0001145549-20-028981.txt : 20200528 0001145549-20-028981.hdr.sgml : 20200528 20200528083709 ACCESSION NUMBER: 0001145549-20-028981 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200528 PERIOD START: 20200331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST CENTRAL INDEX KEY: 0001097519 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-09645 FILM NUMBER: 20917509 BUSINESS ADDRESS: STREET 1: 225 FRANKLIN STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 800-345-6611 MAIL ADDRESS: STREET 1: 225 FRANKLIN STREET CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: NATIONS FUNDS TRUST DATE OF NAME CHANGE: 19991022 0001097519 S000010777 Columbia Short Term Bond Fund C000029788 Columbia Short Term Bond Fund Class A NSTRX C000029790 Columbia Short Term Bond Fund Class C NSTIX C000029791 Columbia Short Term Bond Fund Institutional Class NSTMX C000079024 Columbia Short Term Bond Fund Institutional 3 Class CSBYX C000094638 Columbia Short Term Bond Fund Class R CSBRX C000122568 Columbia Short Term Bond Fund Advisor Class CMDRX C000122569 Columbia Short Term Bond Fund Institutional 2 Class CCBRX NPORT-P 1 primary_doc.xml NPORT-P false 0001097519 XXXXXXXX S000010777 C000122568 C000029788 C000029790 C000094638 C000029791 C000122569 C000079024 Columbia Funds Series Trust 811-09645 0001097519 549300712V4UL3XCAB43 225 Franklin St. Boston 02110 800-345-6611 Columbia Short Term Bond Fund S000010777 W20PRBDXHB83CYNHX881 2020-03-31 2020-03-31 N 1063538705.740000000000 114358625.740000000000 949180080.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 111381217.050000000000 0.000000000000 0.000000000000 0.000000000000 USD N CONNS RECEIVABLES FUNDING CONN_19-B N/A 20824LAA3 1723752.380000000000 PA USD 1656010.810000000000 0.1744675057 Long ABS-MBS CORP US N 2 2024-06-17 Fixed 2.660000000000 N N N N N N CONNS RECEIVABLES FUNDING CONN_18-A N/A 20826JAA6 259624.620000000000 PA USD 251846.010000000000 0.0265330063 Long ABS-MBS CORP US N 2 2023-01-15 Fixed 3.250000000000 N N N N N N CONN FUNDING II LP CONN_19-A N/A 20827DAA8 782436.930000000000 PA USD 766920.190000000000 0.0807981758 Long ABS-MBS CORP US N 2 2023-10-16 Fixed 3.400000000000 N N N N N N CONSTELLIUM NV 724500KRJEMC79KAAU28 210383AA3 439000.000000000000 PA USD 391751.520000000000 0.0412726234 Long DBT CORP NL N 2 2024-05-15 Fixed 5.750000000000 N N N N N N CONSTELLIUM NV 724500KRJEMC79KAAU28 210383AF2 216000.000000000000 PA USD 194473.450000000000 0.0204885726 Long DBT CORP NL N 2 2025-03-01 Fixed 6.625000000000 N N N N N N CONSUMER LOAN UNDERLYING BOND CLUB_18-P2 N/A 21052NAA0 1847542.650000000000 PA USD 1667702.660000000000 0.1756992899 Long ABS-MBS CORP US N 2 2025-10-15 Fixed 3.470000000000 N N N N N N CONSUMER LOAN UNDERLYING BOND CLUB_18-P2 N/A 21052NAB8 1300000.000000000000 PA USD 1145440.790000000000 0.1206768678 Long ABS-MBS CORP US N 2 2025-10-15 Fixed 4.100000000000 N N N N N N CLR_19-A N/A 21053QAA2 3377084.850000000000 PA USD 3277764.450000000000 0.3453258785 Long ABS-MBS CORP US N 2 2026-04-15 Fixed 3.520000000000 N N N N N N CONSUMER LOAN UNDERLYING BOND CLUB_20-P1 N/A 21055JAB4 4500000.000000000000 PA USD 3353570.100000000000 0.3533123135 Long ABS-MBS CORP US N 2 2028-03-15 Fixed 2.920000000000 N N N N N N COTT HOLDINGS INC N/A 221644AA5 531000.000000000000 PA USD 514254.900000000000 0.0541788551 Long DBT CORP US N 2 2025-04-01 Fixed 5.500000000000 N N N N N N DCP MIDSTREAM OPERATING LP N/A 23311VAD9 518000.000000000000 PA USD 414061.250000000000 0.0436230446 Long DBT CORP US N 2 2023-03-15 Fixed 3.875000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_18-1 N/A 31573NAC5 6453516.560000000000 PA USD 6174178.030000000000 0.6504748846 Long ABS-CBDO CORP US N 2 2058-10-25 Variable 4.394000000000 N N N N N N DT AUTO OWNER TRUST DTAOT_18-3A N/A 23343CAG6 3000000.000000000000 PA USD 3047810.400000000000 0.3210992797 Long ABS-MBS CORP US N 2 2024-07-15 Fixed 4.190000000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-1A N/A 23343GAE2 2950000.000000000000 PA USD 2969581.810000000000 0.3128575781 Long ABS-MBS CORP US N 2 2024-11-15 Fixed 3.610000000000 N N N N N N FIVE CORNERS FUNDING TRUST N/A 33829TAA4 3000000.000000000000 PA USD 3205688.400000000000 0.3377323721 Long DBT CORP US N 2 2023-11-15 Fixed 4.419000000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC N/A 345397ZQ9 4000000.000000000000 PA USD 3788765.360000000000 0.3991619125 Long DBT CORP US N 2 2024-03-18 Fixed 5.584000000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_18-3A N/A 24381KAC8 1306374.830000000000 PA USD 1242590.430000000000 0.1309119793 Long ABS-CBDO CORP US N 2 2058-08-25 Variable 3.963000000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_19-2A N/A 24381PAC7 4074147.110000000000 PA USD 3852884.250000000000 0.4059170995 Long ABS-CBDO CORP US N 2 2059-04-25 Variable 3.763000000000 N N N N N N JOHN DEERE CAPITAL CORP N/A 24422EVA4 2045000.000000000000 PA USD 2032171.060000000000 0.2140975251 Long DBT CORP US N 2 2022-06-13 Fixed 1.950000000000 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV N/A 25156PAY9 2850000.000000000000 PA USD 2831859.690000000000 0.2983479900 Long DBT CORP NL N 2 2022-01-19 Fixed 2.820000000000 N N N N N N FOUNDATION FINANCE TRUST FFIN_19-1A N/A 35041JAA3 2732335.710000000000 PA USD 2612679.630000000000 0.2752564750 Long ABS-MBS CORP US N 2 2034-11-15 Fixed 3.860000000000 N N N N N N ORANGE SA 969500MCOONR8990S771 35177PAW7 2810000.000000000000 PA USD 2881309.450000000000 0.3035577243 Long DBT CORP FR N 2 2021-09-14 Fixed 4.125000000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAQ4 3000000.000000000000 PA USD 2833839.930000000000 0.2985566164 Long DBT CORP US N 2 2024-09-12 Fixed 2.450000000000 N N N N N N DISCOVERY COMMUNICATIONS LLC N/A 25470DBA6 3000000.000000000000 PA USD 2999077.890000000000 0.3159651106 Long DBT CORP US N 2 2022-06-15 Fixed 3.500000000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2 N/A 26208RAF2 3700000.000000000000 PA USD 3716741.390000000000 0.3915738929 Long ABS-MBS CORP US N 2 2025-06-16 Fixed 3.420000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DAU9 89000.000000000000 PA USD 85937.300000000000 0.0090538457 Long DBT CORP US N 2 2022-03-01 Fixed 3.550000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DAZ8 554000.000000000000 PA USD 522025.960000000000 0.0549975680 Long DBT CORP US N 2 2023-03-15 Fixed 3.875000000000 N N N N N N DISH DBS CORP N/A 25470XAE5 151000.000000000000 PA USD 153086.750000000000 0.0161283147 Long DBT CORP US N 2 2021-06-01 Fixed 6.750000000000 N N N N N N DISH DBS CORP N/A 25470XAQ8 207000.000000000000 PA USD 207270.070000000000 0.0218367488 Long DBT CORP US N 2 2020-05-01 Fixed 5.125000000000 N N N N N N NAVIENT CORP N/A 63938CAD0 313000.000000000000 PA USD 321254.430000000000 0.0338454669 Long DBT CORP US N 2 2021-07-26 Fixed 6.625000000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCR8 3000000.000000000000 PA USD 2973132.360000000000 0.3132316430 Long DBT CORP US N 2 2022-01-15 Fixed 2.750000000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAB6 3000000.000000000000 PA USD 3159259.890000000000 0.3328409389 Long DBT CORP US N 2 2023-11-15 Fixed 4.205000000000 N N N N N N NETFLIX INC N/A 64110LAG1 197000.000000000000 PA USD 207848.040000000000 0.0218976403 Long DBT CORP US N 2 2024-03-01 Fixed 5.750000000000 N N N N N N NETFLIX INC N/A 64110LAJ5 160000.000000000000 PA USD 164798.270000000000 0.0173621711 Long DBT CORP US N 2 2022-02-15 Fixed 5.500000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAL5 191000.000000000000 PA USD 193267.680000000000 0.0203615398 Long DBT CORP US N 2 2025-04-01 Fixed 5.250000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4 N/A 64828EAB1 2912492.830000000000 PA USD 2718623.330000000000 0.2864180767 Long ABS-CBDO CORP US N 2 2059-09-25 Variable 2.644400000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-NQM1 N/A 64828JAC8 1772828.500000000000 PA USD 1690396.230000000000 0.1780901502 Long ABS-CBDO CORP US N 2 2048-11-25 Fixed 4.138000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAN1 373000.000000000000 PA USD 378706.900000000000 0.0398983194 Long DBT CORP US N 2 2025-01-15 Fixed 4.750000000000 N N N N N N CENOVUS ENERGY INC 549300DK79J32SE1QE52 15135UAG4 3000000.000000000000 PA USD 2140595.460000000000 0.2255204787 Long DBT CORP CA N 2 2022-08-15 Fixed 3.000000000000 N N N N N N DRYDEN SENIOR LOAN FUND DRSLF_16 N/A 26244YAN6 3025000.000000000000 PA USD 2676958.630000000000 0.2820285304 Long ABS-MBS CORP KY N 2 2030-07-15 Variable 3.381300000000 N N N N N N DT AUTO OWNER TRUST DTAOT_19-3A N/A 26253KAD6 4900000.000000000000 PA USD 4931411.450000000000 0.5195443472 Long ABS-MBS CORP US N 2 2025-04-15 Fixed 2.960000000000 N N N N N N NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1 N/A 64829TAB7 5625421.400000000000 PA USD 5533527.330000000000 0.5829797155 Long ABS-CBDO CORP US N 2 2023-05-25 Fixed 3.910000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM2 N/A 64830QAC8 3267345.630000000000 PA USD 3077389.020000000000 0.3242155082 Long ABS-CBDO CORP US N 2 2049-04-25 Variable 3.751900000000 N N N N N N ERAC USA FINANCE LLC N/A 26884TAH5 3000000.000000000000 PA USD 2976510.840000000000 0.3135875797 Long DBT CORP US N 2 2022-10-15 Fixed 3.300000000000 N N N N N N ELDORADO RESORTS INC N/A 28470RAC6 466000.000000000000 PA USD 423171.890000000000 0.0445828878 Long DBT CORP US N 2 2023-08-01 Fixed 7.000000000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBF6 3350000.000000000000 PA USD 3373700.550000000000 0.3554331387 Long DBT CORP US N 2 2022-04-01 Fixed 2.900000000000 N N N N N N NEXTERA ENERGY OPERATING PARTNERS LP N/A 65342QAK8 443000.000000000000 PA USD 438780.980000000000 0.0462273692 Long DBT CORP US N 2 2024-07-15 Fixed 4.250000000000 N N N N N N NIELSEN FINANCE LLC/NIELSON FINANCE CO N/A 65409QBA9 144000.000000000000 PA USD 141796.970000000000 0.0149388902 Long DBT CORP US N 2 2020-10-01 Fixed 4.500000000000 N N N N N N NISOURCE FINANCE CORP N/A 65473QBH5 3500000.000000000000 PA USD 3535791.280000000000 0.3725100594 Long DBT CORP US N 2 2022-11-17 Fixed 2.650000000000 N N N N N N PRESTON RIDGE PARTNERS MORTGAGE PRPM_19-2A N/A 69358XAA8 4356165.090000000000 PA USD 3896741.270000000000 0.4105376158 Long ABS-CBDO CORP US N 2 2024-04-25 Fixed 3.967000000000 N N N N N N ELDORADO RESORTS INC N/A 28470RAF9 135000.000000000000 PA USD 120997.920000000000 0.0127476253 Long DBT CORP US N 2 2025-04-01 Fixed 6.000000000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAU7 2000000.000000000000 PA USD 2012465.760000000000 0.2120214912 Long DBT CORP US N 2 2022-02-15 Fixed 4.050000000000 N N N N N N FREDDIE MAC GOLD N/A 3128PKY40 3442.630000000000 PA USD 3597.150000000000 0.0003789745 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD N/A 3128PQCX7 11243.250000000000 PA USD 11871.550000000000 0.0012507163 Long ABS-MBS USGA US N 2 2024-10-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD N/A 3128PRUW7 7690.790000000000 PA USD 8087.540000000000 0.0008520554 Long ABS-MBS USGA US N 2 2025-06-01 Fixed 4.000000000000 N N N N N N GE CAPITAL INTERNATIONAL FUNDING CO N/A 36164Q6M5 6000000.000000000000 PA USD 5975471.640000000000 0.6295403544 Long DBT CORP IE N 2 2025-11-15 Fixed 3.373000000000 N N N N N N GCAT MANAGEMENT SERVICES GCAT_19-3 N/A 36167EAA0 2085097.690000000000 PA USD 2067689.830000000000 0.2178395727 Long ABS-CBDO CORP US N 2 2049-10-25 Variable 3.351500000000 N N N N N N FREDDIE MAC GOLD N/A 3128PS5B9 1714.400000000000 PA USD 1803.800000000000 0.0001900377 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD N/A 3128PS6V4 2851.670000000000 PA USD 3002.280000000000 0.0003163025 Long ABS-MBS USGA US N 2 2025-11-01 Fixed 3.500000000000 N N N N N N PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_20-1A N/A 69359GAA4 4512336.860000000000 PA USD 3966783.150000000000 0.4179168141 Long ABS-CBDO CORP US N 2 2025-02-25 Variable 2.981000000000 N N N N N N PRESTON RIDGE PARTNERS MORTGAGE PRPM_19-3A N/A 69359MAA1 4472648.440000000000 PA USD 3901601.260000000000 0.4110496356 Long ABS-CBDO CORP US N 2 2024-07-25 Variable 3.351000000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAT8 2686000.000000000000 PA USD 2663222.930000000000 0.2805814182 Long DBT CORP US N 2 2021-04-15 Fixed 2.450000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A N/A 30167GAG5 4425000.000000000000 PA USD 4138460.900000000000 0.4360037665 Long ABS-MBS CORP US N 2 2025-09-15 Fixed 2.580000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128QJD78 2722.800000000000 PA USD 2746.640000000000 0.0002893697 Long ABS-MBS USGA US N 2 2036-07-01 Variable 4.485000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128QSZL3 15554.100000000000 PA USD 15687.530000000000 0.0016527454 Long ABS-MBS USGA US N 2 2036-12-01 Variable 3.730000000000 N N N N N N PTC INC N/A 69370CAA8 313000.000000000000 PA USD 322116.640000000000 0.0339363043 Long DBT CORP US N 2 2024-05-15 Fixed 6.000000000000 N N N N N N PTC INC N/A 69370CAB6 115000.000000000000 PA USD 108251.330000000000 0.0114047200 Long DBT CORP US N 2 2025-02-15 Fixed 3.625000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128S4EM5 34905.380000000000 PA USD 35166.600000000000 0.0037049450 Long ABS-MBS USGA US N 2 2036-08-01 Variable 4.213000000000 N N N N N N FREDDIE MAC GOLD N/A 31294MAX9 6349.260000000000 PA USD 6673.880000000000 0.0007031205 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 4.000000000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700AR7 924000.000000000000 PA USD 937861.460000000000 0.0988075371 Long DBT CORP US N 2 2021-06-15 Fixed 6.450000000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700AS5 195000.000000000000 PA USD 197374.140000000000 0.0207941722 Long DBT CORP US N 2 2022-03-15 Fixed 5.800000000000 N N N N N N PARSLEY ENERGY LLC/ PARSLEY FINA N/A 701885AD7 275000.000000000000 PA USD 212827.170000000000 0.0224222120 Long DBT CORP US N 2 2025-01-15 Fixed 5.375000000000 N N N N N N PATTERN ENERGY GROUP INC 549300YTEUCT3H1Y2T51 70338PAC4 220000.000000000000 PA USD 218688.120000000000 0.0230396871 Long DBT CORP US N 2 2024-02-01 Fixed 5.875000000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700AW6 338000.000000000000 PA USD 338023.070000000000 0.0356121117 Long DBT CORP US N 2 2020-04-01 Fixed 5.625000000000 N N N N N N CFX ESCROW CORP N/A 15723RAA2 313000.000000000000 PA USD 302496.040000000000 0.0318691939 Long DBT CORP US N 2 2024-02-15 Fixed 6.000000000000 N N N N N N FREDDIE MAC GOLD N/A 31294MHL8 5829.460000000000 PA USD 6139.340000000000 0.0006468046 Long ABS-MBS USGA US N 2 2026-07-01 Fixed 3.500000000000 N N N N N N FANNIE MAE FNMA_G-15 N/A 31358G2Y2 25.470000000000 PA USD 25.410000000000 0.0000026770 Long ABS-CBDO USGA US N 2 2021-06-25 Fixed 0.000000000000 N N N N N N CHANGE HEALTHCARE HOLDINGS LLC / N/A 15911NAA3 497000.000000000000 PA USD 461302.450000000000 0.0486000981 Long DBT CORP US N 2 2025-03-01 Fixed 5.750000000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS N/A 161175BQ6 4000000.000000000000 PA USD 4130710.720000000000 0.4351872534 Long DBT CORP US N 2 2024-02-01 Fixed 4.500000000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BG6 4000000.000000000000 PA USD 4090495.640000000000 0.4309504304 Long DBT CORP US N 2 2023-08-01 Fixed 3.250000000000 N N N N N N NOVA CHEMICALS CORP 5493007M1XGU5E55ZJ25 66977WAN9 433000.000000000000 PA USD 376665.100000000000 0.0396832074 Long DBT NUSS CA N 2 2023-08-01 Fixed 5.250000000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AN9 5000000.000000000000 PA USD 5122794.300000000000 0.5397073124 Long DBT CORP GB N 2 2022-03-30 Fixed 4.000000000000 N N N N N N HEADLANDS RESIDENTIAL HAMR_19-RPL1 N/A 42210BAA1 2000000.000000000000 PA USD 1709000.000000000000 0.1800501334 Long ABS-CBDO CORP US N 2 2024-06-25 Fixed 3.967000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2A N/A 30167LAE9 8000000.000000000000 PA USD 7519544.000000000000 0.7922146870 Long ABS-MBS CORP US N 2 2024-03-15 Fixed 3.300000000000 N N N N N N ARCHROCK PARTNERS LP N/A 30227CAD9 231000.000000000000 PA USD 231000.000000000000 0.0243367939 Long DBT CORP US N 2 2022-10-01 Fixed 6.000000000000 N N N N N N CHEMOURS COMPANY N/A 163851AB4 176000.000000000000 PA USD 149589.850000000000 0.0157599020 Long DBT CORP US N 2 2023-05-15 Fixed 6.625000000000 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC N/A 16412XAD7 209000.000000000000 PA USD 183409.020000000000 0.0193228897 Long DBT CORP US N 2 2024-06-30 Fixed 7.000000000000 N N N N N N HERTZ CORPORATION (THE) N/A 428040CT4 190000.000000000000 PA USD 153644.170000000000 0.0161870411 Long DBT CORP US N 2 2022-06-01 Fixed 7.625000000000 N N N N N N HILL-ROM HOLDINGS INC N/A 431475AB8 140000.000000000000 PA USD 141318.060000000000 0.0148884351 Long DBT CORP US N 2 2025-02-15 Fixed 5.000000000000 N N N N N N PENSKE AUTOMOTIVE GROUP INC 549300W7UTQ0M4C7LB15 70959WAE3 544000.000000000000 PA USD 502942.720000000000 0.0529870707 Long DBT CORP US N 2 2022-10-01 Fixed 5.750000000000 N N N N N N PILGRIMS PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAC2 378000.000000000000 PA USD 381493.810000000000 0.0401919318 Long DBT CORP US N 2 2025-03-15 Fixed 5.750000000000 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC N/A 432833AB7 136000.000000000000 PA USD 127179.900000000000 0.0133989222 Long DBT CORP US N 2 2024-09-01 Fixed 4.250000000000 N N N N N N HGVT_14-AA N/A 43284AAA2 1325822.130000000000 PA USD 1300777.620000000000 0.1370422375 Long ABS-MBS CORP US N 2 2026-11-25 Fixed 1.770000000000 N N N N N N CINEMARK USA INC N/A 172441AX5 228000.000000000000 PA USD 181696.760000000000 0.0191424961 Long DBT CORP US N 2 2022-12-15 Fixed 5.125000000000 N N N N N N CINEMARK USA INC N/A 172441AZ0 204000.000000000000 PA USD 152388.910000000000 0.0160547944 Long DBT CORP US N 2 2023-06-01 Fixed 4.875000000000 N N N N N N GFL ENVIRONMENTAL INC N/A 36168QAC8 485000.000000000000 PA USD 488637.500000000000 0.0514799573 Long DBT CORP CA N 2 2022-05-01 Fixed 5.625000000000 N N N N N N GINNIE MAE II N/A 36202EKG3 7561.300000000000 PA USD 7612.140000000000 0.0008019701 Long ABS-MBS USGA US N 2 2021-09-20 Fixed 6.000000000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128JRBR6 132689.120000000000 PA USD 133963.840000000000 0.0141136380 Long ABS-MBS USGA US N 2 2034-03-01 Variable 3.897000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MBRL3 6463.730000000000 PA USD 6758.380000000000 0.0007120229 Long ABS-MBS USGA US N 2 2023-01-01 Fixed 4.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A2FH7 7076.490000000000 PA USD 7450.170000000000 0.0007849059 Long ABS-MBS USGA US N 2 2025-12-01 Fixed 3.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138AJMV1 5275.650000000000 PA USD 5558.620000000000 0.0005856233 Long ABS-MBS USGA US N 2 2026-06-01 Fixed 4.000000000000 N N N N N N HOME PARTNERS OF AMERICA TRUST HPA_18-1 N/A 43730WAA4 3989749.350000000000 PA USD 3678020.660000000000 0.3874945058 Long ABS-MBS CORP US N 2 2037-07-17 Variable 1.650000000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST HOF_18-2 N/A 43789CAA8 6561225.840000000000 PA USD 6388096.090000000000 0.6730120263 Long ABS-CBDO CORP US N 2 2058-11-25 Variable 3.985000000000 N N N N N N GINNIE MAE II N/A 36225CNB8 15369.490000000000 PA USD 15827.900000000000 0.0016675339 Long ABS-MBS USGA US N 2 2030-03-20 Variable 4.000000000000 N N N N N N GLS AUTO RECEIVABLES TRUST GCAR_19-4A N/A 36258HAC9 4750000.000000000000 PA USD 4752997.250000000000 0.5007476821 Long ABS-MBS CORP US N 2 2024-09-16 Fixed 2.780000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EGYT5 2901.790000000000 PA USD 3053.740000000000 0.0003217240 Long ABS-MBS USGA US N 2 2026-09-01 Fixed 3.500000000000 N N N N N N FANNIE MAE FNMA_03-W11 N/A 31393C6U2 6401.210000000000 PA USD 6700.190000000000 0.0007058924 Long ABS-CBDO USGA US N 2 2033-06-25 Variable 4.789600000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAB1 330000.000000000000 PA USD 287651.270000000000 0.0303052367 Long DBT CORP US N 2 2020-09-01 Fixed 4.800000000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAC9 492000.000000000000 PA USD 390759.700000000000 0.0411681311 Long DBT CORP US N 2 2022-02-01 Fixed 4.750000000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST HOF_18-2 N/A 43789CAC4 3608674.260000000000 PA USD 3515478.440000000000 0.3703700187 Long ABS-CBDO CORP US N 2 2058-11-25 Fixed 4.239000000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST HOF_19-1 N/A 43789EAC0 3835149.880000000000 PA USD 3705924.120000000000 0.3904342493 Long ABS-CBDO CORP US N 2 2059-01-25 Variable 3.606000000000 N N N N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275RBJ0 2370000.000000000000 PA USD 2387182.430000000000 0.2514994236 Long DBT CORP US N 2 2021-09-20 Fixed 1.850000000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LQ2 6000000.000000000000 PA USD 6031923.840000000000 0.6354878244 Long DBT CORP US N 2 2022-10-27 Fixed 2.700000000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AB3 394000.000000000000 PA USD 384985.320000000000 0.0405597766 Long DBT CORP US N 2 2025-04-01 Fixed 5.125000000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BE7 2000000.000000000000 PA USD 2014491.480000000000 0.2122349091 Long DBT CORP US N 2 2021-05-11 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MBUS4 7367.020000000000 PA USD 7741.840000000000 0.0008156345 Long ABS-MBS USGA US N 2 2023-04-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MBX69 2991.240000000000 PA USD 3141.870000000000 0.0003310088 Long ABS-MBS USGA US N 2 2023-07-01 Fixed 4.500000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416WH62 1241.040000000000 PA USD 1305.560000000000 0.0001375461 Long ABS-MBS USGA US N 2 2025-06-01 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416XLY4 1561.770000000000 PA USD 1642.730000000000 0.0001730683 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 4.000000000000 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST HOF_19-2 N/A 43789VAC2 3097757.470000000000 PA USD 2945546.370000000000 0.3103253463 Long ABS-CBDO CORP US N 2 2059-09-25 Variable 3.007000000000 N N N N N N Hudbay N/A 443628AF9 455000.000000000000 PA USD 416352.790000000000 0.0438644677 Long DBT CORP CA N 2 2023-01-15 Fixed 7.250000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MBYV3 1979.240000000000 PA USD 2081.840000000000 0.0002193304 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MCBK0 53935.250000000000 PA USD 56657.080000000000 0.0059690549 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 5.000000000000 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GGS7 6000000.000000000000 PA USD 6356848.800000000000 0.6697199967 Long DBT CORP US N 2 2022-01-24 Fixed 5.750000000000 N N N N N N WR GRACE & CO-CONN N/A 383909AE8 235000.000000000000 PA USD 237904.320000000000 0.0250641922 Long DBT CORP US N 2 2021-10-01 Fixed 5.125000000000 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBF8 4000000.000000000000 PA USD 3310252.960000000000 0.3487486758 Long DBT CORP US N 2 2024-11-01 Fixed 3.600000000000 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LBJ7 3000000.000000000000 PA USD 2946127.710000000000 0.3103865928 Long DBT CORP US N 2 2024-11-21 Fixed 2.250000000000 N N N N N N CITYH_97-C N/A 178779CR3 607537.290000000000 PA USD 0.610000000000 0.0000000643 Long ABS-CBDO CORP US N 3 2028-07-25 Variable 0.000000000000 Y Y N N N N COLT FUNDING LLC COLT_18-2 N/A 19687VAA9 765116.620000000000 PA USD 754314.090000000000 0.0794700717 Long ABS-CBDO CORP US N 2 2048-07-27 Variable 3.470000000000 N N N N N N OSW STRUCTURED ASSET TRUST OSAT_20-RPL1 N/A 67113FAA7 8020680.670000000000 PA USD 7496453.790000000000 0.7897820390 Long ABS-CBDO CORP US N 2 2059-12-01 Variable 3.071900000000 N N N N N N OAKTOWN RE LTD OMIR_19-1A N/A 67400KAA8 1011217.040000000000 PA USD 958891.610000000000 0.1010231494 Long ABS-CBDO CORP US N 2 2029-07-25 Variable 2.346600000000 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AS4 3000000.000000000000 PA USD 2981983.020000000000 0.3141640962 Long DBT CORP US N 2 2022-04-01 Fixed 3.150000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_20-SFR1 N/A 74331CAC2 1000000.000000000000 PA USD 873334.700000000000 0.0920093793 Long ABS-MBS CORP US N 2 2037-04-17 Fixed 2.183000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31401YPJ8 23820.200000000000 PA USD 23978.590000000000 0.0025262424 Long ABS-MBS USGA US N 2 2033-07-01 Variable 3.413000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410K4E1 1551.820000000000 PA USD 1628.780000000000 0.0001715986 Long ABS-MBS USGA US N 2 2023-03-01 Fixed 5.000000000000 N N N N N N OCTANE RECEIVABLES TRUST OCTL_19-1A N/A 67576TAA7 2375997.040000000000 PA USD 2353088.630000000000 0.2479075024 Long ABS-MBS CORP US N 2 2023-09-20 Fixed 3.160000000000 N N N N N N OCTAGON INVESTMENT PARTNERS 39 LTD OCT39_18-3A N/A 67592CAE6 11200000.000000000000 PA USD 9846692.800000000000 1.0373893224 Long ABS-MBS CORP US N 2 2030-10-20 Variable 3.669100000000 N N N N N N GRAPHIC PACKAGING INTERNATIONAL LLC N/A 38869PAK0 166000.000000000000 PA USD 165154.120000000000 0.0173996614 Long DBT CORP US N 2 2021-04-15 Fixed 4.750000000000 N N N N N N GROUP 1 AUTO INC N/A 398905AK5 257000.000000000000 PA USD 235001.570000000000 0.0247583757 Long DBT CORP US N 2 2022-06-01 Fixed 5.000000000000 N N N N N N IBM CREDIT LLC N/A 44932HAH6 2000000.000000000000 PA USD 2064956.400000000000 0.2175515946 Long DBT CORP US N 2 2023-02-06 Fixed 3.000000000000 N N N N N N ING BANK NV 3TK20IVIUJ8J3ZU0QE75 449786AP7 2000000.000000000000 PA USD 2096102.420000000000 0.2208329551 Long DBT CORP NL N 2 2021-06-09 Fixed 5.000000000000 N N N N N N COLT FUNDING LLC COLT_19-1 N/A 19687XAC1 2590547.810000000000 PA USD 2449517.870000000000 0.2580667169 Long ABS-CBDO CORP US N 2 2049-03-25 Variable 4.012000000000 N N N N N N COLUMBIA SHORT TERM CASH FUND N/A 19766H239 40528113.765000000000 NS USD 40507849.710000000000 4.2676674915 Long STIV CORP US N 1 N N N INEOS GROUP HOLDINGS SA 213800WOJR3Q33H3EB73 44986UAD1 359000.000000000000 PA USD 316950.000000000000 0.0333919776 Long DBT CORP LU N 2 2024-08-01 Fixed 5.625000000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCD1 409000.000000000000 PA USD 377594.430000000000 0.0397811161 Long DBT CORP US N 2 2022-09-15 Fixed 5.250000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418XE61 5672.940000000000 PA USD 5967.690000000000 0.0006287205 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 4.000000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-1 N/A 31573MAC7 6033466.150000000000 PA USD 5835292.130000000000 0.6147718703 Long ABS-CBDO CORP US N 2 2059-06-25 Variable 3.241000000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCR0 3300000.000000000000 PA USD 3540320.920000000000 0.3729872755 Long DBT CORP US N 2 2024-04-15 Fixed 3.700000000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AL1 23000.000000000000 PA USD 22930.570000000000 0.0024158292 Long DBT CORP US N 2 2021-06-15 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MCMQ5 6436.370000000000 PA USD 6768.640000000000 0.0007131039 Long ABS-MBS USGA US N 2 2025-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MCUW3 3877.300000000000 PA USD 4078.110000000000 0.0004296456 Long ABS-MBS USGA US N 2 2025-12-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MCYR0 7511.670000000000 PA USD 7921.300000000000 0.0008345413 Long ABS-MBS USGA US N 2 2026-04-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MMKR3 6045.290000000000 PA USD 6376.590000000000 0.0006717998 Long ABS-MBS USGA US N 2 2024-03-01 Fixed 4.500000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_20-SFR1 N/A 74331CAD0 2025000.000000000000 PA USD 1721682.950000000000 0.1813863340 Long ABS-MBS CORP US N 2 2037-04-17 Fixed 2.383000000000 N N N N N N PROGRESS RESIDENTIAL TRUST PROG_18-SFR3 N/A 74331MAA4 11892523.430000000000 PA USD 11467180.190000000000 1.2081142906 Long ABS-MBS CORP US N 2 2035-10-17 Fixed 3.880000000000 N N N N N N COMMSCOPE FINANCE LLC N/A 20338QAB9 339000.000000000000 PA USD 342592.020000000000 0.0360934692 Long DBT CORP US N 2 2024-03-01 Fixed 5.500000000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BR2 3000000.000000000000 PA USD 2985753.000000000000 0.3145612790 Long DBT CORP US N 2 2023-01-25 Fixed 3.200000000000 N N N N N N FREDDIE MAC GOLD N/A 3128MMKX0 8245.040000000000 PA USD 8703.550000000000 0.0009169546 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD N/A 3128PFE92 20781.200000000000 PA USD 21811.230000000000 0.0022979022 Long ABS-MBS USGA US N 2 2021-11-01 Fixed 5.000000000000 N N N N N N OWENS-BROCKWAY GLASS CONTAINER INC. N/A 690872AA4 296000.000000000000 PA USD 298610.440000000000 0.0314598300 Long DBT CORP US N 2 2022-01-15 Fixed 5.000000000000 N N N N N N PQ CORP N/A 693522AG9 428000.000000000000 PA USD 435254.160000000000 0.0458558043 Long DBT CORP US N 2 2022-11-15 Fixed 6.750000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412N4V5 3878.360000000000 PA USD 4079.140000000000 0.0004297541 Long ABS-MBS USGA US N 2 2024-03-01 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412PGK1 6551.490000000000 PA USD 6890.530000000000 0.0007259455 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412PMR9 3505.240000000000 PA USD 3686.610000000000 0.0003883994 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413H5K0 12003.530000000000 PA USD 11975.590000000000 0.0012616773 Long ABS-MBS USGA US N 2 2037-09-01 Variable 3.735000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416NSN3 3977.400000000000 PA USD 4182.840000000000 0.0004406793 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 4.000000000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416RAJ2 5780.160000000000 PA USD 6079.280000000000 0.0006404770 Long ABS-MBS USGA US N 2 2024-06-01 Fixed 4.000000000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-1A N/A 74361MAA7 703749.230000000000 PA USD 691994.580000000000 0.0729044567 Long ABS-MBS CORP US N 2 2025-04-15 Fixed 3.540000000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-1A N/A 74361MAB5 945000.000000000000 PA USD 915787.120000000000 0.0964819152 Long ABS-MBS CORP US N 2 2025-04-15 Fixed 4.030000000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAL7 3000000.000000000000 PA USD 2970690.180000000000 0.3129743494 Long DBT CORP US N 2 2026-05-15 Fixed 3.100000000000 N N N N N N PNC BANK NATIONAL ASSOCIATION N/A 69353RFH6 3000000.000000000000 PA USD 3008530.830000000000 0.3169610165 Long DBT CORP US N 2 2021-01-22 Fixed 2.500000000000 N N N N N N INTERNATIONAL GAME TECHNOLOGY PL N/A 460599AB9 623000.000000000000 PA USD 575940.690000000000 0.0606777051 Long DBT CORP GB N 2 2022-02-15 Fixed 6.250000000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284PAP9 230000.000000000000 PA USD 229354.200000000000 0.0241634022 Long DBT CORP US N 2 2024-08-15 Fixed 5.750000000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAB7 417000.000000000000 PA USD 418468.030000000000 0.0440873169 Long DBT CORP US N 2 2021-06-01 Fixed 4.375000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBB1 6000000.000000000000 PA USD 6104204.100000000000 0.6431028451 Long DBT CORP US N 2 2023-04-01 Variable 3.207000000000 N N N N N N JAGUAR HOLDING COMPANY II / PHAR N/A 47010DAA8 381000.000000000000 PA USD 387935.530000000000 0.0408705933 Long DBT CORP US N 2 2023-08-01 Fixed 6.375000000000 N N N N N N JAMES HARDIE INTERNATIONAL FINANCE DAC N/A 47032FAA7 341000.000000000000 PA USD 326154.670000000000 0.0343617272 Long DBT CORP IE N 2 2025-01-15 Fixed 4.750000000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST PMIT_19-2A N/A 74361PAB8 3300000.000000000000 PA USD 3136349.040000000000 0.3304271872 Long ABS-MBS CORP US N 2 2025-09-15 Fixed 3.690000000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-3A N/A 74362DAB4 3250000.000000000000 PA USD 3146091.980000000000 0.3314536458 Long ABS-MBS CORP US N 2 2025-07-15 Fixed 3.590000000000 N N N N N N RCO MORTGAGE LLC RCO_19-1 N/A 74937LAA4 3460952.290000000000 PA USD 3133493.600000000000 0.3301263549 Long ABS-CBDO CORP US N 2 2024-05-24 Fixed 3.721000000000 N N N N N N JAY PARK CLO LTD JPARK_16-1A N/A 47206VAL8 5500000.000000000000 PA USD 5206503.500000000000 0.5485264187 Long ABS-MBS CORP KY N 2 2027-10-20 Variable 3.269100000000 N N N N N N PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-4A N/A 74362GAB7 5750000.000000000000 PA USD 5578556.280000000000 0.5877236994 Long ABS-MBS CORP US N 2 2026-02-17 Fixed 3.200000000000 N N N N N N QUICKEN LOANS INC N/A 74840LAA0 460000.000000000000 PA USD 457652.180000000000 0.0482155272 Long DBT CORP US N 2 2025-05-01 Fixed 5.750000000000 N N N N N N RETL_19-RVP N/A 74952PAA5 684620.000000000000 PA USD 616890.340000000000 0.0649919181 Long ABS-MBS CORP US N 2 2036-03-15 Variable 1.854600000000 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 749571AD7 236000.000000000000 PA USD 185731.590000000000 0.0195675819 Long DBT CORP US N 2 2023-04-15 Fixed 5.000000000000 N N N N N N RCO MORTGAGE LLC RCO_18-2 N/A 74936MAA3 3488289.870000000000 PA USD 3071811.080000000000 0.3236278494 Long ABS-CBDO CORP US N 2 2023-10-25 Variable 4.458400000000 N N N N N N RCO MORTGAGE LLC RCO_18-VFS1 N/A 74936NAA1 8430052.290000000000 PA USD 8267001.590000000000 0.8709623984 Long ABS-CBDO CORP US N 2 2053-12-26 Variable 4.270000000000 N N N N N N RACEP_15-9A N/A 74981HCL2 9250000.000000000000 PA USD 8239900.000000000000 0.8681071352 Long ABS-MBS CORP KY N 2 2030-10-15 Variable 3.481300000000 N N N N N N REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A N/A 74988LAC8 10000000.000000000000 PA USD 9228800.000000000000 0.9722917910 Long ABS-MBS CORP US N 2 2030-01-15 Variable 3.231300000000 N N N N N N RADNOR RE LTD RMIR_20-1 N/A 750493AA6 2125000.000000000000 PA USD 1924835.840000000000 0.2027893211 Long ABS-CBDO CORP US N 2 2030-02-25 Variable 2.609500000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAY5 146000.000000000000 PA USD 109461.950000000000 0.0115322637 Long DBT CORP US N 2 2022-08-15 Fixed 5.000000000000 N N N N N N ADT SECURITY CORP 5493009JEEDYLVRA0J13 00101JAF3 278000.000000000000 PA USD 270358.650000000000 0.0284833885 Long DBT CORP US N 2 2022-07-15 Fixed 3.500000000000 N N N N N N ADT SECURITY CORP 5493009JEEDYLVRA0J13 00101JAK2 231000.000000000000 PA USD 226048.910000000000 0.0238151764 Long DBT CORP US N 2 2021-10-15 Fixed 6.250000000000 N N N N N N RMLT_19-1 N/A 76119MAC3 2923349.170000000000 PA USD 2829065.900000000000 0.2980536528 Long ABS-CBDO CORP US N 2 2058-10-25 Variable 4.242000000000 N N N N N N REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS N/A 761735AR0 242000.000000000000 PA USD 235482.830000000000 0.0248090784 Long DBT CORP US N 2 2021-07-15 Variable 5.331300000000 N N N N N N REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS N/A 761735AT6 745000.000000000000 PA USD 738067.100000000000 0.0777583849 Long DBT CORP US N 2 2023-07-15 Fixed 5.125000000000 N N N N N N REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS N/A 761735AV1 270000.000000000000 PA USD 274830.070000000000 0.0289544709 Long DBT CORP US N 2 2024-07-15 Fixed 7.000000000000 N N N N N N TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP N/A 87470LAE1 436000.000000000000 PA USD 274616.450000000000 0.0289319652 Long DBT CORP US N 2 2023-10-01 Fixed 4.750000000000 N N N N N N TARGA RESOURCES PARTNERS LP/TARG N/A 87612BAP7 1075000.000000000000 PA USD 924447.770000000000 0.0973943501 Long DBT CORP US N 2 2023-11-15 Fixed 4.250000000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HBT1 115000.000000000000 PA USD 112584.760000000000 0.0118612645 Long DBT CORP US N 2 2023-05-15 Fixed 4.875000000000 N N N N N N AES CORP 2NUNNB7D43COUIRE5295 00130HCA1 646000.000000000000 PA USD 633049.750000000000 0.0666943780 Long DBT CORP US N 2 2023-03-15 Fixed 4.500000000000 N N N N N N TARGA RESOURCES PARTNERS LP/TARG N/A 87612BAY8 412000.000000000000 PA USD 369944.360000000000 0.0389751500 Long DBT CORP US N 2 2024-03-15 Fixed 6.750000000000 N N N N N N TARGA RESOURCES PARTNERS LP/TARG N/A 87612BBB7 81000.000000000000 PA USD 69117.080000000000 0.0072817668 Long DBT CORP US N 2 2025-02-01 Fixed 5.125000000000 N N N N N N TAYLOR MORR COMM/HLDGS N/A 877249AD4 81000.000000000000 PA USD 76485.950000000000 0.0080581074 Long DBT CORP US N 2 2024-03-01 Fixed 5.625000000000 N N N N N N TAYLOR MORR COMM/HLDGS N/A 87724LAA3 377000.000000000000 PA USD 369295.920000000000 0.0389068342 Long DBT CORP US N 2 2023-04-15 Fixed 5.875000000000 N N N N N N TELEFONICA EMISIONES SAU N/A 87938WAR4 3000000.000000000000 PA USD 3113861.850000000000 0.3280580699 Long DBT CORP ES N 2 2023-04-27 Fixed 4.570000000000 N N N N N N TENET HLTHCR CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 924000.000000000000 PA USD 883885.570000000000 0.0931209566 Long DBT CORP US N 2 2024-07-15 Fixed 4.625000000000 N N N N N N TENET HLTHCR CORP 0W9AIBT6U6ADJ2I8HK17 88033GCU2 367000.000000000000 PA USD 350739.700000000000 0.0369518606 Long DBT CORP US N 2 2025-05-01 Fixed 5.125000000000 N N N N N N TENET HLTHCR CORP 0W9AIBT6U6ADJ2I8HK17 88033GDC1 140000.000000000000 PA USD 134320.390000000000 0.0141512020 Long DBT CORP US N 2 2024-09-01 Fixed 4.625000000000 N N N N N N TERRAFORM POWER OPERATING LLC N/A 88104LAC7 604000.000000000000 PA USD 599112.650000000000 0.0631189658 Long DBT CORP US N 2 2023-01-31 Fixed 4.250000000000 N N N N N N TOORAK MORTGAGE TRUST TRK_20-1 N/A 89052WAA7 11600000.000000000000 PA USD 11458135.480000000000 1.2071613934 Long ABS-CBDO CORP US N 2 2023-03-25 Variable 2.734300000000 N N N N N N AMN HEALTHCARE N/A 00175PAA1 134000.000000000000 PA USD 129157.870000000000 0.0136073094 Long DBT CORP US N 2 2024-10-01 Fixed 5.125000000000 N N N N N N ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) N/A 00182EBL2 2650000.000000000000 PA USD 2628906.640000000000 0.2769660569 Long DBT CORP GB N 2 2023-02-13 Fixed 1.900000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCN0 4500000.000000000000 PA USD 4653136.800000000000 0.4902269757 Long DBT CORP US N 2 2025-05-15 Fixed 3.400000000000 N N N N N N APX GROUP INC 549300OMQVKPRU98OE64 00213MAK0 228000.000000000000 PA USD 217139.520000000000 0.0228765357 Long DBT CORP US N 2 2022-12-01 Fixed 7.875000000000 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114QCD8 3260000.000000000000 PA USD 3253033.970000000000 0.3427204214 Long DBT CORP CA N 2 2022-12-01 Fixed 1.900000000000 N N N N N N TRANSDIGM INC N/A 893647AX5 434000.000000000000 PA USD 412696.170000000000 0.0434792279 Long DBT CORP US N 2 2024-07-15 Fixed 6.500000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAY5 4000000.000000000000 PA USD 4076957.800000000000 0.4295241636 Long DBT CORP US N 2 2026-05-14 Fixed 3.200000000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAG4 97000.000000000000 PA USD 93874.240000000000 0.0098900348 Long DBT CORP US N 2 2022-07-01 Fixed 5.125000000000 N N N N N N TRANSDIGM INC N/A 893647AZ0 114000.000000000000 PA USD 108388.500000000000 0.0114191714 Long DBT CORP US N 2 2025-05-15 Fixed 6.500000000000 N N N N N N TRANSOCEAN GUARDIAN LTD N/A 893800AA0 116900.000000000000 PA USD 93830.290000000000 0.0098854045 Long DBT CORP KY N 2 2024-01-15 Fixed 5.875000000000 N N N N N N RITCHIE BROS AUCTIONEERS INC N/A 767744AA3 343000.000000000000 PA USD 345350.590000000000 0.0363840958 Long DBT CORP CA N 2 2025-01-15 Fixed 5.375000000000 N N N N N N ROCKPOINT GAS STORAGE CANADA LTD N/A 77381WAA4 86000.000000000000 PA USD 63859.400000000000 0.0067278487 Long DBT CORP CA N 2 2023-03-31 Fixed 7.000000000000 N N N N N N SCF EQUIPMENT TRUST LLC SCFET_19-2A N/A 784034AC4 4000000.000000000000 PA USD 3773269.600000000000 0.3975293708 Long ABS-MBS CORP US N 2 2026-08-20 Fixed 2.760000000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAB0 532000.000000000000 PA USD 531977.110000000000 0.0560459623 Long DBT CORP US N 2 2022-10-01 Fixed 4.000000000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAJ8 468000.000000000000 PA USD 445495.510000000000 0.0469347724 Long DBT CORP US N 2 2023-02-15 Fixed 5.625000000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAM1 42000.000000000000 PA USD 41392.140000000000 0.0043608311 Long DBT CORP US N 2 2024-03-01 Fixed 6.500000000000 N N N N N N CHUBB INA HOLDINGS INC N/A 00440EAT4 2000000.000000000000 PA USD 2000147.620000000000 0.2107237248 Long DBT CORP US N 2 2020-11-03 Fixed 2.300000000000 N N N N N N ALLERGAN FUNDING SCS N/A 00507UAR2 2000000.000000000000 PA USD 2012308.040000000000 0.2120048748 Long DBT CORP LU N 2 2022-03-15 Fixed 3.450000000000 N N N N N N NAVIENT LLC N/A 78442FEL8 267000.000000000000 PA USD 259978.480000000000 0.0273897952 Long DBT CORP US N 2 2022-01-25 Fixed 7.250000000000 N N N N N N NAVIENT LLC N/A 78442FEQ7 318000.000000000000 PA USD 293676.120000000000 0.0309399793 Long DBT CORP US N 2 2023-01-25 Fixed 5.500000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST SCLP_19-1 N/A 78472CAB4 3025000.000000000000 PA USD 2964876.010000000000 0.3123618028 Long ABS-MBS CORP US N 2 2028-02-25 Fixed 3.450000000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BB4 3692000.000000000000 PA USD 3656153.970000000000 0.3851907606 Long DBT CORP US N 2 2021-03-15 Variable 1.190500000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAV0 3500000.000000000000 PA USD 3495574.110000000000 0.3682730162 Long DBT CORP US N 2 2023-06-15 Fixed 2.800000000000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A 013092AD3 185000.000000000000 PA USD 182389.600000000000 0.0192154896 Long DBT CORP US N 2 2023-02-15 Fixed 3.500000000000 N N N N N N TREEHOUSE FOODS INC 5493007M7EVHE470Q576 89469AAC8 90000.000000000000 PA USD 90067.560000000000 0.0094889855 Long DBT CORP US N 2 2024-02-15 Fixed 6.000000000000 N N N N N N US BANK NATIONAL ASSOCIATION N/A 90331HPL1 1000000.000000000000 PA USD 991889.100000000000 0.1044995698 Long DBT CORP US N 2 2025-01-21 Fixed 2.050000000000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A 013093AB5 419000.000000000000 PA USD 425546.880000000000 0.0448331027 Long DBT CORP US N 2 2024-06-15 Fixed 6.625000000000 N N N N N N ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC N/A 013093AD1 540000.000000000000 PA USD 545552.110000000000 0.0574761440 Long DBT CORP US N 2 2025-03-15 Fixed 5.750000000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BD5 218000.000000000000 PA USD 211375.980000000000 0.0222693232 Long DBT CORP US N 2 2025-07-15 Fixed 5.500000000000 N N N N N N UNITED STATES TREASURY N/A 912828U65 9600000.000000000000 PA USD 9837750.050000000000 1.0364471671 Long DBT UST US N 1 2021-11-30 Fixed 1.750000000000 N N N N N N ALCOA NEDERLAND HOLDING BV N/A 013822AA9 403000.000000000000 PA USD 390326.890000000000 0.0411225328 Long DBT CORP NL N 2 2024-09-30 Fixed 6.750000000000 N N N N N N ALLIANCE DATA SYST CORP 549300G8S4PO686J7H97 018581AK4 100000.000000000000 PA USD 75510.080000000000 0.0079552955 Long DBT CORP US N 2 2024-12-15 Fixed 4.750000000000 N N N N N N SERVICE CORPORATION INTERNATIONAL 549300RKVM2ME20JHZ15 817565CB8 187000.000000000000 PA USD 190226.360000000000 0.0200411243 Long DBT CORP US N 2 2024-05-15 Fixed 5.375000000000 N N N N N N SIERRA RECEIVABLES FUNDING COMPA N/A 82652KAA2 1967571.340000000000 PA USD 1946484.880000000000 0.2050701359 Long ABS-MBS CORP US N 2 2034-03-20 Fixed 2.910000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBZ4 2100000.000000000000 PA USD 2137899.600000000000 0.2252364588 Long DBT CORP US N 2 2023-02-15 Fixed 2.750000000000 N N N N N N UPSTART SECURITIZATION TRUST UPST_19-3 N/A 91678WAA7 4635286.580000000000 PA USD 4358477.930000000000 0.4591834597 Long ABS-MBS CORP US N 2 2030-01-21 Fixed 2.684000000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AD9 138000.000000000000 PA USD 133261.570000000000 0.0140396509 Long DBT CORP US N 2 2024-10-01 Fixed 5.000000000000 N N N N N N UMBS N/A 01F022444 16500000.000000000000 PA USD 17111982.360000000000 1.8028172652 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 2.500000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 91831AAB7 50000.000000000000 PA USD 49367.120000000000 0.0052010278 Long DBT CORP CA N 2 2023-05-15 Fixed 5.875000000000 N N N N N N UMBS N/A 01F030447 10000000.000000000000 PA USD 10462100.500000000000 1.1022250383 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 3.000000000000 N N N N N N UMBS N/A 01F032443 46000000.000000000000 PA USD 48377265.740000000000 5.0967426265 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 3.500000000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBC3 348000.000000000000 PA USD 341423.780000000000 0.0359703904 Long DBT CORP US N 2 2022-05-19 Fixed 4.625000000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-1 N/A 02529VAG4 8675000.000000000000 PA USD 7636330.110000000000 0.8045185809 Long ABS-MBS CORP US N 2 2026-03-13 Fixed 2.390000000000 N N N N N N SIERRA RECEIVABLES FUNDING COMPA N/A 82652WAA6 1756588.110000000000 PA USD 1732441.520000000000 0.1825197933 Long ABS-MBS CORP US N 2 2033-07-20 Fixed 2.330000000000 N N N N N N SIERRA RECEIVABLES FUNDING COMPA N/A 82652YAA2 1401483.260000000000 PA USD 1382971.350000000000 0.1457016829 Long ABS-MBS CORP US N 2 2033-10-20 Fixed 2.430000000000 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC. 1B4S6S7G0TW5EE83BO58 025537AH4 2000000.000000000000 PA USD 1983780.460000000000 0.2089993777 Long DBT CORP US N 2 2020-11-13 Fixed 2.150000000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BM0 4000000.000000000000 PA USD 4025976.920000000000 0.4241531196 Long DBT CORP US N 2 2022-08-01 Fixed 2.500000000000 N N N N N N CSC HOLDINGS LLC N/A 126307AT4 1070000.000000000000 PA USD 1080756.110000000000 0.1138620724 Long DBT CORP US N 2 2023-07-15 Fixed 5.375000000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GV9 3000000.000000000000 PA USD 3054295.590000000000 0.3217825210 Long DBT CORP US N 2 2021-06-01 Fixed 4.250000000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DH7 3500000.000000000000 PA USD 3603982.620000000000 0.3796942957 Long DBT CORP US N 2 2026-04-01 Fixed 3.900000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAA8 3000000.000000000000 PA USD 3072191.730000000000 0.3236679525 Long DBT CORP US N 2 2022-03-15 Fixed 4.700000000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CP3 3000000.000000000000 PA USD 3032443.620000000000 0.3194803266 Long DBT CORP US N 2 2022-05-11 Fixed 2.650000000000 N N N N N N AMRESCO RESIDENTIAL SECURITIES MTG LOAN TRUST AMRES_98-3 N/A 03215PFG9 14773.600000000000 PA USD 14303.380000000000 0.0015069195 Long ABS-CBDO CORP US N 2 2028-07-25 Variable 1.426600000000 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9 N/A 12654PAE8 9646173.310000000000 PA USD 9719262.370000000000 1.0239640059 Long ABS-CBDO CORP US N 2 2057-09-25 Variable 3.850000000000 N N N N N N COMM MORTGAGE TRUST COMM_19-WCM N/A 12655HAJ4 3900000.000000000000 PA USD 3553315.350000000000 0.3743562918 Long ABS-MBS CORP US N 2 2036-10-15 Variable 3.300000000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT_17 N/A 034620AA2 296923.570000000000 PA USD 292666.490000000000 0.0308336106 Long ABS-CBDO CORP US N 2 2047-01-25 Variable 2.810000000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT_19-2 N/A 03463WAC7 3012870.360000000000 PA USD 2954831.930000000000 0.3113036180 Long ABS-CBDO CORP US N 2 2049-03-25 Variable 3.833000000000 N N N N N N ANGEL OAK MORTGAGE TRUST AOMT_18-3 N/A 03464NAC6 2390676.840000000000 PA USD 2353089.660000000000 0.2479076110 Long ABS-CBDO CORP US N 2 2048-09-25 Variable 3.853000000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03523TBX5 4000000.000000000000 PA USD 4304837.400000000000 0.4535322107 Long DBT CORP US N 2 2025-01-23 Fixed 4.150000000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CJ3 143000.000000000000 PA USD 135766.680000000000 0.0143035745 Long DBT CORP US N 2 2024-02-01 Fixed 5.500000000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385AV3 3000000.000000000000 PA USD 2467882.770000000000 0.2600015342 Long DBT CORP CA N 2 2025-02-01 Fixed 3.900000000000 N N N N N N ANIXTER INC N/A 035287AG6 97000.000000000000 PA USD 96635.360000000000 0.0101809301 Long DBT CORP US N 2 2023-03-01 Fixed 5.500000000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AJ2 2500000.000000000000 PA USD 2455636.100000000000 0.2587112974 Long DBT CORP US N 2 2025-01-15 Fixed 2.375000000000 N N N N N N CAPITAL ONE FIN CORP ZUE8T73ROZOF6FLBAR73 14040HCA1 4000000.000000000000 PA USD 4038135.600000000000 0.4254340862 Long DBT CORP US N 2 2024-01-29 Fixed 3.900000000000 N N N N N N CARBONE CLO LTD CRBN_17-1A N/A 141312AA6 8550000.000000000000 PA USD 8040693.600000000000 0.8471199269 Long ABS-MBS CORP KY N 2 2031-01-20 Variable 2.959100000000 N N N N N N BANK OF NEW YORK MELLON CORP/THE WFLLPEPC7FZXENRZV188 06406RAM9 2705000.000000000000 PA USD 2704739.050000000000 0.2849553111 Long DBT CORP US N 2 2023-01-27 Fixed 1.850000000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBE7 2000000.000000000000 PA USD 2033778.300000000000 0.2142668544 Long DBT CORP US N 2 2025-09-15 Fixed 3.750000000000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES N/A 143109AN6 8000000.000000000000 PA USD 7367712.000000000000 0.7762185654 Long ABS-MBS CORP KY N 2 2027-10-20 Variable 3.269100000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159SH0 2200000.000000000000 PA USD 2199115.750000000000 0.2316858304 Long DBT CORP CA N 2 2022-11-15 Fixed 2.000000000000 N N N N N N BACARDI LTD N/A 067316AE9 3000000.000000000000 PA USD 3136701.090000000000 0.3304642771 Long DBT CORP BM N 2 2025-05-15 Fixed 4.450000000000 N N N N N N SIRIUS XM RADIO INC N/A 82967NAY4 288000.000000000000 PA USD 286935.170000000000 0.0302297926 Long DBT CORP US N 2 2022-08-01 Fixed 3.875000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC/ARD N/A 03969AAL4 218000.000000000000 PA USD 218583.670000000000 0.0230286828 Long DBT CORP IE N 2 2025-02-15 Fixed 6.000000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC/ARD N/A 03969AAM2 607000.000000000000 PA USD 606617.640000000000 0.0639096472 Long DBT CORP IE N 2 2022-09-15 Fixed 4.250000000000 N N N N N N SIX FLAGS ENTERTAINMENT CORP 549300JYTDUAA4JQ3717 83001AAB8 838000.000000000000 PA USD 717828.740000000000 0.0756261910 Long DBT CORP US N 2 2024-07-31 Fixed 4.875000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST SCLP_16-5 N/A 83404YAB9 3350000.000000000000 PA USD 3169509.370000000000 0.3339207635 Long ABS-MBS CORP US N 2 2028-09-25 Variable 4.550000000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FJJ1 3025000.000000000000 PA USD 3022275.500000000000 0.3184090737 Long DBT CORP GB N 2 2021-01-11 Fixed 2.650000000000 N N N N N N BABSON CLO LTD BABSN_18-4A N/A 06760XAE4 10800000.000000000000 PA USD 9697039.200000000000 1.0216227041 Long ABS-MBS CORP KY N 2 2030-10-15 Variable 3.531300000000 N N N N N N ARES CLO LTD ARES_18-47A N/A 04016VAE5 4000000.000000000000 PA USD 3622380.000000000000 0.3816325349 Long ABS-MBS CORP KY N 2 2030-04-15 Variable 3.281300000000 N N N N N N ARROYO MORTGAGE TRUST ARRW_19-1 N/A 042859AA6 6248483.370000000000 PA USD 5930697.380000000000 0.6248232032 Long ABS-CBDO CORP US N 2 2049-01-25 Variable 3.805000000000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES N/A 14310KAW1 5000000.000000000000 PA USD 4410525.000000000000 0.4646668312 Long ABS-MBS CORP KY N 2 2031-01-15 Variable 3.251300000000 N N N N N N CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A N/A 14316AAC1 8000000.000000000000 PA USD 7226416.000000000000 0.7613324544 Long ABS-MBS CORP KY N 2 2030-01-20 Variable 3.069100000000 N N N N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587CU9 3800000.000000000000 PA USD 3843281.890000000000 0.4049054517 Long DBT CORP US N 2 2023-07-01 Fixed 2.950000000000 N N N N N N SPRINGLEAF FINANCE CORP N/A 85172FAK5 310000.000000000000 PA USD 315572.640000000000 0.0332468671 Long DBT CORP US N 2 2022-05-15 Fixed 6.125000000000 N N N N N N CARRIER GLOBAL CORP N/A 14448CAF1 4000000.000000000000 PA USD 3885939.600000000000 0.4093996157 Long DBT CORP US N 2 2025-02-15 Fixed 2.242000000000 N N N N N N CARRIZO OIL & GAS INC 6X88M1NLGKDIRGWMPT94 144577AH6 44000.000000000000 PA USD 10514.860000000000 0.0011077835 Long DBT CORP US N 2 2023-04-15 Fixed 6.250000000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST CRVNA_19-3A N/A 14686XAE9 2950000.000000000000 PA USD 2893519.300000000000 0.3048440819 Long ABS-MBS CORP US N 2 2024-10-15 Fixed 2.710000000000 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 14913Q2T5 2000000.000000000000 PA USD 2032628.320000000000 0.2141456993 Long DBT CORP US N 2 2022-02-26 Fixed 2.950000000000 N N N N N N CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP N/A 150191AJ3 436000.000000000000 PA USD 390448.500000000000 0.0411353449 Long DBT CORP US N 2 2024-06-01 Fixed 5.375000000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAD3 138000.000000000000 PA USD 138640.450000000000 0.0146063379 Long DBT CORP US N 2 2022-05-15 Fixed 4.750000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND N/A 07332HAA4 1896656.280000000000 PA USD 1920816.080000000000 0.2023658229 Long ABS-CBDO CORP US N 2 2055-04-28 Fixed 4.000000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_19-LT2 N/A 07334PAA4 1267327.250000000000 PA USD 1159896.050000000000 0.1221997885 Long ABS-CBDO CORP US N 2 2034-10-28 Variable 3.376200000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAJ0 298000.000000000000 PA USD 301401.820000000000 0.0317539133 Long DBT CORP US N 2 2025-01-15 Fixed 4.750000000000 N N N N N N BOMFT_19-RN2 N/A 07334RAA0 228834.040000000000 PA USD 227710.350000000000 0.0239902159 Long ABS-CBDO CORP US N 2 2034-03-28 Variable 3.967100000000 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BT5 3000000.000000000000 PA USD 2980185.150000000000 0.3139746833 Long DBT CORP US N 2 2022-06-06 Fixed 2.894000000000 N N N N N N ASCENTIUM EQUIPMENT RECEIVABLES LLC ACER_19-2A N/A 04365VAF9 3250000.000000000000 PA USD 3188073.850000000000 0.3358766073 Long ABS-MBS CORP US N 2 2026-11-10 Fixed 2.850000000000 N N N N N N ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS N/A 04410CAG4 9100000.000000000000 PA USD 7280000.000000000000 0.7669777478 Long ABS-MBS CORP US N 2 2035-05-15 Variable 2.154600000000 N N N N N N AVANTOR INC N/A 05352AAA8 407000.000000000000 PA USD 426696.790000000000 0.0449542504 Long DBT CORP US N 2 2024-10-01 Fixed 6.000000000000 N N N N N N AVANT LOANS FUNDING TRUST AVNT_19-A N/A 05352EAA0 1583726.830000000000 PA USD 1557768.760000000000 0.1641173043 Long ABS-MBS CORP US N 2 2022-07-15 Fixed 3.480000000000 N N N N N N SPRINT COMMUNICATIONS INC 549300JKU50UT08ZWD77 852061AS9 255000.000000000000 PA USD 264751.920000000000 0.0278926966 Long DBT CORP US N 2 2022-11-15 Fixed 6.000000000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 476000.000000000000 PA USD 523809.670000000000 0.0551854891 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N AVANT LOANS FUNDING TRUST AVNT_19-A N/A 05352EAB8 2925000.000000000000 PA USD 2604036.530000000000 0.2743458891 Long ABS-MBS CORP US N 2 2022-12-15 Fixed 3.800000000000 N N N N N N AVANT LOANS FUNDING TRUST AVNT_18-B N/A 05353TAA6 535946.600000000000 PA USD 535943.870000000000 0.0564638767 Long ABS-MBS CORP US N 2 2022-01-18 Fixed 3.420000000000 N N N N N N AVANT LOANS FUNDING TRUST AVNT_20-REV1 N/A 05355MAA9 10000000.000000000000 PA USD 9850000.000000000000 1.0377377494 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 2.170000000000 N N N N N N AVANT LOANS FUNDING TRUST AVNT_20-REV1 N/A 05355MAB7 1600000.000000000000 PA USD 1576000.000000000000 0.1660380399 Long ABS-MBS CORP US N 2 2029-05-15 Fixed 2.680000000000 N N N N N N BELLEMEADE RE LTD BMIR_19-1A N/A 07876RAA4 631677.690000000000 PA USD 628486.580000000000 0.0662136293 Long ABS-CBDO CORP US N 2 2029-03-25 Variable 2.246600000000 N N N N N N BERRY GLOBAL INC N/A 085790AX1 470000.000000000000 PA USD 468410.570000000000 0.0493489676 Long DBT CORP US N 2 2022-05-15 Fixed 5.500000000000 N N N N N N AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC N/A 053773AV9 20000.000000000000 PA USD 17195.140000000000 0.0018115783 Long DBT CORP US N 2 2023-04-01 Fixed 5.500000000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A N/A 05377RDC5 9725000.000000000000 PA USD 9512633.230000000000 1.0021947816 Long ABS-MBS CORP US N 2 2025-03-20 Fixed 4.000000000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAP0 414000.000000000000 PA USD 392939.840000000000 0.0413978178 Long DBT CORP US N 2 2021-02-01 Fixed 3.625000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR_19-1 N/A 85571KAC9 3963058.840000000000 PA USD 3738874.550000000000 0.3939057118 Long ABS-CBDO CORP US N 2 2049-06-25 Variable 3.299000000000 N N N N N N AXALTA COATING SYSTEMS LLC N/A 05453GAA3 352000.000000000000 PA USD 330032.090000000000 0.0347702293 Long DBT CORP US N 2 2024-08-15 Fixed 4.875000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH N/A 05491RAG0 3650000.000000000000 PA USD 3139709.930000000000 0.3307812707 Long ABS-MBS CORP US N 2 2037-10-15 Variable 1.954600000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1 N/A 85572JAA5 3902796.440000000000 PA USD 3762397.630000000000 0.3963839644 Long ABS-CBDO CORP US N 2 2049-08-25 Variable 2.610000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1 N/A 85572JAC1 1791447.550000000000 PA USD 1698721.150000000000 0.1789672145 Long ABS-CBDO CORP US N 2 2049-08-25 Variable 2.916000000000 N N N N N N SIERRA RECEIVABLES FUNDING COMPANY SRFC_18-3A N/A 82653GAA0 888944.670000000000 PA USD 878748.030000000000 0.0925796957 Long ABS-MBS CORP US N 2 2035-09-20 Fixed 3.690000000000 N N N N N N SIMON PROPERTY GROUP LP N/A 828807DG9 2500000.000000000000 PA USD 2403221.500000000000 0.2531892052 Long DBT CORP US N 2 2024-09-13 Fixed 2.000000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH N/A 05491RAJ4 1975000.000000000000 PA USD 1661759.870000000000 0.1750731926 Long ABS-MBS CORP US N 2 2037-10-15 Variable 2.204600000000 N N N N N N BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY N/A 054967AJ3 11500000.000000000000 PA USD 9461457.100000000000 0.9968031672 Long ABS-MBS CORP US N 2 2034-09-15 Variable 2.054600000000 N N N N N N BERRY GLOBAL INC N/A 085790AY9 401000.000000000000 PA USD 402390.570000000000 0.0423934908 Long DBT CORP US N 2 2023-07-15 Fixed 5.125000000000 N N N N N N BOYNE USA INC N/A 103557AA2 167000.000000000000 PA USD 158266.180000000000 0.0166739888 Long DBT CORP US N 2 2025-05-01 Fixed 7.250000000000 N N N N N N SIRIUS XM RADIO INC N/A 82967NAL2 44000.000000000000 PA USD 44048.150000000000 0.0046406526 Long DBT CORP US N 2 2023-05-15 Fixed 4.625000000000 N N N N N N SIRIUS XM RADIO INC N/A 82967NAU2 77000.000000000000 PA USD 78330.560000000000 0.0082524446 Long DBT CORP US N 2 2025-04-15 Fixed 5.375000000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 05531FBG7 2510000.000000000000 PA USD 2562888.180000000000 0.2700107423 Long DBT CORP US N 2 2022-06-20 Fixed 3.050000000000 N N N N N N BHMS MORTGAGE TRUST BHMS_18-ATLS N/A 05549GAA9 13500000.000000000000 PA USD 11271328.200000000000 1.1874804832 Long ABS-MBS CORP US N 2 2035-07-15 Variable 1.954600000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BZ0 1940000.000000000000 PA USD 2010315.340000000000 0.2117949357 Long DBT CORP US N 2 2024-07-26 Fixed 2.900000000000 N N N N N N BROADCOM CORPORATION/BROADCOM CA N/A 11134LAF6 4000000.000000000000 PA USD 4004340.120000000000 0.4218735943 Long DBT CORP US N 2 2024-01-15 Fixed 3.625000000000 N N N N N N BP CAPITAL MARKETS PLC N/A 05565QBU1 2000000.000000000000 PA USD 2025329.540000000000 0.2133767430 Long DBT CORP GB N 2 2021-11-01 Fixed 3.561000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_19-XL N/A 056054AF6 3391671.920000000000 PA USD 3077876.810000000000 0.3242668989 Long ABS-MBS CORP US N 2 2036-10-15 Variable 1.955000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR_18-IMC2 N/A 85572PAA1 7758687.300000000000 PA USD 7251936.400000000000 0.7640211328 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 4.121000000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119AZ3 276000.000000000000 PA USD 261178.950000000000 0.0275162696 Long DBT CORP US N 2 2023-04-15 Fixed 5.250000000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BD1 272000.000000000000 PA USD 261663.230000000000 0.0275672905 Long DBT CORP US N 2 2024-10-01 Fixed 5.500000000000 N N N N N N SUNOCO LP / SUNOCO FINANCE CORP N/A 86765LAJ6 529000.000000000000 PA USD 507849.920000000000 0.0535040643 Long DBT CORP US N 2 2023-01-15 Fixed 4.875000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_19-ATL N/A 056058AJ9 2180000.000000000000 PA USD 1872648.780000000000 0.1972912011 Long ABS-MBS CORP US N 2 2036-10-15 Variable 2.291200000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST BX_19-ATL N/A 056058AL4 1931000.000000000000 PA USD 1603758.060000000000 0.1689624650 Long ABS-MBS CORP US N 2 2036-10-15 Variable 2.591200000000 N N N N N N TCF AUTO RECEIVABLES OWNER TRUST N/A 87226VAA4 689018.470000000000 PA USD 684140.700000000000 0.0720770183 Long ABS-MBS CORP US N 2 2022-06-15 Fixed 1.930000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAJ4 757000.000000000000 PA USD 768600.620000000000 0.0809752160 Long DBT CORP US N 2 2024-01-15 Fixed 6.500000000000 N N N N N N TRI POINTE HOLDINGS INC N/A 87265HAE9 379000.000000000000 PA USD 357843.260000000000 0.0377002497 Long DBT CORP US N 2 2021-07-01 Fixed 4.875000000000 N N N N N N TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP N/A 87470LAA9 296000.000000000000 PA USD 163126.710000000000 0.0171860655 Long DBT CORP US N 2 2024-09-15 Fixed 5.500000000000 N N N N N N BUCKEYE PARTNERS 549300C1PQJLVEIUBK50 118230AK7 114000.000000000000 PA USD 98509.500000000000 0.0103783784 Long DBT CORP US N 2 2023-07-01 Fixed 4.150000000000 N N N N N N BWAY HOLDING CO N/A 12429TAD6 395000.000000000000 PA USD 363279.610000000000 0.0382729914 Long DBT CORP US N 2 2024-04-15 Fixed 5.500000000000 N N N N N N MADISON PARK FUNDING LTD MDPK_19-33A N/A 55819JAC7 5550000.000000000000 PA USD 4944694.800000000000 0.5209438024 Long ABS-MBS CORP US N 2 2032-10-15 Variable 3.644100000000 N N N N N N BX TRUST BX_18-IND N/A 056059AJ7 5950000.010000000000 PA USD 5488843.470000000000 0.5782720883 Long ABS-MBS CORP US N 2 2035-11-15 Variable 1.804600000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GEU9 6585000.000000000000 PA USD 6803396.330000000000 0.7167656036 Long DBT CORP US N 2 2023-01-11 Fixed 3.300000000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A 1248EPAY9 362000.000000000000 PA USD 364703.730000000000 0.0384230282 Long DBT CORP US N 2 2022-09-30 Fixed 5.250000000000 N N N N N N CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP N/A 1248EPBF9 439000.000000000000 PA USD 443549.900000000000 0.0467297944 Long DBT CORP US N 2 2023-05-01 Fixed 5.125000000000 N N N N N N OUTFRONT MEDIA CAPITAL LLC/OUTFR N/A 12505FAD3 436000.000000000000 PA USD 427302.060000000000 0.0450180181 Long DBT CORP US N 2 2024-02-15 Fixed 5.625000000000 N N N N N N CIGNA CORP N/A 125523BU3 4000000.000000000000 PA USD 4026840.240000000000 0.4242440739 Long DBT CORP US N 2 2023-07-15 Fixed 3.000000000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WRC9 2050000.000000000000 PA USD 2037961.520000000000 0.2147075737 Long DBT CORP CA N 2 2022-11-01 Fixed 2.050000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 91831AAC5 139000.000000000000 PA USD 137752.660000000000 0.0145128056 Long DBT CORP CA N 2 2025-04-15 Fixed 6.125000000000 N N N N N N MAGNETITE CLO MAGNE_15-12A N/A 55953HAS2 6875000.000000000000 PA USD 6447842.500000000000 0.6793065548 Long ABS-MBS CORP KY N 2 2031-10-15 Variable 2.931300000000 N N N N N N MARLETTE FUNDING TRUST MFT_18-4A N/A 57109GAA2 1217687.590000000000 PA USD 1203833.960000000000 0.1268288268 Long ABS-MBS CORP US N 2 2028-12-15 Fixed 3.710000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL8 N/A 91833HAA2 4815436.930000000000 PA USD 4284706.920000000000 0.4514113823 Long ABS-CBDO CORP US N 2 2049-11-25 Variable 3.277500000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL5 N/A 91834DAA0 6097387.190000000000 PA USD 5458267.600000000000 0.5750507954 Long ABS-CBDO CORP US N 2 2049-09-25 Variable 3.351500000000 N N N N N N MARLETTE FUNDING TRUST MFT_19-2A N/A 57109HAB8 2625000.000000000000 PA USD 2415680.400000000000 0.2545018012 Long ABS-MBS CORP US N 2 2029-07-16 Fixed 3.530000000000 N N N N N N MARLETTE FUNDING TRUST MFT_19-3A N/A 57109MAB7 5175000.000000000000 PA USD 4143850.200000000000 0.4365715513 Long ABS-MBS CORP US N 2 2029-09-17 Fixed 3.070000000000 N N N N N N CIM TRUST CIM_18-R6 N/A 12554EAA2 8800158.220000000000 PA USD 8359961.110000000000 0.8807560637 Long ABS-CBDO CORP US N 2 2058-09-25 Variable 2.060500000000 N N N N N N COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR N/A 12564NAL6 5900000.000000000000 PA USD 4841614.930000000000 0.5100839168 Long ABS-MBS USGA US N 2 2038-11-15 Variable 2.729600000000 N N N N N N KAR AUCTION SERVICES INC 5493004HKD20LBSG7D03 48238TAA7 80000.000000000000 PA USD 77305.850000000000 0.0081444872 Long DBT CORP US N 2 2025-06-01 Fixed 5.125000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDING N/A 48250NAA3 663000.000000000000 PA USD 646706.240000000000 0.0681331450 Long DBT CORP US N 2 2024-06-01 Fixed 5.000000000000 N N N N N N KIMCO REALTY CORP 549300EA7I6T15IBYS12 49446RAR0 3183000.000000000000 PA USD 3139967.430000000000 0.3308083994 Long DBT CORP US N 2 2024-03-01 Fixed 2.700000000000 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BS4 3000000.000000000000 PA USD 3010253.280000000000 0.3171424836 Long DBT CORP US N 2 2024-02-01 Fixed 4.150000000000 N N N N N N MARLETTE FUNDING TRUST MFT_18-1A N/A 57109TAB2 1692737.750000000000 PA USD 1648407.490000000000 0.1736664649 Long ABS-MBS CORP US N 2 2028-03-15 Fixed 3.190000000000 N N N N N N MARLETTE FUNDING TRUST MFT_19-1A N/A 57109XAA5 1433487.020000000000 PA USD 1413201.320000000000 0.1488865337 Long ABS-MBS CORP US N 2 2029-04-16 Fixed 3.440000000000 N N N N N N COLT FUNDING LLC COLT_18-3 N/A 12596DAB2 1667701.630000000000 PA USD 1605520.370000000000 0.1691481315 Long ABS-CBDO CORP US N 2 2048-10-26 Fixed 3.763000000000 N N N N N N COLT FUNDING LLC COLT_18-3 N/A 12596DAC0 1584316.540000000000 PA USD 1504362.420000000000 0.1584907281 Long ABS-CBDO CORP US N 2 2048-10-26 Fixed 3.865000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL1 N/A 91834TAA5 3364724.370000000000 PA USD 3036491.470000000000 0.3199067842 Long ABS-CBDO CORP US N 2 2050-01-25 Variable 3.228200000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL2 N/A 91834UAA2 8030081.410000000000 PA USD 7140312.250000000000 0.7522610725 Long ABS-CBDO CORP US N 2 2050-02-25 Variable 2.981400000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 91911KAJ1 136000.000000000000 PA USD 137310.170000000000 0.0144661875 Long DBT CORP CA N 2 2022-03-15 Fixed 6.500000000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 91911KAK8 827000.000000000000 PA USD 850281.270000000000 0.0895806062 Long DBT CORP CA N 2 2024-03-15 Fixed 7.000000000000 N N N N N N CSMC_19-AFC1 N/A 12596XAA0 6651669.630000000000 PA USD 6362317.340000000000 0.6702961297 Long ABS-CBDO CORP US N 2 2049-07-25 Fixed 2.573000000000 N N N N N N CSC HOLDINGS LLC N/A 126307AF4 160000.000000000000 PA USD 166280.270000000000 0.0175183059 Long DBT CORP US N 2 2021-11-15 Fixed 6.750000000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAK2 4000000.000000000000 PA USD 3983743.560000000000 0.4197036626 Long DBT CORP US N 2 2025-07-15 Fixed 3.950000000000 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AA7 4000000.000000000000 PA USD 4086443.160000000000 0.4305234851 Long DBT CORP US N 2 2021-02-15 Fixed 4.950000000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAA4 3000000.000000000000 PA USD 3006170.040000000000 0.3167122976 Long DBT CORP US N 2 2021-06-15 Fixed 3.375000000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 6500000.000000000000 PA USD 6376081.860000000000 0.6717462781 Long DBT CORP US N 2 2025-10-30 Variable 2.406000000000 N N N N N N MARLETTE FUNDING TRUST MFT_19-1A N/A 57109XAB3 750000.000000000000 PA USD 712202.400000000000 0.0750334331 Long ABS-MBS CORP US N 2 2029-04-16 Fixed 3.940000000000 N N N N N N MATCH GROUP INC 549300BIJKT86CPCKK96 57665RAF3 346000.000000000000 PA USD 353821.910000000000 0.0372765840 Long DBT CORP US N 2 2024-06-01 Fixed 6.375000000000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO N/A 505742AF3 264000.000000000000 PA USD 240377.860000000000 0.0253247898 Long DBT CORP US N 2 2022-03-15 Fixed 5.250000000000 N N N N N N LAMAR MEDIA CORP N/A 513075BE0 193000.000000000000 PA USD 191843.290000000000 0.0202114745 Long DBT CORP US N 2 2023-05-01 Fixed 5.000000000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 58155QAG8 2001000.000000000000 PA USD 2025207.960000000000 0.2133639341 Long DBT CORP US N 2 2023-03-15 Fixed 2.850000000000 N N N N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001AAQ5 121000.000000000000 PA USD 120918.190000000000 0.0127392254 Long DBT CORP US N 2 2022-04-01 Fixed 7.000000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP N/A 95001CAA0 16055000.000000000000 PA USD 13635389.480000000000 1.4365439991 Long ABS-MBS CORP US N 2 2034-12-15 Variable 1.455000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL N/A 95002GAG7 1600000.000000000000 PA USD 1328675.520000000000 0.1399813953 Long ABS-MBS CORP US N 2 2037-02-15 Variable 3.740000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5 N/A 52475FAF0 3438223.500000000000 PA USD 3422399.080000000000 0.3605637278 Long ABS-CBDO CORP US N 2 2059-05-25 Variable 3.200000000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057BY9 284000.000000000000 PA USD 282374.810000000000 0.0297493401 Long DBT CORP US N 2 2022-01-15 Fixed 4.125000000000 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I N/A 59217GEE5 2835000.000000000000 PA USD 2782003.110000000000 0.2930953956 Long DBT CORP US N 2 2023-01-13 Fixed 1.950000000000 N N N N N N MOBILE MINI INC. 529900IYC4GQUZJ42W95 60740FAM7 187000.000000000000 PA USD 179011.590000000000 0.0188596025 Long DBT CORP US N 2 2024-07-01 Fixed 5.875000000000 N N N N N N WESCO DISTRIBUTION INC N/A 95081QAK0 419000.000000000000 PA USD 384250.570000000000 0.0404823677 Long DBT CORP US N 2 2021-12-15 Fixed 5.375000000000 N N N N N N WESCO DISTRIBUTION INC N/A 95081QAM6 229000.000000000000 PA USD 195965.400000000000 0.0206457557 Long DBT CORP US N 2 2024-06-15 Fixed 5.375000000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDQ4 3000000.000000000000 PA USD 3062886.210000000000 0.3226875779 Long DBT CORP US N 2 2022-03-15 Fixed 2.946000000000 N N N N N N VERUS_17-1A N/A 92536BAA3 658351.410000000000 PA USD 642394.490000000000 0.0676788845 Long ABS-CBDO CORP US N 2 2047-01-25 Variable 2.881000000000 N N N N N N WESTERN GAS PARTNERS LP N/A 958667AB3 5000000.000000000000 PA USD 2549821.500000000000 0.2686341142 Long DBT CORP US N 2 2025-02-01 Fixed 3.100000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A N/A 96042HAL4 5325000.000000000000 PA USD 4314682.430000000000 0.4545694248 Long ABS-MBS CORP US N 2 2024-11-15 Fixed 2.720000000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAH1 4500000.000000000000 PA USD 4525709.310000000000 0.4768019689 Long DBT CORP US N 2 2022-05-19 Fixed 2.750000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD N/A 61771LAJ1 3675000.000000000000 PA USD 3062383.380000000000 0.3226346027 Long ABS-MBS CORP US N 2 2036-11-10 Fixed 3.177100000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CR3 112000.000000000000 PA USD 114574.190000000000 0.0120708591 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BD4 217000.000000000000 PA USD 218067.220000000000 0.0229742727 Long DBT CORP US N 2 2022-08-15 Fixed 5.375000000000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BK8 84000.000000000000 PA USD 84363.530000000000 0.0088880426 Long DBT CORP US N 2 2024-01-15 Fixed 5.375000000000 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AK5 546000.000000000000 PA USD 504002.600000000000 0.0530987334 Long DBT CORP US N 2 2024-11-01 Fixed 4.875000000000 N N N N N N LLOYDS BANK PLC N/A 53944VAS8 2250000.000000000000 PA USD 2240088.370000000000 0.2360024633 Long DBT CORP GB N 2 2022-08-14 Fixed 2.250000000000 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AQ1 3144000.000000000000 PA USD 3103516.790000000000 0.3269681755 Long DBT CORP US N 2 2023-05-15 Fixed 2.625000000000 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 548661CW5 3000000.000000000000 PA USD 3025696.710000000000 0.3187695121 Long DBT CORP US N 2 2022-04-15 Fixed 3.120000000000 N N N N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 552081AK7 3650000.000000000000 PA USD 3982180.440000000000 0.4195389815 Long DBT CORP NL N 2 2024-04-15 Fixed 5.750000000000 N N N N N N VERUS_19-1 N/A 92537DAB6 3733704.200000000000 PA USD 3622894.210000000000 0.3816867090 Long ABS-CBDO CORP US N 2 2059-02-25 Variable 3.938000000000 N N N N N N VERUS_19-1 N/A 92537DAC4 3640361.600000000000 PA USD 3532492.590000000000 0.3721625289 Long ABS-CBDO CORP US N 2 2059-02-25 Variable 4.040000000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214DG5 3000000.000000000000 PA USD 3031466.760000000000 0.3193774104 Long DBT CORP AU N 2 2022-01-11 Fixed 2.800000000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BU3 4000000.000000000000 PA USD 3680587.880000000000 0.3877649729 Long DBT CORP US N 2 2023-01-15 Fixed 3.700000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_19-INV1 N/A 92537FAC9 2588184.720000000000 PA USD 2516506.240000000000 0.2651242154 Long ABS-CBDO CORP US N 2 2059-12-25 Variable 3.658000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_19-4 N/A 92537KAC8 4718388.200000000000 PA USD 4551628.570000000000 0.4795326689 Long ABS-CBDO CORP US N 2 2059-11-25 Variable 3.000000000000 N N N N N N MOROCCO GOVERNMENT AID BOND N/A 617726AA2 297500.110000000000 PA USD 292591.360000000000 0.0308256954 Long DBT NUSS MA N 3 2023-05-01 Variable 1.000000000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AH5 162000.000000000000 PA USD 96232.790000000000 0.0101385177 Long DBT CORP US N 2 2024-08-15 Fixed 6.875000000000 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 552953CC3 364000.000000000000 PA USD 348531.470000000000 0.0367192145 Long DBT CORP US N 2 2023-03-15 Fixed 6.000000000000 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP N/A 55303XAC9 511000.000000000000 PA USD 490578.560000000000 0.0516844559 Long DBT CORP US N 2 2024-05-01 Fixed 5.625000000000 N N N N N N WOODSIDE FIN LTD N/A 980236AL7 2000000.000000000000 PA USD 2051130.600000000000 0.2160949901 Long DBT CORP AU N 2 2021-05-10 Fixed 4.600000000000 N N N N N N WPX ENERGY INC ZXZE9GCS2BB547GJW219 98212BAE3 714000.000000000000 PA USD 435541.540000000000 0.0458860810 Long DBT CORP US N 2 2024-09-15 Fixed 5.250000000000 N N N N N N VERUS SECURITIZATION TRUST VERUS_18-INV2 N/A 92537LAB8 9061912.400000000000 PA USD 8785254.030000000000 0.9255624107 Long ABS-CBDO CORP US N 2 2058-10-25 Fixed 4.401000000000 N N N N N N VICI PROPERTIES LP/VICI NOTE CO INC N/A 92564RAC9 377000.000000000000 PA USD 351826.150000000000 0.0370663225 Long DBT CORP US N 2 2025-02-15 Fixed 3.500000000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAJ7 230000.000000000000 PA USD 219768.300000000000 0.0231534884 Long DBT CORP US N 2 2022-07-15 Fixed 5.000000000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAS7 301000.000000000000 PA USD 300045.660000000000 0.0316110363 Long DBT CORP US N 2 2023-12-15 Fixed 6.375000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 3000000.000000000000 PA USD 2491818.930000000000 0.2625233064 Long DBT CORP US N 2 2024-12-01 Fixed 4.875000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBA7 12000.000000000000 PA USD 10704.640000000000 0.0011277776 Long DBT CORP US N 2 2024-05-01 Fixed 6.375000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBC3 272000.000000000000 PA USD 252073.290000000000 0.0265569511 Long DBT CORP US N 2 2025-01-15 Fixed 5.250000000000 N N N N N N VIRGIN MEDIA FINANCE PLC N/A 92769VAF6 76000.000000000000 PA USD 73551.470000000000 0.0077489479 Long DBT CORP GB N 2 2024-10-15 Fixed 6.000000000000 N N N N N N VIRGIN MEDIA FINANCE PLC N/A 92769VAG4 299000.000000000000 PA USD 291640.850000000000 0.0307255553 Long DBT CORP GB N 2 2025-01-15 Fixed 5.750000000000 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VE N/A 983130AU9 337000.000000000000 PA USD 305549.140000000000 0.0321908504 Long DBT CORP US N 2 2023-05-30 Fixed 4.250000000000 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VE N/A 983130AV7 219000.000000000000 PA USD 203772.620000000000 0.0214682782 Long DBT CORP US N 2 2025-03-01 Fixed 5.500000000000 N N N N N N VISIO_19-2 N/A 92837DAC1 3083539.230000000000 PA USD 2882293.890000000000 0.3036614390 Long ABS-CBDO CORP US N 2 2054-11-25 Variable 3.076000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL7 N/A 92870DAA3 4343030.490000000000 PA USD 3844650.800000000000 0.4050496719 Long ABS-CBDO CORP US N 2 2049-10-25 Variable 3.178900000000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AD2 266000.000000000000 PA USD 267016.330000000000 0.0281312615 Long DBT CORP US N 2 2022-06-15 Fixed 6.500000000000 N N N N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 -425.000000000000 NC USD -2076130.530000000000 -0.2187288349 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Short US 5YR NOTE JUN 20 US 5YR NOTE JUN 20 2020-06-30 -51201603.850000000000 USD -2076130.530000000000 N N N NCL CORPORATION LTD N/A 62886HAP6 282000.000000000000 PA USD 180132.480000000000 0.0189776928 Long DBT CORP BM N 2 2024-12-15 Fixed 3.625000000000 N N N N N N NGPL PIPECO LLC N/A 62912XAE4 182000.000000000000 PA USD 173277.170000000000 0.0182554579 Long DBT CORP US N 2 2022-08-15 Fixed 4.375000000000 N N N N N N JPMorgan ZBUT11V806EZRVTWT807 000000000 1125.000000000000 NC USD 3002833.500000000000 0.3163607795 N/A DIR CORP US N 1 JPMorgan ZBUT11V806EZRVTWT807 Long US 2YR NOTE JUN 20 US 2YR NOTE JUN 20 2020-06-30 244927830.000000000000 USD 3002833.500000000000 N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 629568AX4 28000.000000000000 PA USD 17454.470000000000 0.0018388997 Long DBT CORP US N 2 2021-09-15 Fixed 4.625000000000 N N N N N N NAVIENT CORP N/A 63938CAA6 311000.000000000000 PA USD 306106.180000000000 0.0322495369 Long DBT CORP US N 2 2020-10-26 Fixed 5.000000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL9 N/A 92870EAA1 8515878.400000000000 PA USD 7533601.630000000000 0.7936957158 Long ABS-CBDO CORP US N 2 2049-11-26 Variable 3.326900000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL3 N/A 92870GAA6 9779494.850000000000 PA USD 8651934.740000000000 0.9115166787 Long ABS-CBDO CORP US N 2 2050-02-25 Variable 2.981400000000 N N N N N N VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL5 N/A 92870NAA1 2882771.030000000000 PA USD 2549068.370000000000 0.2685547689 Long ABS-CBDO CORP US N 2 2050-03-25 Variable 2.981500000000 N N N N N N VOYA FINANCIAL INC N/A 929089AD2 3000000.000000000000 PA USD 3006888.180000000000 0.3167879566 Long DBT CORP US N 2 2024-07-15 Fixed 3.125000000000 N N N N N N 2020-04-27 Columbia Funds Series Trust Martha Skinner Martha Skinner Assistant Treasurer