0001752724-21-044458.txt : 20210301
0001752724-21-044458.hdr.sgml : 20210301
20210226182109
ACCESSION NUMBER: 0001752724-21-044458
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210301
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II
CENTRAL INDEX KEY: 0000872649
IRS NUMBER: 043113285
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06241
FILM NUMBER: 21692383
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006701
Loomis Sayles Investment Grade Bond Fund
C000018234
Class A
LIGRX
C000018236
Class C
LGBCX
C000018238
Class Y
LSIIX
C000082998
Admin Class
LIGAX
C000125485
Class N
LGBNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872649
XXXXXXXX
S000006701
C000125485
C000018234
C000082998
C000018236
C000018238
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2822
Loomis Sayles Investment Grade Bond Fund
S000006701
LXBMZ6T88WCKRZUWOE84
2020-12-31
2020-12-31
N
6040125495.63
19449910.27
6020675585.36
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
10622000.00000000
PA
USD
13286913.32000000
0.220688079462
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.33000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
24360000.00000000
PA
USD
24497229.14000000
0.406885054553
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.88000000
N
N
N
N
N
N
AMER AIRLINE 16-3 A PTT
N/A
American Airlines 2016-3 Class A Pass Through Trust
023771S25
12726244.66000000
PA
USD
11528251.98000000
0.191477714029
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR3 Trust
74331MAE6
2530000.00000000
PA
USD
2589330.52000000
0.043007308453
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
4.87000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CC9
10320000.00000000
PA
USD
12982105.82000000
0.215625400105
Long
DBT
CORP
US
N
2
2043-06-30
Fixed
4.50000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
10115000.00000000
PA
USD
10288474.58000000
0.170885715965
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAG1
3950000.00000000
PA
USD
4080618.60000000
0.067776755982
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.48000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
5385000.00000000
PA
USD
6241756.68000000
0.103672031344
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
3285000.00000000
PA
USD
3663132.05000000
0.060842541639
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
8760000.00000000
PA
USD
11105392.76000000
0.184454262691
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-1
26208NAG9
16395000.00000000
PA
USD
17173237.86000000
0.285237721523
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
2583954.27000000
PA
USD
2452214.72000000
0.040729892936
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2A8
22500000.00000000
PA
USD
25780055.18000000
0.428192066064
Long
DBT
CORP
FR
N
2
2033-03-01
Fixed
4.38000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BW3
560000.00000000
PA
USD
618800.00000000
0.010277916343
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.88000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
21805000.00000000
PA
USD
22380814.45000000
0.371732609284
Long
DBT
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Atrium CDO Corp
549300O252OCTN35RH57
Atrium XII
04965CAJ7
2774915.89000000
PA
USD
2766000.92000000
0.045941703398
Long
ABS-CBDO
CORP
KY
N
2
2027-04-22
Floating
1.05000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAC5
8460000.00000000
PA
USD
8469895.83000000
0.140680156402
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.45000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DX3
45980000.00000000
PA
USD
46145794.68000000
0.766455425570
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
655000.00000000
PA
USD
701371.16000000
0.011649376387
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAG3
4625000.00000000
PA
USD
4769739.38000000
0.079222660519
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.64000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
850000.00000000
PA
USD
867163.34000000
0.014403090279
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
8426000.00000000
PA
USD
8650126.04000000
0.143673677768
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAJ4
1515000.00000000
PA
USD
1543771.37000000
0.025641165150
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
2.79000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BC0
9724000.00000000
PA
USD
12942896.53000000
0.214974156080
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
7385000.00000000
PA
USD
7804532.47000000
0.129628849110
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AU4
3595000.00000000
PA
USD
3802433.30000000
0.063156256238
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
5.65000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2019-4
57110AAA2
2435977.27000000
PA
USD
2455015.16000000
0.040776406653
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
2.39000000
N
N
N
N
N
N
HPEFS Equipment Trust
549300NXXXDG2TJQD265
HPEFS Equipment Trust 2019-1
40438DAE9
1975000.00000000
PA
USD
2013799.47000000
0.033448064780
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.49000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2014
N/A
CVS Pass-Through Trust Series 2014
12665VAA0
1168350.39000000
PA
USD
1279694.18000000
0.021254993095
Long
DBT
CORP
US
N
2
2036-08-11
Fixed
4.16000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
2543340.00000000
PA
USD
2724680.14000000
0.045255388724
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.12000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
10270000.00000000
PA
USD
11044337.36000000
0.183440167194
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.38000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
2835000.00000000
PA
USD
3300624.96000000
0.054821504882
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
970000.00000000
PA
USD
1035979.40000000
0.017207029100
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings Inc
315786AC7
19600000.00000000
PA
USD
22873200.00000000
0.379910853453
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAC1
3659000.00000000
PA
USD
3764065.99000000
0.062518997023
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.65000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAJ0
13985000.00000000
PA
USD
14614325.00000000
0.242735633116
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-3
14315PAH8
2315000.00000000
PA
USD
2393910.48000000
0.039761492644
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.85000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
5493000RZZ85L9YT5K31
SoFi Consumer Loan Program 2019-1 Trust
78472CAC2
13765000.00000000
PA
USD
14050678.81000000
0.233373790213
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
3.73000000
N
N
N
N
N
N
BRASS PLC
2138001JRCRN7WGSM347
Brass NO 8 PLC
10554MAA8
4014498.51000000
PA
USD
4028517.14000000
0.066911380340
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
0.92000000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
Global Atlantic Fin Co
34628TAB3
15000000.00000000
PA
USD
15252350.85000000
0.253332879902
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
8.63000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAG8
12815000.00000000
PA
USD
14279062.49000000
0.237167113350
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.35000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd
67113DAJ3
3605000.00000000
PA
USD
3617731.06000000
0.060088456996
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
2.47000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
18215000.00000000
PA
USD
22862157.80000000
0.379727448786
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
6235000.00000000
PA
USD
6757126.57000000
0.112232032339
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.55000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCS6
30030000.00000000
PA
USD
30923306.91000000
0.513618554455
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
3.38000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAS7
1800000.00000000
PA
USD
1785458.52000000
0.029655451363
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
1.52000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
13620000.00000000
PA
USD
15429756.96000000
0.256279494572
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167826
40860.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAT5
1400000.00000000
PA
USD
1396418.94000000
0.023193725026
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
1.92000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
3335000.00000000
PA
USD
3368350.00000000
0.055946379309
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.88000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAA4
3130000.00000000
PA
USD
3137825.00000000
0.052117490064
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.38000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
470000.00000000
PA
USD
487037.50000000
0.008089416097
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR4 Trust
46187XAG0
3050000.00000000
PA
USD
3042590.03000000
0.050535691333
Long
ABS-O
CORP
US
N
2
2038-01-17
Floating
1.80000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
9925000.00000000
PA
USD
10424312.16000000
0.173141900974
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
20295000.00000000
PA
USD
22383355.50000000
0.371774814680
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund V Trust 2020-RN3
07335EAA8
3721149.32000000
PA
USD
3756033.61000000
0.062385583756
Long
ABS-O
CORP
US
N
2
2035-09-25
Variable
3.23000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAC5
9007000.00000000
PA
USD
13255491.11000000
0.220166174411
Long
DBT
CORP
NL
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
CVP Cascade CLO Ltd
254900WPOZSM5XGTH559
CVP Cascade CLO-2 Ltd
126611AL6
2331808.41000000
PA
USD
2331483.82000000
0.038724621297
Long
ABS-CBDO
CORP
KY
N
2
2026-07-18
Floating
1.42000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAD8
3950000.00000000
PA
USD
4018042.70000000
0.066737405844
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.55000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
3390000.00000000
PA
USD
3627615.17000000
0.060252626446
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR2 Trust
74333LAE6
155000.00000000
PA
USD
160537.84000000
0.002666442290
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
3.08000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAG4
25880000.00000000
PA
USD
27518478.33000000
0.457066286662
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
2895000.00000000
PA
USD
3182632.87000000
0.052861723321
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBA7
39613000.00000000
PA
USD
45151547.85000000
0.749941550742
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.63000000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust 2019-1
23343GAG7
10760000.00000000
PA
USD
11200278.76000000
0.186030265228
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.87000000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 A
N/A
Delta Air Lines 2007-1 Class A Pass Through Trust
247367BH7
924352.21000000
PA
USD
941868.68000000
0.015643903522
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
6.82000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAG1
2744944.13000000
PA
USD
3015590.41000000
0.050087242988
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
1105000.00000000
PA
USD
1254200.69000000
0.020831560714
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
Allegro CLO Ltd
254900BUVUQ42PAIMU52
Allegro CLO I Ltd
01749GAN8
5715000.00000000
PA
USD
5714024.45000000
0.094906698907
Long
ABS-CBDO
CORP
KY
N
2
2026-01-30
Floating
2.66000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BS0
52303000.00000000
PA
USD
52601281.92000000
0.873677400056
Long
DBT
CORP
NL
N
2
2021-05-10
Fixed
1.88000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
17891000.00000000
PA
USD
20964617.80000000
0.348210387734
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
3725000.00000000
PA
USD
4169314.39000000
0.069249942649
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
2426000.00000000
PA
USD
2605846.56000000
0.043281630492
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
650000.00000000
PA
USD
702000.00000000
0.011659821062
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AF7
16735000.00000000
PA
USD
22564123.99000000
0.374777276571
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.65000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
8070000.00000000
PA
USD
8551452.81000000
0.142034771492
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
19420000.00000000
PA
USD
23472699.99000000
0.389868207599
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
1672110.00000000
PA
USD
1576900.06000000
0.026191413864
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.86000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
23975000.00000000
PA
USD
34182443.52000000
0.567750961422
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
5760000.00000000
PA
USD
7207200.00000000
0.119707496240
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
1250000.00000000
PA
USD
1489517.14000000
0.024740033221
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BN5
85000.00000000
PA
USD
99704.32000000
0.001656032094
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAG0
3083000.00000000
PA
USD
3080157.78000000
0.051159670311
Long
ABS-O
CORP
US
N
2
2025-09-17
Fixed
2.24000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
7688000.00000000
PA
USD
8690130.80000000
0.144338134097
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.88000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAD2
11480000.00000000
PA
USD
11824654.17000000
0.196400785964
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
13920000.00000000
PA
USD
14886231.47000000
0.247251845062
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBA8
31450000.00000000
PA
USD
37511104.07000000
0.623038121522
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
9260000.00000000
PA
USD
9526120.64000000
0.158223450258
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22000000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
21871211.16000000
PA
USD
18364381.16000000
0.305021934824
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.85000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAJ3
615000.00000000
PA
USD
611444.07000000
0.010155738526
Long
ABS-O
CORP
US
N
2
2032-06-15
Floating
3.17000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
2459000.00000000
PA
USD
3201276.05000000
0.053171375946
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
34334000.00000000
PA
USD
40316085.26000000
0.669627265053
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAD0
565000.00000000
PA
USD
601064.18000000
0.009983334452
Long
ABS-O
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AH0
7458000.00000000
PA
USD
9340770.53000000
0.155144890263
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.60000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
2225000.00000000
PA
USD
2523183.35000000
0.041908641550
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
36385000.00000000
PA
USD
42141107.00000000
0.699939839018
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
10660000.00000000
PA
USD
12245781.60000000
0.203395473255
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
10158000.00000000
PA
USD
11760548.53000000
0.195336027714
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
11805000.00000000
PA
USD
13524846.25000000
0.224640010215
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
7753819.68000000
PA
USD
7777534.74000000
0.129180432158
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAJ4
1410000.00000000
PA
USD
1430031.73000000
0.023752014366
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.42000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300DKUZNKIVGI1M49
Madison Park Funding XVI Ltd
55818XAY9
2770000.00000000
PA
USD
2767326.40000000
0.045963718867
Long
ABS-CBDO
CORP
KY
N
2
2026-04-20
Floating
2.12000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BU6
460000.00000000
PA
USD
485070.00000000
0.008056737040
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
7.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
172892299.24000000
PA
USD
172892299.24000000
2.871642837896
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-01-04
176350200.00000000
USD
176350200.00000000
USD
UST
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAA8
12845584.00000000
PA
USD
12241489.58000000
0.203324185242
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
36405000.00000000
PA
USD
42504950.81000000
0.705983077934
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
4610000.00000000
PA
USD
4888049.98000000
0.081187732351
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAB7
3335000.00000000
PA
USD
3287643.33000000
0.054605887385
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
1.64000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
11950000.00000000
PA
USD
12940547.69000000
0.214935143183
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
4874000.00000000
PA
USD
5040983.48000000
0.083727870876
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
2640000.00000000
PA
USD
2762496.00000000
0.045883488668
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.88000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AV7
2075000.00000000
PA
USD
2690320.50000000
0.044684694630
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMG4
3245000.00000000
PA
USD
3390820.08000000
0.056319594569
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
1605000.00000000
PA
USD
1689575.19000000
0.028062883741
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
29075000.00000000
PA
USD
31341375.32000000
0.520562433162
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
16595000.00000000
PA
USD
19652195.45000000
0.326411798333
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900PB1ZVJO7PYBX29
Madison Park Funding XII Ltd
55818PAS9
4475000.00000000
PA
USD
4468264.23000000
0.074215329602
Long
ABS-CBDO
CORP
KY
N
2
2026-07-20
Floating
2.57000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
2230000.00000000
PA
USD
2275202.10000000
0.037789813912
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAD6
3400000.00000000
PA
USD
3514867.64000000
0.058379954046
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.96000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2019-1
22535AAE5
23320000.00000000
PA
USD
24376549.91000000
0.404880641123
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.94000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJH4
939000.00000000
PA
USD
958369.97000000
0.015917980572
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.18000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
1932000.00000000
PA
USD
1962547.82000000
0.032596803999
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.83000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
3225000.00000000
PA
USD
3404420.55000000
0.056545490646
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2019-1 Owner Trust
43814WAC9
5594447.90000000
PA
USD
5689586.52000000
0.094500798778
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
2.83000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
1635000.00000000
PA
USD
1690197.60000000
0.028073221618
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.88000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAD8
2575000.00000000
PA
USD
2660212.67000000
0.044184620683
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.20000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
9335000.00000000
PA
USD
9236142.35000000
0.153407075652
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
2655000.00000000
PA
USD
3049563.74000000
0.050651520693
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
4640000.00000000
PA
USD
4953014.40000000
0.082266754449
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
4350000.00000000
PA
USD
4621918.50000000
0.076767439707
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR4 Trust
74331AAG7
3860000.00000000
PA
USD
3982042.01000000
0.066139454842
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
3.14000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAG4
8455000.00000000
PA
USD
8689843.54000000
0.144333362872
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.68000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-RPL1 Trust
36167CAA4
7581441.37000000
PA
USD
7829220.31000000
0.130038900103
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
1026050.50000000
PA
USD
1089970.37000000
0.018103788429
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
4.21000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
173275000.00000000
PA
USD
173302074.22000000
2.878448967444
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.13000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300RES143ZXEZ6T39
Sequoia Mortgage Trust 2019-CH2
81747CAA9
3216190.80000000
PA
USD
3298788.69000000
0.054791005481
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
4795000.00000000
PA
USD
5131882.75000000
0.085237656094
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
25875000.00000000
PA
USD
27884711.25000000
0.463149207338
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAE2
1980000.00000000
PA
USD
2020916.70000000
0.033566277925
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAU8
716300.01000000
PA
USD
724084.76000000
0.012026636375
Long
ABS-O
CORP
US
N
2
2055-02-25
Variable
2.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
50000.00000000
PA
USD
53125.00000000
0.000882376059
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.88000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2017-3
22534UAE2
1800000.00000000
PA
USD
1815489.36000000
0.030154246550
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.48000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
240000.00000000
PA
USD
263100.00000000
0.004369941483
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
19498000.00000000
PA
USD
26003814.01000000
0.431908573071
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
3225000.00000000
PA
USD
3386250.00000000
0.056243688137
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-2
26208RAG0
3700000.00000000
PA
USD
3891092.42000000
0.064628833838
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.69000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
3460000.00000000
PA
USD
4129669.23000000
0.068591459072
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
4402000.00000000
PA
USD
5347813.72000000
0.088824146795
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AG7
3989000.00000000
PA
USD
3978486.19000000
0.066080394693
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.20000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-3
33846AAG1
4610000.00000000
PA
USD
4803668.87000000
0.079786210067
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.86000000
N
N
N
N
N
N
DISH Network Corp
N/A
DISH Network Corp
25470MAD1
9050000.00000000
PA
USD
8433965.14000000
0.140083368061
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAB4
1775000.00000000
PA
USD
1873572.85000000
0.031118980311
Long
ABS-O
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
OCP CLO Ltd
254900FZYL5HDKV64882
OCP CLO 2015-10 Ltd
67092DAL3
8816294.60000000
PA
USD
8796299.24000000
0.146101531552
Long
ABS-CBDO
CORP
KY
N
2
2027-10-26
Floating
1.03000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAG6
6995000.00000000
PA
USD
7274339.03000000
0.120822637374
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AX8
1261000.00000000
PA
USD
1715424.97000000
0.028492233897
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.88000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT LXXXV LLC
91834TAA5
6408730.93000000
PA
USD
6426704.86000000
0.106743915510
Long
ABS-O
CORP
US
N
2
2050-01-25
Variable
3.23000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
7515000.00000000
PA
USD
7862719.05000000
0.130595295137
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.71000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
25480000.00000000
PA
USD
29686328.09000000
0.493073039214
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
2625000.00000000
PA
USD
3018750.00000000
0.050139721983
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
6695000.00000000
PA
USD
8760025.89000000
0.145499051822
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAA1
8145000.00000000
PA
USD
9520872.79000000
0.158136286451
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-2
14316LAG8
5811000.00000000
PA
USD
6046494.84000000
0.100428843146
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.41000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
6585000.00000000
PA
USD
6692105.03000000
0.111152061510
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
SIRIUS INTERNATIONAL GRP
549300PB35NLMKG2ND86
Sirius International Group Ltd
82968FAA2
3159000.00000000
PA
USD
3137044.95000000
0.052104533877
Long
DBT
CORP
BM
N
2
2026-11-01
Fixed
4.60000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-1 Trust
21872FAF4
2434000.00000000
PA
USD
2673380.74000000
0.044403334843
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.82000000
N
N
N
N
N
N
Voya CLO Ltd
5493000X4YEVJOIVRG48
Voya CLO 2014-3 Ltd
92912QAG1
141893.75000000
PA
USD
141452.22000000
0.002349440988
Long
ABS-CBDO
CORP
KY
N
2
2026-07-25
Floating
0.93000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCJ0
315000.00000000
PA
USD
336331.80000000
0.005586280064
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
27985000.00000000
PA
USD
31676745.94000000
0.526132748574
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.63000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR2 Trust
74333NAJ1
1690000.00000000
PA
USD
1743033.38000000
0.028950793898
Long
ABS-O
CORP
US
N
2
2036-05-17
Fixed
4.14000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2019-1
02004WAC5
13891076.77000000
PA
USD
14119821.13000000
0.234522204855
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.91000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2013
N/A
CVS Pass-Through Trust Series 2013
12665UAA2
11141351.10000000
PA
USD
12621702.42000000
0.209639304444
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAA6
2390000.00000000
PA
USD
2308023.96000000
0.038334966355
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.55000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
2235000.00000000
PA
USD
2362057.58000000
0.039232434076
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-2
89171YAN1
1362492.61000000
PA
USD
1365627.43000000
0.022682295543
Long
ABS-O
CORP
US
N
2
2060-11-25
Variable
2.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
7155000.00000000
PA
USD
7987126.50000000
0.132661632183
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
3564000.00000000
PA
USD
3593415.83000000
0.059684594844
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.63000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
6130000.00000000
PA
USD
7769775.00000000
0.129051547286
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
26082000.00000000
PA
USD
27144607.28000000
0.450856500988
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFT3
11730000.00000000
PA
USD
12073149.42000000
0.200528150850
Long
ABS-O
CORP
US
N
2
2024-12-15
Fixed
2.84000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT LXXXVII LLC
92870GAA6
210422.67000000
PA
USD
210497.79000000
0.003496248668
Long
ABS-O
CORP
US
N
2
2050-02-25
Variable
2.98000000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 B
N/A
Delta Air Lines 2007-1 Class B Pass Through Trust
247367BJ3
3959577.32000000
PA
USD
3867980.02000000
0.064244950008
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
8.02000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
138889.00000000
NS
USD
15108904.31000000
0.250950314392
Long
EP
CORP
BM
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
1060000.00000000
PA
USD
1263278.42000000
0.020982336651
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAC7
12755000.00000000
PA
USD
13199623.99000000
0.219238253296
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
3.35000000
N
N
N
N
N
N
Elevation CLO Ltd
549300FXZU8M44ED2J89
Elevation CLO 2015-4 Ltd
28623DAA7
2422817.63000000
PA
USD
2422818.60000000
0.040241640089
Long
ABS-CBDO
CORP
KY
N
2
2027-04-18
Floating
1.21000000
N
N
N
N
N
N
ELFI Graduate Loan Program
N/A
ELFI Graduate Loan Program 2019-A LLC
26857EAA6
7045986.79000000
PA
USD
7244130.51000000
0.120320891024
Long
ABS-O
CORP
US
N
2
2044-03-25
Fixed
2.54000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02588QAB4
8000000.00000000
PA
USD
8254403.20000000
0.137100946280
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.87000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
565000.00000000
PA
USD
627268.65000000
0.010418575807
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AG8
405000.00000000
PA
USD
365118.31000000
0.006064407637
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.54000000
N
N
N
N
N
N
Flatiron CLO Ltd
549300KJ14TBCW7CDB30
Flatiron CLO 2015-1 Ltd
33883EAL6
1150351.31000000
PA
USD
1150010.23000000
0.019101016384
Long
ABS-CBDO
CORP
KY
N
2
2027-04-15
Floating
1.13000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAE2
1746000.00000000
PA
USD
1359810.12000000
0.022585673330
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.81000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
4580000.00000000
PA
USD
4731231.60000000
0.078583068177
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43000000
N
N
N
N
N
N
Fan Engine Securization Ltd
N/A
FAN Engine Securitization Ltd 2013-1
30709QAB9
39262848.20000000
PA
USD
21594566.51000000
0.358673477815
Long
ABS-O
CORP
IE
N
3
2043-10-15
Fixed
4.63000000
N
N
N
N
N
N
Zais Clo 6 Ltd
549300ZPQFDVEE67IB71
Zais Clo 6 Ltd
98887TAA6
14756924.17000000
PA
USD
14633358.54000000
0.243051769399
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.61000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBB0
8370000.00000000
PA
USD
8666037.94000000
0.143937965385
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
4910000.00000000
PA
USD
5516385.00000000
0.091624019959
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAE6
2500000.00000000
PA
USD
2618560.00000000
0.043492793505
Long
ABS-O
CORP
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
610000.00000000
PA
USD
804272.80000000
0.013358514150
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
14855000.00000000
PA
USD
14711352.15000000
0.244347198938
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAB9
9530000.00000000
PA
USD
11234235.51000000
0.186594267548
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AJ6
4806000.00000000
PA
USD
5821267.50000000
0.096687945023
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.05000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAG7
11696000.00000000
PA
USD
11529962.41000000
0.191506123300
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.97000000
N
N
N
N
N
N
Alta Wind Holdings LLC
N/A
Alta Wind Holdings LLC
021345AA1
17820017.03000000
PA
USD
20941626.93000000
0.347828522448
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2019-3 LLC
69359MAA1
2738348.93000000
PA
USD
2744083.85000000
0.045577673320
Long
ABS-O
CORP
US
N
2
2024-07-25
Variable
3.35000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2018-4 Trust
83406HAC2
6720000.00000000
PA
USD
6887752.03000000
0.114401646997
Long
ABS-O
CORP
US
N
2
2027-11-26
Fixed
4.17000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
1530000.00000000
PA
USD
1637100.00000000
0.027191300657
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
5760000.00000000
PA
USD
6890305.59000000
0.114444060177
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
9720000.00000000
PA
USD
10887989.71000000
0.180843321577
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.63000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
8176000.00000000
PA
USD
9929151.47000000
0.164917563307
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
21030000.00000000
PA
USD
20143225.47000000
0.334567527919
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
Lanark Master Issuer PLC
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770BD8
7020000.00000000
PA
USD
7139536.56000000
0.118583644954
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Variable
2.71000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-5 LLC
69357AAA9
13032522.21000000
PA
USD
13110510.13000000
0.217758122724
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
3.10000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
2040000.00000000
PA
USD
2652470.42000000
0.044056026311
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
25479000.00000000
PA
USD
31266472.04000000
0.519318332248
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
8810000.00000000
PA
USD
10220318.81000000
0.169753687357
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
3980000.00000000
PA
USD
4388156.56000000
0.072884786728
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAE2
275000.00000000
PA
USD
279258.07000000
0.004638317843
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
2.28000000
N
N
N
N
N
N
Venture CDO Ltd
549300LQ92YS70N4PB21
Venture XX CLO Ltd
92330JCC8
2580375.25000000
PA
USD
2571383.16000000
0.042709213003
Long
ABS-CBDO
CORP
KY
N
2
2027-04-15
Floating
1.06000000
N
N
N
N
N
N
Horizon Aircraft Finance I Limited
N/A
Horizon Aircraft Finance I Ltd
440405AE8
12067388.48000000
PA
USD
11656176.53000000
0.193602468107
Long
ABS-O
CORP
US
N
2
2038-12-15
Fixed
4.46000000
N
N
N
N
N
N
NBM US Holdings Inc
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
6470000.00000000
PA
USD
7044277.20000000
0.117001441119
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAS7
2125000.00000000
PA
USD
990904.71000000
0.016458364114
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.64000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
5676000.00000000
PA
USD
7365862.58000000
0.122342791528
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
Parallel Ltd
549300IVH7GEF68EFD31
Parallel 2015-1 Ltd
69915VAN0
6959019.93000000
PA
USD
6929169.91000000
0.115089574446
Long
ABS-CBDO
CORP
KY
N
2
2027-07-20
Floating
1.07000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AF0
1205000.00000000
PA
USD
1371911.44000000
0.022786669378
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
6356550.42000000
PA
USD
6402191.72000000
0.106336766185
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
85000.00000000
PA
USD
114918.21000000
0.001908726161
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
15815000.00000000
PA
USD
20319937.38000000
0.337502612321
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Kestrel Aircraft Funding Limited
N/A
Kestrel Aircraft Funding LTD
49255PAA1
7423806.72000000
PA
USD
6875628.38000000
0.114200280060
Long
ABS-O
CORP
KY
N
2
2038-12-15
Fixed
4.25000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
4280000.00000000
PA
USD
4727516.41000000
0.078521360983
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2019-B
83192CAB3
16265000.00000000
PA
USD
17174986.09000000
0.285266758630
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.84000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAE5
6285000.00000000
PA
USD
7527574.92000000
0.125028741596
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
100000.00000000
PA
USD
117296.75000000
0.001948232359
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
8255000.00000000
PA
USD
9956933.35000000
0.165379004545
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2019-1
96042JAL0
15495000.00000000
PA
USD
16099151.60000000
0.267397759134
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.67000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
6030000.00000000
PA
USD
6557625.00000000
0.108918424635
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2019-3
02529NAG2
7865000.00000000
PA
USD
8114480.95000000
0.134776917223
Long
ABS-O
CORP
US
N
2
2025-09-12
Fixed
2.89000000
N
N
N
N
N
N
CONTL AIRLINES 2001-1
N/A
Continental Airlines 2001-1 Class A-1 Pass Through Trust
210805DH7
246393.17000000
PA
USD
246393.17000000
0.004092450531
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
6.70000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
9088000.00000000
PA
USD
8868139.92000000
0.147294764420
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.38000000
N
N
N
N
N
N
Avery Point CLO Ltd
549300RWY6OWBAXCT467
Avery Point IV CLO Ltd
05363UAS2
39708.20000000
PA
USD
39698.07000000
0.000659362382
Long
ABS-CBDO
CORP
KY
N
2
2026-04-25
Floating
1.31000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
730000.00000000
PA
USD
884643.20000000
0.014693420820
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAK8
865000.00000000
PA
USD
383832.51000000
0.006375239864
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.81000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
9310000.00000000
PA
USD
9613599.10000000
0.159676417765
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR2 Trust
74333NAG7
4732000.00000000
PA
USD
4883395.61000000
0.081110425910
Long
ABS-O
CORP
US
N
2
2036-05-17
Fixed
3.79000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAE1
6615000.00000000
PA
USD
7597026.52000000
0.126182293204
Long
DBT
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAR9
4600939.59000000
PA
USD
4590304.52000000
0.076242349465
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
1.14000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCF0
7435000.00000000
PA
USD
7529573.20000000
0.125061931891
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900Q2IOW6JYPYIV98
Madison Park Funding XIV Ltd
55818RBA3
13180000.00000000
PA
USD
13081487.41000000
0.217276071838
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
1.92000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
9600000.00000000
PA
USD
12950107.01000000
0.215093918056
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
2185000.00000000
PA
USD
2269668.75000000
0.037697908113
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
6885000.00000000
PA
USD
7650460.25000000
0.127069797093
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
8405000.00000000
PA
USD
8741479.97000000
0.145191014630
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
5120000.00000000
PA
USD
5494206.52000000
0.091255648009
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.60000000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
Bayview Opportunity Master Fund Trust
N/A
Bayview Opportunity Master Fund IVb Trust 2019-RN4
07334KAA5
2663717.66000000
PA
USD
2667552.61000000
0.044306532916
Long
ABS-MBS
CORP
US
N
2
2034-10-28
Variable
3.28000000
N
N
N
N
N
N
Mountain View CLO Ltd
549300RHYK4B5L898W39
Mountain View CLO X Ltd
62432CAQ4
10868675.60000000
PA
USD
10807742.54000000
0.179510461687
Long
ABS-CBDO
CORP
KY
N
2
2027-10-13
Floating
1.04000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BQ8
14660000.00000000
PA
USD
15702916.65000000
0.260816521790
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2020-8R Ltd
670898AE5
14755000.00000000
PA
USD
14755000.00000000
0.245072164922
Long
ABS-CBDO
CORP
KY
N
3
2032-01-17
Variable
0.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
8555000.00000000
PA
USD
8936548.72000000
0.148430995713
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.54000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-GS1
59981BAC8
10204144.42000000
PA
USD
10604872.40000000
0.176140903950
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
300000.00000000
PA
USD
328723.49000000
0.005459910359
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.88000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
2480000.00000000
PA
USD
2988400.00000000
0.049635625730
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAG5
5405000.00000000
PA
USD
5323525.03000000
0.088420725457
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
1.77000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-1 Trust
43731QAG3
2782766.66000000
PA
USD
2879172.55000000
0.047821419858
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
3.41000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
8285000.00000000
PA
USD
8502481.25000000
0.141221381711
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
5955000.00000000
PA
USD
6550559.55000000
0.108801071526
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAA8
5373048.43000000
PA
USD
5662568.70000000
0.094052048141
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.71000000
N
N
N
N
N
N
Voya CLO Ltd
5493003QPCHR7P2XIW55
Voya CLO 2013-3 Ltd
92916XAL1
3335000.00000000
PA
USD
3276941.65000000
0.054428138562
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
1.92000000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
980000.00000000
PA
USD
1041250.00000000
0.017294570770
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2018-A
17327LAA1
435537.91000000
PA
USD
437403.89000000
0.007265030041
Long
ABS-MBS
CORP
US
N
2
2068-01-25
Variable
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
1965000.00000000
PA
USD
2081732.59000000
0.034576395297
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
49304000.00000000
PA
USD
55691041.81000000
0.924996555958
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
AMER AIRLN 15-2 B PTT
N/A
American Airlines 2015-2 Class B Pass Through Trust
02377BAC0
1791550.14000000
PA
USD
1377343.75000000
0.022876896960
Long
DBT
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
13025000.00000000
PA
USD
18583781.37000000
0.308666047630
Long
DBT
CORP
NL
N
2
2039-10-07
Fixed
6.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
785000.00000000
PA
USD
759273.20000000
0.012611096366
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.40000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAF5
35000.00000000
PA
USD
37038.40000000
0.000615186775
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
12790000.00000000
PA
USD
10558656.60000000
0.175373285776
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
7090000.00000000
PA
USD
8576770.52000000
0.142455284268
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64000000
N
N
N
N
N
N
Leonardo US Holdings Inc
529900WVR776KSXHSA85
Leonardo US Holdings Inc
000000000
650000.00000000
PA
USD
840281.00000000
0.013956589889
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
7.38000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
12445000.00000000
PA
USD
14750778.74000000
0.245002052192
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
10006577.31000000
PA
USD
10551460.46000000
0.175253761980
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
20145000.00000000
PA
USD
20428390.59000000
0.339303958507
Long
DBT
CORP
SA
N
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
5653000.00000000
PA
USD
6710829.50000000
0.111463064316
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAE3
940000.00000000
PA
USD
944087.59000000
0.015680758357
Long
ABS-O
CORP
US
N
2
2024-01-22
Fixed
1.37000000
N
N
N
N
N
N
Ares CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAJ3
4075000.00000000
PA
USD
4044115.98000000
0.067170468208
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.74000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CG5
4030000.00000000
PA
USD
4579289.00000000
0.076059387938
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1770000.00000000
PA
USD
2203650.00000000
0.036601374193
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Marble Point CLO Ltd.
254900N4UCG37B1HFL93
Marble Point CLO XIV Ltd
56608KAA1
7275000.00000000
PA
USD
7259857.82000000
0.120582112705
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
1.55000000
N
N
N
N
N
N
Limerock CLO
N/A
Limerock CLO III LLC
532619AL7
417433.94000000
PA
USD
417405.85000000
0.006932873962
Long
ABS-CBDO
CORP
KY
N
2
2026-10-20
Floating
1.42000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
1795000.00000000
PA
USD
2106395.20000000
0.034986027234
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.63000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
2565000.00000000
PA
USD
2802036.24000000
0.046540229585
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.38000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BN2
857000.00000000
PA
USD
895080.80000000
0.014866783425
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CK8
1400000.00000000
PA
USD
1407134.40000000
0.023371702727
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.48000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
345000.00000000
PA
USD
396312.97000000
0.006582533212
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.63000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAF0
7000000.00000000
PA
USD
8068299.19000000
0.134009864434
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
26914000.00000000
PA
USD
46341870.90000000
0.769712140157
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-2
59980MAG6
1467785.72000000
PA
USD
1604541.81000000
0.026650527623
Long
ABS-O
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
4437000.00000000
PA
USD
4847422.50000000
0.080512932996
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
5620000.00000000
PA
USD
6451604.94000000
0.107157491688
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AT3
4245000.00000000
PA
USD
5027951.03000000
0.083511409288
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-1
89178WBD9
3325000.00000000
PA
USD
3518667.95000000
0.058443075035
Long
ABS-O
CORP
US
N
2
2060-01-25
Variable
3.25000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-C
34533YAD2
15340000.00000000
PA
USD
15397405.35000000
0.255742152715
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.41000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAH3
12340000.00000000
PA
USD
12910483.14000000
0.214435788093
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
2.99000000
N
N
N
N
N
N
SLM Student Loan Trust
549300IQIXBXDNPLSE92
SLM Private Credit Student Loan Trust 2003-C
78443CBB9
1145000.00000000
PA
USD
1140220.77000000
0.018938419016
Long
ABS-O
CORP
US
N
2
2032-09-15
Floating
3.23000000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2019-1 Ltd
55283LAA3
3778005.62000000
PA
USD
3591524.02000000
0.059653172955
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.46000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAB2
4675000.00000000
PA
USD
5000323.90000000
0.083052538358
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
4.83000000
N
N
N
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
6440000.00000000
PA
USD
8869039.20000000
0.147309700950
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
Jamestown CLO Ltd
549300UY2VE3PHVMFV71
Jamestown CLO VII Ltd
47048BAK6
6512486.62000000
PA
USD
6481259.90000000
0.107650043722
Long
ABS-CBDO
CORP
KY
N
2
2027-07-25
Floating
1.04000000
N
N
N
N
N
N
Marble Point CLO X LTD
549300PJ1FVY9B16K017
Marble Point Clo X Ltd
566061AE7
1450000.00000000
PA
USD
1427720.17000000
0.023713620668
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
2.04000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
1545000.00000000
PA
USD
1607572.50000000
0.026700865662
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
5800000.00000000
PA
USD
5978216.19000000
0.099294773572
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBB7
225000.00000000
PA
USD
232991.17000000
0.003869850927
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
14125000.00000000
PA
USD
15989319.48000000
0.265573510037
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
3900000.00000000
PA
USD
4109040.00000000
0.068248819285
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300IQIXBXDNPLSE92
SLM Private Credit Student Loan Trust 2003-C
78443CBA1
740000.00000000
PA
USD
736911.24000000
0.012239676919
Long
ABS-O
CORP
US
N
2
2032-09-15
Floating
3.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
9406000.00000000
PA
USD
7584086.96000000
0.125967374466
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.55000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
10475000.00000000
PA
USD
11548397.55000000
0.191812320499
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
364000.00000000
PA
USD
362764.31000000
0.006025309034
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
9135000.00000000
PA
USD
10977720.33000000
0.182333696183
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.13000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAT7
6706000.00000000
PA
USD
3107872.90000000
0.051620002704
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.89000000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co
628312AA8
9063000.00000000
PA
USD
12158037.16000000
0.201938087970
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.80000000
N
N
N
N
N
N
AIR CANADA 2013-1B PTT
N/A
Air Canada 2013-1 Class B Pass Through Trust
009089AB9
2410488.89000000
PA
USD
2405258.13000000
0.039949970661
Long
DBT
CORP
CA
N
2
2021-05-15
Fixed
5.38000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
14585000.00000000
PA
USD
17278994.04000000
0.286994271573
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
6270000.00000000
PA
USD
5580300.00000000
0.092685611786
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Voya CLO Ltd
54930068MLVF3BECCK93
Voya CLO 2018-3 Ltd
92917KAC8
6235000.00000000
PA
USD
6234980.05000000
0.103559475371
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
1.89000000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92658TAQ1
800000.00000000
PA
USD
841008.00000000
0.013968664945
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
5.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAP9
612000.00000000
PA
USD
607958.96000000
0.010097852830
Long
ABS-O
CORP
US
N
2
2033-03-15
Floating
3.66000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
17404949.82000000
PA
USD
18641677.67000000
0.309627672272
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
16000000.00000000
PA
USD
19881266.24000000
0.330216533977
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1845000.00000000
PA
USD
2175233.32000000
0.036129389287
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAS4
3068000.00000000
PA
USD
3965390.00000000
0.065862874419
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
7.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
15105000.00000000
PA
USD
14519832.30000000
0.241166163068
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
13110000.00000000
PA
USD
12496866.93000000
0.207565857897
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AC7
14489000.00000000
PA
USD
20881895.55000000
0.346836418171
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.63000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
7205787.50000000
PA
USD
7786934.26000000
0.129336552843
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
850000.00000000
PA
USD
998408.45000000
0.016582996971
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Regatta XV Funding Ltd.
N/A
Regatta XV Funding Ltd
75888RAE9
1015000.00000000
PA
USD
1008954.15000000
0.016758155055
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
2.06000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
N/A
Laurel Road Prime Student Loan Trust 2020-A
51889CAB8
8825000.00000000
PA
USD
8866083.91000000
0.147260615263
Long
ABS-O
CORP
US
N
2
2050-11-25
Fixed
1.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
25627000.00000000
PA
USD
29729518.54000000
0.493790408044
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
12646000.00000000
PA
USD
16567274.72000000
0.275173018129
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
AMER AIRLINE 17-2 A PTT
N/A
American Airlines 2017-2 Class A Pass Through Trust
02377CAA2
5486480.99000000
PA
USD
5068966.92000000
0.084192659912
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
8763.00000000
NS
USD
13307316.54000000
0.221026965351
Long
EP
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
7510000.00000000
PA
USD
8314077.23000000
0.138092098006
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
9641000.00000000
PA
USD
11180172.25000000
0.185696307523
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
9670000.00000000
PA
USD
10377686.19000000
0.172367470109
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
10460000.00000000
PA
USD
11098060.00000000
0.184332469714
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EFX8
1690000.00000000
PA
USD
1719358.51000000
0.028557567761
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
2.19000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
16455000.00000000
PA
USD
17824841.40000000
0.296060486024
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300C7PSULF5Z6ZE61
Venture XII CLO Ltd
92329JAY5
3870012.65000000
PA
USD
3845138.14000000
0.063865559362
Long
ABS-CBDO
CORP
KY
N
2
2026-02-28
Floating
1.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TVN6
1203.60000000
PA
USD
1373.93000000
0.000022820196
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
30040000.00000000
PA
USD
31398108.40000000
0.521504737381
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
10400000.00000000
PA
USD
11088068.78000000
0.184166521228
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 86 CLO Ltd
26245XAC1
1030000.00000000
PA
USD
1032752.06000000
0.017153424816
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
2.43000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-2 Trust
21872VAE2
1259000.00000000
PA
USD
1440340.57000000
0.023923238340
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.85000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAG3
2900000.00000000
PA
USD
2987385.70000000
0.049618778783
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-B
17327VAA9
5067105.98000000
PA
USD
5171935.28000000
0.085902905856
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
3.26000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
113793.00000000
NS
USD
5785236.12000000
0.096089484277
Long
EP
CORP
US
N
1
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
39092000.00000000
PA
USD
44220182.38000000
0.734472099568
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAG9
1395000.00000000
PA
USD
1442950.34000000
0.023966585137
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-2
22535MAE9
2525000.00000000
PA
USD
2570631.80000000
0.042696733340
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
2.73000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
27915000.00000000
PA
USD
35154207.56000000
0.583891409885
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAG5
2929000.00000000
PA
USD
3036834.06000000
0.050440087942
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.16000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR1 Trust
74333BAG3
2830000.00000000
PA
USD
2909122.84000000
0.048318877155
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.17000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1620000.00000000
PA
USD
1595700.00000000
0.026503670184
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-CH2
81746JAA5
1828293.20000000
PA
USD
1882317.98000000
0.031264231950
Long
ABS-MBS
CORP
US
N
2
2047-12-25
Variable
4.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GL36
5305000.00000000
PA
USD
5137672.82000000
0.085333825866
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.54000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
620000.00000000
PA
USD
658002.86000000
0.010929053570
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
3445000.00000000
PA
USD
4753318.40000000
0.078949917374
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
2295000.00000000
PA
USD
2380691.97000000
0.039541940704
Long
DBT
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
4675000.00000000
PA
USD
5120106.75000000
0.085042063426
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.13000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2018-A
56846PAA2
11712720.95000000
PA
USD
11847063.52000000
0.196772992532
Long
ABS-O
CORP
US
N
2
2030-11-20
Fixed
4.20000000
N
N
N
N
N
N
KONINKIJKE AHOLD DLHAIZE
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
24668PAE7
325000.00000000
PA
USD
465625.16000000
0.007733769298
Long
DBT
CORP
NL
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
4760000.00000000
PA
USD
5045647.60000000
0.083805339259
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
2826000.00000000
PA
USD
2999092.50000000
0.049813222079
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAG5
13585000.00000000
PA
USD
14278817.20000000
0.237163039223
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.04000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
5191502.50000000
PA
USD
5642747.90000000
0.093722835917
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.33000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
20000.00000000
PA
USD
21350.00000000
0.000354611367
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAU9
2755000.00000000
PA
USD
3036592.88000000
0.050436082079
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
20495000.00000000
PA
USD
21460171.24000000
0.356441248755
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
16050000.00000000
PA
USD
18669389.85000000
0.310087955833
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14313FAH2
3650000.00000000
PA
USD
3780872.94000000
0.062798150911
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.91000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
2930000.00000000
PA
USD
3113125.00000000
0.051707237100
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.38000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
8915000.00000000
PA
USD
8860717.19000000
0.147171477093
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1920000.00000000
PA
USD
2031507.46000000
0.033742184430
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
15252710.58000000
PA
USD
14800385.35000000
0.245825989794
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.97000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2R1
21550000.00000000
PA
USD
21566205.82000000
0.358202422871
Long
DBT
CORP
US
N
2
2030-11-19
Fixed
2.55000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
3865000.00000000
PA
USD
4255236.64000000
0.070677062393
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.38000000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAN4
1750000.00000000
PA
USD
1726550.88000000
0.028677028940
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.99000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
2865000.00000000
PA
USD
3484264.85000000
0.057871659095
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAK0
463000.00000000
PA
USD
460322.93000000
0.007645702271
Long
ABS-O
CORP
US
N
2
2032-06-15
Floating
3.17000000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
7001850.43000000
PA
USD
5910542.02000000
0.098170744066
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
395000.00000000
PA
USD
441706.87000000
0.007336500094
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
3425000.00000000
PA
USD
3454968.75000000
0.057385067523
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
370000.00000000
PA
USD
405512.60000000
0.006735333838
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
2360000.00000000
PA
USD
2664558.00000000
0.044256794145
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS5
52475JAA3
2011896.46000000
PA
USD
2026201.25000000
0.033654051298
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Fixed
3.25000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
1960000.00000000
PA
USD
2358534.89000000
0.039173924197
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119AJ8
1592000.00000000
PA
USD
2212880.00000000
0.036754679248
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
Lanark Master Issuer plc
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770BE6
895000.00000000
PA
USD
910018.10000000
0.015114883489
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Variable
2.28000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
28715000.00000000
PA
USD
35323124.66000000
0.586697026923
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
3695000.00000000
PA
USD
4176864.95000000
0.069375353160
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAD9
4930000.00000000
PA
USD
5218344.36000000
0.086673734301
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
3.25000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
7805000.00000000
PA
USD
8331837.50000000
0.138387085998
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NPL2
64831CAA2
1544401.47000000
PA
USD
1556847.80000000
0.025858357221
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
3.23000000
N
N
N
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAA7
3925000.00000000
PA
USD
4789617.53000000
0.079552825294
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BV1
370746.03000000
PA
USD
436064.07000000
0.007242776393
Long
DBT
CORP
US
N
2
2033-01-10
Fixed
5.77000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
4955000.00000000
PA
USD
5140812.50000000
0.085385974167
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
5890000.00000000
PA
USD
6390650.00000000
0.106145064775
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
460000.00000000
PA
USD
525187.31000000
0.008723062761
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL3 Trust
12656PAC0
4584871.33000000
PA
USD
4589683.15000000
0.076232028863
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-1 LLC
69359GAA4
16495761.13000000
PA
USD
16532564.82000000
0.274596506415
Long
ABS-O
CORP
US
N
2
2025-02-25
Variable
2.98000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
22660000.00000000
PA
USD
25582808.26000000
0.424915906816
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
15160000.00000000
PA
USD
16464056.07000000
0.273458615010
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
20695000.00000000
PA
USD
22458923.42000000
0.373029954887
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
15285000.00000000
PA
USD
17009066.99000000
0.282510936668
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
10730.00000000
NS
USD
16287067.00000000
0.270518927138
Long
EP
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
14200000.00000000
PA
USD
16019872.99000000
0.266080986475
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.38000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DK0
6815000.00000000
PA
USD
7223046.28000000
0.119970693946
Long
DBT
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
245000.00000000
PA
USD
276286.50000000
0.004588961754
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR3 Trust
74331MAD8
2290000.00000000
PA
USD
2335265.29000000
0.038787429365
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
4.43000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
14470000.00000000
PA
USD
18264899.74000000
0.303369604972
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BV6
2111000.00000000
PA
USD
2136834.57000000
0.035491607871
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
3.65000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
10155000.00000000
PA
USD
11666673.30000000
0.193776813491
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.38000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
2415000.00000000
PA
USD
2508581.25000000
0.041666108967
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
1890000.00000000
PA
USD
2093175.00000000
0.034766447225
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAJ6
1332000.00000000
PA
USD
1354463.51000000
0.022496869176
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.66000000
N
N
N
N
N
N
Marlette Funding Trust
549300FK0U6W6777SM18
Marlette Funding Trust 2019-1
57109XAA5
761581.12000000
PA
USD
767647.65000000
0.012750191222
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
3.44000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AK2
18836000.00000000
PA
USD
27680443.80000000
0.459756441076
Long
DBT
CORP
US
N
2
2098-03-01
Fixed
5.65000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
9086004.92000000
PA
USD
9590814.27000000
0.159297974687
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
23830000.00000000
PA
USD
29805250.49000000
0.495048272696
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
12430000.00000000
PA
USD
13146457.87000000
0.218355194257
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.13000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT LXXXIII LLC
92870EAA1
3064739.70000000
PA
USD
3073515.89000000
0.051049352293
Long
ABS-O
CORP
US
N
2
2049-11-26
Variable
3.33000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAE8
15451000.00000000
PA
USD
17191637.04000000
0.285543321447
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.64000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137206
55158.00000000
NS
USD
6043662.06000000
0.100381792280
Long
EP
CORP
US
N
1
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
265000.00000000
PA
USD
271956.25000000
0.004517038763
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
20300000.00000000
PA
USD
21062685.41000000
0.349839235005
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877BAC2
2525000.00000000
PA
USD
2508039.58000000
0.041657112137
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.94000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AK8
3456000.00000000
PA
USD
2122141.94000000
0.035247571637
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.48000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
4800000.00000000
PA
USD
4879800.00000000
0.081050704872
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016269AB8
14785000.00000000
PA
USD
14768250.07000000
0.245292241055
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
1.87000000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
6523391.12000000
PA
USD
6165517.88000000
0.102405748201
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAQ1
9850000.00000000
PA
USD
11715170.78000000
0.194582329074
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
4.50000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAF0
945000.00000000
PA
USD
953484.78000000
0.015836840342
Long
ABS-O
CORP
US
N
2
2026-03-23
Fixed
1.92000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
6010000.00000000
PA
USD
6868751.11000000
0.114086052513
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
1300000.00000000
PA
USD
1432870.32000000
0.023799161733
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
7210000.00000000
PA
USD
8120150.60000000
0.134871086888
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
2280000.00000000
PA
USD
2616925.52000000
0.043465645721
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AZ6
2700000.00000000
PA
USD
3229799.83000000
0.053645139722
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.20000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
1335000.00000000
PA
USD
1319981.25000000
0.021924138434
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
16790000.00000000
PA
USD
17578817.87000000
0.291974175003
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.27000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-5
26208MAG1
6555000.00000000
PA
USD
6920566.45000000
0.114946675865
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
4.30000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Trust 2019-NPL5
91834DAA0
8273282.68000000
PA
USD
8283875.79000000
0.137590469251
Long
ABS-O
CORP
US
N
2
2049-09-25
Variable
3.35000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2375000.00000000
PA
USD
2604187.50000000
0.043254074448
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS3
52474WAA5
3699605.26000000
PA
USD
3734333.82000000
0.062025162576
Long
ABS-O
CORP
US
N
2
2059-04-25
Variable
3.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-3
03066MAG1
10515000.00000000
PA
USD
11190407.89000000
0.185866315687
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
4.04000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
9425000.00000000
PA
USD
9930934.00000000
0.164947170117
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-1
80285HAG5
27665000.00000000
PA
USD
28854816.32000000
0.479262101252
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
6382229.97000000
PA
USD
6834359.91000000
0.113514834225
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
1245000.00000000
PA
USD
1278265.14000000
0.021231257553
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
Black Diamond CLO Ltd
549300THCMKHPCL3WE55
Black Diamond CLO 2013-1 Ltd
09202LAQ3
3339041.97000000
PA
USD
3336060.54000000
0.055410069728
Long
ABS-CBDO
CORP
KY
N
2
2026-02-06
Floating
2.72000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
7365000.00000000
PA
USD
7246418.42000000
0.120358891909
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1055000.00000000
PA
USD
1097178.90000000
0.018223518016
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2019-4 Trust
83405BAC6
7370000.00000000
PA
USD
7574281.66000000
0.125804514005
Long
ABS-O
CORP
US
N
2
2028-08-25
Fixed
2.84000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
1435000.00000000
PA
USD
1578500.00000000
0.026217987958
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Trust 2020-NPL2
91834UAA2
4233838.34000000
PA
USD
4237149.20000000
0.070376640294
Long
ABS-O
CORP
US
N
2
2050-02-25
Variable
2.98000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
718592AB4
3755000.00000000
PA
USD
4399658.40000000
0.073075825754
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-3 LLC
693585AA9
6828234.35000000
PA
USD
6883839.39000000
0.114336660270
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
2.86000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAD1
30600000.00000000
PA
USD
30736078.20000000
0.510508791982
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.56000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAW8
865000.00000000
PA
USD
901762.50000000
0.014977762664
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.38000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
2740000.00000000
PA
USD
3979850.00000000
0.066103046802
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-2
89177JAC2
17610000.00000000
PA
USD
19128011.94000000
0.317705408119
Long
ABS-O
CORP
US
N
2
2058-12-25
Variable
3.75000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
22495000.00000000
PA
USD
25042863.11000000
0.415947724718
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-5
89176VAC6
1943340.00000000
PA
USD
2053022.11000000
0.034099530540
Long
ABS-O
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAC6
6255000.00000000
PA
USD
6390602.15000000
0.106144270014
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAC3
664308.81000000
PA
USD
676119.89000000
0.011229967142
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
3845000.00000000
PA
USD
3933584.38000000
0.065334601146
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
N
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCM9
5895000.00000000
PA
USD
5895156.69000000
0.097915202478
Long
DBT
CORP
US
N
2
2021-01-08
Floating
0.46000000
N
N
N
N
N
N
GREENBRIER COS INC
5493001GAGGFR30BP390
Greenbrier Cos Inc/The
393657AK7
5165000.00000000
PA
USD
5219082.04000000
0.086685986746
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
2.88000000
N
N
N
N
Y
Greenbrier Cos Inc/The
Greenbrier Cos Inc/The
USD
XXXX
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
3100000.00000000
PA
USD
3313145.03000000
0.055029456130
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CE3
1427000.00000000
PA
USD
1443677.23000000
0.023978658367
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding Ltd
549300NL4H585I318G08
Halcyon Loan Advisors Funding 2014-3 Ltd
40538FAS2
5490000.00000000
PA
USD
5477438.33000000
0.090977137903
Long
ABS-CBDO
CORP
KY
N
2
2025-10-22
Floating
1.92000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZG8
209930000.00000000
PA
USD
210594231.12000000
3.497850500898
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.38000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2019-4 LLC
69359NAA9
4650968.78000000
PA
USD
4658647.53000000
0.077377488023
Long
ABS-O
CORP
US
N
2
2024-11-25
Variable
3.35000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
40595000.00000000
PA
USD
44763548.72000000
0.743497105687
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Securities Corp 2019-SLKZ
12655GAL1
3205000.00000000
PA
USD
3023938.65000000
0.050225902510
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
3.76000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
8060000.00000000
PA
USD
9754626.77000000
0.162018807220
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Allegro CLO Ltd
635400EGZEWLZ9KRXG08
Allegro CLO VIII Ltd
01750LAC7
4650000.00000000
PA
USD
4560213.62000000
0.075742556717
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.91000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
8696000.00000000
PA
USD
12336092.64000000
0.204895488306
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
550000.00000000
PA
USD
575128.64000000
0.009552559872
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
14352000.00000000
PA
USD
15009321.60000000
0.249296302170
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
6002000.00000000
PA
USD
7594938.96000000
0.126147620019
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
4287000.00000000
PA
USD
5142616.39000000
0.085415935754
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.09000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEL8
165000.00000000
PA
USD
172425.00000000
0.002863881263
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAJ4
16635000.00000000
PA
USD
18268092.88000000
0.303422641213
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS7
52474MAA7
10777946.03000000
PA
USD
10795736.11000000
0.179311041708
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.25000000
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
Antares Holdings LP
03666HAA9
6700000.00000000
PA
USD
6832814.10000000
0.113489159200
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
2036000.00000000
PA
USD
2087927.59000000
0.034679290727
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
9487000.00000000
PA
USD
9500923.98000000
0.157804948054
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
23900000.00000000
PA
USD
24879408.86000000
0.413232842515
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.13000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
2755000.00000000
PA
USD
3693201.48000000
0.061341977783
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RBC2
3094000.00000000
PA
USD
2997171.41000000
0.049781313865
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.89000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAS6
8378087.50000000
PA
USD
8449878.49000000
0.140347679761
Long
ABS-O
CORP
US
N
2
2045-10-18
Fixed
2.07000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
3780000.00000000
PA
USD
3868868.03000000
0.064259699350
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2019-C Owner Trust
65479JAD5
6655000.00000000
PA
USD
6790729.39000000
0.112790156083
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
1.93000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DJ3
4945000.00000000
PA
USD
5516717.56000000
0.091629543591
Long
DBT
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
640000.00000000
PA
USD
865549.16000000
0.014376279667
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
1975000.00000000
PA
USD
2167562.50000000
0.036001981326
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
20585000.00000000
PA
USD
27562285.75000000
0.457793903013
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
11700000.00000000
PA
USD
12874600.44000000
0.213839796837
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.13000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-2 Trust
83406CAC3
6805000.00000000
PA
USD
6969995.39000000
0.115767662468
Long
ABS-O
CORP
US
N
2
2028-04-25
Fixed
3.46000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2020-1
40438FAF1
3645000.00000000
PA
USD
3680275.95000000
0.061127292075
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
2.26000000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT 2020-RPL1 Trust
67113FAA7
5520123.61000000
PA
USD
5593316.03000000
0.092901800648
Long
ABS-O
CORP
US
N
2
2059-12-26
Variable
3.07000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAL4
95000.00000000
PA
USD
136870.10000000
0.002273334579
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAD8
8040000.00000000
PA
USD
8307793.91000000
0.137987735632
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
4.22000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AG8
7440000.00000000
PA
USD
7926428.32000000
0.131653469907
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.70000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
2890000.00000000
PA
USD
3106897.01000000
0.051603793726
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
2970000.00000000
PA
USD
3373362.77000000
0.056029638570
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KBR8
1290000.00000000
PA
USD
1284728.93000000
0.021338617432
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.20000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-3 Ltd
69701KAA0
1551988.07000000
PA
USD
1560907.35000000
0.025925784039
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
1.92000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
8064000.00000000
PA
USD
9014100.48000000
0.149719086374
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.13000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306CAB7
100000.00000000
PA
USD
130313.78000000
0.002164437830
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.95000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300QK06ZD0H5SH503
Benefit Street Partners CLO VII Ltd
08180RAS4
6995000.00000000
PA
USD
6991906.81000000
0.116131598703
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Floating
1.77000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KAX4
5972000.00000000
PA
USD
8349735.80000000
0.138684366590
Long
DBT
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
CIFC Funding Ltd
549300Y56VCWZJQV2Z14
CIFC Funding 2014-V Ltd
12550AAX4
6500000.00000000
PA
USD
6536476.70000000
0.108567163391
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
2.02000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAC0
4206585.69000000
PA
USD
4439117.33000000
0.073731216157
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
3241000.00000000
PA
USD
3342961.08000000
0.055524683776
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
3010000.00000000
PA
USD
3627492.29000000
0.060250585479
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
2745000.00000000
PA
USD
3015840.12000000
0.050091390529
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AA1
2872000.00000000
PA
USD
3683134.14000000
0.061174764987
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.65000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
2416000.00000000
PA
USD
2567024.16000000
0.042636812490
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2020-B Owner Trust
65479CAD0
18955000.00000000
PA
USD
19036639.19000000
0.316187758667
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.55000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVb Trust 2017-SPL4
07331YAG5
1250000.00000000
PA
USD
1349721.13000000
0.022418100940
Long
ABS-O
CORP
US
N
2
2055-01-28
Variable
4.75000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-2 Trust
43732TAG6
2573435.40000000
PA
USD
2671812.43000000
0.044377286105
Long
ABS-O
CORP
US
N
2
2039-10-19
Fixed
3.12000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044BY2
5820000.00000000
PA
USD
7515741.80000000
0.124832200198
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.70000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
375000.00000000
PA
USD
456731.25000000
0.007586046507
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
3645000.00000000
PA
USD
3717900.00000000
0.061752206165
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
119815000.00000000
PA
USD
119829041.12000000
1.990292275693
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.13000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DL9
9535000.00000000
PA
USD
9626525.42000000
0.159891116595
Long
DBT
CORP
US
N
2
2021-10-06
Fixed
1.70000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBB0
9925000.00000000
PA
USD
11088805.50000000
0.184178757728
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.63000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-1
36256XAD4
10962226.86000000
PA
USD
11150561.21000000
0.185204484976
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
2.97000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1230000.00000000
PA
USD
1438707.00000000
0.023896105671
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.13000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
37793000.00000000
PA
USD
52084235.87000000
0.865089558996
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAJ9
1818000.00000000
PA
USD
1820106.52000000
0.030230934953
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
2.30000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
1435000.00000000
PA
USD
1498881.71000000
0.024895573407
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AG7
1855000.00000000
PA
USD
1905873.36000000
0.031655473426
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
980000.00000000
PA
USD
1001888.30000000
0.016640795302
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2019-1
32059TAG4
3790000.00000000
PA
USD
3937650.44000000
0.065402136092
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.55000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAP6
8160000.00000000
PA
USD
8697780.80000000
0.144465196250
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBE5
17195000.00000000
PA
USD
18876100.81000000
0.313521307407
Long
DBT
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
6260000.00000000
PA
USD
7188357.19000000
0.119394527874
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAD9
1525000.00000000
PA
USD
1607816.65000000
0.026704920854
Long
ABS-O
CORP
US
N
2
2042-11-17
Fixed
4.00000000
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
4000000.00000000
PA
USD
3893560.00000000
0.064669818939
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.07000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
3331918.62000000
PA
USD
2816834.65000000
0.046786022765
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
3740000.00000000
PA
USD
4257740.73000000
0.070718653905
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAD1
6390000.00000000
PA
USD
6422315.51000000
0.106671010901
Long
ABS-O
CORP
US
N
2
2057-02-25
Floating
1.65000000
N
N
N
N
N
N
Gosforth Funding plc
213800GD24WOLHNGMP34
Gosforth Funding 2018-1 plc
38312RAA1
561994.67000000
PA
USD
562027.27000000
0.009334953561
Long
ABS-MBS
CORP
GB
N
2
2060-08-25
Floating
0.66000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
145000.00000000
PA
USD
157506.25000000
0.002616089303
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
17895000.00000000
PA
USD
21214326.19000000
0.352357902186
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Battalion CLO LTD
549300SBOOCXWC0VGZ76
Battalion Clo XIV Ltd
07090AAE3
2240000.00000000
PA
USD
2251086.21000000
0.037389262684
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
2.32000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
61415000.00000000
PA
USD
73362515.04000000
1.218509683836
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-2 LLC
693590AA9
2105741.46000000
PA
USD
2125804.54000000
0.035308405341
Long
ABS-MBS
CORP
US
N
2
2025-08-25
Variable
3.67000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
1878114.60000000
PA
USD
1887212.19000000
0.031345521997
Long
ABS-MBS
CORP
US
N
2
2070-11-25
Variable
3.23000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
27205000.00000000
PA
USD
32231319.08000000
0.535343893272
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
Horizon Aircraft Finance II LLC
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
2833211.00000000
PA
USD
2733228.12000000
0.045397365814
Long
ABS-O
CORP
KY
N
2
2039-07-15
Fixed
3.72000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WF-RBS Commercial Mortgage Trust 2011-C2
92935JAN5
939545.52000000
PA
USD
936952.84000000
0.015562254214
Long
ABS-MBS
CORP
US
N
2
2044-02-15
Variable
5.52000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
6090000.00000000
PA
USD
6357594.60000000
0.105596033366
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
200000.00000000
PA
USD
220062.50000000
0.003655113066
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
3195000.00000000
PA
USD
3353116.46000000
0.055693358867
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
Hayfin Kingsland VIII Ltd
N/A
Hayfin US XII Ltd
42086PAE3
13735000.00000000
PA
USD
13520574.67000000
0.224569061699
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.70000000
N
N
N
N
N
N
OCP CLO Ltd
5493006T10144GM16690
OCP CLO 2015-8 Ltd
67091RAM1
8705000.00000000
PA
USD
8700509.09000000
0.144510511597
Long
ABS-CBDO
CORP
KY
N
2
2027-04-17
Floating
1.67000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
18255000.00000000
PA
USD
19780022.70000000
0.328534936313
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AR1
8785000.00000000
PA
USD
10363186.51000000
0.172126638664
Long
DBT
CORP
GB
N
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAJ1
5095000.00000000
PA
USD
5327230.10000000
0.088482264564
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.53000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
3950000.00000000
PA
USD
4206750.00000000
0.069871726857
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
30810000.00000000
PA
USD
36799466.46000000
0.611218225235
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
16180000.00000000
PA
USD
17741370.00000000
0.294674073506
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
1295000.00000000
PA
USD
1554000.00000000
0.025811056881
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BM4
1665000.00000000
PA
USD
1701630.00000000
0.028263107285
Long
DBT
CORP
MX
N
2
2025-01-11
Fixed
5.70000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
7330000.00000000
PA
USD
7778684.55000000
0.129199529848
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
2450000.00000000
PA
USD
2895410.00000000
0.048091114675
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAF2
2740000.00000000
PA
USD
2951876.88000000
0.049028997462
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
22730000.00000000
PA
USD
30021696.03000000
0.498643310112
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
870000.00000000
PA
USD
1025512.50000000
0.017033179839
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
6870000.00000000
PA
USD
7123564.56000000
0.118318359111
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
12400000.00000000
PA
USD
15073587.68000000
0.250363725237
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Venture XXI CLO
5493001C8B2BF8JNTO68
Venture XXI CLO Ltd
92330MAL3
5863058.17000000
PA
USD
5857202.15000000
0.097284799138
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.12000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
11990000.00000000
PA
USD
16523163.13000000
0.274440349687
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
70245000.00000000
PA
USD
82120900.68000000
1.363981492038
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
3182000.00000000
PA
USD
3411104.00000000
0.056656498953
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AD8
5274000.00000000
PA
USD
6683596.27000000
0.111010735842
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAC4
295000.00000000
PA
USD
295008.56000000
0.004899924532
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
550000.00000000
PA
USD
602937.50000000
0.010014449233
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAH5
8080000.00000000
PA
USD
9737553.50000000
0.161735229908
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
14455000.00000000
PA
USD
14515421.90000000
0.241092908830
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
14040000.00000000
PA
USD
16485356.49000000
0.273812402881
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CV4
55000.00000000
PA
USD
64762.50000000
0.001075668321
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
1015000.00000000
PA
USD
1079757.00000000
0.017934150157
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.13000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
1600000.00000000
PA
USD
1670000.00000000
0.027737750960
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
905000.00000000
PA
USD
899024.29000000
0.014932282552
Long
ABS-O
CORP
US
N
2
2033-03-15
Floating
3.20000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAZ0
1405000.00000000
PA
USD
1257334.08000000
0.020883604541
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.76000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAB7
10051749.90000000
PA
USD
10637861.41000000
0.176688832659
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
3.44000000
N
N
N
N
N
N
Jamestown CLO Ltd
254900NFTK4YH0WYT485
Jamestown CLO IX Ltd
47048JAQ6
1000000.00000000
PA
USD
989918.90000000
0.016441990370
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
2.07000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
1468000.00000000
PA
USD
2088538.54000000
0.034689438259
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2020-1
74937CAA4
3548200.23000000
PA
USD
3554415.26000000
0.059036817539
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
3.10000000
N
N
N
N
N
N
Coinstar Funding, LLC
N/A
Coinstar Funding LLC Series 2017-1
19260MAA4
13288050.00000000
PA
USD
12959447.15000000
0.215249052473
Long
ABS-O
CORP
US
N
2
2047-04-25
Fixed
5.22000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
4073850.00000000
PA
USD
4327284.21000000
0.071873731587
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.67000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-4 LLC
69359XAA7
6007355.63000000
PA
USD
6030282.10000000
0.100159558748
Long
ABS-O
CORP
US
N
2
2025-10-25
Variable
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
267555000.00000000
PA
USD
267617709.54000000
4.444978071742
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.13000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AN0
2355000.00000000
PA
USD
2718694.26000000
0.045155966659
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
515000.00000000
PA
USD
520015.27000000
0.008637158116
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1506441.41000000
PA
USD
1211962.24000000
0.020130004063
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
685000.00000000
PA
USD
733806.25000000
0.012188104799
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Trust 2019-NPL8
91833HAA2
7846832.39000000
PA
USD
7850370.53000000
0.130390193238
Long
ABS-O
CORP
US
N
2
2049-11-25
Variable
3.28000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BP4
392236.37000000
PA
USD
453338.95000000
0.007529702332
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.04000000
N
N
N
N
N
N
2021-01-29
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer