0001145549-20-021640.txt : 20200424
0001145549-20-021640.hdr.sgml : 20200424
20200424131332
ACCESSION NUMBER: 0001145549-20-021640
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200424
PERIOD START: 20200831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 20814085
BUSINESS ADDRESS:
STREET 1: 225 FRANKLIN STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 225 FRANKLIN STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000012068
Columbia Balanced Fund
C000032838
Columbia Balanced Fund Class A
CBLAX
C000032840
Columbia Balanced Fund Class C
CBLCX
C000032842
Columbia Balanced Fund Institutional Class
CBALX
C000094665
Columbia Balanced Fund Class R
CBLRX
C000094667
Columbia Balanced Fund Institutional 2 Class
CLREX
C000122659
Columbia Balanced Fund Advisor Class
CBDRX
C000122660
Columbia Balanced Fund Institutional 3 Class
CBDYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
XXXXXXXX
S000012068
C000122659
C000032838
C000032840
C000094665
C000032842
C000094667
C000122660
Columbia Funds Series Trust I
811-04367
0000773757
549300W5GIE6ZOZOTD82
225 Franklin St.
Boston
02110
800-345-6611
Columbia Balanced Fund
S000012068
N2K8SLWGNITEXR87GJ92
2020-08-31
2020-02-29
N
7252784101.670000000000
472651891.190000000000
6780132210.480000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
433365666.790000000000
54725.000000000000
0.000000000000
0.000000000000
USD
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR
3128PEK64
2075.580000000000
PA
USD
2105.740000000000
0.0000310575
Long
ABS-MBS
USGA
US
N
2
2021-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 10/1 HYBRID ARM
3128QSZL3
1756.210000000000
PA
USD
1834.820000000000
0.0000270617
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Variable
3.730000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 12M LIBOR ARM
3128S4EM5
9138.980000000000
PA
USD
9626.980000000000
0.0001419881
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Variable
4.213000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31292K4R5
25793.970000000000
PA
USD
28431.390000000000
0.0004193339
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31292KYV3
20971.710000000000
PA
USD
24277.250000000000
0.0003580646
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
312936RY5
63404.250000000000
PA
USD
69781.640000000000
0.0010292077
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
312938RK1
101113.230000000000
PA
USD
111430.860000000000
0.0016434910
Long
ABS-MBS
USGA
US
N
2
2040-01-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
312940ZW2
206495.890000000000
PA
USD
227355.140000000000
0.0033532553
Long
ABS-MBS
USGA
US
N
2
2040-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
312941M53
157060.820000000000
PA
USD
172963.020000000000
0.0025510272
Long
ABS-MBS
USGA
US
N
2
2040-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
312942BB0
544529.550000000000
PA
USD
600084.450000000000
0.0088506305
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31298WFA8
92990.190000000000
PA
USD
104427.420000000000
0.0015401974
Long
ABS-MBS
USGA
US
N
2
2031-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS MIRROR
3131XNTU7
1097477.540000000000
PA
USD
1148300.540000000000
0.0169362559
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS 30YR MIRROR
3132AEE44
33102154.960000000000
PA
USD
34129924.240000000000
0.5033813970
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS 30YR MIRROR
3132AEEY8
30310747.240000000000
PA
USD
31459718.850000000000
0.4639986046
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS 15YR SUPER
3132D53H3
12473620.800000000000
PA
USD
12926208.170000000000
0.1906483202
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS 15YR SUPER
3132D53P5
25961453.850000000000
PA
USD
26906795.540000000000
0.3968476529
Long
ABS-MBS
USGA
US
N
2
2034-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FHLMC GOLD 30YR
3132GDCP5
683747.370000000000
PA
USD
753126.650000000000
0.0111078461
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3132GEVY3
147940.560000000000
PA
USD
163125.160000000000
0.0024059289
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FHLMC GOLD 30YR
3132JMSX8
3202539.240000000000
PA
USD
3407616.910000000000
0.0502588564
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FHLMC GOLD 30YR
3132JNRJ8
293289.720000000000
PA
USD
311462.880000000000
0.0045937582
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FHLMC GOLD 30YR
3132QRMC1
2490500.790000000000
PA
USD
2693789.610000000000
0.0397306354
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FHLMC_1614
N/A
FHLMC_1614
3133T15B4
4894.770000000000
PA
USD
5205.430000000000
0.0000767748
Long
ABS-CBDO
USGA
US
N
2
2023-11-15
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31385HNZ1
119103.460000000000
PA
USD
139655.180000000000
0.0020597707
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
7.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31385JMS4
13137.910000000000
PA
USD
15305.810000000000
0.0002257450
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138A8KG0
4030.840000000000
PA
USD
4223.730000000000
0.0000622957
Long
ABS-MBS
USGA
US
N
2
2026-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138A8LN4
203331.940000000000
PA
USD
224317.040000000000
0.0033084464
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138AKT74
627279.270000000000
PA
USD
657265.480000000000
0.0096939921
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138AKXR5
5130.980000000000
PA
USD
5660.570000000000
0.0000834876
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138AP3B2
419153.200000000000
PA
USD
439181.400000000000
0.0064774755
Long
ABS-MBS
USGA
US
N
2
2026-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138E1A23
2264970.770000000000
PA
USD
2457351.290000000000
0.0362434126
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138E43G4
187518.630000000000
PA
USD
196562.500000000000
0.0028990954
Long
ABS-MBS
USGA
US
N
2
2027-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EH4B5
20549.660000000000
PA
USD
21535.440000000000
0.0003176257
Long
ABS-MBS
USGA
US
N
2
2027-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138EHPD8
134807.700000000000
PA
USD
148705.110000000000
0.0021932479
Long
ABS-MBS
USGA
US
N
2
2041-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138ELKJ1
100754.110000000000
PA
USD
111141.330000000000
0.0016392207
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138ELXS7
739359.280000000000
PA
USD
814206.990000000000
0.0120087185
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT35
408470.060000000000
PA
USD
430257.950000000000
0.0063458637
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT43
408470.060000000000
PA
USD
430257.950000000000
0.0063458637
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT50
408470.060000000000
PA
USD
430257.950000000000
0.0063458637
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT76
408470.510000000000
PA
USD
430258.430000000000
0.0063458708
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138EMZD6
167030.110000000000
PA
USD
183893.390000000000
0.0027122390
Long
ABS-MBS
USGA
US
N
2
2044-03-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EQ6Q0
1735825.480000000000
PA
USD
1825343.890000000000
0.0269219513
Long
ABS-MBS
USGA
US
N
2
2030-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_06-M2
N/A
FNMA_06-M2
31396PGT2
745890.680000000000
PA
USD
860684.230000000000
0.0126942101
Long
ABS-MBS
USGA
US
N
2
2032-10-25
Fixed
5.271000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31403CXG1
3813.300000000000
PA
USD
4032.750000000000
0.0000594789
Long
ABS-MBS
USGA
US
N
2
2020-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31403MUJ6
136151.750000000000
PA
USD
151893.590000000000
0.0022402748
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31406AWB4
36608.030000000000
PA
USD
41078.970000000000
0.0006058727
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140E6C75
1556203.310000000000
PA
USD
1646058.040000000000
0.0242776688
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140E9AM8
917082.910000000000
PA
USD
970065.460000000000
0.0143074712
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140E9HJ8
1246330.880000000000
PA
USD
1318338.100000000000
0.0194441356
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3140E9JT4
1676944.400000000000
PA
USD
1739733.340000000000
0.0256592834
Long
ABS-MBS
USGA
US
N
2
2031-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3140EUJE0
949202.630000000000
PA
USD
985039.410000000000
0.0145283216
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140EUKY4
1724953.950000000000
PA
USD
1824491.020000000000
0.0269093723
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3140F7P45
2271399.360000000000
PA
USD
2383569.490000000000
0.0351552067
Long
ABS-MBS
USGA
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3140J5LV9
1386868.040000000000
PA
USD
1458609.000000000000
0.0215129876
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140X5LN1
13747309.200000000000
PA
USD
14169334.270000000000
0.2089831559
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31410F3D5
7209.160000000000
PA
USD
8574.220000000000
0.0001264610
Long
ABS-MBS
USGA
US
N
2
2037-03-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31410LDP4
22188.860000000000
PA
USD
24478.440000000000
0.0003610319
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31412RLV7
243373.050000000000
PA
USD
255013.610000000000
0.0037611893
Long
ABS-MBS
USGA
US
N
2
2025-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31412WZH2
31344.340000000000
PA
USD
36090.160000000000
0.0005322929
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
5.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31413HCQ9
64381.140000000000
PA
USD
74118.910000000000
0.0010931779
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
5.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31414PKT5
28309.340000000000
PA
USD
31585.900000000000
0.0004658596
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31416WFY3
97068.060000000000
PA
USD
107086.850000000000
0.0015794213
Long
ABS-MBS
USGA
US
N
2
2040-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31416WL67
9990.620000000000
PA
USD
11022.060000000000
0.0001625641
Long
ABS-MBS
USGA
US
N
2
2040-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31416XH78
229279.840000000000
PA
USD
240291.310000000000
0.0035440505
Long
ABS-MBS
USGA
US
N
2
2026-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31416YRP5
175024.180000000000
PA
USD
193089.190000000000
0.0028478676
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31417ACL1
247462.650000000000
PA
USD
259320.150000000000
0.0038247064
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31417CC45
906295.690000000000
PA
USD
942473.780000000000
0.0139005222
Long
ABS-MBS
USGA
US
N
2
2027-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418BD86
480344.240000000000
PA
USD
524422.860000000000
0.0077346996
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418BDN3
273806.970000000000
PA
USD
298931.880000000000
0.0044089388
Long
ABS-MBS
USGA
US
N
2
2044-05-01
Fixed
4.500000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
705775.000000000000
NS
USD
31781048.250000000000
0.4687378839
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418BVG8
878662.670000000000
PA
USD
934228.510000000000
0.0137789129
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
31418CUG7
8779417.480000000000
PA
USD
9055200.400000000000
0.1335549237
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
2.500000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I MSCI_11
N/A
MSC_11-C1
617458AG9
260410.210000000000
PA
USD
265069.700000000000
0.0039095064
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
5.033000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEF9
5000000.000000000000
PA
USD
5476827.550000000000
0.0807775922
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.625000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAJ1
7392500.000000000000
PA
USD
7435492.560000000000
0.1096658934
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.177100000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAS7
168000.000000000000
PA
USD
171779.150000000000
0.0025335664
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
6.375000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418DAQ5
4597399.280000000000
PA
USD
4775604.640000000000
0.0704352731
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
31418DFQ0
19262443.610000000000
PA
USD
19853776.360000000000
0.2928228498
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418VXR8
186234.230000000000
PA
USD
205463.600000000000
0.0030303775
Long
ABS-MBS
USGA
US
N
2
2040-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31418XML9
1108595.890000000000
PA
USD
1204052.020000000000
0.0177585331
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31419BCW3
11795.040000000000
PA
USD
13005.060000000000
0.0001918113
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31419JLS5
233222.530000000000
PA
USD
257303.310000000000
0.0037949601
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.500000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAU2
53000.000000000000
PA
USD
55922.810000000000
0.0008248041
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.750000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAV0
131000.000000000000
PA
USD
142275.290000000000
0.0020984147
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.125000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2
N/A
EFMT_19-2
31573TAC2
3308108.710000000000
PA
USD
3353894.590000000000
0.0494665072
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.046000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SE
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
593270.000000000000
NS
USD
82891684.400000000000
1.2225673752
Long
EC
CORP
US
N
1
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AL4
3895000.000000000000
PA
USD
3897438.660000000000
0.0574832251
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
3.545100000000
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
N/A
FINANCIAL & RISK US HOLDINGS INC
31740LAC7
232000.000000000000
PA
USD
256142.810000000000
0.0037778439
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.250000000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
502118.000000000000
NS
USD
54911624.480000000000
0.8098901729
Long
EC
CORP
US
N
1
N
N
N
BX TRUST BX_18-IND
N/A
BX_18-IND
056059AJ7
6667500.020000000000
PA
USD
6656916.030000000000
0.0981826876
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Variable
2.758500000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC
05605HAA8
44000.000000000000
PA
USD
46240.980000000000
0.0006820071
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.375000000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRUST
33829TAA4
5725000.000000000000
PA
USD
6309728.030000000000
0.0930620205
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419000000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAC9
111000.000000000000
PA
USD
112782.300000000000
0.0016634233
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.875000000000
N
N
N
N
N
N
BANFF MERGER SUB INC
N/A
BANFF MERGER SUB INC
05988LAA6
38000.000000000000
PA
USD
38203.750000000000
0.0005634662
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.750000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHD4
11009000.000000000000
PA
USD
11884180.600000000000
0.1752794817
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.419000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
292000.000000000000
PA
USD
304414.030000000000
0.0044897949
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CH3
111000.000000000000
PA
USD
115654.800000000000
0.0017057897
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.250000000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AG4
6860000.000000000000
PA
USD
8228337.860000000000
0.1213595488
Long
DBT
CORP
BM
N
2
2038-05-15
Fixed
5.150000000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_18-4A
N/A
BABSN_18-4A
06760XAE4
22000000.000000000000
PA
USD
22012056.000000000000
0.3246552621
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
3.531300000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AH0
98000.000000000000
PA
USD
96849.740000000000
0.0014284344
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.000000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AJ6
97000.000000000000
PA
USD
96022.440000000000
0.0014162326
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.250000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A45
4475000.000000000000
PA
USD
4417301.770000000000
0.0651506731
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.271000000000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST FFIN_19-1A
N/A
FFIN_19-1A
35041JAA3
4852357.020000000000
PA
USD
4998619.680000000000
0.0737245163
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Fixed
3.860000000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD
629571AA8
67000.000000000000
PA
USD
61121.750000000000
0.0009014832
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.250000000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD
629571AB6
52000.000000000000
PA
USD
49588.750000000000
0.0007313832
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.500000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBC8
319000.000000000000
PA
USD
309727.500000000000
0.0045681631
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCD5
177000.000000000000
PA
USD
177842.080000000000
0.0026229884
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.250000000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC
62957HAF2
191000.000000000000
PA
USD
136904.790000000000
0.0020192053
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.750000000000
N
N
N
N
N
N
NAVIENT CORP
N/A
NAVIENT CORP
63938CAF5
180000.000000000000
PA
USD
185834.100000000000
0.0027408625
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.500000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
64072TAA3
208000.000000000000
PA
USD
228221.340000000000
0.0033660308
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.875000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
64072TAC9
398000.000000000000
PA
USD
417164.460000000000
0.0061527482
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.625000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAS5
225000.000000000000
PA
USD
237254.560000000000
0.0034992616
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAT3
129000.000000000000
PA
USD
145216.650000000000
0.0021417967
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAV8
156000.000000000000
PA
USD
163545.370000000000
0.0024121266
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
N/A
NETFLIX INC
64110LAX4
218000.000000000000
PA
USD
250047.070000000000
0.0036879380
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND
N/A
BOMFT_16-SPL1
07332HAA4
2067126.390000000000
PA
USD
2120628.580000000000
0.0312770978
Long
ABS-CBDO
CORP
US
N
2
2055-04-28
Fixed
4.000000000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST BOMFT_19-LT2
N/A
BOMFT_19-LT2
07334PAA4
3032797.870000000000
PA
USD
3077820.060000000000
0.0453946909
Long
ABS-CBDO
CORP
US
N
2
2034-10-28
Variable
3.376200000000
N
N
N
N
N
N
BOMFT_19-RN2
N/A
BOMFT_19-RN2
07334RAA0
624471.910000000000
PA
USD
625780.870000000000
0.0092296264
Long
ABS-CBDO
CORP
US
N
2
2034-03-28
Variable
3.967100000000
N
N
N
N
N
N
BEACON ESCROW CORP
N/A
BEACON ROOFING SUPPLY INC/ESCROW
073685AD1
217000.000000000000
PA
USD
210620.370000000000
0.0031064346
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.875000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-NQM1
N/A
NRZT_18-NQM1
64828JAA2
9207122.780000000000
PA
USD
9519347.360000000000
0.1404006156
Long
ABS-CBDO
CORP
US
N
2
2048-11-25
Fixed
3.986000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-NQM1
N/A
NRZT_18-NQM1
64828JAC8
3742589.280000000000
PA
USD
3862723.400000000000
0.0569712106
Long
ABS-CBDO
CORP
US
N
2
2048-11-25
Fixed
4.138000000000
N
N
N
N
N
N
FRONTDOOR INC
N/A
FRONTDOOR INC
35905AAA7
65000.000000000000
PA
USD
71353.850000000000
0.0010523961
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.750000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP
35906ABA5
84000.000000000000
PA
USD
85352.270000000000
0.0012588585
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
8.500000000000
N
N
N
N
N
N
BEACON ROOFING
N/A
BEACON ROOFING SUPPLY INC
073685AF6
105000.000000000000
PA
USD
104084.440000000000
0.0015351388
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.500000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
197655.000000000000
NS
USD
47006312.100000000000
0.6932949188
Long
EC
CORP
US
N
1
N
N
N
GE CAPITAL INTERNATIONAL FUNDING CO
N/A
GE CAPITAL INTERNATIONAL FUNDING
36164QNA2
11000000.000000000000
PA
USD
12542622.730000000000
0.1849908282
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GCAT_20-1
N/A
GCAT_20-1
36166DAA3
10377201.000000000000
PA
USD
10377201.000000000000
0.1530530774
Long
ABS-CBDO
CORP
US
N
2
2060-01-26
Variable
2.981400000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TR
N/A
NRZT_16-3A
64829HAA5
1854311.760000000000
PA
USD
1959691.180000000000
0.0289034361
Long
ABS-CBDO
CORP
US
N
2
2056-09-25
Fixed
3.750000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM2
N/A
NRZT_19-NQM2
64830QAC8
5904341.800000000000
PA
USD
6037974.770000000000
0.0890539385
Long
ABS-CBDO
CORP
US
N
2
2049-04-25
Variable
3.751900000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BW8
5216000.000000000000
PA
USD
5757565.700000000000
0.0849181922
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.700000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_19-1A
N/A
BMIR_19-1A
07876RAA4
1674642.400000000000
PA
USD
1675630.610000000000
0.0247138339
Long
ABS-CBDO
CORP
US
N
2
2029-03-25
Variable
2.926800000000
N
N
N
N
N
N
BELLEMEADE RE LT BMIR_19-3A
N/A
BMIR_19-3A
07877GAA7
5456831.080000000000
PA
USD
5463120.620000000000
0.0805754291
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Variable
2.726800000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
824220.000000000000
NS
USD
170069554.800000000000
2.5083516002
Long
EC
CORP
US
N
1
N
N
N
GCAT MANAGEMENT SERVICES GCAT_19-2
N/A
GCAT_19-2
36166HAA4
6513290.170000000000
PA
USD
6513906.330000000000
0.0960734412
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Variable
3.474800000000
N
N
N
N
N
N
GCAT_19-NQM2
N/A
GCAT_19-NQM2
36166MAB1
8340934.460000000000
PA
USD
8516239.220000000000
0.1256057988
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
3.060000000000
N
N
N
N
N
N
GCAT_19-NQM2
N/A
GCAT_19-NQM2
36166MAC9
4572288.020000000000
PA
USD
4661300.410000000000
0.0687494029
Long
ABS-CBDO
CORP
US
N
2
2059-09-25
Variable
3.162000000000
N
N
N
N
N
N
ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1
N/A
GCAT_19-RPL1
36167CAA4
11798366.370000000000
PA
USD
11963674.460000000000
0.1764519347
Long
ABS-CBDO
CORP
US
N
2
2068-10-25
Variable
2.650000000000
N
N
N
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
Newmont Mining Corp
651639106
1049730.000000000000
NS
USD
46849449.900000000000
0.6909813621
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAB8
232000.000000000000
PA
USD
242510.670000000000
0.0035767838
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 OP PARTNERS LP
65342QAK8
100000.000000000000
PA
USD
102013.480000000000
0.0015045943
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.250000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAA8
197000.000000000000
PA
USD
197543.420000000000
0.0029135629
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.875000000000
N
N
N
N
N
N
NISOURCE FINANCE CORP
N/A
NISOURCE FINANCE CORPORATION
65473QBC6
5437000.000000000000
PA
USD
6717173.780000000000
0.0990714277
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.800000000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
NOBLE ENERGY INC
655044AE5
4000000.000000000000
PA
USD
4703958.720000000000
0.0693785692
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.000000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAA9
62000.000000000000
PA
USD
61139.470000000000
0.0009017445
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.500000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY PLASTICS CORP
085790AY9
191000.000000000000
PA
USD
191140.790000000000
0.0028191307
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.125000000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
189200.000000000000
NS
USD
62216528.000000000000
0.9176300118
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN SYSTEMS CORPORATION
N/A
NORTHROP GRUMMAN SYSTEMS CORP
666807AW2
3429000.000000000000
PA
USD
5202256.290000000000
0.0767279476
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.750000000000
N
N
N
N
N
N
GCAT MANAGEMENT SERVICES GCAT_19-3
N/A
GCAT_19-3
36167EAA0
4319927.230000000000
PA
USD
4349717.020000000000
0.0641538673
Long
ABS-CBDO
CORP
US
N
2
2049-10-25
Variable
3.351500000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAC8
105000.000000000000
PA
USD
106709.160000000000
0.0015738507
Long
DBT
CORP
CA
N
2
2022-05-01
Fixed
5.625000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA CHEMICALS CORP
66977WAR0
114000.000000000000
PA
USD
108417.350000000000
0.0015990448
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AC0
346000.000000000000
PA
USD
357400.290000000000
0.0052712879
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.875000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AE6
167000.000000000000
PA
USD
163759.800000000000
0.0024152892
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
NUMERICABLE SFR SA
67054KAA7
518000.000000000000
PA
USD
545712.110000000000
0.0080486942
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.375000000000
N
N
N
N
N
N
BIG RIVER STEEL LLC
N/A
BIG RIVER STEEL TLB 5.0
08948EAB3
168497.460000000000
PA
USD
168182.370000000000
0.0024805176
Long
LON
CORP
US
N
2
2023-08-23
Variable
7.104380000000
N
N
N
N
N
N
BIG RIVER STEEL LLC / BRS FINANC
N/A
BIG RIVER STEEL/BRS FIN
08949LAA8
215000.000000000000
PA
USD
217493.350000000000
0.0032078040
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.250000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAE5
146000.000000000000
PA
USD
148316.180000000000
0.0021875116
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.625000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
48000.000000000000
PA
USD
49650.620000000000
0.0007322957
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
125045.000000000000
NS
USD
57897085.450000000000
0.8539226619
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
41060.000000000000
NS
USD
11296016.600000000000
0.1666046657
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
95735.000000000000
NS
USD
25855151.450000000000
0.3813369806
Long
EC
CORP
US
N
1
N
N
N
OSW STRUCTURED ASSET TRUST OSAT_20-RPL1
N/A
OSAT_20-RPL1
67113FAA7
16800000.000000000000
PA
USD
16815674.400000000000
0.2480139602
Long
ABS-CBDO
CORP
US
N
2
2059-12-01
Variable
3.071900000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAD6
47000.000000000000
PA
USD
47780.320000000000
0.0007047107
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
5.375000000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAE4
231000.000000000000
PA
USD
250377.310000000000
0.0036928087
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.500000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BR1
43000.000000000000
PA
USD
43374.690000000000
0.0006397322
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.500000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BT7
159000.000000000000
PA
USD
157804.580000000000
0.0023274558
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DF9
3500000.000000000000
PA
USD
4130184.800000000000
0.0609159921
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
OCWEN MASTER ADVANCE RECEIVABLES TRUST OMART_19-T1
N/A
OMART_19-T1
67575NBL6
1725000.000000000000
PA
USD
1729075.140000000000
0.0255020859
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
2.513800000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
N/A
GFL ENVIRONMENTAL INC
36168QAF1
84000.000000000000
PA
USD
86944.900000000000
0.0012823482
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
36186CBY8
60000.000000000000
PA
USD
83245.250000000000
0.0012277821
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.000000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMBS_19-SL1
N/A
GSMBS_19-SL1
36257EAA1
18508048.490000000000
PA
USD
18599517.120000000000
0.2743238117
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
2.625000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-4A
N/A
GCAR_19-4A
36258HAE5
6125000.000000000000
PA
USD
6220546.330000000000
0.0917466819
Long
ABS-MBS
CORP
US
N
2
2025-08-15
Fixed
3.060000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BM2
85000.000000000000
PA
USD
88780.700000000000
0.0013094243
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.375000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BR1
129000.000000000000
PA
USD
127590.640000000000
0.0018818312
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.750000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM1
N/A
BRAVO_19-NQM1
10568HAA3
387872.160000000000
PA
USD
390884.030000000000
0.0057651388
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
2.666000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM1
N/A
BRAVO_19-NQM1
10568HAC9
4275000.630000000000
PA
USD
4305446.760000000000
0.0635009263
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
2.996000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM1
N/A
BRAVO_19-NQM1
10568HAD7
2162500.000000000000
PA
USD
2174741.050000000000
0.0320752012
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
2.997000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAA7
15775242.310000000000
PA
USD
15981866.430000000000
0.2357161473
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.748000000000
N
N
N
N
N
N
OCWEN MASTER ADVANCE RECEIVABLES TRUST OMART_19-T1
N/A
OMART_19-T1
67575NBP7
975000.000000000000
PA
USD
977305.000000000000
0.0144142469
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.106800000000
N
N
N
N
N
N
OCTANE RECEIVABLES TRUST OCTL_19-1A
N/A
OCTL_19-1A
67576TAA7
5021770.600000000000
PA
USD
5053032.630000000000
0.0745270516
Long
ABS-MBS
CORP
US
N
2
2023-09-20
Fixed
3.160000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAC3
5320643.860000000000
PA
USD
5389789.880000000000
0.0794938758
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.108000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAD1
5728000.000000000000
PA
USD
5789743.260000000000
0.0853927782
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.451000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39 LTD OCT39_18-3A
N/A
OCT39_18-3A
67592CAE6
22575000.000000000000
PA
USD
22444539.080000000000
0.3310339442
Long
ABS-MBS
CORP
US
N
2
2030-10-20
Variable
3.669100000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAC3
85000.000000000000
PA
USD
85433.120000000000
0.0012600509
Long
DBT
CORP
CA
N
2
2024-05-15
Fixed
4.250000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-1A
N/A
GCAR_20-1A
36258XAC4
9550000.000000000000
PA
USD
9653394.990000000000
0.1423776807
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.720000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AB3
108000.000000000000
PA
USD
111629.650000000000
0.0016464229
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.125000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
1011778 BC ULC/NEW RED FINANCE INC
68245XAE9
174000.000000000000
PA
USD
175458.950000000000
0.0025878397
Long
DBT
CORP
CA
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XAE5
2500000.000000000000
PA
USD
3818150.630000000000
0.0563138079
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.500000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CB2
4135000.000000000000
PA
USD
4636664.240000000000
0.0683860446
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.400000000000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CA
N/A
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAH2
7340000.000000000000
PA
USD
7756239.360000000000
0.1143965799
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875000000000
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC /
N/A
ORTHO-CLINICAL DIAGNOSTICS INC
68752DAA6
35000.000000000000
PA
USD
34378.140000000000
0.0005070423
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.250000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC/OUTFR
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAC8
182000.000000000000
PA
USD
182775.160000000000
0.0026957463
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.625000000000
N
N
N
N
N
N
BWAY HOLDING CO
N/A
BWAY HOLDING CO
12429TAD6
165000.000000000000
PA
USD
163930.760000000000
0.0024178107
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBE2
24000.000000000000
PA
USD
24460.080000000000
0.0003607611
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.750000000000
N
N
N
N
N
N
GATES GLOBAL LLC / GATES GLOBAL
N/A
GATES GLOBAL LLC/GATES GLOBAL CO
36740LAA0
373000.000000000000
PA
USD
378422.240000000000
0.0055813401
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
GENESIS ENERGY
N/A
GENESIS ENERGY LP/ GENESIS ENERGY
37185LAJ1
16000.000000000000
PA
USD
13483.020000000000
0.0001988607
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBG7
81000.000000000000
PA
USD
83260.690000000000
0.0012280098
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.375000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AZ0
550000.000000000000
PA
USD
608228.760000000000
0.0089707507
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.500000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475AZ8
5250000.000000000000
PA
USD
5430991.440000000000
0.0801015566
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.550000000000
N
N
N
N
N
N
PQ CORP
N/A
PQ CORP
693522AG9
334000.000000000000
PA
USD
341207.350000000000
0.0050324587
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.750000000000
N
N
N
N
N
N
PQ CORP
N/A
PQ CORP
693522AH7
162000.000000000000
PA
USD
169214.400000000000
0.0024957389
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.750000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_19-2A
N/A
PRPM_19-2A
69358XAA8
7665852.930000000000
PA
USD
7710165.390000000000
0.1137170360
Long
ABS-CBDO
CORP
US
N
2
2024-04-25
Fixed
3.967000000000
N
N
N
N
N
N
GENESIS ENERGY LP/ GENESIS ENERG
N/A
GENESIS ENERGY LP/GENESIS ENERGY
37185LAL6
66000.000000000000
PA
USD
56813.550000000000
0.0008379416
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.750000000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558AZ6
3000000.000000000000
PA
USD
3256697.940000000000
0.0480329563
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.500000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BA4
114000.000000000000
PA
USD
120550.710000000000
0.0017779994
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408GY3
3750000.000000000000
PA
USD
4353446.360000000000
0.0642088712
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.100000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_20-1A
N/A
PRPM_20-1A
69359GAA4
9425000.000000000000
PA
USD
9437582.380000000000
0.1391946659
Long
ABS-CBDO
CORP
US
N
2
2025-02-25
Variable
2.981000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAA8
55000.000000000000
PA
USD
56936.440000000000
0.0008397541
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.000000000000
N
N
N
N
N
N
CRC ESCROW ISSUER LLC
N/A
CAESARS GROWTH PROPERTIES HLDGS
12652AAA1
140000.000000000000
PA
USD
138740.960000000000
0.0020462869
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.250000000000
N
N
N
N
N
N
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9
N/A
CSMC_18-RPL9
12654PAE8
19680723.700000000000
PA
USD
20924836.710000000000
0.3086198921
Long
ABS-CBDO
CORP
US
N
2
2057-09-25
Variable
3.850000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAB6
29000.000000000000
PA
USD
29066.860000000000
0.0004287064
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.625000000000
N
N
N
N
N
N
PTC INC
N/A
PTC INC
69370CAC4
41000.000000000000
PA
USD
40891.700000000000
0.0006031107
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.000000000000
N
N
N
N
N
N
GLOBAL AIRCRAFT LEASING CO LTD
N/A
GLOBAL AIRCRAFT LEASING CO LTD
37960JAA6
261000.000000000000
PA
USD
257427.160000000000
0.0037967867
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.500000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GWB6
8000000.000000000000
PA
USD
8778202.320000000000
0.1294694860
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.850000000000
N
N
N
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
101230.000000000000
NS
USD
18689082.600000000000
0.2756448107
Long
EC
CORP
US
N
1
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAA6
65000.000000000000
PA
USD
66970.810000000000
0.0009877508
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAC2
135000.000000000000
PA
USD
137351.800000000000
0.0020257983
Long
DBT
CORP
CA
N
2
2027-05-15
Fixed
8.500000000000
N
N
N
N
N
N
ENDO GENERICS HOLDINGS INC
549300GLBA6FLQZ70X71
PAR PHARMACEUTICAL INC
69888XAA7
140000.000000000000
PA
USD
147740.310000000000
0.0021790181
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.500000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_19-WCM
N/A
COMM_19-WCM
12655HAJ4
7876000.000000000000
PA
USD
7875988.970000000000
0.1161627639
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
3.300000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
6215000.000000000000
PA
USD
7638593.170000000000
0.1126614192
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAZ5
350000.000000000000
PA
USD
272464.830000000000
0.0040185769
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.375000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CK0
240000.000000000000
PA
USD
234189.490000000000
0.0034540549
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-25
N/A
GNMA_12-25
38378BEA3
450650.810000000000
PA
USD
453092.800000000000
0.0066826543
Long
ABS-CBDO
USGA
US
N
2
2042-11-16
Fixed
2.575000000000
N
N
N
N
N
N
WR GRACE & CO-CONN
N/A
WR GRACE & CO-CONN
383909AE8
168000.000000000000
PA
USD
172408.160000000000
0.0025428436
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.125000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
56000.000000000000
PA
USD
53684.990000000000
0.0007917986
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
149000.000000000000
PA
USD
140460.670000000000
0.0020716509
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.125000000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/ PARSLEY FINA
N/A
PARSLEY ENERGY LLC / PARSLEY FIN
701885AF2
224000.000000000000
PA
USD
222655.470000000000
0.0032839399
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.250000000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/ PARSLEY FINA
N/A
PARSLEY ENERGY LLC / PARSLEY FIN
701885AH8
319000.000000000000
PA
USD
316146.010000000000
0.0046628296
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.625000000000
N
N
N
N
N
N
GENESYS TELECOMMUNICATIONS LABORATORIES INC/GREENEDEN LUX 3 SARL
N/A
GENESYS TELECOMMUNICATIONS LAB INC
39479TAA4
79000.000000000000
PA
USD
84495.540000000000
0.0012462226
Long
DBT
CORP
US
N
2
2024-11-30
Fixed
10.000000000000
N
N
N
N
N
N
GREENEDEN US HOLDINGS II LLC
N/A
GREENEDEN US HLDGS II LLC TLB3 3.5
39479UAJ2
145405.690000000000
PA
USD
143467.430000000000
0.0021159975
Long
LON
CORP
US
N
2
2023-12-01
Variable
5.035880000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES INC
N/A
H&E EQUIPMENT SERVICES INC
404030AH1
160000.000000000000
PA
USD
166269.370000000000
0.0024523028
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.625000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AJ4
388000.000000000000
PA
USD
440290.740000000000
0.0064938371
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.625000000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/ PARSLEY FINA
N/A
PARSLEY ENERGY LLC / PARSLEY FIN
701885AJ4
104000.000000000000
PA
USD
97481.230000000000
0.0014377482
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.125000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
6000000.000000000000
PA
USD
6575653.800000000000
0.0969841530
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC COMPANY
N/A
PENNSYLVANIA ELECTRIC COMPANY
708696BZ1
7330000.000000000000
PA
USD
8150309.100000000000
0.1202087046
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.600000000000
N
N
N
N
N
N
PENSKE AUTOMOTIVE GROUP INC
549300W7UTQ0M4C7LB15
PENSKE AUTOMOTIVE GROUP INC
70959WAE3
138000.000000000000
PA
USD
139968.290000000000
0.0020643888
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.750000000000
N
N
N
N
N
N
ARGOS MERGER SUB INC
N/A
PETSMART INC
716768AC0
216000.000000000000
PA
USD
217374.640000000000
0.0032060531
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.875000000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
1441382.000000000000
NS
USD
48170986.440000000000
0.7104726714
Long
EC
CORP
US
N
1
N
N
N
CAMELOT FINANCE SA
N/A
CAMELOT FINANCE SA
13323AAB6
104000.000000000000
PA
USD
104645.460000000000
0.0015434133
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.500000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
1082029.000000000000
NS
USD
27916348.200000000000
0.4117375198
Long
EC
CORP
CA
N
1
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC
42704LAA2
106000.000000000000
PA
USD
110165.560000000000
0.0016248291
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.500000000000
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORP
428040CS6
90000.000000000000
PA
USD
86351.430000000000
0.0012735951
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.500000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LIMITED
136385AV3
4243000.000000000000
PA
USD
4603565.430000000000
0.0678978711
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.900000000000
N
N
N
N
N
N
CAPITAL ONE FIN CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORPORATION
14040HBN4
6000000.000000000000
PA
USD
6556720.740000000000
0.0967049098
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.750000000000
N
N
N
N
N
N
CARBONE CLO LTD CRBN_17-1A
N/A
CRBN_17-1A
141312AA6
12000000.000000000000
PA
USD
11989704.000000000000
0.1768358437
Long
ABS-MBS
CORP
KY
N
2
2031-01-20
Variable
2.959100000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YAW8
5000000.000000000000
PA
USD
5422908.200000000000
0.0799823371
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.600000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_16-4A
143109AN6
21575000.000000000000
PA
USD
21471634.180000000000
0.3166845942
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
3.269100000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_17-5A
N/A
CGMS_17-5A
14316AAE7
2000000.000000000000
PA
USD
1974790.000000000000
0.0291261282
Long
ABS-MBS
CORP
KY
N
2
2030-01-20
Variable
3.219100000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
N/A
CARRIER GLOBAL CORPORATION
14448CAA2
5900000.000000000000
PA
USD
5983403.640000000000
0.0882490703
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.722000000000
N
N
N
N
N
N
CARRIZO OIL & GAS INC
6X88M1NLGKDIRGWMPT94
CARRIZO OIL & GAS INC
144577AH6
18000.000000000000
PA
USD
15262.790000000000
0.0002251105
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.250000000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
1106865.000000000000
NS
USD
90619037.550000000000
1.3365379131
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RAR3
7000000.000000000000
PA
USD
8143134.930000000000
0.1201028929
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.650000000000
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORP
428040CT4
73000.000000000000
PA
USD
73564.410000000000
0.0010849996
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
7.625000000000
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORP
428040CZ0
369000.000000000000
PA
USD
341106.530000000000
0.0050309717
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.000000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_19-3A
N/A
CRVNA_19-3A
14686XAE9
5950000.000000000000
PA
USD
6046079.410000000000
0.0891734736
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
2.710000000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
130275.000000000000
NS
USD
16185366.000000000000
0.2387175574
Long
EC
CORP
US
N
1
N
N
N
CD&R WATERWORKS MERGER SUB LLC
N/A
CD&R WATERWORKS MERGER SUB
14987KAA1
215000.000000000000
PA
USD
217958.750000000000
0.0032146681
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.125000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150191AJ3
83000.000000000000
PA
USD
84965.420000000000
0.0012531528
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.375000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAL5
248000.000000000000
PA
USD
256251.680000000000
0.0037794496
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.250000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAQ4
277000.000000000000
PA
USD
285609.560000000000
0.0042124482
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAS0
358000.000000000000
PA
USD
383070.730000000000
0.0056499006
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAU5
168000.000000000000
PA
USD
167909.450000000000
0.0024764923
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
PLANTRONICS INC
727493AB4
149000.000000000000
PA
USD
135831.870000000000
0.0020033808
Long
DBT
CORP
US
N
2
2023-05-31
Fixed
5.500000000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
N/A
PLATFORM SPECIALTY PRODUCTS CORP
72766QAD7
302000.000000000000
PA
USD
304462.930000000000
0.0044905161
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.875000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AK0
482000.000000000000
PA
USD
496263.990000000000
0.0073193851
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.000000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
156000.000000000000
PA
USD
162818.080000000000
0.0024013998
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
HILCORP ENERGY I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AQ7
129000.000000000000
PA
USD
104044.280000000000
0.0015345465
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.750000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AS3
111000.000000000000
PA
USD
80858.790000000000
0.0011925843
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC
15135UAM1
4665000.000000000000
PA
USD
4920231.250000000000
0.0725683674
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.250000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15137TAA8
215000.000000000000
PA
USD
226407.790000000000
0.0033392828
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.375000000000
N
N
N
N
N
N
HGVT_14-AA
N/A
HGVT_14-AA
43284AAA2
325973.740000000000
PA
USD
325860.560000000000
0.0048061092
Long
ABS-MBS
CORP
US
N
2
2026-11-25
Fixed
1.770000000000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST HGVT_18-AA
N/A
HGVT_18-AA
43284BAA0
2933413.110000000000
PA
USD
3063740.550000000000
0.0451870326
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Fixed
3.540000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AQ7
258000.000000000000
PA
USD
254085.940000000000
0.0037475072
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAK1
137000.000000000000
PA
USD
141521.810000000000
0.0020873016
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.375000000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PRODUCTION LLC
N/A
CENTENNIAL RESOURCES PRODUCTION
15138AAA8
181000.000000000000
PA
USD
157337.440000000000
0.0023205660
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.375000000000
N
N
N
N
N
N
CENTENNIAL RESOURCE PRODUCTION LLC
N/A
CENTENNIAL RESOURCES PRODUCTION
15138AAC4
229000.000000000000
PA
USD
205486.190000000000
0.0030307107
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.875000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAL9
70000.000000000000
PA
USD
72236.230000000000
0.0010654103
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.125000000000
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
PROGRESS ENERGY INC
743263AE5
5315000.000000000000
PA
USD
7823074.620000000000
0.1153823315
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.750000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR4
N/A
PROG_19-SFR4
74331AAE2
17766000.000000000000
PA
USD
18243077.500000000000
0.2690666927
Long
ABS-MBS
CORP
US
N
2
2036-10-17
Fixed
3.036000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_18-SFR3
N/A
PROG_18-SF3
74331MAA4
23884984.020000000000
PA
USD
24882829.390000000000
0.3669962269
Long
ABS-MBS
CORP
US
N
2
2035-10-17
Fixed
3.880000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700AS5
349000.000000000000
PA
USD
365740.210000000000
0.0053942932
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.800000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BA3
134000.000000000000
PA
USD
149742.520000000000
0.0022085487
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.500000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_18-SFR2
N/A
PROG_18-SFR2
74332UAA5
4305000.000000000000
PA
USD
4477912.050000000000
0.0660446126
Long
ABS-MBS
CORP
US
N
2
2035-08-17
Fixed
3.712000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR3
N/A
PROG_19-SFR3
74332WAE3
4750000.000000000000
PA
USD
4801708.980000000000
0.0708202854
Long
ABS-MBS
CORP
US
N
2
2036-09-17
Fixed
2.721000000000
N
N
N
N
N
N
HGVT_19-AA
N/A
HGVT_19-AA
43284HAA7
7137588.880000000000
PA
USD
7253561.850000000000
0.1069826019
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Fixed
2.340000000000
N
N
N
N
N
N
HOLLY ENERGY PARTNERS LP / HOLLY
N/A
HOLLY ENERGY PARTNERS LP / FIN
435765AH5
139000.000000000000
PA
USD
139985.390000000000
0.0020646410
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR3
N/A
PROG_19-SFR3
74332WAG8
7049000.000000000000
PA
USD
7140350.810000000000
0.1053128551
Long
ABS-MBS
CORP
US
N
2
2036-09-17
Fixed
2.871000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR2
N/A
PROG_19-SFR2
74333NAE2
6350000.000000000000
PA
USD
6526703.360000000000
0.0962621842
Long
ABS-MBS
CORP
US
N
2
2036-05-17
Fixed
3.545000000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDI
N/A
QLIK (PROJECT ALPHA) TLB 3.5
74339DAB4
40052.900000000000
PA
USD
39452.110000000000
0.0005818782
Long
LON
CORP
US
N
2
2024-04-26
Variable
5.490000000000
N
N
N
N
N
N
PROJECT ALPHA INTERMEDIATE HOLDI
N/A
QLIK TECHNOLOGIES TLB 4.25
74339DAD0
118892.540000000000
PA
USD
117852.230000000000
0.0017381996
Long
LON
CORP
US
N
2
2024-04-26
Variable
6.240000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BB1
295000.000000000000
PA
USD
297642.620000000000
0.0043899235
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BC9
62000.000000000000
PA
USD
62440.400000000000
0.0009209319
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAA2
125000.000000000000
PA
USD
129831.830000000000
0.0019148864
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
6.000000000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS LLC /
N/A
CHANGE HEALTHCARE HOLDINGS/FIN INC
15911NAA3
246000.000000000000
PA
USD
248984.150000000000
0.0036722610
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CHARLES RIVER LABS INTL INC.
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AE7
51000.000000000000
PA
USD
51932.830000000000
0.0007659560
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.250000000000
N
N
N
N
N
N
CHEMOURS COMPANY
N/A
CHEMOURS COMPANY
163851AD0
59000.000000000000
PA
USD
55177.580000000000
0.0008138127
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.000000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAD3
134000.000000000000
PA
USD
134620.280000000000
0.0019855111
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.625000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAE1
221000.000000000000
PA
USD
211488.830000000000
0.0031192435
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORPORATION
165167DD6
56000.000000000000
PA
USD
31857.560000000000
0.0004698664
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
11.500000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764100
596356.000000000000
NS
USD
55663869.040000000000
0.8209850090
Long
EC
CORP
US
N
1
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441AZ0
139000.000000000000
PA
USD
138494.470000000000
0.0020426515
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.875000000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
1049275.000000000000
NS
USD
41897550.750000000000
0.6179459257
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
1244246.000000000000
NS
USD
78959851.160000000000
1.1645768653
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KJ9
8000000.000000000000
PA
USD
9100506.800000000000
0.1342231467
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.600000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_18-1
N/A
HPA_18-1
43730WAA4
7919515.610000000000
PA
USD
7919498.190000000000
0.1168044803
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
2.547000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_19-2
N/A
HPA_19-2
43732TAG6
6942837.600000000000
PA
USD
7123235.430000000000
0.1050604208
Long
ABS-MBS
CORP
US
N
2
2039-10-19
Fixed
3.121000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_19-IMC1
N/A
CMLTI_19-IMC1
17328BAC8
4871053.470000000000
PA
USD
4927818.780000000000
0.0726802756
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Variable
3.030000000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
CLEAN HARBORS INC
184496AN7
53000.000000000000
PA
USD
55695.160000000000
0.0008214465
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.875000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-1A
N/A
PMIT_19-1A
74361MAA7
1428338.200000000000
PA
USD
1435632.150000000000
0.0211741026
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
3.540000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST PMIT_19-2A
N/A
PMIT_19-2A
74361PAB8
6175000.000000000000
PA
USD
6221135.280000000000
0.0917553683
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
3.690000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS
18451QAN8
266000.000000000000
PA
USD
283239.930000000000
0.0041774986
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.250000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS
18453HAA4
213000.000000000000
PA
USD
213422.600000000000
0.0031477646
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.125000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
N/A
CLEARWAY ENERGY OPERATING LLC
18539UAB1
140000.000000000000
PA
USD
144907.310000000000
0.0021372343
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.750000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
N/A
CLEARWAY ENERGY OPERATING LLC
18539UAC9
104000.000000000000
PA
USD
106479.940000000000
0.0015704700
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.750000000000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
293670.000000000000
NS
USD
19843281.900000000000
0.2926680673
Long
EC
CORP
US
N
1
N
N
N
COLT FUNDING LLC COLT_18-2
N/A
COLT_18-2
19687VAA9
1555394.920000000000
PA
USD
1561071.800000000000
0.0230242088
Long
ABS-CBDO
CORP
US
N
2
2048-07-27
Variable
3.470000000000
N
N
N
N
N
N
COLT FUNDING LLC COLT_19-1
N/A
COLT_19-1
19687XAC1
4840638.370000000000
PA
USD
4942818.920000000000
0.0729015123
Long
ABS-CBDO
CORP
US
N
2
2049-03-25
Variable
4.012000000000
N
N
N
N
N
N
COLT FUNDING LLC COLT_18-4
N/A
COLT_18-4
19688AAA4
6498411.580000000000
PA
USD
6583809.160000000000
0.0971044363
Long
ABS-CBDO
CORP
US
N
2
2048-12-28
Variable
4.006000000000
N
N
N
N
N
N
COLUMBIA FUNDS/USA
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
596537243.526000000000
NS
USD
596537243.530000000000
8.7983128501
Long
STIV
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
2564327.000000000000
NS
USD
103675740.610000000000
1.5291108992
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION
20030NBP5
4000000.000000000000
PA
USD
4928783.720000000000
0.0726945075
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.400000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_20-CBM
N/A
COMM_20-CBM
20049AAG3
2925000.000000000000
PA
USD
3038965.900000000000
0.0448216319
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Fixed
3.632000000000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES FINANCE LLC
N/A
COMMSCOPE TECHNOLOGIES FINANCE LLC
20337YAA5
115000.000000000000
PA
USD
106756.190000000000
0.0015745444
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.000000000000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC
N/A
COMMSCOPE TECHNOLOGIES LLC
20338HAB9
30000.000000000000
PA
USD
27186.910000000000
0.0004009791
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.000000000000
N
N
N
N
N
N
COMMSCOPE FINANCE LLC
N/A
COMMSCOPE FINANCE LLC
20338QAB9
66000.000000000000
PA
USD
67168.700000000000
0.0009906695
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.500000000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887102
1152789.000000000000
NS
USD
30767938.410000000000
0.4537955523
Long
EC
CORP
US
N
1
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CE0
4270000.000000000000
PA
USD
5397269.110000000000
0.0796041868
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.400000000000
N
N
N
N
N
N
CONNS RECEIVABLES FUNDING CONN_19-B
N/A
CONN_19-B
20824LAA3
3871062.810000000000
PA
USD
3887442.050000000000
0.0573357853
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
2.660000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_18-2
N/A
HOF_18-2
43789CAC4
6388411.580000000000
PA
USD
6537324.820000000000
0.0964188399
Long
ABS-CBDO
CORP
US
N
2
2058-11-25
Fixed
4.239000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_19-1
N/A
HOF_19-1
43789EAC0
6839552.840000000000
PA
USD
7025798.650000000000
0.1036233282
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
3.606000000000
N
N
N
N
N
N
CONNS RECEIVABLES FUNDING CONN_18-A
N/A
CONN_18-A
20826JAA6
575007.070000000000
PA
USD
577845.880000000000
0.0085226344
Long
ABS-MBS
CORP
US
N
2
2023-01-15
Fixed
3.250000000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON COMPANY OF NY
209111FG3
2500000.000000000000
PA
USD
3159366.650000000000
0.0465974195
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.500000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM NV
210383AG0
267000.000000000000
PA
USD
271389.270000000000
0.0040027135
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
5.875000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_18-P2
N/A
CLUB_18-P2
21052NAA0
4149011.480000000000
PA
USD
4174689.710000000000
0.0615723939
Long
ABS-MBS
CORP
US
N
2
2025-10-15
Fixed
3.470000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_19-P2
N/A
CLUB_19-P2
21054PAC9
6350000.000000000000
PA
USD
6386978.590000000000
0.0942013871
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.830000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_19-HP1
N/A
CLUB_19-HP1
21055MAA9
15109350.500000000000
PA
USD
15251981.260000000000
0.2249510892
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
2.590000000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350105
646215.000000000000
NS
USD
15418689.900000000000
0.2274098708
Long
EC
CORP
US
N
1
N
N
N
VERTIV INTERMEDIATE HOLDING II CORP
N/A
VERTIV INTERMEDIATE HLDG TLB 4.0
22051UAM7
58709.180000000000
PA
USD
58342.250000000000
0.0008604884
Long
LON
CORP
US
N
2
2023-11-30
Variable
5.927130000000
N
N
N
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
971238.000000000000
NS
USD
26417673.600000000000
0.3896336057
Long
EC
CORP
US
N
1
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AF5
333000.000000000000
PA
USD
320386.330000000000
0.0047253699
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.625000000000
N
N
N
N
N
N
DBUBS MORTGAGE TRUST DBUBS_11-LC
N/A
DBUBS_11-LC1A
233050AC7
98951.540000000000
PA
USD
100518.280000000000
0.0014825416
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
5.002000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAF4
90000.000000000000
PA
USD
84588.750000000000
0.0012475974
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.600000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAH0
232000.000000000000
PA
USD
226962.580000000000
0.0033474654
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.125000000000
N
N
N
N
N
N
D R HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
249150.000000000000
NS
USD
13272220.500000000000
0.1957516474
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331AJ6
4000000.000000000000
PA
USD
5587952.320000000000
0.0824165687
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.375000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-1A
N/A
DTAOT_19-1A
23343GAE2
5000000.000000000000
PA
USD
5116905.500000000000
0.0754691109
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
3.610000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-1A
N/A
DTAOT_20-1A
23344EAG1
8900000.000000000000
PA
USD
9011278.480000000000
0.1329071204
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.550000000000
N
N
N
N
N
N
DEEPHAVEN RESID MORT TRST DRMT_19-1A
N/A
DRMT_19-1A
24380RAC4
2600597.670000000000
PA
USD
2650093.810000000000
0.0390861672
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
3.948000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE T
N/A
DRMT_17-1A
24380TAA4
1058653.830000000000
PA
USD
1061279.820000000000
0.0156527895
Long
ABS-CBDO
CORP
US
N
2
2046-12-26
Variable
2.725000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE T
N/A
DRMT_17-2A
24381CAA0
2179037.400000000000
PA
USD
2183572.850000000000
0.0322054612
Long
ABS-CBDO
CORP
US
N
2
2047-06-25
Variable
2.453000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_18-3A
N/A
DRMT_18-3A
24381KAC8
2694052.670000000000
PA
USD
2736672.580000000000
0.0403631153
Long
ABS-CBDO
CORP
US
N
2
2058-08-25
Variable
3.963000000000
N
N
N
N
N
N
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_18-4A
N/A
DRMT_18-4A
24381LAA0
11505328.080000000000
PA
USD
11700920.960000000000
0.1725765899
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
4.080000000000
N
N
N
N
N
N
DELEK LOGISTICS PARTNERS LP
N/A
DELEK LOGISTICS PARTNERS LP
24665FAB8
114000.000000000000
PA
USD
115658.680000000000
0.0017058470
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
DELPHI TECHNOLOGIES PLC
N/A
DELPHI JERSEY HOLDINGS PLC
24718PAA5
65000.000000000000
PA
USD
71199.010000000000
0.0010501124
Long
DBT
CORP
JE
N
2
2025-10-01
Fixed
5.000000000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
742410.000000000000
NS
USD
36556268.400000000000
0.5391674862
Long
EC
CORP
US
N
1
N
N
N
DIAMOND OFFSHORE DRILLING INC.
F14FQJ2EEHW5VPYUHL14
DIAMOND OFFSHORE DRILLING INC
25271CAP7
57000.000000000000
PA
USD
40072.440000000000
0.0005910274
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.875000000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAA4
147000.000000000000
PA
USD
135610.770000000000
0.0020001198
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.375000000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GRP/DIAMOND FIN
25277LAC0
82000.000000000000
PA
USD
66112.960000000000
0.0009750984
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.625000000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAP6
4200000.000000000000
PA
USD
4878587.150000000000
0.0719541596
Long
DBT
CORP
US
N
2
2028-09-13
Fixed
4.650000000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
N/A
DISCOVERY COMMUNICATIONS INC
25470DAD1
2975000.000000000000
PA
USD
3941064.940000000000
0.0581266680
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
6.350000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAW5
245000.000000000000
PA
USD
251852.810000000000
0.0037145708
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAY1
241000.000000000000
PA
USD
259191.690000000000
0.0038228117
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_19-3A
N/A
PMIT_19-3A
74362DAB4
6100000.000000000000
PA
USD
6161757.620000000000
0.0908796087
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
3.590000000000
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP/
N/A
PROVIDENT FUNDING ASSOCIATES LP
74387UAJ0
272000.000000000000
PA
USD
274231.290000000000
0.0040446304
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.375000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES INC
25746UCE7
5000000.000000000000
PA
USD
5517760.950000000000
0.0813813179
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.900000000000
N
N
N
N
N
N
DOW CHEMICAL COMPANY (THE)
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL COMPANY (THE)
260543BJ1
1103000.000000000000
PA
USD
1527205.980000000000
0.0225247227
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
7.375000000000
N
N
N
N
N
N
QEP RESOURCES INC
Q6JQDZPXKEDQKVK58165
QEP RESOURCES INC
74733VAD2
123000.000000000000
PA
USD
98477.700000000000
0.0014524451
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.625000000000
N
N
N
N
N
N
QUALITYTECH LP / QTS FINANCE COR
N/A
QUALITYTECH LP
74759BAD5
358000.000000000000
PA
USD
370326.240000000000
0.0054619324
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.750000000000
N
N
N
N
N
N
QUICKEN LOANS INC
N/A
QUICKEN LOANS INC
74840LAA0
273000.000000000000
PA
USD
280105.570000000000
0.0041312700
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.750000000000
N
N
N
N
N
N
RCO MORTGAGE LLC RCO_18-2
N/A
RCO_18-2
74936MAA3
7211901.490000000000
PA
USD
7255932.310000000000
0.1070175637
Long
ABS-CBDO
CORP
US
N
2
2023-10-25
Variable
4.458400000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5
N/A
DRIVE_18-5
26208MAF3
7225000.000000000000
PA
USD
7390984.980000000000
0.1090094522
Long
ABS-MBS
CORP
US
N
2
2025-01-15
Fixed
3.990000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
N/A
DRIVE_19-2
26208RAF2
6300000.000000000000
PA
USD
6463913.400000000000
0.0953360967
Long
ABS-MBS
CORP
US
N
2
2025-06-16
Fixed
3.420000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-4
N/A
DRIVE_18-4
26209BAG4
10900000.000000000000
PA
USD
11228588.130000000000
0.1656101648
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
4.090000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_15
N/A
DRSLF_15-41A
26244KAN6
13175000.000000000000
PA
USD
13070772.580000000000
0.1927804971
Long
ABS-MBS
CORP
US
N
2
2031-04-15
Variable
2.801300000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
492133.000000000000
NS
USD
79809208.610000000000
1.1771040170
Long
EC
CORP
US
N
1
N
N
N
HUB INTERNATIONAL LTD
N/A
HUB INTERNATIONAL LIMITED
44332PAD3
188000.000000000000
PA
USD
190497.870000000000
0.0028096483
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.000000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_16
N/A
DRSLF_16-42A
26244YAN6
6025000.000000000000
PA
USD
5983885.400000000000
0.0882561758
Long
ABS-MBS
CORP
KY
N
2
2030-07-15
Variable
3.381300000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_18-55A
N/A
DRSLF_18-55A
26245MAC5
8450000.000000000000
PA
USD
8439048.800000000000
0.1244673192
Long
ABS-MBS
CORP
KY
N
2
2031-04-15
Variable
2.851300000000
N
N
N
N
N
N
DRSLF_14-33
5493003BMKJ887403407
DRSLF_14-33A
26249GAJ9
3000000.000000000000
PA
USD
3000540.000000000000
0.0442548892
Long
ABS-MBS
CORP
KY
N
2
2029-04-15
Variable
3.061300000000
N
N
N
N
N
N
DRSLF_14-33
5493003BMKJ887403407
DRSLF_14-33A
26249GAL4
3450000.000000000000
PA
USD
3450828.000000000000
0.0508961757
Long
ABS-MBS
CORP
KY
N
2
2029-04-15
Variable
3.581300000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3A
N/A
DTAOT_19-3A
26253KAD6
10025000.000000000000
PA
USD
10192163.870000000000
0.1503239694
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
2.960000000000
N
N
N
N
N
N
DUN & BRADSTREET CORPORATION (THE)
N/A
DUN & BRADSTREET CORP TLB 4.0
26483NAN0
183000.000000000000
PA
USD
183380.640000000000
0.0027046765
Long
LON
CORP
US
N
2
2026-02-06
Variable
5.61263
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont Inc
26614N102
217508.000000000000
NS
USD
9331093.200000000000
0.1376240597
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
395014.000000000000
NS
USD
24988585.640000000000
0.3685560232
Long
EC
CORP
US
N
1
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26882PBE1
3285000.000000000000
PA
USD
4884618.140000000000
0.0720431105
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.000000000000
N
N
N
N
N
N
EAGLE RE LTD EMIR_19-1
N/A
EMIR_19-1
269822AA0
622953.870000000000
PA
USD
622875.190000000000
0.0091867706
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Variable
2.876800000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAA8
7600000.000000000000
PA
USD
7599995.440000000000
0.1120921422
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
2.576000000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642103
1852915.000000000000
NS
USD
64184975.600000000000
0.9466625961
Long
EC
CORP
US
N
1
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 2LN TL 7.75
28253PAD1
32969.000000000000
PA
USD
31979.930000000000
0.0004716712
Long
LON
CORP
US
N
2
2026-09-20
Variable
9.690250000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
758366.000000000000
NS
USD
20779228.400000000000
0.3064723188
Long
EC
CORP
US
N
1
N
N
N
ELDORADO RESORTS INC
N/A
ELDORADO RESORTS INC
28470RAF9
249000.000000000000
PA
USD
260275.210000000000
0.0038387925
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.000000000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
365350.000000000000
NS
USD
37035529.500000000000
0.5462360961
Long
EC
CORP
US
N
1
N
N
N
ELLIE MAE INC
N/A
ELLIE MAE INC TLB 4.0
28849TAC6
197505.000000000000
PA
USD
195160.620000000000
0.0028784191
Long
LON
CORP
US
N
2
2026-04-17
Variable
5.86313
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
586605.000000000000
NS
USD
37607246.550000000000
0.5546683366
Long
EC
CORP
US
N
1
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAM8
5085000.000000000000
PA
USD
6242821.910000000000
0.0920752238
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.750000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES LP/EER
29260FAE0
126000.000000000000
PA
USD
123799.410000000000
0.0018259144
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.750000000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP
29261AAA8
63000.000000000000
PA
USD
63863.980000000000
0.0009419282
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.500000000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
N/A
ENERGIZER HOLDINGS INC
29272WAB5
149000.000000000000
PA
USD
163801.080000000000
0.0024158980
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.750000000000
N
N
N
N
N
N
Hudbay
N/A
HUDBAY MINERALS INC
443628AF9
38000.000000000000
PA
USD
38316.920000000000
0.0005651353
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
7.250000000000
N
N
N
N
N
N
Hudbay
N/A
HUDBAY MINERALS INC
443628AG7
371000.000000000000
PA
USD
358495.450000000000
0.0052874404
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.625000000000
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO FINANCE LLC / ENDO FINCO INC
29273EAA6
75000.000000000000
PA
USD
57708.470000000000
0.0008511408
Long
DBT
CORP
IE
N
2
2025-02-01
Variable
6.000000000000
N
N
N
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO FINANCE LLC / ENDO FINCO INC
29273EAC2
143000.000000000000
PA
USD
113844.680000000000
0.0016790923
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
6.000000000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS LP
29273RAR0
4315000.000000000000
PA
USD
5164559.940000000000
0.0761719651
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.500000000000
N
N
N
N
N
N
SOPHIA LP / SOPHIA FINANCE INC
N/A
SOPHIA LP / SOPHIA FINANCE INC
29359FAA0
69000.000000000000
PA
USD
70898.010000000000
0.0010456730
Long
DBT
CORP
US
N
2
2023-09-30
Fixed
9.000000000000
N
N
N
N
N
N
EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1
N/A
EMLT_03-1
29445FAA6
35472.320000000000
PA
USD
36771.740000000000
0.0005423455
Long
ABS-CBDO
CORP
US
N
2
2032-12-25
Variable
4.010000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A
N/A
EART_19-4A
30167GAG5
8925000.000000000000
PA
USD
9060543.980000000000
0.1336337360
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
2.580000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1A
N/A
EART_20-1A
30167HAG3
6500000.000000000000
PA
USD
6623260.150000000000
0.0976862979
Long
ABS-MBS
CORP
US
N
2
2025-12-15
Fixed
2.730000000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA/FAGE USA D
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
151000.000000000000
PA
USD
136165.940000000000
0.0020083080
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.625000000000
N
N
N
N
N
N
IAA SPINCO INC
N/A
IAA SPINCO INC
449253AB9
81000.000000000000
PA
USD
85707.980000000000
0.0012641048
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.500000000000
N
N
N
N
N
N
INEOS GROUP HOLDINGS SA
213800WOJR3Q33H3EB73
INEOS GROUP HOLDINGS SA
44986UAD1
164000.000000000000
PA
USD
164709.060000000000
0.0024292898
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
5.625000000000
N
N
N
N
N
N
FACEBOOK INC
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
631110.000000000000
NS
USD
121469741.700000000000
1.7915541752
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
31283HS63
91884.140000000000
PA
USD
108702.280000000000
0.0016032472
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31287RQW2
32335.820000000000
PA
USD
35926.200000000000
0.0005298746
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31287TSL0
118094.140000000000
PA
USD
138673.870000000000
0.0020452974
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128L1WP1
862.570000000000
PA
USD
1004.070000000000
0.0000148090
Long
ABS-MBS
USGA
US
N
2
2037-12-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128LBJH2
48261.100000000000
PA
USD
55380.110000000000
0.0008167999
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128LBU97
162927.120000000000
PA
USD
187009.210000000000
0.0027581942
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M4CE1
14727.600000000000
PA
USD
16966.960000000000
0.0002502453
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
5.500000000000
N
N
N
N
N
N
RCO MORTGAGE LLC RCO_18-VFS1
N/A
RCO_18-VFS1
74936NAA1
17271926.000000000000
PA
USD
17866598.410000000000
0.2635140120
Long
ABS-CBDO
CORP
US
N
2
2053-12-26
Variable
4.270000000000
N
N
N
N
N
N
RCO MORTGAGE LLC RCO_19-1
N/A
RCO_19-1
74937LAA4
6640192.470000000000
PA
USD
6662130.340000000000
0.0982595934
Long
ABS-CBDO
CORP
US
N
2
2024-05-24
Fixed
3.721000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M5GV6
5488.050000000000
PA
USD
6223.880000000000
0.0000917959
Long
ABS-MBS
USGA
US
N
2
2037-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M5L32
329475.990000000000
PA
USD
386790.760000000000
0.0057047672
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M5XX3
3584.940000000000
PA
USD
4001.270000000000
0.0000590146
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
6.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M6JW9
4203.250000000000
PA
USD
4875.080000000000
0.0000719024
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
6.000000000000
N
N
N
N
N
N
RETL_19-RVP
N/A
RETL_19-RVP
74952PAA5
3442582.020000000000
PA
USD
3445838.700000000000
0.0508225886
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Variable
2.808500000000
N
N
N
N
N
N
REDDING RIDGE ASSET MANAGEMENT RRAM_18-4A
N/A
RRAM_18-4A
74972FAG0
3000000.000000000000
PA
USD
2987232.000000000000
0.0440586099
Long
ABS-MBS
CORP
US
N
2
2030-04-15
Variable
3.381300000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
INSPIRE BRAND (AKA ARBYS) TLB 2.75
44988LAF4
103212.110000000000
PA
USD
100373.780000000000
0.0014804104
Long
LON
CORP
US
N
2
2025-02-05
Variable
4.37888
N
N
N
N
N
N
IRB HOLDING CORP
N/A
ARBYS RESTAURANT GROUP
44988MAA3
354000.000000000000
PA
USD
351395.970000000000
0.0051827304
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.750000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M6L97
45349.320000000000
PA
USD
52691.300000000000
0.0007771427
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M6VZ8
126034.010000000000
PA
USD
142450.150000000000
0.0021009937
Long
ABS-MBS
USGA
US
N
2
2038-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7CQ7
43015.370000000000
PA
USD
49544.160000000000
0.0007307256
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7L61
67682.580000000000
PA
USD
74675.750000000000
0.0011013908
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7UU8
706817.930000000000
PA
USD
779647.300000000000
0.0114989985
Long
ABS-MBS
USGA
US
N
2
2039-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M82F0
310267.280000000000
PA
USD
341838.290000000000
0.0050417644
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M8Q23
194718.010000000000
PA
USD
220112.460000000000
0.0032464332
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M8TS3
295748.910000000000
PA
USD
324598.680000000000
0.0047874978
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M8TT1
67547.000000000000
PA
USD
75954.410000000000
0.0011202497
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M9LV2
494184.070000000000
PA
USD
521729.060000000000
0.0076949688
Long
ABS-MBS
USGA
US
N
2
2042-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M9MP4
1666370.900000000000
PA
USD
1807649.840000000000
0.0266609822
Long
ABS-MBS
USGA
US
N
2
2042-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MC5V3
18239.590000000000
PA
USD
19125.510000000000
0.0002820817
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MD6C2
496181.390000000000
PA
USD
522042.990000000000
0.0076995990
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJMS6
121134.940000000000
PA
USD
133565.950000000000
0.0019699608
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJMT4
72189.290000000000
PA
USD
81187.410000000000
0.0011974311
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJSL5
619595.290000000000
PA
USD
659587.990000000000
0.0097282467
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJV31
1969272.080000000000
PA
USD
2133445.690000000000
0.0314661370
Long
ABS-MBS
USGA
US
N
2
2045-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJV56
5309053.410000000000
PA
USD
5549098.920000000000
0.0818435209
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
3.000000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAA8
166000.000000000000
PA
USD
166515.520000000000
0.0024559332
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN
75026JAB6
58000.000000000000
PA
USD
58352.440000000000
0.0008606387
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.875000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJVR8
1062249.220000000000
PA
USD
1128626.070000000000
0.0166460776
Long
ABS-MBS
USGA
US
N
2
2045-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJVS6
1028303.430000000000
PA
USD
1113842.990000000000
0.0164280423
Long
ABS-MBS
USGA
US
N
2
2045-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJVW7
4181755.980000000000
PA
USD
4529878.340000000000
0.0668110621
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJVZ0
2681760.810000000000
PA
USD
2805007.830000000000
0.0413709902
Long
ABS-MBS
USGA
US
N
2
2045-03-01
Fixed
3.000000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBC0
50481.000000000000
PA
USD
54302.460000000000
0.0008009056
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBD8
333858.000000000000
PA
USD
362689.340000000000
0.0053492960
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJW97
2030910.230000000000
PA
USD
2148617.680000000000
0.0316899083
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJWA4
5372835.950000000000
PA
USD
5624043.160000000000
0.0829488716
Long
ABS-MBS
USGA
US
N
2
2045-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJWR7
4281268.810000000000
PA
USD
4624684.790000000000
0.0682093600
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJWW6
4680367.650000000000
PA
USD
5049491.440000000000
0.0744748227
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.000000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBE6
53000.000000000000
PA
USD
54717.220000000000
0.0008070229
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBG1
123000.000000000000
PA
USD
122747.120000000000
0.0018103942
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
294665.000000000000
NS
USD
12007598.750000000000
0.1770997729
Long
EC
CORP
US
N
1
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YAW0
189000.000000000000
PA
USD
189436.050000000000
0.0027939876
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJXA3
3002008.630000000000
PA
USD
3235446.830000000000
0.0477195242
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJYC8
196159.630000000000
PA
USD
207354.200000000000
0.0030582619
Long
ABS-MBS
USGA
US
N
2
2046-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJYH7
1055073.040000000000
PA
USD
1117558.580000000000
0.0164828435
Long
ABS-MBS
USGA
US
N
2
2046-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMS46
754782.010000000000
PA
USD
794215.950000000000
0.0117138711
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
3.500000000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER CO
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER COMPANY
454889AM8
4925000.000000000000
PA
USD
6969421.870000000000
0.1027918284
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.050000000000
N
N
N
N
N
N
IRIS MERGER SUB 2019
N/A
IRIS MERGER SUB 2019
45774NAB4
110000.000000000000
PA
USD
114142.470000000000
0.0016834844
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
469125.000000000000
NS
USD
26045820.000000000000
0.3841491462
Long
EC
CORP
US
N
1
N
N
N
INTELSAT LUXEMBOURG SA
N/A
INTELSAT LUXEMBOURG SA
458204AQ7
114000.000000000000
PA
USD
48194.080000000000
0.0007108133
Long
DBT
CORP
LU
N
2
2023-06-01
Fixed
8.125000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBA7
222000.000000000000
PA
USD
227127.770000000000
0.0033499018
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.250000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBC3
67000.000000000000
PA
USD
64869.520000000000
0.0009567589
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.000000000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
N/A
INTELSAT JACKSON HOLDINGS SA
45824TAP0
94000.000000000000
PA
USD
80937.630000000000
0.0011937471
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.500000000000
N
N
N
N
N
N
INTELSAT JACKSON HOLDINGS SA
N/A
INTELSAT JACKSON HOLDINGS SA
45824TBA2
83000.000000000000
PA
USD
71695.860000000000
0.0010574404
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMSH7
66044.510000000000
PA
USD
69488.080000000000
0.0010248779
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMSZ7
689599.430000000000
PA
USD
725586.460000000000
0.0107016565
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
3.500000000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
SCRIPPS ESCROW INC
81104PAA7
60000.000000000000
PA
USD
62253.890000000000
0.0009181811
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.875000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP
816196AT6
155000.000000000000
PA
USD
165473.680000000000
0.0024405672
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138WAAH0
883014.160000000000
PA
USD
928041.440000000000
0.0136876599
Long
ABS-MBS
USGA
US
N
2
2028-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WAHH3
462483.680000000000
PA
USD
506240.900000000000
0.0074665343
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.500000000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG ISSUER LLC
00119LAA9
59000.000000000000
PA
USD
58564.870000000000
0.0008637718
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.250000000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
327725.000000000000
NS
USD
42653408.750000000000
0.6290940564
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AB9
180000.000000000000
PA
USD
185411.650000000000
0.0027346318
Long
DBT
CORP
GB
N
2
2022-02-15
Fixed
6.250000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WBY90
2805196.150000000000
PA
USD
3037842.060000000000
0.0448050564
Long
ABS-MBS
USGA
US
N
2
2044-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WBZN8
385791.270000000000
PA
USD
417764.140000000000
0.0061615928
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
4.000000000000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PL
N/A
INTERNATIONAL GAME TECHNOLOGY PLC
460599AC7
80000.000000000000
PA
USD
86598.230000000000
0.0012772351
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.500000000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR3
N/A
IHSFR_18-SFR3
46187VAA7
16402294.840000000000
PA
USD
16427780.730000000000
0.2422929262
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
2.647000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WCQK2
496039.400000000000
PA
USD
537178.060000000000
0.0079228257
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WEXT1
549320.690000000000
PA
USD
581054.560000000000
0.0085699591
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Fixed
3.500000000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR4
N/A
IHSFR_18-SFR4
46187XAA3
9507379.660000000000
PA
USD
9534127.720000000000
0.1406186107
Long
ABS-MBS
CORP
US
N
2
2038-01-17
Variable
2.758500000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284PAP9
222000.000000000000
PA
USD
223746.280000000000
0.0033000283
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.750000000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851AY5
5000000.000000000000
PA
USD
5452058.300000000000
0.0804122712
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.750000000000
N
N
N
N
N
N
SHEA HOMES LP/SHEA HOMES FUNDING CORP
N/A
SHEA HOMES LP/SHEA HOMES FNDG CORP
82088KAE8
62000.000000000000
PA
USD
61989.690000000000
0.0009142844
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-INV1
N/A
VERUS_19-INV1
92537FAC9
4524540.140000000000
PA
USD
4614650.880000000000
0.0680613701
Long
ABS-CBDO
CORP
US
N
2
2059-12-25
Variable
3.658000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-3
N/A
VERUS_19-3
92537JAC1
8782485.720000000000
PA
USD
8826728.370000000000
0.1301851955
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
3.040000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WFB62
1592195.860000000000
PA
USD
1686135.750000000000
0.0248687739
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WFR40
1567026.540000000000
PA
USD
1657538.370000000000
0.0244469919
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-4
N/A
VERUS_19-4
92537KAC8
9680169.180000000000
PA
USD
9789892.930000000000
0.1443908854
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.000000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAA3
117000.000000000000
PA
USD
118337.440000000000
0.0017453559
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WFS49
2123026.510000000000
PA
USD
2245659.550000000000
0.0331211764
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WFXD3
3173324.130000000000
PA
USD
3416973.830000000000
0.0503968614
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
4.000000000000
N
N
N
N
N
N
ARD FINANCE SA
N/A
ARD FINANCE SA PIK
00191AAD8
70000.000000000000
PA
USD
70663.630000000000
0.0010422161
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.500000000000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ON ASSIGNMENT INC
00191UAA0
112000.000000000000
PA
USD
110872.590000000000
0.0016352571
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.625000000000
N
N
N
N
N
N
SHERWIN-WILLIAMS COMPANY (THE)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
45933.000000000000
NS
USD
23735877.750000000000
0.3500798659
Long
EC
CORP
US
N
1
N
N
N
SIERRA RECEIVABLES FUNDING COMPA
N/A
SRFC_17-1A
82652KAA2
1093052.630000000000
PA
USD
1113822.710000000000
0.0164277432
Long
ABS-MBS
CORP
US
N
2
2034-03-20
Fixed
2.910000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206R102
1475570.000000000000
NS
USD
51969575.400000000000
0.7664979647
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RDF6
9590000.000000000000
PA
USD
12799203.550000000000
0.1887751323
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
6.000000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING COMPA
N/A
SRFC_16-3A
82652YAA2
1418495.160000000000
PA
USD
1423119.310000000000
0.0209895510
Long
ABS-MBS
CORP
US
N
2
2033-10-20
Fixed
2.430000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING COMPANY SRFC_18-2A
N/A
SRFC_18-2A
82653DAA7
2622534.050000000000
PA
USD
2697330.030000000000
0.0397828530
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Fixed
3.500000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAB1
49000.000000000000
PA
USD
50671.260000000000
0.0007473491
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 CO
92564RAD7
126000.000000000000
PA
USD
125162.740000000000
0.0018460221
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.750000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING COMPANY SRFC_18-3A
N/A
SRFC_18-3A
82653GAA0
1858730.190000000000
PA
USD
1932399.470000000000
0.0285009113
Long
ABS-MBS
CORP
US
N
2
2035-09-20
Fixed
3.690000000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
N/A
SIMON PROPERTY GROUP LP
828807CE5
3400000.000000000000
PA
USD
5285385.920000000000
0.0779540244
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.750000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAE5
127000.000000000000
PA
USD
127180.370000000000
0.0018757801
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VIKING CRUISES LTD
N/A
VIKING CRUISES LTD
92676XAD9
195000.000000000000
PA
USD
173629.880000000000
0.0025608627
Long
DBT
CORP
BM
N
2
2027-09-15
Fixed
5.875000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAD6
77000.000000000000
PA
USD
77058.440000000000
0.0011365330
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
8.750000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAK0
172000.000000000000
PA
USD
174435.960000000000
0.0025727516
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.875000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NAU2
137000.000000000000
PA
USD
140904.460000000000
0.0020781963
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.375000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBE7
80000.000000000000
PA
USD
82459.900000000000
0.0012161990
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAF8
55000.000000000000
PA
USD
54067.060000000000
0.0007974337
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000
N
N
N
N
N
N
iShares Core MSCI EAFE ETF
5493009FT582MI7Y3I36
iShares Core MSCI EAFE ETF
46432F842
1079495.000000000000
NS
USD
63085687.800000000000
0.9304492279
Long
EC
RF
US
N
1
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAS3
97000.000000000000
PA
USD
92706.390000000000
0.0013673242
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.625000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAT1
204000.000000000000
PA
USD
216374.210000000000
0.0031912978
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.500000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAM7
64000.000000000000
PA
USD
65763.730000000000
0.0009699476
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAP0
70000.000000000000
PA
USD
71971.630000000000
0.0010615078
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.500000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SCLP_17-4
83405JAA3
1269087.940000000000
PA
USD
1275883.400000000000
0.0188179723
Long
ABS-MBS
CORP
US
N
2
2026-05-26
Fixed
2.500000000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINANCE INC
N/A
SOLERA LLC/SOLERA FINANCE INC
83422AAA1
79000.000000000000
PA
USD
83506.700000000000
0.0012316382
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.500000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
992903.000000000000
NS
USD
115285967.330000000000
1.7003498420
Long
EC
CORP
US
N
1
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURI
N/A
JPMBB_13-C14
46640LAE2
3249979.690000000000
PA
USD
3381857.690000000000
0.0498789343
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
3.760700000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WFXK7
1518238.450000000000
PA
USD
1605913.200000000000
0.0236855735
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WGAM6
3269922.890000000000
PA
USD
3458837.450000000000
0.0510143068
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WJAQ1
6729993.060000000000
PA
USD
7033157.710000000000
0.1037318667
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138X3EH1
234415.220000000000
PA
USD
245271.220000000000
0.0036174991
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.000000000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
548876.000000000000
NS
USD
42279918.280000000000
0.6235854548
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAM1
5500000.000000000000
PA
USD
6342108.740000000000
0.0935396028
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.400000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE COMPANY INC
00404AAM1
135000.000000000000
PA
USD
139413.140000000000
0.0020562009
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.500000000000
N
N
N
N
N
N
ALLERGAN FUNDING SCS
N/A
ACTAVIS FUNDING SCS
00507UAT8
3500000.000000000000
PA
USD
4154256.790000000000
0.0612710293
Long
DBT
CORP
LU
N
2
2035-03-15
Fixed
4.550000000000
N
N
N
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
7000000.000000000000
PA
USD
8227456.230000000000
0.1213465457
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.400000000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS COMPANY LLC
N/A
SOUTHERN NATURAL GAS COMPANY
84346LAA8
2951000.000000000000
PA
USD
3579852.730000000000
0.0527991582
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.800000000000
N
N
N
N
N
N
ACTIVISION BLIZZARD INC
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
969379.000000000000
NS
USD
56350001.270000000000
0.8311047561
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
166400.000000000000
NS
USD
57427968.000000000000
0.8470036604
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138X6FQ3
481960.150000000000
PA
USD
527099.140000000000
0.0077741720
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138XHX97
1673989.660000000000
PA
USD
1812946.910000000000
0.0267391085
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
4.000000000000
N
N
N
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAC1
6286606.530000000000
PA
USD
6445707.340000000000
0.0950675760
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.076000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAA0
64000.000000000000
PA
USD
64926.050000000000
0.0009575927
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.500000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
N/A
SPECTRUM BRANDS INC
84762LAS4
166000.000000000000
PA
USD
171180.560000000000
0.0025247378
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
6.125000000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS HOLDINGS INC
N/A
Spirit AeroSystems Holdings Inc
848574109
131842.000000000000
NS
USD
6966531.280000000000
0.1027491952
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAB8
204000.000000000000
PA
USD
209070.620000000000
0.0030835773
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.625000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAF9
148000.000000000000
PA
USD
149694.100000000000
0.0022078345
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.000000000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAP4
134000.000000000000
PA
USD
141386.250000000000
0.0020853023
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
N/A
SPRINT CAPITAL CORPORATION
852060AT9
62000.000000000000
PA
USD
86145.780000000000
0.0012705619
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138XXGE0
314956.720000000000
PA
USD
329933.000000000000
0.0048661735
Long
ABS-MBS
USGA
US
N
2
2027-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138XZGM7
1480438.400000000000
PA
USD
1556956.770000000000
0.0229635164
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
3.500000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAR7
10100000.000000000000
PA
USD
11439658.950000000000
0.1687232431
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.005000000000
N
N
N
N
N
N
JAGGED PEAK ENERGY LLC
N/A
JAGGED PEAK ENERGY LLC
47009LAC9
174000.000000000000
PA
USD
173721.720000000000
0.0025622173
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.875000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL7
N/A
VOLT_19-NPL7
92870DAA3
10727013.410000000000
PA
USD
10756029.980000000000
0.1586404165
Long
ABS-CBDO
CORP
US
N
2
2049-10-25
Variable
3.178900000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL3
N/A
VOLT_20-NPL3
92870GAA6
20952650.720000000000
PA
USD
20975740.540000000000
0.3093706714
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
2.981400000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL5
N/A
VOLT_20-NPL5
92870NAA1
6000000.000000000000
PA
USD
6014610.000000000000
0.0887093321
Long
ABS-CBDO
CORP
US
N
2
2050-03-25
Variable
2.981500000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL4
N/A
VOLT_19-NPL4
92872NAA9
8991041.900000000000
PA
USD
9011688.930000000000
0.1329131741
Long
ABS-CBDO
CORP
US
N
2
2049-08-25
Variable
3.351500000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138YCCF6
1393794.050000000000
PA
USD
1462996.720000000000
0.0215777019
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138YGXE7
2169018.490000000000
PA
USD
2294322.100000000000
0.0338388991
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
3.500000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
649000.000000000000
PA
USD
766054.090000000000
0.0112985126
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AN2
36000.000000000000
PA
USD
36017.240000000000
0.0005312174
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.500000000000
N
N
N
N
N
N
JAGUAR HOLDING COMPANY II / PHAR
N/A
PHARMACEUTICAL PRODUCT DEV LLC
47010DAA8
189000.000000000000
PA
USD
195025.320000000000
0.0028764236
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.375000000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAA7
176000.000000000000
PA
USD
183029.570000000000
0.0026994985
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
4.750000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AP7
37000.000000000000
PA
USD
35431.440000000000
0.0005225774
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.750000000000
N
N
N
N
N
N
STARFRUIT FINCO BV/STARFRUIT US HOLDCO LLC
N/A
STARFRUIT US HOLDCO LLC/FINCO BV
85529VAA2
280000.000000000000
PA
USD
278107.730000000000
0.0041018039
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
8.000000000000
N
N
N
N
N
N
VOYA CLO LTD VOYA_17-3A
N/A
VOYA_17-3A
92915QAG8
4000000.000000000000
PA
USD
4000496.000000000000
0.0590032152
Long
ABS-MBS
CORP
KY
N
2
2030-07-20
Variable
3.589100000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS_12-C9
92930RBB7
9126309.960000000000
PA
USD
9412816.770000000000
0.1388293986
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
2.870000000000
N
N
N
N
N
N
AG MERGER SUB II INC
N/A
AG MERGER SUB II INC
00791GAA5
85000.000000000000
PA
USD
89514.540000000000
0.0013202477
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.750000000000
N
N
N
N
N
N
AIR PRODUCTS AND CHEMICALS INC
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals Inc
009158106
141720.000000000000
NS
USD
31123129.200000000000
0.4590342523
Long
EC
CORP
US
N
1
N
N
N
WFRBS_13-C15
N/A
WFRBS_13-C15
92938CAC1
5501266.560000000000
PA
USD
5875630.500000000000
0.0866595269
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
3.881000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
94974BFY1
8400000.000000000000
PA
USD
9263511.940000000000
0.1366273054
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.100000000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAB5
91000.000000000000
PA
USD
95277.280000000000
0.0014052422
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
JAY PARK CLO LTD JPARK_16-1A
N/A
JPARK_16-1A
47206VAL8
25675000.000000000000
PA
USD
25650916.850000000000
0.3783247296
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
3.269100000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
117000.000000000000
PA
USD
129902.540000000000
0.0019159293
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AB7
166000.000000000000
PA
USD
173258.470000000000
0.0025553848
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.875000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL
N/A
WFCM_20-SDAL
95002GAG7
3400000.000000000000
PA
USD
3398436.000000000000
0.0501234474
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Variable
3.740000000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAJ3
5150000.000000000000
PA
USD
5513557.660000000000
0.0813193237
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.100000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138YSCY0
923773.950000000000
PA
USD
977051.850000000000
0.0144105132
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31391BQN0
69347.130000000000
PA
USD
80164.430000000000
0.0011823432
Long
ABS-MBS
USGA
US
N
2
2032-09-01
Fixed
6.500000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAM6
99000.000000000000
PA
USD
101845.180000000000
0.0015021120
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.375000000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
N/A
WESTERN GAS PARTNERS LP
958254AL8
4500000.000000000000
PA
USD
3906957.110000000000
0.0576236125
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.500000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AC5
94000.000000000000
PA
USD
92681.420000000000
0.0013669559
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.625000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AE1
63000.000000000000
PA
USD
63000.000000000000
0.0009291854
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-1
N/A
STAR_19-1
85571KAC9
3442474.680000000000
PA
USD
3506231.380000000000
0.0517133187
Long
ABS-CBDO
CORP
US
N
2
2049-06-25
Variable
3.299000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAA5
8075189.260000000000
PA
USD
8172828.800000000000
0.1205408471
Long
ABS-CBDO
CORP
US
N
2
2049-08-25
Variable
2.610000000000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING BV
N/A
ALCOA NEDERLAND HOLDING BV
013822AA9
188000.000000000000
PA
USD
193504.400000000000
0.0028539915
Long
DBT
CORP
NL
N
2
2024-09-30
Fixed
6.750000000000
N
N
N
N
N
N
ALEXION PHARMACEUTICALS INC
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
247615.000000000000
NS
USD
23283238.450000000000
0.3434039002
Long
EC
CORP
US
N
1
N
N
N
ALLIANCE DATA SYST CORP
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CORP
018581AK4
186000.000000000000
PA
USD
183346.120000000000
0.0027041673
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.750000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAA1
106000.000000000000
PA
USD
105846.710000000000
0.0015611305
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.750000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F030637
125175000.000000000000
PA
USD
128940029.920000000000
1.9017332689
Long
ABS-MBS
USGA
US
N
2
2050-03-12
Fixed
3.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F032633
95150000.000000000000
PA
USD
98821318.030000000000
1.4575131423
Long
ABS-MBS
USGA
US
N
2
2050-03-12
Fixed
3.500000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAC1
3686499.450000000000
PA
USD
3730682.510000000000
0.0550237428
Long
ABS-CBDO
CORP
US
N
2
2049-08-25
Variable
2.916000000000
N
N
N
N
N
N
STAR_2018-IMC1
N/A
STAR_18-IMC1
85572KAC8
3561326.750000000000
PA
USD
3624658.540000000000
0.0534599979
Long
ABS-CBDO
CORP
US
N
2
2048-03-25
Variable
3.977000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F040438
33900000.000000000000
PA
USD
35591027.260000000000
0.5249311688
Long
ABS-MBS
USGA
US
N
2
2035-03-18
Fixed
4.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F040636
160675000.000000000000
PA
USD
169267346.280000000000
2.4965198469
Long
ABS-MBS
USGA
US
N
2
2050-03-12
Fixed
4.000000000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
706955.000000000000
NS
USD
95071308.400000000000
1.4022043442
Long
EC
CORP
US
N
1
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
138000.000000000000
PA
USD
141696.790000000000
0.0020898824
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV/STARS GROUP LLC
N/A
STARS GROUP HOLDINGS BV/STARS GRP
85572NAA6
99000.000000000000
PA
USD
106454.900000000000
0.0015701007
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
7.000000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-IMC1
N/A
STAR_19-IMC1
85572TAC9
2097664.950000000000
PA
USD
2142954.590000000000
0.0316063835
Long
ABS-CBDO
CORP
US
N
2
2049-04-25
Variable
3.754000000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORPORATION
49446RAP4
4500000.000000000000
PA
USD
4709077.700000000000
0.0694540689
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.800000000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BU9
7000000.000000000000
PA
USD
8321232.290000000000
0.1227296464
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
5.500000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-3A
N/A
WLAKE_19-3A
96042HAL4
10700000.000000000000
PA
USD
10881948.150000000000
0.1604975805
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
2.720000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_19-1A
N/A
WLAKE_19-1A
96042JAJ5
7600000.000000000000
PA
USD
7717640.400000000000
0.1138272848
Long
ABS-MBS
CORP
US
N
2
2024-03-15
Fixed
3.450000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LAB2
6350000.000000000000
PA
USD
5867906.480000000000
0.0865456056
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DK4
4145000.000000000000
PA
USD
4709487.410000000000
0.0694601117
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.650000000000
N
N
N
N
N
N
ALPHA 2 BV
N/A
ALPHA 2 BV PIK
02073MAA7
79000.000000000000
PA
USD
80006.240000000000
0.0011800100
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
8.750000000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
70858.000000000000
NS
USD
94902245.140000000000
1.3997108344
Long
EC
CORP
US
N
1
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AL8
106000.000000000000
PA
USD
107922.670000000000
0.0015917488
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AR5
62000.000000000000
PA
USD
65786.990000000000
0.0009702907
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.500000000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
57699.000000000000
NS
USD
77273385.750000000000
1.1397032292
Long
EC
CORP
US
N
1
N
N
N
ALPHA 3 BV / ALPHA US BIDCO
N/A
ATOTECH INC
02079UAA3
287000.000000000000
PA
USD
294437.260000000000
0.0043426478
Long
DBT
CORP
NL
N
2
2025-02-01
Fixed
6.250000000000
N
N
N
N
N
N
LPL HOLDINGS INC
N/A
LPL HOLDINGS INC
50212YAB0
9000.000000000000
PA
USD
9391.020000000000
0.0001385079
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.750000000000
N
N
N
N
N
N
LPL HOLDINGS INC
N/A
LPL HOLDINGS INC
50212YAC8
135000.000000000000
PA
USD
137192.620000000000
0.0020234505
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.625000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAC5
200000.000000000000
PA
USD
200283.790000000000
0.0029539806
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
94990.000000000000
NS
USD
178937412.500000000000
2.6391434111
Long
EC
CORP
US
N
1
N
N
N
TRI POINTE HOLDINGS INC
N/A
TRI POINTE HOLDINGS INC
962178AN9
70000.000000000000
PA
USD
75984.270000000000
0.0011206901
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS LP
96949LAC9
7000000.000000000000
PA
USD
7848335.740000000000
0.1157549071
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.100000000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AE7
191000.000000000000
PA
USD
198001.180000000000
0.0029203144
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.875000000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AF4
197000.000000000000
PA
USD
192267.830000000000
0.0028357534
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.000000000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WISCONSIN ENERGY CORPORATION
976657AL0
3950000.000000000000
PA
USD
4285328.340000000000
0.0632042003
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.550000000000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212BAL7
578000.000000000000
PA
USD
551405.970000000000
0.0081326728
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.500000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VE
N/A
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AV7
100000.000000000000
PA
USD
98079.490000000000
0.0014465719
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC
983793AD2
135000.000000000000
PA
USD
135385.480000000000
0.0019967971
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.500000000000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FINANCE CORP
N/A
SUNOCO LP/FINANCE CORP
86765LAL1
108000.000000000000
PA
USD
109116.830000000000
0.0016093614
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
210541.000000000000
NS
USD
14032557.650000000000
0.2069658410
Long
EC
CORP
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
100615.000000000000
NS
USD
19894603.950000000000
0.2934250149
Long
EC
CORP
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AD1
4155000.000000000000
PA
USD
4595815.130000000000
0.0677835621
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.850000000000
N
N
N
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
371195.000000000000
NS
USD
33466941.200000000000
0.4936030768
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAP0
177000.000000000000
PA
USD
186603.300000000000
0.0027522074
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.500000000000
N
N
N
N
N
N
YPSO FINANCE BIS SA
N/A
YPSO FINANCE BIS
98424XAA7
292000.000000000000
PA
USD
280390.190000000000
0.0041354679
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAPITAL INC
N/A
ZAYO GROUP LLC/ZAYO CAPITAL INC
989194AL9
113000.000000000000
PA
USD
115475.860000000000
0.0017031506
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.375000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAU9
265000.000000000000
PA
USD
269606.040000000000
0.0039764127
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAV7
206000.000000000000
PA
USD
214901.460000000000
0.0031695762
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.750000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-1
N/A
ACAR_20-1
02529VAG4
18025000.000000000000
PA
USD
18186184.960000000000
0.2682275861
Long
ABS-MBS
CORP
US
N
2
2026-03-13
Fixed
2.390000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
370435.000000000000
NS
USD
33065028.100000000000
0.4876752705
Long
EC
CORP
US
N
1
N
N
N
AH4R_14-SFR2
N/A
AH4R_14-SFR2
02665UAA3
2761138.240000000000
PA
USD
2966222.890000000000
0.0437487470
Long
ABS-MBS
CORP
US
N
2
2036-10-17
Fixed
3.786000000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3
N/A
AH4R_14-SFR3
02665XAA7
3226239.940000000000
PA
USD
3421344.860000000000
0.0504613296
Long
ABS-MBS
CORP
US
N
2
2036-12-17
Fixed
3.678000000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAPITAL INC
N/A
ZAYO GROUP LLC/ZAYO CAPITAL INC
989194AP0
209000.000000000000
PA
USD
213509.860000000000
0.0031490516
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.750000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAA3
197000.000000000000
PA
USD
192005.200000000000
0.0028318799
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE BV
549300J6QSW38QNOJK61
LYB INTERNATIONAL FINANCE BV
50247VAC3
2000000.000000000000
PA
USD
2325072.460000000000
0.0342924354
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.875000000000
N
N
N
N
N
N
LAM RSRCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807108
141270.000000000000
NS
USD
41452856.100000000000
0.6113871354
Long
EC
CORP
US
N
1
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR1
N/A
AH4R_15-SFR1
02666AAA6
3350712.500000000000
PA
USD
3532756.380000000000
0.0521045353
Long
ABS-MBS
CORP
US
N
2
2052-04-17
Fixed
3.467000000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SF
N/A
AH4R_15-SFR2
02666BAA4
2521385.730000000000
PA
USD
2754449.770000000000
0.0406253106
Long
ABS-MBS
CORP
US
N
2
2045-10-17
Fixed
3.732000000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAB1
157000.000000000000
PA
USD
155034.420000000000
0.0022865988
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.125000000000
N
N
N
N
N
N
ZEKELMAN INDUSTRIES INC
N/A
ZEKELMAN INDUSTRIES INC
98932KAA0
88000.000000000000
PA
USD
92115.010000000000
0.0013586020
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
9.875000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BQ3
54000.000000000000
PA
USD
54201.530000000000
0.0007994170
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.750000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BS9
21000.000000000000
PA
USD
21053.770000000000
0.0003105215
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.000000000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP/FIN
87470LAA9
65000.000000000000
PA
USD
60416.450000000000
0.0008910807
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.500000000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP/FIN
87470LAD3
151000.000000000000
PA
USD
134426.040000000000
0.0019826463
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP/FIN
87470LAE1
102000.000000000000
PA
USD
98019.320000000000
0.0014456845
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.750000000000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP/TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP/FIN
87470LAG6
48000.000000000000
PA
USD
45822.930000000000
0.0006758412
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.000000000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
N/A
ZIGGO BOND CO BV
98953GAD7
45000.000000000000
PA
USD
44860.850000000000
0.0006616516
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.125000000000
N
N
N
N
N
N
ZIGGO SECURED FINANCE BV
N/A
ZIGGO SECURED FINANCE BV
98954NAA7
176000.000000000000
PA
USD
181454.820000000000
0.0026762726
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.500000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBE1
239000.000000000000
PA
USD
239774.070000000000
0.0035364217
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.375000000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP
87612BBG6
264000.000000000000
PA
USD
260899.110000000000
0.0038479944
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
ZIGGO BOND FINANCE BV
N/A
ZIGGO BOND FINANCE BV
98954UAB9
332000.000000000000
PA
USD
349831.740000000000
0.0051596596
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
REFINITIV US HOLDINGS INC
N/A
REFINITIV(THOMPSON REUTER)TLB 3.75
000000000
289131.630000000000
PA
USD
288287.370000000000
0.0042519432
Long
LON
CORP
US
N
2
2025-10-01
Variable
5.535880000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBP6
309000.000000000000
PA
USD
306233.260000000000
0.0045166267
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.500000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724LAA3
180000.000000000000
PA
USD
193622.230000000000
0.0028557294
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.875000000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DH7
6000000.000000000000
PA
USD
6651781.380000000000
0.0981069568
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.900000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027X100
213108.000000000000
NS
USD
48332894.400000000000
0.7128606478
Long
EC
CORP
US
N
1
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_19-GS5
N/A
LMAT_19-GS5
52475FAF0
6947402.190000000000
PA
USD
7026558.110000000000
0.1036345294
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Variable
3.200000000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057CR3
198000.000000000000
PA
USD
216525.190000000000
0.0031935246
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.875000000000
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
N/A
TAYLOR MORRISON COMMUNITIES INC
87724RAB8
106000.000000000000
PA
USD
117286.190000000000
0.0017298511
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.750000000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC
87901JAC9
112000.000000000000
PA
USD
110547.940000000000
0.0016304688
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.000000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XAP5
4250000.000000000000
PA
USD
4616270.480000000000
0.0680852576
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.550000000000
N
N
N
N
N
N
AMERICOLD LLC TRUST ACRE_10-ARTA
N/A
ACRE_10-ARTA
03063NAA5
51125.100000000000
PA
USD
51451.650000000000
0.0007588591
Long
ABS-MBS
CORP
US
N
2
2029-01-14
Fixed
3.847300000000
N
N
N
N
N
N
BELLRING BRANDS LLC
N/A
BELLRING BRANDS TLB 5.0
000000000
126000.000000000000
PA
USD
126630.000000000000
0.0018676627
Long
LON
CORP
US
N
2
2024-10-10
Variable
6.785880000000
N
N
N
N
N
N
FRONERI US INC
N/A
FRONERI US INC TL 2ND LN 5.75
000000000
22000.000000000000
PA
USD
21945.000000000000
0.0003236663
Long
LON
CORP
US
N
2
2028-01-29
Variable
7.39525
N
N
N
N
N
N
TELECOM ITALIA CAPITAL SA
N/A
TELECOM ITALIA CAPITAL
87927VAM0
61000.000000000000
PA
USD
68301.510000000000
0.0010073773
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.000000000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
N/A
TEMPO ACQUISITION LLC
88023JAA4
45000.000000000000
PA
USD
44913.890000000000
0.0006624338
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.750000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCE8
164000.000000000000
PA
USD
177743.150000000000
0.0026215293
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.125000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCN8
101000.000000000000
PA
USD
108603.680000000000
0.0016017930
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.750000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BC3
2400000.000000000000
PA
USD
3309866.180000000000
0.0488171333
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.750000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_17
N/A
AOMT_17-1
034620AA2
405632.630000000000
PA
USD
405879.460000000000
0.0059863060
Long
ABS-CBDO
CORP
US
N
2
2047-01-25
Variable
2.810000000000
N
N
N
N
N
N
INFORMATICA LLC
N/A
INFORMATICA LLC 2ND LN TL
000000000
55000.000000000000
PA
USD
55275.000000000000
0.0008152496
Long
LON
CORP
US
N
2
2025-02-14
Fixed
0
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE JUN 20
000000000
850.000000000000
NC
USD
1273385.000000000000
0.0187811234
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 5YR NOTE JUN 20
US 5YR NOTE JUN 20
2020-06-30
103064115.000000000000
USD
1273385.000000000000
N
N
N
ALLERGAN PLC
635400FWJZQC1IPYUH69
Allergan PLC
G0177J108
329180.000000000000
NS
USD
62764750.600000000000
0.9257157331
Long
EC
CORP
IE
N
1
N
N
N
AON PLC
VVT2B79I2Z4U3R6BY589
Aon PLC
G0408V102
168096.000000000000
NS
USD
34963968.000000000000
0.5156826875
Long
EC
CORP
GB
N
1
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_19-2
N/A
AOMT_19-2
03463WAC7
5297583.060000000000
PA
USD
5434351.290000000000
0.0801511109
Long
ABS-CBDO
CORP
US
N
2
2049-03-25
Variable
3.833000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_18-3
N/A
AOMT_18-3
03464NAC6
4909143.420000000000
PA
USD
5050551.300000000000
0.0744904545
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
3.853000000000
N
N
N
N
N
N
Marvell Technology Group Ltd
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd
G5876H105
723750.000000000000
NS
USD
15415875.000000000000
0.2273683539
Long
EC
CORP
BM
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
1105698.000000000000
NS
USD
111310617.660000000000
1.6417175094
Long
EC
CORP
IE
N
1
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
N/A
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AG5
10000000.000000000000
PA
USD
12445033.400000000000
0.1835514856
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.950000000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
125078.000000000000
NS
USD
32156303.020000000000
0.4742725071
Long
EC
CORP
US
N
1
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCS7
136000.000000000000
PA
USD
137745.220000000000
0.0020316008
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCX6
129000.000000000000
PA
USD
135271.580000000000
0.0019951171
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.250000000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORPORATION
526057CT9
117000.000000000000
PA
USD
128984.100000000000
0.0019023833
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.250000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AK5
118000.000000000000
PA
USD
120194.800000000000
0.0017727501
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.875000000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AG8
4150000.000000000000
PA
USD
4655039.400000000000
0.0686570594
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.101000000000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / A
N/A
ANTERO MIDSTREAM PARTNERS/FIN
03690AAD8
52000.000000000000
PA
USD
35607.200000000000
0.0005251697
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
NXP SEMICONDUCTORS NV
724500M9BY5293JDF951
NXP Semiconductors NV
N6596X109
254961.000000000000
NS
USD
28986516.090000000000
0.4275213991
Long
EC
CORP
NL
N
1
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE JUN 20
000000000
475.000000000000
NC
USD
633668.050000000000
0.0093459542
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE JUN 20
US 2YR NOTE JUN 20
2020-06-30
103072191.800000000000
USD
633668.050000000000
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AN9
86000.000000000000
PA
USD
88397.250000000000
0.0013037688
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.625000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AR0
101000.000000000000
PA
USD
101501.230000000000
0.0014970391
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 10YR NOTE JUN 20
000000000
2425.000000000000
NC
USD
5318781.600000000000
0.0784465765
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 10YR NOTE JUN 20
US 10YR NOTE JUN 20
2020-06-19
321449968.400000000000
USD
5318781.600000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US ULTRA T-BOND JUN 20
000000000
465.000000000000
NC
USD
2855820.150000000000
0.0421204198
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US ULTRA T-BOND JUN 20
US ULTRA T-BOND JUN 20
2020-06-19
93631679.850000000000
USD
2855820.150000000000
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORPORATION
540424AS7
5500000.000000000000
PA
USD
6130354.890000000000
0.0904164506
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.750000000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
669782.000000000000
NS
USD
71378667.740000000000
1.0527621811
Long
EC
CORP
US
N
1
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCY4
245000.000000000000
PA
USD
249413.960000000000
0.0036786002
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.875000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDA5
268000.000000000000
PA
USD
278348.130000000000
0.0041053496
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.125000000000
N
N
N
N
N
N
APERGY CORP
N/A
APERGY CORP
03755LAC8
240000.000000000000
PA
USD
251122.570000000000
0.0037038005
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
APIDOS CDO APID_12-11A
N/A
APID_12-11A
03763YBC9
12575000.000000000000
PA
USD
12582821.650000000000
0.1855837211
Long
ABS-MBS
CORP
KY
N
2
2030-10-17
Variable
3.536100000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAC7
172000.000000000000
PA
USD
175294.000000000000
0.0025854068
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
4.250000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAG8
56000.000000000000
PA
USD
57837.890000000000
0.0008530496
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
TIME WARNER CABLE INC
B1WXCWLJVJXMWJX6O298
TIME WARNER CABLE INC
88732JAJ7
5000000.000000000000
PA
USD
6369076.550000000000
0.0939373504
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.550000000000
N
N
N
N
N
N
TOORAK MORTGAGE CORP TRK_19-2
N/A
TRK_19-2
89052LAA1
8625000.000000000000
PA
USD
8715412.430000000000
0.1285433994
Long
ABS-CBDO
CORP
US
N
2
2022-09-25
Variable
3.721000000000
N
N
N
N
N
N
APIDOS CLO APID_15-20A
N/A
APID_15-20A
03765LAP7
15245000.000000000000
PA
USD
15230822.150000000000
0.2246390141
Long
ABS-MBS
CORP
KY
N
2
2031-07-16
Variable
2.942600000000
N
N
N
N
N
N
APIDOS CLO APID_17-28A
N/A
APID_17-28A
03767CAB6
5925000.000000000000
PA
USD
5809095.150000000000
0.0856781987
Long
ABS-MBS
CORP
KY
N
2
2031-01-20
Variable
2.969100000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_1
N/A
TPMT_15-5
89171VAA5
1516570.640000000000
PA
USD
1544541.660000000000
0.0227804062
Long
ABS-CBDO
CORP
US
N
2
2055-05-25
Fixed
3.500000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_1
N/A
TPMT_16-1
89172EAA2
1928234.860000000000
PA
USD
1970458.580000000000
0.0290622442
Long
ABS-CBDO
CORP
US
N
2
2055-02-25
Fixed
3.500000000000
N
N
N
N
N
N
TPMT_16-2
N/A
TPMT_16-2
89172PAA7
3163942.750000000000
PA
USD
3242239.580000000000
0.0478197103
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Fixed
3.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_1
N/A
TPMT_15-6
89172RAA3
2004560.460000000000
PA
USD
2048656.980000000000
0.0302155904
Long
ABS-CBDO
CORP
US
N
2
2055-04-25
Fixed
3.500000000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
LOWES COMPANIES INC
548661DS3
2800000.000000000000
PA
USD
3434009.180000000000
0.0506481153
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.550000000000
N
N
N
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
256370.000000000000
NS
USD
9772824.400000000000
0.1441391421
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
735230.000000000000
NS
USD
200982472.800000000000
2.9642854529
Long
EC
CORP
US
N
1
N
N
N
ARAMARK
549300MR6PG2DWZUIL39
Aramark
03852U106
545417.000000000000
NS
USD
18947786.580000000000
0.2794604293
Long
EC
CORP
US
N
1
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_1
N/A
TPMT_16-3
89172YAA8
1557093.660000000000
PA
USD
1566211.220000000000
0.0231000100
Long
ABS-CBDO
CORP
US
N
2
2056-04-25
Fixed
2.250000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_18-1
N/A
TPMT_18-1
89176EAA8
3165277.850000000000
PA
USD
3247825.450000000000
0.0479020961
Long
ABS-CBDO
CORP
US
N
2
2058-01-25
Variable
3.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_18-6
N/A
TPMT_18-6
89176LAA2
13518214.590000000000
PA
USD
14157511.240000000000
0.2088087784
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Variable
3.750000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_19-HY1
N/A
TPMT_19-HY1
89177EAA7
9183773.040000000000
PA
USD
9233426.030000000000
0.1361835690
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
2.626800000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP / ARCHROCK
N/A
ARCHROCK PARTNERS LP/ARCHROCK FIN
03959KAC4
56000.000000000000
PA
USD
53970.840000000000
0.0007960146
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.250000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAL4
270000.000000000000
PA
USD
281520.560000000000
0.0041521397
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
6.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_19-HY2
N/A
TPMT_19-HY2
89177HAA0
10284037.820000000000
PA
USD
10310990.230000000000
0.1520765364
Long
ABS-CBDO
CORP
US
N
2
2058-05-25
Variable
2.626800000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647AZ0
382000.000000000000
PA
USD
394808.700000000000
0.0058230236
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BE6
467000.000000000000
PA
USD
494731.660000000000
0.0072967849
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BH9
82000.000000000000
PA
USD
86624.080000000000
0.0012776164
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.500000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAP5
164000.000000000000
PA
USD
166767.270000000000
0.0024596463
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
ARES CLO LTD ARES_18-47A
N/A
ARES_18-47A
04016VAE5
3450000.000000000000
PA
USD
3420371.400000000000
0.0504469720
Long
ABS-MBS
CORP
KY
N
2
2030-04-15
Variable
3.281300000000
N
N
N
N
N
N
ARGOS MERGER SUB INC
N/A
PETSMART INC
04021LAA8
226000.000000000000
PA
USD
220631.010000000000
0.0032540812
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.125000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_18-1
N/A
ARRW_18-1
042856AA2
7345482.290000000000
PA
USD
7578016.750000000000
0.1117679791
Long
ABS-CBDO
CORP
US
N
2
2048-04-25
Variable
3.763000000000
N
N
N
N
N
N
MFA TRUST MFRA_17-RPL1
N/A
MFRA_17-RPL1
552759AA0
3201201.350000000000
PA
USD
3216529.020000000000
0.0474405059
Long
ABS-CBDO
CORP
US
N
2
2057-02-25
Variable
2.588000000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL
552953CC3
97000.000000000000
PA
USD
104393.890000000000
0.0015397029
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.000000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
N/A
MGM GROWTH/MGM FINANCE
55303XAC9
157000.000000000000
PA
USD
170007.150000000000
0.0025074312
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAJ4
50000.000000000000
PA
USD
54520.230000000000
0.0008041175
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.750000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BJ5
414000.000000000000
PA
USD
413470.260000000000
0.0060982625
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LP/TLP FINANCE CORP
N/A
TRANSMONTAIGE PARTNERS LP / FIN CO
89376VAA8
211000.000000000000
PA
USD
209628.880000000000
0.0030918111
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.125000000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS LLC
N/A
MPH ACQUISITION HOLDINGS LLC
553283AB8
88000.000000000000
PA
USD
81840.880000000000
0.0012070691
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.125000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
5100000.000000000000
PA
USD
5843828.010000000000
0.0861904728
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.500000000000
N
N
N
N
N
N
MTS SYST CORP
549300E7ZL4ZDETLML64
MTS SYSTEMS CORPORATION
553777AA1
37000.000000000000
PA
USD
37940.340000000000
0.0005595811
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.750000000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_15-1A
N/A
MVWOT_15-1A
55388PAA8
833010.940000000000
PA
USD
838298.560000000000
0.0123640444
Long
ABS-MBS
CORP
US
N
2
2032-12-20
Fixed
2.520000000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN LIMITED
893800AA0
2296.280000000000
PA
USD
2267.490000000000
0.0000334432
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
TRANSOCEAN INC
N/A
TRANSOCEAN INC
893830BL2
58000.000000000000
PA
USD
48162.340000000000
0.0007103451
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.000000000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_16-1A
N/A
MVWOT_16-1A
553894AA4
1410994.640000000000
PA
USD
1417148.690000000000
0.0209014905
Long
ABS-MBS
CORP
US
N
2
2033-12-20
Fixed
2.250000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_19-33A
N/A
MDPK_19-33A
55819JAC7
16325000.000000000000
PA
USD
16363641.280000000000
0.2413469350
Long
ABS-MBS
CORP
US
N
2
2032-10-15
Variable
3.644100000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_19-1
N/A
ARRW_19-1
042859AA6
11092601.430000000000
PA
USD
11524225.640000000000
0.1699705151
Long
ABS-CBDO
CORP
US
N
2
2049-01-25
Variable
3.805000000000
N
N
N
N
N
N
ARUBA INVESTMENTS INC
N/A
ANGUS CHEMICAL
04318AAA4
109000.000000000000
PA
USD
109113.840000000000
0.0016093173
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
8.750000000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC
043436AS3
21000.000000000000
PA
USD
21072.850000000000
0.0003108029
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.500000000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC
043436AT1
21000.000000000000
PA
USD
21367.280000000000
0.0003151455
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AA1
126000.000000000000
PA
USD
130747.530000000000
0.0019283920
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC
043502AB9
135000.000000000000
PA
USD
140830.000000000000
0.0020770981
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.875000000000
N
N
N
N
N
N
ASCENTIUM EQUIPMENT RECEIVABLES LLC ACER_19-2A
N/A
ACER_19-2A
04365VAF9
6550000.000000000000
PA
USD
6654201.330000000000
0.0981426486
Long
ABS-MBS
CORP
US
N
2
2026-11-10
Fixed
2.850000000000
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS
N/A
AHT1_18-KEYS
04410CAG4
16800000.000000000000
PA
USD
16779319.200000000000
0.2474777582
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.108500000000
N
N
N
N
N
N
MAGNETITE CLO MAGNE_15-12A
N/A
MAGNE_15-12A
55953HAS2
13830000.000000000000
PA
USD
13823140.320000000000
0.2038771500
Long
ABS-MBS
CORP
KY
N
2
2031-10-15
Variable
2.931300000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
186430.000000000000
NS
USD
8840510.600000000000
0.1303884692
Long
EC
CORP
US
N
1
N
N
N
TRANSOCEAN POSEIDON LTD
N/A
TRANSOCEAN POSEIDON LTD
89383JAA6
83000.000000000000
PA
USD
87098.970000000000
0.0012846205
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875000000000
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD
89385AAA3
192000.000000000000
PA
USD
185760.000000000000
0.0027397696
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375000000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
54440.000000000000
NS
USD
10391507.200000000000
0.1532640792
Long
EC
CORP
US
N
1
N
N
N
AVANTOR INC
N/A
AVANTOR INC
05352AAC4
126000.000000000000
PA
USD
137695.740000000000
0.0020308710
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
9.000000000000
N
N
N
N
N
N
GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_19-1
N/A
TMIR_2019-1
89600TAA1
7600000.000000000000
PA
USD
7605356.480000000000
0.1121712121
Long
ABS-CBDO
CORP
US
N
2
2029-11-26
Variable
3.526800000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
110000.000000000000
PA
USD
114083.080000000000
0.0016826085
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_19-A
N/A
AVNT_19-A
05352EAB8
5975000.000000000000
PA
USD
6068710.710000000000
0.0895072621
Long
ABS-MBS
CORP
US
N
2
2022-12-15
Fixed
3.800000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_19-B
N/A
AVNT_19-B
05354NAA8
3370244.550000000000
PA
USD
3385125.530000000000
0.0499271316
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.720000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAB2
26000.000000000000
PA
USD
27485.120000000000
0.0004053773
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.500000000000
N
N
N
N
N
N
TVC_20-RTL1
N/A
TVC_20-RTL1
90114YAA7
2100000.000000000000
PA
USD
2123262.120000000000
0.0313159398
Long
ABS-CBDO
CORP
US
N
2
2024-09-25
Fixed
3.474000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_19-B
N/A
AVNT_19-B
05354NAB6
8675000.000000000000
PA
USD
8749442.780000000000
0.1290453122
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
3.150000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
N/A
AVIS BUDGET CAR RENTAL LLC
053773BA4
165000.000000000000
PA
USD
167010.900000000000
0.0024632396
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.250000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
N/A
AVIS BUDGET CAR RENTAL/AVIS FIN
053773BC0
29000.000000000000
PA
USD
28996.170000000000
0.0004276638
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A
N/A
AESOP_18-2A
05377RDC5
19775000.000000000000
PA
USD
21459031.090000000000
0.3164987116
Long
ABS-MBS
CORP
US
N
2
2025-03-20
Fixed
4.000000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_18-4A
N/A
MFT_18-4A
57109GAA2
2779680.910000000000
PA
USD
2810111.740000000000
0.0414462676
Long
ABS-MBS
CORP
US
N
2
2028-12-15
Fixed
3.710000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-2A
N/A
MFT_19-2A
57109HAB8
4550000.000000000000
PA
USD
4660545.440000000000
0.0687382679
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
3.530000000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
TWITTER INC
90184LAG7
104000.000000000000
PA
USD
106202.000000000000
0.0015663706
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.875000000000
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE
N/A
UBSBB_12-C4
90270RBE3
8550000.000000000000
PA
USD
8828417.930000000000
0.1302101147
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Fixed
2.850200000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
N/A
AXALTA COATING SYSTEMS LLC
05453GAA3
171000.000000000000
PA
USD
173504.890000000000
0.0025590193
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.875000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAG0
7370000.000000000000
PA
USD
7363158.430000000000
0.1085990391
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
2.908500000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAJ4
3975000.000000000000
PA
USD
3972555.770000000000
0.0585911255
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
3.158500000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G FOODS INC
05508RAE6
35000.000000000000
PA
USD
34675.550000000000
0.0005114288
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.250000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-3A
N/A
MFT_19-3A
57109MAB7
10780000.000000000000
PA
USD
10952976.960000000000
0.1615451826
Long
ABS-MBS
CORP
US
N
2
2029-09-17
Fixed
3.070000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-1A
N/A
MFT_19-1A
57109XAA5
2631369.390000000000
PA
USD
2662377.450000000000
0.0392673383
Long
ABS-MBS
CORP
US
N
2
2029-04-16
Fixed
3.440000000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
325979.000000000000
NS
USD
94615404.750000000000
1.3954802327
Long
EC
CORP
US
N
1
N
N
N
MATADOR RESOURCES CO
N/A
MATADOR RESOURCES CO
576485AE6
280000.000000000000
PA
USD
250553.810000000000
0.0036954119
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
MATCH GROUP INC
549300BIJKT86CPCKK96
MATCH GROUP INC
57665RAJ5
20000.000000000000
PA
USD
21434.400000000000
0.0003161354
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.625000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081AW2
35000.000000000000
PA
USD
32680.650000000000
0.0004820061
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.450000000000
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5
N/A
UBSBB_13-C5
90270YBE8
604625.720000000000
PA
USD
620924.860000000000
0.0091580052
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
2.920400000000
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST UBSBB_13-C5
N/A
UBSBB_13-C5
90270YBF5
10651000.000000000000
PA
USD
11101313.630000000000
0.1637329964
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.184700000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BB7
100000.000000000000
PA
USD
105066.760000000000
0.0015496270
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.750000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BD3
110000.000000000000
PA
USD
114947.400000000000
0.0016953563
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.875000000000
N
N
N
N
N
N
BHMS MORTGAGE TRUST BHMS_18-ATLS
N/A
BHMS_18-ATLS
05549GAA9
14823000.000000000000
PA
USD
14813870.510000000000
0.2184894048
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
2.908500000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-XL
N/A
BX_19-XL
056054AF6
6807228.850000000000
PA
USD
6820004.660000000000
0.1005880778
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
2.990000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AJ9
4422000.000000000000
PA
USD
4423380.990000000000
0.0652403353
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
3.245100000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBK8
70000.000000000000
PA
USD
72843.140000000000
0.0010743616
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.875000000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
169139.000000000000
NS
USD
32841719.630000000000
0.4843816995
Long
EC
CORP
US
N
1
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAQ5
159000.000000000000
PA
USD
173547.670000000000
0.0025596502
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
7.000000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAY8
136000.000000000000
PA
USD
153465.870000000000
0.0022634643
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.000000000000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST MST_18-1A
N/A
MST_18-1A
59166DAA5
5673693.690000000000
PA
USD
6011705.690000000000
0.0886664965
Long
ABS-CBDO
CORP
US
N
2
2057-03-25
Fixed
3.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBM4
303000.000000000000
PA
USD
315088.550000000000
0.0046472331
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBT9
242000.000000000000
PA
USD
252191.860000000000
0.0037195714
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCD3
369000.000000000000
PA
USD
379277.990000000000
0.0055939616
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCE1
147000.000000000000
PA
USD
149116.800000000000
0.0021993199
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
476195.000000000000
NS
USD
16128724.650000000000
0.2378821555
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
N/A
UBER TECHNOLOGIES INC
90353TAA8
136000.000000000000
PA
USD
142103.120000000000
0.0020958754
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.500000000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
100638.000000000000
NS
USD
16082958.780000000000
0.2372071559
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818EQ7
4500000.000000000000
PA
USD
4962835.760000000000
0.0731967402
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.600000000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
N/A
MET LIFE GLOBAL FUNDING I
59217GBY4
3500000.000000000000
PA
USD
3897192.150000000000
0.0574795893
Long
DBT
CORP
US
N
2
2026-12-18
Fixed
3.450000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1382099.000000000000
NS
USD
223913858.990000000000
3.3024998929
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BE3
226000.000000000000
PA
USD
238348.170000000000
0.0035153912
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BK9
130000.000000000000
PA
USD
138869.090000000000
0.0020481767
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.500000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BN3
50000.000000000000
PA
USD
48958.950000000000
0.0007220943
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY BOND
912810RK6
41175000.000000000000
PA
USD
48001042.970000000000
0.7079661794
Long
DBT
UST
US
N
1
2045-02-15
Fixed
2.500000000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508E101
365795.000000000000
NS
USD
16833885.900000000000
0.2482825611
Long
EC
CORP
US
N
1
N
N
N
CDK GLOBAL INC
N/A
CDK GLOBAL INC
12508EAF8
80000.000000000000
PA
USD
82497.820000000000
0.0012167583
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.875000000000
N
N
N
N
N
N
MILL CITY MORTGAGE TRUST MCMLT_18-3
N/A
MCMLT_18-3
59980XAC1
12694167.730000000000
PA
USD
13314651.030000000000
0.1963774543
Long
ABS-CBDO
CORP
US
N
2
2058-08-25
Fixed
3.500000000000
N
N
N
N
N
N
MOHAWK IND INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
85755.000000000000
NS
USD
10389218.250000000000
0.1532303195
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
786195.000000000000
NS
USD
41511096.000000000000
0.6122461143
Long
EC
CORP
US
N
1
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC
615394AM5
91000.000000000000
PA
USD
92574.240000000000
0.0013653751
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.250000000000
N
N
N
N
N
N
CF INDUSTRIES INC
N/A
CF INDUSTRIES INC
12527GAE3
26000.000000000000
PA
USD
29170.070000000000
0.0004302286
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.375000000000
N
N
N
N
N
N
CF INDUSTRIES INC
N/A
CF INDUSTRIES INC
12527GAF0
52000.000000000000
PA
USD
58512.940000000000
0.0008630059
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.150000000000
N
N
N
N
N
N
UNITED TECH CORP
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORPORATION
913017DD8
5000000.000000000000
PA
USD
5596371.400000000000
0.0825407415
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.950000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCW0
3565000.000000000000
PA
USD
3898270.000000000000
0.0574954865
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.450000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST M
N/A
MSC_16-BNK2
61690YBR2
5625000.000000000000
PA
USD
5695185.940000000000
0.0839981547
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.454000000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AA6
4275000.000000000000
PA
USD
4281471.070000000000
0.0631473095
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
2.609500000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DAY6
87000.000000000000
PA
USD
86328.060000000000
0.0012732504
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.250000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBF6
128000.000000000000
PA
USD
130585.430000000000
0.0019260012
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.625000000000
N
N
N
N
N
N
UPGRADE RECEIVABLES TRUST UPGR_19-2A
N/A
UPGR_19-2A
91532MAB3
3263000.000000000000
PA
USD
3278637.270000000000
0.0483565389
Long
ABS-MBS
CORP
US
N
2
2025-10-15
Fixed
3.510000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_19-3
N/A
UPST_19-3
91678WAA7
9664188.930000000000
PA
USD
9722568.360000000000
0.1433979170
Long
ABS-MBS
CORP
US
N
2
2030-01-21
Fixed
2.684000000000
N
N
N
N
N
N
USI INC/NY
N/A
USI INC/NY
91739VAA6
71000.000000000000
PA
USD
70871.770000000000
0.0010452860
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP
N/A
USA COMPRESSION PARTNERS LP
91740PAF5
180000.000000000000
PA
USD
175928.890000000000
0.0025947708
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.875000000000
N
N
N
N
N
N
VSE VOI MORTGAGE LLC VSTNA_18-A
N/A
VSTNA_18-A
918286AA3
3974686.970000000000
PA
USD
4155646.120000000000
0.0612915204
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Fixed
3.560000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC
91831AAB7
4000.000000000000
PA
USD
4013.080000000000
0.0000591888
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.875000000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
234414.000000000000
NS
USD
42883697.160000000000
0.6324905744
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
N/A
CIGNA CORPORATION
125523CE8
5090000.000000000000
PA
USD
6111782.680000000000
0.0901425295
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.800000000000
N
N
N
N
N
N
CIM TRUST CIM_18-R6
N/A
CIM_18-R6
12554EAA2
18273531.340000000000
PA
USD
18176992.270000000000
0.2680920033
Long
ABS-CBDO
CORP
US
N
2
2058-09-25
Variable
2.657100000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAL6
11925000.000000000000
PA
USD
11861533.960000000000
0.1749454670
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Variable
3.683500000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_19-1
N/A
RMIR_19-1
75049SAA1
290283.880000000000
PA
USD
290277.440000000000
0.0042812947
Long
ABS-CBDO
CORP
US
N
2
2029-02-25
Variable
2.876800000000
N
N
N
N
N
N
RESIDENTIAL MORTGAGE TRUST RMLT_20-1
N/A
RMLT_20-1
76119CAC5
5375000.000000000000
PA
USD
5434731.840000000000
0.0801567237
Long
ABS-CBDO
CORP
US
N
2
2024-02-25
Variable
2.684000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL8
N/A
VOLT_19-NPL8
91833HAA2
10281207.840000000000
PA
USD
10339310.030000000000
0.1524942244
Long
ABS-CBDO
CORP
US
N
2
2049-11-25
Variable
3.277500000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_19-NPL5
N/A
VOLT_19-NPL5
91834DAA0
13155820.360000000000
PA
USD
13130986.120000000000
0.1936685851
Long
ABS-CBDO
CORP
US
N
2
2049-09-25
Variable
3.351500000000
N
N
N
N
N
N
RESIDEO FUNDING INC
N/A
RESIDEO FUNDING INC
76119LAA9
191000.000000000000
PA
USD
186556.150000000000
0.0027515120
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.125000000000
N
N
N
N
N
N
RMLT_19-1
N/A
RMLT_19-1
76119MAC3
5132749.220000000000
PA
USD
5252714.400000000000
0.0774721530
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
4.242000000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BM1
5052000.000000000000
PA
USD
5442880.260000000000
0.0802769045
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.875000000000
N
N
N
N
N
N
COLT FUNDING LLC COLT_18-3
N/A
COLT_18-3
12596DAA4
3604256.340000000000
PA
USD
3656238.010000000000
0.0539257628
Long
ABS-CBDO
CORP
US
N
2
2048-10-26
Fixed
3.692000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_20-NPL2
N/A
VOLT_20-NPL2
91834UAA2
17100000.000000000000
PA
USD
17099984.610000000000
0.2522072443
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Variable
2.981400000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
91911KAN2
221000.000000000000
PA
USD
228106.710000000000
0.0033643401
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.500000000000
N
N
N
N
N
N
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS
N/A
REYNOLDS GROUP ISSUER INC
761735AT6
236000.000000000000
PA
USD
239107.360000000000
0.0035265885
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.125000000000
N
N
N
N
N
N
REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS
N/A
REYNOLDS GROUP ISSUER INC
761735AV1
118000.000000000000
PA
USD
120446.080000000000
0.0017764562
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.000000000000
N
N
N
N
N
N
CSMC_19-AFC1
N/A
CSMC 19-AFC1
12596XAA0
13988185.240000000000
PA
USD
14118833.490000000000
0.2082383212
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Fixed
2.573000000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP
126117AT7
4000000.000000000000
PA
USD
4520208.200000000000
0.0666684374
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.500000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAV6
390000.000000000000
PA
USD
436571.460000000000
0.0064389815
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.250000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAW4
89000.000000000000
PA
USD
97887.040000000000
0.0014437335
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.500000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC
92047WAC5
138000.000000000000
PA
USD
143705.330000000000
0.0021195063
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.500000000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC
92047WAD3
83000.000000000000
PA
USD
81995.720000000000
0.0012093528
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
RITCHIE BROS AUCTIONEERS INC
N/A
RITCHIE BROS AUCTIONEERS INC
767744AA3
140000.000000000000
PA
USD
144560.700000000000
0.0021321221
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
5.375000000000
N
N
N
N
N
N
ROCKPOINT GAS STORAGE CANADA LTD
N/A
ROCKPOINT GAS STORAGE CANADA LTD
77381WAA4
202000.000000000000
PA
USD
188437.560000000000
0.0027792608
Long
DBT
CORP
CA
N
2
2023-03-31
Fixed
7.000000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78388JAV8
136000.000000000000
PA
USD
139800.470000000000
0.0020619136
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.875000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_19-2A
N/A
SCFET_19-2A
784034AC4
8025000.000000000000
PA
USD
8160239.710000000000
0.1203551709
Long
ABS-MBS
CORP
US
N
2
2026-08-20
Fixed
2.760000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
591614.000000000000
NS
USD
32041814.240000000000
0.4725839150
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEA8
7750000.000000000000
PA
USD
9495945.190000000000
0.1400554576
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.500000000000
N
N
N
N
N
N
COMM_13-CR8
N/A
COMM_13-CR8
12625KAE5
10380000.000000000000
PA
USD
11051311.970000000000
0.1629955232
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Fixed
3.612000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AS6
107000.000000000000
PA
USD
111397.000000000000
0.0016429916
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.375000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_18-2
N/A
VERUS_18-2
92535TAC1
6959068.740000000000
PA
USD
7066923.170000000000
0.1042298727
Long
ABS-CBDO
CORP
US
N
2
2058-06-01
Variable
3.830000000000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND HOLDING CORP
92535WAA8
167000.000000000000
PA
USD
182031.140000000000
0.0026847727
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.750000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAC8
98000.000000000000
PA
USD
100081.650000000000
0.0014761017
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875000000000
N
N
N
N
N
N
SESI LLC
N/A
SESI LLC
78412FAU8
55000.000000000000
PA
USD
26575.930000000000
0.0003919677
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
7.750000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEQ7
242000.000000000000
PA
USD
249102.040000000000
0.0036739997
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.500000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAN0
236000.000000000000
PA
USD
187006.910000000000
0.0027581602
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.750000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAP5
141000.000000000000
PA
USD
109349.610000000000
0.0016127947
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAC1
87000.000000000000
PA
USD
88909.550000000000
0.0013113247
Long
DBT
CORP
FR
N
2
2025-09-15
Fixed
4.875000000000
N
N
N
N
N
N
VERUS_17-1A
N/A
VERUS_17-1A
92536BAA3
763031.650000000000
PA
USD
764569.160000000000
0.0112766114
Long
ABS-CBDO
CORP
US
N
2
2047-01-25
Variable
2.881000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-1
N/A
VERUS_20-1
92536PAF1
6350000.000000000000
PA
USD
6545063.750000000000
0.0965329812
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
3.021000000000
N
N
N
N
N
N
VERUS_19-1
N/A
VERUS_19-1
92537DAC4
6419879.330000000000
PA
USD
6515358.340000000000
0.0960948568
Long
ABS-CBDO
CORP
US
N
2
2059-02-25
Variable
4.040000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST SCLP_19-1
N/A
SCLP_19-1
78472CAB4
5050000.000000000000
PA
USD
5195428.390000000000
0.0766272431
Long
ABS-MBS
CORP
US
N
2
2028-02-25
Fixed
3.450000000000
N
N
N
N
N
N
SCHLUMBERGER NV
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
369340.000000000000
NS
USD
10005420.600000000000
0.1475696976
Long
EC
CORP
CW
N
1
N
N
N
2020-03-24
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer