0001752724-21-213956.txt : 20210929
0001752724-21-213956.hdr.sgml : 20210929
20210929125658
ACCESSION NUMBER: 0001752724-21-213956
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210929
PERIOD START: 20210731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Two Roads Shared Trust
CENTRAL INDEX KEY: 0001552947
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22718
FILM NUMBER: 211290633
BUSINESS ADDRESS:
STREET 1: 225 PICTORIA DRIVE
STREET 2: SUITE 450
CITY: CINCINNATI
STATE: OH
ZIP: 45246
BUSINESS PHONE: 402-895-1600
MAIL ADDRESS:
STREET 1: 17605 WRIGHT STREET
STREET 2: SUITE 200
CITY: OMAHA
STATE: NE
ZIP: 68130
0001552947
S000062994
Anfield Universal Fixed Income ETF
C000204431
Anfield Universal Fixed Income ETF
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001552947
XXXXXXXX
S000062994
C000204431
Two Roads Shared Trust
811-22718
0001552947
549300REHU8QC2CK4V30
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CINCINNATI
45246
402-895-1600
Anfield Universal Fixed Income ETF
S000062994
549300P4WM6QLLS2DJ24
2021-07-31
2021-07-31
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2162157.26000000
USD
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Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2980 SL
31395UF63
340675.37840000
PA
USD
76642.97000000
0.059331041681
Long
ABS-O
USGSE
US
N
2
2034-11-15
Floating
6.60687100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2004-62 TP
31394AQS8
344075.43300000
PA
USD
60057.82000000
0.046492105169
Long
ABS-O
USGSE
US
N
2
2033-07-25
Floating
5.50000100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2004-91 DS
31394BYP3
322164.20000000
PA
USD
57994.07000000
0.044894510018
Long
ABS-O
USGSE
US
N
2
2034-12-25
Floating
6.56075200
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
GM Float 09/10/21
37045VAR1
265000.00000000
PA
USD
265176.19000000
0.205278834861
Long
DBT
CORP
US
N
2
2021-09-10
Floating
1.02800200
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2018-120 JI
38380YVE2
404464.82300000
PA
USD
56208.27000000
0.043512082194
Long
ABS-O
USGA
US
N
2
2048-09-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-117 SM
31396YAV4
392770.39390000
PA
USD
73529.84000000
0.056921097941
Long
ABS-O
USGSE
US
N
2
2038-01-25
Floating
6.21074900
N
N
N
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
HEIANA 3.4 04/01/22
423012AA1
191000.00000000
PA
USD
194887.63000000
0.150866884449
Long
DBT
CORP
NL
Y
2
2022-04-01
Fixed
3.40000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 2 3/4 12/20/22
34540TWX6
500000.00000000
PA
USD
498295.09000000
0.385741402697
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
2.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 239 IO
31282YJ34
78087.35810000
PA
USD
15677.02000000
0.012135932715
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
Fixed
6.00000000
N
N
N
N
N
N
Aercap Ireland Capital DAC
549300TI38531ODB1G63
AER 4.45 12/16/21
00774MAH8
150000.00000000
PA
USD
151710.57000000
0.117442554121
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2013-6 LI
3136ABR47
2334468.03000000
PA
USD
396082.42000000
0.306616282882
Long
ABS-O
USGSE
US
N
2
2043-02-25
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 324 C17
31325VBM5
6135408.75570000
PA
USD
638625.80000000
0.494374552016
Long
ABS-MBS
USGSE
US
N
2
2033-12-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-152 SA
38377NEM2
202692.80200000
PA
USD
41004.94000000
0.031742843528
Long
ABS-O
USGA
US
N
2
2040-11-16
Floating
5.95887100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2010-126 UI
31398SBJ1
164224.78110000
PA
USD
20648.92000000
0.015984791993
Long
ABS-O
USGSE
US
N
2
2040-10-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 398 C9
3136FGRH2
1219406.67000000
PA
USD
273456.70000000
0.211688963330
Long
ABS-MBS
USGSE
US
N
2
2039-05-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 364 2
3136FCYK6
603235.22000000
PA
USD
91927.71000000
0.071163301653
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Fixed
4.50000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY 4 1/8 02/13/22
02005NAY6
200000.00000000
PA
USD
203936.15000000
0.157871546680
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-19 SD
38376V2G1
280779.91000000
PA
USD
27706.41000000
0.021448153256
Long
ABS-O
USGA
US
N
2
2039-07-16
Floating
6.45887200
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4618 SA
3137BRXK6
576052.00300000
PA
USD
139953.33000000
0.108341010998
Long
ABS-O
USGSE
US
N
2
2046-09-15
Floating
5.90686900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 240 IO
31282YJ42
482610.44000000
PA
USD
93505.94000000
0.072385044886
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 244 IO
31282YXC8
1153632.56370000
PA
USD
211114.67000000
0.163428599980
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-181 SA
38378YFA2
144119.00000000
PA
USD
27244.69000000
0.021090725450
Long
ABS-O
USGA
US
N
2
2043-11-20
Floating
6.01637000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
MAR 2.3 01/15/22
571903AR4
500000.00000000
PA
USD
503227.56000000
0.389559738327
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.30000000
N
N
N
N
N
N
Air Liquide Finance
549300YGXL5Z3R14K812
AIFP 1 3/4 09/27/21
00913RAB2
420000.00000000
PA
USD
420508.24000000
0.325524857857
Long
DBT
CORP
FR
Y
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-56 IE
38376ULU1
2263514.44000000
PA
USD
218372.56000000
0.169047095376
Long
ABS-O
USGA
US
N
2
2044-11-20
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 186 IO
31282YB73
331512.89140000
PA
USD
54151.57000000
0.041919944605
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
8.00000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FE 3.60 07/15/22
337932AG2
1998000.00000000
PA
USD
2023581.13000000
1.566499528539
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.60000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
AAL 4.4 09/22/23
02377BAC0
1110585.80000000
PA
USD
1087560.80000000
0.841905202218
Long
ABS-O
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 4.687 06/09/25
345397ZJ5
277000.00000000
PA
USD
301237.50000000
0.233194703554
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.68700000
N
N
N
N
N
N
Mountain View Clo Ix Limited
549300URXZ1TS31FK720
MVW 2015-9A CR
62432BAU7
2000000.00000000
PA
USD
1931004.00000000
1.494833496301
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
3.24613100
N
N
N
N
N
N
T-Mobile US, Inc.
549300ZTTY7CXOLJ6539
S 7 1/4 09/15/21
85207UAE5
2893000.00000000
PA
USD
2915753.45000000
2.257150127092
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3149 SM
31396RJ99
381360.98000000
PA
USD
71051.17000000
0.055002303914
Long
ABS-O
USGSE
US
N
2
2036-05-15
Floating
6.55687100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2017-108 SA
3136B0RS7
1595920.00000000
PA
USD
341137.00000000
0.264081801191
Long
ABS-O
USGSE
US
N
2
2048-01-25
Floating
6.06075100
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 5 7/8 08/02/21
345397VU4
1250000.00000000
PA
USD
1250000.00000000
0.967653029396
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.87500000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
AAL 4.95 01/15/23
02377UAB0
911274.83000000
PA
USD
930284.57000000
0.720154145888
Long
ABS-O
CORP
US
Y
2
2023-01-15
Fixed
4.95000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 303 105
31325T6C8
496288.84000000
PA
USD
74287.97000000
0.057507983374
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Floating
4.00000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FSK 4 1/8 02/01/25
302635AE7
1480000.00000000
PA
USD
1574821.37000000
1.219104535550
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-101 SA
31396LHY9
200717.16000000
PA
USD
40792.07000000
0.031578056088
Long
ABS-O
USGSE
US
N
2
2036-10-25
Floating
6.49075000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 343 6
3136FA6C9
137511.01000000
PA
USD
22284.88000000
0.017251225313
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-28 CF
31396VKY3
2288912.37100000
PA
USD
98550.50000000
0.076290151898
Long
ABS-O
USGSE
US
N
2
2036-07-25
Floating
0.47925000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 399 2
3136FKAB4
562129.40000000
PA
USD
121945.32000000
0.094400606654
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Fixed
5.50000000
N
N
N
N
N
N
Steele Creek CLO 2014-1 Ltd./LLC
N/A
STCR 2014-1RA D
85816WAJ3
2025000.00000000
PA
USD
1942222.05000000
1.503517640354
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-21
Floating
2.93424800
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSCHLD 6 3/4 11/15/21
126307AF4
668000.00000000
PA
USD
679893.74000000
0.526320989742
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2007-40 SW
38375KB76
199045.70700000
PA
USD
19409.54000000
0.015025360144
Long
ABS-O
USGA
US
N
2
2037-07-20
Floating
4.09637200
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4456 IA
3137BGRL5
256376.40590000
PA
USD
24690.79000000
0.019113694193
Long
ABS-O
USGSE
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-58 IO
3136B2XG2
803715.22000000
PA
USD
141220.16000000
0.109321692508
Long
ABS-O
USGSE
US
N
2
2048-08-25
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3572 VS
31398JTX1
226411.76000000
PA
USD
49363.65000000
0.038213508371
Long
ABS-O
USGSE
US
N
2
2039-09-15
Floating
6.63687000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2012-69 QI
38378EQG1
261379.77200000
PA
USD
25761.43000000
0.019942500624
Long
ABS-O
USGA
US
N
2
2041-03-16
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-8 HL
31394VV64
81298.77360000
PA
USD
15657.58000000
0.012120883776
Long
ABS-O
USGSE
US
N
2
2036-03-25
Floating
6.61074800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 321 2
3136FAKM1
218652.37000000
PA
USD
37977.01000000
0.029398855019
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2004-106 HW
38374KJW4
31811.72000000
PA
USD
54316.96000000
0.042047976713
Long
ABS-O
USGA
US
N
2
2034-12-16
Floating
27.04439900
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
ETP 5.2 02/01/22
29273RAQ2
1401000.00000000
PA
USD
1417069.11000000
1.096984973724
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
5.20000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM FLOAT PERP
46625HKK5
250000.00000000
PA
USD
251223.25000000
0.194477551133
Long
DBT
CORP
US
N
2
2049-12-29
Floating
3.97563100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 395 7
3136FGDK0
2546179.55000000
PA
USD
503871.34000000
0.390058102861
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-55 S
31396WGR1
1223184.48400000
PA
USD
250018.30000000
0.193544772319
Long
ABS-O
USGSE
US
N
2
2037-06-25
Floating
6.67075000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-179 BI
38379TAF6
2213037.56000000
PA
USD
193972.52000000
0.150158477278
Long
ABS-O
USGA
US
N
2
2043-08-20
Fixed
4.00000000
N
N
N
N
N
N
DCP Midstream Operating, LP
549300Y6CTBSE0QIPL28
DCP 3 7/8 03/15/23
23311VAD9
95000.00000000
PA
USD
97762.13000000
0.075679857003
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 291 2
31364HR41
422281.07490000
PA
USD
51935.85000000
0.040204706069
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-30 CI
3136A5YA8
4609696.26000000
PA
USD
587872.26000000
0.455085098629
Long
ABS-O
USGSE
US
N
2
2041-10-25
Fixed
5.00000000
N
N
N
N
N
N
Ball Corporation
0BGI85ALH27ZJP15DY16
BLL 5 03/15/22
058498AR7
2218000.00000000
PA
USD
2275324.21000000
1.761379491732
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.00000000
N
N
N
N
N
N
SBA Communications Corporation
5299001HX8ZN8Y8QIT49
SBAC 4 7/8 09/01/24
78388JAV8
1000000.00000000
PA
USD
1017850.00000000
0.787940508776
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 396 2
3136FGEU7
383458.93820000
PA
USD
52527.50000000
0.040662715601
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Fixed
4.50000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
PSD 5 5/8 07/15/22
745310AF9
700000.00000000
PA
USD
725326.76000000
0.561491709293
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-36 SB
38374D3E7
155521.70000000
PA
USD
558.46000000
0.000432316408
Long
ABS-O
USGA
US
N
2
2038-04-20
Floating
6.18637000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-145 UI
38380BHW8
335465.74600000
PA
USD
50745.10000000
0.039282919793
Long
ABS-O
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DB 4 1/4 10/14/21
251541AQ1
200000.00000000
PA
USD
201544.00000000
0.156019729725
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25000000
N
N
N
N
N
N
Ozlm Xix
5493009C40QUU66J8E83
OZLM 2017-19A C
67112CAG2
1500000.00000000
PA
USD
1479339.00000000
1.145189491883
Long
ABS-CBDO
CORP
US
Y
2
2030-11-22
Floating
3.22612900
N
N
N
N
N
N
United Air Lines, Inc.
K1OQBWM7XEOO08LDNP29
UAL 4 5/8 09/03/22
90932QAB2
1469678.06000000
PA
USD
1508124.10000000
1.167472683256
Long
ABS-O
CORP
US
N
2
2022-09-03
Fixed
4.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4091 TS
3137ATGE6
214302.18000000
PA
USD
48189.68000000
0.037304711870
Long
ABS-O
USGSE
US
N
2
2042-08-15
Floating
6.45687000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
ZTS Float 08/20/21
98978VAR4
190000.00000000
PA
USD
190039.77000000
0.147114047317
Long
DBT
CORP
US
N
2
2021-08-20
Floating
0.59524900
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
EDF 5 1/4 PERP
268317AF1
400000.00000000
PA
USD
420800.00000000
0.325750715816
Long
DBT
CORP
FR
Y
2
2049-01-29
Fixed
5.25000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
PSD 6 09/01/21
745310AD4
700000.00000000
PA
USD
702964.56000000
0.544180628833
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
6.00000000
N
N
N
N
N
N
Telecom Italia S.p.A.
549300W384M3RI3VXU42
TITIM 5.303 05/30/24
87927YAA0
2650000.00000000
PA
USD
2876987.08000000
2.227140210797
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2008-58 SE
31397LQ51
2815871.30000000
PA
USD
485247.84000000
0.375641233907
Long
ABS-O
USGSE
US
N
2
2038-07-25
Floating
5.91075000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-9 SA
38379TA74
303493.02000000
PA
USD
63754.35000000
0.049353671931
Long
ABS-O
USGA
US
N
2
2046-01-20
Floating
6.01637000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
ETP 4 1/4 03/15/23
29278NAL7
500000.00000000
PA
USD
523728.00000000
0.405429588623
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2003-43 IY
31393A5A1
243420.40000000
PA
USD
38946.85000000
0.030149629910
Long
ABS-O
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.35 11/01/22
345397ZU0
350000.00000000
PA
USD
358767.50000000
0.277729966579
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-28 LS
31396VLB2
264135.36400000
PA
USD
46538.25000000
0.036026302876
Long
ABS-O
USGSE
US
N
2
2036-01-25
Floating
6.53575000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
MAR 3 1/4 09/15/22
571903AK9
345000.00000000
PA
USD
351147.01000000
0.271830774391
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.25000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
MAR 2 1/8 10/03/22
571903BC6
625000.00000000
PA
USD
635684.17000000
0.492097370271
Long
DBT
CORP
US
N
2
2022-10-03
Fixed
2.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2004-46 S
38374G6F4
611435.26000000
PA
USD
118138.83000000
0.091453917391
Long
ABS-O
USGA
US
N
2
2034-06-20
Floating
7.01637100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-53 OI
38378MVC6
498973.83000000
PA
USD
50184.94000000
0.038849287376
Long
ABS-O
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
Continental Airlines Inc 2007-1
K1OQBWM7XEOO08LDNP29
UAL 5.983 04/19/22
21079NAA9
717769.56000000
PA
USD
731603.20000000
0.566350442236
Long
ABS-O
CORP
US
N
2
2022-04-19
Fixed
5.98300000
N
N
N
N
N
N
General Motors Financial Company Inc
5493008B6JBRUJ90QL97
GM 4.2 11/06/21
37045XCP9
1250000.00000000
PA
USD
1262583.84000000
0.977394462114
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3355 BI
31397KCA7
309082.05000000
PA
USD
53857.55000000
0.041692337130
Long
ABS-O
USGSE
US
N
2
2037-08-15
Floating
5.95687000
N
N
N
N
N
N
Imperial Brands Finance Plc
2138008L3B3MCG1DFS50
IMBLN 3 3/4 07/21/22
G4721VNT7
80000.00000000
PA
USD
81997.27000000
0.063475925374
Long
DBT
CORP
GB
Y
2
2022-07-21
Fixed
3.75000000
N
N
N
N
N
N
Discovery Communications, LLC
L2Z2MO2EQURH3BREWI15
DISCA 3.3 05/15/22
25470DAF6
315000.00000000
PA
USD
321907.08000000
0.249195488916
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.30000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2616 SC
31393QTR3
81847.20000000
PA
USD
14919.65000000
0.011549635616
Long
ABS-O
USGSE
US
N
2
2032-12-15
Floating
7.90687100
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP/ MGP Escrow Co Issuer Inc.
549300U6G4UOCMLQK204
MGMGPO 4 5/8 06/15/25
55303XAK1
955000.00000000
PA
USD
1017519.08000000
0.787684336184
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-116 S
31396LZE3
141342.22200000
PA
USD
27763.74000000
0.021492533694
Long
ABS-O
USGSE
US
N
2
2036-12-25
Floating
6.51075100
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2367 SG
31339GL25
169506.50000000
PA
USD
35502.48000000
0.027483265858
Long
ABS-O
USGSE
US
N
2
2031-06-15
Floating
7.78686800
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4995 KI
3137FUX25
2018944.71000000
PA
USD
359485.42000000
0.278285724549
Long
ABS-O
USGSE
US
N
2
2043-12-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2003-7 SN
31392HY56
760053.60000000
PA
USD
157835.09000000
0.122183682386
Long
ABS-O
USGSE
US
N
2
2033-02-25
Floating
7.66075000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2009-106 AI
31398GVM8
613430.67000000
PA
USD
71992.59000000
0.055731078246
Long
ABS-O
USGSE
US
N
2
2039-11-25
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2014-38 QI
3136AKNS8
597304.74000000
PA
USD
95087.51000000
0.073609373687
Long
ABS-O
USGSE
US
N
2
2043-12-25
Fixed
5.50000000
N
N
N
N
N
N
CIT Group, Inc.
N8O96ZZJQRFYQUJY7K79
CIT 5.8 PERP
125581GU6
1000000.00000000
PA
USD
1028250.00000000
0.795991381981
Long
DBT
CORP
US
N
2
2165-12-15
Fixed
5.80000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 367 116
31325XXE5
1607345.93000000
PA
USD
186521.47000000
0.144390452394
Long
ABS-MBS
USGSE
US
N
2
2050-06-15
Floating
3.49999900
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397XZ1
500000.00000000
PA
USD
510692.50000000
0.395338515772
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.09600000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4781 LI
3137F43L4
16279.90000000
PA
USD
24.15000000
0.000018695056
Long
ABS-O
USGSE
US
N
2
2043-08-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2014-87 MS
3136AMKT5
1800036.81950000
PA
USD
333885.41000000
0.258468182766
Long
ABS-O
USGSE
US
N
2
2045-01-25
Floating
6.16074800
N
N
N
N
N
N
Nielsen Company (Luxembourg)
549300MFMRJBOPHHM352
NLSN 5 02/01/25
65410CAC4
80000.00000000
PA
USD
82253.60000000
0.063674356175
Long
DBT
CORP
LU
Y
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3652 CS
31398WY40
3541727.82530000
PA
USD
801226.67000000
0.620247531566
Long
ABS-O
USGSE
US
N
2
2040-03-15
Floating
6.45687000
N
N
N
N
N
N
Ares XXXIIR Clo Ltd
N/A
ARES 2014-32RA C
04017EAN2
500000.00000000
PA
USD
495902.50000000
0.383889245128
Long
ABS-CBDO
CORP
KY
Y
2
2030-05-15
Floating
3.05588200
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2008-24 SP
31397LDE6
109040.87000000
PA
USD
143976.38000000
0.111455344214
Long
ABS-O
USGSE
US
N
2
2038-02-25
Floating
22.95608000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-68 NS
3136A7DH2
2342992.06500000
PA
USD
296079.22000000
0.229201563339
Long
ABS-O
USGSE
US
N
2
2042-03-25
Floating
6.61074800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 355 12
3136FCNM4
99470.01000000
PA
USD
16855.41000000
0.013048150838
Long
ABS-MBS
USGSE
US
N
2
2034-07-25
Fixed
6.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
NFLX 5 1/2 02/15/22
64110LAJ5
2190000.00000000
PA
USD
2250225.00000000
1.741949630458
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
ARMK 6 3/8 05/01/25
038522AR9
2595000.00000000
PA
USD
2741358.00000000
2.122146698688
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2011-11 PI
31397Q6P8
122213.54000000
PA
USD
14945.92000000
0.011569971812
Long
ABS-O
USGSE
US
N
2
2041-03-25
Fixed
4.00000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBATOW 3.722 04/11/23
78403DAF7
758000.00000000
PA
USD
767591.43000000
0.594209738062
Long
ABS-O
CORP
US
Y
2
2023-04-11
Fixed
3.72200000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4340 TI
3137BAW32
338043.57000000
PA
USD
37895.43000000
0.029335702111
Long
ABS-O
USGSE
US
N
2
2039-07-15
Fixed
5.50000000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III B.V.
N/A
TEVA 6 04/15/24
N8540WAA2
300000.00000000
PA
USD
315562.50000000
0.244284007271
Long
DBT
CORP
NL
Y
2
2024-04-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 378 4
3136FEMF6
1216203.61920000
PA
USD
199956.90000000
0.154791120026
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2444 TI
31392KWY8
129885.84000000
PA
USD
21286.13000000
0.016478070542
Long
ABS-O
USGSE
US
N
2
2032-05-15
Floating
6.50000200
N
N
N
N
N
N
Deutsche Bank AG New York Branch
N/A
DB 5 02/14/22
251526CA5
550000.00000000
PA
USD
563125.76000000
0.435928278076
Long
DBT
CORP
DE
N
2
2022-02-14
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-15 CI
383742RH8
1531713.01500000
PA
USD
281743.60000000
0.218104038442
Long
ABS-O
USGA
US
N
2
2038-02-20
Floating
6.40636900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2010-113 BS
38377J3U5
113528.34940000
PA
USD
23421.17000000
0.018130852882
Long
ABS-O
USGA
US
N
2
2040-09-20
Floating
5.91637000
N
N
N
N
N
N
General Motors Financial Company Inc
5493008B6JBRUJ90QL97
GM 3.55 07/08/22
37045XCU8
250000.00000000
PA
USD
257244.84000000
0.199138998978
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55000000
N
N
N
N
N
N
Bpce Sa
9695005MSX1OYEMGDF46
BPCEGP 2 3/4 12/02/21
05578DAW2
227000.00000000
PA
USD
229007.42000000
0.177279778973
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
2.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2950 SN
31395PXS6
501546.30000000
PA
USD
83317.97000000
0.064498308858
Long
ABS-O
USGSE
US
N
2
2035-03-15
Floating
5.95687000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 368 27
3136FCK96
190489.87000000
PA
USD
32259.69000000
0.024972949404
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
6.50000200
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2463 SB
31392MTM4
349438.21000000
PA
USD
69459.72000000
0.053770326783
Long
ABS-O
USGSE
US
N
2
2032-06-15
Floating
7.90687100
N
N
N
N
N
N
Invesco Exchange Traded Fund Trust II
O540V2L4S174Y60FMD36
INVESCO FUNDAMENTAL HIGH
46138E719
166100.00000000
NS
USD
3243933.00000000
2.511201275687
Long
EC
RF
US
N
1
N
N
N
CARLYLE US CLO LTD
N/A
CGMS 2018-2A C
14317PAG8
2000000.00000000
PA
USD
1993564.00000000
1.543262595116
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-15
Floating
3.02613100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-54 SA
3136B2XW7
1316250.23000000
PA
USD
247813.98000000
0.191838358779
Long
ABS-O
USGSE
US
N
2
2048-08-25
Floating
6.16074800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2004-70 XJ
31394A4U7
445114.40000000
PA
USD
75651.91000000
0.058563839912
Long
ABS-O
USGSE
US
N
2
2034-10-25
Floating
5.00000000
N
N
N
N
N
N
Imperial Brands Finance Plc
2138008L3B3MCG1DFS50
IMBLN 3 1/2 02/11/23
453140AB1
785000.00000000
PA
USD
811594.98000000
0.628273872831
Long
DBT
CORP
GB
Y
2
2023-02-11
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2017-87 KI
3136AYZ97
411692.19000000
PA
USD
67808.38000000
0.052491987460
Long
ABS-O
USGSE
US
N
2
2041-06-25
Fixed
5.00000000
N
N
N
N
N
N
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
N/A
SPRNTS 3.36 09/20/21
85208NAA8
34375.00000000
PA
USD
34516.80000000
0.026720228868
Long
ABS-O
CORP
US
Y
2
2021-09-20
Fixed
3.36000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2009-66 SH
31396QR50
585417.00000000
PA
USD
82387.84000000
0.063778274369
Long
ABS-O
USGSE
US
N
2
2039-09-25
Floating
5.96075000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 346 2
3136FCBD7
159779.70970000
PA
USD
31052.98000000
0.024038808135
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-6 SD
383742HQ9
121937.74000000
PA
USD
17046.82000000
0.013196325611
Long
ABS-O
USGA
US
N
2
2038-02-20
Floating
6.37637000
N
N
N
N
N
N
Spdr Series Trust
5493004JVD6CQEEJSS37
SPDR BBG BARC HIGH YIELD
78468R622
29100.00000000
NS
USD
3194307.00000000
2.472784676297
Long
EC
RF
US
N
1
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 4.14 02/15/23
345397ZB2
480000.00000000
PA
USD
498024.00000000
0.385531545849
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14000000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BK 3.7 PERP
064058AJ9
1000000.00000000
PA
USD
1049950.00000000
0.812789838571
Long
DBT
CORP
US
N
2
2170-03-20
Fixed
3.70000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3117 JS
31396HV30
82212.98000000
PA
USD
19315.96000000
0.014952917767
Long
ABS-O
USGSE
US
N
2
2036-02-15
Floating
6.60687100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2011-122 DS
3136A2YT4
2356781.70000000
PA
USD
509901.74000000
0.394726370724
Long
ABS-O
USGSE
US
N
2
2041-12-25
Floating
6.43074800
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4843 IP
3137FJP29
72490.59650000
PA
USD
771.23000000
0.000597026436
Long
ABS-O
USGSE
US
N
2
2046-07-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 356 24
3136FCQU3
245185.81000000
PA
USD
46665.38000000
0.036124717059
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Floating
6.50000200
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.65 11/20/23
34540TWT5
200000.00000000
PA
USD
200908.10000000
0.155527465276
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.65000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.37 11/17/23
345397A78
600000.00000000
PA
USD
622500.00000000
0.481891208639
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
3.37000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-2 SM
38374DPK9
207197.98700000
PA
USD
39709.33000000
0.030739882775
Long
ABS-O
USGA
US
N
2
2038-01-16
Floating
6.40887100
N
N
N
N
N
N
SOUND POINT CLO VIII-R LTD
549300KI4IWVSJHIIT32
SNDPT 2015-1RA E
83607KAA6
1000000.00000000
PA
USD
896669.00000000
0.694131579372
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
6.72612800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-18 BF
31395B7M9
2153947.32700000
PA
USD
101013.02000000
0.078196443849
Long
ABS-O
USGSE
US
N
2
2036-04-25
Floating
0.46924900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2019-41 SB
3136B5SN6
668454.21700000
PA
USD
119489.53000000
0.092499524548
Long
ABS-O
USGSE
US
N
2
2049-08-25
Floating
5.96075000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-27 SI
38374DSX8
183813.19000000
PA
USD
26278.23000000
0.020342567093
Long
ABS-O
USGA
US
N
2
2038-03-20
Floating
6.38637100
N
N
N
N
N
N
Crown Americas LLC / Crown Americas Capital Corp. IV
RPPGGRL1J75WGF2DFO04
CCK 4 1/2 01/15/23
228189AB2
509000.00000000
PA
USD
531955.90000000
0.411798990512
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 238 8
31282YJZ3
408764.83000000
PA
USD
64556.52000000
0.049974649716
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-51 SC
38375QU31
190100.56000000
PA
USD
36590.37000000
0.028325425901
Long
ABS-O
USGA
US
N
2
2038-06-20
Floating
6.16637200
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-109 DI
31396XZ64
307573.84000000
PA
USD
68377.08000000
0.052932230882
Long
ABS-O
USGSE
US
N
2
2037-12-25
Floating
6.31075000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.813 10/12/21
345397ZH9
689000.00000000
PA
USD
693109.40000000
0.536551528490
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
3.81300000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CCL 7.2 10/01/23
143658AF9
1546000.00000000
PA
USD
1678522.59000000
1.299381975299
Long
DBT
CORP
PA
N
2
2023-10-01
Fixed
7.20000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F Float 08/03/22
345397YP2
450000.00000000
PA
USD
449981.80000000
0.348341001554
Long
DBT
CORP
US
N
2
2022-08-03
Floating
1.25563000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 365 4
3136FCZD1
875516.40000000
PA
USD
135793.52000000
0.105120808800
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 370 2
3136FEAB8
133172.71480000
PA
USD
27056.37000000
0.020944942715
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation
549300T0G4GS0SINS786
IEP 4 3/4 09/15/24
451102BW6
920000.00000000
PA
USD
959993.50000000
0.743152494780
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2018-154 IT
38381AWW2
611709.97000000
PA
USD
106507.27000000
0.082449665974
Long
ABS-O
USGA
US
N
2
2048-10-20
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.664 09/08/24
345397WW9
381000.00000000
PA
USD
398647.92000000
0.308602293960
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.66400000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BK Float PERP
064058AD2
474000.00000000
PA
USD
475869.72000000
0.368381420924
Long
DBT
CORP
US
N
2
2168-12-20
Floating
3.55450000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 5112 IB
3137H0R91
1912565.14000000
PA
USD
327354.27000000
0.253412280841
Long
ABS-O
USGSE
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2013-103 JS
3136AGNX6
468003.78200000
PA
USD
81451.33000000
0.063053300978
Long
ABS-O
USGSE
US
N
2
2043-10-25
Floating
5.91075000
N
N
N
N
N
N
Energy Transfer LP
5493008K8W3OKZE54J59
ETP 3.6 02/01/23
29273RAS8
401000.00000000
PA
USD
415398.28000000
0.321569123238
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
Cablevision Systems Corporation
N/A
CVC 5 7/8 09/15/22
12686CBB4
1736000.00000000
PA
USD
1818164.88000000
1.407482203259
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.87500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2802 SI
31394YQF4
782229.70000000
PA
USD
146866.13000000
0.113692364488
Long
ABS-O
USGSE
US
N
2
2034-05-15
Floating
5.90686900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 221 IO
31282YDE6
199191.42380000
PA
USD
44963.56000000
0.034807300037
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
FHN 3.55 05/26/23
320517AC9
1463000.00000000
PA
USD
1537085.46000000
1.189892321448
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-99 DI
38380F5B8
849587.11900000
PA
USD
63208.43000000
0.048931063018
Long
ABS-O
USGA
US
N
2
2045-07-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2009-112 ST
31398GKH1
155936.92000000
PA
USD
28753.29000000
0.022258566538
Long
ABS-O
USGSE
US
N
2
2040-01-25
Floating
6.16074800
N
N
N
N
N
N
CIT Group, Inc.
N8O96ZZJQRFYQUJY7K79
CIT 5 08/15/22
125581GQ5
150000.00000000
PA
USD
156582.00000000
0.121213637319
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2581 IL
31393LYB3
373848.55000000
PA
USD
65903.41000000
0.051017307467
Long
ABS-O
USGSE
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-51 SE
38375QV30
207193.41500000
PA
USD
34856.19000000
0.026982958277
Long
ABS-O
USGA
US
N
2
2038-06-16
Floating
6.15886900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4583 TI
3137BPDK2
13722937.99000000
PA
USD
60009.04000000
0.046454343477
Long
ABS-O
USGSE
US
N
2
2046-05-15
Floating
0.10000100
N
N
N
N
N
N
Alternative Loan Trust
N/A
CWALT 2007-J1 3A2
02149MCJ6
64820.14000000
PA
USD
66277.09000000
0.051306581534
Long
ABS-O
CORP
US
N
2
2036-11-25
Floating
4.03669100
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
DT 1.95 09/19/21
N27915AJ1
2000000.00000000
PA
USD
2002413.82000000
1.550113439222
Long
DBT
CORP
NL
Y
2
2021-09-19
Fixed
1.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-170 ID
38378U7B7
595829.37300000
PA
USD
53727.13000000
0.041591376084
Long
ABS-O
USGA
US
N
2
2040-02-20
Floating
3.18953900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 233 5
31282YEC9
301811.59000000
PA
USD
42548.40000000
0.032937670524
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4471 JI
3137BJH22
635518.50000000
PA
USD
97516.44000000
0.075489662865
Long
ABS-O
USGSE
US
N
2
2043-09-15
Fixed
4.50000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FE 4 1/4 03/15/23
337932AF4
2111000.00000000
PA
USD
2222568.57000000
1.720540167841
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Safeway Inc.
549300NKZ6VCN5P3K723
SWY 4 3/4 12/01/21
786514BU2
200000.00000000
PA
USD
202803.00000000
0.156994349856
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
4.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-103 TI
3136A8ZQ6
2182162.49000000
PA
USD
401943.64000000
0.311153584714
Long
ABS-O
USGSE
US
N
2
2042-09-25
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-125 SM
31396PDC2
78265.16800000
PA
USD
16842.19000000
0.013037916940
Long
ABS-O
USGSE
US
N
2
2037-01-25
Floating
7.11074900
N
N
N
N
N
N
Petrobras Global Finance B.V.
549300FNENFFSMO3GT38
PETBRA 4 3/8 05/20/23
71647NAF6
1250000.00000000
PA
USD
1319225.00000000
1.021241654164
Long
DBT
CORP
NL
N
2
2023-05-20
Fixed
4.37500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4291 MS
3137B7AC3
348721.26000000
PA
USD
65984.44000000
0.051080034607
Long
ABS-O
USGSE
US
N
2
2054-01-15
Floating
5.80686800
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DAL 2.9 10/28/24
247361ZU5
1175000.00000000
PA
USD
1191806.54000000
0.922604167108
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2010-139 SA
31398SWY5
538364.30480000
PA
USD
113775.60000000
0.088076243209
Long
ABS-O
USGSE
US
N
2
2040-12-25
Floating
5.94074900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2011-148 SN
38378AQF1
309763.19000000
PA
USD
65426.60000000
0.050648198154
Long
ABS-O
USGA
US
N
2
2041-11-16
Floating
6.59886800
N
N
N
N
N
N
Teva Pharmaceutical Finance IV B.V.
549300P1YOE2RRPSGG38
TEVA 3.65 11/10/21
88166JAA1
1429000.00000000
PA
USD
1438124.17000000
1.113284167798
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-4 SM
38379TU80
736501.95000000
PA
USD
134749.95000000
0.104312957862
Long
ABS-O
USGA
US
N
2
2046-01-20
Floating
5.56637000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 386 9
3136FFSL4
166235.53000000
PA
USD
33312.51000000
0.025787960974
Long
ABS-MBS
USGSE
US
N
2
2038-02-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2014-58 SA
38379BRL4
301053.05620000
PA
USD
52553.12000000
0.040682548617
Long
ABS-O
USGA
US
N
2
2044-04-20
Floating
6.01637000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
PAG 3 1/2 09/01/25
70959WAJ2
1605000.00000000
PA
USD
1660171.88000000
1.285176279200
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Aramark
N/A
ARMK TL B 1L USD
03852JAS0
997500.00000000
PA
USD
994073.59000000
0.769534656645
Long
LON
CORP
US
N
2
2028-04-01
Variable
1.89513000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 386 7
3136FFSJ9
198728.97000000
PA
USD
39064.17000000
0.030240449953
Long
ABS-MBS
USGSE
US
N
2
2038-01-25
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4451 DI
3137BHBX4
485885.39600000
PA
USD
32878.55000000
0.025452022807
Long
ABS-O
USGSE
US
N
2
2039-10-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2018-74 MI
3136B3JA9
241350.69000000
PA
USD
22127.39000000
0.017129308772
Long
ABS-O
USGSE
US
N
2
2048-10-25
Fixed
4.50000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
S6XOOCT0IEG5ABCC6L87
FHR 3055 MS
31396CVS6
1309008.05000000
PA
USD
263271.89000000
0.203804673530
Long
ABS-O
USGSE
US
N
2
2035-10-15
Floating
6.50687000
N
N
N
N
N
N
Ishares Trust
5493000860OXIC4B5K91
ISHARES CORE U.S. AGGREGA
464287226
54910.00000000
NS
USD
6394818.60000000
4.950372472584
Long
EC
RF
US
N
1
N
N
N
General Electric Company
3C7474T6CDKPR9K6YT90
GE FLOAT PERP
369604BQ5
250000.00000000
PA
USD
245847.82000000
0.190316310234
Long
DBT
CORP
US
N
2
2169-06-15
Floating
3.44887900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 324 C24
31325VBU7
1988870.60000000
PA
USD
320794.39000000
0.248334130637
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C 5.95 PERP
172967GD7
628000.00000000
PA
USD
660338.86000000
0.511183118645
Long
DBT
CORP
US
N
2
2167-07-30
Fixed
5.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-36 SN
31396VQY7
332790.86300000
PA
USD
68964.55000000
0.053387004582
Long
ABS-O
USGSE
US
N
2
2037-04-25
Floating
6.68075000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 408 C4
3136FG6H5
1600971.58000000
PA
USD
317758.12000000
0.245983685946
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-106 SN
31396XD92
156905.04000000
PA
USD
29817.40000000
0.023082317950
Long
ABS-O
USGSE
US
N
2
2037-11-25
Floating
6.32075000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 377 2
3136FC5N2
218174.57050000
PA
USD
42503.76000000
0.032903113699
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
5.00000000
N
N
N
N
N
N
Bcap Llc Tr 07-Aa2
N/A
BCAP 2007-AA2 21IO
05530NBF3
3240568.93380000
PA
USD
39877.15000000
0.030869796000
Long
ABS-O
CORP
US
N
2
2037-04-25
Floating
0.41746700
N
N
N
N
N
N
Nortonlifelock Inc
YF6ZV0M6AU4FY94MK914
SYMC 3.95 06/15/22
871503AK4
2963000.00000000
PA
USD
3017874.76000000
2.336204523082
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.95000000
N
N
N
N
N
N
Graphic Packaging International Inc.
SO75N4VY5NXGQSK8YQ65
GPK 4 7/8 11/15/22
38869PAL8
1117000.00000000
PA
USD
1165606.26000000
0.902321942857
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.87500000
N
N
N
N
N
N
BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Bancomer (Texas Agency)
N/A
BBVASM 6 3/4 09/30/22
05533UAC2
1000000.00000000
PA
USD
1061020.00000000
0.821359373800
Long
DBT
CORP
MX
Y
2
2022-09-30
Fixed
6.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2010-89 AI
31398TPA3
8145046.80100000
PA
USD
35934.32000000
0.027817562885
Long
ABS-O
USGSE
US
N
2
2038-02-25
Floating
0.15000100
N
N
N
N
N
N
Imperial Brands Finance Plc
2138008L3B3MCG1DFS50
IMBLN 3 3/4 07/21/22
453140AE5
605000.00000000
PA
USD
620104.34000000
0.480036674514
Long
DBT
CORP
GB
Y
2
2022-07-21
Fixed
3.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3303 SG
31397GQ29
358543.51500000
PA
USD
72875.01000000
0.056414179355
Long
ABS-O
USGSE
US
N
2
2037-04-15
Floating
6.00687000
N
N
N
N
N
N
EMC Corporation
KDMDXRWU7UTJ30FC8R59
DELL 3 3/8 06/01/23
268648AN2
2417000.00000000
PA
USD
2503238.56000000
1.937813100708
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.37500000
N
N
N
N
N
N
Pennsylvania Electric Company
O1PLQWO3TX952VMBJ146
FE 4.15 04/15/25
708696BX6
265000.00000000
PA
USD
286537.68000000
0.221815243270
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
GNR 2018-8 IO
38380UPT4
497519.39000000
PA
USD
81545.62000000
0.063126292981
Long
ABS-O
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 261 IO
31325TGU7
246487.55000000
PA
USD
37397.15000000
0.028949972390
Long
ABS-MBS
USGSE
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2008-95 DS
38375DYP7
95650.11640000
PA
USD
14537.01000000
0.011253425411
Long
ABS-O
USGA
US
N
2
2038-12-20
Floating
7.21636900
N
N
N
N
N
N
Greenwood Pk Clo Ltd
N/A
GRNPK 2018-1A D
39729RAE8
1500000.00000000
PA
USD
1481971.50000000
1.147227369163
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
2.62613200
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3758 S
3137A3G45
245767.62000000
PA
USD
43968.61000000
0.034037086931
Long
ABS-O
USGSE
US
N
2
2040-11-15
Floating
5.93687200
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2014-146 EI
38379GTZ0
2263532.90000000
PA
USD
413732.39000000
0.320279520434
Long
ABS-O
USGA
US
N
2
2044-10-20
Fixed
5.00000000
N
N
N
N
N
N
Office Properties Income Trust
529900A38AW14ELBTL34
OPI 4 07/15/22
38376AAB9
164000.00000000
PA
USD
168917.88000000
0.130763118640
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2009-43 SA
38374UF97
167117.44550000
PA
USD
21120.75000000
0.016350046176
Long
ABS-O
USGA
US
N
2
2039-06-20
Floating
5.86636900
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 2524 SX
31392XY85
72017.70000000
PA
USD
17415.65000000
0.013481845185
Long
ABS-O
USGSE
US
N
2
2032-11-15
Floating
7.80687000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 4583 ST
3137BPDJ5
376695.49000000
PA
USD
69467.02000000
0.053775977876
Long
ABS-O
USGSE
US
N
2
2046-05-15
Floating
5.90686900
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2015-64 SG
38379PD95
776007.90000000
PA
USD
143614.15000000
0.111174933849
Long
ABS-O
USGA
US
N
2
2045-05-20
Floating
5.51637000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2012-89 SA
3136A7U91
1367818.08000000
PA
USD
226111.00000000
0.175037595303
Long
ABS-O
USGSE
US
N
2
2042-08-25
Floating
5.46075000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2014-68 IB
3136ALRF0
157763.10000000
PA
USD
16691.78000000
0.012921481186
Long
ABS-O
USGSE
US
N
2
2043-02-25
Fixed
4.50000000
N
N
N
N
N
N
Cedar Funding IX CLO
N/A
CEDF 2018-9A D
15033EAJ7
1400000.00000000
PA
USD
1388144.80000000
1.074594016768
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.73425000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2014-91 SB
38379CPE0
544866.71050000
PA
USD
104187.51000000
0.080653887741
Long
ABS-O
USGA
US
N
2
2044-06-16
Floating
5.50887100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2020-47 MI
38382EDP9
2193328.21000000
PA
USD
322748.90000000
0.249847160655
Long
ABS-O
USGA
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc.
RLUFFFFW4GRYU77BTS24
HOG 4.05 02/04/22
41283LAU9
500000.00000000
PA
USD
509260.28000000
0.394229802154
Long
DBT
CORP
US
Y
2
2022-02-04
Fixed
4.05000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHR 3239 SI
31397CW39
155410.33400000
PA
USD
31049.73000000
0.024036292237
Long
ABS-O
USGSE
US
N
2
2036-11-15
Floating
6.55687100
N
N
N
N
N
N
Credit Acceptance Corporation of Michigan
N/A
CACC 5 1/8 12/31/24
225310AN1
1021000.00000000
PA
USD
1058659.59000000
0.819532127490
Long
DBT
CORP
US
Y
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-72 EK
31396WQH2
138059.00000000
PA
USD
27271.33000000
0.021111348072
Long
ABS-O
USGSE
US
N
2
2037-07-25
Floating
6.31075000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-88 MI
31396XUW2
1123222.19700000
PA
USD
222428.32000000
0.172186750137
Long
ABS-O
USGSE
US
N
2
2037-09-25
Floating
6.43074800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 383 20
3136FFNR6
126439.81290000
PA
USD
23828.63000000
0.018446276804
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3 3/8 11/13/25
345397B28
420000.00000000
PA
USD
439002.31000000
0.339841532146
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
Bausch Health Companies Inc
B3BS7ACMDUWISF18KY76
BHCCN 6 1/8 04/15/25
91831AAC5
362000.00000000
PA
USD
369918.75000000
0.286362399254
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2015-33 OI
3136APCS9
390110.81000000
PA
USD
52990.70000000
0.041021289107
Long
ABS-O
USGSE
US
N
2
2045-06-25
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 3.81 01/09/24
345397YG2
750000.00000000
PA
USD
783759.23000000
0.606725594581
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 247 24
3128HUFQ9
699823.01200000
PA
USD
125588.92000000
0.097221199117
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2013-5 BI
38378FPP9
182458.30000000
PA
USD
30091.21000000
0.023294280411
Long
ABS-O
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2007-66 AS
31396WXT8
172374.92520000
PA
USD
29857.51000000
0.023113368001
Long
ABS-O
USGSE
US
N
2
2037-07-25
Floating
6.51075100
N
N
N
N
N
N
Fresenius Medical Care US Finance II Inc.
5493008GJ5TVVTY4UM62
FMEGR 5 7/8 01/31/22
35802XAF0
98000.00000000
PA
USD
100554.78000000
0.077841709989
Long
DBT
CORP
US
Y
2
2022-01-31
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-84 IG
38379XGR5
489617.89000000
PA
USD
85119.92000000
0.065893238759
Long
ABS-O
USGA
US
N
2
2045-11-16
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2005-89 S
31394FUZ6
195418.21750000
PA
USD
38193.12000000
0.029566150616
Long
ABS-O
USGSE
US
N
2
2035-10-25
Floating
6.61074800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2005-87 SE
31394FV69
110762.18000000
PA
USD
18958.30000000
0.014676045141
Long
ABS-O
USGSE
US
N
2
2035-10-25
Floating
5.96075000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-27 IA
38379VUJ1
168685.70000000
PA
USD
14683.06000000
0.011366485991
Long
ABS-O
USGA
US
N
2
2045-06-20
Fixed
4.00000000
N
N
N
N
N
N
American Airlines Group Inc
N/A
AAL 5 06/01/22
U0242AAC6
1245000.00000000
PA
USD
1243443.75000000
0.962577689257
Long
DBT
CORP
US
Y
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2006-8 WN
31394VX47
32992.12530000
PA
USD
7057.41000000
0.005463299332
Long
ABS-O
USGSE
US
N
2
2036-03-25
Floating
6.61074800
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 4 04/15/22
87264AAR6
1257000.00000000
PA
USD
1280179.08000000
0.991015331945
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2011-96 SA
3136A1QW8
683179.76200000
PA
USD
135293.85000000
0.104734003048
Long
ABS-O
USGSE
US
N
2
2041-10-25
Floating
6.46075100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2016-81 IM
38379YPT9
194962.45100000
PA
USD
14839.04000000
0.011487233607
Long
ABS-O
USGA
US
N
2
2044-10-20
Fixed
4.00000000
N
N
N
N
N
N
United Airlines
N/A
UAL TL B 1L USD
90932RAJ3
1997500.00000000
PA
USD
2003622.34000000
1.551048981653
Long
LON
CORP
US
N
2
2028-04-14
Variable
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNR 2001-32 SA
313920FS4
146327.00000000
PA
USD
21896.08000000
0.016950246515
Long
ABS-O
USGSE
US
N
2
2031-07-25
Floating
7.86075100
N
N
N
N
N
N
Engie
LAXUQCHT4FH58LRZDY46
ENGIFP 2 7/8 10/10/22
36160BAA3
200000.00000000
PA
USD
205912.24000000
0.159401282260
Long
DBT
CORP
FR
Y
2
2022-10-10
Fixed
2.87500000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FE 2.05 03/01/25
337932AK3
150000.00000000
PA
USD
152779.18000000
0.118269789084
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
Pearson Funding plc
2138001ZJKQ5U81RMY52
PSON 3 1/4 05/08/23
70501VAA6
26000.00000000
PA
USD
26649.10000000
0.020629665876
Long
DBT
CORP
GB
Y
2
2023-05-08
Fixed
3.25000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SVC 4.65 03/15/24
44106MAS1
1860000.00000000
PA
USD
1898520.60000000
1.469687367969
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Plains All American Pipeline L.P./PAA Finance Corp.
5521FA2ITF25TVH63740
PAA 3.65 06/01/22
72650RAZ5
883000.00000000
PA
USD
898847.13000000
0.695817718647
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHS 365 121
31325XKX7
1117362.26000000
PA
USD
167076.46000000
0.129337634127
Long
ABS-MBS
USGSE
US
N
2
2047-10-15
Floating
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNS 384 28
3136FEU42
235062.01000000
PA
USD
49892.15000000
0.038622632072
Long
ABS-MBS
USGSE
US
N
2
2036-05-25
Floating
6.00000100
N
N
N
N
N
N
Dryden 37 Senior Loan Fund
N/A
DRSLF 2015-37A ER
26249MAW7
1500000.00000000
PA
USD
1436832.00000000
1.112283870026
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-15
Floating
5.27613100
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2012-77 DI
38375GAJ0
829809.40000000
PA
USD
65582.41000000
0.050768814169
Long
ABS-O
USGA
US
N
2
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
Stellantis N.V
549300LKT9PW7ZIBDF31
FCAIM 5 1/4 04/15/23
31562QAF4
500000.00000000
PA
USD
537467.50000000
0.416065643661
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GNR 2017-68 CI
38376UT82
307378.88000000
PA
USD
38900.46000000
0.030113718371
Long
ABS-O
USGA
US
N
2
2047-05-16
Fixed
5.50000000
N
N
N
N
N
N
American Tower Trust I
5493004YGM0MQZJOEJ36
AMETOW 3.07 03/15/23
03027WAJ1
850000.00000000
PA
USD
854579.38000000
0.661549060733
Long
ABS-O
CORP
US
Y
2
2023-03-15
Fixed
3.07000000
N
N
N
N
N
N
2021-08-27
Two Roads Shared Trust
Laura Szalyga
Laura Szalyga
Treasurer