0001145549-23-004198.txt : 20230127
0001145549-23-004198.hdr.sgml : 20230127
20230127144337
ACCESSION NUMBER: 0001145549-23-004198
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230127
DATE AS OF CHANGE: 20230127
PERIOD START: 20230531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JOHN HANCOCK SOVEREIGN BOND FUND
CENTRAL INDEX KEY: 0000045288
IRS NUMBER: 042528977
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02402
FILM NUMBER: 23562112
BUSINESS ADDRESS:
STREET 1: JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-663-3000
MAIL ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
FORMER COMPANY:
FORMER CONFORMED NAME: HANCOCK JOHN SOVEREIGN BOND FUND
DATE OF NAME CHANGE: 19930921
FORMER COMPANY:
FORMER CONFORMED NAME: HANCOCK JOHN BONDS
DATE OF NAME CHANGE: 19930921
FORMER COMPANY:
FORMER CONFORMED NAME: HANCOCK JOHN BOND TRUST
DATE OF NAME CHANGE: 19910704
0000045288
S000000646
John Hancock Bond Fund
C000001854
Class A
JHNBX
C000001856
Class C
JHCBX
C000001857
Class I
JHBIX
C000106442
Class R6
JHBSX
C000113488
Class R2
JHRBX
C000153977
Class NAV
C000153978
Class R4
JBFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000045288
XXXXXXXX
S000000646
C000001854
C000001856
C000001857
C000153977
C000113488
C000153978
C000106442
John Hancock Sovereign Bond Fund
811-02402
0000045288
549300USMZ9ZFEUQSP11
200 Berkeley Street
Boston
02116
617-312-0176
Bond Fund
S000000646
WKGWVLWSOXTPDPZACG18
2023-05-31
2022-11-30
N
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958953834.090000000000
20034362217.930000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
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0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
851655572.770000000000
0.000000000000
0.000000000000
2333607.820000000000
USD
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/32 FIXED 7
31390BKV9
21.42
PA
USD
22.38
0.0000001117
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.000000000000
N
N
N
N
N
N
Altera Infrastructure L.P../Teekay Offshore Finance Corp.
N/A
TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5
87901BAB8
16547000
PA
USD
666016.75
0.0033243721
Long
DBT
CORP
BM
N
2
2023-07-15
None
0
Y
N
N
N
N
N
FANNIE MAE POOL MBS 30YR TBA
N/A
FANNIE MAE POOL MBS 30YR TBA
01F0526C1
217856000
PA
USD
220340909.11
1.0998149415
Long
ABS-MBS
USGSE
US
N
2
N/A
Fixed
5.500000000000
N
N
N
N
N
N
Telefonica Emisiones S.A.U.
N/A
TELEFONICA EMISIONES SA COMPANY GUAR 03/47 5.213
87938WAU7
36118000
PA
USD
29511705.38
0.1473054398
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.213000000000
N
N
N
N
N
N
TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625
N/A
TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625
87952VAR7
8065000
PA
USD
3803752.97
0.0189861445
Long
DBT
CORP
CA
N
2
2026-12-06
Fixed
5.625000000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 09/24 5.125
02005NAV2
36120000
PA
USD
35834717.02
0.1788662730
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.125000000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC SR UNSECURED 11/27 7.1
02005NBR0
14730000
PA
USD
15148278.68
0.0756114845
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.100000000000
N
N
N
N
N
N
Total Play Telecomunicaciones S.A. de C.V.
N/A
TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5
89157FAA8
34312000
PA
USD
29208090
0.1457899667
Long
DBT
CORP
MX
N
2
2025-11-12
Fixed
7.500000000000
N
N
N
N
N
N
Total Play Telecomunicaciones S.A. de C.V.
N/A
TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375
89157FAC4
17481000
PA
USD
12498915
0.0623873866
Long
DBT
CORP
MX
N
2
2028-09-20
Fixed
6.375000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65
N/A
AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65
023761AA7
15148268.75
PA
USD
13329126.79
0.0665313258
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.650000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95
N/A
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95
02376LAA3
10179000
PA
USD
8146481.71
0.0406625458
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.950000000000
N
N
N
N
N
N
American Airlines 2016-1 Class A Pass Through Trust
N/A
AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1
02376WAA9
20227119.54
PA
USD
15580224.03
0.0777675069
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.100000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375
N/A
AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375
023770AA8
56540938.11
PA
USD
46587884.11
0.2325398912
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.375000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT 2015 1 A5 144A
N/A
TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A
89171DAE7
7568000
PA
USD
7256094.72
0.0362182466
Long
ABS-MBS
CORP
US
N
2
2053-10-25
Variable
3.580493000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A
N/A
TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A
89171YAF8
9570854.58
PA
USD
9314103.01
0.0464906390
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
3.413681000000
N
N
N
N
N
N
American Airlines 2015-1 Class B Pass Through Trust
N/A
AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7
023770AB6
11387787.45
PA
USD
11167110.35
0.0557397846
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.700000000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
ATHENE HOLDING LTD SR UNSECURED 01/31 3.5
04686JAC5
13118000
PA
USD
10764310.72
0.0537292408
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.500000000000
N
N
N
N
N
N
Autodesk Inc.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC SR UNSECURED 01/30 2.85
052769AG1
10308000
PA
USD
8960724.2
0.0447267754
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.850000000000
N
N
N
N
N
N
NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875
N/A
NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875
62954HAZ1
32848000
PA
USD
31209061.52
0.1557776643
Long
DBT
CORP
NL
N
2
2026-06-18
Fixed
3.875000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A
N/A
NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A
62955MAB2
6215577.71
PA
USD
5418924.63
0.0270481514
Long
ABS-O
CORP
US
N
2
2026-07-25
Fixed
3.104000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A
89173HAA4
383832.98
PA
USD
377990.12
0.0018867090
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.750000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 06/58 3
89175TAA6
13059752.18
PA
USD
11873943.66
0.0592678895
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 1 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A
89176EAA8
2226547.61
PA
USD
2140236.16
0.0106828265
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A
N/A
TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A
89176LAA2
9645868.63
PA
USD
9329951.96
0.0465697478
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.750000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A
N/A
TOWD POINT MORTGAGE TRUST 08/58 1
89176VAK8
1442203.35
PA
USD
1378942.4
0.0068828864
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
3.250000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A
89177BAA3
11348648.53
PA
USD
10514948.44
0.0524845679
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.708846000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A
89178BAA2
11972800.6
PA
USD
11020434.95
0.0550076655
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.900000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A
N/A
TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A
89179JAA4
17876256.87
PA
USD
15733206.51
0.0785311074
Long
ABS-MBS
CORP
US
N
2
2060-10-25
Fixed
1.750000000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
N/A
TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2019 1A A 144A
89231XAA9
63477000
PA
USD
60772327.55
0.3033404652
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.560000000000
N
N
N
N
N
N
Toyota Auto Receivables 2022-A Owner Trust
N/A
TOYOTA AUTO RECEIVABLES 2022-A TAOT 2022 A A3
89239KAC5
24038000
PA
USD
22702496.8
0.1133177915
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.230000000000
N
N
N
N
N
N
TransCanada Pipelines Limited
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD SR UNSECURED 05/28 4.25
89352HAW9
13625000
PA
USD
13017903.79
0.0649778797
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.250000000000
N
N
N
N
N
N
Trident TPI Holdings Inc.
N/A
TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625
89616RAA7
5167000
PA
USD
4444452.35
0.0221841469
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.625000000000
N
N
N
N
N
N
TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125
N/A
TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125
89668QAF5
11997000
PA
USD
7633091.25
0.0380999962
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.125000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A
N/A
TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A
89680HAA0
41123710.82
PA
USD
34946209.79
0.1744313565
Long
ABS-O
CORP
US
N
2
2045-09-20
Fixed
2.110000000000
N
N
N
N
N
N
TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A
N/A
TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A
89680HAE2
24407566.66
PA
USD
20353557.71
0.1015932401
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.860000000000
N
N
N
N
N
N
Tutor Perini Corporation
549300FHXYVPW8LJ6D98
TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875
901109AF5
18996000
PA
USD
16533063.36
0.0825235322
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
US Airways 2011-1 Class A Pass Through Trust
N/A
US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125
903436AA1
10613953.4
PA
USD
10482046.37
0.0523203397
Long
DBT
CORP
US
N
2
2023-10-22
Fixed
7.125000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR
90352JAF0
16988000
PA
USD
16733180
0.0835223993
Long
DBT
CORP
CH
N
2
2024-01-31
Variable
7.000000000000
N
N
N
N
N
N
Uber Technologies Inc
N/A
UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5
90353TAE0
25776000
PA
USD
25910035.2
0.1293279762
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.500000000000
N
N
N
N
N
N
Uber Technologies Inc
N/A
UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5
90353TAF7
16479000
PA
USD
16578846.26
0.0827520541
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.500000000000
N
N
N
N
N
N
AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7
N/A
AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7
00908PAC1
9227380.72
PA
USD
8167051.33
0.0407652175
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
3.700000000000
N
N
N
N
N
N
ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8
N/A
ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8
01166WAA5
7031249.58
PA
USD
7029918.56
0.0350893055
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
8.000000000000
N
N
N
N
N
N
ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125
N/A
ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125
013304AA8
12103000
PA
USD
10729914.65
0.0535575554
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.125000000000
N
N
N
N
N
N
Algonquin Power and Utilities Corp.
549300K5VIUTJXQL7X75
ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT
015857873
537950
NS
USD
14094290
0.0703505799
Long
EC
CORP
CA
N
1
N
N
N
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A
N/A
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A
01627AAA6
48454000
PA
USD
40998189.2
0.2046393529
Long
ABS-O
CORP
US
N
2
2046-08-15
Fixed
1.937000000000
N
N
N
N
N
N
Allied Universal Holdco LLC / Allied Universal Finance Corp
N/A
ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6
019576AC1
6511000
PA
USD
4667187.35
0.0232959118
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA
N/A
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA
01F0506B7
6999950
PA
USD
6977251.26
0.0348264206
Long
ABS-MBS
USGSE
US
N
2
N/A
Fixed
5.000000000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA
N/A
FANNIE MAE OR FREDDIE MAC MBS 30YR TBA
01F0506B7
7000000
PA
USD
-6977301.1
-0.0348266694
Short
ABS-MBS
USGSE
US
N
2
N/A
Fixed
5.000000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6
N/A
AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6
02377CAA2
13648600.45
PA
USD
10254119.82
0.0511826616
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.600000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15
N/A
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15
02377LAA2
14742839
PA
USD
12090951.67
0.0603510685
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.150000000000
N
N
N
N
N
N
American Airlines 2017-1 Class A Pass Through Trust
N/A
AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4
02378AAA5
6541381.25
PA
USD
5004649.22
0.0249803271
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/40 FIXED 3.5
31419L3D3
977875.39
PA
USD
919916.23
0.0045916921
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/40 FIXED 4
31419LZZ9
1547410.79
PA
USD
1496440.32
0.0074693684
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Interest Strip
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP FNS 427 C20
31423XMW8
146731977.52
PA
USD
17936751.7
0.0895299361
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Interest Strip
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP FNS 427 C77
31423XQF1
69392158.4
PA
USD
9991617.29
0.0498724001
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.500000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A
N/A
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A
31572LAA4
14430145.33
PA
USD
11220419.24
0.0560058719
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.931000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A
N/A
ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A
31574XAA6
5895096.15
PA
USD
4639798.5
0.0231592024
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.797000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR
316773CM0
19543000
PA
USD
18090920.12
0.0902994561
Long
DBT
CORP
US
N
2
2023-06-30
Variable
5.100000000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FIRSTENERGY CORP SR UNSECURED 03/30 2.65
337932AL1
15065000
PA
USD
12455139.4
0.0621688840
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.650000000000
N
N
N
N
N
N
Five Guys Funding LLC
N/A
FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A
33830JAA3
16985987.5
PA
USD
15976408.35
0.0797450309
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.600000000000
N
N
N
N
N
N
Flowserve Corporation
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP SR UNSECURED 10/30 3.5
34354PAF2
12857000
PA
USD
10761116.53
0.0537132972
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.500000000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5
38869AAC1
17119000
PA
USD
14555384.56
0.0726520984
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.500000000000
N
N
N
N
N
N
US LONG BONDCBT 0323
N/A
US LONG BONDCBT 0323
ADI26YSS7
353
NC
USD
862535.03
0.0043052782
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
US 20yr 6%
US 20yr 6%
2023-03-22
44222183.720000000000
USD
862535.030000000000
N
N
N
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5
N/A
AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5
02378MAA9
22105180.2
PA
USD
16026859.12
0.0799968521
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.500000000000
N
N
N
N
N
N
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875
N/A
AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875
02379KAA2
13660000
PA
USD
10655101.89
0.0531841332
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.875000000000
N
N
N
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR
AO2625157
8190000
PA
USD
6543580.68
0.0326617868
Long
DBT
CORP
JP
N
2
2027-07-19
Variable
6.875000000000
N
N
N
N
N
N
Leviathan Bond Ltd
N/A
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5
BK6709046
29476000
PA
USD
28871302.81
0.1441089189
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.500000000000
N
N
N
N
N
N
American Homes 4 Rent L.P.
N/A
AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25
02666TAA5
12929000
PA
USD
12047185.7
0.0601326140
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.250000000000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 07/27 3.55
03027XAP5
18925000
PA
USD
17579050.22
0.0877444963
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.550000000000
N
N
N
N
N
N
Leviathan Bond Ltd
N/A
LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7
BK6709079
4949000
PA
USD
4688042.45
0.0234000084
Long
DBT
CORP
IL
N
2
2030-06-30
Fixed
6.750000000000
N
N
N
N
N
N
Energean Israel Finance Ltd
N/A
ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3
BO3321904
6461000
PA
USD
5933838.8
0.0296183065
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.375000000000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 08/29 3.8
03027XAW0
38566000
PA
USD
35284196.92
0.1761183937
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.800000000000
N
N
N
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 04/26 1.6
03027XBL3
15794000
PA
USD
14025170.71
0.0700055762
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.600000000000
N
N
N
N
N
N
Energean Israel Finance Ltd
N/A
ENERGEAN ISRAEL FINANCE 03/31 5.875
BO3322191
11574000
PA
USD
10324973.73
0.0515363235
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.875000000000
N
N
N
N
N
N
Hunter Douglas Inc.
N/A
SOLIS IV BV USD TERM LOAN B1
N/A
21341512.5
PA
USD
18578640.29
0.0927338744
Long
LON
CORP
US
N
2
2029-02-26
Floating
7.85900000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/42 FIXED 3
31417DKF9
3268059.26
PA
USD
2961762.04
0.0147834107
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.000000000000
N
N
N
N
N
N
AutoNation Inc.
N/A
AUTONATION INC SR UNSECURED 06/30 4.75
05329WAQ5
11901000
PA
USD
10716904.05
0.0534926140
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.750000000000
N
N
N
N
N
N
NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A
N/A
NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A
62955VAA4
11090040.76
PA
USD
9862955.48
0.0492301945
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
2.042400000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc.
N/A
NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6
63861CAA7
6021000
PA
USD
5473751.31
0.0273218146
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc.
N/A
NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5
63861CAC3
11236000
PA
USD
9422246.79
0.0470304305
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/43 FIXED 3
31417GBE5
1556221
PA
USD
1427188.65
0.0071237039
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/43 FIXED 3.5
31417HBT0
2846363.74
PA
USD
2686155.02
0.0134077391
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/46 FIXED 4
31418B3D6
4782814.25
PA
USD
4631651.49
0.0231185372
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/46 FIXED 4
31418B5P7
2973647.25
PA
USD
2879663.94
0.0143736242
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc.
N/A
NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125
63861CAD1
10058000
PA
USD
7841263.37
0.0391390716
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.125000000000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A
63874FAJ6
9223000
PA
USD
7922423.27
0.0395441751
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
3.916747000000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A
63874GAG0
7402000
PA
USD
6313059.95
0.0315111601
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Variable
4.459766000000
N
N
N
N
N
N
Natura Cosmeticos S.A.
N/A
NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125
63883KAB1
11873000
PA
USD
9450136.26
0.0471696386
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.125000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 4
31418B6V3
5441025.17
PA
USD
5269059.39
0.0263001104
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/46 FIXED 4
31418BZD1
3777611.01
PA
USD
3661759.61
0.0182773955
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/46 FIXED 4
31418CCW2
1822024.55
PA
USD
1762730.59
0.0087985361
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/37 FIXED 4.5
31418EL73
368998.98
PA
USD
368016.26
0.0018369253
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.500000000000
N
N
N
N
N
N
NatWest Markets Plc
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC SR UNSECURED 144A 09/26 1.6
63906YAD0
35700000
PA
USD
30912105.57
0.1542954312
Long
DBT
CORP
GB
N
2
2026-09-29
Fixed
1.600000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A
N/A
NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A
63935CAB7
10829660.88
PA
USD
10010859.46
0.0499684460
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.600000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/40 FIXED VAR
31419ANB9
2648156.28
PA
USD
2560907.21
0.0127825742
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Navient Private Education Loan Trust 2016-A
549300JSCKIU587G1R13
NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2A 144A
63939NAB9
3838133.34
PA
USD
3708152.27
0.0185089609
Long
ABS-O
CORP
US
N
2
2045-12-15
Fixed
3.910000000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A
N/A
NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A
63942HAA9
18503301.18
PA
USD
15590435.64
0.0778184774
Long
ABS-O
CORP
US
N
2
2069-08-26
Fixed
1.320000000000
N
N
N
N
N
N
NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A
N/A
NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A
64016NAA5
42130420
PA
USD
33737408.38
0.1683977159
Long
ABS-O
CORP
US
N
2
2051-04-30
Fixed
3.584000000000
N
N
N
N
N
N
NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A
N/A
NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A
64016NAC1
18444620
PA
USD
14609098.16
0.0729202058
Long
ABS-O
CORP
US
N
2
2052-01-30
Fixed
3.695000000000
N
N
N
N
N
N
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A
N/A
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A
643821AA9
41424000
PA
USD
35023412.06
0.1748167058
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.910000000000
N
N
N
N
N
N
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A
N/A
NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A
643821AB7
12548000
PA
USD
10332531.39
0.0515740470
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.410000000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081
6461366R7
21809000
PA
USD
18103720.69
0.0903633492
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
4.081000000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131
6461366S5
1745000
PA
USD
1406794.74
0.0070219093
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.131000000000
N
N
N
N
N
N
Viatris Inc
N/A
VIATRIS INC COMPANY GUAR 06/27 2.3
92556VAC0
8657000
PA
USD
7445490.51
0.0371636014
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.300000000000
N
N
N
N
N
N
Viatris Inc
N/A
VIATRIS INC COMPANY GUAR 06/30 2.7
92556VAD8
19825000
PA
USD
15813378.34
0.0789312790
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.700000000000
N
N
N
N
N
N
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9
N/A
ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9
03522AAJ9
11018000
PA
USD
10307154.56
0.0514473805
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6
035240AN0
19890000
PA
USD
18070335.5
0.0901967096
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.600000000000
N
N
N
N
N
N
Viatris Inc
N/A
VIATRIS INC COMPANY GUAR 06/50 4
92556VAF3
22979000
PA
USD
14945302.62
0.0745983449
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.000000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625
92564RAB1
24513000
PA
USD
22242441.21
0.1110214589
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125
92564RAE5
12630000
PA
USD
10943364.41
0.0546229737
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875
92564RAL9
13041000
PA
USD
11446452.54
0.0571341000
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875000000000
N
N
N
N
N
N
VICI Properties L.P.
N/A
VICI PROPERTIES LP SR UNSECURED 05/32 5.125
925650AD5
5669000
PA
USD
5317578.69
0.0265422909
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.125000000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3
92840VAE2
38331000
PA
USD
34646947.03
0.1729376092
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.300000000000
N
N
N
N
N
N
Antero Resources Corporation
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375
03674XAS5
5836000
PA
USD
5468011.02
0.0272931624
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.375000000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375
N/A
ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375
03690AAH9
16047000
PA
USD
14803357.5
0.0738898366
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.375000000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7
92840VAG7
43768000
PA
USD
40012923.13
0.1997214720
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.700000000000
N
N
N
N
N
N
Vodafone Group Public Limited Company
N/A
VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR
92857WBQ2
20093000
PA
USD
20016847.53
0.0999125768
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.000000000000
N
N
N
N
N
N
APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A
N/A
APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A
03789XAD0
31476060
PA
USD
29789320.9
0.1486911366
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.194000000000
N
N
N
N
N
N
AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A
N/A
AQUA FINANCE TRUST 2017-A AQFIT 2021 A A 144A
03842VAA5
11080213.02
PA
USD
10119475.45
0.0505105944
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.540000000000
N
N
N
N
N
N
Volcan Compania Minera S.A.A.
549300XKJ91C4SZLG750
VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375
92863UAB2
4899000
PA
USD
4188645.2
0.0209073049
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.375000000000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A
N/A
WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A
92890NAA7
2444127.7
PA
USD
74.3
0.0000003709
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Variable
1.485739000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875
92933BAQ7
18861000
PA
USD
16346255.51
0.0815910950
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.875000000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 02/31 3
92933BAR5
14793000
PA
USD
12260512.37
0.0611974179
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.000000000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C16
N/A
WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2013 C16 XA
92938EAZ6
7699737.24
PA
USD
19322.49
0.0000964467
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Variable
0.736007000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO PREFERRED STOCK 7.5
949746804
2139
NS
USD
2545709.46
0.0127067158
Long
EP
CORP
US
N
1
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 06/24 4.2
04010LAX1
19386000
PA
USD
18793054.76
0.0938041079
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.200000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 01/26 3.875
04010LAZ6
20967000
PA
USD
19280302.77
0.0962361694
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO JR SUBORDINA 12/49 VAR
949746RN3
66007000
PA
USD
64614252.3
0.3225171413
Long
DBT
CORP
US
N
2
2025-06-15
Variable
5.875000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 10/30 VAR
95000U2G7
44011000
PA
USD
37848185
0.1889163458
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.879000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY 04/41 1
95000U2Q5
25324000
PA
USD
18799152.63
0.0938345450
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO SR UNSECURED 06/28 VAR
95000U2S1
56184000
PA
USD
49682537.53
0.2479866191
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393000000000
N
N
N
N
N
N
Wells Fargo and Company
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY 03/33 1
95000U2U6
21978000
PA
USD
18800525.6
0.0938413981
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.350000000000
N
N
N
N
N
N
Wendy's Funding LLC
N/A
WENDY'S FUNDING LLC WEN 2021 1A A2I 144A
95058XAK4
25539712.5
PA
USD
20519345.67
0.1024207581
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.370000000000
N
N
N
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75
958102AM7
27865000
PA
USD
26262762.5
0.1310885878
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.750000000000
N
N
N
N
N
N
The Williams Companies Inc.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65
969457BZ2
19032000
PA
USD
18027874.34
0.0899847679
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.650000000000
N
N
N
N
N
N
The Williams Companies Inc.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75
96949LAD7
22304000
PA
USD
21097573.52
0.1053069386
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.750000000000
N
N
N
N
N
N
Willis Engine Structured Trust V
N/A
WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A
97064FAA3
7193320.34
PA
USD
5710382.82
0.0285029429
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
3.228000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 07/26 2.15
04010LBA0
27532000
PA
USD
23476567.51
0.1171815067
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.150000000000
N
N
N
N
N
N
Ares Capital Corporation
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP SR UNSECURED 06/28 2.875
04010LBB8
20575000
PA
USD
16901992.77
0.0843650154
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.875000000000
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35
98310WAM0
9936000
PA
USD
9762120
0.0487268818
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.600000000000
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625
98310WAQ1
9653000
PA
USD
7821391.03
0.0390398803
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.625000000000
N
N
N
N
N
N
Infor Inc.
N/A
INFOR INC SR UNSECURED 144A 07/25 1.75
45674CAA1
7620000
PA
USD
6917012.33
0.0345257426
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.750000000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV JR SUBORDINA 12/49 VAR
456837AF0
7245000
PA
USD
6816531.06
0.0340241980
Long
DBT
CORP
NL
N
2
2025-04-16
Variable
6.500000000000
N
N
N
N
N
N
Inkia Energy Ltd.
N/A
INKIA ENERGY LTD SR UNSECURED 144A 11/27 5.875
45721RAC7
2609000
PA
USD
2458982.5
0.0122738247
Long
DBT
CORP
PE
N
2
2027-11-09
Fixed
5.875000000000
N
N
N
N
N
N
Instituto Costarricense de Electricidad
5493009VA6AFUB2Q0289
INSTITUTO COSTARRICENSE DE ELE SR UNSECURED 144A 05/43 6.375
45777VAD9
7220000
PA
USD
5559400
0.0277493236
Long
DBT
CORP
CR
N
2
2043-05-15
Fixed
6.375000000000
N
N
N
N
N
N
Intesa Sanpaolo S.p.A
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198
46115HBQ9
12859000
PA
USD
9484357.34
0.0473404506
Long
DBT
CORP
IT
N
2
2032-06-01
Variable
4.198000000000
N
N
N
N
N
N
INTOWN 2022 STAY TOWN 2022 STAY A
N/A
INTOWN 2022 STAY TOWN 2022 STAY A
46117NAA0
32450000
PA
USD
32124711.47
0.1603480616
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
6.282600000000
N
N
N
N
N
N
INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125
N/A
INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125
46137NAC2
12487012.63
PA
USD
6003755.67
0.0299672912
Long
DBT
CORP
CL
N
2
2033-06-15
Fixed
5.125000000000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875
46284VAF8
9816000
PA
USD
8630936.9
0.0430806671
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
N
Wyndham Hotels and Resorts Inc.
N/A
WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375
98311AAB1
9122000
PA
USD
8157452.95
0.0407173079
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.375000000000
N
N
N
N
N
N
XHR LP
N/A
XHR LP SR SECURED 144A 06/29 4.875
98372MAC9
7368000
PA
USD
6297650.64
0.0314342457
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.875000000000
N
N
N
N
N
N
Iron Mountain Incorporated
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25
46284VAJ0
11787000
PA
USD
10608300
0.0529505251
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
Iron Mountain information Management Services Inc.
N/A
IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5
46285MAA8
4858000
PA
USD
4104961.42
0.0204896037
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.000000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75
988498AL5
12209000
PA
USD
11171235
0.0557603725
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 03/31 3.625
988498AN1
17351000
PA
USD
14466396.25
0.0722079200
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.625000000000
N
N
N
N
N
N
ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A
N/A
ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A
98920MAA0
20958700
PA
USD
17009410.24
0.0849011816
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.238000000000
N
N
N
N
N
N
IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A
N/A
IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A
46361TAC6
20104000
PA
USD
19787892.75
0.0987697663
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.278870000000
N
N
N
N
N
N
IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A
N/A
IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A
46361TAE2
1581262.74
PA
USD
2688.46
0.0000134192
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.210870000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75
N/A
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75
46590XAC0
5619000
PA
USD
4649833.42
0.0232092910
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.750000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125
N/A
JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 02/28 5.125
46590XAG1
11250000
PA
USD
10727806.5
0.0535470328
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.125000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75
N/A
JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75
46590XAH9
30306000
PA
USD
29358331.38
0.1465398851
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.750000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625
N/A
JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625
46590XAT3
17668000
PA
USD
14576100
0.0727554980
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.625000000000
N
N
N
N
N
N
JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A
N/A
JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A
46591HCD0
11264164.44
PA
USD
10577041.4
0.0527945002
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
0.760000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR
46625HJQ4
37415000
PA
USD
37098315.32
0.1851734281
Long
DBT
CORP
US
N
2
2024-02-01
Variable
6.750000000000
N
N
N
N
N
N
Jack in the Box Funding LLC
N/A
JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A
466365AC7
8583120
PA
USD
7593898.25
0.0379043673
Long
ABS-O
CORP
US
N
2
2049-08-25
Fixed
4.970000000000
N
N
N
N
N
N
Jack in the Box Funding LLC
N/A
JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A
466365AD5
27769120
PA
USD
24161383.7
0.1205997148
Long
ABS-O
CORP
US
N
2
2052-02-26
Fixed
3.445000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO 04/31 1
46647PBL9
37470000
PA
USD
30989550.01
0.1546819892
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.522000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR
46647PBP0
33681000
PA
USD
28086171.62
0.1401899961
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956000000000
N
N
N
N
N
N
JW Aluminum Continuous Cast Company
N/A
JW ALUMINUM CONTINUOUS CAST CO SR SECURED 144A 06/26 10.25
46648XAA6
7310000
PA
USD
7474475
0.0373082752
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
10.250000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A
N/A
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A
46652BAY5
15435000
PA
USD
13986064.07
0.0698103784
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
2.812300000000
N
N
N
N
N
N
Jacobs Entertainment Inc.
5493004U9JIWY3HSUO63
JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75
469815AK0
7277000
PA
USD
6549300
0.0326903344
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.750000000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75
N/A
JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75
477143AH4
16159025.89
PA
USD
13447845.14
0.0671238994
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.750000000000
N
N
N
N
N
N
JPMorgan Chase and Co.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO 12/99 1
48128BAG6
28722000
PA
USD
25490775
0.1272352707
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.600000000000
N
N
N
N
N
N
KLA Corporation
549300H0BF5JCG96TJ81
KLA CORP SR UNSECURED 03/29 4.1
482480AG5
15557000
PA
USD
15147855.88
0.0756093741
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.100000000000
N
N
N
N
N
N
KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A
N/A
KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A
482598AL3
11580000
PA
USD
11229344.86
0.0560504235
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
5.223000000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
N/A
NISSAN MOTOR CO LTD SR UNSECURED 144A 09/25 3.522
654744AB7
21797000
PA
USD
20194234.11
0.1007979884
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.522000000000
N
N
N
N
N
N
Credit Agricole S.A.
N/A
CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR
225313AD7
18505000
PA
USD
18366212.5
0.0916735572
Long
DBT
CORP
FR
N
2
2024-01-23
Variable
7.875000000000
N
N
N
N
N
N
Nissan Motor Acceptance Company LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/24 1.125
65480CAB1
13599000
PA
USD
12313083.46
0.0614598225
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
1.125000000000
N
N
N
N
N
N
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A
N/A
AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A
66981FAA8
9927000
PA
USD
8768990.63
0.0437697519
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
1.355000000000
N
N
N
N
N
N
Credit Agricole S.A.
N/A
CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25
225313AM7
34209000
PA
USD
28078884.72
0.1401536241
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
3.250000000000
N
N
N
N
N
N
Credit Agricole S.A.
N/A
CREDIT AGRICOLE SA SUBORDINATED 144A 01/41 2.811
225313AN5
16269000
PA
USD
10074262.14
0.0502849156
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.811000000000
N
N
N
N
N
N
AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A
N/A
AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A
66982FAA7
5614000
PA
USD
4796593.18
0.0239418312
Long
ABS-O
CORP
US
N
2
2038-12-17
Fixed
2.117000000000
N
N
N
N
N
N
Novelis Corporation
549300G5F3W3B52WYL23
NOVELIS CORP COMPANY GUAR 144A 01/30 4.75
670001AE6
28979000
PA
USD
25765178.77
0.1286049363
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A
N/A
ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021 NQM2 A1 144A
670857AA9
18847942.73
PA
USD
14518413.85
0.0724675619
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.101000000000
N
N
N
N
N
N
OCP CLO 2020-19 LTD OCP 2020 19A AR 144A
N/A
OCP CLO 2020-19 LTD OCP 2020 19A AR 144A
670881AM3
14541000
PA
USD
14066628.96
0.0702125119
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.392570000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL COR SR UNSECURED 02/28 3.8
22822VAK7
13032000
PA
USD
12157386.77
0.0606826743
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.800000000000
N
N
N
N
N
N
CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A
N/A
CREDIT SUISSE MORTGAGE CAPITAL CSMC 2021 NQM5 A1 144A
22946DAA0
12626829.83
PA
USD
9545832.84
0.0476473009
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
0.938000000000
N
N
N
N
N
N
US Airways 2010-1 Class A Pass Through Trust
N/A
US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25
90345KAA8
3952910.34
PA
USD
3938256.51
0.0196575088
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.250000000000
N
N
N
N
N
N
DB Master Finance LLC
N/A
DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A
233046AF8
11796712.5
PA
USD
10674526.63
0.0532810903
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
4.030000000000
N
N
N
N
N
N
DB Master Finance LLC
N/A
DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A
233046AN1
51755220
PA
USD
44367058.83
0.2214548102
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.045000000000
N
N
N
N
N
N
OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A
N/A
OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A
67114JAA8
23092223.91
PA
USD
17327573.5
0.0864892693
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.054000000000
N
N
N
N
N
N
OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A
N/A
ONSLOW BAY MORTGAGE LOAN TRUST 05/60 1
67448VAM2
6104597.75
PA
USD
4882169.75
0.0243689801
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
2.500000000000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR
23311RAH9
14289000
PA
USD
13978960.56
0.0697749217
Long
DBT
CORP
US
N
2
2043-05-21
Variable
5.850000000000
N
N
N
N
N
N
DPL Inc.
N/A
DPL INC
233293AR0
14640000
PA
USD
13793124.31
0.0688473342
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.125000000000
N
N
N
N
N
N
US Airways 2012-1 Class A Pass Through Trust
N/A
US AIRWAYS 2012-1 CLASS A PASS PASS THRU CE 04/26 5.9
90345WAA2
4300526.89
PA
USD
4131179.88
0.0206204711
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.900000000000
N
N
N
N
N
N
US Airways 2012-2 Class A Pass Through Trust
N/A
US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625
90345WAD6
10707593.82
PA
USD
9729324.49
0.0485631855
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.625000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 04/30 2.95
68389XBV6
54716000
PA
USD
46956700.51
0.2343808103
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.950000000000
N
N
N
N
N
N
Oracle Corporation
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP SR UNSECURED 11/52 6.9
68389XCK9
22251000
PA
USD
24644633.52
0.1230118197
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.900000000000
N
N
N
N
N
N
UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55
N/A
UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55
90931EAA2
17744923.98
PA
USD
14556372.31
0.0726570287
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.550000000000
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875
N/A
UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875
90931GAA7
45064496.11
PA
USD
43876632.04
0.2190068821
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875000000000
N
N
N
N
N
N
Atento Luxco 1 S.A.
N/A
ATENTO LUXCO 1 SA SR SECURED 144A 02/26 8
04684LAC2
6652000
PA
USD
3591325.33
0.0179258281
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.000000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding (AESOP) LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A
05377RDQ4
30746000
PA
USD
28540512.56
0.1424578045
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.360000000000
N
N
N
N
N
N
United Airlines 2016-1 Class A Pass Through Trust
N/A
UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45
90931MAA4
24172237.46
PA
USD
19101537.77
0.0953438775
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.450000000000
N
N
N
N
N
N
UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6
N/A
UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6
90932NAA1
4881776.03
PA
USD
4417744.18
0.0220508351
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.600000000000
N
N
N
N
N
N
UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75
N/A
UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75
90932QAA4
27960731.37
PA
USD
25444265.55
0.1270031223
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.750000000000
N
N
N
N
N
N
UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875
N/A
UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875
90932VAA3
9654540
PA
USD
9048982.15
0.0451673083
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.875000000000
N
N
N
N
N
N
United Airlines 2016-1 Class B Pass Through Trust
N/A
UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65
90933HAA3
21044562.35
PA
USD
18623566.43
0.0929581198
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.650000000000
N
N
N
N
N
N
United Rentals (North America) Inc.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875
911365BG8
26278000
PA
USD
25202178.68
0.1257947640
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.875000000000
N
N
N
N
N
N
Avis Budget Rental Car Funding (AESOP) LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A
05377RDU5
23406000
PA
USD
21444537.41
0.1070387826
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.330000000000
N
N
N
N
N
N
BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A
N/A
BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A
05490VAG2
7340000
PA
USD
7318327.18
0.0365288752
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Variable
4.122792000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2
N/A
BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2
05492JAT9
15513000
PA
USD
14762356.96
0.0736851855
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.043000000000
N
N
N
N
N
N
BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A
N/A
BAMLL COMMERCIAL MORTGAGE SECU 11/32 1
05492PAL2
11565000
PA
USD
8572906.67
0.0427910136
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.842502000000
N
N
N
N
N
N
United Rentals (North America) Inc.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875
911365BM5
13783000
PA
USD
12632532.99
0.0630543306
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/45 2.5
912810RK6
46172000
PA
USD
35597529.73
0.1776823706
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.500000000000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2
N/A
BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69
05492TAB6
10908000
PA
USD
10255181.29
0.0511879599
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.690000000000
N
N
N
N
N
N
BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A
N/A
BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A
05547HAN1
15436000
PA
USD
13259999.43
0.0661862818
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
5.121768000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A
26209XAD3
30611790
PA
USD
24260425.2
0.1210940730
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.791000000000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 02/30 7.5
26884LAG4
20624000
PA
USD
21697656.36
0.1083022066
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.000000000000
N
N
N
N
N
N
EQM Midstream Partners LP
N/A
EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5
26885BAM2
2859000
PA
USD
2889333.99
0.0144218915
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.500000000000
N
N
N
N
N
N
EQM Midstream Partners LP
N/A
EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5
26885BAN0
1610000
PA
USD
1624063.35
0.0081063891
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.500000000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR
05565AS20
10002000
PA
USD
10377075
0.0517963831
Long
DBT
CORP
FR
N
2
2027-11-17
Variable
9.250000000000
N
N
N
N
N
N
BPCE
N/A
BPCE SA SUBORDINATED 144A 03/25 4.5
05578QAD5
20953000
PA
USD
20073447.75
0.1001950925
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/52 3
912810TJ7
1954501000
PA
USD
1673541481.25
8.3533554153
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/42 3.375
912810TK4
483509000
PA
USD
442335186.72
2.2078825465
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000
N
N
N
N
N
N
eBay Inc.
OML71K8X303XQONU6T67
EBAY INC SR UNSECURED 03/30 2.7
278642AW3
33499000
PA
USD
28538485.83
0.1424476882
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.700000000000
N
N
N
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5
28035QAA0
12267000
PA
USD
11558937.97
0.0576955625
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125
28035QAB8
7575000
PA
USD
6579115.43
0.0328391558
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.125000000000
N
N
N
N
N
N
ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A
N/A
ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A
29002GAB7
24174000
PA
USD
23641664.35
0.1180055751
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
5.319140000000
N
N
N
N
N
N
BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A
N/A
BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A
05588UAA0
8433770.52
PA
USD
7928729.35
0.0395756514
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.280000000000
N
N
N
N
N
N
BPR TRUST 04/24 1
N/A
BPR TRUST 04/24 1
05592DAA2
55353000
PA
USD
53861491.27
0.2688455499
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
5.692250000000
N
N
N
N
N
N
Emera US Finance LP
N/A
EMERA US FINANCE LP COMPANY GUAR 06/26 3.55
29103DAJ5
11499000
PA
USD
10785946.78
0.0538372356
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.550000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 07/77 VAR
29250NAS4
22814000
PA
USD
20005706.56
0.0998569675
Long
DBT
CORP
CA
N
2
2077-07-15
Variable
5.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/42 4
912810TM0
477346000
PA
USD
479583559.38
2.3938049745
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/32 4.125
91282CFV8
491598000
PA
USD
510801046.88
2.5496246964
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.125000000000
N
N
N
N
N
N
Universal Health Services Inc.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 10/30 2.65
913903AV2
23046000
PA
USD
18425048.61
0.0919672331
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.650000000000
N
N
N
N
N
N
Universal Health Services Inc.
549300YGMGQDO0NMJD09
UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 09/26 1.65
913903AX8
22040000
PA
USD
18917017.52
0.0944228587
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.650000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 03/78 VAR
29250NAW5
22368000
PA
USD
20283809.04
0.1012450949
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
6.250000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 07/80 VAR
29250NBC8
24061000
PA
USD
21395531.8
0.1067941748
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.750000000000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5
29261AAA8
9496000
PA
USD
8539329.56
0.0426234160
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Encompass Health Corporation
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625
29261AAE0
6644000
PA
USD
5733938.1
0.0286205173
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.625000000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC SR SECURED 144A 05/29 4.5
914906AV4
7219000
PA
USD
6145173.75
0.0306731688
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.500000000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC SR SECURED 144A 06/30 7.375
914906AX0
2196000
PA
USD
2191651.92
0.0109394644
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.375000000000
N
N
N
N
N
N
VSE 2017-A VOI Mortgage LLC
N/A
VSE 2017-A VOI MORTGAGE LLC VSTNA 2017 A A 144A
918288AA9
8945872.41
PA
USD
8534161
0.0425976176
Long
ABS-MBS
CORP
US
N
2
2035-03-20
Fixed
2.330000000000
N
N
N
N
N
N
VR FUNDING LLC VINE 2020 1A A 144A
N/A
VR FUNDING LLC VINE 2020 1A A 144A
91835CAA1
28478633.22
PA
USD
25092213.31
0.1252458802
Long
ABS-O
CORP
US
N
2
2050-11-15
Fixed
2.790000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15
29273RBF5
24013000
PA
USD
20511330.93
0.1023807532
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.150000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2
29273RBK4
15075000
PA
USD
14262548.25
0.0711904282
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.200000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR
29273VAN0
30618000
PA
USD
26352300.24
0.1315355086
Long
DBT
CORP
US
N
2
2026-11-15
Variable
6.500000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/29 5.25
29278NAG8
48302000
PA
USD
46989649.63
0.2345452734
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.250000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5
29278NAN3
23511000
PA
USD
23469321.11
0.1171453369
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.500000000000
N
N
N
N
N
N
Enova International Inc.
549300O8XOCQSB49UO63
ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5
29357KAD5
3762000
PA
USD
3596251.13
0.0179504148
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
8.500000000000
N
N
N
N
N
N
BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A
N/A
BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A
05592LAA4
19350000
PA
USD
18732520.22
0.0935019544
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
5.563850000000
N
N
N
N
N
N
BOCA COMMERCIAL MORTGAGE 05/39 1
N/A
BOCA COMMERCIAL MORTGAGE 05/39 1
05592LAC0
7240000
PA
USD
6913942.98
0.0345104222
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
6.113350000000
N
N
N
N
N
N
Enova International Inc.
549300O8XOCQSB49UO63
ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5
29357KAF0
17273000
PA
USD
15891160
0.0793195203
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.500000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR
29379VBN2
41098000
PA
USD
33368133.63
0.1665545090
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.250000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A
29429JAA8
19515000
PA
USD
19142845.05
0.0955500597
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Fixed
3.341000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A
29429MAA1
10996000
PA
USD
10693391.18
0.0533752513
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.149000000000
N
N
N
N
N
N
Valvoline Inc.
549300CMHPBEY6VPOT75
VALVOLINE INC SR UNSECURED 144A 06/31 3.625
92047WAG6
21112000
PA
USD
17206280
0.0858838420
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.625000000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
VANTAGE DATA CENTERS LLC VDC 2020 1A A2 144A
92212KAB2
26045000
PA
USD
22715008.71
0.1133802437
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.645000000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A
92212KAC0
20898000
PA
USD
16965011.03
0.0846795663
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.992000000000
N
N
N
N
N
N
Varex Imaging Corporation
549300CWYWPVCT8E9W67
VAREX IMAGING CORP 10/27 7.875
92214XAC0
9865000
PA
USD
9710723.63
0.0484703407
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.875000000000
N
N
N
N
N
N
Equinix Inc.
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSECURED 07/27 1.8
29444UBG0
13065000
PA
USD
11233048.43
0.0560689095
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.800000000000
N
N
N
N
N
N
Equinix Inc.
549300EVUN2BTLJ3GT74
EQUINIX INC SR UNSECURED 03/28 1.55
29444UBL9
23248000
PA
USD
19328406.5
0.0964762756
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.550000000000
N
N
N
N
N
N
Expedia Group Inc.
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC COMPANY GUAR 02/26 5
30212PAM7
28541000
PA
USD
28451550.22
0.1420137557
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.000000000000
N
N
N
N
N
N
Expedia Group Inc.
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625
30212PBK0
26562000
PA
USD
25653781.74
0.1280489065
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.625000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 11/39 FIXED 5.5
3128M7ZW9
2196366.48
PA
USD
2285820.75
0.0114095010
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/41 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 01/41 FIXED 4
3128M9T51
5724706.75
PA
USD
5540774.78
0.0276563572
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/43 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 11/43 FIXED 4
3128M9YE6
2380030.89
PA
USD
2321060.86
0.0115853993
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 04/44 FIXED 3.5
3128MABR9
3694026
PA
USD
3495080.54
0.0174454295
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/49 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/49 FIXED 3
3132DMDD4
15888790.24
PA
USD
14305747.17
0.0714060523
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/51 FIXED 2.5
3132DMZF5
48956872.04
PA
USD
42191717.72
0.2105967600
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3
N/A
BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3
05601XAC3
11956000
PA
USD
11509456.55
0.0574485797
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
1.100000000000
N
N
N
N
N
N
MTN (Mauritius) Investments Limited
N/A
MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755
55377XAA4
12421000
PA
USD
12131886.82
0.0605553932
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.755000000000
N
N
N
N
N
N
Macquarie Bank Limited
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624
556079AC5
17809000
PA
USD
14418992.74
0.0719713090
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.624000000000
N
N
N
N
N
N
Macquarie Bank Limited
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LTD SUBORDINATED 144A 06/25 4.875
55608XAB3
18897000
PA
USD
18346560.81
0.0915754672
Long
DBT
CORP
AU
N
2
2025-06-10
Fixed
4.875000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 4.5
3132DN2M4
43293304.14
PA
USD
42569734.49
0.2124836021
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 4.5
3132DNEX7
22618908.07
PA
USD
22143682.55
0.1105285125
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3132DNT86
68270160.21
PA
USD
66942469.44
0.3341382606
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3132DNTB9
55938213.2
PA
USD
54850349.2
0.2737813593
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3132DNTK9
13895659.7
PA
USD
13599368.11
0.0678802148
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 5
3132DNUU5
43904594.59
PA
USD
44238743.68
0.2208143349
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/52 FIXED 4.5
3132DNVJ9
38246439.69
PA
USD
37550446.28
0.1874302055
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/52 FIXED 4.5
3132DNYB3
34131022.18
PA
USD
33342998.31
0.1664290480
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875
55617LAP7
4584000
PA
USD
4263807.6
0.0212824724
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.875000000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875
55617LAQ5
1337000
PA
USD
1206642.5
0.0060228646
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.875000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/52 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/52 FIXED 5.5
3132DPB49
48361833
PA
USD
49134239.18
0.2452498295
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/50 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/50 FIXED 2.5
3132DVLF0
133236027
PA
USD
115470042.04
0.5763599599
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/51 FIXED 2.5
3132DVLY9
65715899.83
PA
USD
56747834.98
0.2832525157
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 4.5
3132DWE66
1000000
PA
USD
974224.3
0.0048627667
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125
55617LAR3
2507000
PA
USD
2225564.18
0.0111087349
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.125000000000
N
N
N
N
N
N
Magallanes Inc.
N/A
MAGALLANES INC COMPANY GUAR 144A 03/42 5.05
55903VAN3
10477000
PA
USD
8387343.7
0.0418647901
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.050000000000
N
N
N
N
N
N
Magallanes Inc.
N/A
MAGALLANES INC COMPANY GUAR 144A 03/52 5.141
55903VAQ6
34016000
PA
USD
26357672.46
0.1315623236
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
MARB Bondco PLC
N/A
MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95
566007AC4
26902000
PA
USD
20840979.4
0.1040261685
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.950000000000
N
N
N
N
N
N
Marriott International Inc.
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/30 4.625
571903BE2
23846000
PA
USD
22393152.17
0.1117737212
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.625000000000
N
N
N
N
N
N
Marvell Technology Inc.
N/A
MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45
573874AF1
31863000
PA
USD
27035907.49
0.1349476824
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.450000000000
N
N
N
N
N
N
MasTec Inc.
549300TMDIT8WREDOF45
MASTEC INC COMPANY GUAR 144A 08/28 4.5
576323AP4
11194000
PA
USD
10106405.18
0.0504453552
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.500000000000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
MATCH GROUP INC SR UNSECURED 144A 08/30 4.125
57665RAL0
14047000
PA
USD
11729245
0.0585456371
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.125000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/42 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 03/42 FIXED 4
3132GRZB0
2954993.63
PA
USD
2858198.68
0.0142664820
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 06/42 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 06/42 FIXED 3.5
3132GUKJ2
2486488.62
PA
USD
2338342.38
0.0116716587
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/43 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 03/43 FIXED 3
3132J7YK2
3437699.28
PA
USD
3157738.89
0.0157616142
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 09/46 FIXED 3.5
3132L74A4
7393756.86
PA
USD
6949347.71
0.0346871422
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 12/46 FIXED 3
3132L8EV5
8686662.85
PA
USD
7895083.75
0.0394077119
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/45 FIXED 3.5
3138WEHE2
6124902.69
PA
USD
5768675.9
0.0287939084
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/45 FIXED 3.5
3138WEKG3
1583551.71
PA
USD
1491451.71
0.0074444681
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/45 FIXED 3.5
3138WEKH1
7271173.2
PA
USD
6848278.86
0.0341826647
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625
57667JAA0
5958000
PA
USD
4552935.94
0.0227256345
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.625000000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3
N/A
MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3
58772WAC7
19123000
PA
USD
18078643.25
0.0902381771
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.460000000000
N
N
N
N
N
N
Methanex Corporation
549300TSJHRXT9QXRD13
METHANEX CORP SR UNSECURED 12/24 4.25
59151KAK4
7147000
PA
USD
6914293.68
0.0345121727
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
4.250000000000
N
N
N
N
N
N
MetLife Inc.
C4BXATY60WC6XEOZDX54
METLIFE INC JR SUBORDINA 12/66 6.4
59156RAP3
24309000
PA
USD
22894818.09
0.1142777486
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.400000000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327
595112BN2
59802000
PA
USD
58129580.86
0.2901493955
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.327000000000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185
595112BP7
68119000
PA
USD
65125310.96
0.3250680518
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.185000000000
N
N
N
N
N
N
Midas OpCo Holdings LLC
N/A
MIDAS OPCO HOLDINGS LLC 08/29 5.625
59565JAA9
27784000
PA
USD
23824780
0.1189195830
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.625000000000
N
N
N
N
N
N
Midwest Connector Capital Company LLC
N/A
MIDWEST CONNECTOR CAPITAL CO L COMPANY GUAR 144A 04/24 3.9
59833CAA0
23310000
PA
USD
22528918.96
0.1124513908
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.900000000000
N
N
N
N
N
N
MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875
N/A
MIDWEST GAMING BORROWER LLC SR SECURED 144A 05/29 4.875
59833DAB6
16228000
PA
USD
14013040.28
0.0699450281
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5
N/A
RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5
75026JAE0
13791000
PA
USD
7443002.7
0.0371511836
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.500000000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust 2005-2
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4
75970NAL1
2369496.93
PA
USD
2277792.19
0.0113694270
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.934000000000
N
N
N
N
N
N
Renesas Electronics Corporation
N/A
RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543
75972BAA9
18559000
PA
USD
16989707.01
0.0848028344
Long
DBT
CORP
JP
N
2
2024-11-26
Fixed
1.543000000000
N
N
N
N
N
N
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625
N/A
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625
76120HAA5
19445000
PA
USD
13214401.02
0.0659586808
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.625000000000
N
N
N
N
N
N
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625
N/A
RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625
76120HAC1
8500000
PA
USD
5757226.55
0.0287367598
Long
DBT
CORP
US
N
2
2031-04-06
Fixed
4.625000000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4
N/A
REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4
76174LAA1
24222000
PA
USD
21288110.25
0.1062579882
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.000000000000
N
N
N
N
N
N
Natwest Group plc
N/A
ROYAL BK SCOTLND GRP PLC 11/29 1
780097BM2
12650000
PA
USD
11693505.16
0.0583672444
Long
DBT
CORP
GB
N
2
2029-11-01
Variable
3.754000000000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375
536797AF0
7350000
PA
USD
6216519.75
0.0310292870
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.375000000000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875
536797AG8
7350000
PA
USD
6166650
0.0307803659
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.875000000000
N
N
N
N
N
N
Live Nation Entertainment Inc.
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75
538034AR0
7935000
PA
USD
7161258.15
0.0357448771
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR
539439AG4
22139000
PA
USD
21642865.01
0.1080287197
Long
DBT
CORP
GB
N
2
2024-06-27
Variable
7.500000000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45
53944YAF0
64560000
PA
USD
63122866.64
0.3150730028
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.450000000000
N
N
N
N
N
N
Hilton Grand Vacations Trust 2018 - A
N/A
HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A
43284BAA0
4405436.06
PA
USD
4255804.1
0.0212425235
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.540000000000
N
N
N
N
N
N
Natwest Group plc
N/A
ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR
780097BQ3
28042000
PA
USD
25658430
0.1280721079
Long
DBT
CORP
GB
N
2
2025-12-29
Variable
6.000000000000
N
N
N
N
N
N
Royalty Pharma plc
N/A
ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75
78081BAJ2
12150000
PA
USD
10297264.48
0.0513980149
Long
DBT
CORP
US
N
2
2027-09-02
Fixed
1.750000000000
N
N
N
N
N
N
SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A
N/A
SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A
783897AG6
3300000
PA
USD
2997924.27
0.0149639117
Long
ABS-O
CORP
US
N
2
2032-08-20
Fixed
3.560000000000
N
N
N
N
N
N
HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5
N/A
HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5
43284MAA6
16411000
PA
USD
14210777.23
0.0709320171
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.000000000000
N
N
N
N
N
N
HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875
N/A
HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875
43284MAB4
13024000
PA
USD
10750009.6
0.0536578578
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.875000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A
N/A
HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A
43732VAT3
10741687.23
PA
USD
9258344.01
0.0462123222
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
1.901000000000
N
N
N
N
N
N
Host Hotels and Resorts L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS and RESORTS LP SR UNSECURED 02/26 4.5
44107TAW6
11994000
PA
USD
11437461.37
0.0570892212
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.500000000000
N
N
N
N
N
N
Host Hotels and Resorts L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375
44107TAY2
27488000
PA
USD
23249423.24
0.1160477333
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.375000000000
N
N
N
N
N
N
Host Hotels and Resorts L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5
44107TAZ9
15915000
PA
USD
13283889.23
0.0663055259
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.500000000000
N
N
N
N
N
N
Hotwire Funding LLC
N/A
HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A
44148JAC3
4950000
PA
USD
4094148.47
0.0204356317
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
4.459000000000
N
N
N
N
N
N
Hudbay Minerals Inc.
N/A
HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5
443628AJ1
4708000
PA
USD
4263778.07
0.0212823250
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.500000000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc.
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2
446413AT3
17017000
PA
USD
15626201.61
0.0779970006
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.200000000000
N
N
N
N
N
N
Hyatt Hotels Corporation
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 04/30 5.75
448579AJ1
12540000
PA
USD
12444900.9
0.0621177793
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.000000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8
44891ABN6
11797000
PA
USD
10536067.86
0.0525899839
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.800000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375
44891ABP1
10962000
PA
USD
9295304.96
0.0463968099
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.375000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1
44891ABY2
26726000
PA
USD
24544875.64
0.1225138858
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.000000000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A
N/A
HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A
44891WAC3
14391000
PA
USD
13797368.37
0.0688685181
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.160000000000
N
N
N
N
N
N
IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A
N/A
IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A
44974AAS6
7744000
PA
USD
7360688.26
0.0367403174
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Fixed
3.478000000000
N
N
N
N
N
N
IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A
N/A
IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A
44974ABA4
6867000
PA
USD
6439869.85
0.0321441221
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
3.613153000000
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A
N/A
IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A
452764AA1
10151420.63
PA
USD
8425272.05
0.0420541066
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.071000000000
N
N
N
N
N
N
Var Energi ASA
N/A
VAR ENERGI ASA SR UNSECURED 144A 11/32 8
92212WAE0
18688000
PA
USD
19545056.91
0.0975576697
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.000000000000
N
N
N
N
N
N
VeriSign Inc.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC SR UNSECURED 04/25 5.25
92343EAH5
10167000
PA
USD
10212708.39
0.0509759596
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.250000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1
55037AAB4
23855000
PA
USD
19657617.81
0.0981195089
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.100000000000
N
N
N
N
N
N
MandT Bank Corporation
N/A
MandT BANK CORP JR SUBORDINA 12/49 VAR
55261FAH7
10483000
PA
USD
9133313.75
0.0455882431
Long
DBT
CORP
US
N
2
2026-11-01
Variable
5.125000000000
N
N
N
N
N
N
M.D.C. Holdings Inc.
N/A
MDC HOLDINGS INC COMPANY GUAR 01/31 2.5
552676AU2
10454000
PA
USD
7423867.43
0.0370556714
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.500000000000
N
N
N
N
N
N
MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A
N/A
MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A
55283FAA6
8338696.01
PA
USD
7200248.03
0.0359394921
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.153000000000
N
N
N
N
N
N
MC Brazil Downstream Trading S.a r.l.
N/A
MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25
55292WAA8
18736000
PA
USD
15518167.32
0.0774577556
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.250000000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75
552953CH2
29156000
PA
USD
25796645.68
0.1287620010
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 03/27 4.125
55336VAK6
5490000
PA
USD
5239980.73
0.0261549665
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.125000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 03/28 4
55336VAR1
19213000
PA
USD
17985712.95
0.0897743225
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP JR SUBORDINA VAR
55336VAU4
54521000
PA
USD
53876561.78
0.2689207732
Long
DBT
CORP
US
N
2
2023-02-15
Variable
6.875000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 12/27 4.25
55336VBN9
15703000
PA
USD
14979619.79
0.0747696364
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.250000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP SR UNSECURED 09/32 4.95
55336VBU3
13328000
PA
USD
12615367.57
0.0629686507
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.950000000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 11/31 3.625
55354GAM2
15116000
PA
USD
12730090.56
0.0635412818
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 08/33 3.25
55354GAQ3
13634000
PA
USD
10711295.24
0.0534646181
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.250000000000
N
N
N
N
N
N
Uber Technologies Inc
N/A
UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5
90353TAK6
28116000
PA
USD
24475680.9
0.1221685055
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.500000000000
N
N
N
N
N
N
United Airlines Inc.
N/A
UNITED AIRLINES INC SR SECURED 144A 04/26 4.375
90932LAG2
1856000
PA
USD
1727982.77
0.0086250950
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
United Airlines Inc.
N/A
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
90932LAH0
4647000
PA
USD
4136838.58
0.0206487161
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
Sesac Finance LLC
N/A
SESAC FINANCE LLC SESAC 2019 1 A2 144A
78396YAA1
30284685
PA
USD
27917361.46
0.1393473930
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
5.216000000000
N
N
N
N
N
N
SBL Holdings LLC
N/A
SBL HOLDINGS INC SR UNSECURED 144A 02/31 5
78397DAB4
22901000
PA
USD
17917112.39
0.0894319080
Long
DBT
CORP
US
N
2
2031-02-18
Fixed
5.000000000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST ASSET BACKED 144A 01/25 2.836
78403DAN0
22542000
PA
USD
21227832.96
0.1059571187
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.836000000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599
78403DAZ3
8442000
PA
USD
8479492.61
0.0423247444
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.599000000000
N
N
N
N
N
N
SMBC Aviation Capital Finance Designated Activity Company
N/A
SMBC AVIATION CAPITAL FINANCE COMPANY GUAR 144A 06/28 2.3
78448TAF9
8237000
PA
USD
6717584.45
0.0335303135
Long
DBT
CORP
IE
N
2
2028-06-15
Fixed
2.300000000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A
78448YAJ0
13167499.61
PA
USD
11055303.63
0.0551817099
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.070000000000
N
N
N
N
N
N
SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A
N/A
SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A
78449RAJ4
22906000
PA
USD
17060691.16
0.0851571464
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.850610000000
N
N
N
N
N
N
BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A
N/A
BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A
05604LAC6
123773000
PA
USD
14592.84
0.0000728391
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Variable
0.204607000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A
05609QAA4
17129000
PA
USD
16425147.12
0.0819848765
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.726000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A
05609VAJ4
23449000
PA
USD
21729848.29
0.1084628902
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.975290000000
N
N
N
N
N
N
BX TRUST 2022-CLS BX 2022 CLS A 144A
N/A
BX TRUST 2022-CLS BX 2022 CLS A 144A
05609XAA9
19433000
PA
USD
19226184.3
0.0959660412
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.760000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A
05610FAA5
41470000
PA
USD
39628483.18
0.1978025692
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
4.784250000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A
78449VAB2
18995501.45
PA
USD
16732776.31
0.0835203843
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.600000000000
N
N
N
N
N
N
SMRT 2022-MINI SMRT 2022 MINI A 144A
N/A
SMRT 2022-MINI SMRT 2022 MINI A 144A
78457JAA0
55385000
PA
USD
53128609.56
0.2651874264
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.795000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA SR UNSECURED 04/28 4.379
05964HAJ4
19106000
PA
USD
17736112.22
0.0885284594
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.379000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR
060505EU4
45620000
PA
USD
45209420
0.2256593921
Long
DBT
CORP
US
N
2
2026-03-10
Variable
6.300000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5
785592AS5
12815000
PA
USD
12649538.36
0.0631392116
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.000000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2
785592AU0
13493000
PA
USD
12738907.67
0.0635852918
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.200000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SUBORDINATED 04/25 3.95
06051GFP9
32386000
PA
USD
31651377.03
0.1579854486
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.950000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 10/27 3.248
06051GGA1
27044000
PA
USD
24930301.27
0.1244377086
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.248000000000
N
N
N
N
N
N
AmerisourceBergen Corporation
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8
03073EAR6
22531000
PA
USD
19190691.6
0.0957888821
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.800000000000
N
N
N
N
N
N
AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5
N/A
AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5
030981AK0
20313000
PA
USD
19703610
0.0983490754
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.500000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A
03464EAA0
17765513.54
PA
USD
13866539.38
0.0692137800
Long
ABS-MBS
CORP
US
N
2
2065-01-20
Variable
1.035000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 12/24 1
034651AA7
9003869.63
PA
USD
8372584.02
0.0417911183
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.990000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 04/66 1
03465DAA1
7980951.93
PA
USD
6586004.44
0.0328735418
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.985000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A
N/A
ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A
03465HAA2
23391350.75
PA
USD
18305100.36
0.0913685205
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.951000000000
N
N
N
N
N
N
Anglo American Capital plc
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75
034863AR1
14781000
PA
USD
14207403.49
0.0709151773
Long
DBT
CORP
GB
N
2
2027-04-10
Fixed
4.750000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875
785592AV8
15844000
PA
USD
16071589.08
0.0802201183
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.875000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5
785592AX4
28938000
PA
USD
27342865.38
0.1364798394
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.500000000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
ARBYS FUNDING LLC ARBYS 2020 1A A2 144A
038779AB0
34005270
PA
USD
29103716.38
0.1452689937
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.237000000000
N
N
N
N
N
N
Arconic Corporation
N/A
ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125
03966VAA5
10635000
PA
USD
9985733.25
0.0498430304
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.125000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/31 VAR
06051GJB6
32646000
PA
USD
26941097.79
0.1344744469
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.592000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 04/32 VAR
06051GJT7
61839000
PA
USD
50098212.83
0.2500614309
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.687000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP SR UNSECURED 06/29 VAR
06051GJZ3
34490000
PA
USD
29112671.69
0.1453136934
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.087000000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 03/37 1
06051GKL2
30104000
PA
USD
25498711.75
0.1272748864
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.846000000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
N/A
LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5
53627NAE1
19619000
PA
USD
12752350
0.0636523881
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.500000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC SR UNSECURED 12/24 VAR
06738EBQ7
11618000
PA
USD
10986429.49
0.0548379298
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.007000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBT1
25632000
PA
USD
18836762.25
0.0940222706
Long
DBT
CORP
GB
N
2
2028-03-15
Variable
4.375000000000
N
N
N
N
N
N
AES Panama Generation Holdings S.R.L.
N/A
AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375
00109AAB3
16304000
PA
USD
13635168.08
0.0680589076
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.375000000000
N
N
N
N
N
N
AP Core Holdings II LLC
N/A
AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2
00187GAD1
6493000
PA
USD
5740915.81
0.0286553460
Long
LON
CORP
US
N
2
2027-09-01
Floating
9.571
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC SR SECURED 144A 09/25 7.375
78573NAF9
14309000
PA
USD
13629322.5
0.0680297299
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4
80282KAP1
11424000
PA
USD
10965596.46
0.0547339433
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.400000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 06/41 3.5
00206RJZ6
36461000
PA
USD
27859167.55
0.1390569225
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.500000000000
N
N
N
N
N
N
ATandT Inc.
549300Z40J86GGSTL398
ATandT INC SR UNSECURED 06/51 3.65
00206RKA9
44604000
PA
USD
32666983.85
0.1630547731
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.650000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244
80282KAZ9
53984000
PA
USD
49606920.6
0.2476091830
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.244000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45
80282KBB1
46840000
PA
USD
44556062.4
0.2223982072
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.450000000000
N
N
N
N
N
N
APX Group Inc.
549300OMQVKPRU98OE64
APX GROUP INC COMPANY GUAR 144A 07/29 5.75
00213MAW4
17139000
PA
USD
14590602.09
0.0728278841
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/29 3.2
00287YBX6
70119000
PA
USD
64017114.2
0.3195365717
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.200000000000
N
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC SECURED 144A 08/27 4.375
045054AF0
15640000
PA
USD
14503284.8
0.0723920464
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.375000000000
N
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC SECURED 144A 11/29 4.25
045054AL7
7666000
PA
USD
6939713.88
0.0346390557
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.250000000000
N
N
N
N
N
N
Atlantica Transmision Sur S.A.
549300PQCSQSSZTVDH16
ABY TRANSMISION SUR SA SR SECURED 144A 04/43 6.875
00289LAA3
12508713
PA
USD
11289113.48
0.0563487540
Long
DBT
CORP
PE
N
2
2043-04-30
Fixed
6.875000000000
N
N
N
N
N
N
Adani Ports and Special Economic Zone Limited
N/A
ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 02/31 3.1
00652MAH5
18907000
PA
USD
14099648.32
0.0703773256
Long
DBT
CORP
IN
N
2
2031-02-02
Fixed
3.100000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/24 1.65
00774MAU9
12564000
PA
USD
11560961.98
0.0577056652
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.650000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45
00774MAV7
76496000
PA
USD
67262580.92
0.3357360728
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.450000000000
N
N
N
N
N
N
Argentine Republic Government International Bond
N/A
ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR
040114HV5
43522000
PA
USD
11797774.89
0.0588876989
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.500000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A
N/A
ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A
042853AA9
14008122.45
PA
USD
11054522.44
0.0551778106
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
1.175000000000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75
043436AV6
14462000
PA
USD
12363835.4
0.0617131470
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
Asbury Automotive Group Inc.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625
043436AW4
3401000
PA
USD
2967372.5
0.0148114148
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.625000000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR
80282KBC9
23584000
PA
USD
20466344.72
0.1021562079
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.490000000000
N
N
N
N
N
N
Sotheby's
N/A
SOTHEBY'S SR SECURED 144A 10/27 7.375
835898AH0
8763000
PA
USD
8535118.19
0.0426023953
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.375000000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT CORP COMPANY GUAR 09/23 7.875
85207UAF2
18175000
PA
USD
18568307
0.0926822965
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875000000000
N
N
N
N
N
N
Block Inc.
549300OHIIUWSTIZME52
BLOCK INC SR UNSECURED 06/31 3.5
852234AP8
8050000
PA
USD
6532655.5
0.0326072546
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.500000000000
N
N
N
N
N
N
ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875
N/A
ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875
04364VAU7
20673000
PA
USD
18631334.52
0.0929968936
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
N
Ashtead Capital Inc.
N/A
ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45
045054AP8
14429000
PA
USD
11178737.6
0.0557978212
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.450000000000
N
N
N
N
N
N
Barclays PLC
N/A
BARCLAYS PLC JR SUBORDINA 12/99 8
06738EBX2
12203000
PA
USD
11501327.5
0.0574080042
Long
DBT
CORP
GB
N
2
2029-03-15
Variable
8.000000000000
N
N
N
N
N
N
Beacon Roofing Supply Inc.
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY INC SR UNSECURED 144A 05/29 4.125
073685AH2
13448000
PA
USD
11309095.6
0.0564484932
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125000000000
N
N
N
N
N
N
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8
N/A
BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PWR8 X1 144A
07383F6S2
8283.76
PA
USD
8.89
0.0000000444
Long
ABS-MBS
CORP
US
N
2
2041-06-11
Variable
0.716050000000
N
N
N
N
N
N
BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2
N/A
BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2
08162DAB4
20055000
PA
USD
19082597.23
0.0952493372
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.889000000000
N
N
N
N
N
N
BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2
N/A
BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2
08162FAB9
20384901.58
PA
USD
19385499.16
0.0967612492
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.000800000000
N
N
N
N
N
N
Millicom International Cellular S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 01/28 5.125
600814AN7
3690000
PA
USD
3336830.1
0.0166555344
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.125000000000
N
N
N
N
N
N
Millicom International Cellular S.A.
549300CTHC1CP86P2G96
MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25
600814AQ0
14440500
PA
USD
13668838.81
0.0682269725
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.250000000000
N
N
N
N
N
N
Mohegan Gaming and Entertainment
549300UB083Z2NRDHC48
MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8
608328BH2
20373000
PA
USD
19129228.35
0.0954820929
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/26 3.875
61746BDZ6
19255000
PA
USD
18656706.14
0.0931235341
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.875000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 07/32 VAR
61747YED3
14763000
PA
USD
11513055.46
0.0574665434
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239000000000
N
N
N
N
N
N
Group 1 Automotive Inc.
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4
398905AN9
4335000
PA
USD
3677161.63
0.0183542735
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-3
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A
41164UAR0
17808585.12
PA
USD
208271.4
0.0010395709
Long
ABS-MBS
CORP
US
N
2
2047-05-19
Variable
0.000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SUBORDINATED 09/36 VAR
61747YEF8
44057000
PA
USD
32753586.29
0.1634870426
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.484000000000
N
N
N
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6
620076BN8
10368000
PA
USD
9864947.23
0.0492401361
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.600000000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB HOME COMPANY GUAR 06/31 4
48666KAZ2
15888000
PA
USD
12676876.32
0.0632756670
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.000000000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB HOME COMPANY GUAR 07/30 7.25
48666KBA6
4121000
PA
USD
3933685.34
0.0196346921
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
7.250000000000
N
N
N
N
N
N
Ken Garff Automotive LLC
N/A
KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875
48850PAA2
9464000
PA
USD
8008472.2
0.0399736818
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.875000000000
N
N
N
N
N
N
Kenbourne Invest S.A.
N/A
KENBOURNE INVEST SA COMPANY GUAR 144A 11/24 6.875
48855KAA8
5127000
PA
USD
4742475
0.0236717044
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.875000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-4
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES
41164YAQ4
18478553.15
PA
USD
213168.59
0.0010640149
Long
ABS-MBS
CORP
US
N
2
2047-07-19
Variable
0.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A
41165BAS9
19021619.41
PA
USD
191148.25
0.0009541020
Long
ABS-MBS
CORP
US
N
2
2037-08-19
Variable
0.000000000000
N
N
N
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3
620076BT5
34267000
PA
USD
27021146.22
0.1348740026
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.300000000000
N
N
N
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75
620076BU2
28486000
PA
USD
22986378.04
0.1147347632
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.750000000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25
428102AE7
5230000
PA
USD
4471650
0.0223199019
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5
428102AF4
2295000
PA
USD
2103691.19
0.0105004151
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.500000000000
N
N
N
N
N
N
HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A
N/A
HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A
428357AA5
21357000
PA
USD
19157316.56
0.0956222931
Long
ABS-O
CORP
CA
N
2
2062-02-01
Fixed
3.939000000000
N
N
N
N
N
N
Hilton Domestic Operating Company Inc.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625
432833AN1
13389000
PA
USD
11023297.59
0.0550219541
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.625000000000
N
N
N
N
N
N
Hilton Grand Vacations Trust 2017 - A
N/A
HILTON GRAND VACATIONS TRUST 2 HGVT 2017 AA A 144A
43283AAA3
5207845.36
PA
USD
5110505
0.0255086982
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.660000000000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A
N/A
HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A
43283BAB9
2670824.26
PA
USD
2539145.41
0.0126739518
Long
ABS-O
CORP
US
N
2
2034-06-20
Fixed
4.100000000000
N
N
N
N
N
N
ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A
N/A
ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A
68245HAG9
5035000
PA
USD
4637311.53
0.0231467889
Long
ABS-MBS
CORP
US
N
2
2032-02-10
Fixed
4.145500000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company / New Red Finance Inc.
N/A
1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4
68245XAM1
36442000
PA
USD
30689994.72
0.1531867817
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.000000000000
N
N
N
N
N
N
Kenbourne Invest S.A.
N/A
KENBOURNE INVEST SA COMPANY GUAR 144A 01/28 4.7
48855KAC4
2933000
PA
USD
2126529.59
0.0106144112
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.700000000000
N
N
N
N
N
N
Kinder Morgan Energy Partners L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75
494550AL0
15840000
PA
USD
17764640.31
0.0886708552
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.750000000000
N
N
N
N
N
N
Oriflame Investment Holding PLC
N/A
ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125
68621CAA7
17182000
PA
USD
10377928
0.0518006408
Long
DBT
CORP
CH
N
2
2026-05-04
Fixed
5.125000000000
N
N
N
N
N
N
ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125
N/A
ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125
68622TAB7
20418000
PA
USD
18119137.38
0.0904403004
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.125000000000
N
N
N
N
N
N
Owens-Brockway Glass Container Inc.
V2UQUCDZJ9WY98W8QU33
OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625
69073TAT0
9013000
PA
USD
8670753.86
0.0432794105
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.625000000000
N
N
N
N
N
N
OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A
N/A
OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A
69144AAA7
1991135.34
PA
USD
1967225.59
0.0098192574
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.101000000000
N
N
N
N
N
N
OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A
N/A
OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A
69145AAB4
5108302.2
PA
USD
5059105.67
0.0252521424
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
4.459000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR
693475AK1
29301000
PA
USD
29300145.88
0.1462494566
Long
DBT
CORP
US
N
2
2023-02-01
Variable
8.117570000000
N
N
N
N
N
N
MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A
N/A
MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A
62848BAA9
8427164.97
PA
USD
8145905.81
0.0406596712
Long
ABS-O
CORP
US
N
2
2036-01-21
Fixed
3.450000000000
N
N
N
N
N
N
NBM US Holdings Inc.
N/A
NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625
62877VAB7
23063000
PA
USD
22109552.98
0.1103581573
Long
DBT
CORP
US
N
2
2029-08-06
Fixed
6.625000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR SECURED 144A 06/29 4.45
629377CL4
16431000
PA
USD
15123682.44
0.0754887142
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.450000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR SECURED 144A 12/27 2.45
629377CP5
22398000
PA
USD
19166780.08
0.0956695295
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.450000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR UNSECURED 144A 02/29 3.375
629377CQ3
5134000
PA
USD
4265605.87
0.0212914483
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC SR UNSECURED 144A 02/31 3.625
629377CR1
12916000
PA
USD
10328279.4
0.0515528235
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.625000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5
50076QAE6
12796000
PA
USD
11987865.42
0.0598365213
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.000000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375
50077LAB2
46450000
PA
USD
39150943.62
0.1954189666
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
NRG Energy Inc.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875
629377CS9
25570000
PA
USD
20555595.15
0.1026016947
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.875000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 04/28 4.875
64110LAS5
40575000
PA
USD
39417395.25
0.1967489398
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/50 5.5
50077LBJ4
11572000
PA
USD
11414975.83
0.0569769864
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.500000000000
N
N
N
N
N
N
LCM Investments Holdings II LLC
N/A
LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 05/29 4.875
50190EAA2
4403000
PA
USD
3681347.77
0.0183751683
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
Lcpr Senior Secured Financing Designated Activity Company
N/A
LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125
50201DAD5
8324000
PA
USD
6880108.14
0.0343415381
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
LLPL Capital Pte Ltd
N/A
LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875
50201PAA4
3103941.6
PA
USD
2653508.21
0.0132447850
Long
DBT
CORP
SG
N
2
2039-02-04
Fixed
6.875000000000
N
N
N
N
N
N
LSC Communications Inc.
5493000O7BCKOMYMHF87
ESC GCB144A LSC COMMUN 20231015 00008.7500000000
N/A
19591000
PA
USD
12342.33
0.0000616058
Long
DBT
CORP
US
N
2
2023-10-15
None
0
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A
N/A
LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A
51889RAB5
1924482.56
PA
USD
1866446.71
0.0093162272
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.730000000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC SR UNSECURED 03/29 4.375
52107QAK1
13937000
PA
USD
12986616.74
0.0648217128
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.375000000000
N
N
N
N
N
N
Level 3 Financing Inc.
N/A
LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4
527298BP7
25465000
PA
USD
21726434.46
0.1084458503
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.400000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 11/28 5.875
64110LAT3
32460000
PA
USD
32791416.6
0.1636758697
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 5.375
64110LAU0
6259000
PA
USD
6143264.83
0.0306636406
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375000000000
N
N
N
N
N
N
Netflix Inc.
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 06/30 4.875
64110LAV8
18644000
PA
USD
17610097.54
0.0878994667
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
OWENS CORNING SR UNSECURED 08/29 3.95
690742AJ0
20949000
PA
USD
19242155.92
0.0960457623
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.950000000000
N
N
N
N
N
N
Liberty Mutual Group Inc.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR
53079EBM5
18110000
PA
USD
14290369.37
0.0713292952
Long
DBT
CORP
US
N
2
2051-12-15
Variable
4.125000000000
N
N
N
N
N
N
Liberty Mutual Group Inc.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/52 5.5
53079EBN3
4433000
PA
USD
3990975.6
0.0199206521
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.500000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR
693475AM7
14899000
PA
USD
14070929.22
0.0702339763
Long
DBT
CORP
US
N
2
2023-06-01
Variable
4.850000000000
N
N
N
N
N
N
The PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR
693475BC8
37637000
PA
USD
28961796.08
0.1445606092
Long
DBT
CORP
US
N
2
2026-09-15
Variable
3.400000000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS FINANCING CORP PFSFC 2020 E A 144A
69335PDT9
20469000
PA
USD
19596381.97
0.0978138548
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.000000000000
N
N
N
N
N
N
SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A
N/A
SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A
80286JAA3
43933000
PA
USD
41253293.49
0.2059126866
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.510000000000
N
N
N
N
N
N
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A
N/A
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A
53218CAA8
23224635.74
PA
USD
22321689.77
0.1114170221
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.575000000000
N
N
N
N
N
N
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A
N/A
LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A
53218CAG5
19530633.92
PA
USD
18355003.04
0.0916176060
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
5.275000000000
N
N
N
N
N
N
LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A
N/A
LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A
53218DAA6
54728000
PA
USD
53081913.11
0.2649543446
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
5.089490000000
N
N
N
N
N
N
New York Life Insurance Company
N/A
NEW YORK LIFE INSURANCE CO SUBORDINATED 144A 05/50 3.75
64952GAT5
13513000
PA
USD
10366619.16
0.0517441935
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.750000000000
N
N
N
N
N
N
Newmont Corporation
549300VSP3RIX7FGDZ51
NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8
651639AX4
10460000
PA
USD
8979175.08
0.0448188716
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.800000000000
N
N
N
N
N
N
News Corporation
549300ITS31QK8VRBQ14
NEWS CORP SR UNSECURED 144A 05/29 3.875
65249BAA7
15978000
PA
USD
14200447.5
0.0708804570
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.875000000000
N
N
N
N
N
N
News Corporation
549300ITS31QK8VRBQ14
NEWS CORP COMPANY GUAR 144A 02/32 5.125
65249BAB5
7797000
PA
USD
7147509.9
0.0356762537
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.125000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25
65339KBR0
10230000
PA
USD
8486352.56
0.0423589854
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.250000000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A
N/A
SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A
80287CAC3
11616000
PA
USD
10947285.47
0.0546425454
Long
ABS-O
CORP
US
N
2
2025-07-21
Fixed
1.340000000000
N
N
N
N
N
N
Sasol Financing USA LLC
N/A
SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5
80386WAD7
24943000
PA
USD
20698062.33
0.1033128088
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.500000000000
N
N
N
N
N
N
Service Corporation International
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/31 4
817565CG7
18037000
PA
USD
15453921.23
0.0771370761
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.000000000000
N
N
N
N
N
N
Sierra Timeshare 2021-1 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2021-1 RECEIV SRFC 2021 1A D 144A
82652QAD3
2286114.8
PA
USD
2072232.53
0.0103433916
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
3.170000000000
N
N
N
N
N
N
Sierra Timeshare 2019-1 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A
82653EAA5
2378585.43
PA
USD
2281495.38
0.0113879112
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.200000000000
N
N
N
N
N
N
SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A
N/A
SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A
82653GAD4
1377934.85
PA
USD
1338889.83
0.0066829671
Long
ABS-O
CORP
US
N
2
2035-09-20
Fixed
5.200000000000
N
N
N
N
N
N
Simpar Europe
N/A
SIMPAR EUROPE SA COMPANY GUAR 144A 01/31 5.2
82883PAA2
6695000
PA
USD
5071462.5
0.0253138205
Long
DBT
CORP
LU
N
2
2031-01-26
Fixed
5.200000000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5
82967NBA5
26970000
PA
USD
25169482.8
0.1256315650
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.000000000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
SONIC CAPITAL LLC SONIC 2020 1A A2I 144A
83546DAG3
27073817.5
PA
USD
23950202.88
0.1195456218
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.845000000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
SONIC CAPITAL LLC SONIC 2021 1A A2I 144A
83546DAN8
22769223.34
PA
USD
18119907.32
0.0904441435
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.190000000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375
N/A
PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375
69527AAA4
11571000
PA
USD
10124625
0.0505362980
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.375000000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
OVINTIV INC COMPANY GUAR 11/31 7.2
698900AG2
3846000
PA
USD
4109488.54
0.0205122005
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.200000000000
N
N
N
N
N
N
Parkland Corporation
N/A
PARKLAND CORP/CANADA SR UNSECURED 144A 10/29 4.5
70137WAG3
12267000
PA
USD
10334947.5
0.0515861068
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Parkland Corporation
N/A
PARKLAND CORP COMPANY GUAR 144A 05/30 4.625
70137WAL2
11791000
PA
USD
9886753.5
0.0493489805
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.625000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75
71654QDL3
10862000
PA
USD
10079936
0.0503132363
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.750000000000
N
N
N
N
N
N
J.B. Poindexter and Co. Inc.
N/A
JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125
730481AJ7
7764000
PA
USD
7502430.84
0.0374478147
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.125000000000
N
N
N
N
N
N
Post Holdings Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5
737446AP9
17011000
PA
USD
15624008.12
0.0779860519
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.500000000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625
N/A
PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625
74052HAA2
10140000
PA
USD
8112000
0.0404904329
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.625000000000
N
N
N
N
N
N
Prime Security Services Borrrower LLC / Prime Finance Inc.
N/A
PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25
74166MAE6
13157000
PA
USD
12236010
0.0610751162
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.250000000000
N
N
N
N
N
N
Prime Security Services Borrrower LLC / Prime Finance Inc.
N/A
PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375
74166MAF3
3713000
PA
USD
3266957.31
0.0163067697
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.375000000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
N/A
NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5
65342QAB8
6602000
PA
USD
6214132.5
0.0310173712
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.500000000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
N/A
NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875
65342QAL6
16950000
PA
USD
15901218.75
0.0793697278
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.875000000000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
NIPPON LIFE INSURANCE CO SUBORDINATED 144A 10/44 VAR
654579AD3
21465000
PA
USD
20815902.26
0.1039009979
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
5.100000000000
N
N
N
N
N
N
Nippon Life Insurance Company
549300Y0HHMFW3EVWY08
NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR
654579AH4
35062000
PA
USD
26972692.76
0.1346321508
Long
DBT
CORP
JP
N
2
2051-01-21
Variable
2.750000000000
N
N
N
N
N
N
NiSource Inc.
N/A
NISOURCE INC PREFERRED STOCK 03/24 7.75
65473P121
111900
NS
USD
11840139
0.0590991561
Long
EP
CORP
US
N
1
N
N
N
NiSource Inc.
N/A
NISOURCE INC SR UNSECURED 05/30 3.6
65473PAJ4
15381000
PA
USD
13827695.88
0.0690198956
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.600000000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
N/A
VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875
92328MAA1
6386000
PA
USD
5515907.5
0.0275322341
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
N/A
VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125
92328MAB9
10687000
PA
USD
9217537.5
0.0460086396
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.125000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A
N/A
PROGRESS RESIDENTIAL TRUST PROG 2020 SFR1 A 144A
74331CAA6
15512954.69
PA
USD
14140402.59
0.0705807474
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.732000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A
N/A
PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A
74333TAC3
13890000
PA
USD
11505171.73
0.0574271924
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
1.681000000000
N
N
N
N
N
N
VeriSign Inc.
LMPL4N8ZOJRMF0KOF759
VERISIGN INC SR UNSECURED 06/31 2.7
92343EAM4
13953000
PA
USD
11436283.72
0.0570833431
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.700000000000
N
N
N
N
N
N
Verizon Master Trust
N/A
VERIZON MASTER TRUST VZMT 2022 2 A
92348KAH6
20071000
PA
USD
18685069.35
0.0932651070
Long
ABS-O
CORP
US
N
2
2028-07-20
Fixed
1.530000000000
N
N
N
N
N
N
TK Elevator U.S. Newco Inc.
N/A
VERTICAL US NEWCO INC SR SECURED 144A 07/27 5.25
92537RAA7
6702000
PA
USD
6082199.04
0.0303588354
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.250000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A
N/A
VERUS SECURITIZATION TRUST 10/63 1
92538BAA1
7485737.7
PA
USD
6506178.02
0.0324750943
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.820000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A
N/A
VERUS SECURITIZATION TRUST 05/65 1
92538CAA9
4795025.38
PA
USD
4356152.05
0.0217434027
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.218000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A
92538HAA8
9969678.46
PA
USD
7649755.22
0.0381831732
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.938000000000
N
N
N
N
N
N
PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A
N/A
PROVIDENT FUNDING MORTGAGE TR 01/36 1
74387TAB0
23717533.42
PA
USD
20269087.07
0.1011716113
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
2.000000000000
N
N
N
N
N
N
Prudential Financial Inc.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC 03/52 1
744320BJ0
14800000
PA
USD
12652601.4
0.0631545006
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.125000000000
N
N
N
N
N
N
QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103
N/A
QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103
74727PAY7
17804000
PA
USD
17896236.83
0.0893277092
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.103000000000
N
N
N
N
N
N
Qorvo Inc.
N/A
QORVO INC COMPANY GUAR 144A 04/31 3.375
74736KAJ0
16254000
PA
USD
13031807.04
0.0650472768
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.375000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A
92538KAA1
20888762.95
PA
USD
16667116.8
0.0831926498
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.013000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A
92539LAA8
17611969.02
PA
USD
14194141
0.0708489786
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.046000000000
N
N
N
N
N
N
Qorvo Inc.
N/A
QORVO INC COMPANY GUAR 144A 12/24 1.75
74739DAA2
14301000
PA
USD
13106222.96
0.0654187182
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.750000000000
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5
N/A
RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5
749571AG0
15671000
PA
USD
13705503.38
0.0684099810
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.500000000000
N
N
N
N
N
N
Radian Group Inc.
54930005OUP720S5U385
RADIAN GROUP INC SR UNSECURED 10/24 4.5
750236AU5
12023000
PA
USD
11424463.56
0.0570243437
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Advantage Sales and Marketing Inc.
549300T4O24KQDED1182
ADVANTAGE SALES and MARKETING IN SR SECURED 144A 11/28 6.5
00775PAA5
21591000
PA
USD
16901866.62
0.0843643857
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.500000000000
N
N
N
N
N
N
Affinity Gaming
N/A
AFFINITY GAMING SR SECURED 144A 12/27 6.875
00842XAA7
10775000
PA
USD
9243226
0.0461368618
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.875000000000
N
N
N
N
N
N
AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125
N/A
AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125
009089AA1
8564118.57
PA
USD
7797037.32
0.0389183206
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
4.125000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 12/27 3.625
00912XAY0
10118000
PA
USD
9063794.25
0.0452412418
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.625000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 01/26 2.875
00914AAJ1
12330000
PA
USD
11357915.25
0.0566921728
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.875000000000
N
N
N
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP SR UNSECURED 09/28 2.1
00914AAQ5
14336000
PA
USD
11625217.52
0.0580263918
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.100000000000
N
N
N
N
N
N
Cantor Fitzgerald L.P.
N/A
CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875
138616AE7
29166000
PA
USD
28606028.84
0.1427848240
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.875000000000
N
N
N
N
N
N
CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A
N/A
CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A
14316EAL3
15033000
PA
USD
14633467.96
0.0730418458
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
5.199140000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/47 FIXED VAR
3138ER6T2
21238973.11
PA
USD
19957245.68
0.0996150786
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/46 FIXED VAR
3138ETSE7
11099798.16
PA
USD
10447292.09
0.0521468664
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE REMICS FNR 2001 50 BA
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2001 50 BA
31392AJW9
91.02
PA
USD
93.75
0.0000004679
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A
31392MEN8
807.02
PA
USD
778.98
0.0000038882
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
4.423822000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/33 FLOATING VAR
31402DSC5
287.13
PA
USD
290.22
0.0000014486
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Floating
3.372000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/46 FIXED 3.5
3140EVUV7
18788347.83
PA
USD
17660381.85
0.0881504570
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/46 FIXED 3
3140F0HF4
13792000.5
PA
USD
12523461.95
0.0625099108
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/46 FIXED 3
3140FECE2
2361524.34
PA
USD
2144319.83
0.0107032098
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/46 FIXED 3
3140FEEM2
1793140.32
PA
USD
1628213.73
0.0081271054
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/47 FIXED 4
3140FEZH0
7837855.68
PA
USD
7595035.78
0.0379100452
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/47 FIXED 4
3140FNJU9
7012775.31
PA
USD
6811733.77
0.0340002526
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35
09261HAH0
24290000
PA
USD
22386918.34
0.1117426055
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.350000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25
09261HAK3
5483000
PA
USD
4725072.63
0.0235848418
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.250000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7
09261HAP2
18807000
PA
USD
17492253.6
0.0873112576
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.700000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
N/A
BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4
09261HAR8
27133000
PA
USD
23054507.45
0.1150748259
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.000000000000
N
N
N
N
N
N
BlueLinx Holdings Inc.
N/A
BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6
09624HAA7
18852000
PA
USD
15270120
0.0762196462
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.000000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 03/29 3.2
097023CD5
13975000
PA
USD
12287218.85
0.0613307213
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.200000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 05/27 5.04
097023CU7
41295000
PA
USD
40894339.8
0.2041209965
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.040000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 05/30 5.15
097023CY9
57564000
PA
USD
56161221.73
0.2803244801
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.150000000000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625
09857LAR9
29538000
PA
USD
28776346.72
0.1436349528
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.625000000000
N
N
N
N
N
N
Braskem Idesa S.A.P.I.
N/A
BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99
10554NAB4
13611000
PA
USD
9646796.25
0.0481512521
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.990000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 03/28 4.3
126650CX6
11813000
PA
USD
11483606.43
0.0573195508
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.300000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 03/48 5.05
126650CZ1
23954000
PA
USD
22245019.84
0.1110343299
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CVS Health Corporation
549300EJG376EN5NQE29
CVS HEALTH CORP SR UNSECURED 04/30 3.75
126650DJ6
19631000
PA
USD
18138339.25
0.0905361451
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.750000000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4
82967NBJ6
15524000
PA
USD
13720421.68
0.0684844445
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.000000000000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5
N/A
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5
830867AA5
5725000
PA
USD
5577311.83
0.0278387291
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
4.500000000000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
N/A
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
830867AB3
20881627
PA
USD
19793718.87
0.0987988470
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A
83192CAB3
19846362.69
PA
USD
18548420.49
0.0925830345
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.840000000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR
83368RBL5
14339000
PA
USD
13335285.63
0.0665620671
Long
DBT
CORP
FR
N
2
2033-06-15
Variable
6.221000000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR
83370RAA6
22339000
PA
USD
17538348.9
0.0875413388
Long
DBT
CORP
FR
N
2
2030-11-18
Variable
5.375000000000
N
N
N
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75
845467AT6
9065000
PA
USD
7925342.58
0.0395587466
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
OneMain Finance Corporation
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875
85172FAM1
5750000
PA
USD
5584946.25
0.0278768358
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.875000000000
N
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5
853496AC1
4561000
PA
USD
4197312.43
0.0209505668
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.000000000000
N
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375
853496AG2
10985000
PA
USD
9007700
0.0449612516
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.375000000000
N
N
N
N
N
N
CLI FUNDING VIII LLC CLIF 2022 1A A 144A
N/A
CLI FUNDING VIII LLC CLIF 2022 1A A1 144A
12565KAE7
20601769.59
PA
USD
17310962.41
0.0864063563
Long
ABS-O
CORP
US
N
2
2047-01-18
Fixed
2.720000000000
N
N
N
N
N
N
COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA
N/A
COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA
12591RBB5
49429539.99
PA
USD
274240.03
0.0013688483
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
0.765629000000
N
N
N
N
N
N
COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A
N/A
COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A
12595HAA6
7264000
PA
USD
6772127.68
0.0338025619
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Fixed
3.244000000000
N
N
N
N
N
N
COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA
N/A
COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA
12595VAE7
222912689.58
PA
USD
4384269.07
0.0218837466
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
0.575480000000
N
N
N
N
N
N
CNO Financial Group Inc.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25
12621EAK9
11065000
PA
USD
11004028.86
0.0549257757
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.250000000000
N
N
N
N
N
N
CNO Financial Group Inc.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25
12621EAL7
30469000
PA
USD
29045523.97
0.1449785307
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.250000000000
N
N
N
N
N
N
COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA
N/A
COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA
12624PAF2
24673662.91
PA
USD
957.34
0.0000047785
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.688493000000
N
N
N
N
N
N
COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A
549300NMFC2YLCA2NF13
COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A
12625XAL1
18413000
PA
USD
16781453.53
0.0837633529
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Variable
4.539950000000
N
N
N
N
N
N
CSMC 2020-NET CSMC 2020 NET A 144A
N/A
CREDIT SUISSE MORTGAGE CAPITAL CSMC 2020 NET A 144A
126438AA8
7038651.93
PA
USD
6288447.77
0.0313883103
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.256900000000
N
N
N
N
N
N
CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5
N/A
CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5
12652HAA6
19702000
PA
USD
18047869.73
0.0900845734
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.500000000000
N
N
N
N
N
N
CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5
N/A
CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5
12652HAC2
5179000
PA
USD
4744184.21
0.0236802358
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.500000000000
N
N
N
N
N
N
CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10
N/A
CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10
12652HAE8
16839837
PA
USD
14819056.56
0.0739681972
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
10.000000000000
N
N
Y
N
N
N
CNX Resources Corporation
549300JK3KH8PWM3B226
CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375
12653CAK4
4087000
PA
USD
4089206.98
0.0204109666
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.375000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A
N/A
CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A
12653VAG1
23820000
PA
USD
23038980.31
0.1149973234
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
5.475000000000
N
N
N
N
N
N
CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A
N/A
CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A
12662KAA7
21730486.32
PA
USD
17303708.11
0.0863701471
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.174000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 03/47 FIXED 4
3132L8J24
17212677.39
PA
USD
16694756.53
0.0833306114
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/45 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 05/45 FIXED 3.5
3132QQAG7
5787233.91
PA
USD
5455663.02
0.0272315283
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 11/46 FIXED 3.5
3132WH3H6
4399522.71
PA
USD
4135085
0.0206399633
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 11/46 FIXED 3.5
3132WH5R2
4750169.04
PA
USD
4469108.66
0.0223072170
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 10/46 FIXED 3
3132WHBN4
3647175.01
PA
USD
3314823.27
0.0165456890
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 10/46 FIXED 3.5
3132WHBR5
1500666.5
PA
USD
1416094.94
0.0070683305
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 10/46 FIXED 3
3132WHMA0
4797254.93
PA
USD
4360101.24
0.0217631148
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 01/47 FIXED 3.5
3132WKLX4
4279110.94
PA
USD
4032608.48
0.0201284595
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 02/47 FIXED 3.5
3132WKML9
6030525.54
PA
USD
5686900.16
0.0283857310
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 04/47 FIXED 4
3132WMPF5
6998350.29
PA
USD
6791710
0.0339003055
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 05/47 FIXED 4
3132WNF23
5891462.28
PA
USD
5717505.07
0.0285384931
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 08/46 FIXED 3.5
3132XCRV9
35597613.54
PA
USD
33580350.18
0.1676137719
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 10/46 FIXED 3
3132XCRW7
48793088.52
PA
USD
44407770.65
0.2216580202
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 01/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 01/47 FIXED 4
3132XCRX5
5968604.25
PA
USD
5830046.09
0.0291002330
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 04/47 FIXED 3.5
3132XCRY3
7841844.34
PA
USD
7392557.63
0.0368993909
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/47 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 10/47 FIXED 4
3132XTHV3
8657979.59
PA
USD
8380690.48
0.0418315811
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 03/48 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 03/48 FIXED 4
3132XXQK8
2336616.92
PA
USD
2253348.54
0.0112474184
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 07/48 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 07/48 FIXED 4
3132Y4BK7
17940895.34
PA
USD
17412275.83
0.0869120546
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 12/46 FIXED 3.5
31335A2V9
6232487.23
PA
USD
5867615.61
0.0292877584
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/47 FIXED VAR
3140J7PF6
5444476.77
PA
USD
5280908.9
0.0263592564
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/47 FIXED VAR
3140J7TQ8
9905698.35
PA
USD
8994607.88
0.0448959033
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/48 FIXED VAR
3140J7V28
17928881.92
PA
USD
16790883.79
0.0838104233
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/48 FIXED VAR
3140J8A60
4572798.11
PA
USD
4299697.35
0.0214616133
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/47 FIXED VAR
3140J9C90
14858777.37
PA
USD
14008515.04
0.0699224407
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/52 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/52 FIXED 4
3133BAUW9
2820812.24
PA
USD
2696840.08
0.0134610728
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 02/50 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 02/50 FIXED 3
3133KHK54
8287336.44
PA
USD
7456467.15
0.0372183904
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 5
3133KP6V5
54798533.9
PA
USD
55061473.71
0.2748351712
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/47 FIXED VAR
3140J9CU3
19077342.54
PA
USD
17955873.33
0.0896253803
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/49 FIXED VAR
3140JAJ41
2892261.09
PA
USD
2708680.89
0.0135201753
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/50 FIXED 2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/50 FIXED 2
3133KKAQ2
128229872
PA
USD
106605840.36
0.5321149693
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/42 FIXED 3.5
3138LVDR1
1022125.01
PA
USD
958878.98
0.0047861717
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/42 FIXED 3
3138MDS52
1885684.71
PA
USD
1707367.95
0.0085221977
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/43 FIXED 4
3138W92M1
4109506
PA
USD
4028423.8
0.0201075720
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.000000000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5
335934AL9
11526000
PA
USD
11356509.36
0.0566851554
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.500000000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/24 6.5
335934AP0
8050000
PA
USD
7929359.16
0.0395787950
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.500000000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875
335934AR6
9625000
PA
USD
9280713.75
0.0463239790
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875000000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875
335934AT2
15023000
PA
USD
14309723.13
0.0714258980
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.875000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
N/A
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
33767JAA0
25665185.56
PA
USD
22625000.61
0.1129309751
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.266000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A
N/A
FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A
33767MAA3
39155014.09
PA
USD
34936100.48
0.1743808967
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
1.339000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/48 FIXED VAR
3140JAPG7
37533857.9
PA
USD
34081628.77
0.1701158659
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140JAT57
18123962.87
PA
USD
16929687.96
0.0845032538
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A
N/A
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A
33767WAA1
18603979.74
PA
USD
15928840.94
0.0795076018
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
1.538000000000
N
N
N
N
N
N
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A
N/A
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A
33767WAG8
23526000
PA
USD
19486334.07
0.0972645591
Long
ABS-O
CORP
US
N
2
2038-08-17
Fixed
2.189000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A
N/A
FLAGSTAR MORTGAGE TRUST 2021-2 FSMT 2021 1 A2 144A
33852DAB7
27493638.77
PA
USD
22308503.46
0.1113512036
Long
ABS-MBS
CORP
US
N
2
2051-02-01
Variable
2.500000000000
N
N
N
N
N
N
State Board of Administration Finance Corporation
549300S34SOJ0RULXM35
STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705
341271AE4
13918000
PA
USD
12018879.16
0.0599913241
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.705000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3
N/A
FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3
345286AC2
8921000
PA
USD
8495909
0.0424066856
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.290000000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER O FORDF 2019 2 A
34528QGW8
44953000
PA
USD
43403434.13
0.2166449506
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.060000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/52 FIXED 5.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/52 FIXED 5.5
3133KPZF8
46567082.86
PA
USD
47686271.47
0.2380224085
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/29 FIXED 7.5
31371HVJ4
28.54
PA
USD
30.01
0.0000001498
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
7.500000000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER O FORDF 2020 2 A
34528QHQ0
20465000
PA
USD
18305451.34
0.0913702724
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.060000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A
N/A
FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A
34531NAA4
20485000
PA
USD
19019597.33
0.0949348780
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.040000000000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
FORD MOTOR CO SR UNSECURED 02/32 3.25
345370DA5
12651000
PA
USD
9998399.17
0.0499062514
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.250000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125
345397A86
27831000
PA
USD
25392169.47
0.1267430887
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4
345397B36
13199000
PA
USD
11164374.15
0.0557261271
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.000000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9
345397B51
4515000
PA
USD
3771723.09
0.0188262698
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134
345397XL2
66909000
PA
USD
63312641.25
0.3160202484
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.134000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113
345397ZR7
38435000
PA
USD
35832566.15
0.1788555371
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.113000000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1
3137BBBE9
168491100.52
PA
USD
1732324.4
0.0086467659
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Variable
1.234467000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X
3137BLME5
17443450.08
PA
USD
88590.05
0.0004421905
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Variable
0.311465000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/29 FIXED VAR
31384VL75
33.83
PA
USD
35.6
0.0000001777
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/31 FIXED VAR
31384WB66
14.06
PA
USD
14.85
0.0000000741
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/31 FIXED VAR
31385HNT5
99.71
PA
USD
105.89
0.0000005285
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/43 FIXED 4
3138W9MK3
4240998.84
PA
USD
4161298.17
0.0207708043
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/43 FIXED 4
3138W9VF4
1468400.74
PA
USD
1436675.35
0.0071710561
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/44 FIXED 4
3138WASP3
3053004.56
PA
USD
2992767.56
0.0149381724
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A
35564KPU7
26467478.32
PA
USD
25585828.09
0.1277097210
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
4.520800000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1A 144A
N/A
FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A
35564KRE1
17584777.39
PA
USD
17255935.02
0.0861316913
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
4.820800000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/45 FIXED 4
3138WF6X9
7698659.4
PA
USD
7501050.98
0.0374409272
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/46 FIXED 3.5
3138WGFR0
17419707.68
PA
USD
16444676.12
0.0820823540
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1B 144A
N/A
FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A
35564KRF8
24949000
PA
USD
23436591.62
0.1169819701
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
5.920800000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A
35564KUW7
23950708.39
PA
USD
23640927.53
0.1180018973
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.520800000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A
35564KUX5
15070000
PA
USD
14411097.4
0.0719319000
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.420800000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A
35564KWS4
18352664.43
PA
USD
18226844.07
0.0909779102
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
5.746870000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 3.5
3138WHL34
7342052.71
PA
USD
6887503.29
0.0343784505
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/46 FIXED 3.5
3138WHNL2
3941398.49
PA
USD
3703543.37
0.0184859559
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/48 FIXED VAR
3140JATG3
12875295.6
PA
USD
11723260.5
0.0585157659
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/48 FIXED 4
3140JHYR8
7506302.43
PA
USD
7245605.54
0.0361658907
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/46 FIXED 3
3138WHST0
18682693.01
PA
USD
16987679.53
0.0847927144
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/46 FIXED 3
3138WHVP4
24329002.54
PA
USD
22091308.47
0.1102670913
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A
35564KWT2
22588000
PA
USD
22136240
0.1104913636
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
6.896870000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A
N/A
FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M1B 144A
35564KYP8
24401000
PA
USD
25024299.14
0.1249068918
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
8.020800000000
N
N
N
N
N
N
Freedom Mortgage Corporation
549300LYRWPSYPK6S325
FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125
35640YAA5
12459000
PA
USD
11462280
0.0572131015
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.125000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45
35671DBC8
30200000
PA
USD
27076112
0.1351483601
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/47 FIXED 3
3138WJTD0
17085227.97
PA
USD
15497772.81
0.0773559579
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/45 FIXED 3.5
3138YH3S7
1911013.16
PA
USD
1806436.98
0.0090166932
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.500000000000
N
N
N
N
N
N
GCI LLC
N/A
GCI LLC SR UNSECURED 144A 10/28 4.75
36166TAB6
12612000
PA
USD
10805078.76
0.0539327314
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A
N/A
GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A
36166XAA9
10448545.16
PA
USD
8103158.14
0.0404462995
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.036000000000
N
N
N
N
N
N
GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A
N/A
GCAT GCAT 2021 NQM3 A1 144A
36167HAA3
16675020.48
PA
USD
13389944.73
0.0668348939
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.091000000000
N
N
N
N
N
N
GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A
N/A
GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A
36167TAA7
9619467.86
PA
USD
8097411.2
0.0404176141
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.874000000000
N
N
N
N
N
N
GFL Environmental Inc.
N/A
GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/29 4.375
36168QAP9
8233000
PA
USD
7064737.3
0.0352631006
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.375000000000
N
N
N
N
N
N
GLP Capital L.P. / GLP Financing II Inc.
N/A
GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375
361841AH2
17313000
PA
USD
16783049.07
0.0837713169
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375000000000
N
N
N
N
N
N
GLP Capital L.P. / GLP Financing II Inc.
N/A
GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4
361841AP4
10777000
PA
USD
9349370.81
0.0466666755
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.000000000000
N
N
N
N
N
N
GLP Capital L.P. / GLP Financing II Inc.
N/A
GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25
361841AR0
10853000
PA
USD
8569998.84
0.0427764994
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.250000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
61061706.79
NS
USD
610232379.15
3.0459286525
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/49 FIXED 3
3140JVS52
7745695.56
PA
USD
6949765.7
0.0346892286
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED 3.5
3140JWNV8
5329648.67
PA
USD
4950138.78
0.0247082424
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED 2.5
3140QEVB5
124301059.85
PA
USD
107726483.07
0.5377085724
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED 2.5
3140QNE81
136532980.07
PA
USD
117367367.79
0.5858303175
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.500000000000
N
N
N
N
N
N
GMF Floorplan Owner Revolving Trust
N/A
GMF FLOORPLAN OWNER REVOLVING GFORT 2019 2 A 144A
361886CD4
31317000
PA
USD
30347053.01
0.1514750142
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.900000000000
N
N
N
N
N
N
GMF Floorplan Owner Revolving Trust
N/A
GMF FLOORPLAN OWNER REVOLVING GFORT 2020 1 A 144A
361886CH5
15128000
PA
USD
14636131.23
0.0730551393
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.680000000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2011-GC5
N/A
GS MORTGAGE SECURITIES TRUST 2 GSMS 2011 GC5 XA 144A
36191YAA6
3394652.47
PA
USD
33.95
0.0000001695
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.090009000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 03/33 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE GN 03/33 FIXED 6
36200MEN9
1527.86
PA
USD
1583.3
0.0000079029
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/50 FIXED 3
3140K3KS0
17574222.26
PA
USD
15773827.55
0.0787338642
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED 2.5
3140KMU57
12601257.8
PA
USD
10936729.93
0.0545898582
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 10/26 FIXED 8
549300M8ZYFG0OCMTT87
GINNIE MAE GN 10/26 FIXED 8
36207JJE4
184.47
PA
USD
190.06
0.0000009487
Long
ABS-MBS
USGA
US
N
2
2026-10-15
Fixed
8.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/28 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE GN 09/28 FIXED 6.5
36207KC81
68.67
PA
USD
70.24
0.0000003506
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/47 FIXED 3.5
3140Q7WR4
23201921.75
PA
USD
21765481.49
0.1086407506
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/47 FIXED 3.5
3140Q8AT2
11173859.93
PA
USD
10464622.64
0.0522333705
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/29 FIXED 7
549300M8ZYFG0OCMTT87
GINNIE MAE GN 04/29 FIXED 7
36209BFB9
408.84
PA
USD
423.24
0.0000021126
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 08/31 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE GN 08/31 FIXED 6.5
36213UMA5
99.38
PA
USD
102.96
0.0000005139
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/52 FIXED 2.5
3140QNQL9
1126839.42
PA
USD
967956.75
0.0048314827
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED 4.5
3140QP3D7
78719199.93
PA
USD
76745504.92
0.3830693689
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED 4.5
3140QPJK4
42797721.61
PA
USD
41965408.64
0.2094671554
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/52 FIXED 4.5
3140QPPN1
79626086.81
PA
USD
77953134.76
0.3890971617
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 09/29 FIXED 6.5
549300M8ZYFG0OCMTT87
GINNIE MAE GN 09/29 FIXED 6.5
36225BKX5
77.18
PA
USD
79.27
0.0000003957
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 06/33 FIXED 6
549300M8ZYFG0OCMTT87
GINNIE MAE GN 06/33 FIXED 6
36225BZS0
465.98
PA
USD
481.46
0.0000024032
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
6.000000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A
N/A
GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A
36250WAJ9
6950000
PA
USD
6013254.68
0.0300147048
Long
ABS-MBS
CORP
US
N
2
2035-10-10
Variable
3.932247000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A
5493001UQE7OCP3UT106
GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A
36252CAJ1
6670000
PA
USD
5687797.81
0.0283902115
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
4.114534000000
N
N
N
N
N
N
Gartner Inc.
PP55B5R38BFB8O8HH686
GARTNER INC COMPANY GUAR 144A 06/29 3.625
366651AG2
7938000
PA
USD
6952784.66
0.0347042975
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 04/48 5.4
37045VAQ3
11218000
PA
USD
9663274.72
0.0482335031
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.400000000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corporation
N/A
GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214
38122ND66
16097000
PA
USD
12300176.46
0.0613953982
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
4.214000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/27 3.85
38141GWB6
54969000
PA
USD
52819689.56
0.2636454756
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.850000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR
38141GYB4
76569000
PA
USD
61852062.25
0.3087298791
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.615000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR
38141GYN8
29672000
PA
USD
23829840.46
0.1189448419
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.650000000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A
N/A
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A
38177UAA8
22181000
PA
USD
20384760.44
0.1017489862
Long
ABS-O
CORP
KY
N
2
2029-01-22
Fixed
3.208000000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A
N/A
GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A
38178HAA6
24582000
PA
USD
22184522.46
0.1107323618
Long
ABS-O
CORP
KY
N
2
2029-04-20
Fixed
2.773000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO
38373M4J6
2043866.5
PA
USD
261684.81
0.0013061799
Long
ABS-MBS
USGA
US
N
2
2050-12-16
Variable
2.010160000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO
38378BE47
8900030.6
PA
USD
137727.08
0.0006874543
Long
ABS-MBS
USGA
US
N
2
2053-01-16
Variable
0.611020000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO
38378BM71
4097653.3
PA
USD
65768.56
0.0003282788
Long
ABS-MBS
USGA
US
N
2
2053-02-16
Variable
0.645900000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 70 IO
38378BUS6
327292.37
PA
USD
193.1
0.0000009638
Long
ABS-MBS
USGA
US
N
2
2052-08-16
Variable
0.094410000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/52 FIXED 4
3140QPRJ8
39104615.75
PA
USD
37230194.65
0.1858316938
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED 4.5
3140QPYA9
48271179.14
PA
USD
47060895.17
0.2349008901
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/48 FIXED 4
3140Q9WT6
9346475.1
PA
USD
9048155.24
0.0451631808
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/49 FIXED 4
3140QBHE1
11163701.73
PA
USD
10762027.28
0.0537178432
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED 3
3140QBSZ2
17227914.2
PA
USD
15473764.53
0.0772361224
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/49 FIXED 3
3140QBTF5
31443003.66
PA
USD
28015474.15
0.1398371151
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED 5
3140QQLU7
45246966.13
PA
USD
45110582.72
0.2251660534
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED 5.5
3140QQN27
49449879.69
PA
USD
50545634.63
0.2522947029
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/47 FIXED 4
3140GPG69
8430128.59
PA
USD
8184239.44
0.0408510106
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/45 FIXED VAR
3140X43Z7
16231049.38
PA
USD
14793970.12
0.0738429802
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/48 FIXED 3.5
3140H1WJ5
9949791.29
PA
USD
9277828.16
0.0463095758
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/47 FIXED 4
3140H2ZP6
2308840.97
PA
USD
2225587.63
0.0111088519
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/49 FIXED 3.5
3140QCKX3
24527289.33
PA
USD
22765437.72
0.1136319563
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/49 FIXED 4
3140HDKU7
6420126.09
PA
USD
6165051.91
0.0307723892
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/49 FIXED 4
3140HDKZ6
6143014.21
PA
USD
5897030.11
0.0294345787
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/49 FIXED 3
3140HDQ56
19815504.44
PA
USD
17797885.81
0.0888367976
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/47 FIXED VAR
3140J5DT3
24327088.8
PA
USD
22904613.37
0.1143266410
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/47 FIXED VAR
3140J5XB0
27924452.95
PA
USD
26291629.21
0.1312326738
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/47 FIXED VAR
3140J6GP6
2922871.06
PA
USD
2819531.78
0.0140734791
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/47 FIXED VAR
3140J7LP8
20617347.35
PA
USD
18721037.96
0.0934446415
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/47 FIXED VAR
3140J7M36
21646358.46
PA
USD
19655404.34
0.0981084605
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Builders FirstSource Inc.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5
12008RAN7
2354000
PA
USD
2088124.79
0.0104227166
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.000000000000
N
N
N
N
N
N
Builders FirstSource Inc.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25
12008RAP2
19875000
PA
USD
16111875.25
0.0804212037
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.250000000000
N
N
N
N
N
N
Builders FirstSource Inc.
549300W0SKP6L3H7DP63
BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375
12008RAR8
12079000
PA
USD
11159394.32
0.0557012706
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.375000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A
12433YAA5
19900395.5
PA
USD
19253584.89
0.0961028092
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
4.805290000000
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A
N/A
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A
12482HAL8
6315000
PA
USD
6061642.83
0.0302562306
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
5.623000000000
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A
N/A
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A
12482HAQ7
12809000
PA
USD
12028418.26
0.0600389377
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.423000000000
N
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5
1248EPCL5
14410000
PA
USD
11435920.1
0.0570815281
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.500000000000
N
N
N
N
N
N
CARS-DB4 L.P.
N/A
CARS-DB4 LP CAUTO 2020 1A B1 144A
12510HAG5
21876000
PA
USD
19938541.12
0.0995217163
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.170000000000
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25
N/A
CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25
12513GBF5
8552000
PA
USD
7251924.96
0.0361974336
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.250000000000
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569
N/A
CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569
12513GBJ7
26703000
PA
USD
22031844.21
0.1099702799
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.569000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25
35671DCF0
25953000
PA
USD
23114178.59
0.1153726699
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.250000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625
35671DCH6
18992000
PA
USD
17347850.97
0.0865904828
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.625000000000
N
N
N
N
N
N
Fresenius Medical Care US Finance III Inc.
N/A
FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375
35805BAB4
37988000
PA
USD
28364684.96
0.1415801744
Long
DBT
CORP
US
N
2
2031-02-16
Fixed
2.375000000000
N
N
N
N
N
N
Full House Resorts Inc.
N/A
FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25
359678AC3
9403000
PA
USD
8370550.6
0.0417809687
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.250000000000
N
N
N
N
N
N
GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125
N/A
GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125
36166LAA5
14169000
PA
USD
13525682.91
0.0675124207
Long
DBT
CORP
AE
N
2
2026-07-31
Fixed
7.125000000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 4 A3
N/A
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 4 A3
362554AC1
7465000
PA
USD
7007633.63
0.0349780719
Long
ABS-O
CORP
US
N
2
2026-09-16
Fixed
0.680000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2
N/A
GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2
36257HBM7
22410000
PA
USD
21439884.55
0.1070155582
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
2.971000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A
N/A
GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A
36258PAA5
13326000
PA
USD
12195340.87
0.0608721193
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
2.751000000000
N
N
N
N
N
N
AdaptHealth LLC
N/A
ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125
00653VAE1
11714000
PA
USD
9955894
0.0496940900
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.125000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 08/24 2.875
00774MAM7
26769000
PA
USD
25336441.97
0.1264649291
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.875000000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/26 1.75
00774MAS4
25521000
PA
USD
22516223.81
0.1123880240
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.750000000000
N
N
N
N
N
N
CarMax Auto Owner Trust 2022-1
N/A
CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022 1 A3
14317CAC6
16354000
PA
USD
15432084.14
0.0770280779
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.470000000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A
N/A
GS MORTGAGE BACKED SECURITIES 09/60 1
36259WAA9
3287286.79
PA
USD
2983591.46
0.0148923706
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.382000000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A
N/A
GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A
36262EAA4
7056027.48
PA
USD
5823107.34
0.0290655988
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.017000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 03/35 FIXED 5.5
549300M8ZYFG0OCMTT87
GINNIE MAE GN 03/35 FIXED 5.5
36291AJH3
892.33
PA
USD
917.79
0.0000045811
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/35 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE GN 04/35 FIXED 5
36291R2Z4
1711.2
PA
USD
1715.95
0.0000085650
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL GN 04/35 FIXED 5
549300M8ZYFG0OCMTT87
GINNIE MAE GN 04/35 FIXED 5
36291XMY2
863.82
PA
USD
864.83
0.0000043167
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
5.000000000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6
36485MAL3
6535000
PA
USD
5293350
0.0264213552
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.000000000000
N
N
N
N
N
N
Gartner Inc.
PP55B5R38BFB8O8HH686
GARTNER INC COMPANY GUAR 144A 07/28 4.5
366651AC1
25252000
PA
USD
23772737.84
0.1186598185
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.500000000000
N
N
N
N
N
N
General Motors Company
54930070NSV60J38I987
GENERAL MOTORS CO SR UNSECURED 10/29 5.4
37045VAY6
27779000
PA
USD
26806290.54
0.1338015668
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.400000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6
37045XCY0
59790000
PA
USD
51278739.84
0.2559539419
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.600000000000
N
N
N
N
N
N
General Motors Financial Company Inc.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4
37045XDP8
54508000
PA
USD
45425418.08
0.2267375302
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.400000000000
N
N
N
N
N
N
CCM Merger Inc.
N/A
CCM MERGER INC SR UNSECURED 144A 05/26 6.375
14985VAE1
8345000
PA
USD
7725216.85
0.0385598342
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
CEMEX S.A.B de C.V
549300RIG2CXWN6IV731
CEMEX SAB DE CV SR SECURED 144A 09/30 5.2
151290BX0
17916000
PA
USD
16188897.6
0.0808056549
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.200000000000
N
N
N
N
N
N
Globo Comunicacao e Participacoes S/A
N/A
GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875
37959DAB0
25650000
PA
USD
21054674.25
0.1050928101
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.875000000000
N
N
N
N
N
N
Global Infrastructure Solutions Inc.
N/A
GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625
37960XAA5
17739000
PA
USD
13747725
0.0686207270
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.625000000000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3
N/A
GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 1 A3
380146AC4
7727000
PA
USD
7340784.45
0.0366409690
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.260000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2013 63 IO
38378KPD5
6145903.8
PA
USD
132576.36
0.0006617448
Long
ABS-MBS
USGA
US
N
2
2051-09-16
Variable
0.722560000000
N
N
N
N
N
N
CEMEX S.A.B de C.V
549300RIG2CXWN6IV731
CEMEX SAB DE CV SR SECURED 144A 07/31 3.875
151290BZ5
20594000
PA
USD
16736710.85
0.0835400232
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.875000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 12/27 4.25
15135BAR2
6580000
PA
USD
6175198.4
0.0308230346
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 02/30 3.375
15135BAV3
12115000
PA
USD
10319715.22
0.0515100761
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 10/30 3
15135BAW1
20848000
PA
USD
17201684.8
0.0858609054
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
Century Communities Inc.
N/A
CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875
156504AM4
19645000
PA
USD
15853515
0.0791316181
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484
161175BA1
38482000
PA
USD
36252636.15
0.1809522847
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO
38379R4C4
51422122.73
PA
USD
2159034.96
0.0107766593
Long
ABS-MBS
USGA
US
N
2
2058-10-16
Variable
0.721020000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A 02/59 1
38379R4P5
23108863.13
PA
USD
795104.34
0.0039687030
Long
ABS-MBS
USGA
US
N
2
2059-02-16
Variable
0.485940000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2
161175BK9
40895000
PA
USD
38040263.18
0.1898750894
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.200000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75
161175BN3
46920000
PA
USD
40364936.77
0.2014785214
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.750000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X47C4
21822630.51
PA
USD
19430156.61
0.0969841535
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8
161175BT0
41047000
PA
USD
30797498.42
0.1537233783
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.800000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9
161175CA0
16253000
PA
USD
10795241.46
0.0538836292
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.900000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/49 FIXED VAR
3140X4XS0
32980461.47
PA
USD
29735754.62
0.1484237646
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/48 FIXED VAR
3140X53F8
2596121.53
PA
USD
2510013.63
0.0125285427
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Cheniere Energy Partners L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5
16411QAG6
31736000
PA
USD
29133648
0.1454183951
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Cheniere Energy Partners L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4
16411QAK7
31837000
PA
USD
27817578.75
0.1388493352
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Choice Hotels International Inc.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7
169905AF3
15994000
PA
USD
13993029.85
0.0698451475
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.700000000000
N
N
N
N
N
N
Choice Hotels International Inc.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7
169905AG1
14687000
PA
USD
12587704.99
0.0628305751
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.700000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO
38379RG98
48226084.99
PA
USD
1016065.74
0.0050716151
Long
ABS-MBS
USGA
US
N
2
2057-04-16
Variable
0.271580000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO
38379RJU8
28249280.27
PA
USD
1185486.7
0.0059172670
Long
ABS-MBS
USGA
US
N
2
2056-11-16
Variable
0.832450000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO
38379RNC3
11109417.36
PA
USD
442289.23
0.0022076532
Long
ABS-MBS
USGA
US
N
2
2057-12-16
Variable
0.795800000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO
38379RPH0
32759559.67
PA
USD
964352.99
0.0048134948
Long
ABS-MBS
USGA
US
N
2
2058-07-16
Variable
0.605500000000
N
N
N
N
N
N
Cimpress Public Limited Company
N/A
CIMPRESS NV COMPANY GUAR 144A 06/26 7
17186HAC6
32163000
PA
USD
22444306.29
0.1120290531
Long
DBT
CORP
IE
N
2
2026-06-15
Fixed
7.000000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SUBORDINATED 03/26 4.6
172967KJ9
51712000
PA
USD
50982827.7
0.2544769189
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.600000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 03/51 FIXED VAR
3140XHPY7
102150707.94
PA
USD
98156063.65
0.4899385495
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED VAR
3140XHTL1
2965448.4
PA
USD
2835582.81
0.0141535966
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X5B93
21804227.54
PA
USD
19631813.48
0.0979907085
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X5CA9
17003805.55
PA
USD
15272474.67
0.0762313994
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED VAR
3140XHVH7
10713156.73
PA
USD
10484724.37
0.0523337067
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED VAR
3140XJGE7
65882501.57
PA
USD
64781394.14
0.3233514171
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJJP9
16816681.99
PA
USD
16535621.42
0.0825363006
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/52 FIXED VAR
3140XJL35
46136334.09
PA
USD
46256786.83
0.2308872443
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC JR SUBORDINA 12/49 VAR
172967KM2
27864000
PA
USD
26963992.8
0.1345887256
Long
DBT
CORP
US
N
2
2026-08-15
Variable
6.250000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 10/26 3.2
172967KY6
39653000
PA
USD
37028725.2
0.1848260743
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.200000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO
38379RSQ7
19699636.97
PA
USD
766725.63
0.0038270528
Long
ABS-MBS
USGA
US
N
2
2059-05-16
Variable
0.746120000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO
38379RW58
39854658.5
PA
USD
1238459.6
0.0061816772
Long
ABS-MBS
USGA
US
N
2
2059-01-16
Variable
0.619880000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO
38379RZB2
43544064
PA
USD
1082666.54
0.0054040479
Long
ABS-MBS
USGA
US
N
2
2058-09-16
Variable
0.452320000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO
38379RZH9
37121140.88
PA
USD
1243870.04
0.0062086830
Long
ABS-MBS
USGA
US
N
2
2059-07-16
Variable
0.502700000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO
38379U6A9
80248492.9
PA
USD
2170609.39
0.0108344322
Long
ABS-MBS
USGA
US
N
2
2058-12-16
Variable
0.537420000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO
38379U7Q3
55173103.25
PA
USD
2129781.1
0.0106306409
Long
ABS-MBS
USGA
US
N
2
2057-11-16
Variable
0.693750000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 12/52 FIXED VAR
3140XJUU5
41403186
PA
USD
42398266.03
0.2116277302
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/37 FIXED VAR
3140XJVB6
39704006
PA
USD
39623081.29
0.1977756060
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.500000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 12/99 1
172967MK4
36879000
PA
USD
31084202.73
0.1551544411
Long
DBT
CORP
US
N
2
2025-01-30
Variable
4.700000000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 05/32 VAR
172967MY4
17287000
PA
USD
13825423.12
0.0690085513
Long
DBT
CORP
US
N
2
2032-05-01
Variable
2.561000000000
N
N
N
N
N
N
Citizens Financial Group Inc.
N/A
CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25
174610AT2
38053000
PA
USD
33477379.04
0.1670997992
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.250000000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc.
N/A
CLYDESDALE ACQU HLDNG INC TERM LOAN
18972FAC6
4145610
PA
USD
3996450.95
0.0199479819
Long
LON
CORP
US
N
2
2029-04-13
Floating
8.361
N
N
N
N
N
N
COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A
N/A
COLT FUNDING LLC COLT 2021 2 A1 144A
19685WAA9
18845402.46
PA
USD
15291668.38
0.0763272033
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
0.924000000000
N
N
N
N
N
N
COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A
N/A
COLT 2020 RPL1 TR 01/65 1
19687YAA3
30634420.68
PA
USD
26444103.7
0.1319937386
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
1.389700000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/40 FIXED 4
31416WU34
3734988.42
PA
USD
3612270.89
0.0180303763
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/40 FIXED 4
31416XAJ9
1266454
PA
USD
1224804.76
0.0061135201
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/49 FIXED VAR
3140X5FK4
18607848.26
PA
USD
16695748.57
0.0833355631
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/49 FIXED VAR
3140X5Q48
31471993.22
PA
USD
30349453.31
0.1514869951
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.000000000000
N
N
N
N
N
N
COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A
N/A
COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A
19688FAA3
26081508.65
PA
USD
20754310.95
0.1035935695
Long
ABS-MBS
CORP
US
N
2
2066-09-27
Variable
0.956000000000
N
N
N
N
N
N
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A
N/A
COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A
19688KAA2
20970328.87
PA
USD
16891876.71
0.0843145219
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.110000000000
N
N
N
N
N
N
COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A
N/A
COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A
20049AAB4
14666000
PA
USD
13492011.63
0.0673443531
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
2.896000000000
N
N
N
N
N
N
CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75
N/A
CONNECT FINCO SARL / CONNECT U 10/26 6.75
20752TAA2
22977000
PA
USD
21713265
0.1083801159
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.750000000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A
20753XAA2
22286564.77
PA
USD
22022023.25
0.1099212593
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
5.620800000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A
20753YCH3
9578232.07
PA
USD
9458751.29
0.0472126399
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
5.520800000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MTG 01/60 0.448
38380J2B3
20954746.29
PA
USD
859846.58
0.0042918590
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.474770000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 99 IO
38380J7L6
50589021.31
PA
USD
1922655.99
0.0095967916
Long
ABS-MBS
USGA
US
N
2
2060-06-16
Variable
0.471420000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/41 FIXED 4
31417ACZ0
1053076.5
PA
USD
1017524.53
0.0050788965
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/42 FIXED 4
31417BZ91
2092647.81
PA
USD
2021325.98
0.0100892954
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.000000000000
N
N
N
N
N
N
Consensus Cloud Solutions Inc.
N/A
CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5
20848VAB1
18197000
PA
USD
16513787.87
0.0824273201
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.500000000000
N
N
N
N
N
N
ContiMortgage Home Equity Loan Trust 1995-2
N/A
CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5
21075WBF1
71663.87
PA
USD
53813.14
0.0002686042
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
8.100000000000
N
N
N
N
N
N
Continental Resources Inc.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9
212015AQ4
13606000
PA
USD
10246950.72
0.0511468776
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.900000000000
N
N
N
N
N
N
CoreLogic Inc.
54930086CD8K2UIL0516
CORELOGIC INC TERM LOAN
21870FBA6
32616540
PA
USD
26827104.15
0.1339054563
Long
LON
CORP
US
N
2
2028-06-02
Floating
7.625000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/42 FIXED 3
31417CH57
2009795.67
PA
USD
1826026.99
0.0091144753
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/42 FIXED 3.5
31417CNF8
2235288.63
PA
USD
2098164.4
0.0104728285
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO
38380JAH1
34505008.61
PA
USD
1168688.09
0.0058334180
Long
ABS-MBS
USGA
US
N
2
2059-06-16
Variable
0.434360000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO
38380JFE3
86768269.18
PA
USD
3032229.97
0.0151351460
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.587980000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/50 FIXED VAR
3140X5ZD8
26523304.71
PA
USD
24601497.66
0.1227965103
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/50 FIXED VAR
3140X7QX0
27519360.94
PA
USD
23832669.21
0.1189589614
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO
38380JJ90
13021454.98
PA
USD
450772.82
0.0022499984
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.424900000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO
38380JMW5
57977793.56
PA
USD
1857875.2
0.0092734432
Long
ABS-MBS
USGA
US
N
2
2060-01-16
Variable
0.442330000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/50 FIXED VAR
3140X7S59
30918093.92
PA
USD
26795407.26
0.1337472437
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED VAR
3140X7S67
66960169.01
PA
USD
57989702.66
0.2894512040
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO
38380JQ50
33525873.81
PA
USD
1589267.23
0.0079327069
Long
ABS-MBS
USGA
US
N
2
2060-04-16
Variable
0.610240000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO
38380JUL0
75394905.43
PA
USD
2893309.65
0.0144417357
Long
ABS-MBS
USGA
US
N
2
2060-03-16
Variable
0.528460000000
N
N
N
N
N
N
Coruripe Netherlands B.V.
N/A
CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10
22088DAA8
19985000
PA
USD
16605536.5
0.0828852764
Long
DBT
CORP
NL
N
2
2027-02-10
Fixed
10.000000000000
N
N
N
N
N
N
CoStar Group Inc.
N/A
COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8
22160NAA7
29716000
PA
USD
24436274.78
0.1219718128
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.800000000000
N
N
N
N
N
N
DAE Funding LLC
N/A
DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625
23371DAF1
24111000
PA
USD
22368498.03
0.1116506619
Long
DBT
CORP
AE
N
2
2025-03-20
Fixed
2.625000000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 08/25 3.5
233851CB8
10505000
PA
USD
10081166.64
0.0503193789
Long
DBT
CORP
US
N
2
2025-08-03
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO
38380JWY0
94787764.4
PA
USD
3279817.79
0.0163709618
Long
ABS-MBS
USGA
US
N
2
2060-05-16
Variable
0.439000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO
38380MFV8
38475033.71
PA
USD
1603858.71
0.0080055391
Long
ABS-MBS
USGA
US
N
2
2060-04-16
Variable
0.710100000000
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC MBS 15YR TBA
N/A
FANNIE MAE OR FREDDIE MAC MBS 15YR TBA
01F0424C4
141632000
PA
USD
141217018.24
0.7048740394
Long
ABS-MBS
USGSE
US
N
2
N/A
Fixed
4.500000000000
N
N
N
N
N
N
Standard Industries Inc.
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375
853496AH0
8626000
PA
USD
6613033.19
0.0330084538
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.375000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A
N/A
STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A
85573TAA2
24213278.41
PA
USD
20185508.51
0.1007544353
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.447000000000
N
N
N
N
N
N
TTF Holdings LLC
N/A
TTF HOLDINGS LLC
N/A
4270509.82
PA
USD
4206452.17
0.0209961871
Long
LON
CORP
US
N
2
2028-03-31
Floating
8.12
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/50 FIXED VAR
3140X7TK5
20364636.53
PA
USD
16930448.09
0.0845070480
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCB72
5642317.33
PA
USD
4863509.96
0.0242758412
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
DATABANK ISSUER COLO 2021 1A A2 144A
N/A
DATABANK ISSUER COLO 2021 1A A2 144A
23802WAA9
16189140
PA
USD
13962492.16
0.0696927210
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.060000000000
N
N
N
N
N
N
DATABANK ISSUER COLO 2021 1A C 144A
N/A
DATABANK ISSUER COLO 2021 1A C 144A
23802WAE1
3400000
PA
USD
2838761.32
0.0141694619
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
4.430000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO
38380MUV1
80264868.29
PA
USD
4149958.56
0.0207142035
Long
ABS-MBS
USGA
US
N
2
2061-05-16
Variable
0.769140000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO
38380NPW3
64504033.15
PA
USD
3645245.47
0.0181949664
Long
ABS-MBS
USGA
US
N
2
2061-07-16
Variable
0.801750000000
N
N
N
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DAVITA INC SR UNSECURED 144A 06/30 4.625
23918KAS7
25304000
PA
USD
20483081.92
0.1022397504
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.625000000000
N
N
N
N
N
N
DaVita Inc.
M2XHYMU3TZNEZURC6H66
DAVITA INC COMPANY GUAR 144A 02/31 3.75
23918KAT5
25782000
PA
USD
18949770
0.0945863402
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFY39
36217750.6
PA
USD
33259629.6
0.1660129194
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/52 FIXED VAR
3140XFYM7
41792227.82
PA
USD
37269205.46
0.1860264133
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XCL97
44805080.52
PA
USD
38620648.7
0.1927720398
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/51 FIXED VAR
3140XD2N5
46798823.14
PA
USD
40171010.01
0.2005105507
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8
N/A
DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8
24229JAA1
7968000
PA
USD
6869770.56
0.0342899389
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.000000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45
N/A
DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45
24703DBG5
24720000
PA
USD
15935067.46
0.0795386810
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.450000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/25 5.85
N/A
DELL INTERNATIONAL LLC / EMC C SR SECURED 07/25 5.85
24703TAC0
12962000
PA
USD
13165690.57
0.0657155463
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.850000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9
N/A
DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9
24703TAE6
41282000
PA
USD
40827718.01
0.2037884589
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.900000000000
N
N
N
N
N
N
SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A
N/A
SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A
86709LAA4
8713389.07
PA
USD
6928135.89
0.0345812650
Long
ABS-O
CORP
KY
N
2
2045-02-15
Fixed
3.671000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4
86765BAV1
17042000
PA
USD
14696636.84
0.0733571485
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.400000000000
N
N
N
N
N
N
Sunoco LP and Sunoco Finance Corp.
N/A
SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 05/29 4.5
86765LAT4
7321000
PA
USD
6339160.19
0.0316414375
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.500000000000
N
N
N
N
N
N
Sunoco LP and Sunoco Finance Corp.
N/A
SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5
86765LAZ0
17216000
PA
USD
14936773.76
0.0745557737
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.500000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3
N/A
DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3
24703TAG1
20296000
PA
USD
20076349.79
0.1002095778
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.300000000000
N
N
N
N
N
N
Delta Air Lines Inc.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 04/28 4.375
247361ZN1
26290000
PA
USD
24024985.05
0.1199188913
Long
DBT
CORP
US
N
2
2028-04-19
Fixed
4.375000000000
N
N
N
N
N
N
Delta Air Lines Inc.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 10/24 2.9
247361ZU5
38340000
PA
USD
36346320
0.1814199005
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.900000000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR
251526CP2
22438000
PA
USD
18742516.82
0.0935518516
Long
DBT
CORP
US
N
2
2027-11-16
Variable
2.311000000000
N
N
N
N
N
N
Switch Ltd.
N/A
SWITCH LTD COMPANY GUAR 144A 09/28 3.75
87105NAA8
5023000
PA
USD
5063700.01
0.0252750747
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.750000000000
N
N
N
N
N
N
TIF FUNDING II LLC TIF 2021 1A A 144A
N/A
TIF FUNDING II LLC TIF 2021 1A A 144A
872480AE8
18779795.96
PA
USD
15174375.61
0.0757417453
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.650000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/51 FIXED VAR
3140XGHK8
113124185.74
PA
USD
108285038.51
0.5404965595
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/52 FIXED VAR
3140XGKT5
34429635.03
PA
USD
31725152.77
0.1583536946
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY 01/33 1
25160PAG2
29929000
PA
USD
21365443.96
0.1066439936
Long
DBT
CORP
US
N
2
2033-01-07
Variable
3.742000000000
N
N
N
N
N
N
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
N/A
DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A
25265LAE0
6825000
PA
USD
5292897.38
0.0264190960
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.475000000000
N
N
N
N
N
N
Diamondback Energy Inc.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC COMPANY GUAR 03/31 3.125
25278XAR0
17121000
PA
USD
14407984.08
0.0719163601
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.125000000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1
254709AM0
8970000
PA
USD
8428061.57
0.0420680303
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.100000000000
N
N
N
N
N
N
Dollar Tree Inc.
549300PMSTQITB1WHR43
DOLLAR TREE INC SR UNSECURED 05/28 4.2
256746AH1
47942000
PA
USD
45788593.02
0.2285502904
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.200000000000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC SR UNSECURED 04/30 3.375
25746UDG1
14886000
PA
USD
13186857.48
0.0658211993
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.375000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC SR SECURED 04/30 3.875
87264ABF1
39657000
PA
USD
36422383.54
0.1817995659
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 02/31 2.875
87264ABT1
3484000
PA
USD
2910880.26
0.0145294381
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO
38380P2F0
152667556.26
PA
USD
9800264.77
0.0489172785
Long
ABS-MBS
USGA
US
N
2
2062-06-16
Variable
0.884810000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO
38380P4X9
258986454.46
PA
USD
15127968.58
0.0755101082
Long
ABS-MBS
USGA
US
N
2
2062-09-16
Variable
0.794080000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A
25755TAH3
35311080
PA
USD
32379236.34
0.1616185032
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.118000000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A
25755TAN0
24332455.01
PA
USD
20352687.33
0.1015888957
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.662000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/52 FIXED VAR
3140XGKU2
23071188.72
PA
USD
21258923.77
0.1061123061
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XGNB1
26189561.58
PA
USD
24422884.47
0.1219049761
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/49 FIXED VAR
3140XGX87
16183262.35
PA
USD
15600982.1
0.0778711193
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 10/51 FIXED VAR
3140XGYW3
22895156.51
PA
USD
19727790.19
0.0984697690
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.500000000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A
26209XAC5
21270142.5
PA
USD
17576901.31
0.0877337702
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.237000000000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 10/25 5.678
26884LAP4
5369000
PA
USD
5354288.94
0.0267255273
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.678000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/52 FIXED VAR
3140XGZB8
10607838.15
PA
USD
10105997.24
0.0504433190
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/51 FIXED VAR
3140XHFS1
55558435.76
PA
USD
53559421.02
0.2673377891
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Expedia Group Inc.
CI7MUJI4USF3V0NJ1H64
EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95
30212PBH7
19051000
PA
USD
15487792.6
0.0773061425
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.950000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/31 FIXED 7
31386XBH8
103.4
PA
USD
109.76
0.0000005479
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/52 FIXED VAR
3140XHMR5
97812369.79
PA
USD
95757322.12
0.4779654130
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/31 FIXED 7.5
31387QYP9
34.39
PA
USD
34.78
0.0000001736
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/31 FIXED 7
31387XQ24
84.16
PA
USD
89.4
0.0000004462
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/31 FIXED 7
31387XXY6
1280.28
PA
USD
1359.54
0.0000067860
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/32 FIXED 7
31389GSH4
50.13
PA
USD
53.28
0.0000002659
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/41 FIXED 4
3138A4GE9
2487814.7
PA
USD
2405477.24
0.0120067573
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/41 FIXED 4
3138ALM38
1448491.45
PA
USD
1400245.24
0.0069892179
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/41 FIXED 4
3138ARZ23
3251417.4
PA
USD
3141657.68
0.0156813461
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/42 FIXED 4
3138E2LN3
1563136.13
PA
USD
1510770.6
0.0075408969
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/43 FIXED VAR
3138ELB44
9436216.98
PA
USD
8905095.73
0.0444491101
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/43 FIXED VAR
3138ELJT1
2942291.16
PA
USD
2776683.13
0.0138596033
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 06/49 FIXED VAR
3140XDXC5
54614250.37
PA
USD
51062390.75
0.2548740519
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/51 FIXED VAR
3140XDYY6
49084145.55
PA
USD
42447124.82
0.2118716052
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T MOBILE USA INC 04/29 3.375
87264ABV6
29308000
PA
USD
25895695.94
0.1292564029
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375000000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
TACO BELL FUNDING LLC BELL 2021 1A A2I 144A
87342RAG9
44848980
PA
USD
37843972.96
0.1888953217
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.946000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/50 FIXED VAR
3140XECP7
24873960.68
PA
USD
23854615.82
0.1190685062
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/52 FIXED VAR
3140XFGC9
54404433.32
PA
USD
46767492.6
0.2334363934
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATL MTG ASSN 09/62 1
38380PT20
183459723.53
PA
USD
11565557.81
0.0577286049
Long
ABS-MBS
USGA
US
N
2
2062-09-16
Variable
0.799640000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO
38380PTT1
31544972.96
PA
USD
2100816.34
0.0104860655
Long
ABS-MBS
USGA
US
N
2
2062-02-16
Variable
0.876940000000
N
N
N
N
N
N
Take-Two Interactive Software Inc.
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55
874054AF6
13692000
PA
USD
13203195.05
0.0659027470
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.550000000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4
87612BBU5
24529000
PA
USD
21035787.34
0.1049985376
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFWE7
17819278.67
PA
USD
15854565.99
0.0791368640
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 02/52 FIXED VAR
3140XFWF4
38893010.66
PA
USD
34556140.5
0.1724843552
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 01/49 FIXED VAR
3140XFX97
5055949.66
PA
USD
4840854.9
0.0241627602
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.000000000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95
87612GAB7
29927000
PA
USD
24325517.02
0.1214189738
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.950000000000
N
N
N
N
N
N
Teachers Insurance and Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27
878091BF3
27751000
PA
USD
23380281.05
0.1167009002
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.270000000000
N
N
N
N
N
N
Telephone and Data Systems Inc.
N/A
TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625
879433787
468200
NS
USD
8802160
0.0439353143
Long
EP
CORP
US
N
1
N
N
N
TransDigm Inc.
88Q84GB3X55CF5OC7582
TRANSDIGM INC COMPANY GUAR 11/27 5.5
893647BL0
28478000
PA
USD
26840515
0.1339723956
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO
38380PV76
42902932.06
PA
USD
2574613.53
0.0128509882
Long
ABS-MBS
USGA
US
N
2
2062-05-16
Variable
0.760390000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO
38380PWY6
190915216.77
PA
USD
11676183.74
0.0582807858
Long
ABS-MBS
USGA
US
N
2
2062-06-16
Variable
0.846750000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A 05/62 0.89522
38380PXL3
76500481.25
PA
USD
4626703.21
0.0230938383
Long
ABS-MBS
USGA
US
N
2
2062-05-16
Variable
0.781820000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO
38380PY57
77059101.87
PA
USD
3996400.61
0.0199477306
Long
ABS-MBS
USGA
US
N
2
2062-08-16
Variable
0.601340000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE 12/62 1
38380RBL3
125690189.92
PA
USD
9030965.84
0.0450773813
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Variable
0.960490000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO
38380RE71
57829212.37
PA
USD
3811905.06
0.0190268351
Long
ABS-MBS
USGA
US
N
2
2063-02-16
Variable
0.824050000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO
38380RGN4
169065230.3
PA
USD
11018217.75
0.0549965985
Long
ABS-MBS
USGA
US
N
2
2062-11-16
Variable
0.832650000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATL MTG ASSN 10/63 0.79718
38381ERF7
62127110.31
PA
USD
4114361.67
0.0205365243
Long
ABS-MBS
USGA
US
N
2
2063-10-16
Variable
0.782730000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO
38381EVR6
141445903.73
PA
USD
9668930.8
0.0482617350
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Variable
0.801660000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO
38381EW61
171250913.5
PA
USD
10905446.55
0.0544337096
Long
ABS-MBS
USGA
US
N
2
2063-09-16
Variable
0.755830000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO
38381HPE5
22500289.85
PA
USD
1549498.21
0.0077342028
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Variable
0.823720000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO
38383Y3A8
69517461.75
PA
USD
5270577.59
0.0263076884
Long
ABS-MBS
USGA
US
N
2
2064-07-16
Variable
0.714680000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC SR SECURED 04/25 5.25
404119BQ1
21962000
PA
USD
21916906.08
0.1093965750
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.250000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC SR SECURED 06/26 5.25
404119BT5
17933000
PA
USD
17790713.3
0.0888009965
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.250000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC SR SECURED 06/29 4.125
404119BX6
20511000
PA
USD
18744170.97
0.0935601082
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR
404280AT6
7004000
PA
USD
6671310
0.0332993380
Long
DBT
CORP
GB
N
2
2025-03-30
Variable
6.375000000000
N
N
N
N
N
N
Hillenbrand Inc.
U246OE781574J2BUD366
HILLENBRAND INC COMPANY GUAR 03/31 3.75
431571AE8
7543000
PA
USD
6128687.5
0.0305908790
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.750000000000
N
N
N
N
N
N
Lithia Motors Inc.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC SR UNSECURED 144A 12/27 4.625
536797AE3
3675000
PA
USD
3399375
0.0169677226
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625000000000
N
N
N
N
N
N
ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A
N/A
ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A
00090TAA5
9084000
PA
USD
8228441.63
0.0410716425
Long
ABS-O
CORP
US
N
2
2030-12-20
Fixed
3.199000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/25 3
00973RAE3
13687000
PA
USD
12950201.83
0.0646399505
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.000000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/30 3.75
00973RAF0
15636000
PA
USD
13857184.38
0.0691670852
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.750000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA 01/31 4
00973RAJ2
35151000
PA
USD
31218983.13
0.1558271873
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.000000000000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
N/A
BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875
10554TAE5
24630000
PA
USD
19271127.75
0.0961903730
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.875000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A
N/A
BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A
10569TAA6
10363076.5
PA
USD
8604383.66
0.0429481287
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
0.941000000000
N
N
N
N
N
N
BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625
N/A
BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625
11042AAA2
7848959.68
PA
USD
7614206.71
0.0380057355
Long
DBT
CORP
GB
N
2
2024-06-20
Fixed
4.625000000000
N
N
N
N
N
N
BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375
N/A
BRITISH AIRWAYS 2020-1 CLASS B SECURED 144A 11/28 8.375
11042WAA4
5046544.92
PA
USD
4933531.08
0.0246253463
Long
DBT
CORP
GB
N
2
2028-11-15
Fixed
8.375000000000
N
N
N
N
N
N
BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125
N/A
BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125
11043HAA6
7071263.08
PA
USD
5913056.66
0.0295145740
Long
DBT
CORP
GB
N
2
2031-09-20
Fixed
4.125000000000
N
N
N
N
N
N
BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25
N/A
BRITISH AIRWAYS 2020-1 CLASS A SR SECURED 144A 05/34 4.25
11044MAA4
6922920.1
PA
USD
6197553.15
0.0309346166
Long
DBT
CORP
GB
N
2
2032-11-15
Fixed
4.250000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC COMPANY GUAR 04/29 4.75
11135FBA8
85684000
PA
USD
82061986.52
0.4096061838
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.750000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC SR UNSECURED 144A 04/33 3.419
11135FBK6
35997000
PA
USD
29248648.53
0.1459924115
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.419000000000
N
N
N
N
N
N
Broadcom Inc.
N/A
BROADCOM INC SR UNSECURED 144A 05/37 4.926
11135FBV2
15585000
PA
USD
13675724.51
0.0682613420
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.926000000000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5
N/A
BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5
11283YAG5
9654000
PA
USD
7586499.36
0.0378674363
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.000000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A
N/A
CF HIPPOLYTA LLC SORT 2020 1 A1 144A
12530MAA3
33214635.57
PA
USD
29398944.88
0.1467426043
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.690000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A
N/A
CF HIPPOLYTA LLC SORT 2021 1A A1 144A
12530MAE5
31945875
PA
USD
27553345.94
0.1375304372
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.530000000000
N
N
N
N
N
N
CGI Inc.
549300WSRCZY73ZG3090
CGI INC SR UNSECURED 09/26 1.45
12532HAC8
24919000
PA
USD
21955266.96
0.1095880504
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.450000000000
N
N
N
N
N
N
CLI Funding VI LLC
N/A
CLI FUNDING VI LLC CLIF 2020 1A A 144A
12563LAN7
38052734.35
PA
USD
32585743.67
0.1626492689
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.080000000000
N
N
N
N
N
N
CLI FUNDING VIII LLC CLIF 2021 1A A 144A
N/A
CLI FUNDING VIII LLC CLIF 2021 1A A 144A
12565KAA5
28910421.8
PA
USD
24363540.99
0.1216087676
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.640000000000
N
N
N
N
N
N
CNA Financial Corporation
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP SR UNSECURED 08/30 2.05
126117AW0
10645000
PA
USD
8371447.5
0.0417854455
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.050000000000
N
N
N
N
N
N
TriNet Group Inc.
N/A
TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5
896288AA5
7774000
PA
USD
6462137.5
0.0322552694
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.500000000000
N
N
N
N
N
N
CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A
N/A
CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A
12660LAA7
11976077.17
PA
USD
9738654.94
0.0486097577
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
1.015000000000
N
N
N
N
N
N
CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A
N/A
CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A
12662EAA1
13397872.48
PA
USD
11219048.83
0.0559990316
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.179000000000
N
N
N
N
N
N
CandW Senior Financing Designated Activity Company
N/A
CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875
12674TAA4
18344000
PA
USD
16338725.64
0.0815535102
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.875000000000
N
N
N
N
N
N
EXTENET LLC 2019-1 EXTNT 2019 1A C 144A
N/A
EXTENET LLC 2019-1 EXTNT 2019 1A C 144A
30227XAC5
7100000
PA
USD
6611410.66
0.0330003550
Long
ABS-O
CORP
US
N
2
2049-07-26
Fixed
5.219000000000
N
N
N
N
N
N
FS Luxembourg S.a r.l.
N/A
FS LUXEMBOURG SARL SR SECURED 144A 12/25 10
30315XAB0
18744000
PA
USD
18907635.12
0.0943760271
Long
DBT
CORP
LU
N
2
2025-12-15
Fixed
10.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/37 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/37 FIXED 4.5
3132CW2K9
21000099
PA
USD
20944171.54
0.1045412442
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/45 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 12/45 FIXED 3
31335AMG0
11877822.13
PA
USD
10836276.1
0.0540884505
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 05/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 05/46 FIXED 3
31335AUC0
2030088.42
PA
USD
1847632.6
0.0092223180
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 10/46 FIXED 3
31335AYT9
6510761.29
PA
USD
5917462.96
0.0295365677
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 10/46 FIXED 3.5
31335AZ84
13760328.19
PA
USD
12894548.98
0.0643621636
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 09/47 FIXED 3.5
31335B2H8
20523554.37
PA
USD
19283552
0.0962523877
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 12/46 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 12/46 FIXED 3
31335BC20
36606798.03
PA
USD
33270974.27
0.1660695455
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 04/47 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 04/47 FIXED 3
31335BD45
24317090.18
PA
USD
22078378.61
0.1102025528
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD POOL FG 08/48 FIXED 4
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC FG 08/48 FIXED 4
31335BXJ0
8460757.54
PA
USD
8179737.71
0.0408285406
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 01/50 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 01/50 FIXED 3
3133A1CC4
13121725.06
PA
USD
11806171.09
0.0589296078
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/50 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/50 FIXED 2.5
3133AAU34
28686640.74
PA
USD
24816678.08
0.1238705670
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 09/49 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 09/49 FIXED 3
3133KGP44
12795909.78
PA
USD
11493027.69
0.0573665763
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/49 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/49 FIXED 3
3133KHB54
14799284.96
PA
USD
13278544.48
0.0662788480
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 06/51 FIXED 3
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 06/51 FIXED 3
3133KL2B2
80618932.66
PA
USD
72221350.22
0.3604873938
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 12/51 FIXED 2.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/51 FIXED 2.5
3133KNED1
16136388.22
PA
USD
13830925.96
0.0690360183
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/52 FIXED 2
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/52 FIXED 2
3133KNW41
67513411.36
PA
USD
55832922.81
0.2786858009
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 03/52 FIXED 3.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 03/52 FIXED 3.5
3133KNWL3
27799098.76
PA
USD
25658887.85
0.1280743932
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.500000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO
38380RQC7
216444102.36
PA
USD
14410805.05
0.0719304408
Long
ABS-MBS
USGA
US
N
2
2062-09-16
Variable
0.866710000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO
38381D2H2
121929967.57
PA
USD
7918802.71
0.0395261033
Long
ABS-MBS
USGA
US
N
2
2064-03-16
Variable
0.796660000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO
38381D8R4
92020951.22
PA
USD
6112040.78
0.0305077881
Long
ABS-MBS
USGA
US
N
2
2063-01-16
Variable
0.871510000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO
38381DND8
99700248.4
PA
USD
7036444.73
0.0351218804
Long
ABS-MBS
USGA
US
N
2
2063-11-16
Variable
0.871530000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO
38381E3Q9
235263303.79
PA
USD
13418360.16
0.0669767274
Long
ABS-MBS
USGA
US
N
2
2064-06-16
Variable
0.712300000000
N
N
N
N
N
N
2022-12-30
John Hancock Sovereign Bond Fund
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer