 144A LIFE SR UNSEC 5.0% 05-15-27
46266TAA6
11510000.000000000000
PA
USD
11542112.900000000000
0.0095364669
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.000000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS SEC 144A LIFE 1ST LIEN 5.25% 08-15-27
45174HBE6
21050000.000000000000
PA
USD
19275906.000000000000
0.0159263768
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24
46115HBJ5
1730000.000000000000
PA
USD
1671915.250000000000
0.0013813904
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.250000000000
N
N
N
N
N
N
CONNECT FINCO SARL / CONNECT US FINCO LLC
N/A
INMARSAT 144A LIFE SEC 6.75% 10-01-26
20752TAA2
16600000.000000000000
PA
USD
16257376.000000000000
0.0134323698
Long
DBT
CORP
GB
Y
2
2026-10-01
Fixed
6.750000000000
N
N
N
N
N
N
ICAHN ENTERPRISES LP
549300T0G4GS0SINS786
ICAHN ENTERPRISES SR UNSEC 4.75% 09-15-24
451102BW6
17320000.000000000000
PA
USD
17015427.800000000000
0.0140586967
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.750000000000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
N/A
ICAHN ENTERPRISES SR UNSEC 5.25% 05-15-27
451102BZ9
5855000.000000000000
PA
USD
5635203.300000000000
0.0046559872
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.250000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 3.428% 03-15-24
55903VAC7
20413000.000000000000
PA
USD
20107744.000000000000
0.0166136683
Long
DBT
CORP
US
Y
2
2024-03-15
Fixed
3.428000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 3.755% 03-15-27
55903VAG8
20795000.000000000000
PA
USD
19999903.180000000000
0.0165245667
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.755000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 4.08% 04-19-28/27
606822CE2
8000000.000000000000
PA
USD
7901000.000000000000
0.0065280617
Long
DBT
CORP
JP
N
2
2028-04-19
Variable
4.0800000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SUB 5.297% 04-20-37/32
61747YES0
3226000.000000000000
PA
USD
3252795.160000000000
0.0026875645
Long
DBT
CORP
US
N
2
2037-04-20
Variable
5.2970000000000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 144A LIFE LT2 SUB 5.017% 06-26-24
46115HAT4
149555000.000000000000
PA
USD
144910270.370000000000
0.1197295512
Long
DBT
CORP
IT
Y
2
2024-06-26
Fixed
5.017000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH 144A LIFE 1ST LIEN 5.25% 01-15-29
460599AE3
71325000.000000000000
PA
USD
68977694.250000000000
0.0569916015
Long
DBT
CORP
GB
Y
2
2029-01-15
Fixed
5.250000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 4.21% 04-20-28/27
61747YER2
26000000.000000000000
PA
USD
26017498.000000000000
0.0214964982
Long
DBT
CORP
US
N
2
2028-04-20
Variable
4.2100000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25
61747YET8
12230000.000000000000
PA
USD
12446018.490000000000
0.0102833029
Long
DBT
CORP
US
N
2
2026-07-17
Variable
4.6790000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28
46284VAG6
15096000.000000000000
PA
USD
14378940.000000000000
0.0118803452
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30
46284VAJ0
33830000.000000000000
PA
USD
31705137.700000000000
0.0261958100
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID SR UNSEC 4.7% 04-01-26
651229AW6
210000.000000000000
PA
USD
207660.600000000000
0.0001715759
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.700000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID SR UNSEC 5.875% 04-01-36
651229AX4
1215000.000000000000
PA
USD
1121086.580000000000
0.0009262780
Long
DBT
CORP
US
N
2
2036-04-01
Variable
5.6250000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31
46284VAN1
19670000.000000000000
PA
USD
17303502.300000000000
0.0142967131
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.500000000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE SR UNSEC 2.65% 09-15-40
45866FAP9
12025000.000000000000
PA
USD
9425080.760000000000
0.0077873065
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.650000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 6.125% 03-25-24
78442FET1
29960000.000000000000
PA
USD
29838811.800000000000
0.0246537912
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.125000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 5.875% 10-25-24
63938CAB4
15600000.000000000000
PA
USD
15310479.600000000000
0.0126500133
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.875000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 5.5% 01-25-23
78442FEQ7
24393000.000000000000
PA
USD
24560092.050000000000
0.0202923422
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.500000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27
67059TAE5
2270000.000000000000
PA
USD
2175079.950000000000
0.0017971214
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.625000000000
N
N
N
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31
457030AK0
21200000.000000000000
PA
USD
19114344.000000000000
0.0157928891
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.000000000000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
N/A
ICAHN ENTERPRISES SR UNSEC 4.375% 02-01-29
451102CC9
9625000.000000000000
PA
USD
8675590.000000000000
0.0071680530
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.375000000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP SR UNSEC 2.0% 08-15-31
46188BAA0
3800000.000000000000
PA
USD
2987309.200000000000
0.0024682115
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.000000000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON 144A LIFE 1ST LIEN 6.5% 03-15-30
45824TBC8
18065000.000000000000
PA
USD
16746255.000000000000
0.0138362974
Long
DBT
CORP
LU
Y
2
2030-03-15
Fixed
6.500000000000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP
N/A
NGL ENERGY PARTNERS SR UNSEC 6.125% 03-01-25
62913TAM4
26098000.000000000000
PA
USD
20548390.790000000000
0.0169777449
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.125000000000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP
N/A
NGL ENERGY PARTNERS SR UNSEC 7.5% 11-01-23
62913TAJ1
8821000.000000000000
PA
USD
8267702.780000000000
0.0068310434
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.500000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN 144A LIFE SR UNSEC 2.6% 09-28-22
654740BD0
6560000.000000000000
PA
USD
6546886.560000000000
0.0054092494
Long
DBT
CORP
US
Y
2
2022-09-28
Fixed
2.600000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN SR UNSEC 3.25% 01-15-28
666807BN1
8995000.000000000000
PA
USD
8817663.580000000000
0.0072854388
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.250000000000
N
N
N
N
N
N
IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC
N/A
IRON MOUNTAIN INFORMATION MGMT 144A LIFE SR UNSEC 5.0% 07-15-32
46285MAA8
45895000.000000000000
PA
USD
41439972.350000000000
0.0342390452
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
5.000000000000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 6.125% 07-27-27
45262BAF0
4745000.000000000000
PA
USD
4875079.430000000000
0.0040279483
Long
DBT
CORP
GB
Y
2
2027-07-27
Fixed
6.125000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 6.75% 06-15-26
63938CAJ7
6000000.000000000000
PA
USD
5723070.000000000000
0.0047285855
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.750000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX SR UNSEC 4.875% 04-15-28
64110LAS5
16905000.000000000000
PA
USD
16816586.850000000000
0.0138944078
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX 144A LIFE SR UNSEC 5.375% 11-15-29
64110LAU0
26189000.000000000000
PA
USD
26363942.520000000000
0.0217827418
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX SR UNSEC 5.875% 11-15-28
64110LAT3
26692000.000000000000
PA
USD
27757010.800000000000
0.0229337399
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
WYNN RESORTS FINANCE 144A LIFE SR UNSEC 7.75% 04-15-25
983133AB5
9075000.000000000000
PA
USD
9176549.250000000000
0.0075819617
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.750000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.188% 04-30-26
95000U2N2
9350000.000000000000
PA
USD
8877853.050000000000
0.0073351693
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.1880000000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26
67059TAF2
9165000.000000000000
PA
USD
9019322.330000000000
0.0074520558
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
NEXSTAR ESCROW CORP
5493006PK6I4I2OOT688
NEXSTAR ESCROW CORP 144A LIFE 1ST LIEN 5.625% 07-15-27
65343HAA9
16305000.000000000000
PA
USD
16376823.530000000000
0.0135310612
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.625000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC (THE)
D71FAKCBLFS2O0RBPG08
WILLIAMS COS SR UNSEC 3.5% 11-15-30
969457BX7
2081000.000000000000
PA
USD
1938416.120000000000
0.0016015821
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.500000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.393% 06-02-28/27
95000U2S1
3950000.000000000000
PA
USD
3624314.600000000000
0.0029945259
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.3930000000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX 144A LIFE SR UNSEC 4.875% 06-15-30
64110LAV8
17802000.000000000000
PA
USD
17601905.520000000000
0.0145432635
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX SR UNSEC 6.375% 05-15-29
64110LAX4
12600000.000000000000
PA
USD
13393800.000000000000
0.0110663907
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 1.654% 06-02-24/23
95000U2R3
6500000.000000000000
PA
USD
6380419.500000000000
0.0052717089
Long
DBT
CORP
US
N
2
2024-06-02
Variable
1.6540000000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIB 144A SR UNSEC 7.25% 06-15-28
95081QAP9
6435000.000000000000
PA
USD
6674993.330000000000
0.0055150953
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.250000000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS 144A LIFE SR UNSEC 4.75% 01-30-30
670001AE6
36553000.000000000000
PA
USD
33866354.500000000000
0.0279814772
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 5.0% 03-15-27
63938CAK4
19710000.000000000000
PA
USD
17851445.550000000000
0.0147494416
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.000000000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27
66989HAQ1
3090000.000000000000
PA
USD
2944349.760000000000
0.0024327170
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
2.000000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX 144A LIFE SR UNSEC 3.625% 06-15-25
64110LAY2
290000.000000000000
PA
USD
285824.000000000000
0.0002361570
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.625000000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50
655844CF3
3727000.000000000000
PA
USD
2919575.270000000000
0.0024122475
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.050000000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD SR UNSEC 1.9% 05-13-23
67077MAV0
7974000.000000000000
PA
USD
7876956.420000000000
0.0065081961
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.900000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID SR UNSEC 4.875% 06-01-25
651229BB1
6570000.000000000000
PA
USD
6644011.050000000000
0.0054894968
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP 144A LIFE SR UNSEC 6.875% 08-15-28
65342RAD2
18421000.000000000000
PA
USD
16215269.460000000000
0.0133975800
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.875000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION 144A LIFE SR UNSEC 5.25% 10-01-30
62886EAZ1
1211000.000000000000
PA
USD
1170025.820000000000
0.0009667132
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
5.250000000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY 144A LIFE SR UNSEC 6.75% 09-15-25
644393AA8
18450000.000000000000
PA
USD
18036074.250000000000
0.0149019878
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
6.750000000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES 144A LIFE SR UNSEC 1.832% 10-15-27
459506AP6
3375000.000000000000
PA
USD
2981049.750000000000
0.0024630397
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
1.832000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.625% 10-01-28
65409QBD3
10425000.000000000000
PA
USD
10238496.750000000000
0.0084593771
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.625000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.875% 10-01-30
65409QBF8
7630000.000000000000
PA
USD
7498764.000000000000
0.0061957213
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
5.875000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 4.345% 09-17-27
654744AC5
4070000.000000000000
PA
USD
3823264.390000000000
0.0031589047
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.345000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 3.522% 09-17-25
654744AB7
800000.000000000000
PA
USD
769777.600000000000
0.0006360151
Long
DBT
CORP
JP
Y
2
2025-09-17
Fixed
3.522000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 4.81% 09-17-30
654744AD3
27800000.000000000000
PA
USD
25258051.400000000000
0.0208690188
Long
DBT
CORP
JP
Y
2
2030-09-17
Fixed
4.810000000000
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO 144A LIFE SR UNSEC 3.043% 09-17-23
654744AA9
400000.000000000000
PA
USD
394398.400000000000
0.0003258647
Long
DBT
CORP
JP
Y
2
2023-09-15
Fixed
3.043000000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING 144A LIFE SR UNSEC 4.75% 11-01-28
65336YAN3
42275000.000000000000
PA
USD
39482736.250000000000
0.0326219134
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.750000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 144A SR UNSEC 3.375% 02-15-29
629377CQ3
355000.000000000000
PA
USD
306650.780000000000
0.0002533648
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 144A SR UNSEC 3.625% 02-15-31
629377CR1
15875000.000000000000
PA
USD
13317759.750000000000
0.0110035638
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.625000000000
N
N
N
N
N
N
NGL ENERGY OPERATING LLC
5493008CQD36WWZJ3O79
NGL ENERGY OPERATING 144A LIFE SEC 7.5% 02-01-26
62922LAA6
150364000.000000000000
PA
USD
137814620.560000000000
0.1138668959
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.500000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 4.875% 03-15-28
63938CAL2
3085000.000000000000
PA
USD
2653454.780000000000
0.0021923701
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.875000000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS 144A LIFE SR UNSEC 8.125% 03-01-28
665531AG4
27950000.000000000000
PA
USD
27086904.000000000000
0.0223800760
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
8.125000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN 144A LIFE SR UNSEC 2.0% 03-09-26
654740BS7
16020000.000000000000
PA
USD
14140998.180000000000
0.0116837500
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
2.000000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
7D6DIU2QXTUJRFNNJA49
NISSAN 144A LIFE SR UNSEC 2.75% 03-09-28
654740BT5
20125000.000000000000
PA
USD
17095463.000000000000
0.0141248243
Long
DBT
CORP
US
Y
2
2028-03-09
Fixed
2.750000000000
N
N
N
N
N
N
NEIMAN MARCUS GROUP LTD LLC
549300VXED5TMJSBCI17
NEIMAN MARCUS 144A LIFE 1ST LIEN 7.125% 04-01-26
62929RAC2
6970000.000000000000
PA
USD
6828299.900000000000
0.0056417622
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
7.125000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION 144A LIFE SR UNSEC 5.125% 04-15-29
62886EBA5
38774000.000000000000
PA
USD
37311056.980000000000
0.0308276018
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.125000000000
N
N
N
N
N
N
NORTHERN STATES POWER COMPANY (MINNESOTA)
3S1GHB0TEH85KX44SB51
NORTHERN STATES POWER CO SEC 1ST LIEN 3.2% 04-01-52
665772CU1
4715000.000000000000
PA
USD
3914421.290000000000
0.0032342214
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.200000000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY 144A LIFE 1ST LIEN 6.5% 09-30-26
644393AB6
44075000.000000000000
PA
USD
41805137.500000000000
0.0345407564
Long
DBT
CORP
US
Y
2
2026-09-30
Fixed
6.500000000000
N
N
N
N
N
N
NOVANT HEALTH INC
549300ZUXEGFGE8EP917
NOVANT HEALTH INC UNSEC 3.168% 11-01-51
66988AAH7
6000000.000000000000
PA
USD
4689606.000000000000
0.0038747041
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.168000000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29
65249BAA7
17450000.000000000000
PA
USD
16134968.000000000000
0.0133312323
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.875000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 4.75% 07-15-31
65409QBK7
1300000.000000000000
PA
USD
1237379.000000000000
0.0010223625
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS 144A LIFE SR UNSEC 3.875% 08-15-31
670001AH9
27462000.000000000000
PA
USD
23519555.280000000000
0.0194326171
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.875000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
N/A
NISSAN MOTOR ACCEPTANCE CO 144A LIFE SR UNSEC 1.125% 09-16-24
65480CAB1
7850000.000000000000
PA
USD
7287947.850000000000
0.0060215382
Long
DBT
CORP
US
Y
2
2024-09-16
Fixed
1.125000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
N/A
NISSAN MOTOR ACCEPTANCE CO 144A LIFE SR UNSEC 1.85% 09-16-26
65480CAC9
17890000.000000000000
PA
USD
15396277.120000000000
0.0127209020
Long
DBT
CORP
US
Y
2
2026-09-16
Fixed
1.850000000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
N/A
NISSAN MOTOR ACCEPTANCE CO 144A LIFE SR UNSEC 2.45% 09-15-28
65480CAD7
11160000.000000000000
PA
USD
9178363.440000000000
0.0075834607
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
2.450000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP SR UNSEC 5.5% 03-15-29
63938CAM0
72940000.000000000000
PA
USD
62638683.800000000000
0.0517541060
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.500000000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES 144A LIFE SR UNSEC 7.375% 05-15-27
62957HAJ4
6535000.000000000000
PA
USD
6480367.400000000000
0.0053542891
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.375000000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLOBAL FUNDING
635400LZXFVELZDVP257
NORTHWESTERN MUTUAL GLBL 144A LIFE SEC 1.75% 01-11-27
66815L2F5
17100000.000000000000
PA
USD
15835711.500000000000
0.0130839769
Long
DBT
CORP
US
Y
2
2027-01-11
Fixed
1.750000000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK 144A LIFE SR UNSEC 1.887% 01-12-27
6325C0EB3
20000000.000000000000
PA
USD
18473760.000000000000
0.0152636179
Long
DBT
CORP
AU
Y
2
2027-01-12
Fixed
1.887000000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32
65249BAB5
18130000.000000000000
PA
USD
17336268.600000000000
0.0143237857
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.125000000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NORWEGIAN CRUISE LINES 144A LIFE SEC 5.875% 02-15-27
62886HBE0
10560000.000000000000
PA
USD
9731092.800000000000
0.0080401435
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.875000000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP SR UNSEC 4.55% 06-01-53
655844CP1
2321000.000000000000
PA
USD
2310894.370000000000
0.0019093357
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.550000000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
OWENS & MINOR 1ST LIEN 4.375% 12-15-24
690732AE2
32762000.000000000000
PA
USD
32150104.130000000000
0.0265634556
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.375000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 5.2% 07-15-48
682680AV5
5652000.000000000000
PA
USD
5264979.300000000000
0.0043500961
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.200000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 2.9% 08-15-24
674599CW3
13065000.000000000000
PA
USD
12967012.500000000000
0.0107137650
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.900000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.45% 09-01-49
682680AZ6
960000.000000000000
PA
USD
789227.520000000000
0.0006520853
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.450000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36
674599DF9
1095000.000000000000
PA
USD
1219156.580000000000
0.0010073066
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46
674599DL6
2000000.000000000000
PA
USD
2212470.000000000000
0.0018280143
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.600000000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP SR UNSEC 4.0% 03-30-25
69121KAB0
449000.000000000000
PA
USD
433675.180000000000
0.0003583165
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.000000000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP II
549300MMNWZO5XKDDX47
OWL ROCK CAPITAL CORP SR UNSEC 144A LIFE 4.625% 11-26-24
69121DAA8
9285000.000000000000
PA
USD
8893238.000000000000
0.0073478808
Long
DBT
CORP
US
Y
2
2024-11-26
Fixed
4.625000000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP SR UNSEC 3.75% 07-22-25
69121KAC8
12473000.000000000000
PA
USD
11900302.210000000000
0.0098324145
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.750000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 2.2% 09-15-25
682680BA0
413000.000000000000
PA
USD
387902.820000000000
0.0003204979
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.200000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 3.1% 03-15-30
682680BB8
1154000.000000000000
PA
USD
1024244.240000000000
0.0008462637
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.100000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 4.5% 03-15-50
682680BC6
2530000.000000000000
PA
USD
2095917.780000000000
0.0017317150
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.500000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSEC 2.8% 04-01-27
68389XBU8
16500000.000000000000
PA
USD
15545491.500000000000
0.0128441878
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.800000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 5.85% 01-15-26
682680BD4
14093000.000000000000
PA
USD
14796240.700000000000
0.0122251325
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.850000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 7.15% 01-15-51
682680BF9
3048000.000000000000
PA
USD
3302620.780000000000
0.0027287321
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.150000000000
N
N
N
N
N
N
MISSISSIPPI POWER COMPANY
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWER SR UNSEC 4.25% 03-15-42
605417BZ6
2550000.000000000000
PA
USD
2331714.900000000000
0.0019265382
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.250000000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL SR UNSEC 3.125% 06-15-26
571903AS2
660000.000000000000
PA
USD
637358.700000000000
0.0005266064
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.125000000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST REG S SEC 5.5% 10-31-46
N/A
2303000.000000000000
PA
USD
1742000.720000000000
0.0014392973
Long
DBT
CORP
MX
Y
2
2046-10-31
Fixed
5.500000000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK SR UNSEC 6.35% 01-15-31
682680BE2
2500000.000000000000
PA
USD
2682285.000000000000
0.0022161906
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.350000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSEC 8.0% 07-15-25
674599DY8
22190000.000000000000
PA
USD
24440953.600000000000
0.0201939062
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.000000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP SR UNSEC 2.875% 02-06-24
594918BX1
6865000.000000000000
PA
USD
6872544.640000000000
0.0056783186
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
2.875000000000
N
N
N
N
N
N
MPT OPERATING PARTNERSHIP LP
WUQXXXF7PXTUPGROE843
MEDICAL PROPERTIES TRUST INC SR UNSEC 5.0% 10-15-27
55342UAH7
6300000.000000000000
PA
USD
6072885.000000000000
0.0050176140
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.000000000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WARNER MUSIC 144A LIFE SEC 3.875% 07-15-30
92933BAQ7
24040000.000000000000
PA
USD
21951404.800000000000
0.0181369605
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.875000000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WARNER MUSIC 144A LIFE SEC 3.0% 02-15-31
92933BAR5
6260000.000000000000
PA
USD
5450331.600000000000
0.0045032402
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.000000000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST 144A LIFE SEC 5.5% 07-31-47
59284MAD6
215000.000000000000
PA
USD
163977.060000000000
0.0001354831
Long
DBT
CORP
MX
Y
2
2047-07-31
Fixed
5.500000000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST REG S SEC 5.5% 07-31-47
N/A
4482000.000000000000
PA
USD
3418349.690000000000
0.0028243511
Long
DBT
CORP
MX
Y
2
2047-07-31
Fixed
5.500000000000
N
N
N
N
N
N
MEXICO CITY AIRPORT TRUST
N/A
MEXICO CITY ARPT TRUST 144A LIFE SEC 3.875% 04-30-28
59284MAC8
770000.000000000000
PA
USD
686524.300000000000
0.0005672286
Long
DBT
CORP
MX
Y
2
2028-04-30
Fixed
3.875000000000
N
N
N
N
N
N
MOSAIC COMPANY (THE)
2YD5STGSJNMUB7H76907
MOSAIC CO SR UNSEC 3.25% 11-15-22
61945CAF0
1500000.000000000000
PA
USD
1500135.000000000000
0.0012394600
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.250000000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
549300FE3MQ4RVXXC673
WYNDHAM 144A LIFE SR UNSEC 4.375% 08-15-28
98311AAB1
14805000.000000000000
PA
USD
13624686.180000000000
0.0112571563
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.375000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP SUB 2.963% 11-16-40
961214EQ2
5075000.000000000000
PA
USD
3794541.980000000000
0.0031351733
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.963000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP SUB 2.668% 11-15-35
961214EP4
11150000.000000000000
PA
USD
9101600.050000000000
0.0075200363
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.6680000000000000
N
N
N
N
N
N
WASH MULTIFAMILY ACQUISITION INC
549300AS7PRY5PHG6L12
WASH MULTIFAMILY ACQ INC 144A LIFE 1ST LIEN 5.75% 04-15-26
93710WAA3
36065000.000000000000
PA
USD
36016672.900000000000
0.0297581398
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
WHEEL PROS INC
N/A
WHEEL PROS INC 144A LIFE SR UNSEC 6.5% 05-15-29
96289WAA7
20451000.000000000000
PA
USD
14881170.150000000000
0.0122953040
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
6.500000000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
W R GRACE HOLDINGS 144A LIFE 1ST LIEN 4.875% 06-15-27
92943GAD3
11595000.000000000000
PA
USD
11116706.250000000000
0.0091849822
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.875000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 4.7% 04-15-48
55336VAN0
5147000.000000000000
PA
USD
4521284.360000000000
0.0037356313
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.700000000000
N
N
N
N
N
N
MISSISSIPPI POWER COMPANY
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWER SR UNSEC 3.95% 03-30-28
605417CB8
6437000.000000000000
PA
USD
6411863.520000000000
0.0052976890
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.950000000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
W R GRACE HOLDINGS 144A LIFE 5.625% 08-15-29
92943GAA9
9455000.000000000000
PA
USD
8003657.500000000000
0.0066128806
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.625000000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONAL LTD BERMUDA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 6.5% 09-15-28
947075AT4
22665000.000000000000
PA
USD
21604957.950000000000
0.0178507149
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.500000000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONAL LTD BERMUDA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30
947075AU1
56495000.000000000000
PA
USD
51249439.250000000000
0.0423439439
Long
DBT
CORP
US
Y
2
2030-04-30
Fixed
8.625000000000
N
N
N
N
N
N
WARRIOR MET COAL INC
549300152B1S9YKBYV79
WARRIOR MET COAL 144A LIFE SEC 7.875% 12-01-28
93627CAB7
38060000.000000000000
PA
USD
35317396.400000000000
0.0291803749
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
7.875000000000
N
N
N
N
N
N
WEWORK COMPANIES LLC
549300HPTU3F8QRDLE02
WEWORK COMPANIES 144A LIFE SR UNSEC 5.0% 07-10-25
96209BAA0
20000000.000000000000
PA
USD
13778500.000000000000
0.0113842422
Long
DBT
CORP
US
Y
2
2025-07-10
Fixed
5.000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 3.526% 03-24-28/27
95000U2V4
75547000.000000000000
PA
USD
73053495.720000000000
0.0603591604
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.5260000000000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS PLC
549300ZTI0VEFO6WV007
MERLIN ENTERTAINMENT 144A LIFE SEC 5.75% 06-15-26
59010QAB2
7210000.000000000000
PA
USD
6682213.580000000000
0.0055210609
Long
DBT
CORP
GB
Y
2
2026-06-15
Fixed
5.750000000000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE TRANSMISSION LLC
N/A
MID-ATLANTIC INTERSTATE 144A LIFE SR UNSEC 4.10% 05-15-28
59524QAA3
1325000.000000000000
PA
USD
1323857.850000000000
0.0010938142
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.100000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 3.908% 04-25-26/25
95000U2X0
4687000.000000000000
PA
USD
4662008.920000000000
0.0038519025
Long
DBT
CORP
US
N
2
2026-04-25
Variable
3.9080000000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 2.6% 12-01-29
98389BAW0
3500000.000000000000
PA
USD
3165295.000000000000
0.0026152691
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.600000000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
XEROX CORP 144A LIFE SR UNSEC 5.0% 08-15-25
98421MAA4
12683000.000000000000
PA
USD
12275368.380000000000
0.0101423063
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.000000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 1.75% 03-15-27
98388MAB3
2975000.000000000000
PA
USD
2724136.100000000000
0.0022507693
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.750000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 5.5% 02-15-49
55336VAT7
12619000.000000000000
PA
USD
12225261.960000000000
0.0101009067
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.500000000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL SR UNSEC 5.5% 04-15-27
552953CF6
3617000.000000000000
PA
USD
3515000.600000000000
0.0029042072
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.500000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY SR UNSEC 2.35% 11-15-31
98388MAC1
2525000.000000000000
PA
USD
2176656.050000000000
0.0017984236
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.350000000000
N
N
N
N
N
N
ZIGGO BV
N/A
ZIGGO SEC 144A LIFE 4.875% 01-15-30
98955DAA8
17345000.000000000000
PA
USD
16058001.000000000000
0.0132676397
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL ESCROW ISSUER 144A LIFE SR UNSEC 10.5% 07-15-27
50168AAA8
7095000.000000000000
PA
USD
6758235.830000000000
0.0055838730
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
10.500000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 4.0% 11-15-29
55354GAH3
19500000.000000000000
PA
USD
18417750.000000000000
0.0152173406
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.000000000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
213800JYI4P7V5QDOG59
ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30
98953GAD7
21600000.000000000000
PA
USD
18442512.000000000000
0.0152377998
Long
DBT
CORP
NL
Y
2
2030-02-28
Fixed
5.125000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO 144A LIFE SR UNSEC 6.125% 03-01-28
98919VAB1
23307000.000000000000
PA
USD
18124105.880000000000
0.0149747223
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.125000000000
N
N
N
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZIPRECRUITER 144A LIFE SR UNSEC 5.0% 01-15-30
98980BAA1
17000000.000000000000
PA
USD
15209985.000000000000
0.0125669814
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.000000000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERGY CO PJSC
213800UNJSVQFNUYYW03
ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 4.375% 06-22-26
00388WAC5
200000.000000000000
PA
USD
206042.600000000000
0.0001702391
Long
DBT
CORP
AE
Y
2
2026-06-22
Fixed
4.375000000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27
615394AM5
11829000.000000000000
PA
USD
11056448.010000000000
0.0091351949
Long
DBT
CORP
US
Y
2
2027-12-09
Fixed
4.250000000000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC
N/A
MALLINCKRODT 144A LIFE 1ST LIEN 10.0% 04-15-25
561233AG2
12820000.000000000000
PA
USD
12476424.000000000000
0.0103084249
Long
DBT
CORP
LU
Y
2
2025-04-15
Fixed
10.000000000000
Y
N
N
N
N
N
COMISION FEDERAL DE ELECTRICIDAD CFE
4469000001BFPONMPF32
CFE 144A LIFE SR UNSEC 4.688% 05-15-29
200447AL4
14525000.000000000000
PA
USD
13348111.880000000000
0.0110286417
Long
DBT
CORP
MX
Y
2
2029-05-15
Fixed
4.688000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.625% 09-10-28
29446MAB8
5265000.000000000000
PA
USD
5281411.010000000000
0.0043636726
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
3.625000000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.875% 09-21-38
268317AV6
1750000.000000000000
PA
USD
1623070.750000000000
0.0013410335
Long
DBT
CORP
FR
Y
2
2038-09-21
Fixed
4.875000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.25% 11-18-49
29446MAC6
7583000.000000000000
PA
USD
6378736.190000000000
0.0052703181
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.250000000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA SR UNSEC 3.0% 04-06-27
29446MAE2
7000000.000000000000
PA
USD
6874784.000000000000
0.0056801688
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHMS K036 A1 (MF) 2.777% 04-25-23
3137B7EZ8
1905875.400000000000
PA
USD
1903794.180000000000
0.0015729763
Long
ABS-CBDO
USGA
US
N
2
2023-04-25
Fixed
2.777000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 4.75% 05-15-25
74445PAE2
3060000.000000000000
PA
USD
3091365.000000000000
0.0025541857
Long
DBT
CORP
ID
Y
2
2025-05-15
Fixed
4.750000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 5.45% 05-15-30
74445PAF9
790000.000000000000
PA
USD
756156.400000000000
0.0006247609
Long
DBT
CORP
ID
Y
2
2030-05-15
Fixed
5.450000000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL SR UNSEC 5.75% 05-01-25
571903BD4
527000.000000000000
PA
USD
550318.700000000000
0.0004546911
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.750000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 3.875% 02-15-31
55354GAL4
16009000.000000000000
PA
USD
14605651.060000000000
0.0120676612
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN ALUMINIUM 144A LIFE SR UNSEC 5.8% 05-15-50
74445PAG7
2310000.000000000000
PA
USD
2026563.000000000000
0.0016744119
Long
DBT
CORP
ID
Y
2
2050-05-15
Fixed
5.800000000000
N
N
N
N
N
N
FDM GROUP (HOLDINGS) PLC
213800YR62D7GUZLMZ71
FDM GROUP (HOLDINGS) PLC
N/A
986705.000000000000
NS
11112772.660000000000
0.0091817321
Long
EC
CORP
GB
N
2
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29
66977WAS8
23100000.000000000000
PA
USD
20099194.500000000000
0.0166066044
Long
DBT
CORP
CA
Y
2
2029-05-15
Fixed
4.250000000000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32
682142AG9
7941000.000000000000
PA
USD
7947551.330000000000
0.0065665239
Long
DBT
USGA
CA
Y
2
2032-04-19
Fixed
3.500000000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE 144A LIFE SR UNSEC 4.375% 06-15-28
60855RAJ9
25980000.000000000000
PA
USD
25063945.200000000000
0.0207086420
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.375000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 1.412% 07-17-25
606822BS2
3850000.000000000000
PA
USD
3578852.200000000000
0.0029569634
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.412000000000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52
682142AH7
7941000.000000000000
PA
USD
7610987.920000000000
0.0062884443
Long
DBT
USGA
CA
Y
2
2052-04-19
Fixed
4.000000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 6.875% 10-16-25
71654QDH2
18955000.000000000000
PA
USD
18598873.460000000000
0.0153669907
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.875000000000
N
N
N
N
N
N
MELCO RESORTS FINANCE LTD
N/A
MELCO RESORTS 144A LIFE SR UNSEC 5.75% 07-21-28
58547DAE9
11330000.000000000000
PA
USD
8077123.010000000000
0.0066735802
Long
DBT
CORP
KY
Y
2
2028-07-21
Fixed
5.750000000000
N
N
N
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MASTEC INC 144A LIFE SR UNSEC 4.5% 08-15-28
576323AP4
19290000.000000000000
PA
USD
17898843.780000000000
0.0147886035
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.500000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC SF 6.70% 02-16-32
71643VAB1
50565000.000000000000
PA
USD
40650214.800000000000
0.0335865219
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.700000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX 144A SR UNSEC SF 8.75% 06-02-29
71654QDJ8
24503000.000000000000
PA
USD
23146513.920000000000
0.0191243983
Long
DBT
CORP
MX
Y
2
2029-06-02
Fixed
8.750000000000
N
N
N
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC INVESTMENT CORP SR UNSEC 5.25% 08-15-28
552848AG8
5075000.000000000000
PA
USD
4892503.000000000000
0.0040423442
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.250000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 2.65% 08-15-30
55336VBQ2
11897000.000000000000
PA
USD
10309749.850000000000
0.0085182487
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.650000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 6.5% 01-23-29
71654QCP5
865000.000000000000
PA
USD
744384.400000000000
0.0006150345
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.500000000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PEMEX SR UNSEC 5.95% 01-28-31
71654QDE9
6039000.000000000000
PA
USD
4706192.700000000000
0.0038884086
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.950000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSEC 1.75% 03-01-26
55336VBR0
6500000.000000000000
PA
USD
5980208.000000000000
0.0049410412
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.750000000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSEC 0.849% 09-08-24
60687YBJ7
5200000.000000000000
PA
USD
5016018.800000000000
0.0041443969
Long
DBT
CORP
JP
N
2
2024-09-08
Variable
0.8490000000000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSEC 1.979% 09-08-31
60687YBL2
4100000.000000000000
PA
USD
3321651.900000000000
0.0027444562
Long
DBT
CORP
JP
N
2
2031-09-08
Variable
1.9790000000000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX SR UNSEC 5.125% 10-15-27
59151KAM0
82955000.000000000000
PA
USD
76865273.450000000000
0.0635085744
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.125000000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE 144A LIFE SR UNSEC 3.875% 11-15-30
60855RAK6
12815000.000000000000
PA
USD
11854759.240000000000
0.0097947854
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
3.875000000000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
MERITOR 144A LIFE SR UNSEC 4.5% 12-15-28
59001KAH3
3275000.000000000000
PA
USD
3254645.880000000000
0.0026890937
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.500000000000
N
N
N
N
N
N
ABU DHABI (EMIRATE OF)
213800FER4348CINTA77
EMIRATE OF ABU DHABI 144A LIFE 3.125% 04-16-30
29135LAH3
7800000.000000000000
PA
USD
7696462.800000000000
0.0063590664
Long
DBT
NUSS
AE
Y
2
2030-04-16
Fixed
3.125000000000
N
N
N
N
N
N
ABU DHABI (EMIRATE OF)
213800FER4348CINTA77
EMIRATE OF ABU DHABI 144A LIFE 2.5% 04-16-25
29135LAG5
7800000.000000000000
PA
USD
7680558.600000000000
0.0063459259
Long
DBT
NUSS
AE
Y
2
2025-04-16
Fixed
2.500000000000
N
N
N
N
N
N
MPT OPERATING PARTNERSHIP LP
WUQXXXF7PXTUPGROE843
MEDICAL PROPERTIES TRUST INC SR UNSEC 3.5% 03-15-31
55342UAM6
5178000.000000000000
PA
USD
4469131.800000000000
0.0036925412
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.500000000000
N
N
N
N
N
N
MOHEGAN GAMING & ENTERTAINMENT
549300UB083Z2NRDHC48
MOHEGAN GAMING & ENTERTAINMENT 144A LIFE SEC 8.0% 02-01-26
608328BH2
31585000.000000000000
PA
USD
28350222.230000000000
0.0234238703
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 1.928% 04-28-32/31
6174468X0
10000000.000000000000
PA
USD
8245120.000000000000
0.0068123848
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.9280000000000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
MASCO CORP SR UNSEC 1.5% 02-15-28
574599BS4
8605000.000000000000
PA
USD
7437456.390000000000
0.0061450670
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.500000000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
MASCO CORP SR UNSEC 2.0% 02-15-31
574599BQ8
4970000.000000000000
PA
USD
4048537.150000000000
0.0033450323
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.000000000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
MASCO CORP SR UNSEC 3.125% 02-15-51
574599BR6
2294000.000000000000
PA
USD
1623174.760000000000
0.0013411195
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.125000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP SR UNSEC 2.921% 03-17-52
594918CE2
6000000.000000000000
PA
USD
5025378.000000000000
0.0041521298
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.921000000000
N
N
N
N
N
N
MONONGAHELA POWER COMPANY
N/A
MONONGAHELA POWER CO 1ST LIEN 144A LIFE 3.55% 05-15-27
610202BR3
2550000.000000000000
PA
USD
2472770.700000000000
0.0020430831
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.550000000000
N
N
N
N
N
N
MIDWEST GAMING BORROWER LLC
5493005826VXDUREHL94
MIDWEST GAMING BORROWER 144A LIFE SEC 4.875% 05-01-29
59833DAB6
13870000.000000000000
PA
USD
12674267.300000000000
0.0104718895
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 3.217% 04-22-42/41
61772BAC7
2854000.000000000000
PA
USD
2372167.740000000000
0.0019599617
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.2170000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26
61772BAB9
9869000.000000000000
PA
USD
8993175.600000000000
0.0074304525
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.5930000000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 3.625% 11-01-31
55354GAM2
11825000.000000000000
PA
USD
10545345.800000000000
0.0087129057
Long
DBT
CORP
US
Y
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
MUELLER WATER PRODUCTS INC
549300F7ZU4P1F8V8L60
MUELLER WATER PRODUCTS 144A LIFE SR UNSEC 4.0% 06-15-29
624758AF5
5110000.000000000000
PA
USD
4664310.910000000000
0.0038538045
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.000000000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
BW4532OH033VURR0IT68
MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29
57164PAH9
2595000.000000000000
PA
USD
2257143.980000000000
0.0018649253
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.500000000000
N
N
N
N
N
N
MERCER INTERNATIONAL INC
549300Z5IAG39VRTY874
MERCER INTL INC SR UNSEC 5.125% 02-01-29
588056BB6
6055000.000000000000
PA
USD
5682829.430000000000
0.0046953374
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.125000000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSEC 1.554% 07-09-27/26
60687YBS7
13000000.000000000000
PA
USD
11598964.000000000000
0.0095834391
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
1.5540000000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 1.538% 07-20-27/26
606822BY9
17000000.000000000000
PA
USD
15210869.000000000000
0.0125677118
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.5380000000000000
N
N
N
N
N
N
MONEYGRAM INTERNATIONAL INC
5299002DLX0Q04KC4156
MONEYGRAM INTERNATIONAL 1ST LIEN 144A LIFE 5.375% 08-01-26
60935YAA7
9820000.000000000000
PA
USD
9683580.560000000000
0.0080008874
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
5.375000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26
61747YEC5
30463000.000000000000
PA
USD
27522193.370000000000
0.0227397261
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.5120000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31
61747YED3
3688000.000000000000
PA
USD
3113276.830000000000
0.0025722900
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.2390000000000000
N
N
N
N
N
N
ABU DHABI (EMIRATE OF)
213800FER4348CINTA77
EMIRATE OF ABU DHABI 144A LIFE 3.875% 04-16-50
29135LAJ9
5350000.000000000000
PA
USD
5081034.100000000000
0.0041981147
Long
DBT
NUSS
AE
Y
2
2050-04-16
Fixed
3.875000000000
N
N
N
N
N
N
ABU DHABI (EMIRATE OF)
213800FER4348CINTA77
EMIRATE OF ABU DHABI 144A LIFE 1.7% 03-02-31
29135LAM2
1700000.000000000000
PA
USD
1496013.600000000000
0.0012360548
Long
DBT
NUSS
AE
Y
2
2031-03-02
Fixed
1.700000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33
55354GAQ3
3650000.000000000000
PA
USD
3166517.350000000000
0.0026162790
Long
DBT
CORP
US
Y
2
2033-08-15
Fixed
3.250000000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
MIDAS OPCO HOLDINGS 144A LIFE SR UNSEC 5.625% 08-15-29
59565JAA9
16750000.000000000000
PA
USD
14063467.500000000000
0.0116196916
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.625000000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL SR UNSEC 2.75% 10-15-33
571903BH5
3970000.000000000000
PA
USD
3255003.000000000000
0.0026893887
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.750000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 06-15-25
92564RAG0
11545000.000000000000
PA
USD
11220146.790000000000
0.0092704481
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29
92564RAL9
27355000.000000000000
PA
USD
25012454.580000000000
0.0206660988
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.875000000000
N
N
N
N
N
N
MOZART DEBT MERGER SUB INC
N/A
MOZART DEBT MERGER SUB INC 144A LIFE SR UNSEC 5.25% 10-01-29
62482BAB8
19695000.000000000000
PA
USD
17822399.400000000000
0.0147254427
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.250000000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE 144A LIFE SR UNSEC 3.875% 05-15-32
60855RAL4
32460000.000000000000
PA
USD
29863200.000000000000
0.0246739415
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
3.875000000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD SR UNSEC 2.0% 11-18-31
57636QAU8
10603000.000000000000
PA
USD
9381142.090000000000
0.0077510029
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.000000000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC SR UNSEC 1.9% 12-10-28
58933YBD6
10442000.000000000000
PA
USD
9576504.390000000000
0.0079124176
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.900000000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC SR UNSEC 2.75% 12-10-51
58933YBF1
5514000.000000000000
PA
USD
4292891.620000000000
0.0035469259
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.750000000000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ SR UNSEC 2.341% 01-19-28/27
606822CC6
5000000.000000000000
PA
USD
4576745.000000000000
0.0037814547
Long
DBT
CORP
JP
N
2
2028-01-19
Variable
2.3410000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.475% 01-21-28/27
61747YEK7
5451000.000000000000
PA
USD
5079170.940000000000
0.0041965753
Long
DBT
CORP
US
N
2
2028-01-21
Variable
2.4750000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 2.943% 01-21-33/32
61747YEL5
30404000.000000000000
PA
USD
27177253.880000000000
0.0224547260
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.9430000000000000
N
N
N
N
N
N
MACYS RETAIL HOLDINGS LLC
549300JMONK27O4SQQ19
MACY'S RETAIL 144A LIFE SR UNSEC 5.875% 03-15-30
55617LAQ5
13450000.000000000000
PA
USD
11552662.300000000000
0.0095451832
Long
DBT
CORP
US
Y
2
2030-03-15
Fixed
5.875000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 3.638% 03-15-25
55903VAE3
17133000.000000000000
PA
USD
16788335.440000000000
0.0138710656
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.638000000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES 144A SR UNSEC 5.05% 03-15-42
55903VAN3
18473000.000000000000
PA
USD
16430477.340000000000
0.0135753917
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.050000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 2.659% 05-24-31
91087BAM2
9162000.000000000000
PA
USD
7867711.750000000000
0.0065005579
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.659000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UTD MEX ST GVT GLOBAL 3.771% 05-24-61
91087BAN0
5180000.000000000000
PA
USD
3626766.640000000000
0.0029965519
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.771000000000
N
N
N
N
N
N
MOROCCO (KINGDOM OF)
529900F3MBW9XY5K1X07
MOROCCO KINGDOM OF 144A LIFE 3.0% 12-15-32
617726AL8
6000000.000000000000
PA
USD
4751376.000000000000
0.0039257405
Long
DBT
NUSS
MA
Y
2
2032-12-15
Fixed
3.000000000000
N
N
N
N
N
N
MOROCCO (KINGDOM OF)
529900F3MBW9XY5K1X07
MOROCCO KINGDOM OF 144A LIFE 4.0% 12-15-50
617726AM6
6000000.000000000000
PA
USD
4057500.000000000000
0.0033524377
Long
DBT
NUSS
MA
Y
2
2050-12-15
Fixed
4.000000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT 1.862% 12-01-32
715638DP4
8550000.000000000000
PA
USD
6811434.450000000000
0.0056278274
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.862000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
254900STKLK2DBJJZ530
PERU GOVT 2.78% 12-01-60
715638DQ2
12800000.000000000000
PA
USD
8720102.400000000000
0.0072048306
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.780000000000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA GLOBAL 3.298% 01-19-33
698299BR4
7940000.000000000000
PA
USD
6901678.260000000000
0.0057023898
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.298000000000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA GLOBAL SF 4.5% 01-19-63
698299BS2
2065000.000000000000
PA
USD
1638817.040000000000
0.0013540436
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.875% 01-15-29
9128285W6
69456000.000000000000
PA
USD
73114380.000000000000
0.0604094650
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.5% 04-15-24
9128286N5
126064554.460000000000
PA
USD
127818983.210000000000
0.1056081771
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.25% 07-15-29
9128287D6
4856475.000000000000
PA
USD
4935826.750000000000
0.0040781397
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-24
912828YL8
56963500.000000000000
PA
USD
57488700.000000000000
0.0474990229
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.0% 02-15-50
912810SL3
20000000.000000000000
PA
USD
15905720.000000000000
0.0131418202
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.5% 02-15-30
912828Z94
31651000.000000000000
PA
USD
29200934.070000000000
0.0241267560
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-25
912828ZJ2
117707922.141000000000
PA
USD
118678827.090000000000
0.0980562846
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.625% 01-15-24
912828B25
182895660.000000000000
PA
USD
185476940.000000000000
0.1532470454
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-25
91282CAQ4
230445982.613000000000
PA
USD
233276975.640000000000
0.1927409805
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.375% 11-15-40
912810ST6
149316400.000000000000
PA
USD
110367246.920000000000
0.0911889883
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 01-15-31
91282CBF7
42920941.250000000000
PA
USD
43016618.430000000000
0.0355417211
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.875% 02-15-41
912810SW9
18563600.000000000000
PA
USD
14942866.350000000000
0.0123462794
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.25% 03-15-24
91282CBR1
14000000.000000000000
PA
USD
13408781.400000000000
0.0110787688
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 04-15-26
91282CCA7
68964018.750000000000
PA
USD
69552573.750000000000
0.0574665855
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.25% 05-15-41
912810SY5
25000000.000000000000
PA
USD
21405867.500000000000
0.0176862199
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 1.75% 08-15-41
912810TA6
17045000.000000000000
PA
USD
13321427.710000000000
0.0110065943
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.125% 08-31-23
91282CCU3
1890400.000000000000
PA
USD
1833434.500000000000
0.0015148429
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.875% 09-30-26
91282CCZ2
5558000.000000000000
PA
USD
5152506.110000000000
0.0042571672
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L 0.125% 10-15-26
91282CDC2
32090100.000000000000
PA
USD
32533350.000000000000
0.0268801058
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.125% 10-31-26
91282CDG3
1963000.000000000000
PA
USD
1836911.010000000000
0.0015177153
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.0% 11-15-41
912810TC2
11924000.000000000000
PA
USD
9741942.580000000000
0.0080491080
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.75% 04-30-27
91282CEN7
1000000.000000000000
PA
USD
1002279.600000000000
0.0008281158
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 3.25% 05-15-42
912810TH1
11777000.000000000000
PA
USD
11799140.760000000000
0.0097488316
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 3.25% 06-30-29
91282CEV9
168809000.000000000000
PA
USD
174725620.400000000000
0.1443639575
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 3.25% 06-30-27
91282CEW7
372759000.000000000000
PA
USD
382347740.690000000000
0.3159080670
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 3.0% 06-30-24
91282CEX5
195291000.000000000000
PA
USD
195645082.110000000000
0.1616482932
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 3.0% 07-15-25
91282CEY3
308462000.000000000000
PA
USD
310304443.530000000000
0.2563835653
Long
DBT
UST
US
N
2
2025-07-15
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.125% 07-15-24
912828WU0
14105167.300000000000
PA
USD
14264231.420000000000
0.0117855692
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.25% 01-15-25
912828H45
43192800.000000000000
PA
USD
43711010.000000000000
0.0361154499
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY I/L FRN 0.375% 07-15-25
912828XL9
45420204.500000000000
PA
USD
46358552.900000000000
0.0383029355
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.125% 03-31-24
912828W71
10000000.000000000000
PA
USD
9868427.000000000000
0.0081536135
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.375% 01-31-23
9128283U2
10000000.000000000000
PA
USD
9972669.000000000000
0.0082397416
Long
DBT
UST
US
N
2
2023-01-31
Fixed
2.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.75% 04-30-23
9128284L1
10000000.000000000000
PA
USD
9983275.000000000000
0.0082485046
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.125% 12-31-22
912828N30
28000000.000000000000
PA
USD
27923543.200000000000
0.0230713343
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.875% 11-15-46
912810RU4
27970000.000000000000
PA
USD
26012897.150000000000
0.0214926968
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 2.75% 07-31-23
912828Y61
16300000.000000000000
PA
USD
16268801.800000000000
0.0134418101
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.875% 05-15-49
912810SH2
25000000.000000000000
PA
USD
23865797.500000000000
0.0197186936
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.625% 11-30-26
912828YU8
20000000.000000000000
PA
USD
19109976.000000000000
0.0157892801
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 0.5% 08-31-27
91282CAH4
10000000.000000000000
PA
USD
8958458.000000000000
0.0074017677
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.25% 08-31-25
91282CAJ0
32594000.000000000000
PA
USD
30136572.110000000000
0.0248998104
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.75% 04-30-26
91282CBW0
37124000.000000000000
PA
USD
34474820.220000000000
0.0284842112
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.750000000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION 144A LIFE SR UNSEC 3.75% 01-30-31
019736AG2
25185000.000000000000
PA
USD
21784899.080000000000
0.0179993881
Long
DBT
CORP
US
Y
2
2031-01-30
Fixed
3.750000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 4.25% 04-15-26
05401AAL5
8919000.000000000000
PA
USD
8310563.660000000000
0.0068664564
Long
DBT
CORP
IE
Y
2
2026-04-15
Fixed
4.250000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 2.95% 01-15-51
03027XBK5
5000000.000000000000
PA
USD
3549945.000000000000
0.0029330794
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.950000000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29
04624VAB5
15820000.000000000000
PA
USD
14100603.300000000000
0.0116503744
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.625000000000
N
N
N
N
N
N
ATS AUTOMATION TOOLING SYSTEMS INC
5493005KP4RP3IU7HQ41
ATS AUTOMATION TOOLING SYSTEMS INC 144A LIFE SR UNSEC 4.125% 12-15-28
001940AC9
3975000.000000000000
PA
USD
3528925.500000000000
0.0029157124
Long
DBT
CORP
CA
Y
2
2028-12-15
Fixed
4.125000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP
N/A
ASCENT RESOURCES-UTICA LLC 144A LIFE SR UNSEC 8.25% 12-31-28
04364VAR4
6340000.000000000000
PA
USD
6195638.200000000000
0.0051190366
Long
DBT
CORP
US
Y
2
2028-12-31
Fixed
8.250000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 1.75% 01-30-26
00774MAS4
3978000.000000000000
PA
USD
3536557.360000000000
0.0029220180
Long
DBT
CORP
NL
N
2
2026-01-30
Fixed
1.750000000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A LIFE SR UNSEC 7.625% 02-01-29
03674XAQ9
8786000.000000000000
PA
USD
9270723.620000000000
0.0076597716
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
7.625000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 2.75% 02-21-28
05401AAP6
10000000.000000000000
PA
USD
8279900.000000000000
0.0068411211
Long
DBT
CORP
IE
Y
2
2028-02-21
Fixed
2.750000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 2.125% 02-21-26
05401AAM3
17179000.000000000000
PA
USD
14936384.620000000000
0.0123409240
Long
DBT
CORP
IE
Y
2
2026-02-21
Fixed
2.125000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 3.4% 02-04-41
02209SBM4
9000000.000000000000
PA
USD
6252606.000000000000
0.0051661053
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.400000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51
02209SBN2
13741000.000000000000
PA
USD
9165618.010000000000
0.0075729300
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.700000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC SR UNSEC 1.2% 02-08-28
037833EC0
17000000.000000000000
PA
USD
15355675.000000000000
0.0126873552
Long
DBT
CORP
US
N
2
2028-02-08
Fixed
1.200000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC
XN8R4HH1TVC1XOCL5P21
AVIS 144A LIFE SR UNSEC 5.375% 03-01-29
053773BF3
18760000.000000000000
PA
USD
17136415.800000000000
0.0141586609
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
5.375000000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC
635400YUJMWFYRBL5293
ARDAGH METAL PACKAGING FINANCE USA LLC 144A LIFE SR UNSEC 4.0% 09-01-29
03969YAB4
13540000.000000000000
PA
USD
11674052.600000000000
0.0096454798
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.000000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND 144A LIFE SR UNSEC 4.125% 03-31-29
013822AG6
6725000.000000000000
PA
USD
6335387.130000000000
0.0052345017
Long
DBT
CORP
NL
Y
2
2029-03-31
Fixed
4.125000000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY IP LTD 144A LIFE 1ST LIEN SF 5.5% 04-20-26
00253XAA9
7905000.000000000000
PA
USD
7785397.350000000000
0.0064325470
Long
DBT
CORP
KY
Y
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.25% 03-17-28
034863AZ3
6553000.000000000000
PA
USD
5745152.710000000000
0.0047468309
Long
DBT
CORP
GB
Y
2
2028-03-17
Fixed
2.250000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 1.6% 04-15-26
03027XBL3
7822000.000000000000
PA
USD
7140531.720000000000
0.0058997382
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.600000000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN SR UNSEC 0.737% 03-15-23
03073EAS4
6664000.000000000000
PA
USD
6545260.850000000000
0.0054079062
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.737000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 6.0% 01-15-37
037411AR6
3565000.000000000000
PA
USD
3431112.860000000000
0.0028348964
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.000000000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
ARETEC ESCROW ISSUER 144A LIFE SR UNSEC 7.5% 04-01-29
040133AA8
44563000.000000000000
PA
USD
39512051.330000000000
0.0326461345
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
7.500000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE 144A LIFE SEC 5.125% 07-15-29
02156LAF8
71512000.000000000000
PA
USD
61305092.240000000000
0.0506522496
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
ATLAS LUXCO 4 SARL
549300ONXPZT3KQZDR65
ATLAS LUXCO 4 SARL 144A LIFE SEC 4.625% 06-01-28
049362AA4
10665000.000000000000
PA
USD
9328302.230000000000
0.0077073449
Long
DBT
CORP
LU
Y
2
2028-06-01
Fixed
4.625000000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP
N/A
ALLIED UNIVERSAL HOLDCO 144A LIFE SR UNSEC 6.0% 06-01-29
019576AC1
9565000.000000000000
PA
USD
7376241.050000000000
0.0060944889
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
6.000000000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL
N/A
ALLIED UNIVERSAL HOLDCO 144A LIFE SEC 4.625% 06-01-28
019579AA9
15680000.000000000000
PA
USD
13958257.600000000000
0.0115327638
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.625000000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 144A SR UNSEC 5.375% 03-01-30
03674XAS5
4660000.000000000000
PA
USD
4585300.200000000000
0.0037885233
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.375000000000
N
N
N
N
N
N
ATKORE INC
52990002TI38AM4RPV48
ATKORE 144A LIFE SR UNSEC 4.25% 06-01-31
047649AA6
12215000.000000000000
PA
USD
10644761.750000000000
0.0087950464
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.250000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2013-2 CLASS A PASS THROUGH TRUST
N/A
AMR 13-2 A EETC SR SEC SF 4.95% 01-15-23/07-15-24
02377UAB0
1506341.940000000000
PA
USD
1478400.800000000000
0.0012215025
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.950000000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN 144A LIFE SR UNSEC 0.95% 02-10-26
817826AC4
4700000.000000000000
PA
USD
4234685.900000000000
0.0034988344
Long
DBT
CORP
US
Y
2
2026-02-10
Fixed
0.950000000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP
529900HFO1BDEIT4QU11
ANTERO MIDSTREAM PARTNERS 144A LIFE SR UNSEC 5.375% 06-15-29
03690AAH9
14760000.000000000000
PA
USD
14440003.200000000000
0.0119307976
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.375000000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE SR UNSEC 2.25% 05-28-31
04636NAB9
2650000.000000000000
PA
USD
2410495.650000000000
0.0019916295
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.250000000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN 144A LIFE SR UNSEC 1.3% 02-10-28
817826AD2
6710000.000000000000
PA
USD
5732815.990000000000
0.0047366379
Long
DBT
CORP
US
Y
2
2028-02-10
Fixed
1.300000000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN 144A LIFE SR UNSEC 1.8% 02-10-31
817826AE0
7001000.000000000000
PA
USD
5711877.870000000000
0.0047193382
Long
DBT
CORP
US
Y
2
2031-02-10
Fixed
1.800000000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE SR UNSEC 1.2% 05-28-26
04636NAA1
10098000.000000000000
PA
USD
9332389.840000000000
0.0077107223
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.200000000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE SR UNSEC 1.75% 05-28-28
04636NAE3
5612000.000000000000
PA
USD
5151052.770000000000
0.0042559664
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.750000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 4.75% 04-15-43
037411BA2
2565000.000000000000
PA
USD
2104069.500000000000
0.0017384503
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.750000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER SR UNSEC 2.95% 12-15-22
025537AG6
12065000.000000000000
PA
USD
12051583.720000000000
0.0099574082
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.950000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP
N/A
ASCENT RESOURCES-UTICA LLC 144A LIFE SR UNSEC 5.875% 06-30-29
04364VAU7
8680000.000000000000
PA
USD
7636750.800000000000
0.0063097305
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29
031921AB5
28145000.000000000000
PA
USD
25654730.400000000000
0.0211967678
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.875000000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERGY CO PJSC
213800UNJSVQFNUYYW03
ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 3.625% 01-12-23
00386SAL6
543000.000000000000
PA
USD
544373.790000000000
0.0004497792
Long
DBT
CORP
AE
Y
2
2023-01-12
Fixed
3.625000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43
02209SAQ6
4000000.000000000000
PA
USD
3073312.000000000000
0.0025392698
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.500000000000
N
N
N
N
N
N
ADT SECURITY CORP
5493009JEEDYLVRA0J13
ADT SECURITY 144A LIFE 1ST LIEN 4.125% 08-01-29
00109LAA1
8480000.000000000000
PA
USD
7651249.600000000000
0.0063217098
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.125000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSEC 2.1% 09-01-28
00914AAQ5
5900000.000000000000
PA
USD
4900463.300000000000
0.0040489212
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.100000000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS INC SR UNSEC 2.875% 11-03-22
00440EAU1
765000.000000000000
PA
USD
765042.080000000000
0.0006321025
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.875000000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS INC SR UNSEC 3.35% 05-03-26
00440EAV9
765000.000000000000
PA
USD
766787.040000000000
0.0006335442
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.350000000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC 144A LIFE SR UNSEC 5.125% 03-01-30
00653VAE1
15450000.000000000000
PA
USD
14194919.250000000000
0.0117283013
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.125000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 3.5% 09-15-53
00206RKJ0
11419000.000000000000
PA
USD
9041164.540000000000
0.0074701025
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.500000000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25
046353AL2
4500000.000000000000
PA
USD
4501314.000000000000
0.0037191312
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.375000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 4.3% 05-14-36
00287YAV1
1003000.000000000000
PA
USD
998552.700000000000
0.0008250365
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.300000000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES SR UNSEC 4.875% 10-12-29
01741RAL6
30055000.000000000000
PA
USD
25754520.220000000000
0.0212792174
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.875000000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES SR UNSEC 5.125% 10-01-31
01741RAM4
15485000.000000000000
PA
USD
12727849.300000000000
0.0105161607
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.125000000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
ABPN11VOHLHX6QR7XQ48
HOWMET AEROSPACE SR UNSEC 5.9% 02-01-27
013817AJ0
5150000.000000000000
PA
USD
5361613.500000000000
0.0044299384
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.900000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
GMAC (ALLY) SR UNSEC 8.0% 11-01-31
370425RZ5
11764000.000000000000
PA
USD
13099778.670000000000
0.0108234607
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.000000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 1.45% 09-15-26
03027XBR0
9408000.000000000000
PA
USD
8420752.700000000000
0.0069574982
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.450000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 2.3% 09-15-31
03027XBS8
2500000.000000000000
PA
USD
2077705.000000000000
0.0017166671
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.300000000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES SR UNSEC 1.7% 10-01-28
032654AU9
4459000.000000000000
PA
USD
4043086.780000000000
0.0033405290
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.700000000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES SR UNSEC 2.1% 10-01-31
032654AV7
3937000.000000000000
PA
USD
3495256.790000000000
0.0028878942
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.100000000000
N
N
N
N
N
N
AMERIGAS PARTNERS LP/AMERIGAS FINANCE CORP
N/A
AMERIGAS PART FIN CORP SR UNSEC 5.5% 05-20-25
030981AK0
6850000.000000000000
PA
USD
6894662.000000000000
0.0056965927
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.500000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 4.95% 01-15-42
035240AG5
9095000.000000000000
PA
USD
9317281.800000000000
0.0076982395
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.950000000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES SR UNSEC 2.95% 10-01-51
032654AX3
5668000.000000000000
PA
USD
4582561.000000000000
0.0037862601
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.950000000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES SR UNSEC 2.8% 10-01-41
032654AW5
8586000.000000000000
PA
USD
7120180.910000000000
0.0058829237
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.800000000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR FUNDING 144A LIFE SR UNSEC 3.875% 11-01-29
05352TAB5
12935000.000000000000
PA
USD
11935900.600000000000
0.0098618270
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
3.875000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29
01883LAD5
22155000.000000000000
PA
USD
19332453.000000000000
0.0159730978
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
5.875000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQ INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.95% 01-15-28
015271AK5
975000.000000000000
PA
USD
963595.430000000000
0.0007961537
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.950000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER SR UNSEC 3.55% 07-15-27
03027XAP5
2525000.000000000000
PA
USD
2443288.480000000000
0.0020187239
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.550000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 1.15% 10-29-23
00774MAT2
9000000.000000000000
PA
USD
8645256.000000000000
0.0071429901
Long
DBT
CORP
NL
N
2
2023-10-29
Fixed
1.150000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 2.45% 10-29-26
00774MAV7
23694000.000000000000
PA
USD
21087541.530000000000
0.0174232087
Long
DBT
CORP
NL
N
2
2026-10-29
Fixed
2.450000000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 144A LIFE SR UNSEC 7.0% 08-15-25
04624VAA7
435000.000000000000
PA
USD
429170.570000000000
0.0003545946
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
7.000000000000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.625% 11-15-27
024836AD0
7600000.000000000000
PA
USD
7598115.200000000000
0.0062778085
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.625000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 4.0% 04-13-28
035240AL4
8025000.000000000000
PA
USD
8215312.880000000000
0.0067877572
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.000000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 4.6% 04-15-48
035240AN0
700000.000000000000
PA
USD
677942.300000000000
0.0005601379
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.600000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.85% 10-29-41
00774MAZ8
6777000.000000000000
PA
USD
5152302.350000000000
0.0042569988
Long
DBT
CORP
NL
N
2
2041-10-29
Fixed
3.850000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.0% 10-29-28
00774MAW5
27689000.000000000000
PA
USD
24313018.680000000000
0.0200882022
Long
DBT
CORP
NL
N
2
2028-10-29
Fixed
3.000000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.3% 01-30-32
00774MAX3
12254000.000000000000
PA
USD
10300602.110000000000
0.0085106905
Long
DBT
CORP
NL
N
2
2032-01-30
Fixed
3.300000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 1.65% 10-29-24
00774MAU9
25275000.000000000000
PA
USD
23500189.500000000000
0.0194166165
Long
DBT
CORP
NL
N
2
2024-10-29
Fixed
1.650000000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERGY CO PJSC
213800UNJSVQFNUYYW03
ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 4.375% 04-23-25
00388WAF8
5800000.000000000000
PA
USD
5905357.000000000000
0.0048791969
Long
DBT
CORP
AE
Y
2
2025-04-23
Fixed
4.375000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP
N/A
ASCENT RESOURCES-UTICA LLC 144A LIFE SR UNSEC 7.0% 11-01-26
04364VAG8
30865000.000000000000
PA
USD
30092449.050000000000
0.0248633545
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
7.000000000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP 144A LIFE SR UNSEC 4.625% 11-15-29
043436AW4
38735000.000000000000
PA
USD
34280475.000000000000
0.0283236369
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.625000000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP 144A LIFE SR UNSEC 5.0% 02-15-32
043436AX2
3365000.000000000000
PA
USD
2944375.000000000000
0.0024327378
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.000000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSEC 2.2% 01-15-27
00914AAR3
8500000.000000000000
PA
USD
7566921.000000000000
0.0062520348
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.200000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 4.2% 02-22-52
031162DF4
2065000.000000000000
PA
USD
1926132.880000000000
0.0015914333
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.200000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC SR UNSEC 4.4% 02-22-62
031162DG2
3999000.000000000000
PA
USD
3751921.790000000000
0.0030999591
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.400000000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
AVIENT CORP 144A LIFE SR UNSEC 7.125% 08-01-30
05368VAA4
6900000.000000000000
PA
USD
7121386.500000000000
0.0058839198
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
7.125000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER SR UNSEC 4.3% 12-01-28
025537AM3
3300000.000000000000
PA
USD
3304986.300000000000
0.0027306866
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.300000000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA EQUITABLE HOLDINGS I SR UNSEC 5.0% 04-20-48
054561AM7
1500000.000000000000
PA
USD
1447122.000000000000
0.0011956590
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.000000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 5.55% 01-23-49
03523TBV9
3550000.000000000000
PA
USD
3909231.600000000000
0.0032299336
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.550000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49
02209SBF9
17533000.000000000000
PA
USD
16136794.610000000000
0.0133327415
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.950000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA LT2 SUB 144A LIFE 5.7% 10-22-23
05578QAA1
16825000.000000000000
PA
USD
17018891.300000000000
0.0140615583
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.700000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA LT2 SUB 144A LIFE 5.15% 07-21-24
05578QAB9
18160000.000000000000
PA
USD
18162651.360000000000
0.0150065699
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.150000000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC SR UNSEC 5.8% 02-14-39
02209SBE2
22295000.000000000000
PA
USD
21130688.220000000000
0.0174588579
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.800000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.95% 07-01-24
05401AAF8
22645000.000000000000
PA
USD
21835916.800000000000
0.0180415405
Long
DBT
CORP
IE
Y
2
2024-07-01
Fixed
3.950000000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 144A LIFE SR UNSEC 8.0% 05-15-27
40060QAA3
19359000.000000000000
PA
USD
19060038.960000000000
0.0157480205
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
8.000000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 4.25% 01-15-30
037411BF1
4870000.000000000000
PA
USD
4701059.700000000000
0.0038841675
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP SR UNSEC 5.35% 07-01-49
037411BG9
28900000.000000000000
PA
USD
24162134.000000000000
0.0199635364
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.350000000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
98450038B4549046D794
ALLIED UNIVERSAL HOLDCO 144A LIFE SEC 6.625% 07-15-26
019576AA5
16985000.000000000000
PA
USD
16477403.280000000000
0.0136141634
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.625000000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
98450038B4549046D794
ALLIED UNIVERSAL HOLDCO 144A LIFE SEC 9.75% 07-15-27
019576AB3
21570000.000000000000
PA
USD
19805897.550000000000
0.0163642730
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
9.750000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQ INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.375% 08-15-31
015271AR0
2375000.000000000000
PA
USD
2173115.500000000000
0.0017954983
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.375000000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIONS PLC
549300OWFMSO9NYV4H90
BRITISH TELECOM PLC SR UNSEC (B) 9.625% 12-15-30
111021AE1
4011000.000000000000
PA
USD
5089313.230000000000
0.0042049552
Long
DBT
CORP
GB
N
2
2030-12-15
Variable
9.6250000000000000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25
05530QAK6
13039000.000000000000
PA
USD
12875373.590000000000
0.0106380500
Long
DBT
CORP
GB
Y
2
2025-06-15
Fixed
3.950000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 7.5% 03-15-25
097751BM2
3010000.000000000000
PA
USD
2937955.650000000000
0.0024274340
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.500000000000
N
N
N
N
N
N
BWAY HOLDING CO
549300DNGHXL0OMHW304
BWAY 144A LIFE SEC 5.5% 04-15-24
12429TAD6
9890000.000000000000
PA
USD
9794067.000000000000
0.0080921749
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.500000000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC SR UNSEC 5.25% 04-01-25
05508RAE6
12250000.000000000000
PA
USD
11860572.500000000000
0.0097995885
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.250000000000
N
N
N
N
N
N
BRINK'S CO (THE)
XFP140TFNOQMIVFTVQ13
BRINK'S CO 144A LIFE SR UNSEC 4.625% 10-15-27
109696AA2
12800000.000000000000
PA
USD
11733593.600000000000
0.0096946745
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.625000000000
N
N
N
N
N
N
AG MERGER SUB II INC
N/A
AG MERGER SUB II 144A LIFE SR UNSEC 10.75% 08-01-27
00791GAA5
47972000.000000000000
PA
USD
48693978.600000000000
0.0402325397
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
10.750000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQ INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 2.75% 12-15-29
015271AT6
4851000.000000000000
PA
USD
4357910.400000000000
0.0036006465
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.750000000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ANTHEM SR UNSEC 2.375% 01-15-25
036752AJ2
2046000.000000000000
PA
USD
1993720.610000000000
0.0016472764
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.375000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HOLDINGS INTERMEDIATE LLC 144A SR UNSEC 6.75% 10-15-27
01883LAA1
37176000.000000000000
PA
USD
35372220.480000000000
0.0292256724
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.750000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 7.5% 12-01-24
097751BR1
7880000.000000000000
PA
USD
7730280.000000000000
0.0063870073
Long
DBT
CORP
CA
Y
2
2024-12-01
Fixed
7.500000000000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CAYMAN FINANCE LTD
N/A
BROADCOM CORP CAYMAN FINANCE SR UNSEC 3.875% 01-15-27
11134LAH2
6974000.000000000000
PA
USD
6905626.900000000000
0.0057056522
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875000000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD FINANCE PIK 144A LIFE SEC 6.5% 06-30-27
00191AAD8
16496790.000000000000
PA
USD
12526507.550000000000
0.0103498056
Long
DBT
CORP
LU
Y
2
2027-06-30
Fixed
6.500000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING 144A LIFE SR UNSEC 3.25% 02-15-27
05401AAJ0
17000000.000000000000
PA
USD
14872943.000000000000
0.0122885064
Long
DBT
CORP
IE
Y
2
2027-02-15
Fixed
3.250000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.25% 03-01-28
097023BX2
1025000.000000000000
PA
USD
955115.500000000000
0.0007891473
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.250000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28
06051GHD4
5400000.000000000000
PA
USD
5170116.600000000000
0.0042717175
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.4190000000000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II 144A LIFE SR UNSEC 4.4% 07-15-44
07274NBF9
13090000.000000000000
PA
USD
10979067.330000000000
0.0090712604
Long
DBT
CORP
US
Y
2
2044-07-15
Fixed
4.400000000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II 144A LIFE SR UNSEC 3.875% 12-15-23
07274NAE3
3850000.000000000000
PA
USD
3853207.050000000000
0.0031836443
Long
DBT
CORP
US
Y
2
2023-12-15
Fixed
3.875000000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II 144A LIFE SR UNSEC 4.25% 12-15-25
07274NAJ2
20143000.000000000000
PA
USD
20124730.300000000000
0.0166277029
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.250000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.557% 08-15-27
05526DBB0
1479000.000000000000
PA
USD
1384641.280000000000
0.0011440354
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.557000000000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS INC
549300XL60BDV6UW5C86
ADVISOR GROUP HOLDINGS LLC 144A LIFE 1ST LIEN 6.25% 03-01-28
00119LAA9
51615000.000000000000
PA
USD
46207812.600000000000
0.0381783890
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.250000000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC ROLLED PRODUCTS 144A LIFE SEC 6.125% 02-15-28
03966VAA5
3300000.000000000000
PA
USD
3306534.000000000000
0.0027319653
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.125000000000
N
N
N
N
N
N
AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
RDKVCX5HITZ2GPIR7153
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 4.125% 07-01-24
024836AB4
24700000.000000000000
PA
USD
24896784.900000000000
0.0205705287
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
4.125000000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING 144A LIFE 1ST LIEN 10.5% 05-15-27
02156TAB0
11630000.000000000000
PA
USD
11018378.300000000000
0.0091037404
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.500000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.54% 08-15-47
05526DBF1
31490000.000000000000
PA
USD
23545135.980000000000
0.0194537527
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.540000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 3.222% 08-15-24
05526DAZ8
8000000.000000000000
PA
USD
7856536.000000000000
0.0064913241
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222000000000
N
N
N
N
N
N
AEP TRANSMISSION COMPANY LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION CO LLC SR UNSEC 3.65% 04-01-50
00115AAM1
250000.000000000000
PA
USD
216605.750000000000
0.0001789667
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.650000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV SR UNSEC 4.5% 06-01-50
035240AT7
3400000.000000000000
PA
USD
3270392.000000000000
0.0027021036
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.500000000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL CORP
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER CAP CORP SR UNSEC 2.8% 05-01-30
03040WAW5
1200000.000000000000
PA
USD
1111960.800000000000
0.0009187380
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.800000000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS INC
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS SR UNSEC 1.85% 05-15-27
009158AY2
1857000.000000000000
PA
USD
1739973.720000000000
0.0014376226
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.850000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL SR UNSEC 4.39% 08-15-37
05526DBD6
12465000.000000000000
PA
USD
10347159.110000000000
0.0085491574
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.390000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.5% 03-01-39
097023CE3
1264000.000000000000
PA
USD
958433.060000000000
0.0007918884
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.500000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27
097751BT7
62525000.000000000000
PA
USD
58048835.250000000000
0.0479618248
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
7.875000000000
N
N
N
N
N
N
BROOKFIELD PROPERTY REIT INC
549300K1JD1LDRNBET48
BROOKFIELD PROPERTY REIT INC 144A LIFE SEC 5.75% 05-15-26
11284DAA3
36450000.000000000000
PA
USD
35586317.250000000000
0.0294025660
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.750000000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
ARCONIC CORP 144A LIFE 1ST LIEN 6.0% 05-15-25
03966VAB3
10820000.000000000000
PA
USD
10925830.420000000000
0.0090272744
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.000000000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AIG GROUP SR UNSEC 4.375% 06-30-50
026874DP9
3450000.000000000000
PA
USD
3262596.000000000000
0.0026956623
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.375000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.1% 05-01-26
097023CH6
1454000.000000000000
PA
USD
1395585.550000000000
0.0011530779
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.100000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.9% 05-01-49
097023CK9
3149000.000000000000
PA
USD
2399210.500000000000
0.0019823053
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.900000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.6% 05-01-34
097023CJ2
9000000.000000000000
PA
USD
7652556.000000000000
0.0063227892
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.600000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES 144A LIFE SR UNSEC 7.0% 01-15-28
071734AD9
9470000.000000000000
PA
USD
5271570.200000000000
0.0043555418
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
7.000000000000
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE LLC
N/A
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.55% 02-15-50
12189LBE0
10000000.000000000000
PA
USD
8891490.000000000000
0.0073464366
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.550000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO SR UNSEC 3.75% 02-01-50
097023CQ6
1805000.000000000000
PA
USD
1370383.080000000000
0.0011322548
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.750000000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AIG GROUP SR UNSEC 2.5% 06-30-25
026874DQ7
25000000.000000000000
PA
USD
24100100.000000000000
0.0199122819
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.500000000000
N
N
N
N
N
N
AES CORP (THE)
2NUNNB7D43COUIRE5295
AES CORP 144A LIFE SR UNSEC 3.3% 07-15-25
00130HCB9
17950000.000000000000
PA
USD
17130941.500000000000
0.0141541378
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
3.300000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC SR UNSEC 2.7% 06-03-60
023135BU9
8300000.000000000000
PA
USD
6000833.600000000000
0.0049580828
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.700000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
549300G80QONCHILSF69
AXALTA COATING SYS 144A LIFE SR UNSEC 4.75% 06-15-27
05454NAA7
14076000.000000000000
PA
USD
13468634.680000000000
0.0111282215
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.750000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 6.5% 07-15-25
00774MAN5
4315000.000000000000
PA
USD
4466227.810000000000
0.0036901418
Long
DBT
CORP
NL
N
2
2025-07-15
Fixed
6.500000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 4.5% 09-15-23
00774MAP0
10000000.000000000000
PA
USD
9992340.000000000000
0.0082559944
Long
DBT
CORP
NL
N
2
2023-09-15
Fixed
4.500000000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR FUNDING 144A LIFE SR UNSEC 4.625% 07-15-28
05352TAA7
27540000.000000000000
PA
USD
26579129.400000000000
0.0219605362
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.625000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND 144A LIFE SR UNSEC 5.5% 12-15-27
013822AE1
13410000.000000000000
PA
USD
13261658.580000000000
0.0109572111
Long
DBT
CORP
NL
Y
2
2027-12-15
Fixed
5.500000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC SR UNSEC 1.65% 02-01-28
00206RKG6
7175000.000000000000
PA
USD
6385642.380000000000
0.0052760242
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.650000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQ INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 1.875% 02-01-33
015271AV1
7073000.000000000000
PA
USD
5548648.260000000000
0.0045844726
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.875000000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC SR UNSEC 2.25% 08-15-60
02079KAG2
3900000.000000000000
PA
USD
2723147.700000000000
0.0022499527
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.250000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC
XN8R4HH1TVC1XOCL5P21
AVIS 144A LIFE SR UNSEC 5.75% 07-15-27
053773BE6
12675000.000000000000
PA
USD
12057359.930000000000
0.0099621807
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP SR UNSEC 2.875% 01-15-26
00914AAJ1
24541000.000000000000
PA
USD
23010917.730000000000
0.0190123643
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS 144A LIFE SR UNSEC 3.5% 03-15-29
013092AG6
16020000.000000000000
PA
USD
14062916.700000000000
0.0116192365
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.500000000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.625% 09-10-30
034863AX8
16107000.000000000000
PA
USD
13641727.010000000000
0.0112712360
Long
DBT
CORP
GB
Y
2
2030-09-10
Fixed
2.625000000000
N
N
N
N
N
N
AVAYA INC.
J6LB5QIFSP2MFEFG4U76
AVAYA INC 144A LIFE 1ST LIEN 6.125% 09-15-28
053499AL3
7100000.000000000000
PA
USD
3353791.500000000000
0.0027710110
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.125000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SEC 4.25% 10-15-27
01883LAB9
20465000.000000000000
PA
USD
19101949.140000000000
0.0157826481
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.250000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP
N/A
ASCENT RESOURCES-UTICA LLC 144A LIFE SR UNSEC 9.0% 11-01-27
04364VAK9
959000.000000000000
PA
USD
1165231.030000000000
0.0009627516
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
9.000000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 4.75% 03-15-45
00287YDB2
1203000.000000000000
PA
USD
1193736.900000000000
0.0009863040
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.750000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 2.95% 11-21-26
00287YBV0
2890000.000000000000
PA
USD
2821521.450000000000
0.0023312323
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.950000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSEC 4.55% 03-15-35
00287YCY3
6750000.000000000000
PA
USD
6906863.250000000000
0.0057066738
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.550000000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
ISRAEL ELECTRIC 144A LIFE 8.1% 12-15-96
465077AE5
4905000.000000000000
PA
USD
6674061.830000000000
0.0055143257
Long
DBT
CORP
IL
Y
2
2096-12-15
Fixed
8.100000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE PFD SERIES S PRP JR SUB (H) 6.75% 12-31-49/02-01-24
46625HJQ4
25901000.000000000000
PA
USD
26629465.630000000000
0.0220021256
Long
DBT
CORP
US
N
2
2049-12-31
Variable
6.7500000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 3.54% 05-01-28
46647PAF3
350000.000000000000
PA
USD
339324.650000000000
0.0002803610
Long
DBT
CORP
US
N
2
2028-05-01
Variable
3.5400000000000000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN 144A LIFE SR UNSEC 4.875% 12-15-27
475795AD2
15765000.000000000000
PA
USD
13068869.700000000000
0.0107979227
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.875000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 3.559% 04-23-24
46647PAP1
5400000.000000000000
PA
USD
5391819.000000000000
0.0044548952
Long
DBT
CORP
US
N
2
2024-04-23
Variable
3.5590000000000000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS SA 144A LIFE SR UNSEC 5.5% 01-15-30
46590XAB2
1120000.000000000000
PA
USD
1090557.440000000000
0.0009010538
Long
DBT
CORP
LU
Y
2
2030-01-15
Fixed
5.500000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.301% 10-15-25
46647PBF2
250000.000000000000
PA
USD
240042.500000000000
0.0001983309
Long
DBT
CORP
US
N
2
2025-10-15
Variable
2.3010000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.005% 03-13-26
46647PBH8
23150000.000000000000
PA
USD
21914229.850000000000
0.0181062453
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.0050000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.522% 04-22-31
46647PBL9
4100000.000000000000
PA
USD
3600898.800000000000
0.0029751790
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.5220000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.182% 06-01-28
46647PBR6
4400000.000000000000
PA
USD
4013996.800000000000
0.0033164940
Long
DBT
CORP
US
N
2
2028-06-01
Variable
2.1820000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 3.328% 04-22-52/51
46647PCE4
7500000.000000000000
PA
USD
5999737.500000000000
0.0049571771
Long
DBT
CORP
US
N
2
2052-04-22
Variable
3.3280000000000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
JAZZ SECURITIES DAC SEC 4.375% 01-15-29
47216FAA5
14125000.000000000000
PA
USD
13631755.000000000000
0.0112629968
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.375000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 2.069% 06-01-29
46647PCJ3
20593000.000000000000
PA
USD
18201823.210000000000
0.0150389349
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.0690000000000000
N
N
N
N
N
N
JERSEY CENTRAL POWER & LIGHT COMPANY
549300W9UGH9ZPLNPF79
JERSEY CENTRAL P&L 144A LIFE SR UNSEC 2.75% 03-01-32
476556DD4
1025000.000000000000
PA
USD
905222.600000000000
0.0007479242
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.750000000000
N
N
N
N
N
N
JBS USA FOOD CO
549300O7SUM086E3RD66
JBS USA FOOD 144A LIFE SR UNSEC 3.625% 01-15-32
46592QAA7
5113000.000000000000
PA
USD
4270863.340000000000
0.0035287254
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
3.625000000000
N
N
N
N
N
N
JBS USA FOOD CO
549300O7SUM086E3RD66
JBS USA FOOD 144A LIFE SR UNSEC 2.5% 01-15-27
46592QAB5
12702000.000000000000
PA
USD
11304780.000000000000
0.0093403748
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.500000000000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA 144A LIFE SR UNSEC 3.0% 05-15-32
46590XAD8
9000000.000000000000
PA
USD
7356825.000000000000
0.0060784467
Long
DBT
CORP
LU
Y
2
2032-05-15
Fixed
3.000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 1.561% 12-10-25/24
46647PCT1
21994000.000000000000
PA
USD
20742079.530000000000
0.0171377768
Long
DBT
CORP
US
N
2
2025-12-10
Variable
1.5610000000000000
N
N
N
N
N
N
JBS USA LUX SA
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA 144A SR UNSEC 3.0% 02-02-29
46590XAF3
9210000.000000000000
PA
USD
7939637.070000000000
0.0065599849
Long
DBT
CORP
LU
Y
2
2029-02-02
Fixed
3.000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 4.323% 04-26-28/27
46647PDA1
59000000.000000000000
PA
USD
59272226.000000000000
0.0489726298
Long
DBT
CORP
US
N
2
2028-04-26
Variable
4.3230000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 4.08% 04-26-26/25
46647PCZ7
15000000.000000000000
PA
USD
15003420.000000000000
0.0123963108
Long
DBT
CORP
US
N
2
2026-04-26
Variable
4.0800000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 4.851% 07-25-28/27
46647PDG8
18700000.000000000000
PA
USD
19201328.300000000000
0.0158647583
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.8510000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SUB 3.875% 09-10-24
46625HJY7
150000.000000000000
PA
USD
150998.850000000000
0.0001247601
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.875000000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY SR UNSEC 5.0% 03-01-43
494550BP0
20000000.000000000000
PA
USD
18697420.000000000000
0.0154484130
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.000000000000
N
N
N
N
N
N
KASIKORNBANK PCL (HONG KONG BRANCH)
N/A
KASIKORNBANK PCL HK REG S 3.343% 10-02-31/26
N/A
8320000.000000000000
PA
USD
7491078.400000000000
0.0061893712
Long
DBT
CORP
HK
Y
2
2031-10-02
Variable
3.3430000000000000
N
N
N
N
N
N
KAISER ALUMINUM CORPORATION
N/A
KAISER ALUMINUM 144A LIFE SR UNSEC 4.625% 03-01-28
483007AJ9
12820000.000000000000
PA
USD
10977945.480000000000
0.0090703335
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.625000000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
KRONOS ACQUISITION HOLDINGS INC 144A LIFE SEC 5.0% 12-31-26
50106GAE2
22182000.000000000000
PA
USD
19064963.180000000000
0.0157520891
Long
DBT
CORP
US
Y
2
2026-12-31
Fixed
5.000000000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDINGS INC
N/A
KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27
50106GAF9
10670000.000000000000
PA
USD
8112027.550000000000
0.0067024195
Long
DBT
CORP
US
Y
2
2027-12-31
Fixed
7.000000000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY WILSON SR UNSEC 4.75% 03-01-29
489399AL9
56615000.000000000000
PA
USD
50044829.250000000000
0.0413486562
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.750000000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY WILSON SR UNSEC 5.0% 03-01-31
489399AM7
34353000.000000000000
PA
USD
29335916.120000000000
0.0242382825
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.000000000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
KENNEDY WILSON SR UNSEC 4.75% 02-01-30
489399AN5
33682000.000000000000
PA
USD
28998854.720000000000
0.0239597915
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.750000000000
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
KONTOOR BRANDS 144A LIFE SR UNSEC 4.125% 11-15-29
50050NAA1
5180000.000000000000
PA
USD
4376089.900000000000
0.0036156670
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.125000000000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
KIA CORP 144A LIFE SR UNSEC 2.375% 02-14-25
49374JAC7
4825000.000000000000
PA
USD
4626166.580000000000
0.0038222884
Long
DBT
CORP
KR
Y
2
2025-02-14
Fixed
2.375000000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME SR UNSEC 7.25% 07-15-30
48666KBA6
10295000.000000000000
PA
USD
10359343.750000000000
0.0085592248
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
7.250000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS SR UNSEC 6.875% 11-01-35
501797AL8
23458000.000000000000
PA
USD
21558840.320000000000
0.0178126110
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING PLC SUB 4.582% 12-10-25
539439AM1
7000000.000000000000
PA
USD
6910715.000000000000
0.0057098562
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.582000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS SR UNSEC 6.75% 07-01-36
501797AM6
2555000.000000000000
PA
USD
2322405.580000000000
0.0019188466
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.750000000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.25% 06-15-23
53079EBE3
971000.000000000000
PA
USD
972759.450000000000
0.0008037253
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
LADDER CAP 144A LIFE SR UNSEC 5.25% 10-01-25
505742AG1
4494000.000000000000
PA
USD
4252919.370000000000
0.0035138995
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.250000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING PLC SR UNSEC 4.375% 03-22-28
539439AR0
3950000.000000000000
PA
USD
3906601.350000000000
0.0032277604
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.375000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING PLC SR UNSEC 4.05% 08-16-23
539439AS8
6000000.000000000000
PA
USD
6018936.000000000000
0.0049730396
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.050000000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.569% 02-01-29
53079EBG8
3429000.000000000000
PA
USD
3429973.840000000000
0.0028339553
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.569000000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27
50212YAC8
41845000.000000000000
PA
USD
40622289.100000000000
0.0335634488
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.625000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
LADDER CAP 144A LIFE SR UNSEC 4.25% 02-01-27
505742AM8
22719000.000000000000
PA
USD
20290793.280000000000
0.0167649095
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.250000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING PLC SR UNSEC 2.438% 02-05-26
539439AV1
5600000.000000000000
PA
USD
5338065.600000000000
0.0044104824
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.4380000000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
BATH & BODY WORKS 144A LIFE SR UNSEC 6.625% 10-01-30
501797AW4
13250000.000000000000
PA
USD
12675970.250000000000
0.0104732965
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.625000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS 144A LIFE SR UNSEC 4.375% 01-15-31
536797AF0
4550000.000000000000
PA
USD
4135722.500000000000
0.0034170677
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.375000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III SR UNSEC 3.625% 04-01-51
50249AAJ2
36739000.000000000000
PA
USD
28248139.490000000000
0.0233395263
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.625000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III SR UNSEC 3.8% 10-01-60
50249AAK9
4106000.000000000000
PA
USD
3047892.010000000000
0.0025182669
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.800000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III SR UNSEC 2.25% 10-01-30
50249AAG8
6439000.000000000000
PA
USD
5484463.320000000000
0.0045314409
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.250000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA SR UNSEC 4.875% 01-15-29
513075BW0
21525000.000000000000
PA
USD
20961798.380000000000
0.0173193156
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.875000000000
N
N
N
N
N
N
LIGADO NETWORKS LLC
N/A
LIGADO PIK 144A LIFE SR SEC 1ST LIEN 15.5% 11-01-23
53225HAA8
25777678.000000000000
PA
USD
13726613.540000000000
0.0113413720
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
15.500000000000
N
N
Y
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC SR UNSEC 1.8% 01-15-31
502431AN9
8925000.000000000000
PA
USD
7375611.080000000000
0.0060939684
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.800000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT 144A LIFE SEC 3.75% 01-15-28
538034AX7
5950000.000000000000
PA
USD
5457708.900000000000
0.0045093356
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.750000000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
LEVEL 3 144A LIFE SR UNSEC 3.75% 07-15-29
527298BT9
10000000.000000000000
PA
USD
8301250.000000000000
0.0068587612
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
3.750000000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31
52736RBJ0
28005000.000000000000
PA
USD
25351806.300000000000
0.0209464821
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.500000000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29
50212YAD6
6250000.000000000000
PA
USD
5826468.750000000000
0.0048140169
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.000000000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS II LLC
549300P5V78NNQTG4428
LCM INVESTMENTS HOLDINGS II 144A LIFE SR UNSEC 4.875% 05-01-29
50190EAA2
13147000.000000000000
PA
USD
11263389.870000000000
0.0093061769
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31
50212YAF1
22090000.000000000000
PA
USD
20098542.320000000000
0.0166060656
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
4.375000000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS 144A LIFE SR UNSEC 3.875% 06-01-29
536797AG8
19355000.000000000000
PA
USD
17269479.400000000000
0.0142686023
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
N
LSC COMMUNICATIONS INC
5493000O7BCKOMYMHF87
LSC COMMUNICATIONS 144A LIFE SR SEC 1ST LIEN 8.75% 10-15-23 (ESCROW)
502ESCAA4
25849727.000000000000
PA
USD
251078.400000000000
0.0002074491
Long
DBT
CORP
US
Y
3
2023-10-15
Fixed
8.750000000000
Y
N
N
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
LSB INDUSTRIES 144A LIFE SEC 6.25% 10-15-28
502160AN4
10285000.000000000000
PA
USD
9344385.330000000000
0.0077206333
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
6.250000000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS 144A LIFE SR UNSEC 4.125% 01-31-30
513272AD6
33025000.000000000000
PA
USD
30858427.900000000000
0.0254962310
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.125000000000
N
N
N
N
N
N
LABL INC
549300QIZ0GXGWTMTL10
LABL INC 144A LIFE SR UNSEC 8.25% 11-01-29
50168QAD7
14070000.000000000000
PA
USD
11915531.250000000000
0.0098449972
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
8.250000000000
N
N
N
N
N
N
LINDBLAD EXPEDITIONS LLC
549300MPUWOG67Y2R254
LINDBLAD EXPEDITIONS LLC 144A LIFE SEC 6.75% 02-15-27
53523LAA8
6830000.000000000000
PA
USD
6283087.750000000000
0.0051912903
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
6.750000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANK PLC SR UNSEC 3.75% 03-18-28/27
53944YAS2
12427000.000000000000
PA
USD
12027360.110000000000
0.0099373938
Long
DBT
CORP
GB
N
2
2028-03-18
Variable
3.7500000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSEC 3.7% 10-23-24
61761JVL0
600000.000000000000
PA
USD
603576.000000000000
0.0004986940
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.700000000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL SR UNSEC 6.0% 03-15-23
552953CC3
5355000.000000000000
PA
USD
5407853.850000000000
0.0044681437
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.000000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP SR UNSEC 2.65% 11-03-22
594918BH6
6000000.000000000000
PA
USD
5998002.000000000000
0.0049557432
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.650000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.625% 05-15-31
91282CCB5
31156000.000000000000
PA
USD
28700293.430000000000
0.0237131105
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.375% 05-15-51
912810SX7
2224000.000000000000
PA
USD
1923775.790000000000
0.0015894858
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.0% 08-15-51
912810SZ2
1710100.000000000000
PA
USD
1356423.450000000000
0.0011207209
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 0.75% 08-31-26
91282CCW9
24373000.000000000000
PA
USD
22511304.950000000000
0.0185995681
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY NOTE 1.50% 11-30-28
91282CDL2
10000000.000000000000
PA
USD
9295191.000000000000
0.0076799874
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.375% 02-15-42
912810TF5
72717000.000000000000
PA
USD
63338026.790000000000
0.0523319258
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.875% 05-15-32
91282CEP2
526550000.000000000000
PA
USD
536568140.300000000000
0.4433299481
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TREASURY BOND 2.875% 05-15-52
912810TG3
614000000.000000000000
PA
USD
595004375.000000000000
0.4916118548
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.875000000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVT BK UNSEC 0.75% 10-26-26
298785JP2
9910000.000000000000
PA
USD
9062595.900000000000
0.0074878098
Long
DBT
NUSS
LU
N
2
2026-10-26
Fixed
0.750000000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773100
11994824.000000000000
NS
USD
409263394.880000000000
0.3381466508
Long
EC
CORP
US
N
1
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
MISYS TL 2ND LIEN (L+725) (FLR 1.00) 10.62071% 06-13-25
02034DAF4
46175000.000000000000
PA
USD
41046296.580000000000
0.0339137775
Long
LON
CORP
US
N
2
2025-06-13
Variable
10.6207100000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDINGS/ARU FINANCE CORP
N/A
ASCENT RESOURCES-UTICA LLC TL 144A 2ND LIEN (L+9.00) (FLR 1.0) 10.0% 11-01-25
N/A
6827000.000000000000
PA
USD
7230933.110000000000
0.0059744308
Long
LON
CORP
US
Y
2
2025-11-01
Variable
10.0000000000000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS TL 2ND LIEN (L+550) (FLR 0.75) 7.75043% 09-19-25
N/A
10708000.000000000000
PA
USD
10499194.000000000000
0.0086747736
Long
LON
CORP
US
N
2
2025-09-19
Variable
6.5060000000000000
N
N
N
N
N
N
ASCENSUS INC
N/A
ASCENSUS INC TL (L+650)(FLR 0.5) 8.8125% 08-02-29
N/A
6070000.000000000000
PA
USD
5498406.310000000000
0.0045429611
Long
LON
CORP
US
N
2
2029-08-02
Variable
8.8125000000000000
N
N
N
N
N
N
ASSOCIATED MATERIALS INC
N/A
ASSOCIATED MATERIALS INC TL-B 1ST LIEN (TSFR3M+600)(FLR 0.5) 7.07681% 03-08-29
N/A
30000000.000000000000
PA
USD
27450000.000000000000
0.0226800776
Long
LON
CORP
US
N
2
2029-03-08
Variable
7.0768100000000000
N
N
N
N
N
N
BMC SOFTWARE INC
549300TEWK6ENMZQLF18
BMC SOFTWARE INC TL 2ND LIEN FRN (L+550) (FLR 0.50) 03-31-26
N/A
12375000.000000000000
PA
USD
11560316.630000000000
0.0095515074
Long
LON
CORP
US
N
2
2026-03-31
Variable
6.1283800000000000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CORELOGIC INC TL 2ND LIEN (L+650) (FLR 0.5) 8.875% 06-04-29
N/A
3525000.000000000000
PA
USD
2643750.000000000000
0.0021843517
Long
LON
CORP
US
N
2
2029-06-04
Variable
8.8750000000000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
DIEBOLD NIXDORF TL-B (L+275) 5.125% 11-06-23
25365EAM7
33756698.972000000000
PA
USD
27950546.750000000000
0.0230936455
Long
LON
CORP
US
N
2
2023-11-06
Variable
4.6250000000000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV FINANCING LLC TL 1ST LIEN (L+500)(FLR 0.75) 7.37229% 08-02-27
N/A
13446650.000000000000
PA
USD
12746819.100000000000
0.0105318341
Long
LON
CORP
US
N
2
2027-08-02
Variable
7.3722900000000000
N
N
N
N
N
N
DIGITAL CURRENCY GROUP INC
N/A
DIGITAL CURRENCY GROUP TL 1ST LIEN 8.75% 11-30-26
N/A
9100000.000000000000
PA
USD
7738640.000000000000
0.0063939146
Long
LON
CORP
US
N
3
2026-11-30
Fixed
8.750000000000
N
N
N
N
N
N
DIGITAL CURRENCY GROUP INC
N/A
DIGITAL CURRENCY GROUP TL 1ST LIEN (L+700)(FLR 1.0) 8.0% 11-30-26
N/A
6825000.000000000000
PA
USD
6040807.500000000000
0.0049911105
Long
LON
CORP
US
N
3
2026-11-30
Variable
8.0000000000000000
N
N
N
N
N
N
NESTLE SKIN HEALTH SA
549300XE8DVCIZTGCX55
SUNSHINE LUXEMBOURG TL-B3 1ST LIEN (L+375)(FLR 0.75) 6.00043% 10-01-26
N/A
45915397.735000000000
PA
USD
43899436.280000000000
0.0362711338
Long
LON
CORP
CH
N
2
2026-10-01
Variable
6.0004300000000000
N
N
N
N
N
N
KANTAR GROUP LTD
N/A
KANTAR GROUP TL-B2 1ST LIEN (L+450) (FLR 0.75) 6.75043% 12-04-26
N/A
6332150.000000000000
PA
USD
5999712.130000000000
0.0049571562
Long
LON
CORP
GB
N
2
2026-12-04
Variable
6.7504300000000000
N
N
N
N
N
N
LSC COMMUNICATIONS INC
5493000O7BCKOMYMHF87
LSC COMMUNICATIONS TL-B (PRIME+450) (FLR 3.25) 7.75% 09-30-22
50219CAD7
3696924.648000000000
PA
USD
35908.230000000000
0.0000296685
Long
LON
CORP
US
N
3
2022-09-30
Variable
7.7500000000000000
Y
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY CORP DIP TL (TSFR3M+475)(FLR 0.75) 7.48025% 11-13-23
87422LAP5
68515000.000000000000
PA
USD
68429356.250000000000
0.0565385469
Long
LON
CORP
US
N
2
2023-11-13
Variable
5.9494200000000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY CORP TL-B 1ST LIEN (L+375) 6.12229% 07-08-26
87422LAM2
29286131.220000000000
PA
USD
27992650.660000000000
0.0231284331
Long
LON
CORP
US
N
2
2026-07-08
Variable
6.1222900000000000
Y
N
N
N
N
N
REAL HERO MERGER SUB 2 INC
N/A
TRUCK HERO INC TL-B 1ST LIEN (L+325) (FLR 0.75) 5.87229% 01-31-28
89778PAG2
24874055.420000000000
PA
USD
22619844.150000000000
0.0186892467
Long
LON
CORP
US
N
2
2028-01-31
Variable
5.8722900000000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG INC TL 2ND LIEN (L+525) (FLR 0.5) 7.53514% 05-03-27
N/A
23244189.180000000000
PA
USD
22459697.800000000000
0.0185569286
Long
LON
CORP
US
N
2
2027-05-03
Variable
7.5351400000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T
N/A
JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28
46652WAA1
4858000.000000000000
PA
USD
4342060.970000000000
0.0035875512
Long
ABS-MBS
CORP
US
Y
2
2042-03-05
Fixed
2.287040000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_20-1
N/A
ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26
04285CAA9
422423.660000000000
PA
USD
405904.780000000000
0.0003353717
Long
ABS-CBDO
CORP
US
Y
2
2055-03-25
Fixed
1.662000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_21-1R
N/A
ARRW 21-1R A1 144A FRN 10-25-48
042853AA9
3464465.620000000000
PA
USD
3094329.040000000000
0.0025566347
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
1.1750000000000000
N
N
N
N
N
N
BANK_18-BN10
N/A
BANK 2018-BN10 A4 3.428% 02-15-61
065404BA2
310000.000000000000
PA
USD
305702.160000000000
0.0002525810
Long
ABS-CBDO
CORP
US
N
2
2061-02-17
Fixed
3.428000000000
N
N
N
N
N
N
BANK 18-BN10-A5
549300GL0Y86051URC66
BANK 18-BN10 A5 3.688% 02-15-61/01-18-28
065404BB0
480000.000000000000
PA
USD
476726.880000000000
0.0003938872
Long
ABS-CBDO
CORP
US
N
2
2061-02-15
Fixed
3.688000000000
N
N
N
N
N
N
BANK_18-BN12
N/A
BANK 18-BN12 A4 FRN 05-15-61/05-17-28
06541KBA5
5772000.000000000000
PA
USD
5897806.510000000000
0.0048729585
Long
ABS-CBDO
CORP
US
N
2
2061-05-15
Variable
4.2550000000000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_18-B7
N/A
BMARK 18-B7 A4 FRN 05-15-53/10-17-28
08162TBB8
1844000.000000000000
PA
USD
1907101.680000000000
0.0015757091
Long
ABS-CBDO
CORP
US
N
2
2053-05-15
Variable
4.5100000000000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_18-B8
N/A
BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28
08162UAW0
5996000.000000000000
PA
USD
6107117.870000000000
0.0050458983
Long
ABS-CBDO
CORP
US
N
2
2052-01-15
Fixed
4.231700000000
N
N
N
N
N
N
BANK BANK_19-BN16
N/A
BANK 19-BN16 A4 4.005% 02-15-52
065405AE2
1810000.000000000000
PA
USD
1826328.010000000000
0.0015089713
Long
ABS-CBDO
CORP
US
N
2
2052-02-15
Fixed
4.005000000000
N
N
N
N
N
N
BANK 19-BN17
N/A
BANK 19-BN17 A4 3.714% 04-15-52/03-16-29
065403BC0
240000.000000000000
PA
USD
238025.760000000000
0.0001966646
Long
ABS-CBDO
CORP
US
N
2
2052-04-15
Fixed
3.714000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-3
N/A
BMIR 19-3A M1B 144A FRN (L+160) 07-25-29
07877GAB5
3533633.570000000000
PA
USD
3526753.590000000000
0.0029139179
Long
ABS-CBDO
CORP
US
Y
2
2029-07-25
Variable
3.8590000000000000
N
N
N
N
N
N
BANK BANK_19-BN19
N/A
BANK 19-BN19 A3 3.183% 08-15-61
06540WBD4
2403000.000000000000
PA
USD
2301480.460000000000
0.0019015576
Long
ABS-CBDO
CORP
US
N
2
2061-08-15
Fixed
3.183000000000
N
N
N
N
N
N
BANK_20-BN26
N/A
BANK 20-BN26 A4 2.403% 03-15-63/02-15-30
06540JBG6
3772000.000000000000
PA
USD
3410472.660000000000
0.0028178428
Long
ABS-CBDO
CORP
US
N
2
2063-03-15
Fixed
2.403000000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_20-B17
N/A
BMARK 20-B17 A5 2.289% 03-15-53/02-15-30
08162MAX6
3146000.000000000000
PA
USD
2818856.900000000000
0.0023290307
Long
ABS-CBDO
CORP
US
N
2
2053-03-15
Fixed
2.289000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1
N/A
BRAVO 20-RPL1 A1 144A FRN 05-26-59
10568YAA6
1562712.130000000000
PA
USD
1512077.130000000000
0.0012493270
Long
ABS-CBDO
CORP
US
Y
2
2059-05-26
Variable
2.5000000000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2
N/A
BRAVO 20-RPL2 A1 144A FRN 05-25-59
10569BAA5
2335062.980000000000
PA
USD
2171372.730000000000
0.0017940584
Long
ABS-CBDO
CORP
US
Y
2
2059-05-25
Variable
2.0000000000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR A 144A FRN (L+67) 06-15-38/23
05608WAA2
11508818.370000000000
PA
USD
11091968.970000000000
0.0091645434
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
2.6691400000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR B 144A FRN (L+87) 06-15-38/23
05608WAG9
2026647.730000000000
PA
USD
1938636.500000000000
0.0016017642
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
2.8691400000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR C 144A FRN (L+110) 06-15-38/23
05608WAJ3
1829143.870000000000
PA
USD
1727511.150000000000
0.0014273256
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
3.0991400000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
N/A
BX 21-VOLT B 144A FRN (L+95) 09-15-36/23
05609VAG0
220368.000000000000
PA
USD
208784.360000000000
0.0001725044
Long
ABS-CBDO
CORP
US
Y
2
2036-09-15
Variable
2.9491400000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
N/A
BX 21-VOLT A 144A FRN (L+70) 09-15-36/23
05609VAA3
7624000.000000000000
PA
USD
7343878.990000000000
0.0060677503
Long
ABS-CBDO
CORP
US
Y
2
2036-09-15
Variable
2.6991400000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF
N/A
BX 21-SDMF A 144A FRN (L+58.9) 09-15-34/23
12434CAA2
9923000.000000000000
PA
USD
9490893.040000000000
0.0078416827
Long
ABS-CBDO
CORP
US
Y
2
2034-09-15
Variable
2.5881400000000000
N
N
N
N
N
N
BX TRUST BX_21-ARIA
N/A
BX 21-ARIA B 144A FRN (L+129.7) 10-15-36/26
05608RAE5
9946000.000000000000
PA
USD
9316408.250000000000
0.0076975178
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
3.2961400000000000
N
N
N
N
N
N
BX TRUST BX_21-ARIA
N/A
BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26
05608RAA3
11621000.000000000000
PA
USD
11048386.850000000000
0.0091285345
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
2.8982400000000000
N
N
N
N
N
N
BX TRUST BX_21-ACNT
N/A
BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26
05609QAA4
10508000.000000000000
PA
USD
10181474.410000000000
0.0084122634
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
2.8491400000000000
N
N
N
N
N
N
BANK BANK_22-BNK40
N/A
BANK 22-BNK40 A4 FRN 03-15-64/02-17-32
06541LBG0
4590000.000000000000
PA
USD
4432962.330000000000
0.0036626568
Long
ABS-CBDO
CORP
US
N
2
2064-03-15
Variable
3.5067600000000000
N
N
N
N
N
N
BX TRUST BX_22-IND
N/A
BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27
05609WAA1
10620000.000000000000
PA
USD
10409076.180000000000
0.0086003153
Long
ABS-CBDO
CORP
US
Y
2
2037-04-15
Variable
3.4495800000000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST BMARK_22-B35
N/A
BMARK 22-B35 A5 FRN 05-15-55/05-17-32
08163RBQ8
11644000.000000000000
PA
USD
12241686.520000000000
0.0101144773
Long
ABS-CBDO
CORP
US
N
2
2055-05-15
Variable
4.4456500000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36
N/A
CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26
17324TAE9
1440000.000000000000
PA
USD
1426304.160000000000
0.0011784586
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.616000000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4
54930025J96YEH8FQE77
CSAIL 15-C4 C FRN 11-15-48/11-18-25
12635RBD9
437000.000000000000
PA
USD
423003.760000000000
0.0003494994
Long
ABS-MBS
CORP
US
N
2
2048-11-18
Variable
4.5590800000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_14-LC15
N/A
COMM 14-LC15 AM 4.198% 04-10-47/03-12-24
12591TAG1
550000.000000000000
PA
USD
543551.250000000000
0.0004490996
Long
ABS-CBDO
CORP
US
N
2
2047-04-10
Fixed
4.198000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1
N/A
CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26
17290YAT5
350000.000000000000
PA
USD
338456.650000000000
0.0002796438
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.514000000000
N
N
N
N
N
N
PRESTIGE AUTO RECEIVABLES TRUST PART_19-1
N/A
PART 19-1A C 144A 2.7% 10-15-24/01-17-23
74113NAE8
2216850.600000000000
PA
USD
2211543.460000000000
0.0018272487
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
2.700000000000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1
N/A
PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29
69701YAA0
937324.930000000000
PA
USD
927600.180000000000
0.0007664133
Long
ABS-O
CORP
US
Y
2
2029-04-20
Variable
3.6098600000000000
N
N
N
N
N
N
RACE POINT CLO LTD RACEP_15-9A
549300C3570PBQ31OI09
RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30
74982WAA4
18501000.000000000000
PA
USD
18213438.960000000000
0.0150485322
Long
ABS-O
CORP
KY
Y
2
2030-10-15
Variable
3.4520000000000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST 144A LIFE 1.631% 11-15-26
78403DAT7
23592000.000000000000
PA
USD
21424461.410000000000
0.0177015828
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.631000000000
N
N
N
N
N
N
GLOBAL SC FINANCE SRL SEACO_21-2
549300JZYOMTAKV6RT73
SEACO 21-2A A 144A 1.95% 08-17-41
37959PAG2
24327673.110000000000
PA
USD
22077412.000000000000
0.0182410717
Long
ABS-O
CORP
US
Y
2
2041-08-17
Fixed
1.950000000000
N
N
N
N
N
N
GLOBAL SC FINANCE SRL SEACO_21-2
549300JZYOMTAKV6RT73
SEACO 21-2A B 144A 2.49% 08-17-41
37959PAH0
2283197.170000000000
PA
USD
2017138.490000000000
0.0016666250
Long
ABS-O
CORP
US
Y
2
2041-08-17
Fixed
2.490000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 21-2 B 0.59% 09-15-25/07-17-23
80286XAD6
4137000.000000000000
PA
USD
4086106.630000000000
0.0033760734
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.590000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 21-2 D 1.35% 07-15-27/04-15-25
80286XAF1
4938000.000000000000
PA
USD
4655566.150000000000
0.0038465793
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.350000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART 21-2 C 0.9% 06-15-26/05-15-24
80286XAE4
7703000.000000000000
PA
USD
7493624.760000000000
0.0061914751
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.900000000000
N
N
N
N
N
N
SLAM_21-1
N/A
SLAM 21-1 A 144A 2.434% 06-15-46/28
78449AAA0
8388835.400000000000
PA
USD
7362000.000000000000
0.0060827225
Long
ABS-O
CORP
US
Y
2
2046-06-15
Fixed
2.434000000000
N
N
N
N
N
N
SLAM_21-1
N/A
SLAM 21-1 B 144A 3.422% 06-15-46/28
78449AAC6
1543888.800000000000
PA
USD
1328090.200000000000
0.0010973111
Long
ABS-O
CORP
US
Y
2
2046-06-15
Fixed
3.422000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3
N/A
SDART 21-3 D 1.33% 09-15-27/06-16-25
80287EAF2
3708000.000000000000
PA
USD
3490047.470000000000
0.0028835901
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.330000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3
N/A
SDART 21-3 C 0.95% 09-15-27/07-15-24
80287EAE5
4974000.000000000000
PA
USD
4795945.720000000000
0.0039625654
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.950000000000
N
N
N
N
N
N
SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1
N/A
SPSS 21-1 A 144A 1.95% 09-15-75
78472VAA4
5530059.970000000000
PA
USD
5168908.340000000000
0.0042707192
Long
ABS-O
CORP
US
Y
2
2075-09-15
Fixed
1.950000000000
N
N
N
N
N
N
STONEPEAK 2021-1 ABS SALTT_21-1A
N/A
SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28
78433XAB6
7239429.030000000000
PA
USD
6660586.000000000000
0.0055031915
Long
ABS-O
CORP
US
Y
2
2033-02-28
Fixed
2.675000000000
N
N
N
N
N
N
STONEPEAK 2021-1 ABS SALTT_21-1A
N/A
SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27
78433XAA8
7307338.210000000000
PA
USD
6800786.220000000000
0.0056190295
Long
ABS-O
CORP
US
Y
2
2033-02-28
Fixed
2.301000000000
N
N
N
N
N
N
STELLAR JAY US LLC STELLAR_21-1
N/A
STELR 21-1 A 144A 3.967% 10-15-41/03-15-28
858558AA7
7990816.600000000000
PA
USD
7178709.910000000000
0.0059312823
Long
ABS-O
CORP
US
Y
2
2041-10-15
Fixed
3.967000000000
N
N
N
N
N
N
SPRITE LIMITED SPRTE_21-1
N/A
SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28
85208UAA2
17581623.240000000000
PA
USD
16065718.100000000000
0.0132740158
Long
ABS-O
CORP
US
Y
2
2046-11-15
Fixed
3.750000000000
N
N
N
N
N
N
SOLRR AIRCRAFT LLC SOLRR_21-1
N/A
SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28
83438LAA9
10307445.830000000000
PA
USD
9534016.320000000000
0.0078773126
Long
ABS-O
CORP
IE
Y
2
2046-10-15
Fixed
2.636000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2
N/A
SDART 19-2 D 3.22% 07-15-25/06-15-23
80286GAG6
3766600.320000000000
PA
USD
3748863.400000000000
0.0030974322
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.220000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1
N/A
SDART 20-1 B 3.03% 11-15-24/12-15-22
80287AAE3
181501.290000000000
PA
USD
181451.380000000000
0.0001499210
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.030000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1
N/A
SDART 20-1 C 4.11% 12-15-25/01-16-24
80287AAF0
21000000.000000000000
PA
USD
20987736.000000000000
0.0173407461
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
4.110000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 A1 144A 1.69% 07-15-60/25
12530MAA3
24519122.190000000000
PA
USD
22544817.950000000000
0.0186272576
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.690000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 B1 144A 2.28% 07-15-60/25
12530MAC9
5451221.730000000000
PA
USD
5000667.350000000000
0.0041317131
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.280000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 A2 144A 1.99% 07-15-60/27
12530MAB1
6002376.450000000000
PA
USD
5291370.950000000000
0.0043719018
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.990000000000
N
N
N
N
N
N
SORT_20-1
N/A
SORT 20-1 B2 144A 2.6% 07-15-60/27
12530MAD7
579917.210000000000
PA
USD
511230.660000000000
0.0004223953
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.600000000000
N
N
N
N
N
N
SEACO_20-1
N/A
SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30
37959PAA5
9681518.860000000000
PA
USD
8940853.620000000000
0.0073872224
Long
ABS-O
CORP
US
Y
2
2040-10-17
Fixed
2.170000000000
N
N
N
N
N
N
GLOBAL SC FINANCE VII SRL
N/A
SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30
37959PAC1
17630095.340000000000
PA
USD
16264591.570000000000
0.0134383315
Long
ABS-O
CORP
US
Y
2
2040-11-19
Fixed
2.260000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART 20-3 C 1.12% 01-15-26/11-15-23
80285WAF4
6861107.980000000000
PA
USD
6770719.740000000000
0.0055941876
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.120000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART 20-3 D 1.64% 11-16-26/09-16-24
80285WAG2
4422000.000000000000
PA
USD
4290989.410000000000
0.0035453542
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.640000000000
N
N
N
N
N
N
SOUND POINT CLO LTD SNDPT_15-1RA
N/A
SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30
83607HAL9
11925000.000000000000
PA
USD
11786705.780000000000
0.0097385575
Long
ABS-O
CORP
KY
Y
2
2030-04-15
Variable
3.5920000000000000
N
N
N
N
N
N
CLIF FUNDING VII LLC CLIF_21-1
N/A
CLIF 21-1A A 144A 1.64% 02-18-46/31
12565KAA5
17749993.550000000000
PA
USD
15861181.240000000000
0.0131050208
Long
ABS-O
CORP
US
Y
2
2046-02-18
Fixed
1.640000000000
N
N
N
N
N
N
CLIF FUNDING VII LLC CLIF_21-1
N/A
CLIF 21-1A B 144A 2.38% 02-18-46/31
12565KAC1
689353.430000000000
PA
USD
607136.310000000000
0.0005016357
Long
ABS-O
CORP
US
Y
2
2046-02-18
Fixed
2.380000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_21-1
N/A
SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26
12530MAE5
15433050.100000000000
PA
USD
13843847.200000000000
0.0114382342
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.530000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_21-1
N/A
SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26
12530MAG0
2913770.660000000000
PA
USD
2550161.220000000000
0.0021070257
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.980000000000
N
N
N
N
N
N
GLOBAL SC FINANCE SRL SEACO_21-1A
N/A
SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32
37959PAE7
28176013.970000000000
PA
USD
25530286.260000000000
0.0210939481
Long
ABS-O
CORP
US
Y
2
2041-04-17
Fixed
1.860000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1
N/A
TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29
88315LAE8
7389462.820000000000
PA
USD
6998050.360000000000
0.0057820155
Long
ABS-O
CORP
US
Y
2
2045-08-21
Fixed
2.730000000000
N
N
N
N
N
N
TRITON INTERNAL FINANCE TIF_20-1
N/A
TIF 20-1 A 144A 2.09% 08-20-45/02-22-28
872480AA6
7486150.030000000000
PA
USD
6802904.090000000000
0.0056207793
Long
ABS-O
CORP
US
Y
2
2045-08-20
Fixed
2.090000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC TCF_20-1
N/A
TCF 20-1 A 144A 2.11% 09-20-45/05-20-30
89680HAA0
26250206.770000000000
PA
USD
23703332.960000000000
0.0195844602
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.110000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2
549300WW1K7EYP0YPC14
TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30
88315LAG3
7054729.690000000000
PA
USD
6457335.180000000000
0.0053352591
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.100000000000
N
N
N
N
N
N
TAL ADVANTAGE LLC TAL_20-1A
N/A
TAL 20-1A A 144A 2.05% 09-20-45/05-21-29
87407RAA4
4964510.000000000000
PA
USD
4552505.320000000000
0.0037614271
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.050000000000
N
N
N
N
N
N
TRITON INTERNAL FINANCE TIF_21-1A
N/A
TIF 21-1A B 144A 2.54% 02-20-46
872480AF5
212100.000000000000
PA
USD
185671.280000000000
0.0001534076
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
2.540000000000
N
N
N
N
N
N
TRITON INTERNAL FINANCE TIF_21-1A
N/A
TIF 21-1A A 144A 1.65% 02-20-46
872480AE8
5895496.250000000000
PA
USD
5180443.300000000000
0.0042802498
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
1.650000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1
549300Q7RHLEMSLA9Y26
TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28
88315LAN8
571659.860000000000
PA
USD
513385.430000000000
0.0004241756
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
2.520000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1
549300Q7RHLEMSLA9Y26
TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28
88315LAL2
13279606.720000000000
PA
USD
11773141.570000000000
0.0097273503
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
1.680000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC TCF_21-1
N/A
TCF 21-1A B 144A 2.58% 03-20-46/12-20-30
89680HAF9
541753.340000000000
PA
USD
477017.070000000000
0.0003941269
Long
ABS-O
CORP
US
Y
2
2046-03-20
Fixed
2.580000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE LLC TCF_21-1
N/A
TCF 21-1A A 144A 1.86% 03-20-46/12-20-30
89680HAE2
17508120.070000000000
PA
USD
15538211.450000000000
0.0128381727
Long
ABS-O
CORP
US
Y
2
2046-03-20
Fixed
1.860000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2
N/A
TMCL 21-2A A 144A 2.23% 04-20-46
88315LAQ1
23670000.000000000000
PA
USD
21379998.510000000000
0.0176648461
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.230000000000
N
N
N
N
N
N
NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1
N/A
USRE 21-1 A1 144A 1.91% 10-20-61/26
643821AA9
64437000.000000000000
PA
USD
56989113.790000000000
0.0470862486
Long
ABS-O
CORP
US
Y
2
2061-10-20
Fixed
1.910000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2
N/A
WLAKE 21-2 B 144A 0.62% 07-15-26
96042RAD0
5157000.000000000000
PA
USD
4984653.060000000000
0.0041184815
Long
ABS-O
CORP
US
Y
2
2026-07-15
Fixed
0.620000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2
N/A
WLAKE 21-2 C 144A 0.89% 07-15-26
96042RAE8
6654000.000000000000
PA
USD
6330722.060000000000
0.0052306473
Long
ABS-O
CORP
US
Y
2
2026-07-15
Fixed
0.890000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2
N/A
WLAKE 21-2 D 144A 1.23% 12-15-26
96042RAF5
4413000.000000000000
PA
USD
4145638.400000000000
0.0034252605
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.230000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A
N/A
WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25
96042WAG2
2924000.000000000000
PA
USD
2793870.300000000000
0.0023083860
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
3.490000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3
N/A
WLAKE 20-3A C 144A 1.24% 11-17-25
96042QAJ9
3374000.000000000000
PA
USD
3295436.410000000000
0.0027227961
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
1.240000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3
N/A
WLAKE 20-3A D 144A 1.65% 02-17-26
96042QAL4
6549000.000000000000
PA
USD
6304938.420000000000
0.0052093440
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
1.650000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 4.329% 09-21-28
92343VER1
14870000.000000000000
PA
USD
15263980.650000000000
0.0126115944
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIB 144A SR UNSEC 7.125% 06.15.25
95081QAN4
5905000.000000000000
PA
USD
6111675.000000000000
0.0050496635
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.125000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA SR UNSEC 3.75% 02-15-28
513075BR1
5094000.000000000000
PA
USD
4797783.900000000000
0.0039640842
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.750000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA SR UNSEC 3.625% 01-15-31
513075BZ3
8515000.000000000000
PA
USD
7504099.200000000000
0.0062001294
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.625000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY SR UNSEC 5.375% 02-01-29
845467AR0
8980000.000000000000
PA
USD
8790881.200000000000
0.0072633103
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.375000000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NORWEGIAN CRUISE LINES 144A LIFE SR UNSEC 7.75% 02-15-29
62886HBG5
10560000.000000000000
PA
USD
8490504.000000000000
0.0070151290
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.750000000000
N
N
N
N
N
N
CONSTELLATION OIL SERVICES HOLDING SA
54930059EGCX1QIQVD73
CONSTELLATION OIL SERVICES HOLDING 144A LIFE 1ST LIEN SF 13.5% 06-30-25
21038MAP8
8658609.000000000000
PA
USD
8658609.000000000000
0.0071540227
Long
DBT
CORP
LU
Y
3
2025-06-30
Fixed
13.500000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE SR UNSEC 4.586% 04-26-33/32
46647PDC7
598000.000000000000
PA
USD
606040.110000000000
0.0005007299
Long
DBT
CORP
US
N
2
2033-04-26
Variable
4.5860000000000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30
603051AD5
30090000.000000000000
PA
USD
30514720.350000000000
0.0252122487
Long
DBT
CORP
AU
Y
2
2030-05-01
Fixed
8.500000000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONAL LTD BERMUDA
549300A2JKMG5PGOGF82
WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 11.0% 12-01-24
947075AP2
8342000.000000000000
PA
USD
8458938.160000000000
0.0069890482
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
11.000000000000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LP
549300PUNBPJCGT6X741
SUN COMMUNITIES LP SR UNSEC 2.3% 11-01-28
866677AF4
6066000.000000000000
PA
USD
5305220.480000000000
0.0043833447
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.300000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP SR UNSEC 3.40% 10-29-33
00774MAY1
8248000.000000000000
PA
USD
6814926.500000000000
0.0056307126
Long
DBT
CORP
NL
N
2
2033-10-29
Fixed
3.400000000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP FINANCE CORP SR UNSEC 4.5% 04-30-30
86765LAZ0
6950000.000000000000
PA
USD
6104185.000000000000
0.0050434750
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.500000000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN 144A LIFE SR UNSEC 0.8% 02-10-24
817826AB6
11565000.000000000000
PA
USD
11060384.360000000000
0.0091384472
Long
DBT
CORP
US
Y
2
2024-02-10
Fixed
0.800000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 2.85% 09-26-24
928668BA9
4870000.000000000000
PA
USD
4751902.500000000000
0.0039261755
Long
DBT
CORP
US
Y
2
2024-09-26
Fixed
2.850000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP 144A LIFE 4.625% 12-01-29
92564RAB1
13845000.000000000000
PA
USD
13205499.450000000000
0.0109108107
Long
DBT
CORP
US
Y
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 144A LIFE 4.25% 12-01-26
92564RAA3
3660000.000000000000
PA
USD
3445637.460000000000
0.0028468971
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP SR UNSEC 144A LIFE 3.5% 02-15-25
92564RAC9
9115000.000000000000
PA
USD
8625086.980000000000
0.0071263258
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.500000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP SR UNSEC 144A LIFE 4.125% 08-15-30
92564RAE5
36865000.000000000000
PA
USD
33738663.680000000000
0.0278759749
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE 144A LIFE SR UNSEC 4.25% 02-15-30
92047WAD3
11680000.000000000000
PA
USD
10613499.200000000000
0.0087692162
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC 144A LIFE SR UNSEC 6.25% 05-15-25
91879QAL3
9270000.000000000000
PA
USD
9489096.450000000000
0.0078401983
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.250000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 3.125% 05-12-23
928668BD3
2000000.000000000000
PA
USD
1987550.000000000000
0.0016421781
Long
DBT
CORP
US
Y
2
2023-05-12
Fixed
3.125000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 3.35% 05-13-25
928668BE1
6326000.000000000000
PA
USD
6201320.870000000000
0.0051237318
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.350000000000
N
N
N
N
N
N
VENATOR FINANCE SARL/VENATOR MATERIALS CORP
N/A
VENATOR FIN 144A LIFE SEC 9.5% 07-01-25
9226ALAA2
24857000.000000000000
PA
USD
24404229.750000000000
0.0201635638
Long
DBT
CORP
LU
Y
2
2025-07-01
Fixed
9.500000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA 144A LIFE SEC 4.5% 08-15-30
92769XAR6
26070000.000000000000
PA
USD
23530260.600000000000
0.0194414622
Long
DBT
CORP
GB
Y
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS 144A LIFE SEC 7.5% 09-01-25
92346LAE3
7115000.000000000000
PA
USD
6023993.020000000000
0.0049772178
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.500000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
213800MRR46ECNGZ7L69
VIRGIN MEDIA O2 144A LIFE SEC 4.25% 01-31-31
92858RAA8
25888000.000000000000
PA
USD
22732123.360000000000
0.0187820154
Long
DBT
CORP
GB
Y
2
2031-01-31
Fixed
4.250000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 1.25% 11-24-25
928668BL5
6021000.000000000000
PA
USD
5474275.140000000000
0.0045230231
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.250000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE 144A LIFE SR UNSEC 3.625% 06-15-31
92047WAG6
14104000.000000000000
PA
USD
11715064.480000000000
0.0096793651
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
3.625000000000
N
N
N
N
N
N
VM FUND
N/A
VM FUND I 144A LIFE 1ST LIEN SF 8.625% 01-15-28
91842WAB6
16924129.000000000000
PA
USD
16670267.070000000000
0.0137735137
Long
DBT
CORP
US
Y
3
2028-01-15
Fixed
8.625000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 2.55% 03-21-31
92343VGJ7
6100000.000000000000
PA
USD
5427182.200000000000
0.0044841134
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.550000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSEC 3.4% 03-22-41
92343VGK4
10000000.000000000000
PA
USD
8529220.000000000000
0.0070471174
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.400000000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY 144A LIFE SR UNSEC 6.75% 04-15-29
92735LAA0
10180000.000000000000
PA
USD
10555133.000000000000
0.0087209922
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.750000000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VERISIGN INC SR UNSEC 2.70% 06-15-31
92343EAM4
3020000.000000000000
PA
USD
2574510.740000000000
0.0021271440
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.700000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC SEC 144A LIFE 4.75% 07-15-31
92858RAB6
1068000.000000000000
PA
USD
967800.240000000000
0.0007996279
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS 144A LIFE SEC 3.875% 08-15-29
92328MAA1
20300000.000000000000
PA
USD
18779733.000000000000
0.0155164227
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS 144A LIFE SEC 4.125% 08-15-31
92328MAB9
36865000.000000000000
PA
USD
34065840.550000000000
0.0281462990
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
VIAVI SOLUTIONS 144A LIFE SR UNSEC 3.75% 10-01-29
925550AF2
4675000.000000000000
PA
USD
4125140.530000000000
0.0034083245
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.750000000000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER COMPANY
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC & PWR SR UNSEC 2.4% 03-30-32
927804GG3
9625000.000000000000
PA
USD
8595375.250000000000
0.0071017770
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
2.400000000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ SECURED FINANCING 144A LIFE SEC 5.0% 01-15-32
91845AAA3
21790000.000000000000
PA
USD
19465115.950000000000
0.0160827082
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.000000000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN AMERICA 144A LIFE SR UNSEC 4.35% 06-08-27
928668BS0
9175000.000000000000
PA
USD
9131804.100000000000
0.0075449918
Long
DBT
CORP
US
Y
2
2027-06-08
Fixed
4.350000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
WYNN LAS VEGAS 144A LIFE SR UNSEC 4.25% 05-30-23
983130AU9
15648000.000000000000
PA
USD
15549495.840000000000
0.0128474963
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.250000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS SR UNSEC 4.65% 07-01-26
958254AF1
5000000.000000000000
PA
USD
4969100.000000000000
0.0041056311
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.650000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS SR UNSEC 5.45% 04-01-44
958254AD6
1210000.000000000000
PA
USD
1084541.150000000000
0.0008960830
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.450000000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP SR UNSEC 5.0% 08-15-46
960413AS1
350000.000000000000
PA
USD
334525.450000000000
0.0002763957
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
5.000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 3.584% 05-22-28/27
95000U2A0
281000.000000000000
PA
USD
271911.900000000000
0.0002246624
Long
DBT
CORP
US
N
2
2028-05-22
Variable
3.5840000000000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP SR UNSEC 4.375% 11-15-47
960413AU6
300000.000000000000
PA
USD
263825.400000000000
0.0002179811
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.375000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS SR UNSEC 4.5% 03-01-28
958254AH7
30415000.000000000000
PA
USD
29396097.500000000000
0.0242880063
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.500000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 4.75% 08-15-28
958254AK0
3540000.000000000000
PA
USD
3464580.300000000000
0.0028625483
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.750000000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (DBA WABTEC CORP)
06BTX5UWZD0GQ5N5Y745
WABTEC SR UNSEC 4.40% 30-15-24
960386AN0
1491000.000000000000
PA
USD
1494403.950000000000
0.0012347249
Long
DBT
CORP
US
N
2
2024-03-15
Variable
4.4000000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.406% 10-30-25
95000U2H5
16860000.000000000000
PA
USD
16239720.600000000000
0.0134177823
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.4060000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.879% 10-30-30
95000U2G7
8120000.000000000000
PA
USD
7378830.760000000000
0.0060966286
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.8790000000000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS 144A LIFE 1ST LIEN 4.625% 03-01-30
98310WAQ1
5750000.000000000000
PA
USD
4719036.500000000000
0.0038990206
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.625000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 4.3% 02-01-30
958667AC1
13900000.000000000000
PA
USD
13030346.500000000000
0.0107660936
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.5500000000000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OP SR UNSEC 4.35% 02-01-25
958667AB3
9602000.000000000000
PA
USD
9421482.400000000000
0.0077843334
Long
DBT
CORP
US
N
2
2025-02-01
Variable
3.6000000000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP SUB 2.894% 02-04-30
961214EM1
7000000.000000000000
PA
USD
6662012.000000000000
0.0055043697
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
2.8940000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.164% 02-11-26
95000U2K8
12000000.000000000000
PA
USD
11450868.000000000000
0.0094610774
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.1640000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 2.572% 02-11-31
95000U2J1
13850000.000000000000
PA
USD
12226156.750000000000
0.0101016461
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.5720000000000000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO SR UNSEC 5.013% 04-04-51
95000U2M4
4150000.000000000000
PA
USD
4316427.450000000000
0.0035663719
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.0130000000000000
N
N
N
N
N
N
WISCONSIN POWER AND LIGHT COMPANY
JWBYHVQVMY66CVCOSO49
WISCONSIN POWER & LIGHT SR UNSEC 3.65% 04-01-50
976826BN6
350000.000000000000
PA
USD
297227.000000000000
0.0002455786
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.650000000000
N
N
N
N
N
N
SCANDINAVIAN TOBACCO GROUP A/S
5299003KG4JS99TRML67
SCANDINAVIAN TOBACCO GROUP A/S
N/A
2636362.000000000000
NS
50427218.660000000000
0.0416645987
Long
EC
CORP
DK
N
2
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL
87165B103
13519951.000000000000
NS
USD
452647959.480000000000
0.3739923810
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206R102
13000000.000000000000
NS
USD
244140000.000000000000
0.2017163625
Long
EC
CORP
US
N
1
N
N
N
TORONTO DOMINION BANK (THE)
PT3QB789TSUIDF371261
TORONTO DOMINION BANK (THE)
891160509
6737346.000000000000
NS
437634173.040000000000
0.3615875052
Long
EC
CORP
CA
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89832Q109
2712800.000000000000
NS
USD
136915016.000000000000
0.1131236135
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612E106
3569500.000000000000
NS
USD
583184910.000000000000
0.4818462306
Long
EC
CORP
US
N
1
N
N
N
TISCO FINANCIAL GROUP PCL
529900OOUQI3OWX2WU06
TISCO FINANCIAL GROUP PCL FR
N/A
10000000.000000000000
NS
24392435.450000000000
0.0201538189
Long
EC
CORP
TH
N
2
N
N
N
TOURMALINE OIL CORP
549300LCHLN94A7Y1572
TOURMALINE OIL CORP
89156V106
10557500.000000000000
NS
661456581.160000000000
0.5465168163
Long
EC
CORP
CA
N
1
N
N
TC ENERGY CORP
549300UGKOFV2IWJJG27
TC ENERGY CORP
87807B107
20122000.000000000000
NS
1072764780.760000000000
0.8863529509
Long
EC
CORP
CA
N
1
N
N
N
TRYG A/S
213800ZRS8AC4LSTCE39
TRYG A/S
N/A
8288203.000000000000
NS
188650960.910000000000
0.1558695241
Long
EC
CORP
DK
N
2
N
N
N
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
549300KB6NK5SBD14S87
TAIWAN SEMICONDUCTOR MFG CO ADR
874039100
1543000.000000000000
NS
USD
136524640.000000000000
0.1128010722
Long
EC
CORP
TW
N
1
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
5352400.000000000000
NS
273029100.640000000000
0.2255854717
Long
EC
CORP
FR
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
3548185.000000000000
NS
USD
634734814.650000000000
0.5244384287
Long
EC
CORP
US
N
1
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 20YR FUT USU2 09-21-22
N/A
686.000000000000
NC
USD
2409093.060000000000
0.0019904706
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 20YR FUT USU2 09-21-22
2022-09-21
98784000.000000000000
USD
2409093.060000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT TYU2 09-21-22
N/A
8557.000000000000
NC
USD
25716310.610000000000
0.0212476474
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT TYU2 09-21-22
2022-09-21
1036600370.910000000000
USD
25716310.610000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 30YR FUT ULTRA WNU2 09-21-22
N/A
1454.000000000000
NC
USD
9409284.910000000000
0.0077742555
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 30YR FUT ULTRA WNU2 09-21-22
2022-09-21
230186375.000000000000
USD
9409284.910000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT ULTRA UXYU2 09-21-22
N/A
737.000000000000
NC
USD
5536638.800000000000
0.0045745500
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT ULTRA UXYU2 09-21-22
2022-09-21
96731250.000000000000
USD
5536638.800000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 2YR FUT TUU2 09-30-22
N/A
8753.000000000000
NC
USD
-10491325.590000000000
-0.0086682725
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 2YR FUT TUU2 09-30-22
2022-09-30
-1842164607.820000000000
USD
-10491325.590000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 5YR FUT FVU2 09-30-22
N/A
4797.000000000000
NC
USD
6547238.220000000000
0.0054095399
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 5YR FUT FVU2 09-30-22
2022-09-30
545546308.320000000000
USD
6547238.220000000000
N
N
N
UPM-KYMMENE OYJ
213800EC6PW5VU4J9U64
UPM-KYMMENE OYJ
N/A
6317526.000000000000
NS
199960998.830000000000
0.1652142432
Long
EC
CORP
FI
N
2
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC CL B
911312106
3127500.000000000000
NS
USD
609518475.000000000000
0.5036038735
Long
EC
CORP
US
N
1
N
N
N
VALE SA
254900SMTWBX7RU2SR20
VALE SA ON
N/A
17911900.000000000000
NS
241463254.480000000000
0.1995047488
Long
EC
CORP
BR
N
1
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
VAR ENERGI ASA
N/A
15950645.000000000000
NS
63838995.220000000000
0.0527458422
Long
EC
CORP
NO
N
2
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
VICI PROPERTIES INC (REIT)
925652109
44135717.000000000000
NS
USD
1509000164.230000000000
1.2467847309
Long
EC
CORP
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913Y100
2209000.000000000000
NS
USD
244690930.000000000000
0.2021715587
Long
EC
CORP
US
N
1
N
N
N
VENTIA SERVICES GROUP PTY LTD
549300DFPWYJ2KFSLN90
VENTIA SERVICES GROUP PTY LTD
N/A
2071647.000000000000
NS
3884638.530000000000
0.0032096140
Long
EC
CORP
AU
N
2
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
69981.000000000000
NS
USD
678115.890000000000
0.0005602813
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
24928633.000000000000
NS
USD
1151453558.270000000000
0.9513681634
Long
EC
CORP
US
N
1
N
N
N
WALGREENS BOOTS ALLIANCE INC
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427108
5500000.000000000000
NS
USD
217910000.000000000000
0.1800442884
Long
EC
CORP
US
N
1
N
N
N
WARNER BROS DISCOVERY INC
5493006ZCRFWKF6B1K26
WARNER BROS DISCOVERY INC
934423104
2419170.000000000000
NS
USD
36287550.000000000000
0.0299819472
Long
EC
CORP
US
N
1
N
N
N
WOODSIDE ENERGY GROUP LTD
2549005ZC5RXAOO7FH41
WOODSIDE ENERGY GROUP LTD CDI
N/A
889049.000000000000
NS
20275623.090000000000
0.0167523754
Long
EC
CORP
AU
N
2
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO PFD CL A SER Q DEP SHS (1/1000TH 5.85% SER Q PFD) PERP NON-CUM
949746556
555913.000000000000
NS
USD
13603191.110000000000
0.0112393964
Long
EP
CORP
US
N
1
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC (REIT)
92936U109
1820000.000000000000
NS
USD
162526000.000000000000
0.1342842367
Long
EC
CORP
US
N
1
N
N
N
WATSCO INC
549300F1Y3LN5BX5WN75
WATSCO INC
942622200
774800.000000000000
NS
USD
212256460.000000000000
0.1753731508
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
8689933.000000000000
NS
USD
842315205.690000000000
0.6959480602
Long
EC
CORP
US
N
1
N
N
N
ZURICH INSURANCE GROUP AG
529900QVNRBND50TXP03
ZURICH INSURANCE GROUP AG
N/A
1356885.000000000000
NS
592296263.950000000000
0.4893743258
Long
EC
CORP
CH
N
2
N
N
N
BLACKROCK FEDFUND
N/A
BLACKROCK FEDFUND
09248U700
24300000
PA
USD
24300000
0.0200774458
Long
EC
RF
US
N
1
N
N
GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND
N/A
GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND
38141W273
45200000
PA
USD
45200000
0.0373457016
Long
EC
RF
US
N
1
N
N
MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO
N/A
MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO
61747C707
27800000
PA
USD
27800000
0.0229692589
Long
EC
RF
US
N
1
N
N
INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO
N/A
INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO
825252885
22413555.04
PA
USD
22413555.04
0.0185188039
Long
EC
RF
US
N
1
N
N
STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND
N/A
STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND
857492706
48700000
PA
USD
48700000
0.0402375148
Long
EC
RF
US
N
1
N
N
CAPITAL GROUP CENTRAL CASH FUND
549300YD0SRETB6WWP29
CAPITAL GROUP CENTRAL CASH FUND
14020B102
179877252.66
PA
USD
179877252.66
0.1486204027
Long
EC
RF
US
N
1
N
N
2022-09-27
Income Fund of America
Scott Lewis
Scott Lewis
Analyst