0001752724-23-197326.txt : 20230829
0001752724-23-197326.hdr.sgml : 20230829
20230829083702
ACCESSION NUMBER: 0001752724-23-197326
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230829
DATE AS OF CHANGE: 20230829
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS 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: 231218305
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
S000006646
Loomis Sayles Investment Grade Fixed Income Fund
C000018133
Institutional Class
LSIGX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000917469
XXXXXXXX
S000006646
C000018133
LOOMIS SAYLES FUNDS I
811-08282
0000917469
549300826G7KS737WZ11
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2139
Loomis Sayles Investment Grade Fixed Income Fund
S000006646
549300WC3NPNL3GIV677
2023-12-31
2023-06-30
N
195997352.39
331844.88
195665507.51
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
420647.96000000
USD
N
Fund's Securities Portfolio
N/A
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
155000.00000000
PA
USD
152605.01000000
0.077992801052
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
330000.00000000
PA
USD
309978.90000000
0.158422863561
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAF0
60533.41000000
PA
USD
60257.39000000
0.030796122815
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
4.11000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DX5
105000.00000000
PA
USD
104670.47000000
0.053494594592
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
1175000.00000000
PA
USD
949576.98000000
0.485306271955
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-1
14317CAG7
100000.00000000
PA
USD
90302.41000000
0.046151419915
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
2.47000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
240000.00000000
PA
USD
181380.74000000
0.092699394138
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2A8
1040000.00000000
PA
USD
941082.08000000
0.480964730051
Long
DBT
CORP
FR
N
2
2033-03-01
Fixed
4.37500000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
370000.00000000
PA
USD
323287.50000000
0.165224573362
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
100000.00000000
PA
USD
86674.81000000
0.044297439596
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.53800000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAC5
50000.00000000
PA
USD
41262.59000000
0.021088331063
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.95000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
125000.00000000
PA
USD
104528.04000000
0.053421801997
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAB0
135000.00000000
PA
USD
97406.93000000
0.049782371578
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2023-2
57109LAB9
125000.00000000
PA
USD
124203.59000000
0.063477508928
Long
ABS-O
CORP
US
N
2
2033-06-15
Fixed
6.54000000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AV6
104000.00000000
PA
USD
119249.56000000
0.060945621697
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.20000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
655000.00000000
PA
USD
576720.62000000
0.294748229945
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
117078.00000000
PA
USD
116225.56000000
0.059400127022
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
6.05000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
310000.00000000
PA
USD
270053.26000000
0.138017815933
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAL1
100000.00000000
PA
USD
79259.13000000
0.040507461436
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.64000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DA4
45000.00000000
PA
USD
42461.97000000
0.021701305733
Long
DBT
CORP
US
N
2
2033-08-03
Fixed
4.42000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
145000.00000000
PA
USD
144839.05000000
0.074023803092
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
95000.00000000
PA
USD
91490.83000000
0.046758793189
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
85000.00000000
PA
USD
63214.29000000
0.032307324272
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
310000.00000000
PA
USD
324537.15000000
0.165863239837
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
250000.00000000
PA
USD
197100.18000000
0.100733227081
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
75000.00000000
PA
USD
74872.61000000
0.038265615106
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAN8
100000.00000000
PA
USD
98832.10000000
0.050510742162
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
7.23000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
2125000.00000000
PA
USD
2054484.15000000
1.049998119824
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AL7
130000.00000000
PA
USD
116315.73000000
0.059446210770
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
565000.00000000
PA
USD
460368.62000000
0.235283482438
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
Aaset 2021-1 Trust
00038PAA8
215722.72000000
PA
USD
185847.28000000
0.094982136793
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-3
301989AF6
70000.00000000
PA
USD
69854.82000000
0.035701141651
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
6.68000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
500000.00000000
PA
USD
511715.00000000
0.261525399398
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
100000.00000000
PA
USD
85950.56000000
0.043927292599
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.40000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
110000.00000000
PA
USD
102579.37000000
0.052425882980
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
29744.32000000
PA
USD
27264.59000000
0.013934285274
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
165000.00000000
PA
USD
138731.77000000
0.070902517140
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395LFN6
125504.76000000
PA
USD
126524.95000000
0.064663900965
Long
ABS-MBS
USGSE
US
N
2
2035-01-15
Fixed
5.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
190000.00000000
PA
USD
153408.57000000
0.078403481508
Long
DBT
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
175000.00000000
PA
USD
128158.52000000
0.065498779846
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
600000.00000000
PA
USD
453673.30000000
0.231861663189
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
235000.00000000
PA
USD
191175.59000000
0.097705309654
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
1060000.00000000
PA
USD
996677.29000000
0.509378123248
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAB3
112552.52000000
PA
USD
107155.15000000
0.054764455607
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.63000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
1160000.00000000
PA
USD
1030986.88000000
0.526912940926
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
245000.00000000
PA
USD
224593.95000000
0.114784640817
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAC5
183390.10000000
PA
USD
178816.22000000
0.091388728793
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
115000.00000000
PA
USD
110964.86000000
0.056711508028
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
335000.00000000
PA
USD
281244.78000000
0.143737536359
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2C4
1145000.00000000
PA
USD
752539.80000000
0.384605242680
Long
DBT
CORP
FR
N
2
2041-01-26
Fixed
2.82400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
1580000.00000000
PA
USD
972070.23000000
0.496802038525
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAF3
185000.00000000
PA
USD
156881.83000000
0.080178582314
Long
DBT
CORP
XX
N
2
2029-02-02
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAW6
155000.00000000
PA
USD
149177.66000000
0.076241163758
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
4.02000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
260000.00000000
PA
USD
229410.09000000
0.117246055740
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2022-5 LLC
69377VAA9
501132.09000000
PA
USD
493013.75000000
0.251967634088
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
50000.00000000
PA
USD
48912.18000000
0.024997855075
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
280000.00000000
PA
USD
214772.61000000
0.109765186891
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
147637.50000000
PA
USD
137585.45000000
0.070316660177
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BC2
50000.00000000
PA
USD
43402.76000000
0.022182121188
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-1 Owner Trust
43813RAD9
1300000.00000000
PA
USD
1297041.20000000
0.662886993474
Long
ABS-O
CORP
US
N
2
2026-10-21
Fixed
1.63000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
865000.00000000
PA
USD
676637.60000000
0.345813428544
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
75000.00000000
PA
USD
72501.76000000
0.037053929904
Long
DBT
CORP
XX
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
53000.00000000
PA
USD
52702.14000000
0.026934813739
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAK7
147000.22000000
PA
USD
143378.59000000
0.073277396626
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
5.92300000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-2
22537CAE9
260000.00000000
PA
USD
241354.75000000
0.123350688157
Long
ABS-O
CORP
US
N
2
2030-06-17
Fixed
1.64000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
430000.00000000
PA
USD
397543.42000000
0.203175012836
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
190500.00000000
PA
USD
181701.57000000
0.092863362742
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
125000.00000000
PA
USD
128355.88000000
0.065599645861
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
130000.00000000
PA
USD
126652.97000000
0.064729328951
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
778000.00000000
PA
USD
850997.65000000
0.434924714544
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
85000.00000000
PA
USD
67492.15000000
0.034493637053
Long
DBT
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
600000.00000000
PA
USD
477000.00000000
0.243783386285
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
415000.00000000
PA
USD
413436.40000000
0.211297537957
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAF0
465000.00000000
PA
USD
464732.39000000
0.237513701783
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.87500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
219209.77000000
PA
USD
201430.54000000
0.102946371367
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
Morgan Stanley Eaton Vance CLO 2022-16 Ltd
N/A
Morgan Stanley Eaton Vance CLO 2022-16 Ltd
61774JAE4
530000.00000000
PA
USD
514635.67000000
0.263018084561
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.93600000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBB8
155000.00000000
PA
USD
141688.61000000
0.072413687932
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2017-A LLC
83404FAE4
100000.00000000
PA
USD
92143.90000000
0.047092561776
Long
ABS-O
CORP
US
N
2
2040-03-26
Variable
4.43000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-6
30168AAE2
75000.00000000
PA
USD
74958.36000000
0.038309439897
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.32000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2023-2
02529YAE3
330000.00000000
PA
USD
325999.84000000
0.166610786003
Long
ABS-O
CORP
US
N
2
2029-08-13
Fixed
5.96000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2021-1
68269MAE4
240000.00000000
PA
USD
190495.39000000
0.097357675567
Long
ABS-O
CORP
US
N
2
2036-06-16
Fixed
2.47000000
N
N
N
N
N
N
AGL CLO 5 Ltd
549300N06ILVP775P131
AGL CLO 5 Ltd
00119TAK0
250000.00000000
PA
USD
242791.00000000
0.124084721466
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.95000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAB9
195000.00000000
PA
USD
125135.52000000
0.063953796247
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
2.12000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
200000.00000000
PA
USD
15147.92000000
0.007741742626
Long
DBT
CORP
KY
N
2
2027-01-16
Fixed
5.20000000
Y
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
45000.00000000
PA
USD
42103.99000000
0.021518350646
Long
DBT
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
380000.00000000
PA
USD
349618.69000000
0.178681820035
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCT5
470000.00000000
PA
USD
468431.15000000
0.239404050290
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
280000.00000000
PA
USD
252700.00000000
0.129148976340
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
109831.22000000
PA
USD
99671.83000000
0.050939908248
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DVL0
6741.95000000
PA
USD
6860.14000000
0.003506054841
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Floating
4.11900000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
440000.00000000
PA
USD
440947.50000000
0.225357808645
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAH5
300000.00000000
PA
USD
295919.24000000
0.151237304809
Long
DBT
CORP
IE
N
2
2028-05-03
Fixed
5.45000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
265000.00000000
PA
USD
194343.04000000
0.099324118222
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AF8
236875.00000000
PA
USD
216482.67000000
0.110639157997
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
4.03000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVII LLC
91835EAA7
300002.08000000
PA
USD
273238.14000000
0.139645532560
Long
ABS-O
CORP
US
N
2
2051-04-25
Variable
2.24000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-3
14317DAG5
100000.00000000
PA
USD
88985.49000000
0.045478373338
Long
ABS-O
CORP
US
N
2
2028-01-18
Fixed
1.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAB7
455000.00000000
PA
USD
444232.43000000
0.227036658455
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
6.66000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAJ8
100000.00000000
PA
USD
80530.02000000
0.041156983172
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.18500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-1
262108AF0
340000.00000000
PA
USD
319812.36000000
0.163448511733
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.45000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
1685000.00000000
PA
USD
1351697.45000000
0.690820506486
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65300000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
762.00000000
NS
USD
87203.28000000
0.044567528078
Long
EC
CORP
US
N
1
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAC5
45522.36000000
PA
USD
40659.07000000
0.020779886305
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-2
33844WAG5
175000.00000000
PA
USD
156221.80000000
0.079841256636
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.59000000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
582834AP2
137000.00000000
PA
USD
158103.32000000
0.080802856881
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
7.55000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
1125000.00000000
PA
USD
980624.91000000
0.501174132569
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
522 Funding CLO Ltd
5493001LTHURD55KD110
522 Funding CLO 2021-7 Ltd
33833VAJ4
395000.00000000
PA
USD
353691.69000000
0.180763433729
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
8.17300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
30000.00000000
PA
USD
18144.85000000
0.009273402466
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-RPL1
52474HAB6
485000.00000000
PA
USD
415041.03000000
0.212117626290
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.25000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
585000.00000000
PA
USD
707035.10000000
0.361348869812
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAG1
400222.82000000
PA
USD
345344.31000000
0.176497285799
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
Octagon Investment Partners Ltd
N/A
Octagon Investment Partners 18-R Ltd
67576FAE9
300000.00000000
PA
USD
290815.20000000
0.148628751025
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
6.73000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
80000.00000000
PA
USD
74845.10000000
0.038251555398
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
15220000.00000000
PA
USD
14828798.51000000
7.578647201905
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
96150.68000000
PA
USD
74997.53000000
0.038329458755
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
400000.00000000
PA
USD
323225.52000000
0.165192896854
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
134923.31000000
PA
USD
131282.73000000
0.067095489476
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.89400000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBF0
640000.00000000
PA
USD
657060.73000000
0.335808154621
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
6.80000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2021-B
98163LAC4
796069.67000000
PA
USD
765943.21000000
0.391455407622
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-1 Trust
437300AJ5
86420.65000000
PA
USD
70491.59000000
0.036026579695
Long
ABS-O
CORP
US
N
2
2041-09-17
Fixed
2.57700000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
250000.00000000
PA
USD
229242.16000000
0.117160230700
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
100000.00000000
PA
USD
85848.74000000
0.043875254812
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
265000.00000000
PA
USD
197102.63000000
0.100734479218
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-RPL1 Trust
36167CAA4
141002.76000000
PA
USD
131581.62000000
0.067248245066
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
1285000.00000000
PA
USD
1033988.46000000
0.528446977271
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BZ5
425000.00000000
PA
USD
422876.24000000
0.216122016282
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AT3
104000.00000000
PA
USD
113659.65000000
0.058088751280
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
350000.00000000
PA
USD
311733.98000000
0.159319843321
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
1045000.00000000
PA
USD
879790.10000000
0.449639852826
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
45000.00000000
PA
USD
34126.65000000
0.017441321382
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-1
02530WAG9
100000.00000000
PA
USD
93641.27000000
0.047857832068
Long
ABS-O
CORP
US
N
2
2028-03-13
Fixed
2.46000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
220000.00000000
PA
USD
193106.21000000
0.098692003745
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
417595.11000000
PA
USD
390451.43000000
0.199550464958
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
3.91000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BL1
65000.00000000
PA
USD
64491.39000000
0.032960019791
Long
DBT
CORP
US
N
2
2033-05-08
Fixed
5.70000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
472319AC6
733000.00000000
PA
USD
747596.27000000
0.382078721750
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
98000.00000000
PA
USD
78085.71000000
0.039907754306
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
25000.00000000
PA
USD
19117.49000000
0.009770495701
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
56939.79000000
PA
USD
55186.70000000
0.028204613425
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
955000.00000000
PA
USD
798983.34000000
0.408341434403
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
80000.00000000
PA
USD
79449.49000000
0.040604749917
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-1
33843WAG6
165000.00000000
PA
USD
150021.33000000
0.076672343485
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
315000.00000000
PA
USD
247526.99000000
0.126505173625
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BL6
495000.00000000
PA
USD
487028.47000000
0.248908699442
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.45000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
54754.00000000
0.027983470718
Long
DBT
CORP
KY
N
2
2031-01-12
Fixed
3.30000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
200000.00000000
PA
USD
18925.29000000
0.009672266839
Long
DBT
CORP
KY
N
2
2026-12-14
Fixed
4.85000000
Y
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAJ4
150000.00000000
PA
USD
129283.17000000
0.066073561786
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
250000.00000000
PA
USD
222577.50000000
0.113754081050
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAG6
67015.41000000
PA
USD
66835.21000000
0.034157890601
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble Inc
896239AE0
450000.00000000
PA
USD
455953.56000000
0.233027049990
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2018-2
68269CAB2
145000.00000000
PA
USD
139418.17000000
0.071253319899
Long
ABS-O
CORP
US
N
2
2033-03-14
Fixed
3.89000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-5 LLC
69358DAA2
336422.30000000
PA
USD
309924.00000000
0.158394805473
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
805000.00000000
PA
USD
761884.92000000
0.389381311860
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AJ2
375000.00000000
PA
USD
335447.57000000
0.171439296720
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
935000.00000000
PA
USD
920127.61000000
0.470255397442
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AV0
195000.00000000
PA
USD
116355.64000000
0.059466607825
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEB8
825000.00000000
PA
USD
831611.73000000
0.425017030637
Long
DBT
CORP
US
N
2
2028-01-09
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAC2
125000.00000000
PA
USD
108668.25000000
0.055537765129
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2L0
970000.00000000
PA
USD
928484.19000000
0.474526247275
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
0.45000000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
200000.00000000
PA
USD
15147.92000000
0.007741742626
Long
DBT
CORP
KY
N
2
2022-07-03
None
0.00000000
Y
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAL4
105000.00000000
PA
USD
89686.53000000
0.045836658254
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.35800000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XD71H6EU9N2I97
Magnetite XIV-R LTD
55954LAE3
250000.00000000
PA
USD
244859.75000000
0.125142010523
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
6.86200000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RAZ2
125000.00000000
PA
USD
116271.54000000
0.059423626309
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
4.38300000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAY5
305000.00000000
PA
USD
300499.12000000
0.153577972849
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
250000.00000000
PA
USD
243082.50000000
0.124233700202
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
255000.00000000
PA
USD
243800.40000000
0.124600601865
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
210000.00000000
PA
USD
193283.60000000
0.098782663566
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
12375.00000000
NS
USD
574818.75000000
0.293776229298
Long
EP
CORP
US
N
1
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-3
22535GAC6
250000.00000000
PA
USD
230637.95000000
0.117873585863
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
310000.00000000
PA
USD
295280.46000000
0.150910839502
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
100000.00000000
PA
USD
87054.76000000
0.044491623029
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
GITSIT Mortgage Loan Trust 2023-NPL1
N/A
GITSIT Mortgage Loan Trust 2023-NPL1
375933AA6
260000.00000000
PA
USD
258701.82000000
0.132216364188
Long
ABS-O
CORP
US
N
2
2053-05-25
Variable
8.35300000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAM1
548000.00000000
PA
USD
506554.87000000
0.258888179345
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
300000.00000000
PA
USD
237180.00000000
0.121217072450
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAE5
170000.00000000
PA
USD
172647.89000000
0.088236241633
Long
DBT
CORP
SG
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
295000.00000000
PA
USD
257559.13000000
0.131632362432
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
385000.00000000
PA
USD
331135.61000000
0.169235556237
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAF2
215000.00000000
PA
USD
213674.65000000
0.109204045577
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
115000.00000000
PA
USD
96858.75000000
0.049502209782
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2020-3
025297AD4
100000.00000000
PA
USD
98346.90000000
0.050262767951
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
2.40000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
400000.00000000
PA
USD
327239.49000000
0.167244341715
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
415000.00000000
PA
USD
370889.88000000
0.189553020723
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
65000.00000000
PA
USD
55303.68000000
0.028264399128
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AT8
981000.00000000
PA
USD
991846.75000000
0.506909348828
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAC2
28504.44000000
PA
USD
26586.25000000
0.013587601789
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
200000.00000000
PA
USD
19966.00000000
0.010204149036
Long
DBT
CORP
KY
N
2
2026-07-15
None
0.00000000
Y
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
5000.00000000
PA
USD
4287.75000000
0.002191367326
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-3
57108QAC7
105000.00000000
PA
USD
95545.60000000
0.048831089963
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.81000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
1245000.00000000
PA
USD
1083585.79000000
0.553794996261
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAF7
545000.00000000
PA
USD
475001.30000000
0.242761898121
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
259700.00000000
PA
USD
214755.28000000
0.109756329939
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
45000.00000000
PA
USD
44020.97000000
0.022498073656
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAX6
360000.00000000
PA
USD
343125.14000000
0.175363120647
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.65000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
140000.00000000
PA
USD
113842.96000000
0.058182436674
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
40000.00000000
PA
USD
41378.72000000
0.021147682351
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
100000.00000000
PA
USD
91941.00000000
0.046988864399
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
391000.00000000
PA
USD
299127.49000000
0.152876965289
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
375000.00000000
PA
USD
331875.00000000
0.169613440929
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
555000.00000000
PA
USD
426119.22000000
0.217779426441
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
45000.00000000
PA
USD
40726.17000000
0.020814179524
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MBG3
250000.00000000
PA
USD
236548.00000000
0.120894072241
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
476875.00000000
PA
USD
408977.54000000
0.209018720368
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
85000.00000000
PA
USD
76317.10000000
0.039003859684
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
110000.00000000
PA
USD
91056.12000000
0.046536623219
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-B
78449YAB6
210000.00000000
PA
USD
171884.16000000
0.087845917345
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
2.65000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAB9
50000.00000000
PA
USD
42807.92000000
0.021878112573
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAW7
105000.00000000
PA
USD
97919.10000000
0.050044129517
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.59800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
50000.00000000
PA
USD
42237.66000000
0.021586666212
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
115000.00000000
PA
USD
94171.87000000
0.048129009143
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
645000.00000000
PA
USD
682410.00000000
0.348763565272
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-2
380149AC8
558516.78000000
PA
USD
539801.33000000
0.275879656496
Long
ABS-O
CORP
US
N
2
2026-04-16
Fixed
0.51000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP23
000000000
92.00000000
NC
USD
-197082.93000000
-0.10072441101
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
18904707.93000000
USD
-197082.93000000
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
107958.42000000
PA
USD
98998.36000000
0.050595713705
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAF6
105000.00000000
PA
USD
99946.95000000
0.051080515555
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
800000.00000000
PA
USD
355949.68000000
0.181917438862
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
255000.00000000
PA
USD
237957.33000000
0.121614347376
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
8.31000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2021-1 Ltd
89053BAA2
390000.00000000
PA
USD
379124.46000000
0.193761519250
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
2.24000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
45000.00000000
PA
USD
43972.81000000
0.022473460222
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
14000.00000000
PA
USD
11942.32000000
0.006103436498
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
335000.00000000
PA
USD
334206.62000000
0.170805076609
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
120000.00000000
PA
USD
113154.16000000
0.057830407331
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
330000.00000000
PA
USD
308029.08000000
0.157426356806
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300NPF57YF6WBDP72
Neuberger Berman CLO XX Ltd
64130TBC8
250000.00000000
PA
USD
243630.25000000
0.124513642235
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.91000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
10000.00000000
PA
USD
9707.00000000
0.004961017464
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
70000.00000000
PA
USD
64689.80000000
0.033061422436
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
540000.00000000
PA
USD
458270.73000000
0.234211300618
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAE2
250000.00000000
PA
USD
240604.18000000
0.122967089632
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
2.28000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
159000.00000000
PA
USD
121681.97000000
0.062188768755
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
155000.00000000
PA
USD
123516.40000000
0.063126302418
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
223925.33000000
PA
USD
216060.20000000
0.110423243600
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.64400000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
125000.00000000
PA
USD
58043.27000000
0.029664538598
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAF2
485000.00000000
PA
USD
452803.13000000
0.231416939941
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.33000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBL4
45000.00000000
PA
USD
45431.38000000
0.023218900754
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAS7
41436.60000000
PA
USD
9271.44000000
0.004738413079
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
6.05000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
950000.00000000
PA
USD
835679.35000000
0.427095894741
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAC9
541802.92000000
PA
USD
528278.06000000
0.269990386513
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.30000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
145000.00000000
PA
USD
120630.60000000
0.061651438485
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2021-1 Owner Trust
43813GAC5
270895.35000000
PA
USD
264536.60000000
0.135198381854
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.27000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
135000.00000000
PA
USD
111057.74000000
0.056758976793
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
280000.00000000
PA
USD
272842.33000000
0.139443243457
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAL4
125000.00000000
PA
USD
120080.64000000
0.061370366973
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
60000.00000000
PA
USD
55027.87000000
0.028123439179
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
290000.00000000
PA
USD
287439.74000000
0.146903633480
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
8.37900000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
55000.00000000
PA
USD
43387.73000000
0.022174439712
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
235081.25000000
PA
USD
194321.10000000
0.099312905208
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
180000.00000000
PA
USD
95632.20000000
0.048875349169
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
645000.00000000
PA
USD
532407.18000000
0.272100681809
Long
DBT
CORP
US
N
2
2031-04-27
Fixed
2.85000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
10315000.00000000
PA
448305.51000000
0.229118313035
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2013-2 Ltd
69688AAQ4
250000.00000000
PA
USD
243603.50000000
0.124499970945
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
6.76000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
330000.00000000
PA
USD
278076.49000000
0.142118298487
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
300000.00000000
PA
USD
259521.84000000
0.132635456960
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
235000.00000000
PA
USD
187142.45000000
0.095644067460
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
240000.00000000
PA
USD
222017.38000000
0.113467817003
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
313648.94000000
PA
USD
292273.14000000
0.149373869579
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AJ3
250000.00000000
PA
USD
209567.17000000
0.107104809972
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2022-1 LLC
784033AJ1
100000.00000000
PA
USD
88464.19000000
0.045211949272
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
3.79000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
250000.00000000
PA
USD
244475.28000000
0.124945517026
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
325000.00000000
PA
USD
256870.25000000
0.131280292203
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
240000.00000000
PA
USD
203133.26000000
0.103816591173
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
364000.00000000
PA
USD
364908.81000000
0.186496237708
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
150000.00000000
PA
USD
147340.20000000
0.075302081534
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEG7
80000.00000000
PA
USD
79301.07000000
0.040528895976
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KT58
129178.47000000
PA
USD
129536.84000000
0.066203206507
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
7.16700000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
100000.00000000
PA
USD
81566.06000000
0.041686478643
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
2.81100000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
580000.00000000
PA
USD
602905.01000000
0.308130450620
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
225000.00000000
PA
USD
184508.83000000
0.094298086744
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
55000.00000000
PA
USD
44548.89000000
0.022767881047
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
012873AK1
40000.00000000
PA
USD
42896.09000000
0.021923174168
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
40000.00000000
PA
USD
40315.60000000
0.020604346935
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2021-2 Owner Trust
43811JAC1
203870.36000000
PA
USD
198129.17000000
0.101259119464
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.33000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
65000.00000000
PA
USD
57286.87000000
0.029277960499
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
43413.38000000
PA
USD
43278.00000000
0.022118359311
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.54000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
200000.00000000
PA
USD
171813.20000000
0.087809651372
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
74759.74000000
PA
USD
74012.14000000
0.037825849298
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.46700000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
150000.00000000
PA
USD
133300.35000000
0.068126647203
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAJ3
235000.00000000
PA
USD
205709.04000000
0.105133011238
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.54700000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
138797.56000000
PA
USD
104314.10000000
0.053312462338
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05400000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
200000.00000000
PA
USD
13263.50000000
0.006778660259
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
43006.84000000
PA
USD
41296.18000000
0.021105498115
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
94512.82000000
PA
USD
94305.84000000
0.048197478032
Long
LON
CORP
PA
N
2
2025-06-30
Variable
8.21700000
N
N
N
N
N
N
CANYON CAPITAL CLO LTD
N/A
Canyon CLO 2021-4 Ltd
13877PAC1
250000.00000000
PA
USD
248783.25000000
0.127147218314
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.96000000
N
N
N
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XVIII Ltd
83012HAG9
310000.00000000
PA
USD
288516.69000000
0.147454037081
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
8.15000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
1244000.00000000
PA
USD
1140777.26000000
0.583024200083
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AV0
395000.00000000
PA
USD
396453.60000000
0.202618031683
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
200000.00000000
PA
USD
139905.18000000
0.071502219159
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
35946.11000000
PA
USD
33518.37000000
0.017130443902
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89200000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
170000.00000000
PA
USD
136369.33000000
0.069695130089
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2021-1
35105WAL3
270000.00000000
PA
USD
254873.47000000
0.130259785305
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.32000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
130000.00000000
PA
USD
117442.00000000
0.060021820654
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
985000.00000000
PA
USD
756779.64000000
0.386772124341
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBC8
200000.00000000
PA
USD
198345.58000000
0.101369721482
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
55000.00000000
PA
USD
44235.64000000
0.022607786401
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
211000.00000000
PA
USD
217516.64000000
0.111167595539
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBG9
495000.00000000
PA
USD
400234.58000000
0.204550400882
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Variable
4.22900000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-6 Mortgage Loan Trust
12658YAA3
542753.52000000
PA
USD
456802.26000000
0.233460800430
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
1.90700000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-3
23344QAD1
690000.00000000
PA
USD
621980.56000000
0.317879511782
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
1.31000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
395000.00000000
PA
USD
326651.75000000
0.166943961742
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAE3
200000.00000000
PA
USD
202663.82000000
0.103576671524
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
115000.00000000
PA
USD
112484.56000000
0.057488190653
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
6.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
165000.00000000
PA
USD
129809.34000000
0.066342474793
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAJ5
207344.35000000
PA
USD
178691.46000000
0.091324966916
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
191000.00000000
PA
USD
179518.09000000
0.091747437902
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
1488000.00000000
PA
USD
1943893.44000000
0.993477830986
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
96373.79000000
PA
USD
93652.52000000
0.047863581676
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.44400000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAA9
780000.00000000
PA
USD
805220.40000000
0.411529047836
Long
DBT
CORP
ID
N
2
2044-05-30
Fixed
6.45000000
N
N
N
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
1560000.00000000
PA
USD
1648452.00000000
0.842484718424
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAG1
315000.00000000
PA
USD
301266.32000000
0.153970070572
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
100000.00000000
PA
USD
104703.00000000
0.053511219904
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAW2
140000.00000000
PA
USD
136801.26000000
0.069915879268
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
1205000.00000000
PA
USD
934714.89000000
0.477710610262
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
490000.00000000
PA
USD
453301.30000000
0.231671542812
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
BINOM Securitization Trust
N/A
BINOM Securitization Trust 2022-RPL1
05552CAB0
300000.00000000
PA
USD
219805.05000000
0.112337147613
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
3.00000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
650000.00000000
PA
USD
603559.63000000
0.308465011376
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
425000.00000000
PA
USD
279364.49000000
0.142776564738
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Voya CLO Ltd
54930068MLVF3BECCK93
Voya CLO 2018-3 Ltd
92917KAC8
255000.00000000
PA
USD
246284.87000000
0.125870355554
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.91000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
43000.00000000
PA
USD
41561.10000000
0.021240892443
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
349675.00000000
PA
USD
295617.34000000
0.151083010880
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAJ5
105000.00000000
PA
USD
97237.80000000
0.049695933247
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
7.52600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
7125000.00000000
PA
USD
6357949.22000000
3.249397045452
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
215533.33000000
PA
USD
181686.28000000
0.092855548385
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
220629.38000000
PA
USD
221249.35000000
0.113075295086
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.06700000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
533000.00000000
PA
USD
514740.34000000
0.263071578915
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
965000.00000000
PA
USD
489737.50000000
0.250293220421
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
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
165000.00000000
PA
USD
167974.95000000
0.085848012834
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
45000.00000000
PA
USD
43536.34000000
0.022250390758
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
57750.00000000
PA
USD
52710.91000000
0.026939295878
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
310000.00000000
PA
USD
281003.84000000
0.143614397640
Long
ABS-O
CORP
US
N
2
2035-05-14
Fixed
5.20000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
715000.00000000
PA
USD
663753.16000000
0.339228496860
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2005-3AR
61745M4T7
3915.77000000
PA
USD
3294.38000000
0.001683679480
Long
ABS-MBS
CORP
US
N
3
2035-07-25
Variable
5.31700000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAN1
170000.00000000
PA
USD
169496.80000000
0.086625794273
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
361754.95000000
PA
USD
339035.44000000
0.173272971978
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
230000.00000000
PA
USD
189986.99000000
0.097097844386
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
200000.00000000
PA
USD
159622.85000000
0.081579452623
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
536000.00000000
PA
USD
509186.06000000
0.260232918146
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
50000.00000000
PA
USD
42419.16000000
0.021679426558
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
1095.00000000
NS
USD
1283142.90000000
0.655783901991
Long
EP
CORP
US
N
1
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CC3
50000.00000000
PA
USD
41234.70000000
0.021074077145
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
250000.00000000
PA
USD
299659.53000000
0.153148878314
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
415000.00000000
PA
USD
387098.01000000
0.197836611534
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
865000.00000000
PA
USD
689811.55000000
0.352546321923
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BP2
552000.00000000
PA
USD
597711.71000000
0.305476278167
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECG8
200000.00000000
PA
USD
199207.05000000
0.101809998366
Long
DBT
CORP
GB
N
2
2034-05-09
Fixed
6.22400000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
465000.00000000
PA
USD
402063.51000000
0.205485123625
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
200000.00000000
PA
USD
142696.30000000
0.072928694390
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
32034.17000000
PA
USD
28942.17000000
0.014791656622
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAG3
173461.11000000
PA
USD
170453.99000000
0.087114991379
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
195000.00000000
PA
USD
162771.45000000
0.083188627403
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
2357.00000000
NS
USD
132604.82000000
0.067771178317
Long
EC
CORP
CA
N
1
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-2
22535MAE9
370000.00000000
PA
USD
365033.49000000
0.186559958699
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
404212.00000000
PA
USD
370490.05000000
0.189348677094
Long
ABS-O
CORP
US
N
2
2037-09-15
Fixed
2.23000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
155000.00000000
PA
USD
107890.26000000
0.055140152893
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
200000.00000000
PA
USD
40798.00000000
0.020850890133
Long
DBT
CORP
VG
N
2
2030-01-14
Fixed
4.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAT8
1415000.00000000
PA
USD
1153282.19000000
0.589415173208
Long
DBT
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP23
000000000
43.00000000
NC
USD
-60099.55000000
-0.03071545453
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
4665130.80000000
USD
-60099.55000000
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
40000.00000000
PA
USD
40051.02000000
0.020469126372
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
Octagon Investment Partners XV Ltd
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd
67590EBG8
297724.96000000
PA
USD
295797.19000000
0.151174927949
Long
ABS-CBDO
CORP
KY
N
2
2030-07-19
Floating
6.23500000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-B
00834DAC7
100000.00000000
PA
USD
93612.37000000
0.047843061963
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
161395.00000000
PA
USD
150731.96000000
0.077035529623
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
35000.00000000
PA
USD
29567.17000000
0.015111079298
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
54808.94000000
PA
USD
46074.90000000
0.023547788563
Long
ABS-O
CORP
KY
N
2
2042-10-15
Fixed
4.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
1192000.00000000
PA
USD
1149885.00000000
0.587678949976
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR1 Trust
33767WAJ2
260000.00000000
PA
USD
222100.55000000
0.113510323217
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.38900000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
100000.00000000
PA
USD
97028.17000000
0.049588796326
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
55000.00000000
PA
USD
43686.47000000
0.022327118640
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHA5
190000.00000000
PA
USD
186590.43000000
0.095361943131
Long
ABS-O
CORP
US
N
2
2029-06-20
Fixed
7.24000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-4
02529XAC9
60000.00000000
PA
USD
61001.86000000
0.031176603774
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
7.86000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2023-1
74113GAL7
140000.00000000
PA
USD
137715.35000000
0.070383048986
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
6.33000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
50000.00000000
PA
USD
43643.28000000
0.022305045255
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
620000.00000000
PA
USD
559889.70000000
0.286146345937
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
50000.00000000
PA
USD
43335.44000000
0.022147715533
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
375000.00000000
PA
USD
383569.88000000
0.196033467973
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle US CLO 2021-9 Ltd
14317KAC8
270000.00000000
PA
USD
262225.89000000
0.134017432779
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.90000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XVI
67115LAA2
250000.00000000
PA
USD
245025.50000000
0.125226721417
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
6.41200000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
200000.00000000
PA
USD
206106.40000000
0.105336092509
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
480000.00000000
PA
USD
425700.23000000
0.217565290590
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL3 Trust
12661GAS8
100000.00000000
PA
USD
75274.76000000
0.038471144433
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Fixed
3.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBC4
110000.00000000
PA
USD
108095.28000000
0.055244933752
Long
DBT
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
366528.50000000
PA
USD
363874.83000000
0.185967795055
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CoreVest American Finance 2021-2 Trust
21873BAJ4
160000.00000000
PA
USD
125695.42000000
0.064239947857
Long
ABS-O
CORP
US
N
2
2054-07-15
Fixed
2.47800000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd
55953MAN2
250000.00000000
PA
USD
247814.50000000
0.126652113166
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
6.33900000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
172484.97000000
PA
USD
149616.27000000
0.076465326926
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
365000.00000000
PA
USD
341450.67000000
0.174507338746
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAA8
281471.10000000
PA
USD
254888.66000000
0.130267548554
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
1.86800000
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
Taco Bell Funding LLC
87342RAH7
453100.00000000
PA
USD
371995.55000000
0.190118102436
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
995000.00000000
PA
USD
806803.21000000
0.412337984485
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
310000.00000000
PA
USD
275882.75000000
0.140997130005
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
100000.00000000
PA
USD
59520.00000000
0.030419260276
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
200000.00000000
PA
USD
195100.00000000
0.099710982524
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAD2
120000.00000000
PA
USD
114595.66000000
0.058567123791
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
185000.00000000
PA
USD
156801.85000000
0.080137706433
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
4071090.45000000
PA
USD
4071090.45000000
2.080637768918
Long
RA
CORP
US
N
2
Repurchase
N
2.30000000
2023-07-03
4374900.00000000
USD
4152514.21000000
USD
UST
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AF5
200000.00000000
PA
USD
196047.90000000
0.100195431731
Long
DBT
CORP
GB
N
2
2028-09-30
Fixed
5.51600000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
125000.00000000
PA
USD
107104.23000000
0.054738431603
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
80000.00000000
PA
USD
70205.01000000
0.035880115454
Long
DBT
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
317.00000000
NS
USD
365184.00000000
0.186636880790
Long
EP
CORP
US
N
1
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
200000.00000000
PA
USD
200837.24000000
0.102643149810
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
6.37500000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
420000.00000000
PA
USD
415512.38000000
0.212358522096
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
975000.00000000
PA
USD
902269.66000000
0.461128622761
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAA9
307497.73000000
PA
USD
264795.52000000
0.135330709724
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
165000.00000000
PA
USD
134321.69000000
0.068648629852
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
170000.00000000
PA
USD
156745.59000000
0.080108953281
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.92000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PAR3
562000.00000000
PA
USD
619699.46000000
0.316713695676
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
6.70000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2021-SFR2 Trust
33767TAJ9
205000.00000000
PA
USD
175571.51000000
0.089730434471
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
2.25800000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAG1
95000.00000000
PA
USD
88345.73000000
0.045151407176
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
7.22600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
240175.14000000
PA
USD
220626.73000000
0.112757088772
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
40000.00000000
PA
USD
34522.60000000
0.017643682036
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
CIFI HOLDINGS GROUP
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
22464.00000000
0.011480817588
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
145000.00000000
PA
USD
120452.43000000
0.061560380024
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.58400000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-2
35635CAC6
65371.02000000
PA
USD
64099.68000000
0.032759826101
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
1.94000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AB2
40000.00000000
PA
USD
41380.59000000
0.021148638064
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.80000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
85000.00000000
PA
USD
64587.20000000
0.033008986009
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
110000.00000000
PA
USD
91662.67000000
0.046846616537
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
US AIRWAYS 2011-1A PTT
N/A
US Airways 2011-1 Class A Pass Through Trust
903436AA1
151323.80000000
PA
USD
151033.26000000
0.077189516906
Long
DBT
CORP
US
N
2
2023-10-22
Fixed
7.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412EJ23
1630.63000000
PA
USD
1651.59000000
0.000844088475
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
5.73800000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2021-2
96042RAF5
275000.00000000
PA
USD
254749.28000000
0.130196314742
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.23000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
55000.00000000
PA
USD
41463.77000000
0.021191149389
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAJ7
55000.00000000
PA
USD
44523.48000000
0.022754894598
Long
DBT
CORP
XX
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
244609.76000000
PA
USD
221119.54000000
0.113008952274
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
UNITED AIR 2016-2 B PTT
N/A
United Airlines 2016-2 Class B Pass Through Trust
90933JAA9
185127.32000000
PA
USD
171994.39000000
0.087902253283
Long
DBT
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXVI CLO Ltd
36321LAC3
250000.00000000
PA
USD
243504.50000000
0.124449374393
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
7.07900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
2485000.00000000
PA
USD
1795800.78000000
0.917791184993
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAF5
355000.00000000
PA
USD
349264.98000000
0.178501047243
Long
ABS-O
CORP
US
N
2
2053-03-05
Fixed
7.82400000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
295000.00000000
PA
USD
278692.40000000
0.142433075479
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900B0583OW8RQ8N33
Madison Park Funding XXV Ltd
55820RAJ1
307283.66000000
PA
USD
304863.19000000
0.155808345517
Long
ABS-CBDO
CORP
KY
N
2
2029-04-25
Floating
6.22500000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAR4
455000.00000000
PA
USD
434525.00000000
0.222075421227
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
600000.00000000
PA
USD
543494.10000000
0.277766943656
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016269AB8
600000.00000000
PA
USD
590132.40000000
0.301602672596
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.90000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
10000.00000000
PA
USD
9923.99000000
0.005071915907
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP23
000000000
-219.00000000
NC
USD
112729.94000000
0.057613598551
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
-26050542.44000000
USD
112729.94000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
305000.00000000
PA
USD
269131.48000000
0.137546716038
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
196371.18000000
PA
USD
180375.20000000
0.092185486494
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAF0
155000.00000000
PA
USD
154609.73000000
0.079017365895
Long
ABS-O
CORP
US
N
2
2026-03-23
Fixed
1.92000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAN6
199044.74000000
PA
USD
191803.99000000
0.098026469989
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.99400000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BW8
40000.00000000
PA
USD
39635.36000000
0.020256692405
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBY5
370000.00000000
PA
USD
367425.87000000
0.187782647373
Long
DBT
US
N
2
2028-03-15
Fixed
5.50000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AJ7
50000.00000000
PA
USD
40891.12000000
0.020898481556
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.65000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
55000.00000000
PA
USD
46543.75000000
0.023787406678
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP23
000000000
179.00000000
NC
USD
99845.76000000
0.051028799746
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
22616372.99000000
USD
99845.76000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
1135000.00000000
PA
USD
1078996.18000000
0.551449355449
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FT9
4020000.00000000
PA
USD
3928689.24000000
2.007859888028
Long
STIV
UST
US
N
2
2023-12-07
None
0.00000000
N
N
N
N
N
N
Battalion CLO LTD
549300WH2OE0BGHQQP83
Battalion CLO VIII Ltd
07132ACE1
250000.00000000
PA
USD
243255.50000000
0.124322116399
Long
ABS-CBDO
CORP
KY
N
2
2030-07-18
Floating
6.81200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CC1
55000.00000000
PA
USD
43985.53000000
0.022479961113
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
200000.00000000
PA
USD
135378.08000000
0.069188525725
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
165000.00000000
PA
USD
155345.85000000
0.079393579367
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8N5
985000.00000000
PA
USD
984237.96000000
0.503020676727
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
275000.00000000
PA
USD
286431.06000000
0.146388121056
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 15 Ltd
750103AC7
250000.00000000
PA
USD
243310.25000000
0.124350097825
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
6.90000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
30000.00000000
PA
USD
25664.75000000
0.013116644996
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBR6
430000.00000000
PA
USD
366083.76000000
0.187096726785
Long
DBT
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
SHIMAO GROUP HLDGS LTD
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
200000.00000000
PA
USD
14524.22000000
0.007422984349
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
110000.00000000
PA
USD
85882.94000000
0.043892733621
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
400000.00000000
PA
USD
302478.51000000
0.154589592130
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
5000.00000000
PA
USD
3736.29000000
0.001909529199
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-3FP
30322MAD1
215000.00000000
PA
USD
199676.58000000
0.102049964013
Long
ABS-O
CORP
US
N
2
2028-11-20
Fixed
2.37000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
210000.00000000
PA
USD
240765.00000000
0.123049280920
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
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
465000.00000000
PA
USD
467466.76000000
0.238911173435
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
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2021-1
32059FAG4
285000.00000000
PA
USD
264905.22000000
0.135386774792
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.62000000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAD5
78546.80000000
PA
USD
69927.74000000
0.035738409334
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
2.92000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP23
000000000
59.00000000
NC
USD
133469.32000000
0.068213003762
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
7903436.93000000
USD
133469.32000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
200000.00000000
PA
USD
209616.20000000
0.107129868042
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
284416.41000000
PA
USD
271092.78000000
0.138549089949
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.56800000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAY7
50000.00000000
PA
USD
41075.74000000
0.020992836459
Long
DBT
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBV1
45000.00000000
PA
USD
43104.81000000
0.022029846010
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
40000.00000000
PA
USD
42552.13000000
0.021747384371
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
216.00000000
NS
USD
44750.88000000
0.022871113345
Long
EC
CORP
US
N
1
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
60000.00000000
PA
USD
60520.40000000
0.030930540988
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
325000.00000000
PA
USD
246025.25000000
0.125737669930
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
495000.00000000
PA
USD
453802.34000000
0.231927612472
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
65000.00000000
PA
USD
64372.76000000
0.032899390812
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
115000.00000000
PA
USD
113509.82000000
0.058012176721
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
20000.00000000
PA
USD
17095.12000000
0.008736910361
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2023-2
23346CAG3
265000.00000000
PA
USD
262459.23000000
0.134136687319
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
6.62000000
N
N
N
N
N
N
Elmwood CLO VIII Ltd
N/A
Elmwood CLO VIII Ltd
29003EAQ8
275000.00000000
PA
USD
264825.41000000
0.135345985794
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
8.10000000
N
N
N
N
N
N
AIR CANADA 2020-2A PTT
N/A
Air Canada 2020-2 Class A Pass Through Trust
00909DAA1
1021755.44000000
PA
USD
994893.49000000
0.508466465377
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
5.25000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
70000.00000000
PA
USD
58801.40000000
0.030052000860
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
890000.00000000
PA
USD
562372.15000000
0.287415067252
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS7
52474MAA7
83309.88000000
PA
USD
82619.60000000
0.042224917948
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
6.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
225000.00000000
PA
USD
187431.35000000
0.095791717398
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
510000.00000000
PA
USD
459989.94000000
0.235089948071
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RBC2
185000.00000000
PA
USD
151989.77000000
0.077678366480
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.88500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
25000.00000000
PA
USD
20906.55000000
0.010684841833
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
250000.00000000
PA
USD
255447.49000000
0.130553153312
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.12500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
105000.00000000
PA
USD
94277.40000000
0.048182943023
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
1320.00000000
NS
USD
173395.20000000
0.088618174049
Long
EC
CORP
US
N
1
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
77384.66000000
PA
USD
74140.26000000
0.037891328391
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
1300000.00000000
PA
USD
1064453.00000000
0.544016681093
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-3
33846QAG6
210000.00000000
PA
USD
185311.04000000
0.094708077247
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
80000.00000000
PA
USD
66745.31000000
0.034111944843
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
85000.00000000
PA
USD
83892.24000000
0.042875334067
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
55000.00000000
PA
USD
48800.79000000
0.024940926288
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KBR8
655000.00000000
PA
USD
586917.60000000
0.299959664566
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.20400000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
CAFL 2021-RTL1 Issuer LLC
12468RAA8
280000.00000000
PA
USD
255275.64000000
0.130465324853
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
2.23900000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319XAC1
250000.00000000
PA
USD
242992.00000000
0.124187447799
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
6.90500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2023-2
33843EAL5
275000.00000000
PA
USD
270250.81000000
0.138118779052
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
6.62000000
N
N
N
N
N
N
Merlin Aviation Holdings DAC
N/A
Merlin Aviation Holdings DAC
59010RAA2
66500.41000000
PA
USD
59543.00000000
0.030431015030
Long
ABS-O
CORP
US
N
2
2032-12-15
Variable
4.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
50000.00000000
PA
USD
43363.00000000
0.022161800795
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAD4
1110000.00000000
PA
USD
937195.23000000
0.478978253206
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.12500000
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAG2
431000.00000000
PA
USD
428046.36000000
0.218764341987
Long
ABS-O
CORP
US
N
2
2048-06-18
Fixed
6.31000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
88000.00000000
PA
USD
83321.24000000
0.042583509510
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAG0
115000.00000000
PA
USD
107323.64000000
0.054850566850
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
190000.00000000
PA
USD
162749.77000000
0.083177547269
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FL6
1975000.00000000
PA
USD
1934063.52000000
0.988453992025
Long
STIV
UST
US
N
2
2023-11-24
None
0.00000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108TAC1
100000.00000000
PA
USD
94152.13000000
0.048118920497
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
86266.35000000
0.044088685378
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.55900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FV4
1005000.00000000
PA
USD
979985.55000000
0.500847370837
Long
STIV
UST
US
N
2
2023-12-21
None
0.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
597800.00000000
PA
USD
498643.51000000
0.254844870895
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2021-1 Trust
21873LAJ2
100000.00000000
PA
USD
81652.32000000
0.041730564083
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
94232.12000000
PA
USD
85101.30000000
0.043493255956
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
330000.00000000
PA
USD
277354.44000000
0.141749275858
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
145961.08000000
PA
USD
136627.19000000
0.069826916219
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
75000.00000000
PA
USD
68831.73000000
0.035178264619
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CB7
1050000.00000000
PA
USD
1040479.72000000
0.531764506294
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAR7
99522.37000000
PA
USD
94841.04000000
0.048471006058
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
7.19400000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-4 LLC
693583AA4
93814.25000000
PA
USD
86408.30000000
0.044161232656
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR7 Trust
74333PAJ6
165000.00000000
PA
USD
132247.86000000
0.067588744527
Long
ABS-O
CORP
US
N
2
2040-08-17
Fixed
2.59100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
220000.00000000
PA
USD
189513.03000000
0.096855614672
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
75000.00000000
PA
USD
74395.29000000
0.038021668175
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XQ7
5715000.00000000
PA
USD
5707052.55000000
2.916739195695
Long
STIV
UST
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
155000.00000000
PA
USD
133722.99000000
0.068342648482
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
200000.00000000
PA
USD
193372.72000000
0.098828210685
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
195000.00000000
PA
USD
170927.16000000
0.087356817343
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BZ2
45000.00000000
PA
USD
42615.54000000
0.021779791718
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.65000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DU0
470000.00000000
PA
USD
473999.76000000
0.242250034782
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16100000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAF1
235000.00000000
PA
USD
214091.82000000
0.109417251269
Long
ABS-O
CORP
US
N
2
2026-12-18
Fixed
1.21000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR5 Trust
74333FAE9
120000.00000000
PA
USD
102442.81000000
0.052356090403
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
735000.00000000
PA
USD
606858.80000000
0.310151138911
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
150000.00000000
PA
USD
141975.75000000
0.072560438376
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AH8
40000.00000000
PA
USD
39471.33000000
0.020172860563
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.55000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust 2012-BWTR
36192RAA0
105000.00000000
PA
USD
75114.28000000
0.038389126911
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2019-1
32059TAG4
73272.29000000
PA
USD
73168.41000000
0.037394638907
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.55000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
120467.24000000
PA
USD
117519.02000000
0.060061183749
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.57400000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
25000.00000000
PA
USD
24544.55000000
0.012544137345
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
WAVE 2017-1 LLC
N/A
WAVE 2017-1 Trust
94353WAA3
148910.75000000
PA
USD
118390.00000000
0.060506320969
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
385000.00000000
PA
USD
407333.85000000
0.208178669395
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BD1
465000.00000000
PA
USD
454301.80000000
0.232182874631
Long
DBT
CORP
GB
N
2
2033-05-02
Fixed
5.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-E
63942EAB4
100000.00000000
PA
USD
66691.33000000
0.034084356946
Long
ABS-O
CORP
US
N
2
2069-12-16
Fixed
2.03000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
85000.00000000
PA
USD
77968.79000000
0.039847999267
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
220000.00000000
PA
USD
226100.65000000
0.115554679451
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAL0
65000.00000000
PA
USD
59837.15000000
0.030581348118
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
8.82500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
588000.00000000
PA
USD
494954.88000000
0.252959699590
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
370000.00000000
PA
USD
292881.61000000
0.149684844164
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
940000.00000000
PA
USD
793190.80000000
0.405381004600
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
265000.00000000
PA
USD
256054.99000000
0.130863632153
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
1245000.00000000
PA
USD
985181.83000000
0.503503066297
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
640000.00000000
PA
USD
421797.34000000
0.215570616082
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCD3
40000.00000000
PA
USD
40676.62000000
0.020788855694
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.35000000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAQ1
347200.00000000
PA
USD
297660.43000000
0.152127185720
Long
ABS-O
CORP
BM
N
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AT0
45000.00000000
PA
USD
41932.44000000
0.021430675510
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
555000.00000000
PA
USD
377067.00000000
0.192710000244
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
425000.00000000
PA
USD
438940.85000000
0.224332257425
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
370000.00000000
PA
USD
372422.02000000
0.190336061137
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
114827.41000000
PA
USD
108308.50000000
0.055353905437
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
120000.00000000
PA
USD
98288.40000000
0.050232869988
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
1120000.00000000
PA
USD
1031820.83000000
0.527339152991
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
200000.00000000
PA
USD
181420.16000000
0.092719540765
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
60000.00000000
PA
USD
60222.24000000
0.030778158484
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AC2
655000.00000000
PA
USD
576426.05000000
0.294597682205
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
867000.00000000
PA
USD
885468.27000000
0.452541830835
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
CoreVest American Finance Trust
N/A
CoreVest American Finance 2021-3 Trust
21873NAL3
100000.00000000
PA
USD
80917.96000000
0.041355250105
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
140000.00000000
PA
USD
111855.61000000
0.057166749225
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR2 Trust
33767PAG3
360000.00000000
PA
USD
328421.84000000
0.167848612757
Long
ABS-O
CORP
US
N
2
2039-07-17
Fixed
4.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-VI Ltd
12553SAG9
250000.00000000
PA
USD
243502.25000000
0.124448224471
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.91000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
508494.16000000
PA
USD
468773.24000000
0.239578884375
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.79600000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
565000.00000000
PA
USD
433108.65000000
0.221351558336
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
625000.00000000
PA
USD
633582.14000000
0.323808804148
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAZ0
55000.00000000
PA
USD
52182.61000000
0.026669294278
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
5.10200000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
490000.00000000
PA
USD
419058.90000000
0.214171064350
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
55000.00000000
PA
USD
43886.36000000
0.022429277678
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AY4
405000.00000000
PA
USD
402441.88000000
0.205678499558
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAA5
219804.65000000
PA
USD
203281.85000000
0.103892531998
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
375000.00000000
PA
USD
372541.44000000
0.190397093867
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
100000.00000000
PA
USD
97250.69000000
0.049702521020
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
100000.00000000
PA
USD
86348.06000000
0.044130445421
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
80000.00000000
PA
USD
76989.60000000
0.039347558483
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
425000.00000000
PA
USD
343659.11000000
0.175636020049
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
125000.00000000
PA
USD
99819.13000000
0.051015189784
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
96750.00000000
PA
USD
84538.22000000
0.043205479123
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
200000.00000000
PA
USD
13263.50000000
0.006778660259
Long
DBT
CORP
KY
N
2
2027-01-14
Fixed
5.75000000
Y
N
N
N
N
N
Bankers Healthcare Group Securitization Trust
N/A
BHG Securitization Trust 2022-A
054977AB9
430000.00000000
PA
USD
384145.36000000
0.196327582152
Long
ABS-O
CORP
US
N
2
2035-02-20
Fixed
2.70000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
35972.35000000
PA
USD
33090.96000000
0.016912004788
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-4
30167GAG5
159408.37000000
PA
USD
156903.57000000
0.080189693112
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
2.58000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BW5
2680000.00000000
PA
USD
2569392.70000000
1.313155666881
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
740000.00000000
PA
USD
585649.14000000
0.299311384746
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP23
000000000
255.00000000
NC
USD
-335208.46000000
-0.17131709327
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
28962942.84000000
USD
-335208.46000000
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios X Issuer LLC
86744WAA7
345031.75000000
PA
USD
330073.17000000
0.168692568353
Long
ABS-O
CORP
US
N
2
2049-11-22
Fixed
5.30000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2021-A
03842VAB3
100000.00000000
PA
USD
81521.73000000
0.041663822631
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
2.40000000
N
N
N
N
N
N
2023-07-31
LOOMIS SAYLES FUNDS I
John Sgroi
John Sgroi
Assistant Treasurer