0001752724-23-120112.txt : 20230526
0001752724-23-120112.hdr.sgml : 20230526
20230526110045
ACCESSION NUMBER: 0001752724-23-120112
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230526
DATE AS OF CHANGE: 20230526
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS I
CENTRAL INDEX KEY: 0000917469
IRS NUMBER: 043219179
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08282
FILM NUMBER: 23964493
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 II
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES INVESTMENT TRUST
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20030718
0000917469
S000006640
Loomis Sayles Fixed Income Fund
C000018126
Institutional Class
LSFIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000917469
XXXXXXXX
S000006640
C000018126
LOOMIS SAYLES FUNDS I
811-08282
0000917469
549300826G7KS737WZ11
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2139
Loomis Sayles Fixed Income Fund
S000006640
5493002GIX52LR2VIL41
2023-09-30
2023-03-31
N
435953118.74
2534394.52
433418724.22
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Fund's Securities Portfolio
N/A
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAA5
837267.51000000
PA
USD
726987.41000000
0.167733272554
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCN9
15495000.00000000
PA
USD
15260759.14000000
3.521019809991
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.12500000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
650000.00000000
PA
USD
597337.00000000
0.137819841788
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
585000.00000000
PA
USD
490288.50000000
0.113121208799
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 Plc
45674GAA2
200000.00000000
PA
USD
181249.19000000
0.041818495572
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
TORO CO
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092AE8
965000.00000000
PA
USD
1007624.05000000
0.232482814814
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.62500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
685000.00000000
PA
USD
608406.92000000
0.140373935411
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
1500000.00000000
PA
USD
1478539.34000000
0.341134163656
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN23
000000000
42.00000000
NC
USD
301904.95000000
0.069656646824
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM3 Comdty
2023-06-21
5206657.55000000
USD
301904.95000000
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDV3
210000.00000000
PA
USD
195523.92000000
0.045112015027
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.68000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-1
14317CAG7
100000.00000000
PA
USD
86507.20000000
0.019959266908
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
2.47000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
965000.00000000
PA
USD
843168.75000000
0.194539068776
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
240000.00000000
PA
USD
208880.26000000
0.048193640082
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.53800000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254063AU4
1025000.00000000
PA
USD
1058456.00000000
0.244210953715
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
1308.00000000
NS
USD
68375.70000000
0.015775898958
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAL0
500000.00000000
PA
USD
474690.45000000
0.109522367972
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
7.81500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAZ1
250000.00000000
PA
USD
230723.75000000
0.053233452342
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
8.05800000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2021-1 LLC
783897AF8
100000.00000000
PA
USD
89835.70000000
0.020727230961
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
100000.00000000
PA
USD
72486.28000000
0.016724307453
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AV6
1035000.00000000
PA
USD
1207517.51000000
0.278602986562
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.20000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
100.00000000
NS
USD
66912.00000000
0.015438188583
Long
EC
CORP
US
N
1
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
655000.00000000
PA
USD
579699.99000000
0.133750564432
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
225000.00000000
PA
USD
20055.00000000
0.004627165112
Long
DBT
CORP
KY
N
2
2025-05-27
None
0.00000000
Y
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
762.00000000
NS
USD
147820.38000000
0.034105674660
Long
EC
CORP
US
N
1
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAL1
100000.00000000
PA
USD
82817.33000000
0.019107926209
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.64000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2023-1
96042XAG0
200000.00000000
PA
USD
200610.12000000
0.046285522242
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
6.79000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
311.00000000
NS
USD
88886.91000000
0.020508322560
Long
EC
CORP
IE
N
1
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
57000.00000000
PA
USD
53780.24000000
0.012408379471
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
95000.00000000
PA
USD
96064.95000000
0.022164466976
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAL3
100000.00000000
PA
USD
82080.81000000
0.018937993541
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
215000.00000000
PA
USD
177934.19000000
0.041053646290
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
680000.00000000
PA
USD
713834.35000000
0.164698549026
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
1820000.00000000
PA
USD
1517006.40000000
0.350009428579
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
2075000.00000000
PA
USD
2029457.28000000
0.468244025140
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
20545000.00000000
PA
USD
20474158.99000000
4.723875053355
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
210000.00000000
PA
USD
175665.00000000
0.040530090229
Long
DBT
CORP
JP
N
2
2031-07-06
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
1000000.00000000
PA
USD
1029880.00000000
0.237617791398
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
150000.00000000
PA
USD
130681.47000000
0.030151320812
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.40000000
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
227728.78000000
PA
USD
199527.99000000
0.046035849133
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
1195000.00000000
PA
USD
1055047.58000000
0.243424550219
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
72271.75000000
PA
USD
66617.63000000
0.015370270428
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
436.00000000
NS
USD
87749.36000000
0.020245862741
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
3385000.00000000
PA
USD
2647476.20000000
0.610835677384
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1045.00000000
NS
USD
161975.00000000
0.037371481883
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
385000.00000000
PA
USD
312373.60000000
0.072072013169
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
390000.00000000
PA
USD
310082.37000000
0.071543371957
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
1270000.00000000
PA
USD
955646.37000000
0.220490328773
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AD2
580000.00000000
PA
USD
526350.00000000
0.121441453861
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
460000.00000000
PA
USD
376711.21000000
0.086916228798
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REC4
630000.00000000
PA
USD
588559.86000000
0.135794746998
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
4.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
214.00000000
NS
USD
101134.26000000
0.023334077267
Long
EC
CORP
US
N
1
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
1385000.00000000
PA
USD
1249536.31000000
0.288297722312
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
1270000.00000000
PA
USD
1115517.20000000
0.257376328631
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
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CCL9
710000.00000000
PA
USD
550989.75000000
0.127126429757
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
300000.00000000
PA
USD
286966.80000000
0.066210060609
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAC5
100000.00000000
PA
USD
106297.37000000
0.024525329447
Long
DBT
CORP
NL
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
430000.00000000
PA
USD
361372.50000000
0.083377223872
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
290000.00000000
PA
USD
237495.31000000
0.054795812162
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AU3
215000.00000000
PA
USD
308955.00000000
0.071283260905
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
2625000.00000000
PA
USD
1663285.31000000
0.383759449477
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1285000.00000000
PA
USD
159275.75000000
0.036748700759
Long
DBT
CORP
KY
N
2
2024-06-30
None
0.00000000
Y
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAF3
350000.00000000
PA
USD
298147.50000000
0.068789713812
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
24954.00000000
0.005757480839
Long
DBT
CORP
KY
N
2
2025-07-23
Fixed
9.95000000
Y
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-5 LLC
69377VAA9
980619.91000000
PA
USD
976180.55000000
0.225228052100
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
10000.00000000
PA
USD
9843.85000000
0.002271210136
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
800000.00000000
PA
USD
774403.28000000
0.178673240615
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.83400000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDN1
130000.00000000
PA
USD
125330.70000000
0.028916771010
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
4.24000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
425000.00000000
PA
USD
326850.21000000
0.075412111137
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
1534.00000000
NS
USD
118240.72000000
0.027280944129
Long
EC
CORP
US
N
1
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank NA - SBCLN
80290CAE4
128366.75000000
PA
USD
123230.53000000
0.028432211880
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
1080000.00000000
PA
USD
857358.00000000
0.197812865963
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
145000.00000000
PA
USD
143247.53000000
0.033050609490
Long
DBT
CORP
XX
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
600000.00000000
PA
USD
503370.00000000
0.116139421734
Long
DBT
CORP
JP
N
2
2028-07-06
Fixed
4.62500000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
65000.00000000
PA
USD
25819.29000000
0.005957123805
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAK7
800339.60000000
PA
USD
770632.75000000
0.177803289737
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
5.41400000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-2
22537CAE9
900000.00000000
PA
USD
837479.70000000
0.193226469739
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
1.64000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
375000.00000000
PA
USD
287982.07000000
0.066444307526
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
1125000.00000000
PA
USD
1057410.00000000
0.243969616657
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
iHeartMedia Inc
N/A
iHeartMedia Inc
45174J509
34625.00000000
NS
USD
135037.50000000
0.031156360455
Long
EC
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
575000.00000000
PA
USD
596355.50000000
0.137593386412
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
255000.00000000
PA
USD
251814.69000000
0.058099633432
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
1297.00000000
NS
USD
206702.89000000
0.047691269077
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
91912.50000000
PA
USD
79545.31000000
0.018352993434
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
1188000.00000000
PA
USD
1322389.03000000
0.305106576182
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
2405000.00000000
PA
USD
1854959.91000000
0.427983334900
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
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAF0
3120000.00000000
PA
USD
3209851.35000000
0.740588989498
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.87500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AF9
1400000.00000000
PA
USD
1303396.08000000
0.300724451244
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
1.39000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
633216.79000000
PA
USD
592561.74000000
0.136718075820
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAE5
15000.00000000
PA
USD
11835.00000000
0.002730615762
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Cable One Inc
Cable One Inc
USD
XXXX
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AW3
1065000.00000000
PA
USD
1084040.99000000
0.250114018943
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.25000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
160000.00000000
PA
USD
162798.30000000
0.037561436759
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
2510000.00000000
PA
USD
2158600.00000000
0.498040319758
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2021-1
68269MAE4
345000.00000000
PA
USD
271690.67000000
0.062685494377
Long
ABS-O
CORP
US
N
2
2036-06-16
Fixed
2.47000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAB9
385000.00000000
PA
USD
252735.41000000
0.058312065417
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
2.12000000
N
N
N
N
N
N
Battalion Oil Corp
3XHTN2NNIMMPORDAMJ28
Battalion Oil Corp
07134L107
939.00000000
NS
USD
6169.23000000
0.001423387974
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
715000.00000000
PA
USD
663098.84000000
0.152992661125
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
400000.00000000
PA
USD
91216.00000000
0.021045698974
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
1040000.00000000
PA
USD
1049998.67000000
0.242259646693
Long
DBT
CORP
JP
N
2
2026-01-13
Fixed
5.46400000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
740000.00000000
PA
USD
660450.00000000
0.152381510786
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
124322.86000000
PA
USD
111579.77000000
0.025744104664
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
156.00000000
NS
USD
89913.72000000
0.020745232029
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
121.00000000
NS
USD
60121.27000000
0.013871405788
Long
EC
CORP
US
N
1
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAB4
100000.00000000
PA
USD
95300.34000000
0.021988053278
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.24000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
1040000.00000000
PA
USD
1051393.29000000
0.242581418671
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDS0
475000.00000000
PA
USD
441823.63000000
0.101939211508
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
3.15000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
370000.00000000
PA
USD
267698.22000000
0.061764341280
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVII LLC
91835EAA7
987054.65000000
PA
USD
906906.40000000
0.209244859375
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
2.24000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
550000.00000000
PA
USD
431299.08000000
0.099510947704
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
185000.00000000
PA
USD
159583.29000000
0.036819657546
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.18500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
235000.00000000
PA
USD
190906.76000000
0.044046726486
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
3445.00000000
NS
USD
394900.35000000
0.091112895667
Long
EC
CORP
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAG5
435000.00000000
PA
USD
386551.88000000
0.089186705234
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.59000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-GS1
59981BAH7
115000.00000000
PA
USD
95328.12000000
0.021994462784
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.25000000
N
N
N
N
N
N
MBIA INSURANCE CO
5493004M1UUDNTDXS107
MBIA Insurance Corp
55276GAA3
1630000.00000000
PA
USD
163000.00000000
0.037607973742
Long
DBT
CORP
US
N
3
2033-01-15
Fixed
16.05200000
N
Y
N
N
N
N
522 Funding CLO Ltd
5493001LTHURD55KD110
522 Funding CLO 2021-7 Ltd
33833VAJ4
555000.00000000
PA
USD
494195.87000000
0.114022731918
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
7.71500000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
2715.00000000
NS
USD
81069.90000000
0.018704752579
Long
EC
CORP
US
N
1
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 1 LTD
82666TAC3
470000.00000000
PA
USD
458436.59000000
0.105772216192
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
5.95200000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-RPL1
52474HAB6
1215000.00000000
PA
USD
1055098.10000000
0.243436206384
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.25000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2023 Term Loan B
90351JAH7
530000.00000000
PA
USD
528510.70000000
0.121939978700
Long
LON
CORP
US
N
2
2030-02-28
Variable
7.87000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAG1
803645.12000000
PA
USD
701793.71000000
0.161920487229
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
10310000.00000000
PA
USD
10234801.23000000
2.361411876798
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
770000.00000000
PA
USD
655331.60000000
0.151200574266
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
6710000.00000000
PA
USD
6522067.59000000
1.504795991852
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
101831.51000000
PA
USD
81063.13000000
0.018703190579
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
705000.00000000
PA
USD
529444.57000000
0.122155444703
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
86805.55000000
PA
USD
68890.64000000
0.015894707854
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
450000.00000000
PA
USD
327375.00000000
0.075533192662
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
500000.00000000
PA
USD
445101.46000000
0.102695484788
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
585000.00000000
PA
USD
568620.00000000
0.131194147420
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
200000.00000000
PA
USD
174195.04000000
0.040190935523
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
220000.00000000
PA
USD
164175.00000000
0.037879074166
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN23
000000000
375.00000000
NC
USD
1826632.87000000
0.421447613572
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM3 Comdty
2023-06-21
51095242.13000000
USD
1826632.87000000
N
N
N
GCAT
N/A
GCAT 2019-RPL1 Trust
36167CAA4
305727.34000000
PA
USD
287486.88000000
0.066330055425
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
1780000.00000000
PA
USD
1432835.35000000
0.330589166995
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
3807.00000000
NS
USD
144323.37000000
0.033298831345
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BZ5
1320000.00000000
PA
USD
1334589.21000000
0.307921447648
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
395000.00000000
PA
USD
314025.00000000
0.072453030395
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AT3
380000.00000000
PA
USD
425307.48000000
0.098128543192
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
240000.00000000
PA
USD
213423.17000000
0.049241797382
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
4500000.00000000
PA
USD
3749012.87000000
0.864986365493
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
Ascent Resources - Utica
549300EGLQ2M2CL7JZ89
Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan
000000000
1282000.00000000
PA
USD
1357855.94000000
0.313289635200
Long
LON
CORP
US
N
2
2025-11-01
Floating
13.81500000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2018-2
68269CAA4
350000.00000000
PA
USD
344127.77000000
0.079398454835
Long
ABS-O
CORP
US
N
2
2033-03-14
Fixed
3.57000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
90000.00000000
PA
USD
68022.00000000
0.015694291962
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
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
230000.00000000
PA
USD
204104.64000000
0.047091791054
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
1030000.00000000
PA
USD
973102.18000000
0.224517798983
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.78400000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AC6
1670000.00000000
PA
USD
1718167.48000000
0.396422070387
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
CKE Restaurants Holdings Inc
N/A
Hardee's Funding LLC
411707AK8
294750.00000000
PA
USD
237943.13000000
0.054899134878
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.86500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
195000.00000000
PA
USD
159412.50000000
0.036780252234
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
104474.44000000
PA
USD
101078.99000000
0.023321325164
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
1.17400000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
730000.00000000
PA
USD
617207.73000000
0.142404491432
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
310000.00000000
PA
USD
313413.07000000
0.072311843602
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
1055000.00000000
PA
USD
933675.00000000
0.215421011558
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
600000.00000000
PA
USD
276606.00000000
0.063819577822
Long
DBT
CORP
KY
N
2
2031-01-12
Fixed
3.30000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAD7
299232.63000000
PA
USD
284773.38000000
0.065703986488
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.02000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVY2
645000.00000000
PA
USD
610620.39000000
0.140884635544
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
400000.00000000
PA
USD
92064.00000000
0.021241352727
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
285000.00000000
PA
USD
293830.29000000
0.067793630865
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
380000.00000000
PA
USD
326359.47000000
0.075298885757
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.42500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
495000.00000000
PA
USD
447885.90000000
0.103337921269
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble Inc
896239AE0
995000.00000000
PA
USD
1004448.63000000
0.231750169955
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-5 LLC
69358DAA2
851595.16000000
PA
USD
791067.18000000
0.182517998368
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79300000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
3865000.00000000
PA
USD
3582318.15000000
0.826525932041
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
1510000.00000000
PA
USD
1503272.95000000
0.346840795285
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
400000.00000000
PA
USD
36329.08000000
0.008381982127
Long
DBT
CORP
KY
N
2
2027-01-13
None
0.00000000
Y
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEB8
135000.00000000
PA
USD
138174.54000000
0.031880150136
Long
DBT
CORP
US
N
2
2028-01-09
Fixed
6.00000000
N
N
N
N
N
N
ARES CLO Ltd
5493004S1FMDW7K3MU50
Ares XLII Clo Ltd
04016LAS6
2100000.00000000
PA
USD
2056425.00000000
0.474466119040
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
6.31500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-3
025286AD7
675000.00000000
PA
USD
628695.95000000
0.145055096807
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.34000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAC2
315000.00000000
PA
USD
272482.15000000
0.062868107622
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.55000000
N
N
N
N
N
N
Verde CLO Ltd
254900DT3DF8KM5RRZ79
VERDE CLO Ltd
92338BAN5
410000.00000000
PA
USD
402213.69000000
0.092800257008
Long
ABS-CBDO
CORP
KY
N
2
2032-04-15
Floating
5.89200000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAL4
205000.00000000
PA
USD
174468.78000000
0.040254093847
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.35800000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
1624.00000000
NS
USD
136058.72000000
0.031391980179
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAY5
599000.00000000
PA
USD
589444.75000000
0.135998912151
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
485000.00000000
PA
USD
452228.55000000
0.104339873828
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
320000.00000000
PA
USD
300054.40000000
0.069229680960
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
2965000.00000000
PA
USD
2701856.25000000
0.623382447277
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
5333.00000000
NS
USD
245158.01000000
0.056563779158
Long
EP
CORP
US
N
1
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-3
22535GAC6
335000.00000000
PA
USD
308330.62000000
0.071139201601
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
1.63000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
810000.00000000
PA
USD
777158.13000000
0.179308849980
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
200000.00000000
PA
USD
174386.90000000
0.040235202185
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAL7
1235000.00000000
PA
USD
1101965.80000000
0.254249698598
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
685000.00000000
PA
USD
587387.50000000
0.135524255685
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
AGFC Capital Trust I
N/A
AGFC Capital Trust I
00846NAA5
300000.00000000
PA
USD
153606.00000000
0.035440554691
Long
DBT
CORP
US
N
2
2067-01-15
Variable
6.54200000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAM1
935000.00000000
PA
USD
847912.23000000
0.195633502342
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
1230000.00000000
PA
USD
1000974.00000000
0.230948490239
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-26854.44000000
-0.00619595751
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1063000.00000000
EUR
1131032.00000000
USD
2023-06-21
-26854.44000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
840000.00000000
PA
USD
728123.17000000
0.167995319378
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
405000.00000000
PA
USD
358712.55000000
0.082763510193
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
415000.00000000
PA
USD
411370.83000000
0.094913026828
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
295000.00000000
PA
USD
246383.71000000
0.056846577277
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.55000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
225.00000000
NS
USD
103457.25000000
0.023870046266
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCF0
5000.00000000
PA
USD
4625.58000000
0.001067231234
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
795000.00000000
PA
USD
658599.94000000
0.151954657977
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
1175000.00000000
PA
USD
1054965.18000000
0.243405538581
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
40000.00000000
PA
USD
15967.20000000
0.003684012505
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
620000.00000000
PA
USD
537660.17000000
0.124050978869
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAC2
83106.85000000
PA
USD
78631.84000000
0.018142234196
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
3.00000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
425000.00000000
PA
USD
62071.25000000
0.014321312516
Long
DBT
CORP
KY
N
2
2026-07-15
Fixed
5.60000000
Y
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
280000.00000000
PA
USD
246968.40000000
0.056981479156
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
BENTLEY SYSTEMS
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAD1
35000.00000000
PA
USD
29540.00000000
0.006815580026
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.37500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
425000.00000000
PA
USD
368304.34000000
0.084976564098
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
1246.00000000
NS
USD
185267.74000000
0.042745670559
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
722137.50000000
PA
USD
605742.66000000
0.139759227313
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
100000.00000000
PA
USD
86065.00000000
0.019857240859
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
5.70000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
50000.00000000
PA
USD
46247.50000000
0.010670397335
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
330.00000000
NS
USD
156000.90000000
0.035993115036
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
762000.00000000
PA
USD
578683.29000000
0.133515987580
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
2135000.00000000
PA
USD
1910825.00000000
0.440872738813
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAF3
605000.00000000
PA
USD
440742.50000000
0.101689769124
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
1135000.00000000
PA
USD
892397.95000000
0.205897415162
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL 2021-SFR1
30322DAU3
130000.00000000
PA
USD
109127.20000000
0.025178238479
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.52200000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCF5
109917.46000000
PA
USD
103604.57000000
0.023904036491
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
1.00900000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
270000.00000000
PA
USD
201993.86000000
0.046604783945
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MBG3
455000.00000000
PA
USD
433385.23000000
0.099992272087
Long
ABS-O
CORP
US
N
2
2026-09-25
Fixed
6.56000000
N
N
N
N
N
N
SLAM 2021-1 LLC
N/A
Slam 2021-1 Ltd
78449AAA0
1260199.00000000
PA
USD
1090453.98000000
0.251593648143
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.43400000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
170000.00000000
PA
USD
154750.15000000
0.035704537287
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-B
78449YAB6
475000.00000000
PA
USD
386036.30000000
0.089067748675
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
2.65000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
255.00000000
NS
USD
60914.40000000
0.014054399728
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
1185000.00000000
PA
USD
1268779.50000000
0.292737583565
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Alta Wind Holdings LLC
N/A
Alta Wind Holdings LLC
021345AA1
1128797.53000000
PA
USD
1086749.04000000
0.250738830436
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
578.00000000
NS
USD
166637.40000000
0.038447208366
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAF6
100000.00000000
PA
USD
95539.54000000
0.022043242403
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
2710000.00000000
PA
USD
1336301.00000000
0.308316398283
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
365000.00000000
PA
USD
337822.10000000
0.077943586910
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.84200000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2021-1 Ltd
89053BAA2
1030000.00000000
PA
USD
970243.93000000
0.223858332781
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
2.24000000
N
N
N
N
N
N
SMB Private Education Loan Trust
54930027GONY06ZX8P67
SMB Private Education Loan Trust 2016-C
78449KAB6
193194.54000000
PA
USD
185886.65000000
0.042888467805
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.34000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
285000.00000000
PA
USD
282121.50000000
0.065092134749
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
487.00000000
NS
USD
99513.58000000
0.022960147875
Long
EC
US
N
1
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
810000.00000000
PA
USD
811863.03000000
0.187316095182
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900CAS3
1005000.00000000
PA
USD
907266.77000000
0.209328005298
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.95800000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
443.00000000
NS
USD
61501.69000000
0.014189901488
Long
EC
CORP
US
N
1
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
140000.00000000
PA
USD
119081.20000000
0.027474862839
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
700000.00000000
PA
USD
655713.54000000
0.151288696901
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
1413.00000000
NS
USD
1642965.75000000
0.379071244085
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
110000.00000000
PA
USD
109125.50000000
0.025177846249
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
100000.00000000
PA
USD
93568.47000000
0.021588469710
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
30000.00000000
PA
USD
30057.90000000
0.006935071864
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
370000.00000000
PA
USD
35634.70000000
0.008221772159
Long
DBT
CORP
KY
N
2
2025-02-20
None
0.00000000
Y
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
1500000.00000000
PA
USD
1000500.00000000
0.230839127174
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
434000.00000000
PA
USD
317048.05000000
0.073150519874
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
625000.00000000
PA
USD
506443.75000000
0.116848608908
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
149555.70000000
PA
USD
142972.89000000
0.032987243515
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.13500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
1020000.00000000
PA
USD
543150.00000000
0.125317613118
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
1730.00000000
NS
USD
84804.60000000
0.019566436626
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1585000.00000000
PA
USD
1137237.50000000
0.262387718031
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2019-A-GS
20268CAC2
233635.63000000
PA
USD
197662.35000000
0.045605401648
Long
ABS-O
CORP
US
N
2
2047-01-25
Fixed
3.04000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
985000.00000000
PA
USD
818006.64000000
0.188733572014
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.65000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
915000.00000000
PA
USD
803596.22000000
0.185408745652
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
95000.00000000
PA
USD
104686.70000000
0.024153709599
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
545000.00000000
PA
USD
534359.61000000
0.123289461239
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
1315000.00000000
PA
USD
975703.70000000
0.225118031473
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
130000.00000000
PA
USD
121147.11000000
0.027951517373
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
570000.00000000
PA
USD
568503.35000000
0.131167233492
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
8.05900000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
620000.00000000
PA
USD
508604.60000000
0.117347168356
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-3 LLC
69357PAA6
660393.45000000
PA
USD
630516.72000000
0.145475191717
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
65000.00000000
PA
USD
57439.85000000
0.013252738469
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.27600000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
270000.00000000
PA
USD
178200.00000000
0.041114974974
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL 2021-SFR1
30322DAS8
145000.00000000
PA
USD
122482.31000000
0.028259579744
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.37200000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
631750.00000000
PA
USD
532529.75000000
0.122867269049
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
75000.00000000
PA
USD
39641.25000000
0.009146178460
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
2905000.00000000
PA
USD
2442257.35000000
0.563486811603
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
1420000.00000000
PA
USD
1416450.00000000
0.326808677347
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
204000.00000000
PA
USD
199953.93000000
0.046134123614
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
700000.00000000
PA
USD
584110.49000000
0.134768171599
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
730000.00000000
PA
USD
594386.59000000
0.137139112083
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
230000.00000000
PA
USD
54924.00000000
0.012672272084
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
6.50000000
Y
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
1160000.00000000
PA
USD
1082775.90000000
0.249822132615
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
873884.89000000
PA
USD
821685.47000000
0.189582365523
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
Aimco
N/A
Aimco CLO 14 Ltd
00144GAJ0
1940000.00000000
PA
USD
1810625.28000000
0.417754282134
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.70800000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
130000.00000000
PA
USD
105924.91000000
0.024439394073
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
530000.00000000
PA
USD
446911.90000000
0.103113196321
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
820000.00000000
PA
USD
841302.78000000
0.194108545152
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
290000.00000000
PA
USD
108222.20000000
0.024969433472
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
1480000.00000000
PA
USD
1572234.81000000
0.362751935286
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
012873AK1
125000.00000000
PA
USD
134662.40000000
0.031069815971
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
100000.00000000
PA
USD
101356.12000000
0.023385265641
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
736312.50000000
PA
USD
653567.62000000
0.150793582159
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
130000.00000000
PA
USD
114788.69000000
0.026484478769
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
820.00000000
NS
USD
120909.00000000
0.027896579737
Long
EC
CORP
US
N
1
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
200000.00000000
PA
USD
169858.16000000
0.039190314240
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBD2
750000.00000000
PA
USD
537397.50000000
0.123990374658
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
2233.00000000
NS
USD
138512.99000000
0.031958238594
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
159595.96000000
PA
USD
155655.54000000
0.035913432277
Long
LON
CORP
PA
N
2
2028-10-18
Floating
8.09000000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
620000.00000000
PA
USD
562978.60000000
0.129892542370
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
395000.00000000
PA
USD
330081.87000000
0.076157731900
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAJ3
705000.00000000
PA
USD
613158.31000000
0.141470194003
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.54700000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
140000.00000000
PA
USD
125650.00000000
0.028990441108
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDA9
120000.00000000
PA
USD
119537.83000000
0.027580218232
Long
ABS-O
CORP
US
N
2
2024-09-20
Fixed
4.73000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
400000.00000000
PA
USD
60088.00000000
0.013863729608
Long
DBT
CORP
KY
N
2
2026-03-22
Fixed
6.20000000
Y
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAC4
126655.77000000
PA
USD
119593.44000000
0.027593048780
Long
ABS-O
CORP
US
N
2
2036-05-20
Fixed
3.12000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
214448.72000000
PA
USD
211178.38000000
0.048723870981
Long
LON
CORP
PA
N
2
2025-06-30
Floating
7.84000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
855000.00000000
PA
USD
721406.25000000
0.166445566305
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XVIII Ltd
83012HAG9
575000.00000000
PA
USD
542689.03000000
0.125211256384
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.70800000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AV0
780000.00000000
PA
USD
775000.20000000
0.178810964245
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
99610.17000000
PA
USD
87928.71000000
0.020287243048
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
200000.00000000
PA
USD
150412.56000000
0.034703752190
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
158689.23000000
PA
USD
145214.91000000
0.033504530811
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89200000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed 2021-NPL1 Trust
33835CAA3
818906.22000000
PA
USD
751077.04000000
0.173291322693
Long
ABS-O
CORP
US
N
2
2061-06-25
Variable
2.24000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
610000.00000000
PA
669814.25000000
0.154542065806
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
2215000.00000000
PA
USD
1767337.43000000
0.407766746390
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
485000.00000000
PA
USD
430946.75000000
0.099429656800
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
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
1060000.00000000
PA
USD
823084.75000000
0.189905212674
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
698900AG2
40000.00000000
PA
USD
42550.63000000
0.009817441569
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
200000.00000000
PA
USD
170802.00000000
0.039408080559
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
213000.00000000
PA
USD
226212.95000000
0.052192703581
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P3
14687JAH2
420000.00000000
PA
USD
343200.77000000
0.079184573905
Long
ABS-O
CORP
US
N
2
2027-10-12
Fixed
1.93000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-3
23344QAD1
1380000.00000000
PA
USD
1248500.90000000
0.288058828618
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
1.31000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DB2
750000.00000000
PA
USD
786876.04000000
0.181551002766
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
5.85000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2022-2
32058KAD1
215000.00000000
PA
USD
224159.65000000
0.051718958474
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
395000.00000000
PA
USD
406667.60000000
0.093827879894
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
315000.00000000
PA
USD
314614.41000000
0.072589021290
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
60000.00000000
PA
USD
48554.11000000
0.011202587079
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.75000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
1745000.00000000
PA
USD
1685213.30000000
0.388818757895
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
1495000.00000000
PA
USD
1365487.37000000
0.315050387464
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAJ5
416346.27000000
PA
USD
363684.88000000
0.083910744893
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
612000.00000000
PA
USD
580703.14000000
0.133982014977
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AY0
350000.00000000
PA
USD
403257.70000000
0.093041134926
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
253810.00000000
PA
USD
241715.01000000
0.055769397234
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.93500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-1
89178WBD9
100000.00000000
PA
USD
83832.20000000
0.019342080836
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
3.25000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAB2
101341.03000000
PA
USD
93233.75000000
0.021511241852
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.91800000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
870000.00000000
PA
USD
889489.33000000
0.205226327404
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO 2019-2 Ltd
67401UAU1
1930000.00000000
PA
USD
1840552.22000000
0.424659138414
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
7.49200000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-3
36263LAG4
675000.00000000
PA
USD
611419.25000000
0.141068951531
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.48000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
1115000.00000000
PA
USD
1444116.41000000
0.333191975634
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
975000.00000000
PA
USD
1020513.00000000
0.235456601889
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
12585000.00000000
PA
USD
12187294.37000000
2.811898445765
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
Madison Park XLIV
N/A
Atrium XV
04965FAL5
255000.00000000
PA
USD
241597.15000000
0.055742204131
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
7.81500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
1490000.00000000
PA
USD
1368619.52000000
0.315773048906
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
1022793.75000000
PA
USD
984966.13000000
0.227255094198
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
35000.00000000
PA
USD
13708.45000000
0.003162865200
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
24994.00000000
0.005766709789
Long
DBT
CORP
KY
N
2
2025-01-15
Fixed
10.50000000
Y
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
1710000.00000000
PA
USD
1139364.81000000
0.262878539004
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
16275000.00000000
PA
USD
15014323.20000000
3.464161182011
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
271008.97000000
PA
USD
271008.78000000
0.062528166148
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.56000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
259.00000000
NS
USD
166158.86000000
0.038336797815
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
340000.00000000
PA
USD
307700.00000000
0.070993702580
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
4100000.00000000
PA
USD
2111500.33000000
0.487173306552
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
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
399883.28000000
PA
USD
397254.25000000
0.091655996338
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
315000.00000000
PA
USD
324954.00000000
0.074974610426
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
120625.00000000
PA
USD
113777.72000000
0.026251223964
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
380000.00000000
PA
USD
352003.88000000
0.081215660590
Long
ABS-O
CORP
US
N
2
2035-05-14
Fixed
5.20000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAJ2
300000.00000000
PA
USD
278979.00000000
0.064367085317
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
1295000.00000000
PA
USD
1224296.38000000
0.282474270626
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
590000.00000000
PA
USD
590531.00000000
0.136249535841
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
1064818.99000000
PA
USD
1005956.22000000
0.232098006797
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
265000.00000000
PA
USD
223223.42000000
0.051502947963
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
200000.00000000
PA
USD
42472.00000000
0.009799299759
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
1109.00000000
NS
USD
1295045.84000000
0.298797852430
Long
EP
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
290000.00000000
PA
USD
208556.40000000
0.048118917883
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
200000.00000000
PA
USD
78158.00000000
0.018032908047
Long
DBT
CORP
VG
N
2
2029-08-05
Fixed
4.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
303.00000000
NS
USD
89421.36000000
0.020631632876
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
9340000.00000000
PA
USD
9083514.82000000
2.095782741354
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
360000.00000000
PA
USD
426564.00000000
0.098418452217
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
2490000.00000000
PA
USD
2016402.00000000
0.465231861781
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
1215000.00000000
PA
USD
1091938.71000000
0.251936210639
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVX4
415000.00000000
PA
USD
402463.95000000
0.092857997938
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YV5
5370000.00000000
PA
USD
5353531.98000000
1.235187056035
Long
STIV
UST
US
N
2
2023-04-27
None
0.00000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2018-4 LTD
14315RAJ0
370000.00000000
PA
USD
346484.28000000
0.079942157696
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
7.70800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
1105000.00000000
PA
USD
964689.62000000
0.222576821464
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
410000.00000000
PA
USD
98063.80000000
0.022625649174
Long
DBT
CORP
KY
N
2
2025-01-10
Fixed
6.50000000
Y
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
87419.73000000
PA
USD
80205.71000000
0.018505363409
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
405000.00000000
PA
USD
343160.55000000
0.079175294195
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
7386.00000000
NS
USD
408815.10000000
0.094323359180
Long
EC
CORP
CA
N
1
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software Inc
91332UAB7
910000.00000000
PA
USD
704795.00000000
0.162612956158
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Unity Software Inc
Unity Software Inc
USD
XXXX
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-2
22535MAE9
525000.00000000
PA
USD
507817.28000000
0.117165514921
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
64771.28000000
PA
USD
59813.45000000
0.013800384399
Long
ABS-O
CORP
US
N
2
2037-09-15
Fixed
2.23000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
735000.00000000
PA
USD
603618.75000000
0.139269190800
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
1003.00000000
NS
USD
101563.78000000
0.023433177738
Long
EC
CORP
US
N
1
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
740000.00000000
PA
USD
650405.61000000
0.150064031306
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
11.53000000
N
N
N
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
456.00000000
NS
USD
4281.84000000
0.000987922247
Long
EC
CORP
JE
N
1
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
400000.00000000
PA
USD
150904.00000000
0.034817139077
Long
DBT
CORP
VG
N
2
2030-01-14
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
3340000.00000000
PA
USD
3513951.51000000
0.810752123439
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-B
00834DAC7
100000.00000000
PA
USD
92140.02000000
0.021258892348
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.40000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
134050.00000000
PA
USD
127089.86000000
0.029322651029
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
292505AE4
310000.00000000
PA
USD
312690.82000000
0.072145203362
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
80000.00000000
PA
USD
69761.60000000
0.016095659024
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
66763.59000000
PA
USD
54748.15000000
0.012631699310
Long
ABS-O
CORP
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAJ2
675000.00000000
PA
USD
574170.86000000
0.132474862740
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.38900000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
125000.00000000
PA
USD
129374.56000000
0.029849785616
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.86000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AQ6
275000.00000000
PA
USD
271729.89000000
0.062694543363
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
100000.00000000
PA
USD
89998.66000000
0.020764829706
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.78400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
3275000.00000000
PA
USD
2985776.24000000
0.688889536411
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
390000.00000000
PA
USD
402132.90000000
0.092781616835
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
645000.00000000
PA
USD
674831.25000000
0.155699606936
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS5
52475JAA3
135046.15000000
PA
USD
134897.52000000
0.031124063742
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Variable
3.25000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
475356.00000000
PA
USD
472237.66000000
0.108956451027
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2021-1 Trust
83407CAD0
100000.00000000
PA
USD
91603.05000000
0.021135000608
Long
ABS-O
CORP
US
N
2
2030-09-25
Fixed
2.04000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2021-2 Trust
21873BAJ4
300000.00000000
PA
USD
240119.55000000
0.055401286696
Long
ABS-O
CORP
US
N
2
2054-07-15
Fixed
2.47800000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
232701.02000000
PA
USD
203462.79000000
0.046943701005
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
710000.00000000
PA
USD
662441.51000000
0.152840999472
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REA8
305000.00000000
PA
USD
282654.05000000
0.065215006690
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.96000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
3345000.00000000
PA
USD
2773473.30000000
0.639906202712
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
1195000.00000000
PA
USD
1070062.75000000
0.246888906778
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
580000.00000000
PA
USD
342200.00000000
0.078953672482
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
2680000.00000000
PA
USD
2583604.80000000
0.596099027481
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
289.00000000
NS
USD
119322.32000000
0.027530494953
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAD2
240000.00000000
PA
USD
231098.95000000
0.053320019898
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
4.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
435000.00000000
PA
USD
368348.24000000
0.084986692871
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
2045000.00000000
PA
USD
1675389.36000000
0.386552141468
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
2250000.00000000
PA
USD
2118404.86000000
0.488766345711
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AF5
530000.00000000
PA
USD
525146.45000000
0.121163766273
Long
DBT
CORP
GB
N
2
2028-09-30
Fixed
5.51600000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
935000.00000000
PA
USD
813393.90000000
0.187669303273
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
1482847.85000000
PA
USD
1270200.05000000
0.293065338209
Long
ABS-O
CORP
US
N
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
865.00000000
NS
USD
83446.55000000
0.019253102216
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
220000.00000000
PA
USD
193487.80000000
0.044642233754
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
OCP CLO Ltd
254900WK4JKXAXOKTL68
OCP CLO 2018-15 Ltd
67112KAF6
255000.00000000
PA
USD
229258.95000000
0.052895488170
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.75800000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
834.00000000
NS
USD
980992.50000000
0.226338283323
Long
EP
CORP
US
N
1
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
205000.00000000
PA
USD
206175.79000000
0.047569654580
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
6.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
185000.00000000
PA
USD
184075.00000000
0.042470477096
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDH0
180000.00000000
PA
USD
166024.83000000
0.038305873909
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
200000.00000000
PA
USD
60966.41000000
0.014066399671
Long
DBT
CORP
KY
N
2
2023-04-24
Fixed
7.25000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
1860000.00000000
PA
USD
1728557.85000000
0.398819375676
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
975000.00000000
PA
USD
1134061.50000000
0.261654939352
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBU4
275000.00000000
PA
USD
233272.02000000
0.053821398791
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
3.67100000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
780000.00000000
PA
USD
638274.28000000
0.147265045170
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-2
35105UAF0
335000.00000000
PA
USD
306887.34000000
0.070806202605
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.92000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAJ9
315000.00000000
PA
USD
269290.19000000
0.062131646592
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.25800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
654628.83000000
PA
USD
610146.60000000
0.140775320931
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
530000.00000000
PA
USD
451162.50000000
0.104093910758
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
2270000.00000000
PA
USD
2678480.94000000
0.617989207739
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
41972.00000000
0.009683937876
Long
DBT
CORP
KY
N
2
2024-11-07
Fixed
6.45000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
5493003CHVRASC16O965
WFRBS Commercial Mortgage Trust 2013-C15
92938CAH0
420000.00000000
PA
USD
371788.16000000
0.085780364166
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.51100000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-2
35635CAC6
118541.92000000
PA
USD
116080.87000000
0.026782615404
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN23
000000000
73.00000000
NC
USD
233682.86000000
0.053916189343
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM3 Comdty
2023-06-21
8155614.02000000
USD
233682.86000000
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2022-1
74113RAL3
635000.00000000
PA
USD
646093.39000000
0.149069099670
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
8.08000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
540000.00000000
PA
USD
426600.00000000
0.098426758273
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
743332.58000000
PA
USD
683121.15000000
0.157612283878
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
445000.00000000
PA
USD
106510.75000000
0.024574561284
Long
DBT
CORP
KY
N
2
2025-07-09
Fixed
7.00000000
Y
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
685000.00000000
PA
USD
573673.80000000
0.132360179185
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
3.25000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
785000.00000000
PA
USD
794168.56000000
0.183233560439
Long
ABS-O
CORP
US
N
3
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
575000.00000000
PA
USD
540877.50000000
0.124793293361
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAR4
145000.00000000
PA
USD
145534.37000000
0.033578237825
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
685000.00000000
PA
USD
629298.88000000
0.145194207087
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
55000.00000000
PA
USD
55213.68000000
0.012739108145
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
1620000.00000000
PA
USD
1456652.97000000
0.336084457961
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
533915.95000000
PA
USD
509083.15000000
0.117457581214
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
398815.18000000
PA
USD
380271.11000000
0.087737582330
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.48500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
230000.00000000
PA
USD
215601.61000000
0.049744415262
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBY5
1830000.00000000
PA
USD
1865743.74000000
0.430471420762
Long
DBT
US
N
2
2028-03-15
Fixed
5.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
870000.00000000
PA
USD
744549.02000000
0.171785153338
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
280000.00000000
PA
USD
226867.20000000
0.052343654605
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
3840000.00000000
PA
USD
3690177.75000000
0.851411705075
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
7426.00000000
NS
USD
375829.86000000
0.086712880408
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
435000.00000000
PA
USD
439350.00000000
0.101368486280
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
800000.00000000
PA
USD
553320.00000000
0.127664073811
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
160000.00000000
PA
USD
151707.79000000
0.035002592532
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
550000.00000000
PA
USD
491205.00000000
0.113332667130
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
505000.00000000
PA
USD
537889.58000000
0.124103909208
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
1468.00000000
NS
USD
152862.84000000
0.035269090017
Long
EC
CORP
US
N
1
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
375000.00000000
PA
USD
307312.50000000
0.070904297121
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIII Ltd
67112WAW3
1835000.00000000
PA
USD
1626041.21000000
0.375166350490
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.54200000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
671.00000000
NS
USD
58470.94000000
0.013490635436
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAE6
535000.00000000
PA
USD
529475.75000000
0.122162638670
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.16800000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
200000.00000000
PA
USD
29404.00000000
0.006784201594
Long
DBT
CORP
KY
N
2
2024-02-21
Fixed
6.12500000
Y
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
285000.00000000
PA
USD
212670.14000000
0.049068055465
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.36400000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
1202000.00000000
PA
USD
896439.81000000
0.206829968320
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
200000.00000000
PA
USD
174541.69000000
0.040270915917
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-3FP
30322MAD1
370000.00000000
PA
USD
340319.82000000
0.078519870273
Long
ABS-O
CORP
US
N
2
2028-11-20
Fixed
2.37000000
N
N
N
N
N
N
CLARIVATE PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
8046.00000000
NS
USD
330449.22000000
0.076242488276
Long
EP
CORP
JE
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
2270000.00000000
PA
USD
1988857.69000000
0.458876734866
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
1160000.00000000
PA
USD
1317760.00000000
0.304038548950
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
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
895000.00000000
PA
USD
899518.64000000
0.207540327570
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
2205000.00000000
PA
USD
2299827.52000000
0.530624864936
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
Shackleton CLO LTD
549300IM8C0HSUTXDD32
Shackleton 2017-X CLO Ltd
81883DAS2
456779.97000000
PA
USD
451454.37000000
0.104161252103
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
5.69800000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-5
89176VAC6
495000.00000000
PA
USD
399127.41000000
0.092088178866
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
80000.00000000
PA
USD
69177.60000000
0.015960916345
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
295658.09000000
PA
USD
263294.56000000
0.060748312264
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
2.92000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
460000.00000000
PA
USD
482862.39000000
0.111407828738
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-NR2
12565CAA3
442842.52000000
PA
USD
421845.14000000
0.097329699070
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.56800000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
775000.00000000
PA
USD
633508.53000000
0.146165473386
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1063.00000000
NS
USD
93331.40000000
0.021533772027
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
45000.00000000
PA
USD
46687.50000000
0.010771915792
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AG9
65000.00000000
PA
USD
64836.29000000
0.014959272956
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
1467.00000000
NS
USD
299620.08000000
0.069129473014
Long
EC
CORP
US
N
1
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
230000.00000000
PA
USD
233148.43000000
0.053792883641
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
50000.00000000
PA
USD
38096.94000000
0.008789869442
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
1000000.00000000
PA
USD
921158.70000000
0.212533203695
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
1166.00000000
NS
USD
148758.28000000
0.034322070479
Long
EC
CORP
US
N
1
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
200000.00000000
PA
USD
41936.00000000
0.009675631821
Long
DBT
CORP
KY
N
2
2025-07-14
Fixed
7.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
615000.00000000
PA
USD
555637.13000000
0.128198690769
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
575000.00000000
PA
USD
571789.60000000
0.131925449466
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
25000.00000000
PA
USD
21750.00000000
0.005018241895
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAQ8
340000.00000000
PA
USD
321248.63000000
0.074119693508
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
7.65800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
180000.00000000
PA
USD
115195.93000000
0.026578438715
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RBC2
255000.00000000
PA
USD
211071.15000000
0.048699130472
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.88500000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
1070000.00000000
PA
USD
1042682.17000000
0.240571556265
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
55000.00000000
PA
USD
47364.35000000
0.010928081172
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
460000.00000000
PA
USD
476336.76000000
0.109902210814
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
405000.00000000
PA
USD
60814.80000000
0.014031419641
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
180000.00000000
PA
USD
161913.19000000
0.037357220847
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
4453.00000000
NS
USD
601912.01000000
0.138875405321
Long
EC
CORP
US
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
203134.16000000
PA
USD
193821.88000000
0.044719313949
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAD5
49500.00000000
PA
USD
44626.63000000
0.010296424105
Long
ABS-O
CORP
US
N
2
2051-12-05
Fixed
3.25100000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
630000.00000000
PA
USD
293617.80000000
0.067744604372
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2021-1 LLC
00141YAG0
1090000.00000000
PA
USD
990972.41000000
0.228640885735
Long
ABS-CBDO
CORP
KY
N
2
2034-04-22
Floating
7.76500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAF6
100000.00000000
PA
USD
84912.87000000
0.019591417088
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.35900000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
2260000.00000000
PA
USD
2187274.58000000
0.504656226824
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.75700000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1460000.00000000
PA
USD
1445400.00000000
0.333488130352
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
160000.00000000
PA
USD
159826.40000000
0.036875748801
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
460000.00000000
PA
USD
335616.00000000
0.077434587212
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
923.00000000
NS
USD
152202.70000000
0.035116780031
Long
EC
CORP
US
N
1
N
N
N
Merlin Aviation Holdings DAC
N/A
Merlin Aviation Holdings DAC
59010RAA2
133410.22000000
PA
USD
114299.47000000
0.026371604089
Long
ABS-O
CORP
US
N
2
2032-12-15
Variable
4.50000000
N
N
N
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
880000.00000000
PA
USD
880704.00000000
0.203199342987
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
430000.00000000
PA
USD
377110.00000000
0.087008239129
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
395000.00000000
PA
USD
345427.50000000
0.079698333435
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HU0
480000.00000000
PA
USD
492041.54000000
0.113525676788
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.30000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAG0
305000.00000000
PA
USD
283571.01000000
0.065426571154
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.50000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AP6
1010000.00000000
PA
USD
1054363.33000000
0.243266677483
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.37500000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108TAC1
110000.00000000
PA
USD
102766.47000000
0.023710666904
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
1.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAF9
100000.00000000
PA
USD
86839.09000000
0.020035841819
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.55900000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
120000.00000000
PA
USD
123027.60000000
0.028385391106
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
260562.50000000
PA
USD
240541.66000000
0.055498677504
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
1165000.00000000
PA
USD
1229987.77000000
0.283787409557
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.65000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1810000.00000000
PA
USD
226376.70000000
0.052230484598
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
Y
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
1547437.50000000
PA
USD
1323596.02000000
0.305385057459
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
615000.00000000
PA
USD
614495.70000000
0.141778761659
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBZ1
360000.00000000
PA
USD
367840.44000000
0.084869531343
Long
ABS-O
CORP
US
N
2
2029-09-25
Fixed
9.40000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2021-1 Trust
21873LAJ2
210000.00000000
PA
USD
174741.86000000
0.040317099893
Long
ABS-O
CORP
US
N
2
2053-04-15
Fixed
2.80000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCII LLC
91835MAA9
284068.30000000
PA
USD
259736.40000000
0.059927360191
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
1345000.00000000
PA
USD
1154749.75000000
0.266428210289
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
200000.00000000
PA
USD
42018.00000000
0.009694551170
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
436048.47000000
PA
USD
409531.45000000
0.094488638149
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
165000.00000000
PA
USD
153286.76000000
0.035366898436
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAR7
194422.40000000
PA
USD
185020.31000000
0.042688582578
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.68500000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-4 LLC
693583AA4
174160.42000000
PA
USD
165767.00000000
0.038246386401
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust VI
97064GAA1
1142062.62000000
PA
USD
902291.14000000
0.208180009210
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAJ6
340000.00000000
PA
USD
283559.52000000
0.065423920138
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.59100000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
200000.00000000
PA
USD
196471.75000000
0.045330701933
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
65000.00000000
PA
USD
73008.65000000
0.016844830626
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DU0
1055000.00000000
PA
USD
1084645.12000000
0.250253406091
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16100000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAE9
295000.00000000
PA
USD
251523.14000000
0.058032365918
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.20900000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
1910000.00000000
PA
USD
1598625.96000000
0.368841000784
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
815000.00000000
PA
USD
767905.23000000
0.177173986052
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
2517.00000000
NS
USD
364562.28000000
0.084113181924
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
35000.00000000
PA
USD
34707.34000000
0.008007808168
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-1
36261AAG0
1975000.00000000
PA
USD
1868633.81000000
0.431138228594
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.68000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO I Ltd
146865AG5
305000.00000000
PA
USD
276073.16000000
0.063696638971
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
7.68200000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
994800.54000000
PA
USD
937870.79000000
0.216389080025
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
557454.03000000
PA
USD
442546.03000000
0.102105886356
Long
ABS-O
CORP
US
N
2
2042-11-15
Fixed
3.84400000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
705000.00000000
PA
USD
750324.45000000
0.173117682294
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
708528.72000000
PA
USD
661025.98000000
0.152514403061
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
170000.00000000
PA
USD
111186.83000000
0.025653444068
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
2.03000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
355000.00000000
PA
USD
367528.17000000
0.084797483233
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300KPFGDIQ0PMP224
Rockford Tower CLO 2018-1 Ltd
77342JAA1
895000.00000000
PA
USD
880816.04000000
0.203225193278
Long
ABS-CBDO
CORP
KY
N
2
2031-05-20
Floating
6.01500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
355000.00000000
PA
USD
134900.00000000
0.031124635937
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
1040000.00000000
PA
USD
893484.80000000
0.206148177286
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
1830000.00000000
PA
USD
1574037.90000000
0.363167950999
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
505000.00000000
PA
USD
488241.17000000
0.112648841112
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
465000.00000000
PA
USD
397342.50000000
0.091676357710
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
205000.00000000
PA
USD
44644.90000000
0.010300639429
Long
DBT
CORP
KY
N
2
2024-07-16
Fixed
7.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1029.00000000
NS
USD
109475.31000000
0.025258555729
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
1125000.00000000
PA
USD
769064.09000000
0.177441362595
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
915000.00000000
PA
USD
961527.75000000
0.221847302912
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
715000.00000000
PA
USD
732288.70000000
0.168956406144
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
332514.27000000
PA
USD
313725.32000000
0.072383887097
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
155000.00000000
PA
USD
119105.88000000
0.027480557101
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AF0
139045.40000000
PA
USD
134161.72000000
0.030954297196
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
230000.00000000
PA
USD
195155.00000000
0.045026896415
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
540000.00000000
PA
USD
451980.00000000
0.104282527436
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2965000.00000000
PA
USD
2782100.00000000
0.641896587418
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
605000.00000000
PA
USD
595064.15000000
0.137295441278
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
5.82800000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
695000.00000000
PA
USD
629469.58000000
0.145233591634
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
200000.00000000
PA
USD
203187.00000000
0.046880069698
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
138910.00000000
NS
USD
475072.20000000
0.109610446769
Long
EC
CORP
US
N
1
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance 2021-3 Trust
21873NAL3
150000.00000000
PA
USD
121897.55000000
0.028124661715
Long
ABS-O
CORP
US
N
2
2054-10-15
Fixed
3.46900000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
490000.00000000
PA
USD
398095.60000000
0.091850115778
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
390000.00000000
PA
USD
150717.45000000
0.034774097559
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR2 Trust
33767PAG3
300000.00000000
PA
USD
276145.50000000
0.063713329528
Long
ABS-O
CORP
US
N
2
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-2
36261XAG0
725000.00000000
PA
USD
669475.59000000
0.154463928895
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.42000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
1270849.02000000
PA
USD
1172836.06000000
0.270601151833
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REK6
145000.00000000
PA
USD
125289.43000000
0.028907249040
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
2.13000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
2290000.00000000
PA
USD
1746086.55000000
0.402863663341
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
1320000.00000000
PA
USD
1372989.88000000
0.316781394821
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AP6
245000.00000000
PA
USD
187915.00000000
0.043356456354
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
1122.00000000
NS
USD
77765.82000000
0.017942422801
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12551RAG3
503000.00000000
PA
USD
462040.21000000
0.106603656967
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Floating
7.44500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
1146000.00000000
PA
USD
1202819.10000000
0.277518951716
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
1045000.00000000
PA
USD
1009882.78000000
0.233003957504
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
520000.00000000
PA
580903.26000000
0.134028187417
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAA5
589479.02000000
PA
USD
550147.68000000
0.126932144196
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAJ4
850000.00000000
PA
USD
868734.88000000
0.200437782553
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
265000.00000000
PA
USD
262213.57000000
0.060498902181
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAE2
125000.00000000
PA
USD
108876.15000000
0.025120315278
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.40900000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
105000.00000000
PA
USD
102609.15000000
0.023674369441
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
925000.00000000
PA
USD
718698.07000000
0.165820724818
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
17425689.45000000
PA
USD
17425689.45000000
4.020520682709
Long
RA
CORP
US
N
2
Repurchase
N
2.10000000
2023-04-03
18232200.00000000
USD
17774261.79000000
USD
UST
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
200000.00000000
PA
USD
30102.00000000
0.006945246782
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
Y
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
340430.29000000
PA
USD
314550.78000000
0.072574340337
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
1010000.00000000
PA
USD
873276.30000000
0.201485596076
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2021-A
03842VAB3
160000.00000000
PA
USD
132847.26000000
0.030651020035
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.40000000
N
N
N
N
N
N
2023-04-28
LOOMIS SAYLES FUNDS I
John Sgroi
John Sgroi
Assistant Treasurer