0001145549-21-028981.txt : 20210525
0001145549-21-028981.hdr.sgml : 20210525
20210525090034
ACCESSION NUMBER: 0001145549-21-028981
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210525
PERIOD START: 20210331
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: 21958169
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
2021-03-31
2021-03-31
N
1076899705.200000000000
61030359.540000000000
1015869345.660000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
59408118.750000000000
0.000000000000
0.000000000000
6207.760000000000
USD
N
CLR_19-A
N/A
CLR_19-A
21053QAA2
194694.250000000000
PA
USD
194833.160000000000
0.0191789585
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
CLUB_20-P1
21055JAB4
4500000.000000000000
PA
USD
4584212.550000000000
0.4512600532
Long
ABS-MBS
CORP
US
N
2
2028-03-15
Fixed
2.920000000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
N/A
COTT HOLDINGS INC
221644AA5
703000.000000000000
PA
USD
722998.660000000000
0.0711704377
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.500000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAD9
518000.000000000000
PA
USD
539782.260000000000
0.0531350082
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.875000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331BG1
2000000.000000000000
PA
USD
1979500.960000000000
0.1948578297
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.050000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_19-2A
N/A
DRMT_19-2A
24381PAC7
3254665.670000000000
PA
USD
3248047.960000000000
0.3197308762
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
JOHN DEERE CAPITAL CORP
24422EVJ5
1000000.000000000000
PA
USD
1001220.760000000000
0.0985580246
Long
DBT
CORP
US
N
2
2023-10-10
Fixed
0.400000000000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST DEFT_20-1
N/A
DEFT_20-1
24703NAD1
3242000.000000000000
PA
USD
3345964.460000000000
0.3293695665
Long
ABS-MBS
CORP
US
N
2
2023-04-24
Fixed
2.980000000000
N
N
N
N
N
N
DEXT ABS DEXT_20-1
N/A
DEXT_20-1
25216AAB0
3500000.000000000000
PA
USD
3497526.900000000000
0.3442890481
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.920000000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC
25243YBC2
2500000.000000000000
PA
USD
2519163.300000000000
0.2479810333
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.375000000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAQ4
2500000.000000000000
PA
USD
2618521.150000000000
0.2577616070
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.450000000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
N/A
DISCOVERY COMMUNICATIONS LLC
25470DBE8
3000000.000000000000
PA
USD
3275911.140000000000
0.3224736679
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.950000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAE5
151000.000000000000
PA
USD
152191.520000000000
0.0149814069
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.750000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAJ4
267000.000000000000
PA
USD
278788.250000000000
0.0274433175
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.875000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAL9
151000.000000000000
PA
USD
157569.990000000000
0.0155108519
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.000000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES INC
25746UCE7
2000000.000000000000
PA
USD
2200062.520000000000
0.2165694367
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.900000000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DOWDUPONT INC
26078JAB6
1000000.000000000000
PA
USD
1085571.090000000000
0.1068612902
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.205000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE_20-2
26208VAG1
650000.000000000000
PA
USD
683458.430000000000
0.0672781823
Long
ABS-MBS
CORP
US
N
2
2028-05-15
Fixed
3.050000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_16
N/A
DRSLF_16-42A
26244YAN6
3025000.000000000000
PA
USD
3025166.380000000000
0.2977908914
Long
ABS-MBS
CORP
KY
N
2
2030-07-15
Variable
1.791300000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3A
N/A
DTAOT_19-3A
26253KAD6
4900000.000000000000
PA
USD
5068363.510000000000
0.4989188355
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
2.960000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBJ3
2000000.000000000000
PA
USD
1959628.120000000000
0.1929015900
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.900000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAE9
243000.000000000000
PA
USD
246924.440000000000
0.0243067124
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.000000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAP7
2500000.000000000000
PA
USD
2749840.250000000000
0.2706883776
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.800000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
N/A
EQM MIDSTREAM PARTNERS LP
26885BAF7
181000.000000000000
PA
USD
194555.490000000000
0.0191516252
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.000000000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAA8
2964000.000000000000
PA
USD
2953568.200000000000
0.2907429201
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
1.008600000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAH5
682000.000000000000
PA
USD
727261.700000000000
0.0715900822
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.250000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAJ5
2000000.000000000000
PA
USD
2171017.060000000000
0.2137102640
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.550000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES/EER FIN
29260FAF7
587000.000000000000
PA
USD
627328.890000000000
0.0617529107
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.625000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBE2
2000000.000000000000
PA
USD
2188499.100000000000
0.2154311585
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.750000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAJ7
2500000.000000000000
PA
USD
2441327.800000000000
0.2403190736
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.800000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-1A
N/A
EART_21-1A
30166RAE7
2400000.000000000000
PA
USD
2393517.840000000000
0.2356127636
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
0.740000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A
N/A
EART_19-4A
30167GAG5
4425000.000000000000
PA
USD
4557895.580000000000
0.4486694671
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
2.580000000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC
30212PAS4
9000.000000000000
PA
USD
10407.190000000000
0.0010244615
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.250000000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA/FAGE USA D
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
248000.000000000000
PA
USD
256115.940000000000
0.0252115039
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.625000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 1YR CMT ARM
3128JRBR6
118744.970000000000
PA
USD
118704.690000000000
0.0116850351
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Variable
2.448000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MBRL3
2765.390000000000
PA
USD
2900.320000000000
0.0002855013
Long
ABS-MBS
USGA
US
N
2
2023-01-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MBUS4
3852.150000000000
PA
USD
4043.600000000000
0.0003980433
Long
ABS-MBS
USGA
US
N
2
2023-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MBX69
1576.250000000000
PA
USD
1654.690000000000
0.0001628841
Long
ABS-MBS
USGA
US
N
2
2023-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MBYV3
953.740000000000
PA
USD
1001.610000000000
0.0000985963
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCBK0
28538.310000000000
PA
USD
29970.240000000000
0.0029502062
Long
ABS-MBS
USGA
US
N
2
2024-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCMQ5
4007.890000000000
PA
USD
4265.880000000000
0.0004199241
Long
ABS-MBS
USGA
US
N
2
2025-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCUW3
2475.120000000000
PA
USD
2635.690000000000
0.0002594517
Long
ABS-MBS
USGA
US
N
2
2025-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MCYR0
5172.180000000000
PA
USD
5520.910000000000
0.0005434665
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMKR3
3549.040000000000
PA
USD
3732.660000000000
0.0003674350
Long
ABS-MBS
USGA
US
N
2
2024-03-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMKX0
4738.110000000000
PA
USD
4979.570000000000
0.0004901782
Long
ABS-MBS
USGA
US
N
2
2024-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PFE92
7916.980000000000
PA
USD
8306.130000000000
0.0008176376
Long
ABS-MBS
USGA
US
N
2
2021-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PKY40
1827.250000000000
PA
USD
1917.390000000000
0.0001887438
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PQCX7
7151.120000000000
PA
USD
7535.250000000000
0.0007417539
Long
ABS-MBS
USGA
US
N
2
2024-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PRUW7
5162.910000000000
PA
USD
5498.890000000000
0.0005412989
Long
ABS-MBS
USGA
US
N
2
2025-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PS5B9
1103.050000000000
PA
USD
1176.810000000000
0.0001158427
Long
ABS-MBS
USGA
US
N
2
2025-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PS6V4
1833.160000000000
PA
USD
1955.750000000000
0.0001925198
Long
ABS-MBS
USGA
US
N
2
2025-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 7/1 HYBRID ARM
3128QJD78
1769.800000000000
PA
USD
1777.870000000000
0.0001750097
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Variable
2.735000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 10/1 HYBRID ARM
3128QSZL3
14833.400000000000
PA
USD
14888.990000000000
0.0014656402
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Variable
2.219000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 12M LIBOR ARM
3128S4EM5
29838.840000000000
PA
USD
31553.940000000000
0.0031061022
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Variable
2.449000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
31294MAX9
4075.590000000000
PA
USD
4338.970000000000
0.0004271189
Long
ABS-MBS
USGA
US
N
2
2025-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
31294MHL8
3698.580000000000
PA
USD
3944.960000000000
0.0003883334
Long
ABS-MBS
USGA
US
N
2
2026-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138A2FH7
4733.190000000000
PA
USD
5049.360000000000
0.0004970482
Long
ABS-MBS
USGA
US
N
2
2025-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138AJMV1
3533.300000000000
PA
USD
3770.960000000000
0.0003712052
Long
ABS-MBS
USGA
US
N
2
2026-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EGYT5
2004.480000000000
PA
USD
2138.170000000000
0.0002104769
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
FNMA_03-W11
31393C6U2
6065.240000000000
PA
USD
6164.280000000000
0.0006067985
Long
ABS-CBDO
USGA
US
N
2
2033-06-25
Variable
3.174000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 6M LIBOR ARM
31401YPJ8
22319.250000000000
PA
USD
22440.760000000000
0.0022090203
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Variable
1.663000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31410K4E1
594.290000000000
PA
USD
623.440000000000
0.0000613701
Long
ABS-MBS
USGA
US
N
2
2023-03-01
Fixed
5.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412N4V5
2194.400000000000
PA
USD
2334.210000000000
0.0002297746
Long
ABS-MBS
USGA
US
N
2
2024-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412PGK1
3907.250000000000
PA
USD
4156.810000000000
0.0004091875
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412PMR9
2156.700000000000
PA
USD
2294.610000000000
0.0002258765
Long
ABS-MBS
USGA
US
N
2
2024-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 7/1 HYBRID ARM
31413H5K0
11495.410000000000
PA
USD
11430.990000000000
0.0011252421
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Variable
2.110000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416NSN3
2406.990000000000
PA
USD
2561.400000000000
0.0002521387
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416RAJ2
3347.810000000000
PA
USD
3562.250000000000
0.0003506603
Long
ABS-MBS
USGA
US
N
2
2024-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416WH62
812.970000000000
PA
USD
865.600000000000
0.0000852078
Long
ABS-MBS
USGA
US
N
2
2025-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416XLY4
929.850000000000
PA
USD
989.950000000000
0.0000974486
Long
ABS-MBS
USGA
US
N
2
2026-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31418XE61
4132.030000000000
PA
USD
4400.790000000000
0.0004332043
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
EFMT_19-1
31573MAC7
4169625.200000000000
PA
USD
4179858.710000000000
0.4114563283
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Variable
3.241000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SE
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERV
31620MBR6
2500000.000000000000
PA
USD
2458624.080000000000
0.2420216823
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.150000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORPORATION
337932AN7
3000000.000000000000
PA
USD
2911909.620000000000
0.2866421388
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.600000000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRUST
33829TAA4
1500000.000000000000
PA
USD
1645948.790000000000
0.1620236694
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
FORD MOTOR CREDIT COMPANY LLC
345397A29
214000.000000000000
PA
USD
217531.270000000000
0.0214133118
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.087000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A78
200000.000000000000
PA
USD
205065.490000000000
0.0201862071
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.370000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B28
190000.000000000000
PA
USD
192807.690000000000
0.0189795756
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397XA6
178000.000000000000
PA
USD
180099.650000000000
0.0177286233
Long
DBT
CORP
US
N
2
2022-01-09
Fixed
3.219000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397ZQ9
1215000.000000000000
PA
USD
1312012.450000000000
0.1291516922
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.584000000000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST FFIN_19-1A
N/A
FFIN_19-1A
35041JAA3
1881204.210000000000
PA
USD
1946638.890000000000
0.1916229580
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Fixed
3.860000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1
N/A
STACR_21-HQA1
35564KBK4
3475000.000000000000
PA
USD
3470010.250000000000
0.3415803681
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
0.716700000000
N
N
N
N
N
N
FREDDIE MAC - STACR 2020-DNA1
N/A
STACR_20-DNA1
35565HAH8
3162092.910000000000
PA
USD
3151554.600000000000
0.3102322768
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
1.808600000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5
N/A
STACR_20-HQA5
35565TAA7
1522258.720000000000
PA
USD
1523720.550000000000
0.1499917835
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
1.116700000000
N
N
N
N
N
N
FREDDIE MAC - STACR 2020-DNA3
N/A
STACR_20-DNA3
35565WAH5
3604258.780000000000
PA
USD
3616370.890000000000
0.3559877956
Long
ABS-CBDO
CORP
US
N
2
2050-06-25
Variable
3.108600000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6
N/A
STACR_20-DNA6
35566CAA3
2191127.740000000000
PA
USD
2192637.870000000000
0.2158385701
Long
ABS-CBDO
CORP
US
N
2
2050-12-25
Variable
0.916700000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-1CP
N/A
FREED_21-1CP
35635BAB0
1625000.000000000000
PA
USD
1626137.660000000000
0.1600735042
Long
ABS-MBS
CORP
US
N
2
2028-03-20
Fixed
1.410000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBL8
405000.000000000000
PA
USD
443113.800000000000
0.0436191723
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.550000000000
N
N
N
N
N
N
FRONTDOOR INC
N/A
FRONTDOOR INC
35905AAA7
362000.000000000000
PA
USD
384839.430000000000
0.0378827683
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.750000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO
N/A
GE CAPITAL INTERNATIONAL FUNDING
36164Q6M5
5000000.000000000000
PA
USD
5418301.950000000000
0.5333660252
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.373000000000
N
N
N
N
N
N
GCAT_20-3
N/A
GCAT_20-3
36168CAA3
7487512.600000000000
PA
USD
7567274.830000000000
0.7449063073
Long
ABS-CBDO
USGA
US
N
2
2025-09-25
Variable
2.981400000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAJ3
983000.000000000000
PA
USD
1011727.340000000000
0.0995922698
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.250000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAK0
146000.000000000000
PA
USD
148172.080000000000
0.0145857418
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.750000000000
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
GLP CAPITAL LP / GLP FIN II INC
361841AF6
231000.000000000000
PA
USD
252599.240000000000
0.0248653275
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.375000000000
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
GLP CAPITAL LP / GLP FIN II INC
361841AJ8
182000.000000000000
PA
USD
203941.960000000000
0.0200756092
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.250000000000
N
N
N
N
N
N
GINNIE MAE II
N/A
GNMA2 15YR
36202EKG3
1144.890000000000
PA
USD
1148.690000000000
0.0001130746
Long
ABS-MBS
USGA
US
N
2
2021-09-20
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE II
N/A
GNMA2 1YR CMT ARM
36225CNB8
10893.390000000000
PA
USD
11331.450000000000
0.0011154436
Long
ABS-MBS
USGA
US
N
2
2030-03-20
Variable
3.000000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-4A
N/A
GCAR_19-4A
36258HAC9
9750000.000000000000
PA
USD
9988475.250000000000
0.9832440848
Long
ABS-MBS
CORP
US
N
2
2024-09-16
Fixed
2.780000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-1A
N/A
GCAR_20-1A
36258XAC4
4850000.000000000000
PA
USD
4996874.980000000000
0.4918816579
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.720000000000
N
N
N
N
N
N
GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1
N/A
GSMBS_20-NQM1
36259WAA9
3455751.290000000000
PA
USD
3466190.080000000000
0.3412043187
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
1.382000000000
N
N
N
N
N
N
GATES GLOBAL LLC / GATES GLOBAL
N/A
GATES GLOBAL LLC/GATES GLOBAL CO
36740LAA0
579000.000000000000
PA
USD
607797.200000000000
0.0598302530
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BW2
2500000.000000000000
PA
USD
2502801.680000000000
0.2463704305
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.750000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GYA6
4000000.000000000000
PA
USD
3961300.920000000000
0.3899419681
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.431000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
638000.000000000000
PA
USD
711793.120000000000
0.0700673884
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.375000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BS7
250000.000000000000
PA
USD
287499.570000000000
0.0283008412
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280BS7
3000000.000000000000
PA
USD
3202156.140000000000
0.3152133839
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.950000000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410345AN2
749000.000000000000
PA
USD
791886.270000000000
0.0779515863
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.375000000000
N
N
N
N
N
N
HAWAIIANMILES LOYALTY LTD / HAWAIIAN BRAND INTELLECTUAL PROPERTY
N/A
HAWAIIAN BRAND/HAWAIIAN MILES
41984LAA5
67135.000000000000
PA
USD
71159.140000000000
0.0070047532
Long
DBT
CORP
US
N
2
2026-01-20
Fixed
5.750000000000
N
N
N
N
N
N
HEADLANDS RESIDENTIAL HAMR_19-RPL1
N/A
HAMR_19-RPL1
42210BAA1
2000000.000000000000
PA
USD
1983194.800000000000
0.1952214434
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Fixed
3.967000000000
N
N
N
N
N
N
HILL-ROM HOLDINGS INC
N/A
HILL-ROM HOLDINGS INC
431475AB8
560000.000000000000
PA
USD
575657.620000000000
0.0566665017
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.000000000000
N
N
N
N
N
N
HILLENBRAND
N/A
HILLENBRAND INC
431571AD0
358000.000000000000
PA
USD
382664.910000000000
0.0376687132
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.750000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
N/A
HILTON DOMESTIC OPERATING CO
432833AG6
211000.000000000000
PA
USD
222381.560000000000
0.0218907639
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
2182639.860000000000
PA
USD
2204877.470000000000
0.2170434101
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HOME RE LTD HMIR_21-1
N/A
HMIR_21-1
437307AB7
3900000.000000000000
PA
USD
3893167.980000000000
0.3832351076
Long
ABS-CBDO
USGA
US
N
2
2033-07-25
Variable
1.667600000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_18-1
N/A
HPA_18-1
43730WAA4
2609957.190000000000
PA
USD
2610227.840000000000
0.2569452313
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
1.006000000000
N
N
N
N
N
N
HOME RE LTD HMIR_20-1
N/A
HMIR_20-1
43731WAB1
6276000.000000000000
PA
USD
6360424.750000000000
0.6261065734
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
3.394000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_18-2
N/A
HOF_18-2
43789CAC4
3116563.490000000000
PA
USD
3165503.200000000000
0.3116053470
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
HOF_19-1
43789EAC0
3464842.500000000000
PA
USD
3497691.290000000000
0.3443052303
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
3.606000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_19-2
N/A
HOF_19-2
43789VAC2
2922774.620000000000
PA
USD
2944468.620000000000
0.2898471770
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
3.007000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-BPL1
N/A
HOF_20-BPL1
43789YAA0
1800000.000000000000
PA
USD
1801358.820000000000
0.1773218995
Long
ABS-CBDO
CORP
US
N
2
2025-08-25
Variable
3.228200000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516CB0
1253000.000000000000
PA
USD
1271196.520000000000
0.1251338595
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.350000000000
N
N
N
N
N
N
Hudbay
N/A
HUDBAY MINERALS INC
443628AJ1
322000.000000000000
PA
USD
334623.410000000000
0.0329396109
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.500000000000
N
N
N
N
N
N
INEOS GROUP HOLDINGS SA
213800WOJR3Q33H3EB73
INEOS GROUP HOLDINGS SA
44986UAD1
568000.000000000000
PA
USD
575186.680000000000
0.0566201434
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
5.625000000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
IRB HOLDING CORP
44988MAC9
973000.000000000000
PA
USD
1048929.260000000000
0.1032543471
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.000000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBC0
482000.000000000000
PA
USD
511616.760000000000
0.0503624568
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2 PLC
N/A
INEOS QUATTRO FINANCE 2 PLC
45674GAA2
205000.000000000000
PA
USD
204783.640000000000
0.0201584624
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.375000000000
N
N
N
N
N
N
INGEVITY CORP
N/A
INGEVITY CORP
45688CAA5
289000.000000000000
PA
USD
293980.700000000000
0.0289388297
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.500000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AC7
403000.000000000000
PA
USD
442369.980000000000
0.0435459522
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.500000000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR1
N/A
IHSFR_18-SFR1
46185JAA6
8657217.060000000000
PA
USD
8670694.620000000000
0.8535245853
Long
ABS-MBS
CORP
US
N
2
2037-03-17
Variable
0.806000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBW5
8475000.000000000000
PA
USD
8265059.420000000000
0.8135947261
Long
DBT
CORP
US
N
2
2027-02-04
Variable
1.040000000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II / PHAR
N/A
JAGUAR HOLDING CO II / PPDI
47010LAB8
604000.000000000000
PA
USD
628939.480000000000
0.0619114537
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
JAY PARK CLO LTD JPARK_16-1A
N/A
JPARK_16-1A
47206VAL8
5500000.000000000000
PA
USD
5500533.500000000000
0.5414607226
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
1.674000000000
N
N
N
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
1093000.000000000000
PA
USD
1112345.750000000000
0.1094969304
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
KFC HLD/PIZZA HUT HLD/TACO BELL
48250NAB1
264000.000000000000
PA
USD
272147.730000000000
0.0267896390
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
KKR INDUSTRIAL PORTFOLIO TRUST KIND_21-KDIP
N/A
KIND_21-KDIP
48254CAN5
1300000.000000000000
PA
USD
1299999.610000000000
0.1279691739
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
1.356000000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BS4
2500000.000000000000
PA
USD
2714119.700000000000
0.2671721232
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.150000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AL3
2000000.000000000000
PA
USD
2213413.920000000000
0.2178837199
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.850000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAF0
2465000.000000000000
PA
USD
2436060.310000000000
0.2398005531
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AF3
369000.000000000000
PA
USD
371679.670000000000
0.0365873497
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/CAP FIN
505742AG1
75000.000000000000
PA
USD
75481.320000000000
0.0074302193
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.250000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-CRT2
N/A
BVRT_21-CRT2
51236PAB9
1200000.000000000000
PA
USD
1200000.000000000000
0.1181254268
Long
ABS-CBDO
CORP
US
N
3
2032-11-10
Variable
2.395300000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
N/A
LAMB WESTON HOLDINGS INC
513272AA2
484000.000000000000
PA
USD
502180.690000000000
0.0494335903
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.625000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1
N/A
LMAT_21-GS1
52474JAA4
3845217.180000000000
PA
USD
3839742.740000000000
0.3779760415
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Variable
1.892000000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057BY9
284000.000000000000
PA
USD
289240.770000000000
0.0284722412
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.125000000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057CR3
197000.000000000000
PA
USD
224280.050000000000
0.0220776472
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AK5
654000.000000000000
PA
USD
665352.930000000000
0.0654959157
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.875000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_18-SFR3
N/A
PROG_18-SF3
74331MAA4
11879628.680000000000
PA
USD
12031317.280000000000
1.1843370736
Long
ABS-MBS
CORP
US
N
2
2035-10-17
Fixed
3.880000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAA4
1200000.000000000000
PA
USD
1225244.160000000000
0.1206104077
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
2.078000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAE6
300000.000000000000
PA
USD
309643.890000000000
0.0304806805
Long
ABS-MBS
CORP
US
N
2
2037-06-18
Fixed
3.077000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAG1
350000.000000000000
PA
USD
362697.270000000000
0.0357031415
Long
ABS-MBS
CORP
US
N
2
2037-06-18
Fixed
3.874000000000
N
N
N
N
N
N
LLOYDS BANK PLC
N/A
LLOYDS BANK PLC
53944VAS8
1000000.000000000000
PA
USD
1024981.570000000000
0.1008969878
Long
DBT
CORP
GB
N
2
2022-08-14
Fixed
2.250000000000
N
N
N
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORPORATION
540424AQ1
1644000.000000000000
PA
USD
1707943.680000000000
0.1681263134
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.625000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-1
N/A
PMIT_19-1A
74361MAB5
249841.420000000000
PA
USD
250697.330000000000
0.0246781076
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
4.030000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST PMIT_19-2A
N/A
PMIT_19-2A
74361PAB8
1464175.650000000000
PA
USD
1471819.670000000000
0.1448827722
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
PMIT_19-3A
74362DAB4
3250000.000000000000
PA
USD
3260771.480000000000
0.3209833522
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
3.590000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-4A
N/A
PMIT_19-4A
74362GAB7
5750000.000000000000
PA
USD
5727913.680000000000
0.5638435400
Long
ABS-MBS
CORP
US
N
2
2026-02-17
Fixed
3.200000000000
N
N
N
N
N
N
RELX CAPITAL INC
N/A
RELX CAPITAL INC
74949LAB8
1500000.000000000000
PA
USD
1580245.590000000000
0.1555559873
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.500000000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RADIOLOGY PARTNERS INC
74969PAA6
102000.000000000000
PA
USD
105554.160000000000
0.0103905252
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.250000000000
N
N
N
N
N
N
RACEP_15-9A
N/A
RACEP_15-9A
74981HCL2
11250000.000000000000
PA
USD
11250000.000000000000
1.1074258760
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
1.891300000000
N
N
N
N
N
N
RACE POINT CLO LTD RACEP_13-8A
N/A
RACEP_13-8A
74982LAY6
2961981.850000000000
PA
USD
2962301.740000000000
0.2916026311
Long
ABS-MBS
CORP
KY
N
2
2030-02-20
Variable
1.222400000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661DD6
1000000.000000000000
PA
USD
1073534.890000000000
0.1056764725
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.125000000000
N
N
N
N
N
N
MFRA TRUST MFRA_20-NQM1
N/A
MFRA_20-NQM1
552754AA1
3355371.190000000000
PA
USD
3339305.000000000000
0.3287140235
Long
ABS-CBDO
CORP
US
N
2
2065-03-25
Variable
1.479000000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL
552953CC3
364000.000000000000
PA
USD
390042.100000000000
0.0383949079
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
MGM GROWTH/MGM FINANCE
55303XAC9
511000.000000000000
PA
USD
549159.690000000000
0.0540581023
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625000000000
N
N
N
N
N
N
RACEP_15-9A
N/A
RACEP_15-9A
74982WAE6
4975000.000000000000
PA
USD
4975527.350000000000
0.4897802430
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
3.000000000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A
N/A
RRAM_18-3A
74988LAC8
10000000.000000000000
PA
USD
9961040.000000000000
0.9805434176
Long
ABS-MBS
CORP
US
N
2
2030-01-15
Variable
1.641300000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AU5
160000.000000000000
PA
USD
166839.220000000000
0.0164232951
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.500000000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AX9
423000.000000000000
PA
USD
474454.750000000000
0.0467043082
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.625000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAC4
105000.000000000000
PA
USD
105975.880000000000
0.0104320384
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.500000000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AA6
2125000.000000000000
PA
USD
2119998.180000000000
0.2086880748
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
1.058600000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAK1
139000.000000000000
PA
USD
146485.320000000000
0.0144197008
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
2500000.000000000000
PA
USD
2806859.500000000000
0.2763012303
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.875000000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_17-1A
N/A
MVWOT_17-1A
553896AA9
2288908.830000000000
PA
USD
2338588.910000000000
0.2302056775
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Fixed
2.420000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_19-33A
N/A
MDPK_19-33A
55819JAC7
5550000.000000000000
PA
USD
5567898.750000000000
0.5480920134
Long
ABS-MBS
CORP
US
N
2
2032-10-15
Variable
2.041300000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_21-48A
N/A
MDPK_21-48A
55821UAA2
1250000.000000000000
PA
USD
1249993.750000000000
0.1230467043
Long
ABS-MBS
CORP
US
N
2
2033-04-19
Variable
1.292100000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_20-2A
N/A
MFT_20-2A
57108RAC5
7500000.000000000000
PA
USD
7562113.500000000000
0.7443982371
Long
ABS-MBS
CORP
US
N
2
2030-09-16
Fixed
1.830000000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORPORATION
75281AAY5
146000.000000000000
PA
USD
148517.070000000000
0.0146197019
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.000000000000
N
N
N
N
N
N
RITCHIE BROS AUCTIONEERS INC
N/A
RITCHIE BROS AUCTIONEERS INC
767744AA3
647000.000000000000
PA
USD
665590.520000000000
0.0655193035
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
ROCKPOINT GAS STORAGE CANADA LTD
77381WAA4
86000.000000000000
PA
USD
86981.800000000000
0.0085623019
Long
DBT
CORP
CA
N
2
2023-03-31
Fixed
7.000000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78388JAV8
243000.000000000000
PA
USD
249714.340000000000
0.0245813442
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.875000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_19-2A
N/A
SCFET_19-2A
784034AC4
4000000.000000000000
PA
USD
4154506.400000000000
0.4089607013
Long
ABS-MBS
CORP
US
N
2
2026-08-20
Fixed
2.760000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_20-1
N/A
SCFET_20-1A
784054AD0
4900000.000000000000
PA
USD
4963071.330000000000
0.4885540991
Long
ABS-MBS
CORP
US
N
2
2028-03-20
Fixed
2.020000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-2A
N/A
MFT_19-2A
57109HAB8
2625000.000000000000
PA
USD
2678981.550000000000
0.2637131991
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
3.530000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-3
N/A
MFT_19-3A
57109MAB7
5175000.000000000000
PA
USD
5259005.260000000000
0.5176852006
Long
ABS-MBS
CORP
US
N
2
2029-09-17
Fixed
3.070000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEL8
267000.000000000000
PA
USD
276738.450000000000
0.0272415396
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.250000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEQ7
318000.000000000000
PA
USD
330416.210000000000
0.0325254632
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.500000000000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM CORP
78442PGD2
192000.000000000000
PA
USD
201559.370000000000
0.0198410722
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.200000000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
309000.000000000000
PA
USD
317623.490000000000
0.0312661753
Long
DBT
CORP
FR
N
2
2025-09-15
Fixed
4.875000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_19-1
N/A
SCLP_19-1
78472CAB4
3025000.000000000000
PA
USD
3057788.880000000000
0.3010021804
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Fixed
3.450000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YAW0
776000.000000000000
PA
USD
803472.900000000000
0.0790921493
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-1A
N/A
MFT_19-1A
57109XAB3
750000.000000000000
PA
USD
763384.880000000000
0.0751459706
Long
ABS-MBS
CORP
US
N
2
2029-04-16
Fixed
3.940000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BB7
94000.000000000000
PA
USD
98815.010000000000
0.0097271377
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.750000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BE1
105000.000000000000
PA
USD
107469.250000000000
0.0105790425
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.375000000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
MCKESSON CORP
58155QAG8
1001000.000000000000
PA
USD
1038778.690000000000
0.1022551467
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.850000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP
816196AT6
769000.000000000000
PA
USD
817456.530000000000
0.0804686679
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851AV1
3000000.000000000000
PA
USD
3230338.260000000000
0.3179875713
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.550000000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
N/A
SIEMENS FINANCIERINGSMAATSCHAPPIJ
82620KAZ6
3000000.000000000000
PA
USD
2965680.990000000000
0.2919352772
Long
DBT
CORP
NL
N
2
2026-03-11
Fixed
1.200000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING COMPA
N/A
SRFC_17-1A
82652KAA2
1315753.290000000000
PA
USD
1335764.060000000000
0.1314897497
Long
ABS-MBS
CORP
US
N
2
2034-03-20
Fixed
2.910000000000
N
N
N
N
N
N
MELLO WAREHOUSE SECURITIZATION TRUST MWST_20-1
N/A
MWST_20-1
585505AC4
2300000.000000000000
PA
USD
2301123.320000000000
0.2265176452
Long
ABS-CBDO
CORP
US
N
2
2053-10-25
Variable
1.458600000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAQ5
235000.000000000000
PA
USD
246874.280000000000
0.0243017747
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
7.000000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING COMPA
N/A
SRFC_16-3A
82652YAA2
981062.560000000000
PA
USD
989496.850000000000
0.0974039481
Long
ABS-MBS
CORP
US
N
2
2033-10-20
Fixed
2.430000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO LLC SRFC_18-3A
N/A
SRFC_18-3A
82653GAA0
593100.570000000000
PA
USD
596327.570000000000
0.0587012073
Long
ABS-MBS
CORP
US
N
2
2035-09-20
Fixed
3.690000000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
N/A
METLIFE GLOBAL FUNDING I
59217GEJ4
1500000.000000000000
PA
USD
1483769.340000000000
0.1460590721
Long
DBT
CORP
US
N
2
2025-07-02
Fixed
0.950000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017AS3
351000.000000000000
PA
USD
366795.000000000000
0.0361065133
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.250000000000
N
N
N
N
N
N
SILVERSEA CRUISE FINANCE LTD
N/A
SILVERSEA CRUISE FINANCE LTD
82845LAA8
196000.000000000000
PA
USD
202812.640000000000
0.0199644414
Long
DBT
CORP
BS
N
2
2025-02-01
Fixed
7.250000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NAW8
191000.000000000000
PA
USD
197322.370000000000
0.0194239910
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.375000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NAY4
288000.000000000000
PA
USD
289708.140000000000
0.0285182481
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
3.875000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBE7
922000.000000000000
PA
USD
949091.140000000000
0.0934264966
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017AV6
2000000.000000000000
PA
USD
1997358.260000000000
0.1966156641
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972000000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AU9
1500000.000000000000
PA
USD
1514489.990000000000
0.1490831470
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.500000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP
83001AAB8
605000.000000000000
PA
USD
611666.190000000000
0.0602111081
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.875000000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
N/A
SIX FLAGS THEME PARKS INC
83001WAC8
139000.000000000000
PA
USD
150197.940000000000
0.0147851631
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.000000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468Q5
5500000.000000000000
PA
USD
5682899.860000000000
0.5594124761
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.188000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAJ1
3675000.000000000000
PA
USD
3560186.390000000000
0.3504571139
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.177100000000
N
N
N
N
N
N
MOROCCO GOVERNMENT AID BOND
N/A
MOROCCO AID
617726AA2
212500.110000000000
PA
USD
209843.860000000000
0.0206565796
Long
DBT
NUSS
MA
N
3
2023-05-01
Variable
0.187500000000
N
N
N
N
N
N
MRA ISSUANCE TRUST MRAIT_20-12
N/A
MRAIT_20-12
62477HAA4
5425000.000000000000
PA
USD
5425984.640000000000
0.5341222927
Long
ABS-CBDO
CORP
US
N
2
2021-07-15
Variable
1.476500000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORPORATION
626717AH5
162000.000000000000
PA
USD
165369.200000000000
0.0162785894
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.875000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAX6
693000.000000000000
PA
USD
758671.190000000000
0.0746819651
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.125000000000
N
N
N
N
N
N
SKYMILES IP LTD
N/A
DELTA AIR LINES/SKYMILES IP LTD
830867AA5
299000.000000000000
PA
USD
319111.850000000000
0.0314126862
Long
DBT
CORP
KY
N
2
2025-10-20
Fixed
4.500000000000
N
N
N
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587DH7
3000000.000000000000
PA
USD
2912586.930000000000
0.2867088118
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.750000000000
N
N
N
N
N
N
NGPL PIPECO LLC
N/A
NGPL PIPECO LLC
62912XAE4
182000.000000000000
PA
USD
188833.920000000000
0.0185884062
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
4.375000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CA8
573000.000000000000
PA
USD
596637.020000000000
0.0587316688
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.250000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
N/A
SPECTRUM BRANDS INC
84762LAU9
222000.000000000000
PA
USD
229099.440000000000
0.0225520576
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.750000000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAK5
522000.000000000000
PA
USD
546477.330000000000
0.0537940565
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.125000000000
N
N
N
N
N
N
NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST ADVANCE NRART_20-T3
N/A
NRART_20-T3
62942QDB6
5450000.000000000000
PA
USD
5450128.620000000000
0.5364989743
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
1.317300000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
N/A
CLEARWAY ENERGY OPERATING LLC
62943WAE9
117000.000000000000
PA
USD
120845.680000000000
0.0118957896
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.000000000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC
549300JKU50UT08ZWD77
SPRINT NEXTEL CORPORATION
852061AS9
255000.000000000000
PA
USD
272689.930000000000
0.0268430120
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.000000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAF2
755000.000000000000
PA
USD
862709.220000000000
0.0849232457
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
442000.000000000000
PA
USD
510369.190000000000
0.0502396486
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.125000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-1
N/A
STAR_19-1
85571KAC9
3537593.850000000000
PA
USD
3542105.700000000000
0.3486772896
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
3.299000000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC/NXP USA
N/A
NXP BV/NXP FUNDING LLC/NXP USA
62954HAE8
2500000.000000000000
PA
USD
2622685.980000000000
0.2581715839
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.700000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAD0
313000.000000000000
PA
USD
318927.490000000000
0.0313945382
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
6.625000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAH1
159000.000000000000
PA
USD
172639.080000000000
0.0169942208
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.750000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAG1
272000.000000000000
PA
USD
304821.900000000000
0.0300060142
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.750000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAA5
2368357.880000000000
PA
USD
2392885.780000000000
0.2355505450
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Variable
2.610000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAC1
1735296.590000000000
PA
USD
1766652.010000000000
0.1739054355
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Variable
2.916000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAJ5
160000.000000000000
PA
USD
166259.010000000000
0.0163661804
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.500000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAY2
124000.000000000000
PA
USD
132222.890000000000
0.0130157378
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.625000000000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV/STARS GROUP LLC
N/A
STARS GROUP HOLDINGS BV/STARS GRP
85572NAA6
116000.000000000000
PA
USD
121385.360000000000
0.0119489145
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.000000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_18-IMC2
N/A
STAR_18-IMC2
85572PAA1
5074884.590000000000
PA
USD
5184549.290000000000
0.5103559146
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
4.121000000000
N
N
N
N
N
N
STAR_20-INV1
N/A
STAR_20-INV1
85573EAC1
1391323.620000000000
PA
USD
1389017.640000000000
0.1367319179
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Variable
1.593000000000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP
86765LAL1
236000.000000000000
PA
USD
243159.460000000000
0.0239360958
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4
N/A
NRZT_19-NQM4
64828EAB1
2649811.140000000000
PA
USD
2730628.790000000000
0.2687972426
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
2.644400000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_18-FNT1
N/A
NZES_18-FNT1
64829TAB7
4441833.490000000000
PA
USD
4444224.080000000000
0.4374798884
Long
ABS-CBDO
CORP
US
N
2
2023-05-25
Fixed
3.910000000000
N
N
N
N
N
N
NRZT 2020-NPL2
N/A
NRZT_20-NPL2
64831CAA2
1952104.030000000000
PA
USD
1967753.850000000000
0.1937014694
Long
ABS-CBDO
CORP
US
N
2
2060-08-25
Variable
3.227500000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229BB1
334000.000000000000
PA
USD
368720.100000000000
0.0362960160
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.875000000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
SYMANTEC CORPORATION
871503AU2
402000.000000000000
PA
USD
407259.910000000000
0.0400897922
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.000000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABR5
213000.000000000000
PA
USD
213174.820000000000
0.0209844722
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.250000000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS
65339KBG4
445000.000000000000
PA
USD
474603.630000000000
0.0467189636
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.150000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAK8
912000.000000000000
PA
USD
959897.690000000000
0.0944902702
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.250000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAC4
482000.000000000000
PA
USD
516856.790000000000
0.0508782741
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.000000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE FINANCE CORPORATION
65473QBE2
3000000.000000000000
PA
USD
3258931.440000000000
0.3208022226
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.490000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABU8
322000.000000000000
PA
USD
326510.460000000000
0.0321409895
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.625000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BAP7
1075000.000000000000
PA
USD
1078802.610000000000
0.1061950156
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.250000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BG6
1500000.000000000000
PA
USD
1597035.120000000000
0.1572087126
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.250000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA CHEMICALS CORP
66977WAN9
578000.000000000000
PA
USD
582464.360000000000
0.0573365426
Long
DBT
NUSS
CA
N
2
2023-08-01
Fixed
5.250000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBJ0
159000.000000000000
PA
USD
166609.260000000000
0.0164006583
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.875000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
877249AD4
360000.000000000000
PA
USD
387738.100000000000
0.0381681071
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.625000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
NUMERICABLE SFR SA
67054KAA7
939000.000000000000
PA
USD
976711.590000000000
0.0961453945
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAC9
287000.000000000000
PA
USD
291386.130000000000
0.0286834258
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
4.750000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724LAA3
377000.000000000000
PA
USD
401379.960000000000
0.0395109826
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.875000000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC
87901JAF2
150000.000000000000
PA
USD
159186.410000000000
0.0156699688
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.750000000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
N/A
TELEFONICA EMISIONES SAU
87938WAR4
1500000.000000000000
PA
USD
1618750.640000000000
0.1593463418
Long
DBT
CORP
ES
N
2
2023-04-27
Fixed
4.570000000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/TEMPO ACQUISITION FINANCE CORP
N/A
TEMPO ACQUISITION LLC/TEMPO FIN
88023JAD8
540000.000000000000
PA
USD
571442.470000000000
0.0562515714
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.750000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCS7
924000.000000000000
PA
USD
943193.550000000000
0.0928459505
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCU2
367000.000000000000
PA
USD
372235.950000000000
0.0366421087
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.125000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDC1
488000.000000000000
PA
USD
502586.840000000000
0.0494735708
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.625000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAC7
604000.000000000000
PA
USD
623579.280000000000
0.0613838071
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
TRK_20-1
89052WAA7
11600000.000000000000
PA
USD
11626355.200000000000
1.1444734748
Long
ABS-CBDO
CORP
US
N
2
2023-03-25
Variable
2.734300000000
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK
89114QCH9
2000000.000000000000
PA
USD
2000406.120000000000
0.1969156889
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.150000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
175000.000000000000
PA
USD
188844.850000000000
0.0185894821
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAG0
302000.000000000000
PA
USD
323426.720000000000
0.0318374328
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.750000000000
N
N
N
N
N
N
TOWD POINT HE TRUST TPHT_21-HE1
N/A
TPHT_21-HE1
89180DAD8
1150000.000000000000
PA
USD
1158203.300000000000
0.1140110493
Long
ABS-CBDO
CORP
US
N
2
2063-02-25
Variable
2.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647AZ0
289000.000000000000
PA
USD
295294.290000000000
0.0290681367
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BB2
216000.000000000000
PA
USD
223501.240000000000
0.0220009828
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.375000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BE6
448000.000000000000
PA
USD
474937.610000000000
0.0467518399
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BK2
701000.000000000000
PA
USD
763473.480000000000
0.0751546922
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.000000000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN LIMITED
893800AA0
101499.960000000000
PA
USD
89621.980000000000
0.0088221955
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_20-1
N/A
TMIR_20-1
89600MAA6
2700000.000000000000
PA
USD
2719274.490000000000
0.2676795497
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
3.117600000000
N
N
N
N
N
N
TRIMAS CORP
75G1WUQ8QK4P5MZOYD78
TRIMAS CORPORATION
896215AG5
224000.000000000000
PA
USD
229573.560000000000
0.0225987290
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.875000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
582000.000000000000
PA
USD
611699.900000000000
0.0602144265
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAD4
2674000.000000000000
PA
USD
2645458.660000000000
0.2604132777
Long
DBT
CORP
US
N
2
2027-03-02
Variable
1.267000000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494AX1
2500000.000000000000
PA
USD
2733659.780000000000
0.2690956068
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.950000000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAC5
155000.000000000000
PA
USD
166167.370000000000
0.0163571596
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.250000000000
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS OAKC_12
N/A
OAKC_12-7A
67102QAV0
5000000.000000000000
PA
USD
5002835.000000000000
0.4924683495
Long
ABS-MBS
CORP
KY
N
2
2034-02-20
Variable
1.238000000000
N
N
N
N
N
N
OSW STRUCTURED ASSET TRUST OSAT_20-RPL1
N/A
OSAT_20-RPL1
67113FAA7
7266724.930000000000
PA
USD
7320713.060000000000
0.7206352954
Long
ABS-CBDO
CORP
US
N
2
2059-12-26
Variable
3.071900000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_19-1
N/A
OMIR_19-1A
67400KAA8
100816.940000000000
PA
USD
100808.100000000000
0.0099233332
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
1.508600000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CG8
204000.000000000000
PA
USD
201920.560000000000
0.0198766269
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.500000000000
N
N
N
N
N
N
US BANK NATIONAL ASSOCIATION
N/A
US BANK NA/CINCINNATI OH
90331HPL1
2000000.000000000000
PA
USD
2074593.880000000000
0.2042185729
Long
DBT
CORP
US
N
2
2025-01-21
Fixed
2.050000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC
90353TAF7
516000.000000000000
PA
USD
556526.680000000000
0.0547832930
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CW3
106000.000000000000
PA
USD
104687.220000000000
0.0103051855
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.900000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599EE1
323000.000000000000
PA
USD
341553.500000000000
0.0336217941
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.500000000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST OCTL_19-1A
N/A
OCTL_19-1A
67576TAA7
1022338.660000000000
PA
USD
1036643.630000000000
0.1020449760
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
OCT39_18-3A
67592CAE6
11200000.000000000000
PA
USD
11201881.600000000000
1.1026892039
Long
ABS-MBS
CORP
US
N
2
2030-10-20
Variable
2.074000000000
N
N
N
N
N
N
OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1
N/A
OVMLT_20-1
676477AA0
2166963.500000000000
PA
USD
2169670.250000000000
0.2135776869
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
1.732900000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAC3
119000.000000000000
PA
USD
120508.820000000000
0.0118626298
Long
DBT
CORP
CA
N
2
2024-05-15
Fixed
4.250000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAK5
513000.000000000000
PA
USD
545024.100000000000
0.0536510037
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.750000000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAG4
3000000.000000000000
PA
USD
3029939.100000000000
0.2982607077
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Variable
2.306000000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY NOTE
912828W71
9400000.000000000000
PA
USD
9895703.170000000000
0.9741118001
Long
DBT
UST
US
N
1
2024-03-31
Fixed
2.125000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PBZ4
1100000.000000000000
PA
USD
1141941.780000000000
0.1124103001
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.750000000000
N
N
N
N
N
N
UPGRADE RECEIVABLES TRUST UPGR_19-2A
N/A
UPGR_19-2A
91532MAC1
5113983.000000000000
PA
USD
5216092.360000000000
0.5134609468
Long
ABS-MBS
CORP
US
N
2
2025-10-15
Fixed
4.450000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_19-3
N/A
UPST_19-3
91678WAA7
1784634.860000000000
PA
USD
1799746.790000000000
0.1771632147
Long
ABS-MBS
CORP
US
N
2
2030-01-21
Fixed
2.684000000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAJ8
1125000.000000000000
PA
USD
1136226.830000000000
0.1118477327
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Variable
2.856000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC
N/A
OUTFRONT MEDIA CAPITAL LLC
69007TAD6
422000.000000000000
PA
USD
447477.970000000000
0.0440487718
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.250000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST4
N/A
UPSPT_20-ST4
91679VAA8
5386088.800000000000
PA
USD
5386088.800000000000
0.5301950318
Long
ABS-MBS
CORP
US
N
3
2026-11-20
Fixed
3.250000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_20-2
N/A
UPST_20-2
91680CAA7
3237110.250000000000
PA
USD
3237358.210000000000
0.3186786001
Long
ABS-MBS
CORP
US
N
2
2030-11-20
Fixed
2.309000000000
N
N
N
N
N
N
PQ CORP
N/A
PQ CORP
693522AH7
171000.000000000000
PA
USD
175528.950000000000
0.0172786934
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.750000000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC
69352PAL7
2500000.000000000000
PA
USD
2670290.300000000000
0.2628576511
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.100000000000
N
N
N
N
N
N
PNC BANK NATIONAL ASSOCIATION
N/A
PNC BANK NA
69353REK0
1950000.000000000000
PA
USD
2082850.300000000000
0.2050313172
Long
DBT
CORP
US
N
2
2025-02-23
Fixed
2.950000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS PRPM_20-5
N/A
PRPM_20-5
69357AAA9
5384783.110000000000
PA
USD
5399475.490000000000
0.5315127888
Long
ABS-CBDO
CORP
US
N
2
2025-11-25
Variable
3.104000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_20-ST6
N/A
UPSPT_20-ST6
91680XAA1
4688053.560000000000
PA
USD
4752756.200000000000
0.4678511287
Long
ABS-MBS
CORP
US
N
2
2027-01-20
Fixed
3.000000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST3
N/A
UPSPT_21-ST3
91681PAA7
3700000.000000000000
PA
USD
3700000.000000000000
0.3642200659
Long
ABS-MBS
CORP
US
N
3
2027-05-20
Fixed
2.000000000000
N
N
N
N
N
N
PRPM LLC PRPM_20-1
N/A
PRPM_20-1A
69359GAA4
3671140.440000000000
PA
USD
3706600.350000000000
0.3648697902
Long
ABS-CBDO
CORP
US
N
2
2025-02-25
Variable
2.981000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-2
N/A
PRPM_21-2
69359UAA3
3450000.000000000000
PA
USD
3445207.610000000000
0.3391388494
Long
ABS-CBDO
CORP
US
N
2
2026-01-25
Variable
2.239000000000
N
N
N
N
N
N
VCAT VCAT_21-NPL1
N/A
VCAT_21-NPL1
91790CAA4
969566.040000000000
PA
USD
968933.010000000000
0.0953796878
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Variable
2.289100000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91831AAC5
579000.000000000000
PA
USD
593519.950000000000
0.0584248312
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.125000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL2
N/A
VOLT_20-NPL2
91834UAA2
4835712.230000000000
PA
USD
4843857.500000000000
0.4768189453
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
2.981400000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6
N/A
VOLT_21-NPL6
91835EAA7
14200000.000000000000
PA
USD
14193297.600000000000
1.3971577802
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
2.239500000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAB6
237000.000000000000
PA
USD
242950.950000000000
0.0239155705
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-1
N/A
PAID_21-1
69547JAA1
4500000.000000000000
PA
USD
4499989.200000000000
0.4429692873
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.180000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL7
N/A
VOLT_21-NPL7
91835NAA7
3700000.000000000000
PA
USD
3700000.000000000000
0.3642200659
Long
ABS-CBDO
CORP
US
N
3
2051-04-25
Variable
2.115700000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC
91879QAL3
374000.000000000000
PA
USD
398586.650000000000
0.0392360151
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.250000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91911KAK8
747000.000000000000
PA
USD
764755.320000000000
0.0752808738
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
91911KAN2
186000.000000000000
PA
USD
191197.130000000000
0.0188210355
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.500000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC
N/A
PARK INTERMEDIATE HOLDINGS LLC
70052LAA1
304000.000000000000
PA
USD
332517.430000000000
0.0327323028
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.500000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
2447000.000000000000
PA
USD
2673889.760000000000
0.2632119742
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91911KAP7
230000.000000000000
PA
USD
249896.450000000000
0.0245992707
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.000000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAV6
73000.000000000000
PA
USD
80792.590000000000
0.0079530493
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.250000000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP INC
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP INC
70959WAJ2
338000.000000000000
PA
USD
345296.440000000000
0.0339902411
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.500000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448FB9
1000000.000000000000
PA
USD
1003557.690000000000
0.0987880670
Long
DBT
CORP
US
N
2
2023-10-07
Fixed
0.400000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC
71376LAB6
305000.000000000000
PA
USD
306217.900000000000
0.0301434334
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.500000000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC
71376LAD2
307000.000000000000
PA
USD
327291.830000000000
0.0322179059
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGH1
3300000.000000000000
PA
USD
3310689.030000000000
0.3258971288
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.100000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-INV1
N/A
VERUS_19-INV1
92537FAC9
2449384.150000000000
PA
USD
2509661.780000000000
0.2470457240
Long
ABS-CBDO
CORP
US
N
2
2059-12-25
Variable
3.658000000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AZ7
3000000.000000000000
PA
USD
2969845.500000000000
0.2923452226
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.300000000000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
PICASSO FINANCE SUB INC
71953LAA9
135000.000000000000
PA
USD
143401.500000000000
0.0141161362
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.125000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-4
N/A
VERUS_19-4
92537KAC8
4488496.700000000000
PA
USD
4577152.140000000000
0.4505650416
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.000000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-2
N/A
VERUS_20-2
92537UAA0
2279845.360000000000
PA
USD
2302158.890000000000
0.2266195845
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
2.226000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAC2
741000.000000000000
PA
USD
756855.930000000000
0.0745032748
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.750000000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL CORPORATION
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL CORP
723484AH4
2000000.000000000000
PA
USD
1992792.020000000000
0.1961661732
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.300000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-NPL1
N/A
VERUS_20-NPL1
92538AAA3
3558518.540000000000
PA
USD
3577805.350000000000
0.3521914866
Long
ABS-CBDO
CORP
US
N
2
2050-08-25
Variable
3.597900000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAC9
377000.000000000000
PA
USD
383990.950000000000
0.0377992457
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.500000000000
N
N
N
N
N
N
VIDEOTRON LTD
N/A
VIDEOTRON LTD
92658TAQ1
239000.000000000000
PA
USD
248852.930000000000
0.0244965488
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
5.000000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAM7
160000.000000000000
PA
USD
166027.370000000000
0.0163433783
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP
72650RBL5
3000000.000000000000
PA
USD
3293690.940000000000
0.3242238733
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.500000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1
N/A
PRET_21-NPL1
741389AA8
3000000.000000000000
PA
USD
3000000.000000000000
0.2953135669
Long
ABS-CBDO
CORP
US
N
3
2060-09-27
Variable
2.239500000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAC1
2537861.370000000000
PA
USD
2582306.430000000000
0.2541967076
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.076000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAA0
274000.000000000000
PA
USD
284109.590000000000
0.0279671388
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.500000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_20-NPL3
N/A
PRET_20-NPL3
741392AA2
4079219.680000000000
PA
USD
4118911.710000000000
0.4054568363
Long
ABS-CBDO
CORP
US
N
2
2060-06-27
Variable
3.104800000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS PRET_20-NPL2
N/A
PRET_20-NPL2
74142CAA5
754243.780000000000
PA
USD
754597.440000000000
0.0742809539
Long
ABS-CBDO
CORP
US
N
2
2060-02-27
Variable
3.721000000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LEE5
1500000.000000000000
PA
USD
1496311.410000000000
0.1472936866
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
1.250000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAC2
1000000.000000000000
PA
USD
1002554.300000000000
0.0986892955
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
2.183000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAD0
2025000.000000000000
PA
USD
2030256.700000000000
0.1998541160
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
2.383000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL5
N/A
VOLT_20-NPL5
92870NAA1
1291852.120000000000
PA
USD
1296734.800000000000
0.1276477930
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
2.981500000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4
N/A
VOLT_21-NPL4
92873BAA4
8216188.410000000000
PA
USD
8205168.860000000000
0.8076992278
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
2.239600000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5
N/A
VOLT_21-NPL5
92873FAA5
3475001.710000000000
PA
USD
3470908.510000000000
0.3416687909
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
2.115700000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC
92939UAF3
2029000.000000000000
PA
USD
2028751.370000000000
0.1997059345
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.800000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2H5
7000000.000000000000
PA
USD
7310241.960000000000
0.7196045428
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.406000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP
N/A
WFCM_17-SMP
95001CAA0
16055000.000000000000
PA
USD
15995660.720000000000
1.5745785409
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Variable
0.981000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL
N/A
WFCM_20-SDAL
95002GAG7
1600000.000000000000
PA
USD
1504129.280000000000
0.1480632609
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Variable
2.196000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAM6
229000.000000000000
PA
USD
233762.130000000000
0.0230110428
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.375000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAN4
755000.000000000000
PA
USD
825522.230000000000
0.0812626381
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.125000000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
N/A
WESTERN MIDSTREAM OPERATING LP
958667AB3
1998000.000000000000
PA
USD
2066574.300000000000
0.2034291426
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.350000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A
N/A
WLAKE_19-3A
96042HAL4
5914000.000000000000
PA
USD
6100153.800000000000
0.6004860592
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
2.720000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2
N/A
WLAKE_20-2A
96042PAF9
1570000.000000000000
PA
USD
1629584.480000000000
0.1604128018
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
2.760000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EC3
2500000.000000000000
PA
USD
2692140.150000000000
0.2650085035
Long
DBT
CORP
AU
N
2
2024-02-26
Fixed
3.300000000000
N
N
N
N
N
N
TRI POINTE HOLDINGS INC
N/A
TRI POINTE HOLDINGS INC
962178AN9
154000.000000000000
PA
USD
170170.000000000000
0.0167511699
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC
969457BU3
3000000.000000000000
PA
USD
3138901.290000000000
0.3089867121
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.700000000000
N
N
N
N
N
N
WOODSIDE FIN LTD
N/A
WOODSIDE FINANCE LTD
980236AM5
2000000.000000000000
PA
USD
2115104.260000000000
0.2082063278
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.650000000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212BAE3
714000.000000000000
PA
USD
791628.910000000000
0.0779262524
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.250000000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS INC
N/A
WYNDHAM HOTELS & RESORTS INC
98311AAA3
185000.000000000000
PA
USD
189798.050000000000
0.0186833130
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VE
N/A
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AU9
337000.000000000000
PA
USD
342928.800000000000
0.0337571757
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
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AV7
219000.000000000000
PA
USD
231254.750000000000
0.0227642217
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAZ3
1500000.000000000000
PA
USD
1500321.210000000000
0.1476884027
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.500000000000
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AM3
171000.000000000000
PA
USD
187061.930000000000
0.0184139753
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.750000000000
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL INC
N/A
ZF NORTH AMERICA CAPITAL INC
98877DAC9
191000.000000000000
PA
USD
205024.300000000000
0.0201821524
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE JUN 21
000000000
-940.000000000000
NC
USD
1076358.240000000000
0.1059543970
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 5YR NOTE JUN 21
US 5YR NOTE JUN 21
2021-06-30
-117070889.960000000000
USD
1076358.240000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE JUN 21
000000000
1150.000000000000
NC
USD
-208037.150000000000
-0.0204787309
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE JUN 21
US 2YR NOTE JUN 21
2021-06-30
254043583.450000000000
USD
-208037.150000000000
N
N
N
ADT SECURITY CORP
5493009JEEDYLVRA0J13
ADT CORP
00101JAF3
362000.000000000000
PA
USD
368906.690000000000
0.0363143835
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.500000000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)
N/A
ANZ NEW ZEALAND INTL/LDN
00182EBL2
1150000.000000000000
PA
USD
1180473.850000000000
0.1162033144
Long
DBT
CORP
GB
N
2
2023-02-13
Fixed
1.900000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RKG6
3500000.000000000000
PA
USD
3388211.580000000000
0.3335282824
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.650000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAK0
446000.000000000000
PA
USD
447786.990000000000
0.0440791911
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.875000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAA9
436000.000000000000
PA
USD
453514.880000000000
0.0446430323
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAY5
5500000.000000000000
PA
USD
5926072.300000000000
0.5833498496
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.200000000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
N/A
ACE INA HOLDINGS INC
00440EAR8
2300000.000000000000
PA
USD
2478494.470000000000
0.2439776808
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.350000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
307000.000000000000
PA
USD
339024.710000000000
0.0333728655
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AD3
185000.000000000000
PA
USD
189278.790000000000
0.0186321982
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.500000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AF8
568000.000000000000
PA
USD
565842.980000000000
0.0557003696
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.250000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013093AD1
86000.000000000000
PA
USD
88802.790000000000
0.0087415562
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.750000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AA9
514000.000000000000
PA
USD
531403.620000000000
0.0523102328
Long
DBT
CORP
NL
N
2
2024-09-30
Fixed
6.750000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F020448
39525000.000000000000
PA
USD
40551723.530000000000
3.9918247069
Long
ABS-MBS
USGA
US
N
2
2036-04-19
Fixed
2.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F022444
9500000.000000000000
PA
USD
9885937.500000000000
0.9731504885
Long
ABS-MBS
USGA
US
N
2
2036-04-19
Fixed
2.500000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBC3
348000.000000000000
PA
USD
363558.430000000000
0.0357879123
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.625000000000
N
N
N
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAY6
196000.000000000000
PA
USD
200894.020000000000
0.0197755765
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AE7
274000.000000000000
PA
USD
282920.460000000000
0.0278500834
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.875000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR_20-3
025297AC6
9850000.000000000000
PA
USD
10041197.370000000000
0.9884339372
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
1.850000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-1
N/A
ACAR_20-1
02529VAG4
8675000.000000000000
PA
USD
8908500.640000000000
0.8769337000
Long
ABS-MBS
CORP
US
N
2
2026-03-13
Fixed
2.390000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-2
N/A
ACAR_20-2
02529WAD9
2000000.000000000000
PA
USD
2212622.400000000000
0.2178058044
Long
ABS-MBS
CORP
US
N
2
2026-05-13
Fixed
5.650000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER
025537AR2
2000000.000000000000
PA
USD
1958069.940000000000
0.1927482061
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.000000000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY
025816CG2
2000000.000000000000
PA
USD
2113823.300000000000
0.2080802329
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.500000000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DH7
2000000.000000000000
PA
USD
2207692.980000000000
0.2173205629
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.900000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XAP5
3000000.000000000000
PA
USD
3255206.610000000000
0.3204355584
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.550000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BV1
2000000.000000000000
PA
USD
2161436.020000000000
0.2127671269
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
3.625000000000
N
N
N
N
N
N
AMRESCO RESIDENTIAL SECURITIES MTG LOAN TRUST AMRES_98-3
N/A
AMRES_98-3
03215PFG9
11074.980000000000
PA
USD
11042.000000000000
0.0010869508
Long
ABS-CBDO
CORP
US
N
2
2028-07-25
Variable
0.588600000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_19-2
N/A
AOMT_19-2
03463WAC7
1716016.610000000000
PA
USD
1748615.610000000000
0.1721299710
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
AOMT_18-3
03464NAC6
1650708.320000000000
PA
USD
1682813.610000000000
0.1656525632
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
3.853000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAC3
1067346.800000000000
PA
USD
1069343.590000000000
0.1052638899
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.775000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAD1
1225000.000000000000
PA
USD
1253147.440000000000
0.1233571468
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
2.805000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
N/A
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBX5
3500000.000000000000
PA
USD
3887545.310000000000
0.3826816240
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.150000000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AJ2
2000000.000000000000
PA
USD
2090204.740000000000
0.2057552725
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.375000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BH7
487000.000000000000
PA
USD
501856.260000000000
0.0494016541
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.625000000000
N
N
N
N
N
N
ARAMARK SERVICES INC
N/A
ARAMARK SERVICES INC
038522AR9
42000.000000000000
PA
USD
44521.630000000000
0.0043826138
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.375000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAL4
448000.000000000000
PA
USD
461712.530000000000
0.0454499914
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
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAQ3
585000.000000000000
PA
USD
614839.930000000000
0.0605235243
Long
DBT
CORP
IE
N
2
2025-04-30
Fixed
5.250000000000
N
N
N
N
N
N
ARES CLO LTD ARES_18-47A
N/A
ARES_18-47A
04016VAE5
4000000.000000000000
PA
USD
3984780.000000000000
0.3922531984
Long
ABS-MBS
CORP
KY
N
2
2030-04-15
Variable
1.691300000000
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS
N/A
AHT1_18-KEYS
04410CAG4
9100000.000000000000
PA
USD
9051695.380000000000
0.8910294831
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
1.556000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_19-A
N/A
AVNT_19-A
05352EAB8
2260400.430000000000
PA
USD
2267517.530000000000
0.2232095633
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
3.800000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_19-B
N/A
AVNT_19-B
05354NAB6
2750000.000000000000
PA
USD
2776063.680000000000
0.2732697558
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
3.150000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_20-REV1
N/A
AVNT_20-REV1
05355MAA9
10000000.000000000000
PA
USD
10010544.000000000000
0.9854164852
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
AVNT_20-REV1
05355MAB7
1600000.000000000000
PA
USD
1608840.640000000000
0.1583708227
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
2.680000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAG0
3650000.000000000000
PA
USD
3623697.370000000000
0.3567089986
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
1.356000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAJ4
1975000.000000000000
PA
USD
1946380.670000000000
0.1915975394
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
1.606000000000
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY
N/A
BAMLL_18-DSNY
054967AJ3
11500000.000000000000
PA
USD
11414663.100000000000
1.1236349584
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Variable
1.456000000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC
05508RAE6
309000.000000000000
PA
USD
318002.950000000000
0.0313035285
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.250000000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
N/A
BAE SYSTEMS HOLDINGS INC
05523UAP5
2700000.000000000000
PA
USD
2976564.780000000000
0.2930066541
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.850000000000
N
N
N
N
N
N
BHMS MORTGAGE TRUST BHMS_18-ATLS
N/A
BHMS_18-ATLS
05549GAA9
13500000.000000000000
PA
USD
13491527.400000000000
1.3280770266
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
1.356000000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
N/A
BP CAPITAL MARKETS PLC
05565QCP1
1720000.000000000000
PA
USD
1874578.830000000000
0.1845295203
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
3.814000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-XL
N/A
BX_19-XL
056054AF6
3338814.840000000000
PA
USD
3338813.840000000000
0.3286656748
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.356000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AJ9
2180000.000000000000
PA
USD
2155511.620000000000
0.2121839417
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.692600000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AL4
1931000.000000000000
PA
USD
1873148.780000000000
0.1843887492
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.992600000000
N
N
N
N
N
N
BX TRUST BX_18-IND
N/A
BX_18-IND
056059AJ7
5950000.010000000000
PA
USD
5949998.220000000000
0.5857050659
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Variable
1.206000000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC
05605HAA8
191000.000000000000
PA
USD
197521.640000000000
0.0194436067
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.375000000000
N
N
N
N
N
N
BY CROWN PARENT LLC / BY BOND FINANCE INC
N/A
BLUE YONDER GROUP INC
05608QAA5
186000.000000000000
PA
USD
193166.810000000000
0.0190149266
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
4.250000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFS3
7500000.000000000000
PA
USD
8299997.700000000000
0.8170339754
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.875000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368EA36
1940000.000000000000
PA
USD
1933122.270000000000
0.1902924110
Long
DBT
CORP
CA
N
2
2023-12-08
Fixed
0.450000000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
06406RAM9
2000000.000000000000
PA
USD
2057907.900000000000
0.2025760408
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
1.850000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
064159YM2
2000000.000000000000
PA
USD
2000979.940000000000
0.1969721745
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.550000000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AE9
3500000.000000000000
PA
USD
3893260.000000000000
0.3832441659
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.450000000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_18-4A
N/A
BABSN_18-4A
06760XAE4
10800000.000000000000
PA
USD
10800766.800000000000
1.0632043231
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
1.941300000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND
N/A
BOMFT_16-SPL1
07332HAA4
1296455.140000000000
PA
USD
1329085.360000000000
0.1308323128
Long
ABS-CBDO
CORP
US
N
2
2055-04-28
Fixed
4.000000000000
N
N
N
N
N
N
BVRT FINANCING TRUST BVRT_21-1F
N/A
BVRT_21-1F
07335FAA5
3675000.000000000000
PA
USD
3675184.850000000000
0.3617773157
Long
ABS-CBDO
CORP
US
N
2
2038-03-15
Variable
1.610000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY INC/ESCROW
073685AD1
786000.000000000000
PA
USD
802233.490000000000
0.0789701445
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.875000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BV0
3000000.000000000000
PA
USD
3216533.130000000000
0.3166286239
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.363000000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_21-1A
N/A
BMIR_21-1A
07876MAB3
3000000.000000000000
PA
USD
2995187.700000000000
0.2948398544
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
2.216700000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAA4
222526.270000000000
PA
USD
222555.330000000000
0.0219078694
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
1.408600000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAC4
1925000.000000000000
PA
USD
1929675.060000000000
0.1899530750
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
2.958600000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_20-2
N/A
BMIR_20-2A
078782AB5
5345000.000000000000
PA
USD
5370494.580000000000
0.5286599702
Long
ABS-CBDO
CORP
US
N
2
2030-08-26
Variable
3.308600000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAA9
321000.000000000000
PA
USD
328823.300000000000
0.0323686605
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.500000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY PLASTICS CORP
085790AY9
242000.000000000000
PA
USD
244427.950000000000
0.0240609633
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.125000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CM5
2500000.000000000000
PA
USD
2537778.230000000000
0.2498134471
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.700000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BS9
215000.000000000000
PA
USD
239050.450000000000
0.0235316137
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.625000000000
N
N
N
N
N
N
BOYNE USA INC
N/A
BOYNE USA INC
103557AA2
167000.000000000000
PA
USD
173592.830000000000
0.0170881059
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.250000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1
N/A
BRAVO_20-NQM1
105699AA0
2624016.910000000000
PA
USD
2632559.920000000000
0.2591435534
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
1.449000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CM8
1238000.000000000000
PA
USD
1322201.640000000000
0.1301546942
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.900000000000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CA
N/A
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAH2
2500000.000000000000
PA
USD
2712438.900000000000
0.2670066689
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875000000000
N
N
N
N
N
N
BUCKEYE PARTNERS
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP
118230AK7
114000.000000000000
PA
USD
117102.470000000000
0.0115273160
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.150000000000
N
N
N
N
N
N
BWAY HOLDING CO
N/A
BWAY HOLDING CO
12429TAD6
395000.000000000000
PA
USD
400320.640000000000
0.0394067054
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBM4
255000.000000000000
PA
USD
263374.580000000000
0.0259260289
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBR3
157000.000000000000
PA
USD
161923.060000000000
0.0159393588
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBZ5
352000.000000000000
PA
USD
355892.480000000000
0.0350332926
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.000000000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R SMOKEY BUYER INC
12510CAA9
300000.000000000000
PA
USD
321544.300000000000
0.0316521314
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.750000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1
N/A
CFMT_21-GRN1
12529KAA0
3527254.720000000000
PA
USD
3524702.750000000000
0.3469641805
Long
ABS-MBS
CORP
US
N
2
2041-03-20
Fixed
1.100000000000
N
N
N
N
N
N
CIGNA CORP
N/A
CIGNA CORP
125523BV1
1500000.000000000000
PA
USD
1576603.730000000000
0.1551974904
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.000000000000
N
N
N
N
N
N
CIM TRUST CIM_18-R6
N/A
CIM_18-R6
12554EAA2
6667953.850000000000
PA
USD
6590270.850000000000
0.6487321306
Long
ABS-CBDO
CORP
US
N
2
2058-09-25
Variable
1.191100000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC
125581GR3
416000.000000000000
PA
USD
451047.280000000000
0.0444001270
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.000000000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAL6
5900000.000000000000
PA
USD
5737873.310000000000
0.5648239446
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Variable
2.131000000000
N
N
N
N
N
N
CIM TRUST CIM_21-NR1
N/A
CIM_21-NR1
12565YAA5
4482593.630000000000
PA
USD
4480953.450000000000
0.4410954489
Long
ABS-CBDO
CORP
US
N
2
2055-07-25
Variable
2.569000000000
N
N
N
N
N
N
CSMC_19-AFC1
N/A
CSMC 19-AFC1
12596XAA0
4416798.240000000000
PA
USD
4478433.330000000000
0.4408473736
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Fixed
2.573000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AF4
160000.000000000000
PA
USD
164600.000000000000
0.0162028710
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.750000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AH0
1016000.000000000000
PA
USD
1095111.980000000000
0.1078004750
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AU1
192000.000000000000
PA
USD
198001.680000000000
0.0194908608
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.500000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4
N/A
CSMC_20-RPL4
126405AA7
9556470.900000000000
PA
USD
9808138.650000000000
0.9654921366
Long
ABS-CBDO
USGA
US
N
2
2060-01-25
Fixed
2.000000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408HB2
2140000.000000000000
PA
USD
2313583.660000000000
0.2277442143
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.400000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_19-WCM
N/A
COMM_19-WCM
12655HAJ4
3900000.000000000000
PA
USD
3892722.600000000000
0.3831912654
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.406000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL3
N/A
CSMC_20-RPL3
12656PAC0
3520633.980000000000
PA
USD
3574494.400000000000
0.3518655637
Long
ABS-CBDO
USGA
US
N
2
2060-03-25
Variable
2.691000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1
N/A
CSMC_21-AFC1
12657LAA2
2964374.000000000000
PA
USD
2941614.720000000000
0.2895662452
Long
ABS-CBDO
CORP
US
N
2
2056-03-25
Variable
0.830000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL1
N/A
CSMC_21-RPL1
12660KAC5
6315502.220000000000
PA
USD
6299946.510000000000
0.6201532251
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
1.667700000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DE7
2600000.000000000000
PA
USD
2743182.420000000000
0.2700329951
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.625000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS RESORT
12770RAA1
385000.000000000000
PA
USD
406237.460000000000
0.0399891444
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.750000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CK0
294000.000000000000
PA
USD
302820.270000000000
0.0298089780
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP COMPANY
134429BG3
2000000.000000000000
PA
USD
2247800.900000000000
0.2212687005
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.150000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LIMITED
136385AV3
2000000.000000000000
PA
USD
2157361.640000000000
0.2123660537
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.900000000000
N
N
N
N
N
N
CANPACK SA/EASTERN PA LAND INVESTMENT HOLDING LLC
N/A
CANPACK SA/EASTERN PA LAND INVEST
13805AAA5
380000.000000000000
PA
USD
386122.830000000000
0.0380091034
Long
DBT
CORP
PL
N
2
2025-11-01
Fixed
3.125000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_16-4A
143109AN6
8000000.000000000000
PA
USD
7993760.000000000000
0.7868885929
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
1.674000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_13-4A
14310KAW1
5000000.000000000000
PA
USD
4935815.000000000000
0.4858710444
Long
ABS-MBS
CORP
KY
N
2
2031-01-15
Variable
1.661300000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A
N/A
CGMS_17-5A
14316AAC1
8000000.000000000000
PA
USD
7977712.000000000000
0.7853088622
Long
ABS-MBS
CORP
KY
N
2
2030-01-20
Variable
1.474000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BL5
250000.000000000000
PA
USD
268753.360000000000
0.0264555045
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAN4
3085000.000000000000
PA
USD
3196863.120000000000
0.3146923503
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.242000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CARRIZO OIL & GAS INC
144577AH6
44000.000000000000
PA
USD
39127.760000000000
0.0038516528
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
CRVNA_19-3A
14686XAE9
2950000.000000000000
PA
USD
3033820.120000000000
0.2986427470
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
2.710000000000
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINANCIAL SERVICES COR
14913R2D8
1000000.000000000000
PA
USD
1005347.280000000000
0.0989642304
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.650000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AF3
311000.000000000000
PA
USD
327439.360000000000
0.0322324285
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150191AJ3
393000.000000000000
PA
USD
396472.170000000000
0.0390278702
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.375000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAM3
156000.000000000000
PA
USD
164827.200000000000
0.0162252361
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAM1
2350000.000000000000
PA
USD
2541509.630000000000
0.2501807581
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.250000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AR7
924000.000000000000
PA
USD
933240.280000000000
0.0918661720
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
6.450000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AS5
466000.000000000000
PA
USD
482082.950000000000
0.0474552118
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.800000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AZ9
254000.000000000000
PA
USD
273959.960000000000
0.0269680310
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.625000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BA3
126000.000000000000
PA
USD
141180.840000000000
0.0138975391
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.500000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAA2
514000.000000000000
PA
USD
530328.620000000000
0.0522044121
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.000000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAC8
476000.000000000000
PA
USD
507324.140000000000
0.0499399005
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.375000000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS LLC /
N/A
CHANGE HEALTHCARE HOLDINGS/FIN INC
15911NAA3
831000.000000000000
PA
USD
846794.830000000000
0.0833566672
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
CHARTER COMM OPT/OPT CAP
161175BQ6
3000000.000000000000
PA
USD
3282469.620000000000
0.3231192706
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.500000000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
N/A
CHENIERE CORPUS CHRISTI HLDGS LLC
16412XAD7
209000.000000000000
PA
USD
240595.300000000000
0.0236836854
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.000000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441AZ0
204000.000000000000
PA
USD
202819.750000000000
0.0199651413
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.875000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BD8
205000.000000000000
PA
USD
210031.380000000000
0.0206750387
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MT5
6000000.000000000000
PA
USD
5994714.660000000000
0.5901068563
Long
DBT
CORP
US
N
2
2024-10-30
Variable
0.776000000000
N
N
N
N
N
N
CITYH_97-C
N/A
CITYH_97-C
178779CR3
607537.290000000000
PA
USD
0.610000000000
0.0000000600
Long
ABS-CBDO
CORP
US
N
3
2028-07-25
Variable
0.000000000000
Y
Y
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP
18060TAA3
591000.000000000000
PA
USD
631275.010000000000
0.0621413583
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
27872502.880000000000
NS
USD
27869715.630000000000
2.7434350440
Long
STIV
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION
20030NCR0
2500000.000000000000
PA
USD
2727880.600000000000
0.2685267167
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.700000000000
N
N
N
N
N
N
COMMSCOPE FINANCE LLC
N/A
COMMSCOPE FINANCE LLC
20338QAB9
392000.000000000000
PA
USD
404205.140000000000
0.0397890872
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.500000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CF7
2300000.000000000000
PA
USD
2216721.970000000000
0.2182093573
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.375000000000
N
N
N
N
N
N
CONN FUNDING II LP CONN_19-A
N/A
CONN_19-A
20827DAA8
228650.700000000000
PA
USD
229237.420000000000
0.0225656401
Long
ABS-MBS
CORP
US
N
2
2023-10-16
Fixed
3.400000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AA3
518000.000000000000
PA
USD
524386.620000000000
0.0516194944
Long
DBT
CORP
NL
N
2
2024-05-15
Fixed
5.750000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AG0
373000.000000000000
PA
USD
384399.820000000000
0.0378394940
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_18-P2
N/A
CLUB_18-P2
21052NAB8
687106.210000000000
PA
USD
690693.180000000000
0.0679903555
Long
ABS-MBS
CORP
US
N
2
2025-10-15
Fixed
4.100000000000
N
N
N
N
N
N
2021-04-21
Columbia Funds Series Trust
Martha Skinner
Martha Skinner
Assistant Treasurer