0001752724-23-046217.txt : 20230228
0001752724-23-046217.hdr.sgml : 20230228
20230228123525
ACCESSION NUMBER: 0001752724-23-046217
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230228
DATE AS OF CHANGE: 20230228
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: 23682091
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
617-449-2139
Loomis Sayles Investment Grade Bond Fund
S000006701
LXBMZ6T88WCKRZUWOE84
2022-12-31
2022-12-31
N
7013088750.80
18910091.52
6994178659.28
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
13299287.78000000
USD
N
Fund's Securities Portfolio
N/A
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
3714866.00000000
PA
USD
3167569.28000000
0.045288652668
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
10196261.64000000
0.145782115909
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
23431622.13000000
0.335016065094
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
11174614.54000000
PA
USD
8669902.91000000
0.123958842522
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.25000000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
9645000.00000000
PA
USD
9417860.25000000
0.134652840723
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
10115000.00000000
PA
USD
8046879.61000000
0.115051101809
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
2156040.56000000
PA
USD
2132632.43000000
0.030491534944
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
2785227.00000000
0.039822073980
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AE2
8760000.00000000
PA
USD
9141487.14000000
0.130701367313
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
6944700.42000000
PA
USD
6927744.24000000
0.099050146950
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
10565916.08000000
0.151067288880
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
957299.42000000
0.013687088457
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
7121823.83000000
0.101825020162
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
2301928.19000000
PA
USD
1917860.45000000
0.027420810125
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-2 Ltd
69701XAA2
8844000.00000000
PA
USD
8615479.88000000
0.123180723566
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
5.22900000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2A8
22500000.00000000
PA
USD
19883147.18000000
0.284281373819
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
1555417.29000000
0.022238741184
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
557334.60000000
0.007968549663
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
7871743.75000000
0.112547078555
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
2047475.12000000
0.029273989409
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
616331.87000000
0.008812069293
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
4447289.00000000
0.063585579045
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
7027057.09000000
0.100470082797
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
462296.74000000
0.006609735932
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
394710.62000000
0.005643416321
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
1352528.52000000
0.019337917801
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
6063784.88000000
0.086697597750
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
4129054.43000000
PA
USD
4071152.70000000
0.058207731004
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.04300000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
8135000.00000000
PA
USD
6895049.23000000
0.098582686629
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AU4
3595000.00000000
PA
USD
3386175.44000000
0.048414197076
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
5.65300000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2014
N/A
CVS Pass-Through Trust Series 2014
12665VAA0
1058000.03000000
PA
USD
939779.11000000
0.013436589995
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
2845117.50000000
PA
USD
2607336.80000000
0.037278670263
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
9713579.82000000
0.138880922166
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
8800000.00000000
PA
USD
8524980.90000000
0.121886804945
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
908304.22000000
0.012986574467
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
19311996.82000000
0.276115291884
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
411801.85000000
0.005887779967
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.33600000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
2010000.00000000
PA
USD
1731707.34000000
0.024759266589
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
2495189.00000000
0.035675225377
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
61445000.00000000
PA
USD
58889779.57000000
0.841982775087
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
79165000.00000000
PA
USD
78076481.25000000
1.116306646619
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
2247227.22000000
0.032129965925
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
4714296.61000000
0.067403148241
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
10085000.00000000
PA
USD
8908189.42000000
0.127365768790
Long
DBT
CORP
NO
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
BRASS PLC
2138001JRCRN7WGSM347
Brass NO 8 PLC
10554MAA8
811281.65000000
PA
USD
811105.60000000
0.011596867044
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
5.34400000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
10466000.00000000
PA
USD
8217634.33000000
0.117492485255
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
5748684.26000000
PA
USD
4591651.18000000
0.065649612394
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
12794015.44000000
0.182923772229
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
11115000.00000000
PA
USD
9602248.50000000
0.137289150989
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
3515000.00000000
PA
USD
3087857.20000000
0.044148960877
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACS2
1960000.00000000
PA
USD
1654097.53000000
0.023649632223
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
4998526.86000000
0.071466959931
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
2179235.93000000
PA
USD
1845660.29000000
0.026388520795
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
4205000.00000000
PA
USD
3355779.23000000
0.047979604089
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
761831.72000000
PA
USD
696428.70000000
0.009957262087
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
2854483.88000000
0.040812281456
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
12018473.10000000
0.171835374609
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
1110000.00000000
PA
USD
819229.95000000
0.011713025787
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
3900997.82000000
0.055774923833
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
3971256.88000000
0.056779460083
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
30355000.00000000
PA
USD
30484827.73000000
0.435860008945
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.61000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
3335000.00000000
PA
USD
3022343.75000000
0.043212275482
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
2540000.00000000
PA
USD
2002963.58000000
0.028637581016
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
9925000.00000000
PA
USD
8730950.35000000
0.124831674672
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
19483808.85000000
0.278571792331
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
4860615.45000000
0.069495157141
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
7022604.67000000
PA
USD
6793914.25000000
0.097136698688
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
6656852.63000000
0.095177045858
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
2636347.14000000
0.037693448629
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
8919976.98000000
0.127534302661
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
3426098.07000000
0.048984995049
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
6075727.50000000
0.086868348607
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
3172647.17000000
0.045361254330
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
24760000.00000000
PA
USD
14605925.73000000
0.208829748874
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
142077.29000000
0.002031364895
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
25461750.73000000
0.364042040822
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
4051320.32000000
0.057924175480
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
2764751.20000000
0.039529319090
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
5198577.15000000
0.074327199850
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-5 LLC
69377VAA9
15156275.37000000
PA
USD
15041522.66000000
0.215057741483
Long
ABS-MBS
CORP
US
N
2
2027-09-27
Variable
6.90000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
3045000.00000000
PA
USD
2934568.60000000
0.041957301106
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
4557309.18000000
0.065158604062
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.83400000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
6566000.00000000
PA
USD
4827758.53000000
0.069025381895
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
5029747.50000000
PA
USD
4723652.16000000
0.067536910195
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBA7
36220000.00000000
PA
USD
35408700.25000000
0.506259590652
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
2355182.91000000
PA
USD
2352712.32000000
0.033638150161
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
2425277.82000000
0.034675662978
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR23
000000000
4701.00000000
NC
USD
-3695442.00000000
-0.05283596802
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYH3 Comdty
2023-03-22
559735598.25000000
USD
-3695442.00000000
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
25002000.00000000
PA
USD
18672993.72000000
0.266979078311
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
72295125.46000000
PA
USD
72295125.46000000
1.033647108285
Long
RA
CORP
US
N
2
Repurchase
N
1.80000000
2023-01-03
76819900.00000000
USD
73741111.83000000
USD
UST
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBE7
1525000.00000000
PA
USD
1461549.71000000
0.020896659653
Long
DBT
CORP
XX
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
2639000.00000000
PA
USD
2645201.65000000
0.037820046911
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
17891000.00000000
PA
USD
13098082.68000000
0.187271205356
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
AIG CLO LTD
549300BOP4S1F44PKE29
AIG CLO 2018-1 LLC
00141UAC7
8720000.00000000
PA
USD
8567870.88000000
0.122500028915
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
5.36300000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
3725000.00000000
PA
USD
3258604.71000000
0.046590241238
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
15955000.00000000
PA
USD
14729101.40000000
0.210590865883
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
3925750.00000000
PA
USD
3676131.19000000
0.052559869701
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
636950.00000000
0.009106859161
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
16584170.46000000
0.237113909550
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
7989606.10000000
0.114232227817
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
3705000.00000000
PA
USD
3581884.59000000
0.051212369092
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
19420000.00000000
PA
USD
18729307.31000000
0.267784227747
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
2477380.00000000
PA
USD
2057927.36000000
0.029423431402
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
25372383.83000000
0.362764308234
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
5831559.84000000
0.083377335983
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
1685352.25000000
0.024096499847
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
17800000.00000000
PA
USD
13673867.44000000
0.195503548109
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
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
6152375.86000000
PA
USD
5561826.53000000
0.079520795806
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
13199513.57000000
0.188721424101
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
5.81400000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAG0
3083000.00000000
PA
USD
2742724.67000000
0.039214392477
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
7191047.68000000
0.102814755388
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
2575000.00000000
PA
USD
2576172.91000000
0.036833101290
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.32000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
1110000.00000000
PA
USD
938671.50000000
0.013420753825
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
8943529.04000000
0.127871040699
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
15981865.22000000
PA
USD
13357003.68000000
0.190973155400
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
369000.00000000
PA
USD
359489.03000000
0.005139831959
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
7.88400000
N
N
N
N
N
N
AGL CLO 5 Ltd
549300N06ILVP775P131
AGL CLO 5 Ltd
00119TAK0
5565000.00000000
PA
USD
5307941.52000000
0.075890848355
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.94300000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
34334000.00000000
PA
USD
32472017.74000000
0.464272065697
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
500297.39000000
0.007153054195
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
7537315.83000000
0.107765560435
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
19006850.49000000
0.271752430355
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
3086435.06000000
0.044128627682
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
782099.00000000
0.011182142151
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
Y
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
10143203.20000000
0.145023507321
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
8265000.00000000
PA
USD
7406697.60000000
0.105898032647
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
457601.00000000
0.006542598098
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YL7
300000000.00000000
PA
USD
297512100.00000000
4.253710328163
Long
STIV
UST
US
N
2
2023-03-16
None
0.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
5580969.82000000
PA
USD
5539390.48000000
0.079200014038
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
6184450.00000000
0.088422819908
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BY5
35505000.00000000
PA
USD
34109003.05000000
0.487677034168
Long
DBT
CORP
US
N
2
2027-08-05
Fixed
3.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAJ4
738267.15000000
PA
USD
663680.39000000
0.009489039704
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
1476675.04000000
0.021112915639
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
11330345.05000000
0.161996791931
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
5891178.47000000
PA
USD
5278146.56000000
0.075464851802
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
9126400.46000000
PA
USD
7657405.92000000
0.109482561041
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
6193352.86000000
0.088550109479
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
8745706.32000000
PA
USD
7692879.83000000
0.109989752975
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
2223703.02000000
0.031793626218
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
1.50000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
4610000.00000000
PA
USD
3815969.17000000
0.054559217828
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
11923000.00000000
PA
USD
10863850.22000000
0.155327033369
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAB7
3335000.00000000
PA
USD
3214079.57000000
0.045953638398
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
5.47900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
370000.00000000
PA
USD
314070.84000000
0.004490460643
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
9381911.90000000
0.134138865434
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
4127900.70000000
0.059019091462
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
2206560.76000000
0.031548532965
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
29075000.00000000
PA
USD
24708722.64000000
0.353275543043
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
15110092.01000000
0.216038118928
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
1412342.78000000
0.020193118431
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
7.22500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAD6
2614542.97000000
PA
USD
2580392.07000000
0.036893425171
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
10451466.15000000
PA
USD
8529639.06000000
0.121953405475
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
Octagon Investment Partners 26 Ltd
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAQ3
2000000.00000000
PA
USD
1924398.00000000
0.027514281429
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.67900000
N
N
N
N
N
N
Octagon Investment Partners Ltd
N/A
Octagon Investment Partners 18-R Ltd
67576FAE9
7170000.00000000
PA
USD
6892850.82000000
0.098551254633
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
5.54900000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1985000.00000000
PA
USD
1559157.95000000
0.022292223661
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
2827970.12000000
0.040433198203
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
921983.91000000
PA
USD
742197.05000000
0.010611639853
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
4694478.38000000
0.067119795027
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
2313702.13000000
0.033080397895
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
3460601.44000000
PA
USD
3321701.20000000
0.047492369895
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.01800000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
2655000.00000000
PA
USD
2338618.33000000
0.033436639867
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
9434785.50000000
0.134894831253
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
3.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
2108.00000000
NC
USD
-4827211.66000000
-0.06901756296
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
287957961.66000000
USD
-4827211.66000000
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
1000266.58000000
PA
USD
763742.04000000
0.010919681598
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
1675000.00000000
PA
USD
1430603.60000000
0.020454204413
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
4350000.00000000
PA
USD
4165125.00000000
0.059551309780
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
1922720.82000000
0.027490301773
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
3614905.83000000
0.051684493721
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
1469422.54000000
0.021009222263
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
4134104.53000000
PA
USD
4114922.28000000
0.058833531147
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
3952976.37000000
PA
USD
3707302.45000000
0.053005544047
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
250000.00000000
PA
USD
200387.10000000
0.002865055494
Long
DBT
CORP
CH
N
2
2029-01-12
Fixed
3.86900000
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
6492754.64000000
0.092830837705
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
436643.62000000
PA
USD
408298.33000000
0.005837688024
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
212115.80000000
PA
USD
207065.62000000
0.002960542332
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
6063020.16000000
0.086686664086
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAE2
1779215.13000000
PA
USD
1770617.96000000
0.025315595243
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
1922780.56000000
0.027491155912
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
6.12500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
7560000.00000000
PA
USD
6581571.65000000
0.094100708183
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
27878472.75000000
0.398595376356
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
775139.55000000
0.011082638687
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
2879181.76000000
0.041165401975
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
1531629.90000000
0.021898638490
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
6120834.82000000
0.087513275227
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.06400000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAN6
4410000.00000000
PA
USD
4323749.22000000
0.061819256136
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
5.14900000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
7435000.00000000
PA
USD
5914700.57000000
0.084566049255
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
583729.65000000
0.008345935647
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AC6
19498000.00000000
PA
USD
19663953.72000000
0.281147432428
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
3324802.03000000
0.047536704336
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
2593702.55000000
PA
USD
2574269.23000000
0.036805883226
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.69000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBT6
1089096.49000000
PA
USD
1046933.54000000
0.014968641651
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
526248.44000000
0.007524092043
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
5.97800000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
12655000.00000000
PA
USD
10230263.91000000
0.146268266916
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
2240000.00000000
PA
USD
2176476.87000000
0.031118405405
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-3
33846AAG1
4610000.00000000
PA
USD
4433522.29000000
0.063388748071
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
8154050.00000000
0.116583381655
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
3290815.40000000
0.047050776943
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
1450281.50000000
0.020735551244
Long
ABS-MBS
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
8324442.96000000
0.119019592800
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
775745.10000000
0.011091296602
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
2963594.92000000
0.042372307948
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
3563333.41000000
PA
USD
3540881.20000000
0.050626118841
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
1390040.93000000
0.019874255401
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
3737048.55000000
0.053430842019
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
7.37900000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
7115000.00000000
PA
USD
6409483.00000000
0.091640252733
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
20478871.87000000
0.292798809804
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
17154834.75000000
0.245273041849
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
20610438.34000000
0.294679895153
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
3000922.58000000
0.042906004066
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
647588.55000000
0.009258964941
Long
DBT
CORP
KY
N
2
2022-07-03
None
0.00000000
Y
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAE3
2945000.00000000
PA
USD
2856650.00000000
0.040843251783
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
5.79400000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-2
14316LAG8
5811000.00000000
PA
USD
5691432.86000000
0.081373855848
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
4573401.00000000
0.065388678539
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
5752461.08000000
0.082246413199
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAY5
8396000.00000000
PA
USD
8005149.41000000
0.114454459915
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
6.31000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
6665000.00000000
PA
USD
5768957.40000000
0.082482271057
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
3270000.00000000
PA
USD
3225855.00000000
0.046121998838
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
SIRIUS INTERNATIONAL GRP
549300PB35NLMKG2ND86
Sirius International Group Ltd
82968FAA2
3159000.00000000
PA
USD
2714370.75000000
0.038808999344
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
893036.38000000
0.012768280930
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
2188250.95000000
0.031286746544
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
7844527.60000000
0.112157952808
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
1700426.46000000
0.024312024940
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAL7
13045000.00000000
PA
USD
10755863.40000000
0.153783080529
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAM1
11298000.00000000
PA
USD
9938342.19000000
0.142094485630
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
4.85000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2013
N/A
CVS Pass-Through Trust Series 2013
12665UAA2
10076683.46000000
PA
USD
9227219.04000000
0.131927128108
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.70400000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAE5
5730000.00000000
PA
USD
5717557.25000000
0.081747372043
Long
DBT
CORP
SG
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
7480000.00000000
PA
USD
6331380.03000000
0.090523567361
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
8198944.85000000
0.117225270462
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
5505845.60000000
0.078720402612
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
2167968.28000000
0.030996752951
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.55000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
13590000.00000000
PA
USD
10622759.40000000
0.151880012185
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
1903048.21000000
0.027209030576
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
1125814.95000000
0.016096456851
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.07500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
7820000.00000000
PA
USD
7099859.17000000
0.101510978141
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
7739431.52000000
0.110655330626
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
12352611.63000000
0.176612755146
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
7155000.00000000
PA
USD
6234008.40000000
0.089131386309
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
6058262.02000000
0.086618634083
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
700207.20000000
0.010011285586
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
5.60000000
Y
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
3564000.00000000
PA
USD
2331801.39000000
0.033339173955
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
27455921.15000000
0.392553900715
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAF7
13665000.00000000
PA
USD
11614816.82000000
0.166064056779
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
339825.00000000
PA
USD
274348.88000000
0.003922531770
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAX6
1730000.00000000
PA
USD
1622807.47000000
0.023202259322
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.64300000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
6185000.00000000
PA
USD
5027493.45000000
0.071881112778
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
1625000.00000000
PA
USD
1493432.01000000
0.021352500168
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
3218494.49000000
PA
USD
2935307.21000000
0.041967861460
Long
ABS-O
CORP
US
N
2
2044-03-25
Fixed
2.54000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
11022000.00000000
PA
USD
8098528.25000000
0.115789553634
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
565000.00000000
PA
USD
516317.24000000
0.007382099673
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
1791960.43000000
0.025620741437
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.29800000
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
11747410.28000000
0.167959825624
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
10878014.75000000
0.155529552216
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
1443876.72000000
PA
USD
1025137.60000000
0.014657011922
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.65100000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MBG3
6675000.00000000
PA
USD
6152741.33000000
0.087969461887
Long
ABS-O
CORP
US
N
2
2026-09-25
Fixed
6.56000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2170000.00000000
PA
USD
1894236.40000000
0.027083042802
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
13940000.00000000
PA
USD
11363738.28000000
0.162474235125
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
2350607.00000000
0.033608049129
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
633143.40000000
0.009052433900
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAW7
3031000.00000000
PA
USD
2849881.99000000
0.040746485453
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.59800000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8G0
13945000.00000000
PA
USD
12996741.67000000
0.185822271679
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
11318000.00000000
PA
USD
9112754.48000000
0.130290559105
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
16970000.00000000
PA
USD
17467007.01000000
0.249736357346
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XR5
187905000.00000000
PA
USD
187741874.03000000
2.684259055649
Long
STIV
UST
US
N
2
2023-01-12
None
0.00000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-2
380149AC8
20450682.94000000
PA
USD
19650067.33000000
0.280948890316
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
10244394.24000000
0.146470296786
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
14214749.99000000
PA
USD
14048319.86000000
0.200857320699
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
3903088.82000000
PA
USD
3427121.19000000
0.048999623214
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
2516146.79000000
0.035974871569
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
14653092.10000000
0.209504114976
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
3240243.44000000
0.046327719062
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.12900000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AD6
25937000.00000000
PA
USD
24814437.30000000
0.354787009437
Long
DBT
CORP
JP
N
2
2026-03-01
Fixed
3.85000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
9720000.00000000
PA
USD
9404528.07000000
0.134462222487
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
8100069.81000000
0.115811594249
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
3220000.00000000
PA
USD
2856650.85000000
0.040843263936
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
23108800.74000000
0.330400492548
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
10120000.00000000
PA
USD
9238458.13000000
0.132087820172
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
2840021.58000000
0.040605505211
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
13185.00000000
NS
USD
15083903.70000000
0.215663688830
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
205000.00000000
PA
USD
194563.47000000
0.002781791536
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
1765267.25000000
0.025239092908
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
4125000.00000000
PA
USD
3351348.37000000
0.047916253405
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
259144.66000000
0.003705147846
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
4125000.00000000
PA
USD
4096166.25000000
0.058565364849
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
24317784.00000000
0.347686057000
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
3257141.00000000
0.046569313691
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAK2
2465000.00000000
PA
USD
2347545.95000000
0.033564283447
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.76800000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
3270000.00000000
PA
USD
2109509.70000000
0.030160935297
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
1633138.74000000
PA
USD
650969.10000000
0.009307298708
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.37800000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
2705204.64000000
PA
USD
2323002.51000000
0.033213371049
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
20969772.68000000
0.299817515415
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
88443.93000000
0.001264536328
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
2091107.32000000
PA
USD
1869223.69000000
0.026725420968
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
20913908.34000000
PA
USD
20315268.63000000
0.290459675390
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
13124468.06000000
0.187648453082
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
6880650.54000000
PA
USD
5435989.15000000
0.077721622721
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
11391682.96000000
PA
USD
11019237.58000000
0.157548700380
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
3571855.38000000
0.051068975415
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
8125000.00000000
PA
USD
7737847.81000000
0.110632687366
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2019-B
83192CAB3
9549120.39000000
PA
USD
8926468.09000000
0.127627109984
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
685645.85000000
0.009803093163
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-STAR
055980AA4
8370000.00000000
PA
USD
8236727.00000000
0.117765464699
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
7.56800000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
100000.00000000
PA
USD
96594.94000000
0.001381076245
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
7849596.95000000
0.112230432369
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
4115000.00000000
PA
USD
2634052.65000000
0.037660642919
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
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
6704000.00000000
PA
USD
5486051.67000000
0.078437396830
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
8430000.00000000
PA
USD
8092798.90000000
0.115707637654
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
3733376.58000000
PA
USD
3711871.21000000
0.053070866370
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
5896748.80000000
0.084309381948
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
4113000.00000000
PA
USD
3904216.35000000
0.055820941102
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
834835.00000000
PA
USD
18783.79000000
0.000268563199
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.65100000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
8365000.00000000
PA
USD
6726558.58000000
0.096173673960
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
5687589.70000000
0.081318907867
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAE1
6615000.00000000
PA
USD
6308385.82000000
0.090194805241
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
3918405.37000000
0.056023810098
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
6617643.43000000
PA
USD
6187547.56000000
0.088467107596
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
12807875.88000000
0.183121943317
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
6.02500000
N
N
N
N
N
N
BBSG Mortgage Trust
N/A
BBSG 2016-MRP Mortgage Trust
055287AA4
410000.00000000
PA
USD
355097.35000000
0.005077041455
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
5139724.17000000
0.073485743221
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
2262817.87000000
0.032352874872
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
8875473.31000000
0.126898006790
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
6885000.00000000
PA
USD
6652343.87000000
0.095112581391
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
10720000.00000000
PA
USD
8416057.60000000
0.120329462685
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
11211747.15000000
0.160301126067
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
5433856.00000000
0.077691123786
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
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
1400000.00000000
PA
USD
1087131.64000000
0.015543378185
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
2961265.18000000
0.042338998247
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
1110000.00000000
PA
USD
1181469.08000000
0.016892177588
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
7076562.50000000
PA
USD
6114629.79000000
0.087424558162
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
1495532.50000000
0.021382532143
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
14109867.14000000
0.201737299365
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
5.62900000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
4539007.70000000
PA
USD
4506745.34000000
0.064435662277
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
5056499.19000000
PA
USD
4698322.58000000
0.067174757879
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
400000.00000000
PA
USD
73624.00000000
0.001052646830
Long
DBT
CORP
KY
N
2
2030-07-13
Fixed
4.60000000
Y
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAG5
5405000.00000000
PA
USD
5240520.45000000
0.074926888563
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
5.79300000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-1 Trust
43731QAG3
2369309.73000000
PA
USD
2037445.49000000
0.029130589726
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
7807209.95000000
0.111624399809
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
5716770.11000000
0.081736117827
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
3145002.05000000
PA
USD
2945182.77000000
0.042109058310
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
3197180.79000000
0.045712026325
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
5.89400000
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
3609967.26000000
0.051613884000
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
861485.35000000
0.012317176783
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
4890114.09000000
0.069916917028
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
1756396.08000000
0.025112256428
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
1941756.32000000
PA
USD
1938423.68000000
0.027714815054
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
3735000.00000000
PA
USD
3112193.83000000
0.044496916387
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
297471.85000000
0.004253134849
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
3737868.96000000
0.053442571917
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.77900000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAA1
3460000.00000000
PA
USD
3422461.08000000
0.048932994805
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
44646220.06000000
0.638333995096
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
1533252.90000000
PA
USD
1480171.68000000
0.021162909215
Long
DBT
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AV0
11410000.00000000
PA
USD
10392912.60000000
0.148593753552
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
13025000.00000000
PA
USD
11851099.86000000
0.169442338226
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
748011.14000000
PA
USD
641335.33000000
0.009169558875
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
9406900.47000000
0.134496142124
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
766973.66000000
PA
USD
746316.99000000
0.010670545125
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
6371336.12000000
0.091094843731
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64400000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
4326000.00000000
PA
USD
3643941.21000000
0.052099630099
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
2569240.30000000
0.036733981574
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
9073034.28000000
PA
USD
8601114.92000000
0.122975339049
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
18551000.00000000
PA
USD
13740506.98000000
0.196456333893
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAE3
940000.00000000
PA
USD
921371.27000000
0.013173401980
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
3925296.73000000
0.056122340037
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.57900000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
1115000.00000000
PA
USD
622950.50000000
0.008906699847
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
2340354.53000000
0.033461463368
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DB2
11790000.00000000
PA
USD
12273749.83000000
0.175485220322
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
10260000.00000000
PA
USD
8226765.95000000
0.117623045546
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
1674939.47000000
0.023947622038
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAE3
6325000.00000000
PA
USD
6357122.27000000
0.090891619726
Long
DBT
CORP
US
N
2
2032-12-06
Fixed
5.37500000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-2 LLC
78397WAE6
3365000.00000000
PA
USD
3281650.97000000
0.046919747548
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAL9
960000.00000000
PA
USD
748660.22000000
0.010704047701
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
713452.50000000
0.010200661646
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
1352744.40000000
0.019341004368
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
4253242.95000000
0.060811185375
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
5216010.79000000
PA
USD
4256021.74000000
0.060850915415
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
322692.51000000
0.004613729870
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
6768896.96000000
0.096779011371
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
13803722.33000000
0.197360161963
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
35127345.38000000
0.502236890008
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
1389166.57000000
0.019861754148
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
5620000.00000000
PA
USD
5056007.32000000
0.072288792813
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
3852877.97000000
0.055086925251
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
2700727.93000000
0.038613939699
Long
ABS-MBS
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
10768291.48000000
PA
USD
10507740.82000000
0.150235522023
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
12015917.05000000
0.171798829217
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
743171.00000000
PA
USD
723372.92000000
0.010342499887
Long
ABS-O
CORP
US
N
2
2032-09-15
Variable
7.79200000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2019-1 Ltd
55283LAA3
2334839.03000000
PA
USD
2048730.42000000
0.029291937192
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
4594248.73000000
0.065686751137
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
7071892.80000000
0.101111126045
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
4442226.21000000
0.063513193276
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
224646.31000000
0.003211904084
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
3599271.00000000
0.051460953105
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
340000.00000000
PA
USD
330942.40000000
0.004731683534
Long
ABS-O
CORP
US
N
2
2032-09-15
Variable
7.71700000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EA7
19045000.00000000
PA
USD
18019541.21000000
0.257636272789
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.00000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BC7
11425000.00000000
PA
USD
10579095.40000000
0.151255721584
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
1547975.35000000
0.022132339269
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
7.32500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
9406000.00000000
PA
USD
7359090.74000000
0.105217368593
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.55000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
10475000.00000000
PA
USD
10004183.42000000
0.143035857494
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
1635796.74000000
0.023387974767
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.99300000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
9135000.00000000
PA
USD
8551564.45000000
0.122266886028
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
117355.00000000
0.001677895371
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.70200000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co
628312AA8
9063000.00000000
PA
USD
9430317.95000000
0.134830955990
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.80000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
14585000.00000000
PA
USD
13504944.43000000
0.193088353728
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
3833636.38000000
0.054811816608
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
5968316.58000000
0.085332629758
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
5.72900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
218545000.00000000
PA
USD
191602499.22000000
2.739456747587
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
6511148.32000000
PA
USD
6478593.88000000
0.092628372759
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.92800000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAP9
386000.00000000
PA
USD
376010.32000000
0.005376046828
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
7.82600000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
17050349.62000000
PA
USD
16636803.62000000
0.237866437654
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
29500000.00000000
PA
USD
26802597.59000000
0.383212938869
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
15105000.00000000
PA
USD
13209322.50000000
0.188861668302
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
20440000.00000000
PA
USD
12805660.00000000
0.183090261542
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
15617996.79000000
0.223299940576
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.62500000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
5085000.00000000
PA
USD
5085000.00000000
0.072703318684
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
8604945.00000000
PA
USD
7845851.17000000
0.112176876688
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
7404856.08000000
0.105871703322
Long
ABS-O
CORP
US
N
2
2035-05-14
Fixed
5.20000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAJ2
4125000.00000000
PA
USD
3575178.75000000
0.051116491644
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
8279007.32000000
0.118369971991
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
16072894.91000000
0.229803893966
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
975458.65000000
0.013946721945
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
6.20800000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
3515000.00000000
PA
USD
2839927.17000000
0.040604155374
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
4778996.16000000
PA
USD
4249779.68000000
0.060761668911
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
3995809.83000000
0.057130508450
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
ANCHORAGE CAPITAL CLO LTD
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd
03328WAS7
7655000.00000000
PA
USD
7487937.28000000
0.107059565458
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
5.21900000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
25627000.00000000
PA
USD
24307225.39000000
0.347535094170
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
4799665.79000000
PA
USD
3744004.74000000
0.053530298872
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
20685120.00000000
0.295747663988
Long
EP
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S34
154080000.00000000
PA
USD
153698003.32000000
2.197513257915
Long
STIV
UST
US
N
2
2023-01-26
None
0.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
7510000.00000000
PA
USD
7376580.49000000
0.105467430120
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
8526001.86000000
0.121901402228
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
1184707.00000000
0.016938472088
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
8488064.04000000
0.121358982283
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
8775171.19000000
0.125463926752
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
8810000.00000000
PA
USD
9020269.86000000
0.128968250589
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
522 Funding CLO LTD
N/A
522 Funding CLO 2018-3A Ltd
33835NAA9
3285000.00000000
PA
USD
3215660.22000000
0.045976237906
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
5.28300000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
19320000.00000000
PA
USD
15117380.49000000
0.216142326732
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
14421111.65000000
0.206187350259
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
1534999.76000000
0.021946819416
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
5.94400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TVN6
626.51000000
PA
USD
647.76000000
0.000009261416
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
5517129.07000000
0.078881729203
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YV5
154075000.00000000
PA
USD
151903947.66000000
2.171862559708
Long
STIV
UST
US
N
2
2023-04-27
None
0.00000000
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
6626802.54000000
0.094747401558
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
9060000.00000000
PA
USD
6423430.92000000
0.091839674576
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
873531.45000000
PA
USD
783973.34000000
0.011208940723
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
1159177.04000000
0.016573454818
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.59600000
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
777431.77000000
0.011115411942
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
2821821.80000000
0.040345291955
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
4168690.23000000
0.059602284029
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
36892025.38000000
0.527467586648
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
1306771.83000000
0.018683706746
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
2414043.93000000
0.034515045262
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
761271.92000000
PA
USD
694564.63000000
0.009930610352
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
16870000.00000000
PA
USD
13788256.72000000
0.197139040789
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
2479878.56000000
0.035456322762
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
8600000.00000000
PA
USD
6449498.62000000
0.092212380240
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
1100306.56000000
0.015731747980
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
2144995.00000000
0.030668290080
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
398351.79000000
PA
USD
365371.85000000
0.005223942192
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
6191117.52000000
0.088518149472
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.49300000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBY1
4880000.00000000
PA
USD
4700533.80000000
0.067206373027
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.10000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAT8
2295000.00000000
PA
USD
1841122.26000000
0.026323637837
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
4573365.50000000
0.065388170974
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
7360000.00000000
PA
USD
6036107.86000000
0.086301882666
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Octagon Investment Partners XV Ltd
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd
67590EBG8
9536000.00000000
PA
USD
9421529.86000000
0.134705307355
Long
ABS-CBDO
CORP
KY
N
2
2030-07-19
Floating
5.19700000
N
N
N
N
N
N
KONINKIJKE AHOLD DLHAIZE
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
24668PAE7
325000.00000000
PA
USD
321923.50000000
0.004602734869
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
4333327.15000000
0.061956197590
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAG5
13585000.00000000
PA
USD
13248812.01000000
0.189426273697
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
5098560.00000000
PA
USD
4714087.79000000
0.067400162615
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
950000.00000000
PA
USD
789184.00000000
0.011283440678
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
SHENTON AIRCRAFT INVESTMENT LTD
254900877LAQRYY3YZ51
Shenton Aircraft Investment I Ltd
82321UAA1
1118614.50000000
PA
USD
855751.28000000
0.012235193318
Long
ABS-O
CORP
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
16050000.00000000
PA
USD
15468621.97000000
0.221164238483
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
2930000.00000000
PA
USD
2734774.10000000
0.039100718372
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
1874385.90000000
0.026799228205
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1920000.00000000
PA
USD
1461874.60000000
0.020901304802
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
11923492.75000000
PA
USD
9240826.12000000
0.132121676756
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
1785000.00000000
PA
USD
1807584.00000000
0.025844121062
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.86000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2R1
21550000.00000000
PA
USD
16655634.47000000
0.238135673699
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
3795416.01000000
0.054265356875
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
315243.10000000
0.004507221152
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.06400000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-10 LLC
69360HAA9
5754005.40000000
PA
USD
5216437.45000000
0.074582559355
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
295000.00000000
PA
USD
287396.38000000
0.004109079764
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
7.81800000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
15320000.00000000
PA
USD
13493388.74000000
0.192923135043
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
5512474.26000000
PA
USD
5363802.83000000
0.076689531270
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
5018510.50000000
0.071752678112
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2021-9 Ltd
14317KAC8
7170000.00000000
PA
USD
6880747.86000000
0.098378211298
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.89300000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
930000.00000000
PA
USD
760275.00000000
0.010870111231
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
1495468.92000000
PA
USD
1471142.43000000
0.021033812569
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
1748701.93000000
0.025002248515
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
5232337.66000000
PA
USD
5154009.57000000
0.073689990220
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953MAN2
6060000.00000000
PA
USD
5949653.46000000
0.085065791851
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
5.36800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
28715000.00000000
PA
USD
26818559.46000000
0.383441155373
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
3258990.00000000
0.046595749962
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
3991095.80000000
0.057063109114
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZF9
66850000.00000000
PA
USD
65660380.18000000
0.938786144572
Long
STIV
UST
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
200000000.00000000
PA
USD
193960938.00000000
2.773176772409
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
3295577.60000000
PA
USD
2849381.44000000
0.040739328787
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
9470000.00000000
PA
USD
8834787.34000000
0.126316294884
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
11535478.21000000
0.164929704715
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
7778093.59000000
PA
USD
6852883.91000000
0.097979823562
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
325733.76000000
PA
USD
316772.82000000
0.004529092484
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
18485000.00000000
PA
USD
14109146.32000000
0.201726993365
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
2935000.00000000
PA
USD
1866782.77000000
0.026690521660
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
5526134.94000000
0.079010491570
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
12545931.79000000
PA
USD
10922065.42000000
0.156159371272
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
444514.39000000
0.006355490925
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796T33
66030000.00000000
PA
USD
65632619.57000000
0.938389234351
Long
STIV
UST
US
N
2
2023-02-23
None
0.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL3 Trust
12656PAC0
3094413.86000000
PA
USD
2903244.07000000
0.041509435366
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAH4
22660000.00000000
PA
USD
21047454.12000000
0.300928173918
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
7249582.87000000
0.103651668382
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
14069482.53000000
0.201159896184
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
15150000.00000000
PA
USD
15094613.42000000
0.215816812170
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
3210000.00000000
PA
USD
2733924.90000000
0.039088576846
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
21648765.00000000
0.309525479039
Long
EP
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
14200000.00000000
PA
USD
14082378.13000000
0.201344272373
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
5667934.37000000
0.081037883733
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
2998145.68000000
0.042866301049
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
10048372.50000000
0.143667655481
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
17317413.54000000
0.247597529082
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
8331385.04000000
PA
USD
6809224.33000000
0.097355596156
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
7888369.63000000
0.112784788811
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
5133890.11000000
PA
USD
4767024.38000000
0.068157029041
Long
ABS-MBS
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
12015449.56000000
0.171792145230
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
808885.60000000
0.011565126363
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
189000.00000000
0.002702247243
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
15016880.98000000
0.214705424490
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
1560417.13000000
0.022310226918
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
8063082.58000000
0.115282765465
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
2065768.06000000
0.029535534630
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
2125427.40000000
0.030388520275
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
6918220.97000000
PA
USD
6223718.06000000
0.088984259098
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
4303809.04000000
0.061534159329
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
6.36500000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877BAC2
2525000.00000000
PA
USD
2422997.58000000
0.034643061008
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.77900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
282435000.00000000
PA
USD
196402649.76000000
2.808087401362
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
2589625.73000000
0.037025444389
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.21100000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018XAJ8
3520000.00000000
PA
USD
3254852.48000000
0.046536593337
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.07900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
46205000.00000000
PA
USD
37021756.25000000
0.529322427314
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
7785000.00000000
PA
USD
7326288.03000000
0.104748368420
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAJ1
9544130.47000000
PA
USD
9421793.81000000
0.134709081208
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
5.32800000
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
8074512.86000000
0.115446191087
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
14263991.39000000
0.203940906929
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
5.89300000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
4988475.56000000
PA
USD
4281558.69000000
0.061216032626
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
229891.49000000
0.003286897592
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
6534642.61000000
0.093429735331
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
5120852.72000000
PA
USD
4831116.41000000
0.069073391535
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
927490.10000000
0.013260886591
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
4740764.47000000
0.067781575234
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.11800000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
7210000.00000000
PA
USD
6450115.53000000
0.092221200575
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
1335125.33000000
0.019089093874
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
23268715.42000000
0.332686889390
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
1994555.33000000
0.028517363183
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
11262000.00000000
PA
USD
10465385.70000000
0.149629945270
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
16790000.00000000
PA
USD
12414885.98000000
0.177503129170
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
3147455.93000000
PA
USD
3144627.63000000
0.044960642030
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
5120899.00000000
0.073216588386
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
5.74400000
N
N
N
N
N
N
OCP CLO Ltd
254900U8BS6KLMI9K654
OCP CLO 2016-12 Ltd
67092RAN8
6205000.00000000
PA
USD
5905168.20000000
0.084429759199
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
5.73900000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2375000.00000000
PA
USD
2179062.50000000
0.031155373720
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
1849353.65000000
0.026441326996
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
6765000.00000000
PA
USD
7021839.45000000
0.100395483044
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-3
03066MAG1
10515000.00000000
PA
USD
10438865.09000000
0.149250764078
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
4.04000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-1
80285HAG5
4466440.31000000
PA
USD
4458661.11000000
0.063748172976
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
4116756.84000000
0.058859760960
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
5.89300000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
3288287.61000000
PA
USD
3103347.74000000
0.044370438491
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
4976619.46000000
0.071153736592
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.19800000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1265000.00000000
PA
USD
236150.20000000
0.003376382152
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
Y
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
142940000.00000000
PA
USD
102062510.51000000
1.459249405569
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
4731288.96000000
0.067646098140
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.29600000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
4690000.00000000
PA
USD
3438772.58000000
0.049166210180
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
5335000.00000000
PA
USD
3867886.74000000
0.055301514708
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1055000.00000000
PA
USD
905432.65000000
0.012945517895
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
5578000.00000000
PA
USD
4755345.01000000
0.067990042028
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd
63943BAA1
12671398.29000000
PA
USD
10643362.54000000
0.152174587732
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
3822965.50000000
0.054659248587
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.75000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAD1
8618880.04000000
PA
USD
8525001.47000000
0.121887099047
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
7215000.00000000
PA
USD
8665215.00000000
0.123891816639
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
14025503.87000000
0.200531106699
Long
ABS-MBS
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
20333704.92000000
0.290723270172
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
15027733.21000000
0.214860585382
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
1553655.63000000
0.022213553666
Long
ABS-MBS
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
3844846.35000000
0.054972092325
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
668388.45000000
0.009556353684
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
947408.75000000
PA
USD
941075.32000000
0.013455122693
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
279407.78000000
PA
USD
258266.00000000
0.003692585113
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
7820000.00000000
PA
USD
6229472.14000000
0.089066528658
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
1645000.00000000
PA
USD
1564309.34000000
0.022365876197
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
3363000.00000000
PA
USD
3184833.64000000
0.045535491658
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
1360000.00000000
PA
USD
1001705.91000000
0.014321994887
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
9879587.90000000
0.141254440031
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
12397891.13000000
0.177260143527
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
5.86300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
5870000.00000000
PA
USD
5727002.51000000
0.081882416635
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
4483795.05000000
0.064107528109
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.74900000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
550000.00000000
PA
USD
446976.72000000
0.006390696345
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
10129000.00000000
PA
USD
6981919.70000000
0.099824726249
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
1320387.98000000
0.018878385073
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
3948586.28000000
0.056455324811
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
14041236.20000000
0.200756041331
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
7981115.34000000
PA
USD
7966896.18000000
0.113907530363
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
6.25000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAA9
6700000.00000000
PA
USD
6604650.56000000
0.094430681310
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
19805848.98000000
0.283176194730
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
10061135.97000000
0.143850142527
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
5565240.00000000
0.079569600250
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
22568330.19000000
0.322673058402
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
6418175.00000000
PA
USD
5570522.78000000
0.079645131349
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
3402736.65000000
0.048650982706
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
786276.95000000
PA
USD
783463.18000000
0.011201646657
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
4390000.00000000
PA
USD
4324676.80000000
0.061832518308
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
200000.00000000
PA
USD
174302.89000000
0.002492113777
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
589280.48000000
0.008425299219
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
1085635.00000000
0.015521979819
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
Y
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
2755000.00000000
PA
USD
2445938.59000000
0.034971062495
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
1169229.88000000
PA
USD
1103704.02000000
0.015780323519
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
8875000.00000000
PA
USD
8266126.10000000
0.118185801402
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAD5
148875.00000000
PA
USD
130539.26000000
0.001866398706
Long
ABS-O
CORP
US
N
2
2051-12-05
Fixed
3.25100000
N
N
N
N
N
N
CIFC Funding Ltd
549300X1SKS4LNS5LQ62
CIFC Funding 2017-I Ltd
12551AAC9
2535000.00000000
PA
USD
2488951.73000000
0.035586047358
Long
ABS-CBDO
CORP
KY
N
2
2029-04-23
Floating
5.97800000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2020-1
40438FAF1
3645000.00000000
PA
USD
3607771.79000000
0.051582494038
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
2.26000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
2355000.00000000
PA
USD
2092119.15000000
0.029912292091
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
4200960.66000000
0.060063673872
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
2480000.00000000
PA
USD
2466674.12000000
0.035267530901
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
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
3224291.10000000
0.046099638814
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
30007363.71000000
0.429033417243
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
1171144.95000000
0.016744567261
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
9448096.63000000
0.135085148525
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
1203757.50000000
0.017210848601
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
6.00800000
N
N
N
N
N
N
Merlin Aviation Holdings DAC
N/A
Merlin Aviation Holdings DAC
59010RAA2
1359302.73000000
PA
USD
1039907.78000000
0.014868190114
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
3606687.59000000
0.051566992576
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
7125753.60000000
0.101881206459
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
5260398.07000000
0.075211090912
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
23039544.64000000
0.329410296224
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
105364.81000000
0.001506464377
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
1914023.88000000
0.027365956365
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.97900000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDW0
23335000.00000000
PA
USD
20733385.05000000
0.296437738582
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
5946908.28000000
0.085026542353
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
1451744.55000000
0.020756469354
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
6284070.00000000
0.089847147265
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
5.87900000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAP4
3595000.00000000
PA
USD
3577526.43000000
0.051150057844
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.67800000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAC0
2368801.22000000
PA
USD
2227538.00000000
0.031848457245
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
1716679.05000000
0.024544398043
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
3879466.39000000
0.055467075963
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
2715000.00000000
PA
USD
2724344.35000000
0.038951597931
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
2446250.00000000
PA
USD
2203454.80000000
0.031504125178
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
2926597.98000000
0.041843340334
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
2921000.00000000
PA
USD
2700058.77000000
0.038604372314
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
4186570.51000000
PA
USD
4142042.15000000
0.059221280321
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
233941.95000000
0.003344809467
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
15237950.00000000
PA
USD
12818788.30000000
0.183277964782
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
2430559.55000000
PA
USD
2020134.05000000
0.028883077605
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
1752012.40000000
0.025049580305
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
23883783.04000000
0.341480882938
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
2712152.96000000
PA
USD
2340259.56000000
0.033460105524
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
595493.95000000
0.008514136956
Long
DBT
CORP
KY
N
2
2025-07-16
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
119815000.00000000
PA
USD
119815000.00000000
1.713067478495
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
4325365.72000000
PA
USD
3921175.43000000
0.056063415320
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11600000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAR7
3048000.00000000
PA
USD
2879843.67000000
0.041174865703
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.31800000
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
5899701.43000000
0.084351597484
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZP7
174920000.00000000
PA
USD
171501480.72000000
2.452060335811
Long
STIV
UST
US
N
2
2023-06-08
None
0.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1230000.00000000
PA
USD
1144818.23000000
0.016368158232
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAJ9
1818000.00000000
PA
USD
1586117.19000000
0.022677676211
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
6177379.36000000
0.088321726694
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
2470000.00000000
PA
USD
2362478.95000000
0.033777789574
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
2671000.00000000
PA
USD
2303673.98000000
0.032937019373
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
1377234.72000000
0.019691157276
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
6.37500000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
1435000.00000000
PA
USD
1269076.47000000
0.018144753398
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
1460745.66000000
0.020885163664
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
1081875.46000000
0.015468227403
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
6908454.15000000
0.098774344873
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
2407492.05000000
0.034421369073
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
3252333.97000000
PA
USD
3237958.98000000
0.046295056757
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.55000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
810000.00000000
PA
USD
793906.83000000
0.011350965834
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBE5
17195000.00000000
PA
USD
14966893.91000000
0.213990729135
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
5897637.52000000
0.084322088515
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
3178941.44000000
PA
USD
2400132.58000000
0.034316146282
Long
ABS-O
CORP
US
N
2
2042-11-15
Fixed
3.84400000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAD9
1525000.00000000
PA
USD
1382304.23000000
0.019763639125
Long
ABS-O
CORP
US
N
2
2042-11-17
Fixed
4.00000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
13015000.00000000
PA
USD
13440822.56000000
0.192171564593
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
2430253.52000000
PA
USD
2183720.83000000
0.031221976680
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
1341142.23000000
0.019175121130
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
3296492.77000000
0.047131949734
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
5480000.00000000
PA
USD
4829746.82000000
0.069053809679
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
5600000.00000000
PA
USD
5704169.97000000
0.081555966009
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
1398708.27000000
PA
USD
1376491.19000000
0.019680526578
Long
ABS-MBS
CORP
US
N
2
2070-11-25
Variable
6.22800000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
27205000.00000000
PA
USD
26332046.23000000
0.376485181645
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
2396216.12000000
PA
USD
1880845.15000000
0.026891580007
Long
ABS-O
CORP
KY
N
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
6090000.00000000
PA
USD
6067162.50000000
0.086745889625
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
18899270.48000000
0.270214293924
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
182556.00000000
0.002610113479
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
6481150.00000000
0.092664919152
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
3029473.57000000
0.043314214828
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
13180792.75000000
0.188453761222
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.72300000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
18255000.00000000
PA
USD
13891044.04000000
0.198608653234
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
8490627.39000000
0.121395632048
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
4549715.78000000
0.065050036632
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.53000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
3950000.00000000
PA
USD
2823731.80000000
0.040372600380
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
20391909.10000000
0.291555450516
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
10293118.00000000
0.147166929834
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
11447821.35000000
0.163676421602
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
12240000.00000000
PA
USD
11975126.40000000
0.171215620637
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
16180000.00000000
PA
USD
15094111.01000000
0.215809628911
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
235972.02000000
PA
USD
217255.10000000
0.003106227486
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
7013410.40000000
0.100274967821
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
625014.97000000
PA
USD
623850.38000000
0.008919565976
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
2364306.00000000
0.033803912012
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
36385000.00000000
PA
USD
32958069.68000000
0.471221444082
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Aimco
N/A
Aimco CLO 12 Ltd
00140LAG9
2505000.00000000
PA
USD
2456788.77000000
0.035126194077
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
5.03400000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
3140000.00000000
PA
USD
2796318.02000000
0.039980648997
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
2468650.00000000
0.035295781252
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
10997838.42000000
0.157242743655
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
67873278.03000000
0.970425282744
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.12500000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AD8
5274000.00000000
PA
USD
5552817.02000000
0.079391981396
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
1413969.83000000
0.020216381349
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
260603.91000000
0.003726011626
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.49500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
5450000.00000000
PA
USD
4216501.50000000
0.060285870656
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR2 Trust
33767PAG3
9710000.00000000
PA
USD
8508001.04000000
0.121644033623
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
4251335.95000000
0.060783919843
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.72900000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
14455000.00000000
PA
USD
13093151.95000000
0.187200707728
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
10611471.14000000
0.151718617109
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
13266698.42000000
0.189682006512
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
1015000.00000000
PA
USD
814197.48000000
0.011641073522
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
568000.00000000
PA
USD
553300.16000000
0.007910866835
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
7.77000000
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
1331618.96000000
0.019038961182
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.75600000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
11800000.00000000
PA
USD
10178334.50000000
0.145525800752
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAB7
5620360.42000000
PA
USD
5345030.77000000
0.076421135781
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
3.44000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
11685000.00000000
PA
USD
10970452.43000000
0.156851189602
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAG8
11520000.00000000
PA
USD
10397260.80000000
0.148655922396
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
2021523.04000000
0.028902936834
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
1975000.00000000
PA
USD
1858317.00000000
0.026569481429
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
1526245.78000000
0.021821658472
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YU7
190090000.00000000
PA
USD
187943566.45000000
2.687142774093
Long
STIV
UST
US
N
2
2023-04-13
None
0.00000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
14625000.00000000
PA
USD
10889001.05000000
0.155686629988
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
3145000.00000000
PA
USD
2447768.06000000
0.034997219534
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAF1
8000000.00000000
PA
USD
7673273.28000000
0.109709426278
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
4001837.50000000
PA
USD
3456947.31000000
0.049426065280
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
4224581.19000000
PA
USD
4075748.77000000
0.058273443795
Long
ABS-MBS
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
832051.20000000
0.011896338948
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
9795565.06000000
0.140053114699
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
1144069.01000000
PA
USD
1016299.38000000
0.014530646549
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
601527.30000000
0.008600399407
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios X Issuer LLC
86744WAA7
10779254.32000000
PA
USD
10362111.19000000
0.148153367175
Long
ABS-O
CORP
US
N
2
2049-11-22
Fixed
5.30000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BP4
309512.46000000
PA
USD
307330.40000000
0.004394088498
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
2023-01-27
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer