0001752724-23-197324.txt : 20230829
0001752724-23-197324.hdr.sgml : 20230829
20230829083702
ACCESSION NUMBER: 0001752724-23-197324
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230829
DATE AS OF CHANGE: 20230829
PERIOD START: 20231231
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: 231218303
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
2023-12-31
2023-06-30
N
8511473851.65
6018819.53
8505455032.12
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
27221529.68000000
USD
N
Fund's Securities Portfolio
N/A
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
3470697.44000000
PA
USD
2957270.57000000
0.034769104754
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
10457873.74000000
0.122954900125
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
23912268.32000000
0.281140376731
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
10792906.04000000
PA
USD
9131407.23000000
0.107359420460
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
9059837.85000000
0.106517967772
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DX5
3380000.00000000
PA
USD
3369392.28000000
0.039614485847
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
10115000.00000000
PA
USD
8174443.52000000
0.096108244522
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
416729.60000000
PA
USD
416262.03000000
0.004894059499
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
2850522.65000000
0.033514052325
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
9043832.94000000
0.106329795476
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
12025000.00000000
PA
USD
10801013.01000000
0.126989243599
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
993326.51000000
0.011678699214
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
7493291.79000000
0.088099834302
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
2231421.66000000
PA
USD
1931300.13000000
0.022706605616
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
8687903.40000000
0.102145074745
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.41000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2A8
22500000.00000000
PA
USD
20359948.95000000
0.239375187724
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
1580952.35000000
0.018587510533
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
9035000.00000000
PA
USD
7894331.25000000
0.092814919603
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
2097530.40000000
0.024661001581
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.53800000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2023-1
682685AD4
1555000.00000000
PA
USD
1523802.04000000
0.017915585165
Long
ABS-O
CORP
US
N
2
2033-02-14
Fixed
7.07000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAC5
5095000.00000000
PA
USD
4204657.97000000
0.049434838631
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAG3
4625000.00000000
PA
USD
4505369.75000000
0.052970355295
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
6791000.00000000
PA
USD
5678799.49000000
0.066766557092
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
468881.88000000
0.005512719522
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
404058.37000000
0.004750579110
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-2
57109LAB9
5024000.00000000
PA
USD
4991990.59000000
0.058691634617
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.54000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAJ4
1515000.00000000
PA
USD
1385994.42000000
0.016295358858
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
6102088.29000000
0.071743231455
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
26995000.00000000
PA
USD
23768814.05000000
0.279453761853
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
3538357.21000000
PA
USD
3512594.43000000
0.041298136510
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.05000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
8135000.00000000
PA
USD
7086720.16000000
0.083319706391
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
3364844.51000000
0.039561016986
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
1028949.10000000
PA
USD
887718.48000000
0.010437048654
Long
DBT
CORP
US
N
2
2036-08-11
Fixed
4.16300000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAG0
3055000.00000000
PA
USD
3047420.85000000
0.035829016066
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
6.79000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DA4
4360000.00000000
PA
USD
4114093.43000000
0.048370056798
Long
DBT
CORP
US
N
2
2033-08-03
Fixed
4.42000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
2830182.50000000
PA
USD
2604792.43000000
0.030624962687
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
6225000.00000000
PA
USD
6218090.25000000
0.073107085117
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
10270000.00000000
PA
USD
9733625.42000000
0.114439796380
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
3500000.00000000
PA
USD
3370714.80000000
0.039630034927
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
928608.06000000
0.010917794009
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
19057914.37000000
0.224066958181
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
391461.01000000
0.004602469926
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
1494831.98000000
0.017574979520
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAH9
9945000.00000000
PA
USD
10411361.13000000
0.122408043904
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
3095000.00000000
PA
USD
2440100.17000000
0.028688649352
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
28645000.00000000
PA
USD
28596345.89000000
0.336211828550
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAN8
4007000.00000000
PA
USD
3960202.25000000
0.046560733494
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
7.23000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
61445000.00000000
PA
USD
59406013.42000000
0.698446034875
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-3
14315PAH8
2315000.00000000
PA
USD
2297075.19000000
0.027007081706
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
4759997.38000000
0.055964053210
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
SFS Auto Receivables Securitization Trust
N/A
SFS Auto Receivables Securitization Trust 2023-1
78398AAG8
2730000.00000000
PA
USD
2722648.11000000
0.032010610834
Long
ABS-O
CORP
US
N
2
2031-02-20
Fixed
5.97000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
6782000.00000000
PA
USD
6090835.33000000
0.071610928598
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
280103.64000000
PA
USD
280063.59000000
0.003292752579
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
6.01800000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
32061000.00000000
PA
USD
26123678.55000000
0.307140281752
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
5389215.59000000
PA
USD
4642863.12000000
0.054586886915
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-2
959926AG1
7350000.00000000
PA
USD
7391167.35000000
0.086899140870
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
7.01000000
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
12731506.43000000
0.149686364596
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
9775086.75000000
0.114927263892
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-3
301989AF6
3100000.00000000
PA
USD
3093570.60000000
0.036371606084
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
6.68000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
24120000.00000000
PA
USD
24685131.60000000
0.290227054364
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
1684631.00000000
0.019806477062
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
5178231.35000000
0.060881297125
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
2017646.37000000
PA
USD
1735660.11000000
0.020406434499
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
3921329.44000000
0.046103699627
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
591911.87000000
PA
USD
542565.30000000
0.006379027317
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
2963815.14000000
0.034846050314
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
12316192.81000000
0.144803455705
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
838902.26000000
0.009863108520
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
3940177.88000000
0.046325303762
Long
DBT
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
3379723.26000000
0.039735948837
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
30313724.49000000
0.356403324402
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.61000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAB8
9289918.79000000
PA
USD
9324720.68000000
0.109632237720
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
7.36700000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios XI Issuer LLC
86746AAB1
8831960.10000000
PA
USD
8456893.25000000
0.099429051333
Long
ABS-O
CORP
US
N
2
2050-05-20
Fixed
5.60000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
3335000.00000000
PA
USD
3068194.46000000
0.036073254733
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
10714000.00000000
PA
USD
8715979.67000000
0.102475171958
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
8821159.27000000
0.103711785397
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
19431244.80000000
0.228456263969
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
8630000.00000000
PA
USD
7911207.30000000
0.093013334032
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
4366841.63000000
PA
USD
4257929.54000000
0.050061161030
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
6662226.86000000
0.078328870528
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
2696928.48000000
0.031708221015
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754NAB1
3861860.09000000
PA
USD
3936683.63000000
0.046284221304
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
7.81700000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAC5
9007000.00000000
PA
USD
9480280.38000000
0.111461178081
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
3515502.37000000
0.041332325627
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
6292477.50000000
0.073981667955
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
3218199.78000000
0.037836891357
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
15233201.76000000
0.179099198131
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
145436.05000000
0.001709914983
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
25738715.90000000
0.302614214087
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
4151008.36000000
0.048804071555
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAW6
2910000.00000000
PA
USD
2800690.22000000
0.032928164447
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.02000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
2895000.00000000
PA
USD
2772655.53000000
0.032598556097
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
5408784.11000000
0.063591942930
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
14633057.12000000
PA
USD
14396001.59000000
0.169256101356
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
2978751.46000000
0.035021659026
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
4571762.30000000
0.053750943162
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.96100000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
11996000.00000000
PA
USD
9201472.42000000
0.108183188145
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
5003482.50000000
PA
USD
4662815.39000000
0.054821468955
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
27951000.00000000
PA
USD
26907525.44000000
0.316356095451
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.62500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BC2
4800000.00000000
PA
USD
4166665.01000000
0.048988149302
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAG1
2744944.13000000
PA
USD
2455681.09000000
0.028871836729
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
25002000.00000000
PA
USD
19557564.48000000
0.229941424722
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBE7
1525000.00000000
PA
USD
1474202.43000000
0.017332434589
Long
DBT
CORP
XX
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
1461000.00000000
PA
USD
1452789.18000000
0.017080675572
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
13382328.45000000
0.157338183547
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
8617958.56000000
0.101322722034
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.37000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
3725000.00000000
PA
USD
3290203.14000000
0.038683446418
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
14750709.90000000
0.173426463890
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
3905250.00000000
PA
USD
3724882.12000000
0.043794036955
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
667450.55000000
0.007847323247
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
17250523.01000000
0.202817167862
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
8028809.83000000
0.094396005853
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
3609609.59000000
0.042438759318
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-1
30168BAF7
2675000.00000000
PA
USD
2664596.66000000
0.031328090618
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
6.69000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AH3
19420000.00000000
PA
USD
18778203.96000000
0.220778357995
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
2464610.00000000
PA
USD
2063129.96000000
0.024256550087
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
26224510.00000000
0.308325773294
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAP6
10500000.00000000
PA
USD
10530555.00000000
0.123809425365
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
2185000.00000000
PA
USD
1734945.19000000
0.020398029070
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
26530000.00000000
PA
USD
21091350.00000000
0.247974387265
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
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
17300000.00000000
PA
USD
17234818.62000000
0.202632528829
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAF0
19425000.00000000
PA
USD
19413820.91000000
0.228251408498
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.87500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
8894071.02000000
PA
USD
8172708.50000000
0.096087845613
Long
ABS-O
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
13492193.68000000
0.158629886690
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.93600000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAG0
3083000.00000000
PA
USD
2795249.12000000
0.032864192561
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
7179515.68000000
0.084410718214
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBB8
4125000.00000000
PA
USD
3770745.21000000
0.044333256665
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
2575000.00000000
PA
USD
2573570.36000000
0.030257879799
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
872127.00000000
0.010253737121
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
9142758.21000000
0.107492875754
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2023-2
02529YAE3
13370000.00000000
PA
USD
13207932.87000000
0.155287786721
Long
ABS-O
CORP
US
N
2
2029-08-13
Fixed
5.96000000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
14976848.18000000
PA
USD
12722832.53000000
0.149584384162
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
325000.00000000
PA
USD
322040.23000000
0.003786278673
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
8.65800000
N
N
N
N
N
N
FirstKey Homes 2021-SFR3 Trust
N/A
FirstKey Homes 2021-SFR3 Trust
33768JAC5
10000000.00000000
PA
USD
8833534.00000000
0.103857277084
Long
ABS-O
CORP
US
N
2
2038-12-17
Fixed
2.43500000
N
N
N
N
N
N
AGL CLO 5 Ltd
549300N06ILVP775P131
AGL CLO 5 Ltd
00119TAK0
5565000.00000000
PA
USD
5404527.66000000
0.063541899164
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.95000000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
20665000.00000000
PA
USD
21055568.50000000
0.247553698426
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
34334000.00000000
PA
USD
32721159.32000000
0.384707922109
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
504530.31000000
0.005931843835
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
7673939.75000000
0.090223741363
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
19357838.76000000
0.227593217375
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
3073841.67000000
0.036139649888
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
329088.61000000
0.003869147608
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
10226138.00000000
0.120230345835
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
4380000.00000000
PA
USD
4098121.60000000
0.048182273429
Long
DBT
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
8265000.00000000
PA
USD
7604206.47000000
0.089403875998
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
193984.24000000
0.002280703845
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
Y
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCT5
13965000.00000000
PA
USD
13918385.11000000
0.163640687740
Long
DBT
CORP
JP
N
2
2026-01-13
Fixed
5.46400000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
5254054.85000000
PA
USD
5158523.52000000
0.060649589005
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
5.88200000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
6910000.00000000
PA
USD
6236275.00000000
0.073320886142
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAJ4
720288.49000000
PA
USD
653661.80000000
0.007685206700
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
11260000.00000000
PA
USD
11284247.51000000
0.132670709178
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAH5
12180000.00000000
PA
USD
12014321.06000000
0.141254301088
Long
DBT
CORP
IE
N
2
2028-05-03
Fixed
5.45000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-8 LLC
69360MAA8
5490497.33000000
PA
USD
5046613.68000000
0.059333847053
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
8042973.73000000
PA
USD
7170407.60000000
0.084303633055
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
6252831.55000000
0.073515544158
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
7394168.97000000
PA
USD
6734516.67000000
0.079178793428
Long
ABS-O
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
2269130.00000000
0.026678525621
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
3917196.06000000
0.046055102815
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
10949669.11000000
0.128737017227
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
3256077.23000000
0.038282222617
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
6.66000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
370000.00000000
PA
USD
297961.07000000
0.003503176124
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
9586222.24000000
0.112706753534
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
4236306.36000000
0.049806933832
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
2229184.90000000
0.026208884669
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAR7
15730000.00000000
PA
USD
15710806.25000000
0.184714470779
Long
ABS-O
CORP
US
N
2
2027-09-20
Fixed
8.04000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
29075000.00000000
PA
USD
25343706.10000000
0.297970020466
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
15261924.98000000
0.179436901639
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
1419243.87000000
0.016686277978
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
8.17300000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAD6
1375117.20000000
PA
USD
1364442.17000000
0.016041965595
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.96000000
N
N
N
N
N
N
SCOTT Trust 2023-SFS
N/A
SCOTT Trust 2023-SFS
810064AA3
7345000.00000000
PA
USD
7253811.83000000
0.085284229974
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Fixed
5.91000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
23985000.00000000
PA
USD
28988438.90000000
0.340821729002
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAG1
10367217.56000000
PA
USD
8945665.72000000
0.105175627714
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
1943684.00000000
0.022852204763
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.86000000
N
N
N
N
N
N
Octagon Investment Partners Ltd
N/A
Octagon Investment Partners 18-R Ltd
67576FAE9
7170000.00000000
PA
USD
6950483.28000000
0.081717947526
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
6.73000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
5010000.00000000
PA
USD
4687174.14000000
0.055107858689
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
908623.93000000
PA
USD
708726.67000000
0.008332613214
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
4896866.63000000
0.057573246951
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
2370946.96000000
0.027875603962
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.19800000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAC4
6000000.00000000
PA
USD
5192587.20000000
0.061050081158
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
1.60700000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
5180091.14000000
PA
USD
5040318.81000000
0.059259837256
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.89400000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBF0
15655000.00000000
PA
USD
16072321.44000000
0.188964862894
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
6.80000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2022-1
23345YAG6
10500000.00000000
PA
USD
9877098.00000000
0.116126626532
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
3.40000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
989516.41000000
PA
USD
807128.65000000
0.009489541088
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
1675000.00000000
PA
USD
1535922.46000000
0.018058086888
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-7
92538QAA8
13655343.54000000
PA
USD
11565077.77000000
0.135972475620
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.82900000
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
1968608.58000000
0.023145247051
Long
DBT
CORP
XX
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
3670140.11000000
0.043150426357
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
1540984.88000000
0.018117606573
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.52500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
6160000.00000000
PA
USD
4581706.36000000
0.053867857071
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAG4
664098.37000000
PA
USD
662826.62000000
0.007792958959
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
3650619.49000000
PA
USD
3406702.25000000
0.040053145153
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AF5
250000.00000000
PA
USD
225999.40000000
0.002657111220
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
6710866.74000000
0.078900737405
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BZ5
12445000.00000000
PA
USD
12382811.34000000
0.145586700455
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
363380.28000000
PA
USD
341354.53000000
0.004013359999
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
4.21000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183CY8
880000.00000000
PA
USD
868428.26000000
0.010210250441
Long
ABS-O
CORP
US
N
2
2035-05-15
Fixed
6.69000000
N
N
N
N
N
N
Octagon Investment Partners 28, LTD
254900BI638DCRT6IN48
Octagon Investment Partners 28 Ltd
67591EAU7
1986282.00000000
PA
USD
1945128.22000000
0.022869184689
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
7.07300000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
7560000.00000000
PA
USD
6733454.01000000
0.079166299563
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
27808102.33000000
0.326944322496
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
830415.15000000
0.009763324206
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
2996520.64000000
0.035230574127
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-1PL
00091XAD9
4319000.00000000
PA
USD
4383249.44000000
0.051534567209
Long
ABS-O
CORP
US
N
2
2030-03-18
Fixed
8.47000000
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
1571182.38000000
0.018472643427
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
6440907.38000000
PA
USD
6022248.40000000
0.070804541053
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.91000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAN6
4410000.00000000
PA
USD
4357401.93000000
0.051230673885
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Floating
6.33000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
7435000.00000000
PA
USD
6009604.11000000
0.070655880106
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
488695.95000000
0.005745676723
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BL1
3770000.00000000
PA
USD
3740500.50000000
0.043977664756
Long
DBT
CORP
US
N
2
2033-05-08
Fixed
5.70000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AC6
19498000.00000000
PA
USD
19886264.65000000
0.233806005380
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
6265000.00000000
PA
USD
4790841.74000000
0.056326695302
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBT6
683277.44000000
PA
USD
662240.42000000
0.007786066912
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
531902.63000000
0.006253664595
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
6.96100000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
12655000.00000000
PA
USD
10587575.05000000
0.124479819245
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
2224585.78000000
0.026154812077
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BL6
20360000.00000000
PA
USD
20032120.32000000
0.235520853903
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.45000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-3
33846AAG1
4610000.00000000
PA
USD
4505693.22000000
0.052974158384
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.86000000
N
N
N
N
N
N
Horizon Aircraft Finance III Limited
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
7415360.45000000
PA
USD
5803097.95000000
0.068227954037
Long
ABS-O
CORP
KY
N
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
DISH NETWORK CORP
N/A
DISH Network Corp
25470MAD1
9050000.00000000
PA
USD
8020562.50000000
0.094299040671
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
1702849.40000000
0.020020673715
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
1439529.44000000
0.016924778681
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
8387209.86000000
0.098609772532
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
325988.15000000
0.003832695003
Long
DBT
CORP
KY
N
2
2026-12-14
Fixed
4.85000000
Y
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XED4
4480000.00000000
PA
USD
4553653.22000000
0.053538031801
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAJ4
3575000.00000000
PA
USD
3081248.89000000
0.036226737762
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
1041717.18000000
PA
USD
1038916.11000000
0.012214703458
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble Inc
896239AE0
18490000.00000000
PA
USD
18734625.10000000
0.220265994344
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
Octagon Credit Partners 46, LTD
N/A
Octagon Investment Partners 46 Ltd
67577VAS2
4155000.00000000
PA
USD
3559359.98000000
0.041847966588
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
8.56000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
6960000.00000000
PA
USD
6587228.66000000
0.077447104653
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
25480000.00000000
PA
USD
18206963.07000000
0.214062187163
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
27310000.00000000
PA
USD
26875598.95000000
0.315980730584
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
3204255.37000000
0.037672944691
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEB8
31570000.00000000
PA
USD
31823008.93000000
0.374148223814
Long
DBT
CORP
US
N
2
2028-01-09
Fixed
6.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-1 Receivables Funding LLC
826943AC6
1748787.07000000
PA
USD
1728468.44000000
0.020321880880
Long
ABS-O
CORP
US
N
2
2040-01-20
Fixed
7.00000000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
3495000.00000000
PA
USD
264709.94000000
0.003112237252
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
2884447.86000000
0.033912916464
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.86200000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
6585000.00000000
PA
USD
5875596.63000000
0.069080332654
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
8272100.23000000
0.097256410136
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
6480579.45000000
0.076193212773
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
3126381.60000000
0.036757370278
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
SIRIUSPOINT LTD
549300OGXFI85N3YZZ51
SiriusPoint Ltd
82968FAA2
3159000.00000000
PA
USD
2624181.30000000
0.030852920744
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
943408.05000000
0.011091799867
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
2279506.23000000
0.026800520623
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
7934471.61000000
0.093286856259
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
1754153.41000000
0.020623863195
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-1
23346KAG5
9695000.00000000
PA
USD
9573546.86000000
0.112557727056
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
6.44000000
N
N
N
N
N
N
GITSIT Mortgage Loan Trust 2023-NPL1
N/A
GITSIT Mortgage Loan Trust 2023-NPL1
375933AA6
10965000.00000000
PA
USD
10910251.76000000
0.128273581117
Long
ABS-O
CORP
US
N
2
2053-05-25
Variable
8.35300000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAM1
11298000.00000000
PA
USD
10443534.52000000
0.122786311614
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
4.85000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
13590000.00000000
PA
USD
10744254.00000000
0.126321918808
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2013
N/A
CVS Pass-Through Trust Series 2013
12665UAA2
9794526.29000000
PA
USD
8917916.19000000
0.104849372036
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
5819249.62000000
0.068417851814
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
6530651.86000000
0.076781922135
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FK8
178860000.00000000
PA
USD
175359908.33000000
2.061734588775
Long
STIV
UST
US
N
2
2023-11-16
None
0.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
9675000.00000000
PA
USD
8321394.94000000
0.097835975953
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
5525725.94000000
0.064966846795
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
4375000.00000000
PA
USD
3684843.75000000
0.043323299412
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
2235000.00000000
PA
USD
1933336.28000000
0.022730544958
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
1139898.24000000
0.013401966569
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.77900000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
4740000.00000000
PA
USD
4368080.64000000
0.051356225193
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
8099177.43000000
0.095223329021
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
12552164.67000000
0.147577814738
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
6370168.05000000
0.074895088222
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
3215000.00000000
PA
USD
2735405.08000000
0.032160596577
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
377357.40000000
0.004436651520
Long
DBT
CORP
KY
N
2
2026-07-15
None
0.00000000
Y
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
2065000.00000000
PA
USD
1770840.13000000
0.020820051641
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
34931000.00000000
PA
USD
30402196.90000000
0.357443508726
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
11909894.87000000
0.140026545611
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
338100.00000000
PA
USD
279587.06000000
0.003287149940
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
4210000.00000000
PA
USD
4118406.06000000
0.048420761081
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAX6
1730000.00000000
PA
USD
1648906.94000000
0.019386463555
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.65000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
6185000.00000000
PA
USD
5029419.28000000
0.059131689733
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
4090000.00000000
PA
USD
4230974.32000000
0.049744244182
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
1625000.00000000
PA
USD
1494041.25000000
0.017565682780
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
2953091.05000000
PA
USD
2668904.76000000
0.031378741641
Long
ABS-O
CORP
US
N
2
2044-03-25
Fixed
2.54000000
N
N
N
N
N
N
Venture CDO Ltd
549300ITFR7G25007V93
Venture XXIX CLO Ltd
92331EAF3
2695605.45000000
PA
USD
2660802.49000000
0.031283481953
Long
ABS-CBDO
CORP
KY
N
2
2030-09-07
Floating
6.31100000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
11022000.00000000
PA
USD
8432182.04000000
0.099138517670
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
520046.82000000
0.006114273934
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
1638150.00000000
0.019259992484
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.47700000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
29600000.00000000
PA
USD
26196000.00000000
0.307990576648
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
10898670.74000000
0.128137421206
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
4540000.00000000
PA
USD
4108818.31000000
0.048308036365
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MBG3
6675000.00000000
PA
USD
6315831.60000000
0.074256245858
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
1948330.59000000
0.022906835467
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
11539293.63000000
0.135669327348
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
2379683.25000000
0.027978317926
Long
ABS-O
CORP
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAB9
4895000.00000000
PA
USD
4190895.03000000
0.049273025536
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
610000.00000000
PA
USD
646595.94000000
0.007602132249
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
2826598.15000000
0.033232768139
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.59800000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
11318000.00000000
PA
USD
9168728.78000000
0.107798215914
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
4980000.00000000
PA
USD
4206871.19000000
0.049460859814
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
4980000.00000000
PA
USD
4078051.28000000
0.047946303455
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
Hudsons Bay Simon JV Trust
N/A
Hudsons Bay Simon JV Trust 2015-HBS
44422PAU6
1540000.00000000
PA
USD
1332615.13000000
0.015667769977
Long
ABS-MBS
CORP
US
N
2
2034-08-05
Fixed
3.91400000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
16970000.00000000
PA
USD
17954260.00000000
0.211091116609
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-2
380149AC8
14185660.93000000
PA
USD
13710310.78000000
0.161194324445
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
13696000.00000000
PA
USD
12252996.29000000
0.144060444076
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
13862725.73000000
PA
USD
12671498.38000000
0.148980840321
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP23
000000000
3665.00000000
NC
USD
-7848193.35000000
-0.09227246890
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
753103037.10000000
USD
-7848193.35000000
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
3078198.91000000
PA
USD
2822722.25000000
0.033187198560
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
2555786.25000000
0.030048789163
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
37805000.00000000
PA
USD
16820847.07000000
0.197765398870
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
3308073.47000000
0.038893550756
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.31000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AD6
25937000.00000000
PA
USD
24850519.04000000
0.292171541042
Long
DBT
CORP
JP
N
2
2026-03-01
Fixed
3.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
4230000.00000000
PA
USD
4133443.69000000
0.048597560911
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
9966000.00000000
PA
USD
8501223.93000000
0.099950254253
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCJ2
10585000.00000000
PA
USD
11235893.35000000
0.132102201558
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
13765000.00000000
PA
USD
13732400.49000000
0.161454036711
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
3220000.00000000
PA
USD
2877875.00000000
0.033835638294
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
24025457.45000000
0.282471159500
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
9364934.15000000
0.110105033941
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
2916017.43000000
0.034284084966
Long
ABS-O
CORP
US
N
2
2029-11-20
Fixed
2.40000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
1795000.00000000
PA
USD
1742406.50000000
0.020485752889
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
1806693.70000000
0.021241587818
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
3500679.19000000
0.041158047121
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
264664.59000000
0.003111704065
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
2.28000000
N
N
N
N
N
N
Horizon Aircraft Finance I Limited
N/A
Horizon Aircraft Finance I Ltd
440405AE8
3161592.54000000
PA
USD
2726867.24000000
0.032060215822
Long
ABS-O
CORP
US
N
2
2038-12-15
Fixed
4.45800000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBG7
25560000.00000000
PA
USD
24805468.80000000
0.291641878139
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
3303067.60000000
0.038834695939
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
9434720.57000000
PA
USD
9103336.39000000
0.107029387088
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.64400000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
3270000.00000000
PA
USD
1518411.88000000
0.017852212189
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBL4
4210000.00000000
PA
USD
4250358.20000000
0.049972143570
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAG5
1770000.00000000
PA
USD
1588188.26000000
0.018672584288
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.89600000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAS7
927945.72000000
PA
USD
207627.85000000
0.002441113958
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
6.05000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
2377943.86000000
PA
USD
2025040.35000000
0.023808724428
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
21340611.52000000
0.250904994963
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
90612.14000000
0.001065341473
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
1990616.22000000
PA
USD
1807436.33000000
0.021250319038
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
1.65000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2023-1
14318DAG4
11965000.00000000
PA
USD
11797418.21000000
0.138704139466
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
6.27000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAC9
13142934.71000000
PA
USD
12814851.57000000
0.150666266785
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
13157054.87000000
0.154689605909
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
6646697.77000000
PA
USD
5701803.22000000
0.067037015638
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
6568201.45000000
PA
USD
6414025.40000000
0.075410726125
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.27000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
5562000.00000000
PA
USD
4575578.74000000
0.053795813659
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Post CLO LTD
N/A
Post CLO 2023-1 Ltd
73743CAA0
19620000.00000000
PA
USD
19572323.40000000
0.230114947713
Long
ABS-CBDO
CORP
KY
N
2
2036-04-20
Floating
6.82900000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
4280000.00000000
PA
USD
3774467.03000000
0.044377014701
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
7917299.65000000
0.093084962769
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
8269789.65000000
PA
USD
7697695.53000000
0.090503041882
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
10510000.00000000
PA
USD
9639048.28000000
0.113327837765
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
8296105.46000000
0.097538643478
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
8.37900000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
20662000.00000000
PA
USD
17951972.08000000
0.211064217166
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
100000.00000000
PA
USD
96519.49000000
0.001134795136
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
14735000.00000000
PA
USD
11623966.00000000
0.136664833993
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
8255000.00000000
PA
USD
7809147.45000000
0.091813399994
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
2186258.35000000
0.025704190331
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
5533732.93000000
0.065060986262
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
8388355.80000000
0.098623245532
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
652594.62000000
PA
USD
651625.97000000
0.007661271119
Long
ABS-O
CORP
US
N
2
2025-09-12
Fixed
2.89000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
4113000.00000000
PA
USD
3993350.32000000
0.046950460673
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
26845000.00000000
PA
USD
22621101.13000000
0.265959916836
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
6029557.42000000
0.070890474374
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
6287621.20000000
0.073924571657
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
4010188.85000000
0.047148433973
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
6045743.41000000
PA
USD
5633713.91000000
0.066236478691
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
12940308.52000000
0.152141284283
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
6.97300000
N
N
N
N
N
N
BBSG Mortgage Trust
N/A
BBSG 2016-MRP Mortgage Trust
055287AA4
410000.00000000
PA
USD
328959.48000000
0.003867629406
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
5356536.87000000
0.062977663743
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797HB6
128975000.00000000
PA
USD
126996451.27000000
1.493117661435
Long
STIV
UST
US
N
2
2023-10-17
None
0.00000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-1 LLC
784033AJ1
2555000.00000000
PA
USD
2260260.05000000
0.026574240196
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
9387850.85000000
0.110374469261
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
2025000.00000000
PA
USD
1637823.10000000
0.019256149069
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
6885000.00000000
PA
USD
6620125.51000000
0.077833878199
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
3862000.00000000
PA
USD
3052408.94000000
0.035887661841
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
11472797.47000000
0.134887521322
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
5029212.26000000
0.059129255765
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
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEG7
360000.00000000
PA
USD
356854.80000000
0.004195599161
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KT58
5363298.56000000
PA
USD
5378177.42000000
0.063232095163
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
7.16700000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2275000.00000000
PA
USD
1586166.86000000
0.018648818364
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
1400000.00000000
PA
USD
1141924.84000000
0.013425793631
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
2972642.21000000
0.034949831593
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust IV
97064EAA6
2807536.67000000
PA
USD
2327504.05000000
0.027364838697
Long
ABS-O
CORP
US
N
2
2043-09-15
Variable
4.75000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
5195000.00000000
PA
USD
4207845.01000000
0.049472309172
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
012873AK1
1110000.00000000
PA
USD
1190366.52000000
0.013995330238
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2023-SFR1 Trust
74334FAE8
1260000.00000000
PA
USD
1170777.26000000
0.013765016164
Long
ABS-O
CORP
US
N
2
2040-03-17
Fixed
4.65000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
1790000.00000000
PA
USD
1804123.10000000
0.021211364861
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
CAL Funding IV Ltd
N/A
CAL Funding IV Ltd
12807CAA1
6704687.50000000
PA
USD
5836933.32000000
0.068625761913
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
1542338.88000000
0.018133525768
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
14236937.20000000
0.167385955792
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
6.81000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
1485605.59000000
PA
USD
1480972.88000000
0.017412035857
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
4594221.14000000
PA
USD
4297631.09000000
0.050527938526
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
39236.00000000
0.000461303949
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
5306266.87000000
0.062386631284
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
6.80000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-1 Trust
43731QAG3
2319146.42000000
PA
USD
2037915.83000000
0.023960103513
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
7886225.88000000
0.092719623467
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
5742103.99000000
0.067510838259
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
2960104.91000000
PA
USD
2789801.79000000
0.032800147428
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
2925151.52000000
PA
USD
2895900.00000000
0.034047561113
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.46700000
N
N
N
N
N
N
Voya CLO Ltd
5493003QPCHR7P2XIW55
Voya CLO 2013-3 Ltd
92916XAL1
3335000.00000000
PA
USD
3220819.61000000
0.037867693119
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.94300000
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
3654301.83000000
0.042964213157
Long
DBT
CORP
XX
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
870895.62000000
0.010239259589
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
5059566.93000000
0.059486140493
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.54700000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
5843733.17000000
PA
USD
4391890.97000000
0.051636167064
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05400000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
1835000.00000000
PA
USD
121692.61000000
0.001430759548
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
Y
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
3805384.62000000
PA
USD
3797050.83000000
0.044642536062
Long
LON
CORP
PA
N
2
2025-06-30
Variable
8.21700000
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
Canyon CLO 2021-4 Ltd
13877PAC1
3920000.00000000
PA
USD
3900921.36000000
0.045863758555
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.96000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
49304000.00000000
PA
USD
45212927.63000000
0.531575647149
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
1413328.60000000
PA
USD
1399647.58000000
0.016455881251
Long
DBT
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
11410000.00000000
PA
USD
11451988.80000000
0.134642870449
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
12792928.89000000
0.150408518317
Long
DBT
CORP
NL
N
2
2039-10-07
Fixed
6.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
4204000.00000000
PA
USD
2940806.88000000
0.034575538509
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
681124.37000000
PA
USD
563630.42000000
0.006626693314
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
9243214.05000000
0.108673951188
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
711732.90000000
PA
USD
663663.67000000
0.007802800291
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
26765000.00000000
PA
USD
24686275.67000000
0.290240505378
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
9616000.00000000
PA
USD
7713690.76000000
0.090691100368
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
2651479.00000000
0.031173864184
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
8806678.15000000
PA
USD
8297575.53000000
0.097555927327
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
50613000.00000000
PA
USD
38886180.47000000
0.457191065300
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2023-1
224927AE3
2970000.00000000
PA
USD
2982102.45000000
0.035061057153
Long
ABS-O
CORP
US
N
2
2033-07-15
Fixed
7.71000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBC8
6084000.00000000
PA
USD
6033672.60000000
0.070938857206
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAE3
906690.82000000
PA
USD
904163.69000000
0.010630397628
Long
ABS-O
CORP
US
N
2
2024-01-22
Fixed
1.37000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
5200000.00000000
PA
USD
4182278.83000000
0.049171723490
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-6 Mortgage Loan Trust
12658YAA3
22222564.07000000
PA
USD
18703365.49000000
0.219898470092
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
1.90700000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAJ3
4075000.00000000
PA
USD
3975724.85000000
0.046743235194
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.76000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
1115000.00000000
PA
USD
519264.42000000
0.006105075131
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
2340665.83000000
0.027519583857
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
12072197.66000000
0.141934765564
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
8484675.78000000
0.099755694997
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
1718678.54000000
0.020206779455
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2022-2
32058KAD1
1910000.00000000
PA
USD
1945967.21000000
0.022879048829
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
8.71000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAE3
6325000.00000000
PA
USD
6409243.43000000
0.075354503736
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
3291396.01000000
0.038697471182
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
782158.56000000
0.009195963732
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
596302.31000000
0.007010821969
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
1391103.00000000
0.016355421253
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
4130607.75000000
0.048564218309
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
5173964.86000000
PA
USD
4458975.17000000
0.052424886771
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
340000.00000000
PA
USD
319561.00000000
0.003757129968
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
6789795.74000000
0.079828718326
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
14305396.37000000
0.168190841242
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
35159911.32000000
0.413380720810
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
1375774.34000000
0.016175199737
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
5039632.10000000
0.059251763497
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
3933276.41000000
0.046244162071
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
2786316.75000000
0.032759173253
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
6323140.98000000
PA
USD
6184074.88000000
0.072707160953
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
12142191.03000000
0.142757688849
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
620000.00000000
PA
USD
617201.94000000
0.007256542273
Long
ABS-O
CORP
US
N
2
2032-09-15
Variable
8.67800000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2019-1 Ltd
55283LAA3
2101372.03000000
PA
USD
1878689.64000000
0.022088055640
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
4644023.45000000
0.054600529101
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
6805148.00000000
0.080009217311
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
4545532.96000000
0.053442560601
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
3900000.00000000
PA
USD
3634696.26000000
0.042733707323
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
KFC HLD/PIZZA HUT/TACO
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAC9
1430000.00000000
PA
USD
1380264.60000000
0.016227992444
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.75000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAW2
17545000.00000000
PA
USD
17144129.91000000
0.201566287109
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
SLM Student Loan Trust
549300IQIXBXDNPLSE92
SLM Private Credit Student Loan Trust 2003-C
78443CBA1
240000.00000000
PA
USD
238916.88000000
0.002808984106
Long
ABS-O
CORP
US
N
2
2032-09-15
Variable
8.65700000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BC7
11425000.00000000
PA
USD
10791726.07000000
0.126880055555
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
1594284.79000000
0.018744262170
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
8.27300000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
9406000.00000000
PA
USD
6999568.96000000
0.082295055744
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
14690000.00000000
PA
USD
14089112.01000000
0.165647951306
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
VIBRANT CLO LTD
5493000EYXFKXA2VRV24
Vibrant CLO XIV Ltd
92557EAL7
1830000.00000000
PA
USD
1716187.36000000
0.020177490252
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
9.00000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
9135000.00000000
PA
USD
8719994.48000000
0.102522374723
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
33530.00000000
0.000394217591
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.84200000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co
628312AA8
9063000.00000000
PA
USD
9401142.43000000
0.110530740501
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
13542949.59000000
0.159226632071
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
22400000.00000000
PA
USD
14724151.68000000
0.173114214635
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
6021906.41000000
0.070800520222
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.91000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
218545000.00000000
PA
USD
195017264.84000000
2.292849284412
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
5826111.30000000
PA
USD
5842482.67000000
0.068691006512
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.06700000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAP9
340000.00000000
PA
USD
338208.54000000
0.003976372089
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
8.58200000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
12451634.81000000
PA
USD
12260918.10000000
0.144153582068
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
11215000.00000000
PA
USD
10049153.65000000
0.118149512425
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
35520000.00000000
PA
USD
18026400.00000000
0.211939278168
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
15674658.05000000
0.184289470590
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
5176682.55000000
0.060863087635
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
4295000.00000000
PA
USD
4155302.25000000
0.048854555509
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
8560475.00000000
PA
USD
7813513.63000000
0.091864733873
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
7287970.56000000
0.085685839646
Long
ABS-O
CORP
US
N
2
2035-05-14
Fixed
5.20000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAF1
10036000.00000000
PA
USD
8519161.67000000
0.100161151141
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
30015000.00000000
PA
USD
27863707.89000000
0.327598085990
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
6475000.00000000
PA
USD
6455834.00000000
0.075902276546
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
Regatta XV Funding Ltd.
N/A
Regatta XV Funding Ltd
75888RAE9
1015000.00000000
PA
USD
991601.21000000
0.011658414585
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
7.10500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
8560000.00000000
PA
USD
7070820.05000000
0.083132766245
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
4226138.00000000
PA
USD
3818252.29000000
0.044891805030
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
4090335.58000000
0.048090731942
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
7536347.50000000
0.088606047196
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
6.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
25627000.00000000
PA
USD
24344983.70000000
0.286227880907
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VI
97064GAB9
2493079.60000000
PA
USD
1728920.79000000
0.020327199232
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
5.43800000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAF5
6035000.00000000
PA
USD
5943183.51000000
0.069874962451
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
6.32000000
N
N
N
N
N
N
AMER AIRLINE 17-2 A PTT
N/A
American Airlines 2017-2 Class A Pass Through Trust
02377CAA2
4627961.99000000
PA
USD
3900379.26000000
0.045857384999
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.60000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
4890000.00000000
PA
USD
4148594.29000000
0.048775688947
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
17832.00000000
NS
USD
20895894.24000000
0.245676382522
Long
EP
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
7510000.00000000
PA
USD
7351086.60000000
0.086427905059
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300BQ0WQMX5H5TS32
Neuberger Berman Loan Advisers CLO 45 Ltd
64134MAA4
4395000.00000000
PA
USD
4314887.94000000
0.050730830081
Long
ABS-CBDO
CORP
KY
N
2
2035-10-14
Floating
6.38100000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
9641000.00000000
PA
USD
8521185.41000000
0.100184944577
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
447575.40000000
0.005262215816
Long
DBT
CORP
VG
N
2
2029-08-05
Fixed
4.75000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
10460000.00000000
PA
USD
8926822.36000000
0.104954083306
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CC3
5005000.00000000
PA
USD
4127593.92000000
0.048528784226
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
8810000.00000000
PA
USD
10560001.84000000
0.124155636589
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
3234650.81000000
0.038030308758
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.29000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
11520000.00000000
PA
USD
10745467.55000000
0.126336186711
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
24555000.00000000
PA
USD
19581875.85000000
0.230227257401
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
EWC Master Issuer LLC
N/A
EWC Master Issuer LLC
26929HAB1
12048300.00000000
PA
USD
11099966.26000000
0.130504084944
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
5.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
16455000.00000000
PA
USD
14633555.41000000
0.172049059747
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
1554635.32000000
0.018278096987
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
7.01200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TVN6
547.29000000
PA
USD
562.31000000
0.000006611168
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
5591156.37000000
0.065736122863
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.90000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECG8
13685000.00000000
PA
USD
13630742.53000000
0.160258827758
Long
DBT
CORP
GB
N
2
2034-05-09
Fixed
6.22400000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
26609000.00000000
PA
USD
23007544.23000000
0.270503390390
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
7265000.00000000
PA
USD
5183442.95000000
0.060942570743
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
732301.09000000
PA
USD
661618.07000000
0.007778749843
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
1740000.00000000
PA
USD
1530712.80000000
0.017996836080
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09100000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2020-2 Trust
21872VAE2
1259000.00000000
PA
USD
1161339.87000000
0.013654059255
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.75800000
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
787625.84000000
0.009260243420
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
2235720.84000000
PA
USD
2196962.38000000
0.025830039330
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
4232057.78000000
0.049756982595
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
37258415.15000000
0.438053167165
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
1323961.02000000
0.015566022217
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
2491106.93000000
0.029288344016
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
668621.34000000
PA
USD
612840.67000000
0.007205266122
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
14493878.72000000
0.170406858483
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
2494307.70000000
0.029325975983
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.16300000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1620000.00000000
PA
USD
1127627.24000000
0.013257694453
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
858797.90000000
0.010097024753
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
378536.40000000
PA
USD
348111.20000000
0.004092799252
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
6273101.16000000
0.073753857216
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
8.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAT8
2295000.00000000
PA
USD
1870517.76000000
0.021991977536
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
4575282.25000000
0.053792327779
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP23
000000000
966.00000000
NC
USD
-1348505.62000000
-0.01585459701
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
104801068.12000000
USD
-1348505.62000000
N
N
N
BPR Trust
N/A
BPR Trust 2022-SSP
05602HAA1
4400000.00000000
PA
USD
4361286.60000000
0.051276346574
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
8.14700000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
7360000.00000000
PA
USD
6090572.22000000
0.071607835171
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2023-SFR1 Trust
74334FAG3
1935000.00000000
PA
USD
1768792.79000000
0.020795980736
Long
ABS-O
CORP
US
N
2
2040-03-17
Fixed
4.65000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
4130000.00000000
PA
USD
4135267.86000000
0.048619007970
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
Octagon Investment Partners XV Ltd
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd
67590EBG8
9013032.57000000
PA
USD
8954673.18000000
0.105281529867
Long
ABS-CBDO
CORP
KY
N
2
2030-07-19
Floating
6.23500000
N
N
N
N
N
N
KONINKIJKE AHOLD DLHAIZE
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
24668PAE7
325000.00000000
PA
USD
328498.17000000
0.003862205711
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
4398025.00000000
0.051708285839
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
5072005.00000000
PA
USD
4736907.77000000
0.055692584960
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
5140000.00000000
PA
USD
4342150.18000000
0.051051356612
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
1744751.12000000
PA
USD
1466717.53000000
0.017244433419
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
15482931.35000000
0.182035309004
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
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
1882346.50000000
0.022131049930
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
5230000.00000000
PA
USD
4154186.28000000
0.048841434871
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHA5
7985000.00000000
PA
USD
7841708.38000000
0.092196224074
Long
ABS-O
CORP
US
N
2
2029-06-20
Fixed
7.24000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1920000.00000000
PA
USD
1505388.46000000
0.017699093750
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
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
1814805.39000000
0.021336958259
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
16684441.86000000
0.196161660922
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
3789487.29000000
0.044553610308
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AQ6
5305000.00000000
PA
USD
5171231.35000000
0.060798997002
Long
DBT
CORP
US
N
2
2033-05-30
Fixed
5.55000000
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
301686.93000000
0.003546981658
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.91000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-10 LLC
69360HAA9
5309208.16000000
PA
USD
4944295.66000000
0.058130877670
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.48700000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2023-1
74113GAL7
4970000.00000000
PA
USD
4888895.07000000
0.057479524041
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
6.33000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
4780000.00000000
PA
USD
4172297.90000000
0.049054376094
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAK0
243000.00000000
PA
USD
241406.89000000
0.002838259553
Long
ABS-O
CORP
US
N
2
2032-06-15
Variable
8.69200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
15320000.00000000
PA
USD
13834693.83000000
0.162656715928
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
5237135.10000000
PA
USD
5143128.52000000
0.060468587519
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
4710000.00000000
PA
USD
4082198.21000000
0.047995059577
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
5015000.00000000
PA
USD
5129607.80000000
0.060309622243
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
6963554.19000000
0.081871624312
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.90000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XVI
67115LAA2
10050000.00000000
PA
USD
9850025.10000000
0.115808326101
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
6.41200000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
6795000.00000000
PA
USD
7002464.94000000
0.082329104246
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
30385000.00000000
PA
USD
26947711.16000000
0.316828565411
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1534000.00000000
PA
USD
1239526.76000000
0.014573315070
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
1405823.04000000
PA
USD
1378879.04000000
0.016211702193
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
3.25000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBC4
9950000.00000000
PA
USD
9777709.48000000
0.114958099749
Long
DBT
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
1960000.00000000
PA
USD
1832611.51000000
0.021546307670
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
4757683.66000000
PA
USD
4723238.03000000
0.055531867632
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
6007023.48000000
0.070625539225
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
6.33900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
28715000.00000000
PA
USD
27602826.41000000
0.324530860556
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
3312633.38000000
0.038947162350
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
4074926.50000000
0.047909564915
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 Note/Bond
91282CCU3
200000000.00000000
PA
USD
198360802.00000000
2.332159787464
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
2965494.56000000
PA
USD
2572318.32000000
0.030243159364
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
21330000.00000000
PA
USD
19953816.13000000
0.234600218972
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
11829746.95000000
0.139084233651
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
6974991.11000000
PA
USD
6316265.28000000
0.074261344703
Long
ABS-O
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
313646.98000000
PA
USD
304065.06000000
0.003574941715
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
21485000.00000000
PA
USD
17421273.39000000
0.204824707487
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
1746912.00000000
0.020538724776
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
5745695.00000000
0.067553058340
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
17859630.03000000
PA
USD
16182291.08000000
0.190257793602
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
439715.25000000
0.005169802771
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL3 Trust
12656PAC0
2883925.49000000
PA
USD
2753687.41000000
0.032375544866
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGL2
1065000.00000000
PA
USD
1047284.79000000
0.012313095372
Long
ABS-O
CORP
US
N
2
2027-10-20
Fixed
6.03000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAH4
22660000.00000000
PA
USD
21179476.04000000
0.249010499262
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
9873000.00000000
PA
USD
8368133.45000000
0.098385488117
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
166236250.84000000
PA
USD
166236250.84000000
1.954466283252
Long
RA
CORP
US
N
2
Repurchase
N
2.30000000
2023-07-03
178641800.00000000
USD
169561044.02000000
USD
UST
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AF5
7340000.00000000
PA
USD
7194958.00000000
0.084592276049
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
13649329.35000000
0.160477355984
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
7789296.51000000
PA
USD
6695827.28000000
0.078723916059
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
36610000.00000000
PA
USD
36106134.37000000
0.424505617085
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
3345000.00000000
PA
USD
2866109.09000000
0.033697304602
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05366DAA6
14460000.00000000
PA
USD
14338768.37000000
0.168583201202
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.37500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
5278000.00000000
PA
USD
4631775.83000000
0.054456531867
Long
DBT
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
18269.00000000
NS
USD
21045888.00000000
0.247439883234
Long
EP
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
14200000.00000000
PA
USD
14116127.84000000
0.165965580756
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
5788480.88000000
0.068056098799
Long
DBT
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
3555000.00000000
PA
USD
3569881.98000000
0.041971675430
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
6.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
3105000.00000000
PA
USD
3070749.15000000
0.036103290634
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
10046495.86000000
0.118118264361
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
17369847.72000000
0.204220087630
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
8028639.30000000
PA
USD
6913702.16000000
0.081285505994
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
4192000.00000000
PA
USD
3412585.00000000
0.040122309589
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
4775871.94000000
PA
USD
4387152.74000000
0.051580458934
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
12095074.64000000
0.142203733889
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
Golub Capital Partners CLO, LTD
2549005QZPXI5WPU4V74
Golub Capital Partners CLO 41B-R Ltd
38178AAA1
3990000.00000000
PA
USD
3935855.70000000
0.046274487198
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.57000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
975000.00000000
PA
USD
841488.38000000
0.009893513948
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
80870.40000000
0.000950806273
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
15105160.27000000
0.177593793782
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AB2
4030000.00000000
PA
USD
4169094.32000000
0.049016711090
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.80000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
2085000.00000000
PA
USD
1584285.92000000
0.018626703850
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
8509013.82000000
0.100041841240
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
2099908.44000000
0.024688960579
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2023-2
22537EAE5
4835000.00000000
PA
USD
4776462.66000000
0.056157638150
Long
ABS-O
CORP
US
N
2
2033-09-15
Fixed
7.15000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
2610000.00000000
PA
USD
1967644.29000000
0.023133909738
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAJ7
5185000.00000000
PA
USD
4197349.64000000
0.049348913422
Long
DBT
CORP
XX
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
8243054.14000000
PA
USD
7451462.11000000
0.087608036041
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
4348990.37000000
0.051131777824
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
7.07900000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877BAC2
2525000.00000000
PA
USD
2451603.30000000
0.028823893498
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.96000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
170890000.00000000
PA
USD
123494726.56000000
1.451947321967
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-1
337955AL2
2520000.00000000
PA
USD
2501060.94000000
0.029405374910
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.46000000
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
2476431.36000000
0.029115800984
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.38500000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES Loan Funding I Ltd
04018XAJ8
3520000.00000000
PA
USD
3284712.64000000
0.038618893728
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
8.26000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
14995000.00000000
PA
USD
14752755.78000000
0.173450517630
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82400000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
7785000.00000000
PA
USD
7354645.20000000
0.086469744090
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
9447753.27000000
PA
USD
9373333.32000000
0.110203784331
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
6.22500000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAR4
18760000.00000000
PA
USD
17915800.00000000
0.210638936216
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.87500000
N
N
N
N
Y
PPL Corp.
PPL Corp.
USD
XXXX
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
8910000.00000000
PA
USD
8070887.39000000
0.094890718480
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
14541845.89000000
0.170970816200
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.90000000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
4604746.67000000
PA
USD
4025561.63000000
0.047329174215
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
233213.81000000
0.002741932196
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP23
000000000
-6613.00000000
NC
USD
3758014.41000000
0.044183578607
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
-786985201.91000000
USD
3758014.41000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
7565000.00000000
PA
USD
6675343.14000000
0.078483080738
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
4760417.51000000
PA
USD
4372643.90000000
0.051409876173
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
942620.58000000
0.011082541456
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
7957808.63000000
PA
USD
7668323.45000000
0.090157709623
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.99400000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BW8
4135000.00000000
PA
USD
4097305.84000000
0.048172682408
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
7210000.00000000
PA
USD
6474769.33000000
0.076124902260
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBY5
36125000.00000000
PA
USD
35873674.04000000
0.421772543673
Long
DBT
US
N
2
2028-03-15
Fixed
5.50000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AJ7
5070000.00000000
PA
USD
4146359.57000000
0.048749414985
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.65000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
1395000.00000000
PA
USD
1180518.75000000
0.013879548425
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP23
000000000
8415.00000000
NC
USD
3984185.29000000
0.046842705945
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
1063931908.46000000
USD
3984185.29000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
40965000.00000000
PA
USD
38943681.62000000
0.457867115550
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
2055115.12000000
0.024162318326
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBG8
4402000.00000000
PA
USD
4278098.58000000
0.050298291670
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
11262000.00000000
PA
USD
10571728.14000000
0.124293504581
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
46970000.00000000
PA
USD
36961434.19000000
0.434561514350
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FT9
190140000.00000000
PA
USD
185821137.22000000
2.184728935938
Long
STIV
UST
US
N
2
2023-12-07
None
0.00000000
N
N
N
N
N
N
Battalion CLO LTD
549300WH2OE0BGHQQP83
Battalion CLO VIII Ltd
07132ACE1
5320000.00000000
PA
USD
5176477.04000000
0.060860671421
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
6.81200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CC1
5280000.00000000
PA
USD
4222610.73000000
0.049645912112
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
OCP CLO Ltd
254900U8BS6KLMI9K654
OCP CLO 2016-12 Ltd
67092RAN8
6205000.00000000
PA
USD
6109604.33000000
0.071831598743
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
6.79200000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2375000.00000000
PA
USD
2223973.75000000
0.026147616342
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
15755000.00000000
PA
USD
10664408.25000000
0.125383159510
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
1970000.00000000
PA
USD
1854735.30000000
0.021806420620
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8N5
27080000.00000000
PA
USD
27059049.83000000
0.318137592025
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
6765000.00000000
PA
USD
7046204.14000000
0.082843353040
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 15 Ltd
750103AC7
4310000.00000000
PA
USD
4194668.71000000
0.049317393298
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.90000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
1270000.00000000
PA
USD
1086474.21000000
0.012773851673
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
3002070.58000000
PA
USD
2818403.00000000
0.033136416445
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
5031916.96000000
0.059161055357
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.28400000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
1265000.00000000
PA
USD
91865.72000000
0.001080080015
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
104630963.64000000
1.230163033545
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
3895962.46000000
0.045805455972
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
4690000.00000000
PA
USD
3546560.55000000
0.041697481635
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
2135000.00000000
PA
USD
1595394.85000000
0.018757313323
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
5578000.00000000
PA
USD
4912651.14000000
0.057758827969
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
12182470.90000000
PA
USD
10579745.03000000
0.124387760443
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAD1
1367227.08000000
PA
USD
1363326.11000000
0.016028843899
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
9180000.00000000
PA
USD
10524870.00000000
0.123742585908
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
14536926.45000000
0.170912977555
Long
ABS-MBS
CORP
US
N
2
2058-12-25
Variable
3.75000000
N
N
N
N
N
N
AASET 2022-1 LLC
N/A
AASET 2022-1 LLC
00255EAA9
2573418.30000000
PA
USD
2488755.41000000
0.029260696818
Long
ABS-O
CORP
KY
N
2
2047-05-16
Fixed
6.00000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
6970000.00000000
PA
USD
6310736.07000000
0.074196336894
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
19435000.00000000
PA
USD
19538100.15000000
0.229712579470
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
1545329.78000000
0.018168690260
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
4065687.45000000
0.047800939922
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
585173.68000000
PA
USD
520961.69000000
0.006125030207
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
2.92000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP23
000000000
1449.00000000
NC
USD
3277916.21000000
0.038538987010
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
194103052.54000000
USD
3277916.21000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
4885000.00000000
PA
USD
5119875.69000000
0.060195200264
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAC3
231753.42000000
PA
USD
217335.65000000
0.002555250121
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
6295422.11000000
0.074016288208
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAY7
5045000.00000000
PA
USD
4144542.62000000
0.048728052812
Long
DBT
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-1PL
00091XAA5
993983.82000000
PA
USD
994525.54000000
0.011692796402
Long
ABS-O
CORP
US
N
2
2030-03-18
Fixed
6.42000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBV1
4355000.00000000
PA
USD
4171587.69000000
0.049046026041
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
3775000.00000000
PA
USD
4015857.08000000
0.047215076263
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
1645000.00000000
PA
USD
1659267.56000000
0.019508275027
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
3310547.79000000
0.038922641734
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
6970000.00000000
PA
USD
5276295.30000000
0.062034250725
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
9922336.53000000
0.116658503190
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
12445155.25000000
0.146319687812
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
6.94800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
3230000.00000000
PA
USD
3198830.95000000
0.037609168914
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
18930000.00000000
PA
USD
18684703.73000000
0.219679060784
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
Allegro CLO Ltd
635400EGZEWLZ9KRXG08
Allegro CLO VIII Ltd
01750LAC7
4650000.00000000
PA
USD
4522362.15000000
0.053170137669
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.93000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
1370000.00000000
PA
USD
1171015.77000000
0.013767820364
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
550000.00000000
PA
USD
453684.99000000
0.005334047247
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-2
23346CAG3
10700000.00000000
PA
USD
10597410.54000000
0.124595456680
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
6.62000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
1600000.00000000
PA
USD
1344031.98000000
0.015801999715
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
3898376.20000000
0.045833834701
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
14525370.59000000
0.170777113454
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
7655178.50000000
PA
USD
7591749.99000000
0.089257423163
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
6682817.65000000
0.078570959751
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
4995000.00000000
PA
USD
4160976.06000000
0.048921263404
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
11169637.96000000
0.131323226303
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
4994301.54000000
0.058718804827
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
22843489.31000000
0.268574570363
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
5944350.00000000
PA
USD
5158396.37000000
0.060648094082
Long
ABS-O
CORP
US
N
2
2045-10-18
Fixed
2.07000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-2 LLC
00142DAA8
3620000.00000000
PA
USD
3556874.44000000
0.041818743695
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.42000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAB2
1505000.00000000
PA
USD
1343847.61000000
0.015799832048
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.04900000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
2005000.00000000
PA
USD
1824041.85000000
0.021445552802
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
4390000.00000000
PA
USD
4366381.80000000
0.051336251658
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
186875.09000000
0.002197120427
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
593745.88000000
0.006980765611
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
16685000.00000000
PA
USD
17048565.48000000
0.200442720767
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.12500000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
6065000.00000000
PA
USD
596735.35000000
0.007015913290
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
2473659.40000000
0.029083210606
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
886699.10000000
PA
USD
849523.71000000
0.009987986613
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
2080000.00000000
PA
USD
1959880.00000000
0.023042623734
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
17439250.00000000
PA
USD
15389911.41000000
0.180941658640
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
2511802.22000000
0.029531661863
Long
ABS-CBDO
CORP
KY
N
2
2029-04-23
Floating
6.96100000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
5065000.00000000
PA
USD
4147272.65000000
0.048760150213
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
2355000.00000000
PA
USD
2130639.60000000
0.025050271760
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
25820000.00000000
PA
USD
25483500.33000000
0.299613603666
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
3291834.84000000
0.038702630577
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KBR8
1290000.00000000
PA
USD
1155914.05000000
0.013590267018
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
16765000.00000000
PA
USD
15284628.71000000
0.179703833037
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
1214960.00000000
0.014284479729
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
6.90500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-2
33843EAL5
11331000.00000000
PA
USD
11135315.90000000
0.130919696335
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.62000000
N
N
N
N
N
N
Merlin Aviation Holdings DAC
N/A
Merlin Aviation Holdings DAC
59010RAA2
1040066.38000000
PA
USD
931252.56000000
0.010948885820
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
3476809.96000000
0.040877412752
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
7630237.44000000
0.089709926290
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
5400361.53000000
0.063492917305
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
4825000.00000000
PA
USD
4184529.50000000
0.049198184978
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAD4
27825000.00000000
PA
USD
23493204.83000000
0.276213380016
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
93784.83000000
0.001102643299
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
1915699.46000000
0.022523186034
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.16000000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAG2
18239000.00000000
PA
USD
18114008.13000000
0.212969301014
Long
ABS-O
CORP
US
N
2
2048-06-18
Fixed
6.31000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KAX4
5972000.00000000
PA
USD
6148727.25000000
0.072291573193
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
1445629.48000000
PA
USD
1191921.51000000
0.014013612505
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Fixed
3.74400000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HU0
9000000.00000000
PA
USD
8999003.88000000
0.105802733022
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.30000000
N
N
N
N
N
N
CIFC Funding Ltd
549300Y56VCWZJQV2Z14
CIFC Funding 2014-V Ltd
12550AAX4
6500000.00000000
PA
USD
6362122.00000000
0.074800489520
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
7.06000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAC0
2148534.85000000
PA
USD
2020709.92000000
0.023757810868
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
4685000.00000000
PA
USD
4013066.76000000
0.047182270023
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FL6
331270000.00000000
PA
USD
324403657.39000000
3.814065869079
Long
STIV
UST
US
N
2
2023-11-24
None
0.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
7805000.00000000
PA
USD
7954169.16000000
0.093518443516
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
2433375.00000000
PA
USD
2202063.24000000
0.025890010959
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
2949700.98000000
0.034680107870
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.65000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AJ3
4580000.00000000
PA
USD
4513667.86000000
0.053067917506
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.31000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
2921000.00000000
PA
USD
2710074.59000000
0.031862781941
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
123010.85000000
PA
USD
122754.62000000
0.001443245770
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
93379.44000000
0.001097877064
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75000000
Y
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FV4
86515000.00000000
PA
USD
84361641.65000000
0.991853361535
Long
STIV
UST
US
N
2
2023-12-21
None
0.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
15160600.00000000
PA
USD
12645926.44000000
0.148680186918
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
2426729.55000000
PA
USD
2091049.27000000
0.024584801895
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
1399000.00000000
PA
USD
1397259.20000000
0.016427800684
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
24303786.17000000
0.285743514935
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
2245865.51000000
PA
USD
2028247.66000000
0.023846433287
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
23570000.00000000
PA
USD
19809830.76000000
0.232907359867
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
2310000.00000000
PA
USD
255185.70000000
0.003000259234
Long
DBT
CORP
KY
N
2
2025-07-16
Fixed
6.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
3576046.56000000
PA
USD
3347366.25000000
0.039355522277
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.11600000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
3122000.00000000
PA
USD
2865235.48000000
0.033687033429
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CB7
37860000.00000000
PA
USD
37516726.03000000
0.441090169641
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
N
N
N
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAB6
19005000.00000000
PA
USD
18836957.22000000
0.221469129504
Long
DBT
CORP
XX
N
2
2033-06-15
Fixed
5.40000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAR7
5720545.78000000
PA
USD
5451462.75000000
0.064093722551
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.19400000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-3
30166YAF9
4130000.00000000
PA
USD
4118719.73000000
0.048424448950
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
6.76000000
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
6257284.26000000
0.073567895384
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VI
97064GAA1
3175785.63000000
PA
USD
2516851.40000000
0.029591025882
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1230000.00000000
PA
USD
1159357.25000000
0.013630749273
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
1631491.20000000
0.019181703904
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
2.29600000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
3175000.00000000
PA
USD
3149400.67000000
0.037028009178
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XQ7
221450000.00000000
PA
USD
221142044.99000000
2.600002517853
Long
STIV
UST
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
7275000.00000000
PA
USD
6276353.26000000
0.073792092678
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
2388153.04000000
0.028077898607
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
2341263.87000000
0.027526615109
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BZ2
4385000.00000000
PA
USD
4152647.71000000
0.048823345656
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.65000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABL3
1440000.00000000
PA
USD
1404734.40000000
0.016515687810
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
7.07900000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
1435000.00000000
PA
USD
1282390.98000000
0.015077276584
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DU0
19485000.00000000
PA
USD
19650819.88000000
0.231037843428
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16100000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AG7
1855000.00000000
PA
USD
1511470.06000000
0.017770596097
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
1093997.15000000
0.012862300087
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
7013602.05000000
0.082460045035
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AH8
1540000.00000000
PA
USD
1519646.28000000
0.017866725228
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.55000000
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
2454233.31000000
0.028854814947
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.79000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAA0
8215000.00000000
PA
USD
5876798.23000000
0.069094460058
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2019-1
32059TAG4
1181710.47000000
PA
USD
1180035.16000000
0.013873862780
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.55000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
6597749.57000000
PA
USD
6436281.53000000
0.075672395018
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.57400000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
810000.00000000
PA
USD
795243.48000000
0.009349805236
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
15095895.61000000
0.177484867687
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
5884384.48000000
0.069183652817
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
1680000.00000000
PA
USD
1478944.15000000
0.017388183752
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
3047352.06000000
PA
USD
2422766.78000000
0.028484857904
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
1371415.12000000
0.016123947687
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
13770000.15000000
0.161896101948
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BD1
11085000.00000000
PA
USD
10829968.62000000
0.127329679354
Long
DBT
CORP
GB
N
2
2033-05-02
Fixed
5.50000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
2204837.25000000
PA
USD
2071466.87000000
0.024354568476
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
1403852.50000000
0.016505319171
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
3271630.38000000
0.038465083498
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
40885000.00000000
PA
USD
37502988.30000000
0.440928652945
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
5755289.34000000
0.067665860536
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2023-A
00834JAA8
4605000.00000000
PA
USD
4582085.98000000
0.053872320324
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
6.61000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
27205000.00000000
PA
USD
26238493.68000000
0.308490181664
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
2284056.13000000
PA
USD
1942758.76000000
0.022841326568
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
6012352.50000000
0.070688193368
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
36935000.00000000
PA
USD
31166491.70000000
0.366429445365
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
180411.32000000
0.002121124846
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
6531817.89000000
0.076795631336
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Hayfin Kingsland VIII Ltd
N/A
Hayfin US XII Ltd
42086PAE3
13735000.00000000
PA
USD
13319063.00000000
0.156594361497
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
6.73000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
41135000.00000000
PA
USD
32550566.06000000
0.382702229769
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
8490157.83000000
0.099820148339
Long
DBT
CORP
GB
N
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCD3
4080000.00000000
PA
USD
4149014.83000000
0.048780633303
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.35000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AT0
4380000.00000000
PA
USD
4081424.20000000
0.047985959417
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAJ1
5095000.00000000
PA
USD
4474658.28000000
0.052609275613
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.64800000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
5825000.00000000
PA
USD
4135750.00000000
0.048624676567
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
21193870.17000000
0.249179733358
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
10605122.00000000
0.124686121553
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
11665498.59000000
0.137153139319
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
40895000.00000000
PA
USD
41162698.67000000
0.483956455175
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
15139321.82000000
0.177995436608
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZN2
326990000.00000000
PA
USD
318524114.45000000
3.744939139024
Long
STIV
UST
US
N
3
2023-12-28
None
0.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
207782.93000000
PA
USD
195986.80000000
0.002304248264
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBZ9
8460000.00000000
PA
USD
8428957.98000000
0.099100611879
Long
DBT
CORP
IT
N
2
2033-06-20
Fixed
6.62500000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
8755000.00000000
PA
USD
7193010.38000000
0.084569377568
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
559362.97000000
PA
USD
525516.48000000
0.006178581604
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
2350730.90000000
0.027637920500
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
52295000.00000000
PA
USD
48177741.44000000
0.566433438987
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
2479015.38000000
0.029146181722
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
6.15600000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
3140000.00000000
PA
USD
2848296.51000000
0.033487879240
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
15315000.00000000
PA
USD
15371726.76000000
0.180727858791
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
11606788.32000000
0.136462873252
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
67626333.84000000
0.795093661475
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
5531102.02000000
0.065030054231
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
1513165.85000000
0.017790533772
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
265586.55000000
0.003122543696
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
4354378.92000000
0.051195131871
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
8858266.96000000
0.104148066464
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
4300249.74000000
0.050558726414
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.91000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
14455000.00000000
PA
USD
13226183.49000000
0.155502362190
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
11084515.15000000
0.130322423763
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
13333428.58000000
0.156763259927
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
25810000.00000000
PA
USD
26164408.21000000
0.307619146902
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
505000.00000000
PA
USD
502339.16000000
0.005906082133
Long
ABS-O
CORP
US
N
2
2033-03-15
Variable
8.64800000
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
1333028.45000000
0.015672629447
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
5.10200000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
11800000.00000000
PA
USD
10091622.55000000
0.118648826099
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
5240000.00000000
PA
USD
4181172.80000000
0.049158719718
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAB7
4876320.98000000
PA
USD
4636617.62000000
0.054513457569
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
3.44000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AY4
12730000.00000000
PA
USD
12649592.99000000
0.148723295135
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAJ4
15805000.00000000
PA
USD
15701379.89000000
0.184603643552
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KF3
2050000.00000000
PA
USD
1993639.06000000
0.023439534421
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
1900680.75000000
0.022346608650
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
1515960.79000000
0.017823394330
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
912797FU6
171660000.00000000
PA
USD
167575317.68000000
1.970209907020
Long
STIV
UST
US
N
2
2023-12-14
None
0.00000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
14625000.00000000
PA
USD
11825916.42000000
0.139039197495
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
2511449.19000000
0.029527511232
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
3981262.50000000
PA
USD
3478747.55000000
0.040900193309
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
3928904.43000000
PA
USD
3873623.57000000
0.045542814057
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
339545.60000000
0.003992092118
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
Y
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-A
054977AB9
11270000.00000000
PA
USD
10068181.85000000
0.118373230026
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
1053475.91000000
PA
USD
969092.49000000
0.011393775951
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
623693.53000000
0.007332864939
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP23
000000000
11585.00000000
NC
USD
-15228980.65000000
-0.17904956986
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
1315826246.28000000
USD
-15228980.65000000
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios X Issuer LLC
86744WAA7
10523468.47000000
PA
USD
10067231.91000000
0.118362061429
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
287227.58000000
PA
USD
286457.81000000
0.003367930450
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
2023-07-31
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer