0001752724-22-199893.txt : 20220829
0001752724-22-199893.hdr.sgml : 20220829
20220829120107
ACCESSION NUMBER: 0001752724-22-199893
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220829
PERIOD START: 20221231
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: 221209285
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
617-449-2810
Loomis Sayles Investment Grade Bond Fund
S000006701
LXBMZ6T88WCKRZUWOE84
2022-12-31
2022-06-30
N
6090973788.56
35564407.84
6055409380.72
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
1847476.75000000
USD
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
5145878.62000000
PA
USD
4538250.19000000
0.074945390223
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
10622000.00000000
PA
USD
10564768.56000000
0.174468279446
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
24360000.00000000
PA
USD
23340858.96000000
0.385454681797
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.87500000
N
N
N
N
N
N
AMER AIRLINE 16-3 A PTT
N/A
American Airlines 2016-3 Class A Pass Through Trust
023771S25
11568439.37000000
PA
USD
9663787.22000000
0.159589329348
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
10115000.00000000
PA
USD
8182995.05000000
0.135135290374
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
3938110.50000000
0.065034587298
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.48000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
3285000.00000000
PA
USD
2842962.45000000
0.046949137064
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
9365966.69000000
0.154671073434
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
11512519.34000000
PA
USD
11530763.23000000
0.190420870085
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
12025000.00000000
PA
USD
10701246.39000000
0.176722096181
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-1
14317CAG7
1100000.00000000
PA
USD
1022662.52000000
0.016888412586
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
2.47000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
9915000.00000000
PA
USD
7537137.80000000
0.124469500344
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
2372434.71000000
PA
USD
2096414.03000000
0.034620516932
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
20869475.85000000
0.344641865444
Long
DBT
CORP
FR
N
2
2033-03-01
Fixed
4.37500000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
1770000.00000000
PA
USD
1569998.57000000
0.025927207745
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BW3
560000.00000000
PA
USD
563077.03000000
0.009298744223
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
9035000.00000000
PA
USD
7340937.50000000
0.121229417178
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAJ3
2420000.00000000
PA
USD
2106629.12000000
0.034789210564
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.53800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
655000.00000000
PA
USD
609971.88000000
0.010073173284
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
4534789.38000000
0.074888237852
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.64000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
8426000.00000000
PA
USD
6876159.48000000
0.113553998543
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2021-1 LLC
783897AF8
530000.00000000
PA
USD
478675.75000000
0.007904927972
Long
ABS-O
CORP
US
N
2
2030-09-20
Fixed
1.93000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAB0
560000.00000000
PA
USD
465247.44000000
0.007683170711
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAJ4
1515000.00000000
PA
USD
1390161.88000000
0.022957355854
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
2.79100000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
7385000.00000000
PA
USD
6252064.71000000
0.103247597592
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20510964 CDS USD R F 5.00000 FIX CCPCDX / Short: S20510964 CDS USD P V 03MEVENT FLO CCPCDX
000000000
13518450.00000000
OU
Notional Amount
USD
-407148.68000000
-0.00672371848
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-316439.00000000
USD
13518450.00000000
USD
-90709.68000000
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AU4
3595000.00000000
PA
USD
3518422.19000000
0.058103787354
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
5.65300000
N
N
N
N
N
N
HPEFS Equipment Trust
549300NXXXDG2TJQD265
HPEFS Equipment Trust 2019-1
40438DAE9
502224.68000000
PA
USD
502223.27000000
0.008293795488
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
1086453.60000000
PA
USD
1068581.44000000
0.017646724982
Long
DBT
CORP
US
N
2
2036-08-11
Fixed
4.16300000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
2860052.50000000
PA
USD
2732880.27000000
0.045131222320
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
10270000.00000000
PA
USD
9671027.31000000
0.159708893353
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
10640000.00000000
PA
USD
10482367.34000000
0.173107492507
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
904583.20000000
0.014938431790
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
19943983.53000000
0.329358137098
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAL3
510000.00000000
PA
USD
453087.57000000
0.007482360671
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.33600000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2021-A Owner Trust
89240BAB4
262429.37000000
PA
USD
262190.69000000
0.004329859032
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
0.16000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
2010000.00000000
PA
USD
1749705.00000000
0.028894908502
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
3095000.00000000
PA
USD
2496721.03000000
0.041231250820
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
79165000.00000000
PA
USD
77383787.50000000
1.277928256120
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-3
14315PAH8
2315000.00000000
PA
USD
2268534.71000000
0.037462945399
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.85000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AL7
5320000.00000000
PA
USD
4763498.74000000
0.078665180840
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
10085000.00000000
PA
USD
9007578.81000000
0.148752598605
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
BRASS PLC
2138001JRCRN7WGSM347
Brass NO 8 PLC
10554MAA8
1433777.15000000
PA
USD
1433569.25000000
0.023674192112
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
2.11100000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
10466000.00000000
PA
USD
8218486.37000000
0.135721399715
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
Aaset 2021-1 Trust
00038PAA8
6360810.77000000
PA
USD
5321531.89000000
0.087880629622
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
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
12937153.86000000
0.213646230116
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.35000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
10855000.00000000
PA
USD
10334066.60000000
0.170658430343
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACS2
1960000.00000000
PA
USD
1692603.69000000
0.027951928326
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.40000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
6235000.00000000
PA
USD
5219277.97000000
0.086191992016
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.54700000
N
N
N
N
N
N
EDvestinU Private Education Loan Issue No. 1, LLC
N/A
EDvestinU Private Education Loan Issue No 3 LLC
28166LAA2
2355955.60000000
PA
USD
2072508.23000000
0.034225732724
Long
ABS-O
CORP
US
N
2
2045-11-25
Fixed
1.80000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
2750000.00000000
PA
USD
1911250.00000000
0.031562688496
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAC5
983939.97000000
PA
USD
914069.90000000
0.015095096673
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
3525000.00000000
PA
USD
2923214.82000000
0.048274437551
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
13620000.00000000
PA
USD
12433043.15000000
0.205321265141
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
1905000.00000000
PA
USD
1471612.50000000
0.024302444433
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
4880000.00000000
PA
USD
3911174.77000000
0.064589766341
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
4615000.00000000
PA
USD
4372545.90000000
0.072208923048
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
3335000.00000000
PA
USD
3023177.50000000
0.049925237253
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
9925000.00000000
PA
USD
8891471.14000000
0.146835177953
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
19911424.50000000
0.328820452063
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
5755000.00000000
PA
USD
4598935.60000000
0.075947558799
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAC5
10120000.00000000
PA
USD
9870333.53000000
0.163000268180
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CCL9
8625000.00000000
PA
USD
7083493.43000000
0.116977944588
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
2.45700000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
2795000.00000000
PA
USD
2620059.55000000
0.043268082887
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAC5
9007000.00000000
PA
USD
9946801.64000000
0.164263074791
Long
DBT
CORP
NL
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAD8
3950000.00000000
PA
USD
3635317.33000000
0.060034212411
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.54800000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REU4
7500000.00000000
PA
USD
6708309.00000000
0.110782088843
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
4.08000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
3390000.00000000
PA
USD
3230547.21000000
0.053349773844
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
14895000.00000000
PA
USD
13904035.65000000
0.229613470796
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
25020000.00000000
PA
USD
16714212.68000000
0.276021184186
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR2 Trust
74333LAE6
155000.00000000
PA
USD
148791.38000000
0.002457164671
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
3.07700000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAG4
25880000.00000000
PA
USD
25682287.15000000
0.424121401796
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAF3
4895000.00000000
PA
USD
4134822.60000000
0.068283122412
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
2895000.00000000
PA
USD
2798047.43000000
0.046207403233
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
6130000.00000000
PA
USD
5081218.30000000
0.083912052522
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
3045000.00000000
PA
USD
2740500.00000000
0.045257055761
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding Inc 2013-GSP Trust
74932QAA8
4735000.00000000
PA
USD
4659356.48000000
0.076945358885
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.96100000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBA7
39613000.00000000
PA
USD
39347026.04000000
0.649783087585
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.62500000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust 2019-1
23343GAG7
6636383.27000000
PA
USD
6635463.47000000
0.109579106098
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.87000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAG1
2744944.13000000
PA
USD
2529891.48000000
0.041779032942
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
25002000.00000000
PA
USD
17751420.00000000
0.293149791928
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBE7
1525000.00000000
PA
USD
1501254.35000000
0.024791954690
Long
DBT
CORP
XX
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
220000.00000000
PA
USD
125950.00000000
0.002079958464
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
17891000.00000000
PA
USD
13966074.03000000
0.230637982536
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
3285136.24000000
0.054251265826
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
13775000.00000000
PA
USD
12818877.25000000
0.211692991242
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
4928000.00000000
PA
USD
4491172.32000000
0.074167938740
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
3946250.00000000
PA
USD
3837586.06000000
0.063374510602
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
650000.00000000
PA
USD
637000.00000000
0.010519519985
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
17836721.61000000
0.294558476373
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
7965468.16000000
0.131543016486
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
19270128.48000000
0.318229986916
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
1646775.00000000
PA
USD
1464030.73000000
0.024177237870
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
23975000.00000000
PA
USD
26788676.99000000
0.442392500749
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
6175000.00000000
PA
USD
6026244.25000000
0.099518362361
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
2185000.00000000
PA
USD
1742291.25000000
0.028772476647
Long
DBT
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
14730000.00000000
PA
USD
10789725.00000000
0.178183246113
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
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
1250000.00000000
PA
USD
997388.98000000
0.016471041300
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
6420927.90000000
PA
USD
6098685.29000000
0.100714665294
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
Morgan Stanley Eaton Vance CLO 2022-16 Ltd
N/A
Morgan Stanley Eaton Vance CLO 2022-16 Ltd
61774JAE4
13895000.00000000
PA
USD
13004129.02000000
0.214752268631
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
2.73800000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAG0
3083000.00000000
PA
USD
2852243.62000000
0.047102407792
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
2.24100000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
7688000.00000000
PA
USD
7294912.56000000
0.120469353950
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAE0
13665000.00000000
PA
USD
12038082.00000000
0.198798813476
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
1110000.00000000
PA
USD
897057.60000000
0.014814152827
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
9260000.00000000
PA
USD
8927619.34000000
0.147432135115
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
16986882.26000000
PA
USD
14344232.99000000
0.236882960145
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
411000.00000000
PA
USD
402837.13000000
0.006652516860
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
5.02300000
N
N
N
N
N
N
AGL CLO 5 Ltd
549300N06ILVP775P131
AGL CLO 5 Ltd
00119TAK0
5565000.00000000
PA
USD
5249147.30000000
0.086685258914
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
2.76300000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
34334000.00000000
PA
USD
33335777.75000000
0.550512370908
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
522307.47000000
0.008625469182
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
8054570.27000000
0.133014462996
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.60000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CM9
19755000.00000000
PA
USD
18926531.21000000
0.312555766588
Long
DBT
CORP
DE
N
2
2023-11-08
Fixed
0.96200000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAB9
4790000.00000000
PA
USD
3658750.97000000
0.060421199294
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
2.12000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
4345000.00000000
PA
USD
465219.15000000
0.007682703525
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
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
10087550.01000000
0.166587415908
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
5355000.00000000
PA
USD
4906323.13000000
0.081023805683
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
2050000.00000000
PA
USD
435809.50000000
0.007197027857
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
5997412.78000000
PA
USD
5957281.69000000
0.098379503604
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.88200000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
6910000.00000000
PA
USD
5847933.00000000
0.096573701831
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAJ4
1410000.00000000
PA
USD
1403244.13000000
0.023173398225
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAB4
1525000.00000000
PA
USD
1471695.15000000
0.024303809329
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.24000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
11260000.00000000
PA
USD
11752437.07000000
0.194081627369
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-8 LLC
69360MAA8
6513967.56000000
PA
USD
6059422.90000000
0.100066279899
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAA8
10484062.96000000
PA
USD
9712897.22000000
0.160400339751
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
6405000.00000000
PA
USD
6343874.33000000
0.104763756356
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVII LLC
91835EAA7
9097619.29000000
PA
USD
8649935.45000000
0.142846418898
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.24000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-3
14317DAG5
2550000.00000000
PA
USD
2341179.99000000
0.038662621183
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796U49
191030000.00000000
PA
USD
190392807.97000000
3.144177313200
Long
STIV
UST
US
N
2
2022-09-15
None
0.00000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
4610000.00000000
PA
USD
3871497.64000000
0.063934531863
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
3189063.74000000
0.052664709179
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
2.44400000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
370000.00000000
PA
USD
340468.04000000
0.005622543722
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.18500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
11950000.00000000
PA
USD
9736483.34000000
0.160789844713
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
4874000.00000000
PA
USD
4055680.06000000
0.066976149835
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
2270252.64000000
0.037491315570
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
315000.00000000
PA
USD
255055.50000000
0.004212027362
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
29075000.00000000
PA
USD
25290249.97000000
0.417647237039
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
15620580.27000000
0.257960763474
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
522 Funding CLO Ltd
5493001LTHURD55KD110
522 Funding CLO 2021-7 Ltd
33833VAJ4
1585000.00000000
PA
USD
1410913.11000000
0.023300044989
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
4.08400000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAD6
3400000.00000000
PA
USD
3376370.68000000
0.055757925975
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.96000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAG1
10554289.71000000
PA
USD
9294359.77000000
0.153488545292
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
1932000.00000000
PA
USD
1244696.04000000
0.020555109683
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
Octagon Investment Partners 26 Ltd
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAQ3
2000000.00000000
PA
USD
1901216.00000000
0.031396985413
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
2.64400000
N
N
N
N
N
N
Octagon Investment Partners Ltd
N/A
Octagon Investment Partners 18-R Ltd
67576FAE9
7170000.00000000
PA
USD
6816547.68000000
0.112569559734
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
2.51400000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1985000.00000000
PA
USD
1558006.65000000
0.025729171259
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
3225000.00000000
PA
USD
2790540.32000000
0.046083429617
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
945000.00000000
PA
USD
936090.45000000
0.015458747561
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Fixed
3.27700000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAE5
6060000.00000000
PA
USD
4786854.60000000
0.079050883252
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAD8
2575000.00000000
PA
USD
2429112.35000000
0.040114750255
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.19800000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
3523315.73000000
PA
USD
3408292.16000000
0.056285082406
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.02500000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
2655000.00000000
PA
USD
2407123.01000000
0.039751614773
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2022-1
23345YAG6
10500000.00000000
PA
USD
9931813.50000000
0.164015558248
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
3.40000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
1038676.48000000
PA
USD
873595.37000000
0.014426693805
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
4350000.00000000
PA
USD
4120654.25000000
0.068049144011
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
2225000.00000000
PA
USD
1962731.95000000
0.032412869660
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR4 Trust
74331AAG7
3860000.00000000
PA
USD
3744465.57000000
0.061836703921
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
3.13600000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
1795000.00000000
PA
USD
1537436.53000000
0.025389473004
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.52500000
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
8434598.93000000
0.139290317131
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
4579800.94000000
PA
USD
4400678.06000000
0.072673502042
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
8340000.00000000
PA
USD
6679154.14000000
0.110300620817
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
525096.28000000
PA
USD
507437.29000000
0.008379900649
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
4.21000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300RES143ZXEZ6T39
Sequoia Mortgage Trust 2019-CH2
81747CAA9
291564.17000000
PA
USD
289060.89000000
0.004773597816
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.50000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
6355000.00000000
PA
USD
6046474.92000000
0.099852454885
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
6305000.00000000
PA
USD
5252506.35000000
0.086740730803
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAE2
1980000.00000000
PA
USD
1956404.34000000
0.032308374496
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
2.00000000
N
N
N
N
N
N
Octagon Investment Partners 28, LTD
254900BI638DCRT6IN48
Octagon Investment Partners 28 Ltd
67591EAU7
1986282.00000000
PA
USD
1909770.42000000
0.031538254475
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
2.98400000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
3865000.00000000
PA
USD
3361801.54000000
0.055517328864
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
33030000.00000000
PA
USD
24772500.00000000
0.409097031141
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
1095000.00000000
PA
USD
702398.70000000
0.011599524587
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
3200000.00000000
PA
USD
2964396.48000000
0.048954518078
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
1790000.00000000
PA
USD
1598179.73000000
0.026392595933
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAL5
6478000.00000000
PA
USD
6413121.53000000
0.105907315703
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.50900000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
50000.00000000
PA
USD
45959.60000000
0.000758984192
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
7435000.00000000
PA
USD
5979731.02000000
0.098750235434
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1035000.00000000
PA
USD
752993.55000000
0.012435056040
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
19604758.57000000
0.323756121797
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
3925000.00000000
PA
USD
3359132.75000000
0.055473256039
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
3699305.88000000
0.061090929570
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
1869000.00000000
PA
USD
1745637.05000000
0.028827729724
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBT6
1578791.63000000
PA
USD
1526268.07000000
0.025205035267
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
1.17400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FCSYYS3J0RKL34
Neuberger Berman CLO XVIII Ltd
64128QAU9
545455.00000000
PA
USD
521206.25000000
0.008607283458
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
2.79800000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
12655000.00000000
PA
USD
10639639.62000000
0.175704712118
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-3
33846AAG1
4610000.00000000
PA
USD
4488981.97000000
0.074131766950
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
7964000.00000000
0.131518771057
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
6220000.00000000
PA
USD
2559032.40000000
0.042260270761
Long
DBT
CORP
KY
N
2
2031-01-12
Fixed
3.30000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAB4
1775000.00000000
PA
USD
1601989.69000000
0.026455514223
Long
ABS-O
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVY2
8900000.00000000
PA
USD
8439562.06000000
0.139372279054
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
1.25000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
3445000.00000000
PA
USD
738297.95000000
0.012192370549
Long
DBT
CORP
KY
N
2
2026-12-14
Fixed
4.85000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAJ4
3575000.00000000
PA
USD
3086058.33000000
0.050963661347
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.42500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAG6
6646799.72000000
PA
USD
6630463.22000000
0.109496531169
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
1452903.25000000
0.023993476884
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.87500000
N
N
N
N
N
N
Octagon Credit Partners 46, LTD
N/A
Octagon Investment Partners 46 Ltd
67577VAS2
4155000.00000000
PA
USD
3750460.89000000
0.061935711596
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
4.34400000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
7115000.00000000
PA
USD
6608838.19000000
0.109139411961
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
21520000.00000000
PA
USD
20389145.95000000
0.336709620573
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
25480000.00000000
PA
USD
17699892.97000000
0.292298866305
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
22100000.00000000
PA
USD
20226914.50000000
0.334030504434
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AV0
5370000.00000000
PA
USD
3089784.37000000
0.051025193768
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
3495000.00000000
PA
USD
403672.50000000
0.006666312294
Long
DBT
CORP
KY
N
2
2022-07-03
Fixed
4.75000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAE3
2945000.00000000
PA
USD
2824313.90000000
0.046641171924
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
2.64400000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-2
14316LAG8
5811000.00000000
PA
USD
5758096.66000000
0.095090130129
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.41000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAC0
5000000.00000000
PA
USD
4789152.00000000
0.079088822883
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
4.21000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
6585000.00000000
PA
USD
5863843.07000000
0.096836443274
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
6665000.00000000
PA
USD
5698641.65000000
0.094108280575
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
SIRIUS INTERNATIONAL GRP
549300PB35NLMKG2ND86
Sirius International Group Ltd
82968FAA2
3159000.00000000
PA
USD
2948515.83000000
0.048692262481
Long
DBT
CORP
BM
N
2
2026-11-01
Fixed
4.60000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
1025000.00000000
PA
USD
843062.50000000
0.013922469101
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2019-1 Trust
21872FAF4
2434000.00000000
PA
USD
2317869.97000000
0.038277675781
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.81800000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
8330000.00000000
PA
USD
7947736.30000000
0.131250189711
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAL8
2015000.00000000
PA
USD
1747442.86000000
0.028857551160
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
6335000.00000000
PA
USD
5659625.65000000
0.093463964104
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
27985000.00000000
PA
USD
28138654.44000000
0.464686244493
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.62500000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2019-1
02004WAC5
173826.15000000
PA
USD
174003.17000000
0.002873516207
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
10352294.42000000
PA
USD
10054458.91000000
0.166040944184
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.70400000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
7480000.00000000
PA
USD
6527052.11000000
0.107788783542
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
9675000.00000000
PA
USD
8359780.50000000
0.138054753599
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
5560000.00000000
PA
USD
5490500.00000000
0.090670996043
Long
DBT
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAA6
2390000.00000000
PA
USD
2217412.13000000
0.036618698928
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
13590000.00000000
PA
USD
10654152.30000000
0.175944376839
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
2235000.00000000
PA
USD
1882838.09000000
0.031093489665
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-2 Ltd
05875MAQ5
1170000.00000000
PA
USD
1113547.50000000
0.018389301696
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
2.87800000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
7820000.00000000
PA
USD
7115722.04000000
0.117510173014
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
9900000.00000000
PA
USD
7924864.37000000
0.130872478997
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
14045000.00000000
PA
USD
12633276.09000000
0.208627943970
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
135000.00000000
PA
USD
71847.00000000
0.001186492860
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
7155000.00000000
PA
USD
6547397.40000000
0.108124768918
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
7435000.00000000
PA
USD
5751644.48000000
0.094983577795
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
3780000.00000000
PA
USD
422793.00000000
0.006982071292
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
5.60000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
3564000.00000000
PA
USD
2387033.69000000
0.039419856526
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
32366000.00000000
PA
USD
26992563.67000000
0.445759518026
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAX6
1730000.00000000
PA
USD
1604452.17000000
0.026496180012
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.46300000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
6185000.00000000
PA
USD
4995394.97000000
0.082494752310
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAC7
6823142.71000000
PA
USD
6812468.59000000
0.112502196989
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
3.35000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
1625000.00000000
PA
USD
1521503.75000000
0.025126356524
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
ELFI Graduate Loan Program
N/A
ELFI Graduate Loan Program 2019-A LLC
26857EAA6
3519378.73000000
PA
USD
3352936.75000000
0.055370934303
Long
ABS-O
CORP
US
N
2
2044-03-25
Fixed
2.54000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
565000.00000000
PA
USD
526862.50000000
0.008700691677
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AG8
2010000.00000000
PA
USD
1909936.37000000
0.031540994999
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.45600000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
13705000.00000000
PA
USD
11325949.05000000
0.187038535925
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
14195000.00000000
PA
USD
11774184.70000000
0.194440771213
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAE2
1746000.00000000
PA
USD
1239660.00000000
0.020471943712
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.68900000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
2360000.00000000
PA
USD
1829000.00000000
0.030204398827
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2170000.00000000
PA
USD
1877050.00000000
0.030997904220
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
13940000.00000000
PA
USD
11762374.19000000
0.194245730560
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAE6
2500000.00000000
PA
USD
2391005.25000000
0.039485443504
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
641427.20000000
0.010592631474
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
14855000.00000000
PA
USD
12083057.00000000
0.199541537826
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
16130000.00000000
PA
USD
16290493.50000000
0.269023817809
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-2
380149AC8
21335000.00000000
PA
USD
20642886.20000000
0.340899927686
Long
ABS-O
CORP
US
N
2
2026-04-16
Fixed
0.51000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAG7
11696000.00000000
PA
USD
10677072.55000000
0.176322885517
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.96800000
N
N
N
N
N
N
Alta Wind Holdings LLC
N/A
Alta Wind Holdings LLC
021345AA1
14323269.78000000
PA
USD
14887908.26000000
0.245861300598
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
4233207.52000000
PA
USD
3827275.51000000
0.063204240528
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAF6
2685000.00000000
PA
USD
2551122.95000000
0.042129652837
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
26515000.00000000
PA
USD
17731641.10000000
0.292823160007
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
INVESCO CLO 2021-1, Ltd
25490016C8NV86EY2059
Invesco CLO 2021-1 Ltd
46090XAJ0
3545000.00000000
PA
USD
3190535.45000000
0.052689013234
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
4.09400000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
9720000.00000000
PA
USD
9599081.55000000
0.158520769554
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
9966000.00000000
PA
USD
8370901.34000000
0.138238404931
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
2650000.00000000
PA
USD
2369471.00000000
0.039129823452
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
25479000.00000000
PA
USD
24433287.57000000
0.403495222763
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
8810000.00000000
PA
USD
8032829.37000000
0.132655430293
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAF0
3135000.00000000
PA
USD
2927962.09000000
0.048352834728
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
2.40000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
28763.00000000
NS
USD
32979655.80000000
0.544631316009
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
205000.00000000
PA
USD
185673.85000000
0.003066247685
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
1955000.00000000
PA
USD
1782182.89000000
0.029431253577
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
1820000.00000000
PA
USD
1470894.35000000
0.024290584789
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
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
257404.13000000
0.004250813013
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
2.28000000
N
N
N
N
N
N
NBM US Holdings Inc
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
6470000.00000000
PA
USD
6567050.00000000
0.108449315101
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBG7
25560000.00000000
PA
USD
24339254.40000000
0.401942343939
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
0.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
4145000.00000000
PA
USD
3297347.50000000
0.054452924528
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
1340000.00000000
PA
USD
814237.60000000
0.013446450087
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAS7
1640146.04000000
PA
USD
698702.21000000
0.011538480159
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.41500000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
3032470.34000000
PA
USD
2699708.27000000
0.044583414601
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
24260000.00000000
PA
USD
21506792.28000000
0.355166611005
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
85000.00000000
PA
USD
92500.11000000
0.001527561626
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS4
52475WAA4
2207816.92000000
PA
USD
2046558.41000000
0.033797193242
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAC9
27290000.00000000
PA
USD
26563867.68000000
0.438679963811
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.30000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
15815000.00000000
PA
USD
13805120.99000000
0.227979978264
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
6934515.08000000
PA
USD
6088039.63000000
0.100538861160
Long
ABS-O
CORP
KY
N
2
2038-12-15
Fixed
4.25000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2021-1 Owner Trust
43813GAC5
16245000.00000000
PA
USD
15858750.76000000
0.261893949077
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.27000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
4280000.00000000
PA
USD
3781251.04000000
0.062444185062
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20495495 CDS USD R F 5.00000 FIX CCPCDX / Short: S20495495 CDS USD P V 03MEVENT FLO CCPCDX
000000000
32363100.00000000
OU
Notional Amount
USD
-974711.85000000
-0.01609654754
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-712443.85000000
USD
32363100.00000000
USD
-262268.00000000
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2019-B
83192CAB3
10808243.60000000
PA
USD
10464236.66000000
0.172808079554
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.84000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
745000.00000000
PA
USD
672362.50000000
0.011103501971
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
100000.00000000
PA
USD
98590.89000000
0.001628145742
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
7975981.00000000
0.131716627209
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
5549332.72000000
PA
USD
5555136.21000000
0.091738408763
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.67000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
4115000.00000000
PA
USD
2890499.45000000
0.047734170693
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
8430000.00000000
PA
USD
7796401.20000000
0.128751017640
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
7639060.56000000
PA
USD
7625377.47000000
0.125926704382
Long
ABS-O
CORP
US
N
2
2025-09-12
Fixed
2.89000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
9088000.00000000
PA
USD
6013075.20000000
0.099300886561
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
7675000.00000000
PA
USD
7402864.92000000
0.122252096506
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAK8
865000.00000000
PA
USD
77850.00000000
0.001285627363
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.68900000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
7790000.00000000
PA
USD
6196153.61000000
0.102324272735
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
6970000.00000000
PA
USD
5739098.00000000
0.094776383216
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAE1
6615000.00000000
PA
USD
6426207.90000000
0.106123426113
Long
DBT
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
4335000.00000000
PA
USD
3702602.01000000
0.061145362389
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-1 LLC
693577AA6
7470329.48000000
PA
USD
7095863.53000000
0.117182226400
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
Madison Park Funding Ltd
254900Q2IOW6JYPYIV98
Madison Park Funding XIV Ltd
55818RBA3
13180000.00000000
PA
USD
12649215.04000000
0.208891162342
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
2.83600000
N
N
N
N
N
N
BBSG Mortgage Trust
N/A
BBSG 2016-MRP Mortgage Trust
055287AA4
410000.00000000
PA
USD
375740.85000000
0.006205044553
Long
ABS-MBS
CORP
US
N
2
2036-06-05
Fixed
3.27500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AJ3
6390000.00000000
PA
USD
5358423.58000000
0.088489864897
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-1 LLC
784033AJ1
2555000.00000000
PA
USD
2391177.74000000
0.039488292032
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
3.79000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
9600000.00000000
PA
USD
9145794.14000000
0.151035108693
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAM2
965000.00000000
PA
USD
913883.95000000
0.015092025865
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.88900000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
6885000.00000000
PA
USD
6779043.29000000
0.111950206233
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
12285000.00000000
PA
USD
9838442.25000000
0.162473610476
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
13555000.00000000
PA
USD
10632270.90000000
0.175583023896
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
5120000.00000000
PA
USD
5068800.00000000
0.083706974728
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
340000.00000000
PA
USD
175670.88000000
0.002901057037
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
1400000.00000000
PA
USD
1123000.90000000
0.018545416657
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
2.81100000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
3625000.00000000
PA
USD
2973905.78000000
0.049111556180
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BQ8
14660000.00000000
PA
USD
14615275.71000000
0.241359003018
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
1110000.00000000
PA
USD
1220257.60000000
0.020151529372
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
CAL Funding IV Ltd
N/A
CAL Funding IV Ltd
12807CAA1
7448437.50000000
PA
USD
6714680.75000000
0.110887312943
Long
ABS-O
CORP
BM
N
2
2045-09-25
Fixed
2.22000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
1750000.00000000
PA
USD
1495418.75000000
0.024695584657
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
OCP CLO Ltd
254900K70GBA8CMARX66
OCP CLO 2020-8R Ltd
670898AE5
14755000.00000000
PA
USD
13928734.76000000
0.230021355853
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
2.59400000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
8356711.00000000
PA
USD
8344889.60000000
0.137808842892
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
5696213.96000000
PA
USD
5563365.72000000
0.091874312209
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
297352.05000000
0.004910519360
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
400000.00000000
PA
USD
42828.00000000
0.000707268448
Long
DBT
CORP
KY
N
2
2030-07-13
Fixed
4.60000000
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
5197934.45000000
0.085839521710
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.61300000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-1 Trust
43731QAG3
2417003.45000000
PA
USD
2186728.28000000
0.036111980916
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
3.40600000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
9180000.00000000
PA
USD
7829438.40000000
0.129296599251
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
5293995.00000000
0.087425881012
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAA8
3451893.11000000
PA
USD
3322491.99000000
0.054868164662
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
Voya CLO Ltd
5493003QPCHR7P2XIW55
Voya CLO 2013-3 Ltd
92916XAL1
3335000.00000000
PA
USD
3163961.19000000
0.052250161650
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
2.74400000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAX6
3980000.00000000
PA
USD
3687766.11000000
0.060900359961
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
980000.00000000
PA
USD
819289.80000000
0.013529882927
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAJ3
5780000.00000000
PA
USD
5124197.73000000
0.084621821710
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.54700000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
2065000.00000000
PA
USD
1723201.20000000
0.028457220505
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
1965000.00000000
PA
USD
1968167.78000000
0.032502637827
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP22
000000000
1760.00000000
NC
USD
8410908.00000000
0.138899081320
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year US Treasury Note Future
UXYU2 Comdty
2022-09-21
215769092.00000000
USD
8410908.00000000
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
4330000.00000000
PA
USD
3471620.80000000
0.057330901706
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
1835000.00000000
PA
USD
265799.75000000
0.004389459626
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
Canyon CLO 2021-4 Ltd
13877PAC1
3920000.00000000
PA
USD
3718174.88000000
0.061402535257
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
2.74400000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAA1
3460000.00000000
PA
USD
3393277.36000000
0.056037125595
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
49304000.00000000
PA
USD
45914748.38000000
0.758243505817
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
AMER AIRLN 15-2 B PTT
N/A
American Airlines 2015-2 Class B Pass Through Trust
02377BAC0
1614373.66000000
PA
USD
1522741.81000000
0.025146802045
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
12950191.82000000
0.213861541074
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
755803.57000000
0.012481461161
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.40000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
12790000.00000000
PA
USD
10736473.41000000
0.177303840830
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
788922.69000000
PA
USD
769974.74000000
0.012715486131
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89200000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
7090000.00000000
PA
USD
6757164.70000000
0.111588899695
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64400000
N
N
N
N
N
N
LEONARDO US HOLDINGS INC
529900WVR776KSXHSA85
Leonardo US Holding Inc
000000000
650000.00000000
PA
USD
736515.00000000
0.012162926627
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
7.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
3530000.00000000
PA
USD
2766955.20000000
0.045693941169
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
2935000.00000000
PA
USD
2487706.00000000
0.041082375172
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
9339390.48000000
PA
USD
9192278.27000000
0.151802755058
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
3140000.00000000
PA
USD
2452088.80000000
0.040494187028
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AR6
955000.00000000
PA
USD
732294.00000000
0.012093220358
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAE3
940000.00000000
PA
USD
917710.81000000
0.015155223244
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
3904811.70000000
0.064484685584
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
2.54400000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
1115000.00000000
PA
USD
751551.54000000
0.012411242456
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAH8
2515000.00000000
PA
USD
2453432.77000000
0.040516381564
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
10260000.00000000
PA
USD
8128392.25000000
0.134233570993
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
1795000.00000000
PA
USD
1720838.32000000
0.028418199527
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAL9
960000.00000000
PA
USD
766269.12000000
0.012654290929
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
3.01000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
857000.00000000
PA
USD
730592.50000000
0.012065121514
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CK8
1400000.00000000
PA
USD
1364318.20000000
0.022530569185
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.48000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2020-1
74114BAL7
4350000.00000000
PA
USD
4273239.90000000
0.070568967865
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.67000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAJ5
5267326.92000000
PA
USD
4583513.58000000
0.075692877092
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.95200000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
345000.00000000
PA
USD
319031.83000000
0.005268542718
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
7000000.00000000
PA
USD
6897699.48000000
0.113909713552
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2H3
14970000.00000000
PA
USD
14616857.70000000
0.241385128254
Long
DBT
CORP
CH
N
2
2025-02-21
Fixed
3.70000000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
26914000.00000000
PA
USD
37538301.50000000
0.619913520950
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
1429922.43000000
0.023613967943
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
4032922.41000000
0.066600326360
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
5171489.89000000
0.085402812012
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
3999904.95000000
0.066055070739
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
2961095.71000000
0.048900008634
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
15010042.74000000
0.247878248955
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
12124254.84000000
0.200221885552
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
820000.00000000
PA
USD
803808.28000000
0.013274218627
Long
ABS-O
CORP
US
N
2
2032-09-15
Variable
4.56200000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2019-1 Ltd
55283LAA3
2517759.01000000
PA
USD
2280825.30000000
0.037665914170
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.45800000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAB2
4675000.00000000
PA
USD
4651610.98000000
0.076817448458
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
7822925.60000000
0.129189045829
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
5800000.00000000
PA
USD
4606575.70000000
0.076073728634
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
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
223961.91000000
0.003698542838
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
3900000.00000000
PA
USD
3592017.00000000
0.059319143829
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
440000.00000000
PA
USD
431311.76000000
0.007122751458
Long
ABS-O
CORP
US
N
2
2032-09-15
Variable
4.50600000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BC7
11425000.00000000
PA
USD
10654307.66000000
0.175946942479
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Madison Park XLIV
N/A
Atrium XV
04965FAL5
1651667.00000000
PA
USD
1558922.59000000
0.025744297238
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
4.18400000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
9406000.00000000
PA
USD
7391028.81000000
0.122056633091
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
10475000.00000000
PA
USD
10210903.25000000
0.168624491062
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
VIBRANT CLO LTD
N/A
Vibrant CLO XIV Ltd
92557EAL7
1830000.00000000
PA
USD
1704110.64000000
0.028141955941
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
4.81300000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
9135000.00000000
PA
USD
8801916.52000000
0.145356258621
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
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
226662.80000000
0.003743145768
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.96100000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co
628312AA8
9063000.00000000
PA
USD
9863167.29000000
0.162881923745
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.80000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
120000.00000000
PA
USD
62400.00000000
0.001030483590
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
14585000.00000000
PA
USD
13848386.33000000
0.228694469016
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
3904642.50000000
0.064481891388
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
5917401.57000000
0.097720916918
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
2.69400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
47065000.00000000
PA
USD
45932498.44000000
0.758536633150
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
7422035.73000000
PA
USD
7305498.64000000
0.120644174170
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
2.92600000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAP9
420000.00000000
PA
USD
411984.30000000
0.006803574689
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
4.62000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
17138999.67000000
PA
USD
17000753.07000000
0.280753158062
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
15908519.84000000
0.262715843633
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
29500000.00000000
PA
USD
26590286.38000000
0.439116246453
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1845000.00000000
PA
USD
1825932.76000000
0.030153745935
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
15105000.00000000
PA
USD
12386100.00000000
0.204546038446
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
16015000.00000000
PA
USD
10818132.50000000
0.178652372116
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
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
17095505.03000000
0.282317907100
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.62500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
7096332.50000000
PA
USD
6615584.36000000
0.109250819293
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2022-S1
68267HAD9
8040000.00000000
PA
USD
7871820.08000000
0.129996497099
Long
ABS-O
CORP
US
N
2
2035-05-14
Fixed
5.20000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAJ2
4125000.00000000
PA
USD
3781676.25000000
0.062451207048
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAF1
10036000.00000000
PA
USD
8408618.34000000
0.138861269508
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
17625000.00000000
PA
USD
16412895.44000000
0.271045183043
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Regatta XV Funding Ltd.
N/A
Regatta XV Funding Ltd
75888RAE9
1015000.00000000
PA
USD
965894.30000000
0.015950933112
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
3.03400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
3515000.00000000
PA
USD
2949038.04000000
0.048700886341
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
N/A
Laurel Road Prime Student Loan Trust 2020-A
51889CAB8
5498226.16000000
PA
USD
5129494.77000000
0.084709297877
Long
ABS-O
CORP
US
N
2
2050-11-25
Fixed
1.40000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
5125000.00000000
PA
USD
4173544.62000000
0.068922584050
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
25627000.00000000
PA
USD
24905744.23000000
0.411297447688
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
AMER AIRLINE 17-2 A PTT
N/A
American Airlines 2017-2 Class A Pass Through Trust
02377CAA2
4971369.59000000
PA
USD
4349127.62000000
0.071822189823
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
17832.00000000
NS
USD
21478644.00000000
0.354701765802
Long
EP
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
7510000.00000000
PA
USD
7443989.35000000
0.122931231927
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
8635467.90000000
0.142607499461
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
2185000.00000000
PA
USD
948399.25000000
0.015662017055
Long
DBT
CORP
VG
N
2
2029-08-05
Fixed
4.75000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
9670000.00000000
PA
USD
9003350.20000000
0.148682766662
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
8446450.00000000
0.139486027598
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S20495499 CDS USD R F 5.00000 FIX CCPCDX / Short: S20495499 CDS USD P V 03MEVENT FLO CCPCDX
000000000
13518450.00000000
OU
Notional Amount
USD
-407148.68000000
-0.00672371848
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-351432.75000000
USD
13518450.00000000
USD
-55715.93000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
19320000.00000000
PA
USD
15335443.20000000
0.253251964249
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
16455000.00000000
PA
USD
14780567.83000000
0.244088663551
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915HAQ6
1610000.00000000
PA
USD
1527524.53000000
0.025225784649
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
2.79400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TVN6
734.80000000
PA
USD
785.92000000
0.000012978808
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVX4
5730000.00000000
PA
USD
5530988.56000000
0.091339630605
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.90000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
7910000.00000000
PA
USD
6662741.95000000
0.110029587284
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
10400000.00000000
PA
USD
7560950.18000000
0.124862741800
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
1015197.35000000
PA
USD
946206.97000000
0.015625813392
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-2 Trust
21872VAE2
1259000.00000000
PA
USD
1192677.26000000
0.019696063222
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.75300000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
860000.00000000
PA
USD
781059.62000000
0.012898543614
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
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
2839094.20000000
0.046885256165
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
5070000.00000000
PA
USD
4087180.50000000
0.067496353145
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
39092000.00000000
PA
USD
37589074.05000000
0.620751986970
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
1316068.11000000
0.021733759474
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
2438223.33000000
0.040265210437
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
2.73000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-A
78449UAB4
856704.92000000
PA
USD
817721.93000000
0.013503990871
Long
ABS-O
CORP
US
N
2
2037-09-15
Fixed
2.23000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
27915000.00000000
PA
USD
24283315.73000000
0.401018563787
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAG5
2929000.00000000
PA
USD
2615935.89000000
0.043199984105
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.16300000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
29605000.00000000
PA
USD
22141579.50000000
0.365649588787
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1620000.00000000
PA
USD
1197661.53000000
0.019778374255
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
4210000.00000000
PA
USD
1814804.70000000
0.029969975370
Long
DBT
CORP
VG
N
2
2030-01-14
Fixed
4.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-CH2
81746JAA5
470901.11000000
PA
USD
457340.05000000
0.007552586807
Long
ABS-MBS
CORP
US
N
2
2047-12-25
Variable
4.00000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
5493007GXSFXDXOXG741
Rockford Tower CLO 2017-1 Ltd
77340EBC9
6680000.00000000
PA
USD
6225412.64000000
0.102807461041
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
4.31300000
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
498609.95000000
0.008234124543
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
2295000.00000000
PA
USD
1861557.72000000
0.030742062228
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
4406094.00000000
0.072762941743
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
7360000.00000000
PA
USD
6088788.31000000
0.100551224982
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
KONINKIJKE AHOLD DLHAIZE
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
24668PAE7
325000.00000000
PA
USD
339555.81000000
0.005607479010
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
4465000.00000000
PA
USD
4319887.50000000
0.071339313800
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
2346366.02000000
0.038748264113
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
13542939.48000000
0.223650270832
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
5125115.00000000
PA
USD
4963186.99000000
0.081962864572
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
20000.00000000
PA
USD
18962.80000000
0.000313154715
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
950000.00000000
PA
USD
789583.00000000
0.013039300076
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
16050000.00000000
PA
USD
15430513.17000000
0.254821964954
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 2018-3
14313FAH2
3650000.00000000
PA
USD
3656221.79000000
0.060379432010
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
2736523.46000000
0.045191386542
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
1940000.00000000
PA
USD
1906893.90000000
0.031490751163
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
2300000.00000000
PA
USD
1536294.20000000
0.025370608383
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
1591674.26000000
0.026285163560
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
12907044.98000000
PA
USD
11336335.05000000
0.187210051992
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2R1
21550000.00000000
PA
USD
17423836.80000000
0.287740030516
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
3841471.66000000
0.063438678022
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAN1
340000.00000000
PA
USD
334615.35000000
0.005525891462
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.50900000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-10 LLC
69360HAA9
6241844.48000000
PA
USD
5897750.32000000
0.097396393029
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.48700000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAK0
321000.00000000
PA
USD
315002.76000000
0.005202006011
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
4.62000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
15320000.00000000
PA
USD
13405000.00000000
0.221372316175
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
5727570.09000000
PA
USD
5351326.01000000
0.088372654490
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
5015000.00000000
PA
USD
4858431.70000000
0.080232918941
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
3425000.00000000
PA
USD
2817165.25000000
0.046523117973
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2021-9 Ltd
14317KAC8
7170000.00000000
PA
USD
6816504.66000000
0.112568849295
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
2.71300000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
222000.00000000
PA
USD
219644.72000000
0.003627248071
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
930000.00000000
PA
USD
839910.90000000
0.013870423074
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
1606090.84000000
PA
USD
1581151.46000000
0.026111388356
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
3.25000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
1960000.00000000
PA
USD
1843750.46000000
0.030447990285
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
4920150.09000000
PA
USD
4835523.51000000
0.079854609424
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Lanark Master Issuer plc
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770BE6
895000.00000000
PA
USD
890813.19000000
0.014711031641
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Variable
2.27700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
28715000.00000000
PA
USD
28043449.76000000
0.463114019165
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
3695000.00000000
PA
USD
3331781.50000000
0.055021573117
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
4464526.16000000
0.073727899788
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
200000000.00000000
PA
USD
193492188.00000000
3.195360971234
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
3660902.74000000
PA
USD
3350914.34000000
0.055337535900
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
9090000.00000000
PA
USD
8301987.90000000
0.137100357350
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
12445000.00000000
PA
USD
11926264.27000000
0.196952237580
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAA8
8828090.04000000
PA
USD
8338916.74000000
0.137710206126
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
1.86800000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BV1
337477.45000000
PA
USD
349603.01000000
0.005773400079
Long
DBT
CORP
US
N
2
2033-01-10
Fixed
5.77300000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
17905000.00000000
PA
USD
13416037.45000000
0.221554590391
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
570000.00000000
PA
USD
446047.80000000
0.007366104782
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
5890000.00000000
PA
USD
5266013.40000000
0.086963788390
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL6 LLC
91824WAA0
14008048.04000000
PA
USD
13143272.40000000
0.217050104685
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
1.91700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
460000.00000000
PA
USD
453856.39000000
0.007495057088
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
3345211.33000000
PA
USD
3243154.28000000
0.053557969017
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
22660000.00000000
PA
USD
21460096.12000000
0.354395463142
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AF5
7340000.00000000
PA
USD
7392283.26000000
0.122077349279
Long
DBT
CORP
GB
N
2
2028-09-30
Fixed
5.51600000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
15160000.00000000
PA
USD
14216692.80000000
0.234776741028
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
20695000.00000000
PA
USD
20775709.47000000
0.343093392432
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
3000000.00000000
PA
USD
2529509.46000000
0.041772724203
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
18269.00000000
NS
USD
22206152.19000000
0.366715952528
Long
EP
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
14200000.00000000
PA
USD
14325693.43000000
0.236576794883
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DK0
6815000.00000000
PA
USD
5781848.39000000
0.095482370001
Long
DBT
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
3105000.00000000
PA
USD
2921960.25000000
0.048253719381
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
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
10188409.95000000
0.168253033105
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
18770000.00000000
PA
USD
17514475.83000000
0.289236857969
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAA9
8630025.03000000
PA
USD
7657464.36000000
0.126456592420
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
9785000.00000000
PA
USD
7804171.47000000
0.128879337123
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
5649152.83000000
PA
USD
5469903.52000000
0.090330862475
Long
ABS-O
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
12430000.00000000
PA
USD
12078193.46000000
0.199461220548
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
975000.00000000
PA
USD
810886.17000000
0.013391104036
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
720000.00000000
PA
USD
458409.60000000
0.007570249526
Long
DBT
CORP
KY
N
2
2024-11-07
Fixed
6.45000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1 Trust
02666AAE8
15451000.00000000
PA
USD
15615686.03000000
0.257879939211
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
2085000.00000000
PA
USD
1685786.78000000
0.027839352783
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
12605000.00000000
PA
USD
9065617.72000000
0.149711062457
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
2520000.00000000
PA
USD
2088450.00000000
0.034488997666
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
2610000.00000000
PA
USD
2150848.80000000
0.035519461439
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
7240878.07000000
PA
USD
6859403.27000000
0.113277283809
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXVI CLO Ltd
36321LAC3
4465000.00000000
PA
USD
4250170.99000000
0.070188004192
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
3.20500000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877BAC2
2525000.00000000
PA
USD
2408827.28000000
0.039779759361
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.74400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
282435000.00000000
PA
USD
232435178.91000000
3.838471757996
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
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
2764800.00000000
0.045658349851
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.38500000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018XAJ8
3520000.00000000
PA
USD
3260723.84000000
0.053848115544
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
4.04400000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
7785000.00000000
PA
USD
7162200.00000000
0.118277717486
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
8910000.00000000
PA
USD
8183728.97000000
0.135147410446
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
14074373.76000000
0.232426461616
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
2.71300000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
5372204.45000000
PA
USD
4691277.54000000
0.077472508381
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
235000.00000000
PA
USD
222810.59000000
0.003679529755
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
7565000.00000000
PA
USD
6531847.95000000
0.107867982812
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL1 Trust
12660KAC5
5477414.36000000
PA
USD
5183850.69000000
0.085606940242
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAF0
945000.00000000
PA
USD
926344.00000000
0.015297793126
Long
ABS-O
CORP
US
N
2
2026-03-23
Fixed
1.92000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
4990000.00000000
PA
USD
4758206.52000000
0.078577784272
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.12500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
7210000.00000000
PA
USD
6581734.52000000
0.108691817616
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
1610000.00000000
PA
USD
1247750.00000000
0.020605543268
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
24997000.00000000
PA
USD
24170599.18000000
0.399157144634
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
2280000.00000000
PA
USD
2057173.75000000
0.033972496666
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AZ6
2700000.00000000
PA
USD
2537708.16000000
0.041908118847
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
985630.50000000
0.016276859879
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
13562526.97000000
0.223973741778
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-5
26208MAG1
5395783.99000000
PA
USD
5419269.68000000
0.089494687134
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
4.30000000
N
N
N
N
N
N
Battalion CLO LTD
549300WH2OE0BGHQQP83
Battalion CLO VIII Ltd
07132ACE1
5320000.00000000
PA
USD
5099172.12000000
0.084208544780
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
2.59400000
N
N
N
N
N
N
OCP CLO Ltd
254900U8BS6KLMI9K654
OCP CLO 2016-12 Ltd
67092RAN8
6205000.00000000
PA
USD
5861990.70000000
0.096805852939
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
2.53100000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2375000.00000000
PA
USD
2155312.50000000
0.035593175696
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
1970000.00000000
PA
USD
1907117.60000000
0.031494445380
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-3
03066MAG1
10515000.00000000
PA
USD
10513146.21000000
0.173615779693
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
7739715.75000000
0.127814905044
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
14831232.67000000
PA
USD
14843159.95000000
0.245122319842
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.65000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 15 Ltd
750103AC7
4310000.00000000
PA
USD
4056813.36000000
0.066994865333
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
1.89700000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
3938811.76000000
PA
USD
3832350.80000000
0.063288054680
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAE6
5050000.00000000
PA
USD
5025578.71000000
0.082993211425
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.29500000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1265000.00000000
PA
USD
139554.80000000
0.002304630310
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
142940000.00000000
PA
USD
113525628.13000000
1.874780398687
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
4990000.00000000
PA
USD
4679423.90000000
0.077276755472
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43400000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
4690000.00000000
PA
USD
3525887.50000000
0.058227070678
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
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
5549530.89000000
0.091645841611
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAN2
1770000.00000000
PA
USD
1566561.44000000
0.025870446430
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1055000.00000000
PA
USD
937188.15000000
0.015476875155
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
1000000.00000000
PA
USD
863871.67000000
0.014266115066
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2019-4 Trust
83405BAC6
6037973.33000000
PA
USD
6011545.12000000
0.099275618575
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
1280737.50000000
0.021150304124
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd
63943BAA1
13160327.06000000
PA
USD
11715911.42000000
0.193478436937
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
718592AB4
3755000.00000000
PA
USD
3914963.00000000
0.064652325777
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S59
72900000.00000000
PA
USD
72841087.32000000
1.202909378049
Long
STIV
UST
US
N
2
2022-07-28
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAD1
17688743.40000000
PA
USD
17484277.45000000
0.288738157087
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.56000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
5165000.00000000
PA
USD
6081787.50000000
0.100435612484
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
15505781.10000000
0.256064951601
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
20576220.59000000
0.339799001129
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
13985000.00000000
PA
USD
13898293.00000000
0.229518635754
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
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-5
89176VAC6
1943340.00000000
PA
USD
1668578.93000000
0.027555179593
Long
ABS-O
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
4665000.00000000
PA
USD
3970614.75000000
0.065571367687
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAD5
745000.00000000
PA
USD
680804.32000000
0.011242911539
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
2.92000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAC6
2276676.55000000
PA
USD
2267877.20000000
0.037452087173
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
335166.91000000
PA
USD
318055.97000000
0.005252427210
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
3363000.00000000
PA
USD
3097323.00000000
0.051149687911
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
1085000.00000000
PA
USD
820941.45000000
0.013557158540
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
10835000.00000000
PA
USD
9973423.88000000
0.164702718725
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Post CLO LTD
5493007CUC7FI0ONIF25
Post CLO 2022-1 LTD
73742YAC9
12875000.00000000
PA
USD
11988436.51000000
0.197978959906
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
2.61300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
5870000.00000000
PA
USD
5634484.15000000
0.093048773348
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
4437141.60000000
0.073275666780
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.71400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
550000.00000000
PA
USD
452609.98000000
0.007474473673
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
12869000.00000000
PA
USD
9074446.66000000
0.149856864985
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
1600000.00000000
PA
USD
1372067.95000000
0.022658549797
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
4287000.00000000
PA
USD
4046488.50000000
0.066824358942
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.08800000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAJ4
16635000.00000000
PA
USD
14554376.71000000
0.240353307182
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
8675186.25000000
PA
USD
8633256.47000000
0.142570979552
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.25000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAA9
6700000.00000000
PA
USD
6764786.12000000
0.111714761045
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
23900000.00000000
PA
USD
19534159.99000000
0.322590245544
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
12384000.00000000
PA
USD
10115885.26000000
0.167055348763
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
6079000.00000000
PA
USD
5565337.27000000
0.091906870701
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.88500000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2S5
23395000.00000000
PA
USD
22592990.86000000
0.373104268258
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.95000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAS6
6913537.50000000
PA
USD
6174300.59000000
0.101963388464
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
3378270.45000000
0.055789299081
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
2284717.99000000
PA
USD
2277898.56000000
0.037617581517
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
1.93000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
2475000.00000000
PA
USD
2406937.50000000
0.039748551231
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
205000.00000000
PA
USD
190365.87000000
0.003143732455
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
710000.00000000
PA
USD
578650.00000000
0.009555918743
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
6065000.00000000
PA
USD
625847.35000000
0.010335343337
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
1170000.00000000
PA
USD
1042393.04000000
0.017214245552
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
1556101.88000000
PA
USD
1498187.19000000
0.024741303119
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
10645000.00000000
PA
USD
9876218.10000000
0.163097446911
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
11700000.00000000
PA
USD
11641309.17000000
0.192246443437
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-2 Trust
83406CAC3
2245921.05000000
PA
USD
2246435.14000000
0.037097989562
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
3599510.76000000
0.059442896981
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
2.26000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAD8
8040000.00000000
PA
USD
8031869.15000000
0.132639573066
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
4.22000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
2355000.00000000
PA
USD
2186488.47000000
0.036108020656
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAZ7
4402000.00000000
PA
USD
4360092.96000000
0.072003273203
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
3710000.00000000
PA
USD
3279357.11000000
0.054155828348
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
30210000.00000000
PA
USD
29613577.56000000
0.489043361036
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.52900000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KBR8
1290000.00000000
PA
USD
1195090.44000000
0.019735914863
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.20400000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CAFL 2021-RTL1 Issuer LLC
12468RAA8
10390000.00000000
PA
USD
9731105.68000000
0.160701037174
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
2.23900000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319XAC1
1250000.00000000
PA
USD
1190172.50000000
0.019654699214
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
2.83400000
N
N
N
N
N
N
Merlin Aviation Holdings DAC
N/A
Merlin Aviation Holdings DAC
59010RAA2
1915792.14000000
PA
USD
1538285.30000000
0.025403489727
Long
ABS-O
CORP
US
N
2
2032-12-15
Variable
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBR1
4030000.00000000
PA
USD
3736804.20000000
0.061710182830
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Fixed
3.41900000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
8064000.00000000
PA
USD
7820951.04000000
0.129156437629
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.12500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
6325000.00000000
PA
USD
5162085.50000000
0.085247506410
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAD4
27825000.00000000
PA
USD
23268623.14000000
0.384261767901
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.12500000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306CAB7
100000.00000000
PA
USD
109540.07000000
0.001808962253
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.95000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAU8
2105000.00000000
PA
USD
1838759.60000000
0.030365570424
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.94400000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDW0
23335000.00000000
PA
USD
21050964.37000000
0.347638995920
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.85000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KAX4
5972000.00000000
PA
USD
6695980.78000000
0.110578498644
Long
DBT
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAX7
1565000.00000000
PA
USD
1544380.34000000
0.025504144194
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.74400000
N
N
N
N
N
N
CIFC Funding Ltd
549300Y56VCWZJQV2Z14
CIFC Funding 2014-V Ltd
12550AAX4
6500000.00000000
PA
USD
6260754.50000000
0.103391102176
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
2.84400000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAC0
2678665.23000000
PA
USD
2602593.55000000
0.042979646566
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
2501000.00000000
PA
USD
1765955.50000000
0.029163271861
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
4685000.00000000
PA
USD
4080411.67000000
0.067384571602
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
2459125.00000000
PA
USD
2316294.10000000
0.038251651612
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AA1
2872000.00000000
PA
USD
3040442.80000000
0.050210359181
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
2240888.32000000
0.037006388488
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
9474768.36000000
PA
USD
9388832.21000000
0.155048678292
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.55000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
1415000.00000000
PA
USD
214372.50000000
0.003540181786
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
15315300.00000000
PA
USD
13349412.78000000
0.220454339924
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-2 Trust
43732TAG6
2452283.31000000
PA
USD
2144730.69000000
0.035418425991
Long
ABS-O
CORP
US
N
2
2039-10-19
Fixed
3.12100000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
1800000.00000000
PA
USD
1701831.46000000
0.028104317198
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDS7
25580000.00000000
PA
USD
24024487.87000000
0.396744239068
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
0.55000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCII LLC
91835MAA9
2830626.10000000
PA
USD
2686634.13000000
0.044367506159
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
2310000.00000000
PA
USD
1375605.00000000
0.022716961207
Long
DBT
CORP
KY
N
2
2025-07-16
Fixed
6.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
395029785.45000000
PA
USD
395029785.45000000
6.523585122217
Long
RA
CORP
US
N
2
Repurchase
N
0.35000000
2022-07-01
401113000.00000000
USD
402930444.35000000
USD
UST
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
119815000.00000000
PA
USD
118382836.93000000
1.954993122462
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
4582572.86000000
PA
USD
4373685.44000000
0.072227741594
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11600000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
000000000
7445000.00000000
PA
USD
5854152.40000000
0.096676409998
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1230000.00000000
PA
USD
1179832.36000000
0.019483940487
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
4875000.00000000
PA
USD
4477549.68000000
0.073942972282
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAJ9
1818000.00000000
PA
USD
1635479.71000000
0.027008573775
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
2.29600000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
7275000.00000000
PA
USD
6300204.71000000
0.104042589260
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
2671000.00000000
PA
USD
2272246.41000000
0.037524241007
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABL3
1440000.00000000
PA
USD
1369608.48000000
0.022617933716
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
3.20500000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
1435000.00000000
PA
USD
1311942.21000000
0.021665623701
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
1502967.32000000
0.024820242951
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
1325000.00000000
PA
USD
1102492.27000000
0.018206733858
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.87500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAF4
7410000.00000000
PA
USD
6943829.49000000
0.114671511923
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2022-1
32057KAD2
2660000.00000000
PA
USD
2505531.14000000
0.041376742388
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.79000000
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
3776635.70000000
0.062367966598
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
8150016.81000000
0.134590682439
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
15274968.30000000
0.252253272068
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
5951275.58000000
0.098280317742
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAA1
8135000.00000000
PA
USD
7056478.21000000
0.116531810920
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAD9
1525000.00000000
PA
USD
1441187.53000000
0.023800001608
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
2400326.76000000
0.039639380413
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
790000.00000000
PA
USD
646852.00000000
0.010682217490
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
2655669.80000000
PA
USD
2363696.96000000
0.039034470031
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAB4
2105000.00000000
PA
USD
1722359.42000000
0.028443319216
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
2.03000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
3740000.00000000
PA
USD
3392747.81000000
0.056028380522
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
6237275.81000000
0.103003371330
Long
ABS-O
CORP
US
N
2
2057-02-25
Floating
3.12400000
N
N
N
N
N
N
Gosforth Funding plc
213800GD24WOLHNGMP34
Gosforth Funding 2018-1 PLC
38312RAA1
72157.99000000
PA
USD
72124.51000000
0.001191075705
Long
ABS-MBS
CORP
GB
N
2
2060-08-25
Floating
1.97400000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
145000.00000000
PA
USD
128325.00000000
0.002119179595
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
5480000.00000000
PA
USD
4977152.84000000
0.082193498854
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
1487818.55000000
PA
USD
1485777.11000000
0.024536361071
Long
ABS-O
CORP
US
N
2
2070-11-25
Variable
3.22800000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
27205000.00000000
PA
USD
27094494.11000000
0.447442813631
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
2553021.40000000
PA
USD
2259040.99000000
0.037306164587
Long
ABS-O
CORP
KY
N
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
865000.00000000
PA
USD
460612.50000000
0.007606628570
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
6090000.00000000
PA
USD
6047552.70000000
0.099870253516
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
22935000.00000000
PA
USD
18948094.28000000
0.312911862579
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
200000.00000000
PA
USD
182250.00000000
0.003009705678
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
6760000.00000000
PA
USD
6430450.00000000
0.106193480831
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
3195000.00000000
PA
USD
3085530.07000000
0.050954937577
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
13040997.92000000
0.215361127548
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.54300000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
18255000.00000000
PA
USD
15050298.97000000
0.248543046782
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AR1
8785000.00000000
PA
USD
8678868.24000000
0.143324219624
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
4795519.98000000
0.079193984724
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.64800000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
3950000.00000000
PA
USD
3002316.00000000
0.049580727102
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
28090000.00000000
PA
USD
22257395.49000000
0.367562192588
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REN0
11000000.00000000
PA
USD
10544039.00000000
0.174125948174
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
3.04000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
11295000.00000000
PA
USD
11043234.45000000
0.182369741757
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
16180000.00000000
PA
USD
13852830.60000000
0.228767862402
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
272709.08000000
PA
USD
260770.69000000
0.004306408924
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
8755000.00000000
PA
USD
6991411.62000000
0.115457290835
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AF0
673491.40000000
PA
USD
672492.68000000
0.011105651785
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
4.93400000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
2870000.00000000
PA
USD
2304778.35000000
0.038061478672
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
36385000.00000000
PA
USD
33956522.47000000
0.560763448597
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
2450000.00000000
PA
USD
2378631.13000000
0.039281095305
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
2750240.42000000
0.045417910616
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
3140000.00000000
PA
USD
2586575.00000000
0.042715113667
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
2545000.00000000
PA
USD
2405025.00000000
0.039716967900
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
11405000.00000000
PA
USD
11283461.48000000
0.186336889392
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
70245000.00000000
PA
USD
69613951.94000000
1.149615947711
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.12500000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
12132656.25000000
PA
USD
10589462.45000000
0.174876078299
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AD8
5274000.00000000
PA
USD
5769752.73000000
0.095282620335
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance 2021-3 Trust
21873NAL3
1870000.00000000
PA
USD
1543646.67000000
0.025492028250
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
3.46900000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAC4
295000.00000000
PA
USD
266031.44000000
0.004393285792
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.49500000
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
491612.00000000
0.008118559276
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
10945000.00000000
PA
USD
8911364.28000000
0.147163696452
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
1295000.00000000
PA
USD
662748.63000000
0.010944736983
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR2 Trust
33767PAG3
9710000.00000000
PA
USD
9065974.54000000
0.149716955039
Long
ABS-O
CORP
US
N
2
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-VI Ltd
12553SAG9
4415000.00000000
PA
USD
4181976.30000000
0.069061826163
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
2.69400000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
14455000.00000000
PA
USD
13369574.05000000
0.220787286365
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
14460000.00000000
PA
USD
10506731.00000000
0.173509837888
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
14040000.00000000
PA
USD
13548260.51000000
0.223738143173
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
54539.75000000
0.000900678163
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
878025.75000000
0.014499857809
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
627000.00000000
PA
USD
615033.71000000
0.010156765155
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
4.30300000
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
1328850.26000000
0.021944845946
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.92100000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
11800000.00000000
PA
USD
10295464.13000000
0.170020942973
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AC5
15815000.00000000
PA
USD
13560815.46000000
0.223945477628
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAB7
6455521.18000000
PA
USD
6315784.97000000
0.104299884168
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
3.44000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
9341000.00000000
PA
USD
8766435.09000000
0.144770312605
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KF3
2050000.00000000
PA
USD
1983844.98000000
0.032761533618
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
1605000.00000000
PA
USD
1531458.90000000
0.025290757465
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
1468000.00000000
PA
USD
1606264.75000000
0.026526113248
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
14625000.00000000
PA
USD
11575879.38000000
0.191165925409
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
3970000.00000000
PA
USD
3814191.71000000
0.062988172560
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
3145000.00000000
PA
USD
2562278.33000000
0.042313874569
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
4022412.50000000
PA
USD
3640713.71000000
0.060123329094
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-4 LLC
69359XAA7
4534481.73000000
PA
USD
4386409.59000000
0.072437870244
Long
ABS-O
CORP
US
N
2
2025-10-25
Variable
2.95100000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
5120000.00000000
PA
USD
671180.80000000
0.011083987188
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
N
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-A
054977AB9
11270000.00000000
PA
USD
10311866.30000000
0.170291811034
Long
ABS-O
CORP
US
N
2
2035-02-20
Fixed
2.70000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1234662.11000000
PA
USD
1070266.85000000
0.017674558113
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
574057.40000000
0.009480075811
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BP4
331136.48000000
PA
USD
336474.40000000
0.005556592112
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
2022-07-21
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer