0001752724-21-043925.txt : 20210226
0001752724-21-043925.hdr.sgml : 20210226
20210226163727
ACCESSION NUMBER: 0001752724-21-043925
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210226
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SSGA Active Trust
CENTRAL INDEX KEY: 0001516212
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22542
FILM NUMBER: 21689852
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-1465
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active Trust
DATE OF NAME CHANGE: 20141208
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active ETF Trust
DATE OF NAME CHANGE: 20110322
0001516212
S000052162
SPDR DoubleLine Short Duration Total Return Tactical ETF
C000164160
SPDR DoubleLine Short Duration Total Return Tactical ETF
STOT
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001516212
XXXXXXXX
S000052162
C000164160
SSGA Active Trust
811-22542
0001516212
549300MAXSRPQ75ICU67
One Iron Street
Boston
02210
617-664-8594
SPDR DoubleLine Short Duration Total Return Tactical ETF
S000052162
549300JKQUMR3G362R19
2021-06-30
2020-12-31
N
147855291.52
562496.12
147292795.40
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
499973.95000000
0.00000000
0.00000000
0.00000000
USD
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
15000.00000000
PA
USD
16190.70000000
0.010992187334
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
25000.00000000
PA
USD
26709.00000000
0.018133269809
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Shelter Growth CRE
N/A
Shelter Growth CRE 2019-FL2 Issuer Ltd
82286LAE6
85027.63000000
PA
USD
83332.86000000
0.056576331363
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
2.46000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
Vericrest Opportunity Loan Trust 2020-NPL5
92870NAA1
212299.03000000
PA
USD
212496.53000000
0.144268108581
Long
ABS-O
CORP
US
N
2
2050-03-25
Variable
2.98000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
50000.00000000
PA
USD
53387.50000000
0.036245832564
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
40000.00000000
PA
USD
40920.40000000
0.027781671118
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
250000.00000000
PA
USD
250405.00000000
0.170004920688
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Cengage Learning Inc
549300BYGM0FWUSVXJ88
Cengage Learning Inc
15137NAA1
30000.00000000
PA
USD
28033.20000000
0.019032295451
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2020-1
91679UAA0
310931.70000000
PA
USD
312766.61000000
0.212343454512
Long
ABS-O
CORP
US
N
2
2030-04-22
Fixed
2.32000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A6A69
1926518.09000000
PA
USD
1947139.06000000
1.321951324714
Long
ABS-MBS
USGSE
US
N
2
2041-01-15
Floating
0.67000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EAZ9
230000.00000000
PA
USD
236251.40000000
0.160395760945
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.90000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
10000.00000000
PA
USD
10918.20000000
0.007412582516
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
PFP III
N/A
PFP 2019-6 Ltd
69346WAA5
121000.00000000
PA
USD
119193.47000000
0.080922810702
Long
ABS-CBDO
CORP
KY
N
2
2037-04-14
Floating
1.20000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
200000.00000000
PA
USD
203742.00000000
0.138324484538
Long
DBT
CORP
SG
Y
2
2027-03-08
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VD8
2922192.18000000
PA
USD
3007434.45000000
2.041806893427
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
1.50000000
N
N
N
N
N
N
GOGO INTERMEDIATE/FINANC
N/A
Gogo Intermediate Holdings LLC / Gogo Finance Co Inc
38046XAE3
45000.00000000
PA
USD
48186.45000000
0.032714736568
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
9.88000000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137TAP0
70000.00000000
PA
USD
75646.20000000
0.051357705442
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AU8
5000.00000000
PA
USD
5223.15000000
0.003546100123
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAX0
1199343.46000000
PA
USD
38870.33000000
0.026389837937
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.83000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
35000.00000000
PA
USD
37303.00000000
0.025325746516
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAJ9
17000.00000000
PA
USD
16596.56000000
0.011267733737
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.36000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
30000.00000000
PA
USD
30791.70000000
0.020905095810
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.63000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBJ5
125000.00000000
PA
USD
137231.25000000
0.093169017281
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2019-4
57110AAA2
217303.95000000
PA
USD
218833.36000000
0.148570308144
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
2.39000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-ALOHA
36192HAA2
129000.00000000
PA
USD
130148.64000000
0.088360492885
Long
ABS-MBS
CORP
US
N
2
2034-04-10
Fixed
3.55000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
45000.00000000
PA
USD
47398.05000000
0.032179476172
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
FENIX POWER PERU SA
549300VBTI7WLU4G4642
Fenix Power Peru SA
000000000
179411.76000000
PA
USD
188667.61000000
0.128090182203
Long
DBT
CORP
PE
Y
2
2027-09-20
Fixed
4.32000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
CF Trust 2019-MF1
12529NAA4
100000.00000000
PA
USD
101871.80000000
0.069162785405
Long
ABS-MBS
CORP
US
N
2
2032-08-21
Floating
2.05000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AQ1
55000.00000000
PA
USD
56569.70000000
0.038406291255
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.38000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAA5
200000.00000000
PA
USD
208566.00000000
0.141599593811
Long
DBT
CORP
ID
Y
2
2021-11-22
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
320000.00000000
PA
USD
355635.20000000
0.241447790459
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Rosslyn Portfolio Trust 2017 ROSS
N/A
Rosslyn Portfolio Trust 2017-ROSS
77846EAA3
12797.33000000
PA
USD
12848.90000000
0.008723373037
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
1.94000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAG9
450000.00000000
PA
USD
490729.50000000
0.333165990004
Long
DBT
US
N
2
2024-03-15
Fixed
3.63000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BG8
460000.00000000
PA
USD
492540.40000000
0.334395445929
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
300000.00000000
PA
USD
310089.00000000
0.210525571979
Long
DBT
NUSS
CO
N
2
2023-03-15
Fixed
2.63000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXM85
1274957.42000000
PA
USD
1291212.92000000
0.876630059531
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Floating
0.71000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2020-1 Ltd
89052WAA7
1000000.00000000
PA
USD
1002545.90000000
0.680648294627
Long
ABS-MBS
CORP
US
N
2
2023-03-25
Variable
2.73000000
N
N
N
N
N
N
GULF STREAM MERIDIAN 2 LTD
N/A
Gulf Stream Meridian 2 Ltd
40256TAA1
1000000.00000000
PA
USD
1004400.00000000
0.681907079889
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
2.44000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAG6
75000.00000000
PA
USD
77822.25000000
0.052835068944
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
KENAN ADVANTAGE GROUP
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The
67109EAA6
10000.00000000
PA
USD
10007.00000000
0.006793950765
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
7.88000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-LAQ
46649VAA9
60975.77000000
PA
USD
60068.50000000
0.040781695966
Long
ABS-MBS
CORP
US
N
2
2032-06-15
Floating
1.16000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
Temasek Financial I Ltd
87973RAC4
250000.00000000
PA
USD
260307.50000000
0.176727924331
Long
DBT
CORP
SG
Y
2
2023-01-23
Fixed
2.38000000
N
N
N
N
N
N
B&G Foods Inc
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
30000.00000000
PA
USD
30990.00000000
0.021039725613
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
PFP III
N/A
PFP 2019-5 Ltd
69346TAA2
62273.80000000
PA
USD
61190.05000000
0.041543138504
Long
ABS-CBDO
CORP
KY
N
2
2036-04-14
Floating
1.12000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-EXCL
12433WAA9
13610.81000000
PA
USD
12526.49000000
0.008504482494
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Floating
1.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
300000.00000000
PA
USD
320160.00000000
0.217362973613
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
75000.00000000
PA
USD
76333.50000000
0.051824327043
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAF0
100000.00000000
PA
USD
102443.00000000
0.069550584413
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
450000.00000000
PA
USD
459643.50000000
0.312061088087
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
3.40000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
30000.00000000
PA
USD
32558.10000000
0.022104339802
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.63000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
75000.00000000
PA
USD
77850.75000000
0.052854418159
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAA3
20000.00000000
PA
USD
20809.00000000
0.014127642797
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
BSPRT Issuer, Ltd.
N/A
BSPRT 2019-FL5 Issuer Ltd
05587TAA4
401000.00000000
PA
USD
396030.01000000
0.268872628104
Long
ABS-O
CORP
KY
N
2
2029-05-15
Floating
1.31000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BPJ34
409444.07000000
PA
USD
429814.80000000
0.291809792076
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
3.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
35000.00000000
PA
USD
39941.65000000
0.027117178332
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
7.88000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
335000.00000000
PA
USD
365461.55000000
0.248119094357
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-41CB
02149CAC5
309731.09000000
PA
USD
246988.15000000
0.167685153458
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AV7
195000.00000000
PA
USD
195883.35000000
0.132989091196
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.63000000
N
N
N
N
N
N
GTT Communications Inc
549300ETSL7K1ZX05H30
GTT Communications Inc
362393AA8
30000.00000000
PA
USD
11996.10000000
0.008144390204
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
7.88000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
70000.00000000
PA
USD
75747.00000000
0.051426140561
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F3W75
493508.96000000
PA
USD
495583.40000000
0.336461398980
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Floating
0.46000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS12
61691EBB0
1556456.89000000
PA
USD
47522.74000000
0.032264130686
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B2BY7
458654.00000000
PA
USD
459967.63000000
0.312281146373
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Floating
0.45000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBC7
350000.00000000
PA
USD
360892.00000000
0.245016736236
Long
DBT
CORP
AU
N
2
2022-10-17
Fixed
2.10000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-NYCH
90266HAL6
261000.00000000
PA
USD
251586.64000000
0.170807159519
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Floating
2.26000000
N
N
N
N
N
N
The Bancorp Commercial Mortgage Trust
N/A
Bancorp Commercial Mortgage 2019-CRE5 Trust
05972MAA2
32799.40000000
PA
USD
32630.70000000
0.022153629382
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
1.16000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
68752DAA6
70000.00000000
PA
USD
73843.00000000
0.050133477200
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2019-MMP
05606KAG7
115422.40000000
PA
USD
115058.62000000
0.078115579032
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.46000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBF4
475000.00000000
PA
USD
489022.00000000
0.332006734390
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.62000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-SUN
61691MAA5
74000.00000000
PA
USD
72653.99000000
0.049326234730
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.06000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-PLND
61691XAG8
163000.00000000
PA
USD
148751.98000000
0.100990669364
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.46000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBK5
150000.00000000
PA
USD
160159.48000000
0.108735447355
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.35000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
46651MAA4
107000.00000000
PA
USD
106058.95000000
0.072005524582
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
1.12000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AJ1
200000.00000000
PA
USD
200473.10000000
0.136105163498
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.76000000
N
N
N
N
N
N
SUNCOKE ENGY PART FIN CO
N/A
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
86723CAF5
50000.00000000
PA
USD
49591.00000000
0.033668313419
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BY4
475000.00000000
PA
USD
487017.50000000
0.330645839585
Long
DBT
CORP
US
N
2
2021-11-05
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B2CF7
584312.10000000
PA
USD
583927.76000000
0.396440137084
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Floating
0.40000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
35000.00000000
PA
USD
36569.75000000
0.024827928549
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ47
1393227.78000000
PA
USD
1456918.20000000
0.989130660493
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
150000.00000000
PA
USD
156421.50000000
0.106197658599
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.50000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc
83001WAC8
105000.00000000
PA
USD
113920.80000000
0.077343090468
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
40000.00000000
PA
USD
42122.00000000
0.028597461189
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBA7
240000.00000000
PA
USD
241766.40000000
0.164140003822
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
60000.00000000
PA
USD
67498.20000000
0.045825866646
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
40000.00000000
PA
USD
47641.20000000
0.032344555530
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
PSEG Power LLC
N/A
PSEG Power LLC
69362BBC5
450000.00000000
PA
USD
483835.50000000
0.328485516678
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
485000.00000000
PA
USD
502784.95000000
0.341350674100
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
200000.00000000
PA
USD
208012.00000000
0.141223472224
Long
DBT
CORP
MX
Y
2
2022-01-25
Fixed
4.50000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
200000.00000000
PA
USD
191368.00000000
0.129923530529
Long
DBT
CORP
MX
Y
2
2025-01-15
Fixed
7.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAG5
124000.00000000
PA
USD
121365.77000000
0.082397628254
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.19000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR5
46591EAY3
1125059.51000000
PA
USD
108508.19000000
0.073668362193
Long
ABS-MBS
CORP
US
N
2
2052-06-13
Variable
1.50000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
10000.00000000
PA
USD
10665.20000000
0.007240815798
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRR5
946304.67000000
PA
USD
989564.29000000
0.671834822139
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133G9FS3
953825.02000000
PA
USD
997499.44000000
0.677222152849
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
70000.00000000
PA
USD
80368.40000000
0.054563700676
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ARSE9
444335.96000000
PA
USD
446961.35000000
0.303450924932
Long
ABS-MBS
USGSE
US
N
2
2046-03-25
Floating
0.60000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2018-2
92259BAA8
587200.54000000
PA
USD
617262.33000000
0.419071637770
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
4.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BJQF3
151625.62000000
PA
USD
155145.96000000
0.105331669195
Long
ABS-MBS
USGSE
US
N
2
2030-07-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B2EN8
438188.20000000
PA
USD
438764.81000000
0.297886131367
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Floating
0.45000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAA2
79000.00000000
PA
USD
78993.52000000
0.053630267376
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.23000000
N
N
N
N
N
N
Ocean Trails CLO
549300D1D91PFKUUCT75
Ocean Trails CLO VII
67515WAA4
2100000.00000000
PA
USD
2096430.00000000
1.423307904712
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
1.62000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
80000.00000000
PA
USD
86260.80000000
0.058564167898
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
ENN ENERGY HOLDINGS LTD
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
200000.00000000
PA
USD
205354.00000000
0.139418903309
Long
DBT
CORP
KY
Y
2
2022-07-24
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAA4
102000.00000000
PA
USD
102039.28000000
0.069276490898
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.14000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
490000.00000000
PA
USD
503656.30000000
0.341942250897
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-FL1
63874MAA0
92993.54000000
PA
USD
91553.14000000
0.062157242485
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
1.09000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAV2
1026076.45000000
PA
USD
91335.28000000
0.062009333010
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
1.37000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KYUJ6
2577744.91000000
PA
USD
2681541.08000000
1.820551421213
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F24X1
798670.35000000
PA
USD
802776.15000000
0.545020649394
Long
ABS-MBS
USGSE
US
N
2
2047-07-15
Floating
0.51000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MA6
495000.00000000
PA
USD
500771.70000000
0.339983838747
Long
DBT
CORP
US
N
2
2024-06-01
Floating
1.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAJ7
485000.00000000
PA
USD
486978.80000000
0.330619565388
Long
DBT
CORP
US
N
2
2022-07-22
Floating
1.15000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396WFN1
462426.59000000
PA
USD
462440.46000000
0.313959999702
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Floating
0.40000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBN1
1187624.33000000
PA
USD
24959.71000000
0.016945642135
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
0.60000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
5000.00000000
PA
USD
5111.35000000
0.003470196886
Long
DBT
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
Transocean Poseidon Ltd
N/A
Transocean Poseidon Ltd
89383JAA6
75000.00000000
PA
USD
68201.25000000
0.046303181234
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.88000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
50000.00000000
PA
USD
54736.50000000
0.037161695418
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
AES ANDRS/DMCN PWR/ITABO
N/A
AES Andres BV / Dominican Power Partners / Empresa Generadora de Electricidad It
000000000
200000.00000000
PA
USD
208954.00000000
0.141863014706
Long
DBT
CORP
NL
Y
2
2026-05-11
Fixed
7.95000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2019-CRE3 Issuer Ltd
53947DAC0
123180.10000000
PA
USD
120729.80000000
0.081965855608
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.53000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
40000.00000000
PA
USD
42715.20000000
0.029000196434
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.13000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
101000.00000000
PA
USD
99154.33000000
0.067317841127
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.88000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
40000.00000000
PA
USD
42337.20000000
0.028743564737
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd
03880WAC2
131000.00000000
PA
USD
129205.30000000
0.087720040650
Long
ABS-CBDO
CORP
KY
N
2
2035-02-15
Floating
1.56000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAM5
35000.00000000
PA
USD
38146.50000000
0.025898415395
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
10000.00000000
PA
USD
10297.70000000
0.006991312760
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
95000.00000000
PA
USD
103092.10000000
0.069991271277
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
200000.00000000
PA
USD
210916.00000000
0.143195055418
Long
DBT
CORP
MX
Y
2
2026-04-16
Fixed
7.75000000
N
N
N
N
N
N
Marathon CRE Issuer Ltd
N/A
Marathon CRE 2018 FL1 Ltd
565780AA1
68741.12000000
PA
USD
68488.84000000
0.046498431789
Long
ABS-CBDO
CORP
KY
N
2
2028-06-15
Floating
1.30000000
N
N
N
N
N
N
ONGC Videsh Ltd
335800WPRPCRI524XG72
ONGC Videsh Ltd
000000000
250000.00000000
PA
USD
261597.50000000
0.177603730915
Long
DBT
CORP
IN
Y
2
2023-05-07
Fixed
3.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT LXXXVII LLC
92870GAA6
458790.40000000
PA
USD
459410.23000000
0.311902716458
Long
ABS-O
CORP
US
N
2
2050-02-25
Variable
2.98000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
60000.00000000
PA
USD
59490.00000000
0.040388940842
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
22000.00000000
PA
USD
21620.94000000
0.014678884966
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
35000.00000000
PA
USD
36869.70000000
0.025031570552
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2019-FL4 LTD
05492KAA7
100000.00000000
PA
USD
99875.00000000
0.067807118283
Long
ABS-CBDO
CORP
KY
N
2
2036-08-15
Floating
1.25000000
N
N
N
N
N
N
GPMT Ltd.
N/A
GPMT 2018-FL1 Ltd
36255CAA7
13140.86000000
PA
USD
13059.93000000
0.008866645489
Long
ABS-CBDO
CORP
KY
N
2
2035-11-21
Floating
1.05000000
N
N
N
N
N
N
BY CROWN PARENT/BY BOND
N/A
BY Crown Parent LLC / BY Bond Finance Inc
05608QAA5
25000.00000000
PA
USD
25663.75000000
0.017423628854
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AR9
419000.00000000
PA
USD
451656.86000000
0.306638799795
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
3.50000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
65000.00000000
PA
USD
69266.60000000
0.047026468478
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
15000.00000000
PA
USD
15647.25000000
0.010623228351
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AR7F7
280929.75000000
PA
USD
283624.22000000
0.192558107971
Long
ABS-MBS
USGSE
US
N
2
2026-09-15
Fixed
1.50000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BQ1
15000.00000000
PA
USD
10862.10000000
0.007374495113
Long
DBT
CORP
KY
N
2
2027-01-30
Fixed
11.50000000
N
N
N
N
N
N
Wakala Global Sukuk Bhd
N/A
Wakala Global Sukuk Bhd
000000000
250000.00000000
PA
USD
255115.00000000
0.173202633100
Long
DBT
NUSS
MY
Y
2
2021-07-06
Fixed
4.65000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
70000.00000000
PA
USD
72885.40000000
0.049483343568
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B1H64
565678.59000000
PA
USD
566415.54000000
0.384550743613
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Floating
0.45000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
45000.00000000
PA
USD
48559.95000000
0.032968313126
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
50000.00000000
PA
USD
56032.50000000
0.038041575521
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAE7
20000.00000000
PA
USD
23980.00000000
0.016280497586
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
13.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2018-TBR
17326MAL6
95000.00000000
PA
USD
89973.64000000
0.061084888609
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379CZB5
524219.98000000
PA
USD
524686.69000000
0.356220199755
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
0.40000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
50000.00000000
PA
USD
51750.00000000
0.035134101338
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
Northwoods Capital Ltd
549300DXMQIRCT0KIT70
Northwoods Capital XVI Ltd
66859WAA0
1000625.84000000
PA
USD
995122.40000000
0.675608333250
Long
ABS-CBDO
CORP
KY
N
2
2030-11-15
Floating
1.49000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
490000.00000000
PA
USD
502397.00000000
0.341087287151
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
25000.00000000
PA
USD
20315.00000000
0.013792256399
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
LoanCore 2019-CRE2 Issuer, Ltd.
N/A
LoanCore 2019-CRE2 Issuer Ltd
53946JAC8
100000.00000000
PA
USD
99133.40000000
0.067303631335
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.66000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
60000.00000000
PA
USD
71091.60000000
0.048265497173
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
Enel Generacion Chile SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
200000.00000000
PA
USD
217726.00000000
0.147818499478
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
35000.00000000
PA
USD
37379.30000000
0.025377548099
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CD0
250000.00000000
PA
USD
260492.50000000
0.176853524500
Long
DBT
NUSS
BR
N
2
2025-06-06
Fixed
2.88000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
35000.00000000
PA
USD
36381.80000000
0.024700325566
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CC8
240000.00000000
PA
USD
240326.40000000
0.163162359263
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
30000.00000000
PA
USD
32402.10000000
0.021998428308
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAA7
114660.11000000
PA
USD
115172.72000000
0.078193043785
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398SXN8
235533.47000000
PA
USD
237628.45000000
0.161330667501
Long
ABS-MBS
USGSE
US
N
2
2040-12-25
Floating
0.62000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
40000.00000000
PA
USD
43838.40000000
0.029762759190
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-FL5 Mortgage Trust
12635HAF7
100000.00000000
PA
USD
89475.18000000
0.060746474229
Long
ABS-MBS
CORP
US
N
2
2031-10-15
Floating
1.53000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AF5
290000.00000000
PA
USD
310746.60000000
0.210972029661
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964M8
3000000.00000000
PA
USD
2999587.50000000
2.036479443447
Long
STIV
UST
US
N
2
2021-03-11
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDC3
435000.00000000
PA
USD
485586.15000000
0.329674067683
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AS4
292000.00000000
PA
USD
302950.00000000
0.205678763294
Long
DBT
CORP
US
N
2
2023-04-13
Fixed
2.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BHKL0
1034967.42000000
PA
USD
1065444.19000000
0.723351191147
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Fixed
2.00000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AH8
55000.00000000
PA
USD
60220.05000000
0.040884586266
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
50000.00000000
PA
USD
51267.00000000
0.034806183059
Long
DBT
CORP
CA
N
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
155000.00000000
PA
USD
174962.45000000
0.118785477269
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAD2
35000.00000000
PA
USD
37377.20000000
0.025376122368
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.88000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBZ7
340000.00000000
PA
USD
374329.80000000
0.254139925162
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAE0
480000.00000000
PA
USD
484363.20000000
0.328843782674
Long
DBT
CORP
JP
N
2
2021-07-14
Fixed
2.06000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AQ1
200000.00000000
PA
USD
214088.00000000
0.145348589127
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
3.08000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2017-500K
36253XAQ8
107000.00000000
PA
USD
106343.24000000
0.072198534701
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
1.96000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NPL1
64831AAA6
478003.11000000
PA
USD
483822.37000000
0.328476602461
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
4.34000000
N
N
N
N
N
N
Rosslyn Portfolio Trust 2017 ROSS
N/A
Rosslyn Portfolio Trust 2017-ROSS
77846EAE5
12797.46000000
PA
USD
12735.46000000
0.008646356371
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
2.24000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX10 Commercial Mortgage Trust
12595JAN4
988418.35000000
PA
USD
37313.83000000
0.025333099218
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.72000000
N
N
N
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources LLC
45569LAA9
20000.00000000
PA
USD
20500.00000000
0.013917856568
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.88000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABE7
15000.00000000
PA
USD
16154.70000000
0.010967746220
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
25000.00000000
PA
USD
26904.75000000
0.018266168366
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
50000.00000000
PA
USD
53984.00000000
0.036650808244
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAN0
38000.00000000
PA
USD
36228.12000000
0.024595989166
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
2.66000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
230000.00000000
PA
USD
245626.20000000
0.166760498592
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.53000000
N
N
N
N
N
N
BDO Unibank Inc
3FGIIBS1PEI1FYQBGN97
BDO Unibank Inc
000000000
200000.00000000
PA
USD
202497.17000000
0.137479344763
Long
DBT
CORP
PH
Y
2
2021-10-24
Fixed
2.63000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
65000.00000000
PA
USD
67600.00000000
0.045894980685
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAC8
70000.00000000
PA
USD
74865.70000000
0.050827808513
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.38000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2018-FL1 Ltd
03879XAA7
71000.00000000
PA
USD
70727.86000000
0.048018546873
Long
ABS-CBDO
CORP
KY
N
2
2028-06-15
Floating
1.31000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
55000.00000000
PA
USD
58562.35000000
0.039759140860
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAA6
100000.00000000
PA
USD
97779.31000000
0.066384312779
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
1.06000000
N
N
N
N
N
N
PSA TREASURY PTE LTD
254900X7FR3V7789SL36
PSA Treasury Pte Ltd
000000000
200000.00000000
PA
USD
214698.00000000
0.145762730225
Long
DBT
CORP
SG
N
2
2026-04-12
Fixed
2.50000000
N
N
N
N
N
N
CGDBB Commercial Mortgage Trust
N/A
CGDBB Commercial Mortgage Trust 2017-BIOC
125282AA1
91354.34000000
PA
USD
91341.23000000
0.062013372583
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
0.95000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
80000.00000000
PA
USD
85149.60000000
0.057809752180
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
000000000
200000.00000000
PA
USD
204534.00000000
0.138862189046
Long
DBT
NUSS
KR
Y
2
2025-06-03
Fixed
1.25000000
N
N
N
N
N
N
MF1 2019-FL2 Ltd.
N/A
MF1 2019-FL2 Ltd
55282LAA4
121000.00000000
PA
USD
119870.71000000
0.081382602369
Long
ABS-CBDO
USGSE
KY
N
2
2034-12-25
Floating
1.28000000
N
N
N
N
N
N
Israel Electric Corp Ltd
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
46507NAE0
200000.00000000
PA
USD
227070.00000000
0.154162326394
Long
DBT
CORP
IL
Y
2
2023-06-21
Fixed
6.88000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust
93934FCQ3
526513.55000000
PA
USD
474109.12000000
0.321882084396
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
0.56000000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
30000.00000000
PA
USD
31688.40000000
0.021513883224
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63000000
N
N
N
N
N
N
Telefonica Chile SA
549300PXDEUZK6TQE635
Telefonica Chile SA
000000000
200000.00000000
PA
USD
209830.00000000
0.142457748479
Long
DBT
CORP
CL
Y
2
2022-10-12
Fixed
3.88000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK6
060352AG6
1099120.69000000
PA
USD
44055.75000000
0.029910322416
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Variable
0.82000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AD1
70000.00000000
PA
USD
71647.80000000
0.048643112384
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.88000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
40000.00000000
PA
USD
49049.60000000
0.033300746222
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
BALLY'S CORP
549300NS4D5IK406VT62
Bally's Corp
90171VAA3
70000.00000000
PA
USD
75278.70000000
0.051108202404
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
65000.00000000
PA
USD
63801.40000000
0.043316035809
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BQC21
465180.89000000
PA
USD
10175.10000000
0.006908077188
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Variable
1.31000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-BIOA
056057AN2
257000.00000000
PA
USD
256987.44000000
0.174473869751
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
2.11000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
25000.00000000
PA
USD
25877.50000000
0.017568747968
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964P1
6000000.00000000
PA
USD
5998840.02000000
4.072731462329
Long
STIV
UST
US
N
2
2021-04-01
None
0.00000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAL7
30000.00000000
PA
USD
31817.40000000
0.021601463882
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAA5
55000.00000000
PA
USD
58095.95000000
0.039442492650
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.38000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
40000.00000000
PA
USD
41920.00000000
0.028460319383
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
549300KQ3WN93FBBU117
OneMain Financial Issuance Trust 2017-1
68267LAA6
46961.53000000
PA
USD
47022.97000000
0.031924826921
Long
ABS-O
CORP
US
N
2
2032-09-14
Fixed
2.37000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AG2
35000.00000000
PA
USD
35805.00000000
0.024308724607
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Exantas Capital Corp
N/A
Exantas Capital Corp 2019-RSO7 Ltd
30069LAA6
56358.03000000
PA
USD
55640.82000000
0.037775656201
Long
ABS-CBDO
CORP
KY
N
2
2036-04-15
Floating
1.15000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BN2
55000.00000000
PA
USD
57279.20000000
0.038887984876
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWW9
446259.56000000
PA
USD
474282.29000000
0.321999652944
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CV0
64000.00000000
PA
USD
68447.36000000
0.046470270194
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.70000000
N
N
N
N
N
N
Motel 6 Trust
N/A
Motel 6 Trust 2017-MTL6
61975FAL3
59381.50000000
PA
USD
58692.29000000
0.039847359703
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Floating
2.31000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
50000.00000000
PA
USD
52592.50000000
0.035706091297
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
Viking Cruises Ltd
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAD9
95000.00000000
PA
USD
92903.35000000
0.063073926832
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.88000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
50000.00000000
PA
USD
56075.50000000
0.038070769074
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
000000000
200000.00000000
PA
USD
205714.00000000
0.139663314448
Long
DBT
CORP
KR
Y
2
2022-11-12
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132D56B3
946060.55000000
PA
USD
973623.32000000
0.661012181455
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137AW5C5
476142.10000000
PA
USD
477539.10000000
0.324210765844
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Floating
0.51000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
430000.00000000
PA
USD
502394.80000000
0.341085793528
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2019-CRE3 Issuer Ltd
53947DAA4
94030.61000000
PA
USD
92979.25000000
0.063125456847
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.21000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
500000.00000000
PA
USD
503091.29000000
0.341558654402
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CZ5
560000.00000000
PA
USD
561114.40000000
0.380951694532
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
2.30000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2018-HCLV Mortgage Trust
20048KAA5
70000.00000000
PA
USD
66687.08000000
0.045275181191
Long
ABS-MBS
CORP
US
N
2
2033-09-15
Floating
1.16000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
20000.00000000
PA
USD
21226.60000000
0.014411159719
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136BCC73
1099228.27000000
PA
USD
1123182.63000000
0.762550963168
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.26000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BB1
45000.00000000
PA
USD
47491.65000000
0.032243023069
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
LoanCore 2018-CRE1 Issuer, Ltd.
N/A
LoanCore 2018-CRE1 Issuer Ltd
53946MAA5
54732.32000000
PA
USD
54464.13000000
0.036976778023
Long
ABS-CBDO
CORP
KY
N
2
2028-05-15
Floating
1.29000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAS0
495000.00000000
PA
USD
505464.30000000
0.343169737954
Long
DBT
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
GTCR AP Finance Inc
N/A
GTCR AP Finance Inc
40060QAA3
40000.00000000
PA
USD
43403.20000000
0.029467293279
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
185000.00000000
PA
USD
187312.50000000
0.127170171148
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEM2
370000.00000000
PA
USD
378780.10000000
0.257161322094
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.63000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
30000.00000000
PA
USD
31164.00000000
0.021157857663
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AV6
480000.00000000
PA
USD
481262.40000000
0.326738588057
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BH7
20000.00000000
PA
USD
21062.00000000
0.014299409514
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.63000000
N
N
N
N
N
N
FS Rialto 2019-FL1 Issuer, Ltd.
N/A
FS Rialto 2019-FL1
30312UAA1
161000.00000000
PA
USD
159210.00000000
0.108090826552
Long
ABS-CBDO
CORP
KY
N
2
2036-12-16
Floating
1.35000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBA4
280000.00000000
PA
USD
296377.20000000
0.201216359018
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX9 Commercial Mortgage Trust
12595FAG7
1824303.22000000
PA
USD
50751.15000000
0.034455962263
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
0.87000000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAA9
75000.00000000
PA
USD
73249.40000000
0.049730470387
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.41000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159YM2
490000.00000000
PA
USD
492102.10000000
0.334097875366
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
40000.00000000
PA
USD
41171.20000000
0.027951944213
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
240000.00000000
PA
USD
240542.40000000
0.163309005947
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2018-E
00969KAA2
439311.27000000
PA
USD
444085.09000000
0.301498174974
Long
ABS-O
CORP
US
N
2
2058-06-25
Variable
4.38000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABF4
30000.00000000
PA
USD
31250.10000000
0.021216312661
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V23
4420000.00000000
PA
USD
4695559.38000000
3.187908388355
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
30000.00000000
PA
USD
31306.50000000
0.021254603740
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
MF1 Ltd
N/A
MF1 2020-FL3 Ltd
59319WAA9
175000.00000000
PA
USD
176307.95000000
0.119698963904
Long
ABS-CBDO
CORP
US
N
2
2035-07-15
Floating
2.21000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAA1
250000.00000000
PA
USD
251262.50000000
0.170587094445
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
GARDA WORLD SECURITY
N/A
Garda World Security Corp
362438AA1
50000.00000000
PA
USD
52185.50000000
0.035429770925
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
8.75000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
55000.00000000
PA
USD
57465.10000000
0.039014196073
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TUE4
440069.95000000
PA
USD
441399.34000000
0.299674766034
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Floating
0.45000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ALMR9
1435196.96000000
PA
USD
1444245.17000000
0.980526689087
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Floating
0.60000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAC3
60000.00000000
PA
USD
63135.60000000
0.042864010984
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
203002.00000000
0.137822083862
Long
DBT
NUSS
ID
Y
2
2021-05-05
Fixed
4.88000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
65000.00000000
PA
USD
70521.75000000
0.047878614706
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919AZ9
465000.00000000
PA
USD
484739.25000000
0.329099090477
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.63000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
40000.00000000
PA
USD
43287.20000000
0.029388538578
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJRQ3
1584254.55000000
PA
USD
1678044.08000000
1.139257405932
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAG5
200000.00000000
PA
USD
213742.00000000
0.145113682865
Long
DBT
NUSS
AE
N
2
2025-04-16
Fixed
2.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
60000.00000000
PA
USD
63604.80000000
0.043182560170
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
90000.00000000
PA
USD
93881.70000000
0.063738148050
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.63000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
10000.00000000
PA
USD
11038.50000000
0.007494256572
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
35000.00000000
PA
USD
36927.45000000
0.025070778173
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
EMPRESA ELECTRICA ANGAMO
529900PQ7VWZL30RZ733
Empresa Electrica Angamos SA
000000000
147800.00000000
PA
USD
147897.55000000
0.100410579891
Long
DBT
CORP
CL
Y
2
2029-05-25
Fixed
4.88000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAY7
2249066.26000000
PA
USD
65635.65000000
0.044561344512
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
0.52000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAE1
260000.00000000
PA
USD
265847.40000000
0.180489072312
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
3.63000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBL5
345000.00000000
PA
USD
355163.70000000
0.241127679758
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57000000
N
N
N
N
N
N
BANCO BRADESCO (CAYMAN)
549300CTUU1RFXHQJE44
Banco Bradesco SA/Cayman Islands
000000000
200000.00000000
PA
USD
200330.00000000
0.136008010069
Long
DBT
CORP
BR
Y
2
2021-01-16
Fixed
5.90000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
35000.00000000
PA
USD
35866.95000000
0.024350783690
Long
DBT
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
50000.00000000
PA
USD
54349.50000000
0.036898953443
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
INVERSIONES CMPC CI
549300G475ACIABB4385
Inversiones CMPC SA/Cayman Islands Branch
000000000
200000.00000000
PA
USD
208680.00000000
0.141676990672
Long
DBT
CORP
CL
Y
2
2022-04-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSM5
2892100.47000000
PA
USD
3024311.77000000
2.053265240697
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
80000.00000000
PA
USD
80712.00000000
0.054796977530
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
BANCO RESERVAS REP DOMIN
549300CKQT0JZ2EGNC56
Banco de Reservas de la Republica Dominicana
000000000
150000.00000000
PA
USD
156570.00000000
0.106298478194
Long
DBT
CORP
DO
Y
2
2023-02-01
Fixed
7.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
90000.00000000
PA
USD
98528.40000000
0.066892884836
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
35000.00000000
PA
USD
35395.85000000
0.024030944557
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
35000.00000000
PA
USD
38616.20000000
0.026217304040
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
25000.00000000
PA
USD
25237.25000000
0.017134069545
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
485000.00000000
PA
USD
502760.70000000
0.341334210294
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.21000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBM3
1321243.31000000
PA
USD
119744.19000000
0.081296705432
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.24000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
55000.00000000
PA
USD
56840.85000000
0.038590380368
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAA0
128564.65000000
PA
USD
129609.67000000
0.087994575463
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
3.13000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
549300O5GNH0TNJ6B119
WFRBS Commercial Mortgage Trust 2013-C18
96221QAH6
837325.72000000
PA
USD
16631.04000000
0.011291142893
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
0.80000000
N
N
N
N
N
N
EMPRESA ELEC GUACOLDA
N/A
Empresa Electrica Guacolda SA
000000000
200000.00000000
PA
USD
181128.00000000
0.122971391443
Long
DBT
CORP
CL
Y
2
2025-04-30
Fixed
4.56000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
45000.00000000
PA
USD
48786.75000000
0.033122292144
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
50000.00000000
PA
USD
53639.00000000
0.036416580902
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
SINGTEL GROUP TREASURY P
2549002FQJ4364A54N70
SingTel Group Treasury Pte Ltd
000000000
200000.00000000
PA
USD
220944.00000000
0.150003263499
Long
DBT
CORP
SG
Y
2
2025-06-30
Fixed
3.25000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
65000.00000000
PA
USD
70613.40000000
0.047940837709
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
65000.00000000
PA
USD
69969.25000000
0.047503511498
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAT6
30000.00000000
PA
USD
32238.30000000
0.021887221240
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.75000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033DAC1
200000.00000000
PA
USD
219228.00000000
0.148838237066
Long
DBT
CORP
SG
Y
2
2024-06-19
Fixed
4.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
40000.00000000
PA
USD
44160.80000000
0.029981642944
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2017-CHOP
12651QAL3
29000.00000000
PA
USD
25717.09000000
0.017459842438
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
2.06000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Co-Issuer Corp
75606DAJ0
30000.00000000
PA
USD
32535.60000000
0.022089064106
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.63000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AVGB9
265902.94000000
PA
USD
270592.23000000
0.183710431501
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL3 Trust
12656PAC0
2647738.87000000
PA
USD
2650517.67000000
1.799489012888
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136APVJ8
130660.14000000
PA
USD
131405.10000000
0.089213528498
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAX8
389174.93000000
PA
USD
21861.95000000
0.014842511434
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
1.12000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
380000.00000000
PA
USD
401063.40000000
0.272289896400
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2019-FL3 Issuer Ltd
87276VAA3
200000.00000000
PA
USD
197069.40000000
0.133794324063
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.30000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
221644AA5
75000.00000000
PA
USD
77496.00000000
0.052613571349
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
Braemar Hotels & Resorts Trust
N/A
Braemar Hotels & Resorts Trust 2018-Prime
10482TAA0
115000.00000000
PA
USD
111954.71000000
0.076008272974
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
0.98000000
N
N
N
N
N
N
GRUPO INVERSIONES SURAME
549300AC1Q176TZL0305
Grupo de Inversiones Suramericana SA
000000000
200000.00000000
PA
USD
204082.00000000
0.138555317282
Long
DBT
CORP
CO
Y
2
2021-05-18
Fixed
5.70000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
04021LAA8
35000.00000000
PA
USD
35001.40000000
0.023763144629
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.13000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAY6
459110.98000000
PA
USD
32746.62000000
0.022232329769
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.70000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAT3
200000.00000000
PA
USD
204406.00000000
0.138775287307
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
1.81000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2006-IQ11
617453AW5
13015.40000000
PA
USD
12941.31000000
0.008786112019
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Variable
5.99000000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
5000.00000000
PA
USD
5163.75000000
0.003505772285
Long
DBT
CORP
XX
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
120000.00000000
PA
USD
129055.20000000
0.087618134783
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAR8
20000.00000000
PA
USD
20787.80000000
0.014113249696
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru/Panama
000000000
200000.00000000
PA
USD
211690.00000000
0.143720539368
Long
DBT
CORP
PE
Y
2
2027-04-24
Fixed
6.13000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
30000.00000000
PA
USD
31704.30000000
0.021524678049
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
50000.00000000
PA
USD
55939.50000000
0.037978435977
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9AP6
169196.29000000
PA
USD
175170.14000000
0.118926482129
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Floating
2.68000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
55000.00000000
PA
USD
57433.75000000
0.038992911937
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
250000.00000000
PA
USD
276912.50000000
0.188001388152
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137APJB7
970391.20000000
PA
USD
987730.31000000
0.670589696744
Long
ABS-MBS
USGSE
US
N
2
2027-04-15
Fixed
1.75000000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
200000.00000000
PA
USD
202194.00000000
0.137273516638
Long
DBT
CORP
SG
Y
2
2021-09-07
Fixed
3.60000000
N
N
N
N
N
N
Cathedral Lake LTD
N/A
Cathedral Lake CLO 2016-4 Ltd
14918KAJ6
500000.00000000
PA
USD
497800.00000000
0.337966292681
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.47000000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65343HAA9
25000.00000000
PA
USD
26881.50000000
0.018250383480
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHE2
485000.00000000
PA
USD
488622.95000000
0.331735811431
Long
DBT
CORP
US
N
2
2024-03-05
Floating
1.02000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
15000.00000000
PA
USD
15895.95000000
0.010792075713
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MDF2
163000.00000000
PA
USD
161058.91000000
0.109346088220
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.14000000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
Petronas Capital Ltd
000000000
200000.00000000
PA
USD
206270.00000000
0.140040793875
Long
DBT
CORP
MY
Y
2
2022-03-18
Fixed
3.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BC5
20000.00000000
PA
USD
23120.00000000
0.015696626530
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
CIMB Bank Bhd
SR3J0ZUTXT7OTFT2VU03
CIMB Bank Bhd
000000000
200000.00000000
PA
USD
205934.00000000
0.139812676812
Long
DBT
CORP
MY
Y
2
2022-03-15
Fixed
3.26000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ET1
480000.00000000
PA
USD
485932.80000000
0.329909415243
Long
DBT
CORP
US
N
2
2021-06-08
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B22L3
1384606.74000000
PA
USD
1446531.77000000
0.982079107176
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Fixed
1.60000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
160000.00000000
PA
USD
171931.20000000
0.116727501527
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCF3
500000.00000000
PA
USD
501975.00000000
0.340800782982
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
0.57000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B1M50
412654.28000000
PA
USD
413169.43000000
0.280508920261
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Floating
0.45000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
125000.00000000
PA
USD
112504.17000000
0.076381312266
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.89000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ARUR7
708056.00000000
PA
USD
715192.37000000
0.485558284135
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Floating
0.65000000
N
N
N
N
N
N
BHP Trust
N/A
BHP Trust 2019-BXHP
05550TAA7
64025.48000000
PA
USD
63189.33000000
0.042900489347
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.13000000
N
N
N
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2017-ATRM
04965JAJ2
36000.00000000
PA
USD
27976.37000000
0.018993712437
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.21000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BE6
60000.00000000
PA
USD
61998.00000000
0.042091671783
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAQ3
38000.00000000
PA
USD
34473.32000000
0.023404620644
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
3.66000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAK7
200000.00000000
PA
USD
208386.00000000
0.141477388241
Long
DBT
CORP
KR
N
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
70000.00000000
PA
USD
72798.60000000
0.049424413327
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAA7
450928.52000000
PA
USD
436548.36000000
0.296381339504
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.23000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BJ9
45000.00000000
PA
USD
44145.45000000
0.029971221525
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-BILT
05606JAA3
115000.00000000
PA
USD
112706.22000000
0.076518488018
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Floating
0.96000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
716768AC0
17000.00000000
PA
USD
17438.60000000
0.011839411393
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
40000.00000000
PA
USD
36584.80000000
0.024838146292
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
35000.00000000
PA
USD
36091.65000000
0.024503336977
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAB9
375000.00000000
PA
USD
387408.75000000
0.263019483707
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAC2
433333.35000000
PA
USD
437659.85000000
0.297135952109
Long
ABS-O
CORP
BM
N
2
2044-04-20
Fixed
3.96000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABG2
15000.00000000
PA
USD
16046.40000000
0.010894219202
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R28
5340000.00000000
PA
USD
5523562.50000000
3.750056127999
Long
DBT
UST
US
N
2
2023-04-30
Fixed
1.63000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBJ1
245000.00000000
PA
USD
254577.05000000
0.172837408176
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
2.20000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
35000.00000000
PA
USD
36373.05000000
0.024694385018
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
ReadyCap Commercial Mortgage Trust
N/A
Ready Captial Mortgage Financing 2019-FL3 LLC
75574XAA3
78591.98000000
PA
USD
77498.61000000
0.052615343329
Long
ABS-CBDO
CORP
US
N
2
2034-03-25
Floating
1.15000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
40000.00000000
PA
USD
40457.20000000
0.027467195452
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
WEST STREET MERGER SUB
N/A
West Street Merger Sub Inc
95616AAA1
75000.00000000
PA
USD
77197.50000000
0.052410913779
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
6.38000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAN8
100000.00000000
PA
USD
94745.90000000
0.064324870570
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
1.76000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAD2
40000.00000000
PA
USD
43878.40000000
0.029789915983
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.63000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
55000.00000000
PA
USD
54769.55000000
0.037184133719
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2019-FL1 Ltd
78485WAC3
100000.00000000
PA
USD
99439.60000000
0.067511516588
Long
ABS-CBDO
CORP
KY
N
2
2038-07-15
Floating
1.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127963W7
5400000.00000000
PA
USD
5399744.26000000
3.665993469223
Long
STIV
UST
US
N
2
2021-02-04
None
0.00000000
N
N
N
N
N
N
KRONOS ACQUISITION HOLDI
N/A
Kronos Acquisition Holdings Inc
50106GAA0
45000.00000000
PA
USD
46079.10000000
0.031284014859
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
9.00000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
50000.00000000
PA
USD
52163.50000000
0.035414834689
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
45000.00000000
PA
USD
48172.05000000
0.032704960123
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
200000.00000000
PA
USD
201508.00000000
0.136807777632
Long
DBT
NUSS
QA
Y
2
2021-06-02
Fixed
2.38000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAM6
475000.00000000
PA
USD
489406.75000000
0.332267948796
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
1.92000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AN8
117000.00000000
PA
USD
109837.36000000
0.074570762067
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
2.40000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-PLND
61691XAL7
127000.00000000
PA
USD
113100.69000000
0.076786301524
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.91000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
45000.00000000
PA
USD
45231.30000000
0.030708426625
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
15000.00000000
PA
USD
16379.10000000
0.011120095830
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NongHyup Bank
65540JAE8
200000.00000000
PA
USD
203750.00000000
0.138329915897
Long
DBT
CORP
KR
N
2
2025-07-20
Fixed
1.25000000
N
N
N
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
70457LAA2
30000.00000000
PA
USD
22164.60000000
0.015047986522
Long
DBT
CORP
US
N
2
2022-03-31
Fixed
6.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAF4
725036.57000000
PA
USD
54279.40000000
0.036851361163
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VE8
1223498.20000000
PA
USD
1315578.59000000
0.893172396129
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.00000000
N
N
N
N
N
N
NLY Commercial Mortgage Trust
N/A
NLY Commercial Mortgage Trust
629167AC1
120000.00000000
PA
USD
118513.32000000
0.080461043378
Long
ABS-CBDO
CORP
KY
N
2
2036-02-15
Floating
1.76000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
000000000
200000.00000000
PA
USD
216120.00000000
0.146728154227
Long
DBT
CORP
KR
Y
2
2024-10-15
Fixed
3.25000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
200000.00000000
PA
USD
213130.00000000
0.144698183927
Long
DBT
CORP
MX
Y
2
2029-11-12
Fixed
5.35000000
N
N
N
N
N
N
BANCO CONTINENTAL S.A.E.
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
150000.00000000
PA
USD
149617.50000000
0.101578288057
Long
DBT
CORP
PY
N
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
BHP Trust
N/A
BHP Trust 2019-BXHP
05550TAE9
69999.96000000
PA
USD
65461.03000000
0.044442791531
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.68000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
455000.00000000
PA
USD
494894.40000000
0.335993623215
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
455000.00000000
PA
USD
485603.30000000
0.329685711158
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215PAB2
200000.00000000
PA
USD
201260.00000000
0.136639405514
Long
DBT
CORP
KY
N
2
2021-04-29
Fixed
3.13000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-850T
63874PAJ4
100000.00000000
PA
USD
91589.96000000
0.062182240313
Long
ABS-MBS
CORP
US
N
2
2033-07-15
Floating
1.61000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A4T25
1100470.43000000
PA
USD
1121054.34000000
0.761106024877
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Fixed
2.00000000
N
N
N
N
N
N
Malayan Banking Bhd
5493004OT3TOY404V310
Malayan Banking Bhd
000000000
200000.00000000
PA
USD
204072.00000000
0.138548528083
Long
DBT
CORP
MY
Y
2
2026-10-29
Fixed
3.91000000
N
N
N
N
N
N
EXPORT-IMPORT BK THAILND
549300ITFBNFH0H6FK36
Export Import Bank of Thailand
000000000
250000.00000000
PA
USD
250092.50000000
0.169792758241
Long
DBT
NUSS
TH
Y
2
2024-05-23
Floating
1.06000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
5000.00000000
PA
USD
5347.25000000
0.003630354075
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-850T
63874PAG0
100000.00000000
PA
USD
96537.50000000
0.065541223342
Long
ABS-MBS
CORP
US
N
2
2033-07-15
Floating
1.31000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2018-BXH
05491RAA3
12518.76000000
PA
USD
12199.68000000
0.008282604703
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.16000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DY8
25000.00000000
PA
USD
28443.25000000
0.019310686529
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
40000.00000000
PA
USD
42074.80000000
0.028565416173
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Dun & Bradstreet Corp
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAJ9
27000.00000000
PA
USD
29025.00000000
0.019705648141
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.88000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
55000.00000000
PA
USD
58753.20000000
0.039888712710
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
45000.00000000
PA
USD
47469.15000000
0.032227747372
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285A4
9100000.00000000
PA
USD
9266714.82000000
6.291356474588
Long
DBT
UST
US
N
2
2021-09-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FC4B7
170934.64000000
PA
USD
174379.92000000
0.118389986099
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Fixed
3.00000000
N
N
N
N
N
N
HalseyPoint CLO 3, Ltd.
N/A
HalseyPoint CLO 3 Ltd
40638UAA7
900000.00000000
PA
USD
899640.00000000
0.610783438223
Long
ABS-CBDO
CORP
KY
N
2
2032-11-30
Floating
1.63000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
350000.00000000
PA
USD
366051.00000000
0.248519283652
Long
DBT
NUSS
SA
Y
2
2023-03-04
Fixed
2.88000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAF8
337846.15000000
PA
USD
16169.81000000
0.010978004698
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.23000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2017-FL1 Ltd
05607KAG6
150000.00000000
PA
USD
149150.55000000
0.101261266442
Long
ABS-CBDO
CORP
KY
N
2
2035-06-15
Floating
2.10000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DG9
370000.00000000
PA
USD
386860.90000000
0.262647537477
Long
DBT
US
N
2
2024-09-13
Fixed
2.00000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MDE5
163000.00000000
PA
USD
169228.95000000
0.114892890409
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.41000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BC9
40000.00000000
PA
USD
41097.60000000
0.027901975713
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
200000.00000000
PA
USD
205398.00000000
0.139448775781
Long
DBT
CORP
SA
Y
2
2022-04-16
Fixed
2.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BR3
85000.00000000
PA
USD
87505.80000000
0.059409423089
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBM0
485000.00000000
PA
USD
502697.65000000
0.341291404399
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
000000000
200000.00000000
PA
USD
203104.00000000
0.137891333685
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.13000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
15000.00000000
PA
USD
15689.40000000
0.010651844822
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
475000.00000000
PA
USD
487905.75000000
0.331248890127
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.32000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
9600226.20000000
NS
USD
9600226.20000000
6.517783964876
Long
STIV
RF
US
N
1
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
25000.00000000
PA
USD
22897.75000000
0.015545736597
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
HPHT FINANCE 19 LTD
254900U58MWSWY66P584
HPHT Finance 19 Ltd
000000000
200000.00000000
PA
USD
209192.00000000
0.142024597626
Long
DBT
CORP
KY
Y
2
2024-11-05
Fixed
2.88000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
45000.00000000
PA
USD
50556.60000000
0.034323878410
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
45000.00000000
PA
USD
50901.30000000
0.034557902076
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAA4
90000.00000000
PA
USD
92861.10000000
0.063045242469
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
80000.00000000
PA
USD
82337.60000000
0.055900629610
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
65000.00000000
PA
USD
66592.50000000
0.045210968954
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2017-DELC Mortgage Trust
05552EAL4
19000.00000000
PA
USD
18168.98000000
0.012335280860
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.86000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
15000.00000000
PA
USD
15683.40000000
0.010647771303
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAS8
35000.00000000
PA
USD
39453.75000000
0.026785933346
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AS2
475000.00000000
PA
USD
497049.50000000
0.337456763346
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAJ9
261000.00000000
PA
USD
271544.76000000
0.184357123009
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Fixed
4.35000000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
35000.00000000
PA
USD
37172.80000000
0.025237351154
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23306GAA5
139220.84000000
PA
USD
139262.04000000
0.094547760887
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
0.96000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
20000.00000000
PA
USD
24095.20000000
0.016358709151
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
51812.00000000
PA
USD
46236.51000000
0.031390883630
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
20000.00000000
PA
USD
21553.40000000
0.014633030720
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAA3
50000.00000000
PA
USD
50837.00000000
0.034514247531
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.88000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAA4
79000.00000000
PA
USD
78945.79000000
0.053597862533
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.06000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL2 LTD
12434LAG9
119000.00000000
PA
USD
117221.31000000
0.079583872165
Long
ABS-CBDO
CORP
KY
N
2
2037-02-16
Floating
1.80000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
35000.00000000
PA
USD
37480.45000000
0.025446220840
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
65000.00000000
PA
USD
66806.35000000
0.045356155960
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.38000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
61763KBB9
758786.28000000
PA
USD
17999.05000000
0.012219912013
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.96000000
N
N
N
N
N
N
CLNC 2019-FL1, Ltd
N/A
CLNC 2019-FL1 Ltd
12565DAC7
131000.00000000
PA
USD
128801.30000000
0.087445757038
Long
ABS-CBDO
CORP
KY
N
2
2035-08-20
Floating
1.70000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CL0
480000.00000000
PA
USD
495283.20000000
0.336257587246
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AU6L0
129255.75000000
PA
USD
130413.93000000
0.088540603527
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
1550434.05000000
PA
USD
43021.63000000
0.029208237838
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.68000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
55000.00000000
PA
USD
58307.70000000
0.039586253924
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
55000.00000000
PA
USD
59662.90000000
0.040506326081
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAM2
470000.00000000
PA
USD
483677.00000000
0.328377907885
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WAL7
100000.00000000
PA
USD
95122.62000000
0.064580633249
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Floating
2.75000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AL9
490000.00000000
PA
USD
492450.00000000
0.334334071576
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
40000.00000000
PA
USD
41080.80000000
0.027890569860
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDJ0
325332.94000000
PA
USD
343654.86000000
0.233314100032
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2017-500K
36253XAN5
50000.00000000
PA
USD
49750.37000000
0.033776512873
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
1.66000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd
000000000
200000.00000000
PA
USD
198584.00000000
0.134822616042
Long
DBT
CORP
VG
Y
2
2025-08-05
Fixed
1.00000000
N
N
N
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2018-ATRM
04965KAA8
100000.00000000
PA
USD
97957.83000000
0.066505513548
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
1.11000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
70000.00000000
PA
USD
74372.20000000
0.050492761576
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
KT CORP
9884005ACF8449EANY26
KT Corp
000000000
250000.00000000
PA
USD
251242.50000000
0.170573516048
Long
DBT
CORP
KR
Y
2
2025-09-01
Fixed
1.00000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
10000.00000000
PA
USD
10685.10000000
0.007254326303
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
10000.00000000
PA
USD
10684.50000000
0.007253918951
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A6XV1
1117006.50000000
PA
USD
1127752.95000000
0.765653844057
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
0.70000000
N
N
N
N
N
N
2021-01-19
SSGA Active Trust
Daniel Foley
Daniel Foley
Assistant Treasurer