0001752724-21-189847.txt : 20210827
0001752724-21-189847.hdr.sgml : 20210827
20210827141828
ACCESSION NUMBER: 0001752724-21-189847
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II
CENTRAL INDEX KEY: 0000872649
IRS NUMBER: 043113285
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06241
FILM NUMBER: 211217692
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006701
Loomis Sayles Investment Grade Bond Fund
C000018234
Class A
LIGRX
C000018236
Class C
LGBCX
C000018238
Class Y
LSIIX
C000082998
Admin Class
LIGAX
C000125485
Class N
LGBNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872649
XXXXXXXX
S000006701
C000125485
C000018234
C000082998
C000018236
C000018238
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2822
Loomis Sayles Investment Grade Bond Fund
S000006701
LXBMZ6T88WCKRZUWOE84
2021-12-31
2021-06-30
N
6375558255.04
26795236.84
6348763018.20
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
11550078.68000000
USD
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
1030000.00000000
PA
USD
1066235.40000000
0.016794380211
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
5743272.88000000
PA
USD
5693068.63000000
0.089672092243
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
10622000.00000000
PA
USD
12829977.51000000
0.202086256381
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
24360000.00000000
PA
USD
24424677.99000000
0.384715540964
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.87500000
N
N
N
N
N
N
AMER AIRLINE 16-3 A PTT
N/A
American Airlines 2016-3 Class A Pass Through Trust
023771S25
12350470.66000000
PA
USD
12001127.72000000
0.189030960607
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR3 Trust
74331MAE6
2530000.00000000
PA
USD
2559434.27000000
0.040313904656
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
4.87300000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS2
52475BAA0
326289.36000000
PA
USD
326857.69000000
0.005148368100
Long
ABS-O
CORP
US
N
2
2059-01-25
Variable
3.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CA3
1860000.00000000
PA
USD
1850700.00000000
0.029150560427
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
10115000.00000000
PA
USD
10050428.47000000
0.158305302012
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-2
26252TAG1
3950000.00000000
PA
USD
4089340.20000000
0.064411605666
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.48000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
3285000.00000000
PA
USD
3545352.61000000
0.055843202838
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
8760000.00000000
PA
USD
10908987.78000000
0.171828555400
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-1
26208NAG9
16395000.00000000
PA
USD
17015654.04000000
0.268015265197
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
12025000.00000000
PA
USD
12087302.01000000
0.190388300450
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
2513447.75000000
PA
USD
2559859.82000000
0.040320607536
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2A8
22500000.00000000
PA
USD
24862500.00000000
0.391611719144
Long
DBT
CORP
FR
N
2
2033-03-01
Fixed
4.37500000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
1770000.00000000
PA
USD
1792298.64000000
0.028230674776
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BW3
560000.00000000
PA
USD
609554.40000000
0.009601152196
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
21805000.00000000
PA
USD
21442852.75000000
0.337748513978
Long
DBT
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
9035000.00000000
PA
USD
9301984.25000000
0.146516482397
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAJ3
2420000.00000000
PA
USD
2440745.21000000
0.038444421425
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.53800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
655000.00000000
PA
USD
692440.51000000
0.010906699588
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAG3
4625000.00000000
PA
USD
4802526.00000000
0.075645066389
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.64000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
8426000.00000000
PA
USD
8546703.21000000
0.134619975347
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2021-1 LLC
783897AF8
530000.00000000
PA
USD
527996.07000000
0.008316518800
Long
ABS-O
CORP
US
N
2
2030-09-20
Fixed
1.93000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAB0
560000.00000000
PA
USD
563430.34000000
0.008874647524
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
2.24000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAJ4
1515000.00000000
PA
USD
1541315.55000000
0.024277415074
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
2.79100000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
7385000.00000000
PA
USD
7873504.46000000
0.124016354641
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AU4
3595000.00000000
PA
USD
3727836.69000000
0.058717527797
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
5.65300000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2019-4
57110AAA2
1186887.08000000
PA
USD
1192882.28000000
0.018789207859
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
2.39000000
N
N
N
N
N
N
HPEFS Equipment Trust
549300NXXXDG2TJQD265
HPEFS Equipment Trust 2019-1
40438DAE9
1975000.00000000
PA
USD
2006826.93000000
0.031609731285
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.49000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2014
N/A
CVS Pass-Through Trust Series 2014
12665VAA0
1141616.85000000
PA
USD
1256292.26000000
0.019787984783
Long
DBT
CORP
US
N
2
2036-08-11
Fixed
4.16300000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
2889922.50000000
PA
USD
3118341.97000000
0.049117315626
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.11800000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
11710000.00000000
PA
USD
11376733.40000000
0.179196063349
Long
DBT
CORP
IN
N
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
10270000.00000000
PA
USD
11031333.79000000
0.173755639616
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
2835000.00000000
PA
USD
3255027.31000000
0.051270260059
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
970000.00000000
PA
USD
1027909.00000000
0.016190697259
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings Inc
315786AC7
19600000.00000000
PA
USD
22567443.92000000
0.355462061748
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2021-A Owner Trust
89240BAB4
9480000.00000000
PA
USD
9480070.15000000
0.149321531183
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
0.16000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
2010000.00000000
PA
USD
1989900.00000000
0.031343113521
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAC1
2481518.57000000
PA
USD
2515834.00000000
0.039627152451
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.65000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAA8
6370000.00000000
PA
USD
6158993.75000000
0.097010925314
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
79165000.00000000
PA
USD
79016565.63000000
1.244597812258
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-3
14315PAH8
2315000.00000000
PA
USD
2398914.35000000
0.037785539373
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.85000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AL7
5320000.00000000
PA
USD
5359409.82000000
0.084416599023
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
5493000RZZ85L9YT5K31
SoFi Consumer Loan Program 2019-1 Trust
78472CAC2
13765000.00000000
PA
USD
14052041.55000000
0.221335109055
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
3.73000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
10085000.00000000
PA
USD
10101139.83000000
0.159104061705
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
BRASS PLC
2138001JRCRN7WGSM347
Brass NO 8 PLC
10554MAA8
2675883.81000000
PA
USD
2685728.39000000
0.042303175946
Long
ABS-MBS
CORP
GB
N
2
2066-11-16
Floating
0.85600000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAG9
12290000.00000000
PA
USD
12197784.44000000
0.192128520233
Long
DBT
CORP
US
N
2
2028-06-11
Fixed
2.87500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAG8
12815000.00000000
PA
USD
13900597.10000000
0.218949692407
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
5.35000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd
67113DAJ3
3605000.00000000
PA
USD
3606727.52000000
0.056809925172
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
2.43800000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
18215000.00000000
PA
USD
21954877.57000000
0.345813468026
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
6235000.00000000
PA
USD
6636954.80000000
0.104539337520
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.54700000
N
N
N
N
N
N
EDvestinU Private Education Loan Issue No. 1, LLC
N/A
EDvestinU Private Education Loan Issue No 3 LLC
28166LAA2
3010079.59000000
PA
USD
3016468.18000000
0.047512691391
Long
ABS-O
CORP
US
N
2
2045-11-25
Fixed
1.80000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
2750000.00000000
PA
USD
2880075.00000000
0.045364348799
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAC5
1712949.14000000
PA
USD
1718805.54000000
0.027073077622
Long
ABS-O
CORP
US
N
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCS6
30030000.00000000
PA
USD
30530697.40000000
0.480892062161
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
3.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
3525000.00000000
PA
USD
3579604.51000000
0.056382707934
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
13620000.00000000
PA
USD
14803639.43000000
0.233173602283
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAY2
3620000.00000000
PA
USD
3799324.66000000
0.059843541948
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
3335000.00000000
PA
USD
3372852.25000000
0.053126132450
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAA4
3130000.00000000
PA
USD
3015755.00000000
0.047501458021
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AD6
7480000.00000000
PA
USD
7623690.43000000
0.120081508919
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
470000.00000000
PA
USD
482408.00000000
0.007598456559
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR4 Trust
46187XAG0
3046734.39000000
PA
USD
3052432.39000000
0.048079167252
Long
ABS-O
CORP
US
N
2
2038-01-17
Floating
1.73200000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
9925000.00000000
PA
USD
10709919.62000000
0.168693012942
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
20295000.00000000
PA
USD
22049096.85000000
0.347297525309
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAC5
10120000.00000000
PA
USD
10125337.29000000
0.159485198313
Long
ABS-O
CORP
US
N
2
2025-10-16
Fixed
0.35000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
2795000.00000000
PA
USD
2787044.87000000
0.043899021935
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund V Trust 2020-RN3
07335EAA8
2936348.06000000
PA
USD
2968101.43000000
0.046750861884
Long
ABS-O
CORP
US
N
2
2035-09-25
Variable
3.22800000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAC5
9007000.00000000
PA
USD
13139906.62000000
0.206967980728
Long
DBT
CORP
NL
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1
89613GAD8
3950000.00000000
PA
USD
3982745.50000000
0.062732621907
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.54800000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
3390000.00000000
PA
USD
3607957.27000000
0.056829295087
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR2 Trust
74333LAE6
155000.00000000
PA
USD
159279.40000000
0.002508825727
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
3.07700000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAG4
25880000.00000000
PA
USD
27264266.85000000
0.429442188530
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
2895000.00000000
PA
USD
3124016.01000000
0.049206687996
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
Meritage Homes Corp
59001ABD3
6130000.00000000
PA
USD
6344550.00000000
0.099933640329
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBA7
39613000.00000000
PA
USD
44352973.14000000
0.698608107010
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.62500000
N
N
N
N
N
N
DT Auto Owner Trust
549300XVMF0FUK76JG97
DT Auto Owner Trust 2019-1
23343GAG7
10760000.00000000
PA
USD
11113963.11000000
0.175057142283
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.87000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAG1
2744944.13000000
PA
USD
2982241.26000000
0.046973579757
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
17891000.00000000
PA
USD
19886681.29000000
0.313237101983
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
3725000.00000000
PA
USD
3990567.92000000
0.062855833625
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
4928000.00000000
PA
USD
5359648.35000000
0.084420356132
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
650000.00000000
PA
USD
760500.00000000
0.011978711409
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AF7
16735000.00000000
PA
USD
21346154.03000000
0.336225402788
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.65000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
8070000.00000000
PA
USD
8638795.15000000
0.136070524687
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
19420000.00000000
PA
USD
22586086.30000000
0.355755699736
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
1663665.00000000
PA
USD
1681932.04000000
0.026492279443
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.85800000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
23975000.00000000
PA
USD
34794011.48000000
0.548043947777
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
6175000.00000000
PA
USD
7458195.88000000
0.117474787743
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
9475000.00000000
PA
USD
10606315.00000000
0.167061126231
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
1250000.00000000
PA
USD
1285708.19000000
0.020251318033
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
7447526.52000000
PA
USD
7454842.97000000
0.117421975723
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BN5
85000.00000000
PA
USD
101755.04000000
0.001602753791
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAG0
3083000.00000000
PA
USD
3110240.46000000
0.048989707933
Long
ABS-O
CORP
US
N
2
2025-09-17
Fixed
2.24100000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
7688000.00000000
PA
USD
8469331.44000000
0.133401284875
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
13920000.00000000
PA
USD
14431091.87000000
0.227305568480
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
9260000.00000000
PA
USD
9510212.52000000
0.149796306662
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
18996916.37000000
PA
USD
18070246.79000000
0.284626260866
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.85000000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAJ3
534000.00000000
PA
USD
533885.19000000
0.008409278917
Long
ABS-O
CORP
US
N
2
2032-06-15
Floating
3.58300000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
2459000.00000000
PA
USD
3025934.60000000
0.047661797917
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AU4
34334000.00000000
PA
USD
39237747.03000000
0.618037669976
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAD0
565000.00000000
PA
USD
615508.74000000
0.009694939600
Long
ABS-O
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AH0
7458000.00000000
PA
USD
9323072.63000000
0.146848647575
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.60000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
2225000.00000000
PA
USD
2429495.48000000
0.038267225805
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
10660000.00000000
PA
USD
11921930.80000000
0.187783522015
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
5450000.00000000
PA
USD
5763533.43000000
0.090781990341
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
7301346.77000000
PA
USD
7353863.90000000
0.115831444313
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.88200000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
6910000.00000000
PA
USD
7098090.20000000
0.111802727234
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAJ4
1410000.00000000
PA
USD
1421149.43000000
0.022384666523
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
3.41600000
N
N
N
N
N
N
Madison Park Funding Ltd
549300DKUZNKIVGI1M49
Madison Park Funding XVI Ltd
55818XAY9
2770000.00000000
PA
USD
2769999.72000000
0.043630542076
Long
ABS-CBDO
CORP
KY
N
2
2026-04-20
Floating
2.08800000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2018-1 Ltd
56564RAA8
12558888.12000000
PA
USD
12577490.35000000
0.198109305922
Long
ABS-O
CORP
BM
N
2
2043-05-15
Fixed
4.21200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
6405000.00000000
PA
USD
7565391.93000000
0.119163243427
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVII LLC
91835EAA7
10751699.40000000
PA
USD
10753742.22000000
0.169383267089
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.24000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
4610000.00000000
PA
USD
4745290.18000000
0.074743539275
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 53 CLO Ltd
26243EAB7
3335000.00000000
PA
USD
3302599.81000000
0.052019579255
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
1.58400000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
11950000.00000000
PA
USD
12399320.00000000
0.195302926955
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
4874000.00000000
PA
USD
4990480.85000000
0.078605561992
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
15380000.00000000
PA
USD
15266359.18000000
0.240461947252
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
2640000.00000000
PA
USD
2847028.80000000
0.044843834804
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.87500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
315000.00000000
PA
USD
326418.75000000
0.005141454312
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AV7
2075000.00000000
PA
USD
2518718.00000000
0.039672578623
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMG4
910000.00000000
PA
USD
948113.03000000
0.014933822971
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
1605000.00000000
PA
USD
1548634.37000000
0.024392694538
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
29075000.00000000
PA
USD
30582221.83000000
0.481703628601
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
16595000.00000000
PA
USD
18883296.17000000
0.297432682805
Long
DBT
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900PB1ZVJO7PYBX29
Madison Park Funding XII Ltd
55818PAS9
4475000.00000000
PA
USD
4475672.59000000
0.070496765703
Long
ABS-CBDO
CORP
KY
N
2
2026-07-20
Floating
2.53800000
N
N
N
N
N
N
522 Funding CLO Ltd
5493001LTHURD55KD110
522 Funding CLO 2021-7 Ltd
33833VAJ4
1585000.00000000
PA
USD
1572824.03000000
0.024773708287
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
3.10000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
2024925.00000000
PA
USD
2100069.97000000
0.033078411715
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAD6
3400000.00000000
PA
USD
3514664.66000000
0.055359833875
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.96000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2019-1
22535AAE5
23320000.00000000
PA
USD
24044617.70000000
0.378729173400
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
3.94000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJH4
939000.00000000
PA
USD
944890.16000000
0.014883059224
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.18000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
1932000.00000000
PA
USD
1971392.55000000
0.031051600829
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.82500000
N
N
N
N
N
N
Octagon Investment Partners 26 Ltd
549300ZYOSZSIH0Y3392
Octagon Investment Partners 26 Ltd
67590YAQ3
2000000.00000000
PA
USD
1999195.20000000
0.031489523144
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.78400000
N
N
N
N
N
N
Octagon Investment Partners Ltd
N/A
Octagon Investment Partners 18-R Ltd
67576FAE9
7170000.00000000
PA
USD
7103750.63000000
0.111891885232
Long
ABS-CBDO
CORP
KY
N
2
2031-04-16
Floating
1.65400000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1985000.00000000
PA
USD
2079287.50000000
0.032751064956
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
3225000.00000000
PA
USD
3384631.76000000
0.053311672688
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AC4
945000.00000000
PA
USD
939693.73000000
0.014801209736
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Fixed
3.27700000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2019-1 Owner Trust
43814WAC9
3186258.58000000
PA
USD
3224500.69000000
0.050789432220
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
2.83000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAE5
6060000.00000000
PA
USD
6635760.60000000
0.104520527557
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.87500000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAD8
2575000.00000000
PA
USD
2663002.17000000
0.041945212986
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
3.19800000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
9335000.00000000
PA
USD
9296353.10000000
0.146427785591
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
2655000.00000000
PA
USD
2926609.00000000
0.046097310477
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
4640000.00000000
PA
USD
4970600.00000000
0.078292416739
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
4350000.00000000
PA
USD
4635534.00000000
0.073014758728
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR4 Trust
74331AAG7
3860000.00000000
PA
USD
3917363.46000000
0.061702782869
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
3.13600000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAL9
1795000.00000000
PA
USD
1794734.34000000
0.028269039730
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.52500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAG4
8455000.00000000
PA
USD
8661940.35000000
0.136435087042
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.68000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-RPL1 Trust
36167CAA4
6629965.83000000
PA
USD
6829700.84000000
0.107575299635
Long
ABS-MBS
CORP
US
N
2
2068-10-25
Variable
2.65000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAC3
867545.75000000
PA
USD
920208.38000000
0.014494294043
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
4.21000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
173275000.00000000
PA
USD
173315612.19000000
2.729911507062
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
11425000.00000000
PA
USD
11369608.06000000
0.179083831407
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300RES143ZXEZ6T39
Sequoia Mortgage Trust 2019-CH2
81747CAA9
1515038.01000000
PA
USD
1527364.36000000
0.024057668487
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
1825000.00000000
PA
USD
1909377.71000000
0.030074798894
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
6355000.00000000
PA
USD
6374191.46000000
0.100400525924
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
26540000.00000000
PA
USD
30078312.80000000
0.473766507172
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAE2
1980000.00000000
PA
USD
2026813.14000000
0.031924536074
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
2.00000000
N
N
N
N
N
N
Octagon Investment Partners 28, LTD
254900BI638DCRT6IN48
Octagon Investment Partners 28 Ltd
67591EAU7
1986282.00000000
PA
USD
1986554.32000000
0.031290415381
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
1.97600000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
3865000.00000000
PA
USD
3866044.28000000
0.060894449342
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
31375000.00000000
PA
USD
31892687.50000000
0.502344904173
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAL5
6478000.00000000
PA
USD
6609616.12000000
0.104108723243
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.56600000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAU8
216175.20000000
PA
USD
216529.49000000
0.003410577609
Long
ABS-O
CORP
US
N
2
2055-02-25
Variable
2.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
50000.00000000
PA
USD
53937.50000000
0.000849574946
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
240000.00000000
PA
USD
249300.00000000
0.003926749183
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
19498000.00000000
PA
USD
26058197.45000000
0.410445269027
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
3925000.00000000
PA
USD
4103195.00000000
0.064629834004
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-2
26208RAG0
3700000.00000000
PA
USD
3844821.33000000
0.060560164538
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
3.69000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
3460000.00000000
PA
USD
4146745.92000000
0.065315808892
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBT6
3000000.00000000
PA
USD
3000666.30000000
0.047263794402
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
1.17400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FCSYYS3J0RKL34
Neuberger Berman CLO XVIII Ltd
64128QAU9
545455.00000000
PA
USD
545488.60000000
0.008592045386
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
1.88600000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
4402000.00000000
PA
USD
5093994.40000000
0.080236014250
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-3
33846AAG1
4610000.00000000
PA
USD
4784444.71000000
0.075360266185
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.86000000
N
N
N
N
N
N
DISH Network Corp
N/A
DISH Network Corp
25470MAD1
9050000.00000000
PA
USD
8772843.75000000
0.138181937565
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAB4
1775000.00000000
PA
USD
1876165.24000000
0.029551665964
Long
ABS-O
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAJ4
3575000.00000000
PA
USD
3574853.43000000
0.056307873199
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.42500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-2
80286GAG6
6995000.00000000
PA
USD
7225657.33000000
0.113812049832
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AX8
1261000.00000000
PA
USD
1691325.29000000
0.026640233462
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.87500000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
7335000.00000000
PA
USD
7705273.73000000
0.121366535621
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
21520000.00000000
PA
USD
21466716.91000000
0.338124400744
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
25480000.00000000
PA
USD
26164198.90000000
0.412114908447
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
8410000.00000000
PA
USD
10002013.00000000
0.157542705111
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
6695000.00000000
PA
USD
8520999.59000000
0.134215115063
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAA1
8145000.00000000
PA
USD
9256753.49000000
0.145804048181
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
23545000.00000000
PA
USD
24713773.80000000
0.389269117923
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-2
14316LAG8
5811000.00000000
PA
USD
6092287.27000000
0.095960224890
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.41000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
6585000.00000000
PA
USD
6703576.10000000
0.105588696267
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
SIRIUS INTERNATIONAL GRP
549300PB35NLMKG2ND86
Sirius International Group Ltd
82968FAA2
3159000.00000000
PA
USD
3213966.60000000
0.050623508717
Long
DBT
CORP
BM
N
2
2026-11-01
Fixed
4.60000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-1 Trust
21872FAF4
2434000.00000000
PA
USD
2684020.97000000
0.042276282203
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
4.81800000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAL8
2015000.00000000
PA
USD
2027609.27000000
0.031937075997
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
2.68800000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
27985000.00000000
PA
USD
31455302.03000000
0.495455601978
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.62500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR2 Trust
74333NAJ1
1690000.00000000
PA
USD
1725100.12000000
0.027172224180
Long
ABS-O
CORP
US
N
2
2036-05-17
Fixed
4.14200000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2019-1
02004WAC5
8084320.86000000
PA
USD
8171846.57000000
0.128715570995
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.91000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2013
N/A
CVS Pass-Through Trust Series 2013
12665UAA2
10884481.60000000
PA
USD
12414077.80000000
0.195535378536
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.70400000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
1970000.00000000
PA
USD
2053725.00000000
0.032348427467
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAA6
2390000.00000000
PA
USD
2493899.04000000
0.039281652707
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
2235000.00000000
PA
USD
2329313.00000000
0.036689241562
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
7155000.00000000
PA
USD
7778772.90000000
0.122524228384
Long
DBT
CORP
FR
N
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
3564000.00000000
PA
USD
3561019.14000000
0.056089967916
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
30201000.00000000
PA
USD
31546357.60000000
0.496889827350
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFT3
11730000.00000000
PA
USD
11927242.30000000
0.187867183982
Long
ABS-O
CORP
US
N
2
2024-12-15
Fixed
2.84000000
N
N
N
N
N
N
Recette CLO LLC
549300392I5L5XOJ0016
Recette Clo Ltd
75620TAX6
1730000.00000000
PA
USD
1705712.70000000
0.026866850993
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.58800000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
6185000.00000000
PA
USD
6081860.42000000
0.095795990534
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
138542.00000000
NS
USD
16079184.52000000
0.253264840314
Long
EP
CORP
BM
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
1060000.00000000
PA
USD
1129626.03000000
0.017792852351
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAC7
12755000.00000000
PA
USD
13067015.36000000
0.205819863216
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
3.35000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
925000.00000000
PA
USD
947856.75000000
0.014929786279
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
ELFI Graduate Loan Program
N/A
ELFI Graduate Loan Program 2019-A LLC
26857EAA6
5430046.17000000
PA
USD
5531733.02000000
0.087130878946
Long
ABS-O
CORP
US
N
2
2044-03-25
Fixed
2.54000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02588QAB4
8000000.00000000
PA
USD
8151488.80000000
0.128394913727
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.87000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
565000.00000000
PA
USD
621370.05000000
0.009787261679
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AG8
405000.00000000
PA
USD
385905.47000000
0.006078435577
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
5.71800000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAE2
1746000.00000000
PA
USD
1345969.58000000
0.021200501202
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.95700000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
4580000.00000000
PA
USD
4534612.20000000
0.071425129383
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
Fan Engine Securization Ltd
N/A
FAN Engine Securitization Ltd 2013-1
30709QAB9
36369563.13000000
PA
USD
20003259.72000000
0.315073340470
Long
ABS-O
CORP
IE
N
3
2043-10-15
Fixed
4.62500000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
13940000.00000000
PA
USD
13762429.07000000
0.216773393975
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
4910000.00000000
PA
USD
5394862.50000000
0.084975017724
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAE6
2500000.00000000
PA
USD
2605032.50000000
0.041032126928
Long
ABS-O
CORP
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
610000.00000000
PA
USD
782325.00000000
0.012322479162
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
14855000.00000000
PA
USD
14147159.25000000
0.222833317442
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
311131659.81000000
PA
USD
311131659.81000000
4.900665829202
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
279099800.00000000
USD
317354376.85217000
USD
UST
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
2795000.00000000
PA
USD
3569913.75000000
0.056230067806
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-2
380149AC8
21335000.00000000
PA
USD
21367834.57000000
0.336566895137
Long
ABS-O
CORP
US
N
2
2026-04-16
Fixed
0.51000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAG7
11696000.00000000
PA
USD
11647880.32000000
0.183466925550
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.96800000
N
N
N
N
N
N
Alta Wind Holdings LLC
N/A
Alta Wind Holdings LLC
021345AA1
16043935.21000000
PA
USD
18185189.13000000
0.286436729137
Long
DBT
CORP
US
N
2
2035-06-30
Fixed
7.00000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2018-4 Trust
83406HAC2
6720000.00000000
PA
USD
6856370.98000000
0.107995383673
Long
ABS-O
CORP
US
N
2
2027-11-26
Fixed
4.17000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
1530000.00000000
PA
USD
1627537.50000000
0.025635505614
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
5313430.45000000
PA
USD
5354274.26000000
0.084335708304
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
INVESCO CLO 2021-1, Ltd
25490016C8NV86EY2059
Invesco CLO 2021-1 Ltd
46090XAJ0
3545000.00000000
PA
USD
3544806.80000000
0.055834605730
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.21500000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
5760000.00000000
PA
USD
6432071.62000000
0.101312202102
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
9720000.00000000
PA
USD
10637760.65000000
0.167556429803
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
9966000.00000000
PA
USD
12317669.25000000
0.194016837842
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
9680000.00000000
PA
USD
9462200.00000000
0.149040056667
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
Lanark Master Issuer PLC
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770BD8
7020000.00000000
PA
USD
7157978.10000000
0.112746027525
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Variable
2.71000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-5 LLC
69357AAA9
11991600.18000000
PA
USD
12071112.88000000
0.190133303848
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
3.10400000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
2040000.00000000
PA
USD
2582130.06000000
0.040671388309
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
25479000.00000000
PA
USD
29615527.63000000
0.466477131767
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
8810000.00000000
PA
USD
9920731.67000000
0.156262434769
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
3980000.00000000
PA
USD
4257513.74000000
0.067060523881
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
18282.00000000
NS
USD
23036782.56000000
0.362854661513
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
205000.00000000
PA
USD
225206.85000000
0.003547255573
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-3
22536BAE2
275000.00000000
PA
USD
280769.31000000
0.004422425426
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
2.28000000
N
N
N
N
N
N
NBM US Holdings Inc
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
6470000.00000000
PA
USD
6974724.70000000
0.109859584930
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBG7
25560000.00000000
PA
USD
25451881.20000000
0.400895121254
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
0.55000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAS7
1991554.55000000
PA
USD
970285.38000000
0.015283061869
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.52000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-1
20268BAA8
4911169.26000000
PA
USD
4906611.20000000
0.077284522763
Long
ABS-O
CORP
US
N
2
2051-10-25
Fixed
1.69000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
85000.00000000
PA
USD
121592.77000000
0.001915219857
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2021-A
34532NAC9
27290000.00000000
PA
USD
27268353.57000000
0.429506558865
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.30000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
15815000.00000000
PA
USD
19602369.87000000
0.308758884428
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Kestrel Aircraft Funding Limited
N/A
Kestrel Aircraft Funding LTD
49255PAA1
7333107.93000000
PA
USD
7297152.24000000
0.114938173295
Long
ABS-O
CORP
KY
N
2
2038-12-15
Fixed
4.25000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2021-1 Owner Trust
43813GAC5
16245000.00000000
PA
USD
16234604.82000000
0.255712880973
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.27000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
4280000.00000000
PA
USD
4599409.04000000
0.072445750878
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2019-B
83192CAB3
14643272.34000000
PA
USD
15270713.13000000
0.240530526753
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.84000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAM4
4520000.00000000
PA
USD
4310950.00000000
0.067902203746
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
100000.00000000
PA
USD
112916.35000000
0.001778556699
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
6599770.82000000
PA
USD
6496830.89000000
0.102332231828
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
8255000.00000000
PA
USD
9832117.75000000
0.154866668070
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2019-1
96042JAL0
15495000.00000000
PA
USD
15899641.08000000
0.250436833670
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.67000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1540000.00000000
PA
USD
1593900.00000000
0.025105677994
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
8430000.00000000
PA
USD
9072450.30000000
0.142901070239
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2019-3
02529NAG2
7865000.00000000
PA
USD
8062625.43000000
0.126995217917
Long
ABS-O
CORP
US
N
2
2025-09-12
Fixed
2.89000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
9088000.00000000
PA
USD
8754924.80000000
0.137899694395
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
7675000.00000000
PA
USD
9161785.50000000
0.144308197892
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
730000.00000000
PA
USD
833156.30000000
0.013123128042
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAK8
865000.00000000
PA
USD
352861.18000000
0.005557951666
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.95700000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBH7
5765000.00000000
PA
USD
5841754.46000000
0.092014057592
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
9310000.00000000
PA
USD
9845325.00000000
0.155074696783
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR2 Trust
74333NAG7
4732000.00000000
PA
USD
4805220.60000000
0.075687509302
Long
ABS-O
CORP
US
N
2
2036-05-17
Fixed
3.79400000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
6970000.00000000
PA
USD
7144250.00000000
0.112529794851
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAE1
6615000.00000000
PA
USD
7402756.73000000
0.116601560158
Long
DBT
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR2 Trust
46185HAC6
2305000.00000000
PA
USD
2310102.12000000
0.036386649074
Long
ABS-O
CORP
US
N
2
2037-06-17
Floating
1.15300000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCF0
7435000.00000000
PA
USD
7363252.25000000
0.115979321151
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-1 LLC
693577AA6
9076075.49000000
PA
USD
9092472.33000000
0.143216439232
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
Madison Park Funding Ltd
254900Q2IOW6JYPYIV98
Madison Park Funding XIV Ltd
55818RBA3
13180000.00000000
PA
USD
13179952.55000000
0.207598748169
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
1.88400000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C6
92936QBC1
2585000.00000000
PA
USD
2618823.17000000
0.041249345147
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
3.83500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
9600000.00000000
PA
USD
13252733.09000000
0.208745121719
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAM2
965000.00000000
PA
USD
907213.00000000
0.014289602516
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
4.97200000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAM7
2185000.00000000
PA
USD
2253281.25000000
0.035491657879
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
6885000.00000000
PA
USD
7502730.46000000
0.118176256358
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAB4
12285000.00000000
PA
USD
12361781.25000000
0.194711650357
Long
DBT
CORP
MX
N
2
2031-05-11
Fixed
2.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
8405000.00000000
PA
USD
8606651.25000000
0.135564222909
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
5120000.00000000
PA
USD
5305856.00000000
0.083573067458
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
CKE Restaurants Holdings Inc
N/A
Hardee's Funding LLC
411707AH5
199000.00000000
PA
USD
209853.66000000
0.003305425945
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXP4
23870000.00000000
PA
USD
23883161.92000000
0.376186067294
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.48100000
N
N
N
N
N
N
Bayview Opportunity Master Fund Trust
N/A
Bayview Opportunity Master Fund IVb Trust 2019-RN4
07334KAA5
441942.40000000
PA
USD
443525.75000000
0.006986018358
Long
ABS-MBS
CORP
US
N
2
2034-10-28
Variable
3.27800000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
3625000.00000000
PA
USD
3709281.25000000
0.058425259209
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BQ8
14660000.00000000
PA
USD
15467309.49000000
0.243627135642
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
CAL Funding IV Ltd
N/A
CAL Funding IV Ltd
12807CAA1
8192187.51000000
PA
USD
8265983.55000000
0.130198331963
Long
ABS-O
CORP
BM
N
2
2045-09-25
Fixed
2.22000000
N
N
N
N
N
N
Gallatin Loan Management, LLC
N/A
Gallatin CLO VIII 2017-1 Ltd
36361UAC4
9755000.00000000
PA
USD
9768918.43000000
0.153871209273
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.83400000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2020-8R Ltd
670898AE5
14755000.00000000
PA
USD
14712721.02000000
0.231741537332
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
1.77000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
14275000.00000000
PA
USD
16635121.29000000
0.262021455869
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2019-2
36257NAC7
8555000.00000000
PA
USD
8889059.06000000
0.140012456513
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.54000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-GS1
59981BAC8
8805174.85000000
PA
USD
9061048.83000000
0.142721484547
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
300000.00000000
PA
USD
323262.45000000
0.005091739116
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, LTD
549300TB55YBQBSW5Z77
Goldentree Loan Management US Clo 3 Ltd
38138BAG5
5405000.00000000
PA
USD
5391251.30000000
0.084918137352
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
1.73800000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-1 Trust
43731QAG3
2667278.21000000
PA
USD
2671951.01000000
0.042086167058
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
3.40600000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
9180000.00000000
PA
USD
9564825.60000000
0.150656522736
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
5955000.00000000
PA
USD
6547522.50000000
0.103130680436
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAA8
4353755.17000000
PA
USD
4556056.76000000
0.071762904788
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
Voya CLO Ltd
5493003QPCHR7P2XIW55
Voya CLO 2013-3 Ltd
92916XAL1
3335000.00000000
PA
USD
3335462.56000000
0.052537203710
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
1.89000000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
980000.00000000
PA
USD
1078000.00000000
0.016979685600
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAJ3
5780000.00000000
PA
USD
5834666.66000000
0.091902416947
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
2.54700000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2018-A
17327LAA1
408098.97000000
PA
USD
408473.89000000
0.006433913013
Long
ABS-MBS
CORP
US
N
2
2068-01-25
Variable
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
1965000.00000000
PA
USD
2058397.43000000
0.032422023378
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
4330000.00000000
PA
USD
4382003.30000000
0.069021371366
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAA1
3460000.00000000
PA
USD
3482055.77000000
0.054846207993
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.09000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
49304000.00000000
PA
USD
53697450.35000000
0.845793900261
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
-751.00000000
NC
USD
-5330864.60000000
-0.08396698041
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
-139377447.90000000
USD
-5330864.60000000
N
N
N
AMER AIRLN 15-2 B PTT
N/A
American Airlines 2015-2 Class B Pass Through Trust
02377BAC0
1715855.06000000
PA
USD
1675532.47000000
0.026391479177
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
4.40000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAF8
13025000.00000000
PA
USD
18216272.66000000
0.286926328920
Long
DBT
CORP
NL
N
2
2039-10-07
Fixed
6.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
785000.00000000
PA
USD
783153.52000000
0.012335529263
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.40000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAF5
35000.00000000
PA
USD
36494.50000000
0.000574828512
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
12790000.00000000
PA
USD
12268541.47000000
0.193243021275
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS4
52473CAA0
6899176.04000000
PA
USD
6912801.91000000
0.108884232884
Long
ABS-O
CORP
US
N
2
2059-05-25
Variable
3.43800000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
879433.98000000
PA
USD
879799.91000000
0.013857816199
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89200000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
7090000.00000000
PA
USD
8291436.59000000
0.130599245336
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64400000
N
N
N
N
N
N
Leonardo US Holdings Inc
529900WVR776KSXHSA85
Leonardo US Holdings Inc
000000000
650000.00000000
PA
USD
839462.00000000
0.013222449752
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
7.37500000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
1410000.00000000
PA
USD
2239883.70000000
0.035280631732
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
9812156.62000000
PA
USD
10376120.13000000
0.163435303857
Long
ABS-O
CORP
US
N
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
20145000.00000000
PA
USD
19540650.00000000
0.307786728595
Long
DBT
CORP
SA
N
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
5653000.00000000
PA
USD
6498573.31000000
0.102359676859
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAE3
940000.00000000
PA
USD
952040.74000000
0.014995688723
Long
ABS-O
CORP
US
N
2
2024-01-22
Fixed
1.37000000
N
N
N
N
N
N
Ares CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAJ3
4075000.00000000
PA
USD
4071778.71000000
0.064134992884
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.68400000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1770000.00000000
PA
USD
2163506.40000000
0.034077605256
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
24045000.00000000
PA
USD
24406155.90000000
0.384423797675
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
1795000.00000000
PA
USD
2067305.41000000
0.032562333860
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
2565000.00000000
PA
USD
2677439.60000000
0.042172618387
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
857000.00000000
PA
USD
889497.44000000
0.014010562962
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CK8
1400000.00000000
PA
USD
1419888.40000000
0.022364803914
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.48000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2020-1
74114BAL7
4350000.00000000
PA
USD
4491703.86000000
0.070749275837
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
3.67000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
345000.00000000
PA
USD
388679.59000000
0.006122131018
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
7000000.00000000
PA
USD
8087651.39000000
0.127389404310
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
NATL LIFE INSURANCE-VRMT
0JRPR7R1EOV4Z2M47L22
National Life Insurance Co
636792AA1
26914000.00000000
PA
USD
43144218.56000000
0.679568892968
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
10.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-2
59980MAG6
1467785.72000000
PA
USD
1560424.43000000
0.024578400950
Long
ABS-O
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
4437000.00000000
PA
USD
4725405.00000000
0.074430325820
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
5620000.00000000
PA
USD
6173985.04000000
0.097247054619
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AT3
4245000.00000000
PA
USD
4848262.89000000
0.076365472708
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-1
89178WBD9
3325000.00000000
PA
USD
3477152.00000000
0.054768968223
Long
ABS-O
CORP
US
N
2
2060-01-25
Variable
3.25000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-C
34533YAD2
15340000.00000000
PA
USD
15356821.84000000
0.241886833639
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
0.41000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAH3
12340000.00000000
PA
USD
12861289.73000000
0.202579458283
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
2.99000000
N
N
N
N
N
N
SLM Student Loan Trust
549300IQIXBXDNPLSE92
SLM Private Credit Student Loan Trust 2003-C
78443CBB9
1000000.00000000
PA
USD
999652.00000000
0.015745618432
Long
ABS-O
CORP
US
N
2
2032-09-15
Floating
3.48600000
N
N
N
N
N
N
MAPS LTD
N/A
MAPS 2019-1 Ltd
55283LAA3
3678169.24000000
PA
USD
3687429.40000000
0.058081068539
Long
ABS-O
CORP
BM
N
2
2044-03-15
Fixed
4.45800000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAB2
4675000.00000000
PA
USD
4917328.63000000
0.077453334073
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
4.83000000
N
N
N
N
N
N
NLV FINANCIAL CORP
UV78A3V7RXYC94JD0985
NLV Financial Corp
65486AAA1
6440000.00000000
PA
USD
8508012.80000000
0.134010558838
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
1545000.00000000
PA
USD
1567835.10000000
0.024695127153
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
5800000.00000000
PA
USD
5745584.11000000
0.090499268810
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBB7
225000.00000000
PA
USD
230816.20000000
0.003635609005
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
14125000.00000000
PA
USD
15365848.90000000
0.242029019762
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
3900000.00000000
PA
USD
4117230.00000000
0.064850900690
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300IQIXBXDNPLSE92
SLM Private Credit Student Loan Trust 2003-C
78443CBA1
640000.00000000
PA
USD
639777.28000000
0.010077195796
Long
ABS-O
CORP
US
N
2
2032-09-15
Floating
4.33000000
N
N
N
N
N
N
Madison Park XLIV
N/A
Atrium XV
04965FAL5
1651667.00000000
PA
USD
1651753.88000000
0.026016940233
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
3.17300000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300E4QCAQ0FY44H36
GS Mortgage Securities Corp Trust 2013-PEMB
36197VAG3
9406000.00000000
PA
USD
7999026.06000000
0.125993457892
Long
ABS-MBS
CORP
US
N
2
2033-03-05
Variable
3.66800000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
10475000.00000000
PA
USD
11658306.18000000
0.183631144312
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
364000.00000000
PA
USD
365220.43000000
0.005752623447
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
9135000.00000000
PA
USD
10361505.48000000
0.163205107046
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAT7
6706000.00000000
PA
USD
1005900.00000000
0.015844031303
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
5.04400000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co
628312AA8
9063000.00000000
PA
USD
12297498.42000000
0.193699125085
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.80000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
14585000.00000000
PA
USD
16576816.42000000
0.261103090042
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
6270000.00000000
PA
USD
5494087.50000000
0.086537920603
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Voya CLO Ltd
54930068MLVF3BECCK93
Voya CLO 2018-3 Ltd
92917KAC8
6235000.00000000
PA
USD
6235519.38000000
0.098216288151
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
1.83400000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFV1
11880000.00000000
PA
USD
11088662.39000000
0.174658628117
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
Videotron Ltd
92658TAQ1
800000.00000000
PA
USD
832080.00000000
0.013106175133
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
5.00000000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
6268266.64000000
PA
USD
6200034.68000000
0.097657365099
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAP9
544000.00000000
PA
USD
543790.56000000
0.008565299388
Long
ABS-O
CORP
US
N
2
2033-03-15
Floating
3.48600000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
17316299.79000000
PA
USD
18330981.28000000
0.288733115843
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
16000000.00000000
PA
USD
19092414.08000000
0.300726519879
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
29500000.00000000
PA
USD
29781967.79000000
0.469098747340
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1845000.00000000
PA
USD
2089031.14000000
0.032904538002
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
15105000.00000000
PA
USD
14368631.25000000
0.226321745020
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
13110000.00000000
PA
USD
13378755.00000000
0.210730105402
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AC7
14489000.00000000
PA
USD
21291230.95000000
0.335360303872
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.62500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
7169302.50000000
PA
USD
7918638.00000000
0.124727257535
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
850000.00000000
PA
USD
894116.46000000
0.014083317607
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAF1
12150000.00000000
PA
USD
12181288.56000000
0.191868691981
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Regatta XV Funding Ltd.
N/A
Regatta XV Funding Ltd
75888RAE9
1015000.00000000
PA
USD
1014952.09000000
0.015986611676
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
2.02600000
N
N
N
N
N
N
Laurel Road Prime Student Loan Trust
N/A
Laurel Road Prime Student Loan Trust 2020-A
51889CAB8
8825000.00000000
PA
USD
8806231.87000000
0.138707837176
Long
ABS-O
CORP
US
N
2
2050-11-25
Fixed
1.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
25627000.00000000
PA
USD
28712423.40000000
0.452252246897
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES, INC. 2021 TERM LOAN B
90932RAJ3
6765267.30000000
PA
USD
6847938.87000000
0.107862568666
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
4291000.00000000
PA
USD
5225955.01000000
0.082314538990
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
AMER AIRLINE 17-2 A PTT
N/A
American Airlines 2017-2 Class A Pass Through Trust
02377CAA2
5314777.19000000
PA
USD
5250641.65000000
0.082703380720
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
17832.00000000
NS
USD
25250112.00000000
0.397717034446
Long
EP
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
7510000.00000000
PA
USD
8488775.90000000
0.133707556506
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
9641000.00000000
PA
USD
10641535.17000000
0.167615882645
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
9670000.00000000
PA
USD
10074008.25000000
0.158676709480
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
10460000.00000000
PA
USD
10969925.00000000
0.172788383635
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EFX8
1690000.00000000
PA
USD
1703114.40000000
0.026825924910
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
2.19000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
19320000.00000000
PA
USD
19054350.00000000
0.300126968755
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
16455000.00000000
PA
USD
18073920.07000000
0.284684119066
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915HAQ6
1610000.00000000
PA
USD
1610298.17000000
0.025363967207
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
1.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TVN6
1010.52000000
PA
USD
1150.74000000
0.000018125420
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
30040000.00000000
PA
USD
27991572.40000000
0.440898050844
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
10400000.00000000
PA
USD
9979878.48000000
0.157194062077
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Dryden Senior Loan Fund
25490017VKY7XEFZL303
Dryden 86 CLO Ltd
26245XAC1
1030000.00000000
PA
USD
1030478.13000000
0.016231163882
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
2.39000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
1702495.83000000
PA
USD
1713815.90000000
0.026994485305
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-2 Trust
21872VAE2
1259000.00000000
PA
USD
1438126.24000000
0.022652069952
Long
ABS-O
CORP
US
N
2
2052-05-15
Variable
4.84400000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
860000.00000000
PA
USD
918723.05000000
0.014470898462
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAG3
2900000.00000000
PA
USD
2968440.00000000
0.046756194734
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-B
17327VAA9
4683728.16000000
PA
USD
4723261.17000000
0.074396558139
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
3.25800000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
39092000.00000000
PA
USD
43327737.43000000
0.682459517008
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAG9
1395000.00000000
PA
USD
1433326.23000000
0.022576464515
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2020-2
22535MAE9
2525000.00000000
PA
USD
2619573.88000000
0.041261169656
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
2.73000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-A
78449UAB4
1100000.00000000
PA
USD
1130682.85000000
0.017809498429
Long
ABS-O
CORP
US
N
2
2037-09-15
Fixed
2.23000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
27915000.00000000
PA
USD
35556280.70000000
0.560050526347
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAG5
2929000.00000000
PA
USD
3113948.78000000
0.049048118051
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.16300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR1 Trust
74333BAG3
2830000.00000000
PA
USD
2871830.80000000
0.045234493581
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.16800000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
1620000.00000000
PA
USD
1658475.00000000
0.026122805265
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-CH2
81746JAA5
1139557.93000000
PA
USD
1157991.99000000
0.018239647419
Long
ABS-MBS
CORP
US
N
2
2047-12-25
Variable
4.00000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
5493007GXSFXDXOXG741
Rockford Tower CLO 2017-1 Ltd
77340EBC9
6680000.00000000
PA
USD
6679907.82000000
0.105215894826
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.43400000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GL36
5305000.00000000
PA
USD
5260502.67000000
0.082858702631
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.48400000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
620000.00000000
PA
USD
673804.02000000
0.010613154374
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
1955000.00000000
PA
USD
2613639.50000000
0.041167696644
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
2295000.00000000
PA
USD
2265229.97000000
0.035679863360
Long
DBT
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
4675000.00000000
PA
USD
5132308.50000000
0.080839503463
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
7360000.00000000
PA
USD
7434600.52000000
0.117103134873
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
KONINKIJKE AHOLD DLHAIZE
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
24668PAE7
325000.00000000
PA
USD
441224.45000000
0.006949770352
Long
DBT
CORP
NL
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
4465000.00000000
PA
USD
4715709.75000000
0.074277614969
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
2826000.00000000
PA
USD
2942470.48000000
0.046347146232
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAG5
13585000.00000000
PA
USD
14234271.98000000
0.224205438747
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
4.04000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
5178225.00000000
PA
USD
5632303.55000000
0.088714975403
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
20000.00000000
PA
USD
21585.20000000
0.000339990639
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
20495000.00000000
PA
USD
21276917.04000000
0.335134844047
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
16050000.00000000
PA
USD
18137704.55000000
0.285688794777
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-3
14313FAH2
3650000.00000000
PA
USD
3775447.22000000
0.059467446007
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
3.91000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
2930000.00000000
PA
USD
3094812.50000000
0.048746700595
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
1940000.00000000
PA
USD
2080596.46000000
0.032771682515
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
8915000.00000000
PA
USD
7945590.12000000
0.125151783067
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1920000.00000000
PA
USD
1935794.55000000
0.030490893177
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
14599365.95000000
PA
USD
14438583.13000000
0.227423564064
Long
ABS-O
CORP
BM
N
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2R1
21550000.00000000
PA
USD
21668997.38000000
0.341310540618
Long
DBT
CORP
US
N
2
2030-11-19
Fixed
2.55000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
3865000.00000000
PA
USD
4206678.29000000
0.066259809634
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAN4
1750000.00000000
PA
USD
1743612.85000000
0.027463820038
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.93400000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAN1
340000.00000000
PA
USD
334611.78000000
0.005270503545
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.56600000
N
N
N
N
N
N
SLM Student Loan Trust
N/A
SLM Private Credit Student Loan Trust 2003-A
78443CAK0
411000.00000000
PA
USD
410911.64000000
0.006472310256
Long
ABS-O
CORP
US
N
2
2032-06-15
Floating
3.48900000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
15320000.00000000
PA
USD
15810141.95000000
0.249027123940
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
6470546.79000000
PA
USD
6354853.41000000
0.100095930369
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.25000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
395000.00000000
PA
USD
423819.68000000
0.006675626083
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
5015000.00000000
PA
USD
5511384.70000000
0.086810370527
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
3425000.00000000
PA
USD
3544018.75000000
0.055822193076
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
370000.00000000
PA
USD
408387.50000000
0.006432552275
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
2360000.00000000
PA
USD
2613936.00000000
0.041172366845
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS5
52475JAA3
1893015.74000000
PA
USD
1928696.25000000
0.030379087146
Long
ABS-MBS
CORP
US
N
2
2060-06-25
Fixed
3.25000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
1960000.00000000
PA
USD
2318098.88000000
0.036512606839
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Lanark Master Issuer plc
213800KIOPB5OYXIVY33
Lanark Master Issuer PLC
513770BE6
895000.00000000
PA
USD
915049.79000000
0.014413040577
Long
ABS-MBS
CORP
GB
N
2
2069-12-22
Variable
2.27700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
28715000.00000000
PA
USD
34006501.42000000
0.535639798217
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
3695000.00000000
PA
USD
4040482.50000000
0.063642043157
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAD9
4930000.00000000
PA
USD
5227083.77000000
0.082332318201
Long
ABS-O
CORP
US
N
2
2057-06-25
Variable
3.25000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
7805000.00000000
PA
USD
8195250.00000000
0.129084200757
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
6038139.35000000
PA
USD
6027096.20000000
0.094933393839
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
3225000.00000000
PA
USD
3063482.94000000
0.048253225568
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
12445000.00000000
PA
USD
14362177.39000000
0.226220089627
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BV1
359974.27000000
PA
USD
426925.88000000
0.006724552149
Long
DBT
CORP
US
N
2
2033-01-10
Fixed
5.77300000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
12235000.00000000
PA
USD
12326640.15000000
0.194158139383
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
5890000.00000000
PA
USD
6418333.00000000
0.101095803727
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
460000.00000000
PA
USD
513674.53000000
0.008090938794
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL3 Trust
12656PAC0
4175084.13000000
PA
USD
4228869.23000000
0.066609341345
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
2.69100000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-1 LLC
69359GAA4
14747806.82000000
PA
USD
14813562.87000000
0.233329907377
Long
ABS-O
CORP
US
N
2
2025-02-25
Variable
2.98100000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
22660000.00000000
PA
USD
24984761.69000000
0.393537475227
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
15160000.00000000
PA
USD
16192707.08000000
0.255052945488
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
20695000.00000000
PA
USD
22035812.29000000
0.347088278879
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
15285000.00000000
PA
USD
16076151.60000000
0.253217068489
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
18269.00000000
NS
USD
27882330.49000000
0.439177370616
Long
EP
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
14200000.00000000
PA
USD
15745732.76000000
0.248012608359
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DK0
6815000.00000000
PA
USD
7058612.19000000
0.111180905158
Long
DBT
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
2080000.00000000
PA
USD
2418000.00000000
0.038086159352
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBD6
4300000.00000000
PA
USD
4644000.00000000
0.073148107539
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR3 Trust
74331MAD8
2290000.00000000
PA
USD
2305154.99000000
0.036308726336
Long
ABS-O
CORP
US
N
2
2035-10-17
Fixed
4.42700000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
14470000.00000000
PA
USD
17609850.51000000
0.277374513106
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
10155000.00000000
PA
USD
11522269.20000000
0.181488412261
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
2415000.00000000
PA
USD
2523675.00000000
0.039750656825
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
1890000.00000000
PA
USD
2055375.00000000
0.032374416781
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAJ6
1332000.00000000
PA
USD
1339417.38000000
0.021097296846
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.65600000
N
N
N
N
N
N
Marlette Funding Trust
549300FK0U6W6777SM18
Marlette Funding Trust 2019-1
57109XAA5
134888.54000000
PA
USD
135164.32000000
0.002128986695
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
3.44000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
7783390.53000000
PA
USD
8049138.05000000
0.126782776848
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
12430000.00000000
PA
USD
13253436.16000000
0.208756195844
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
975000.00000000
PA
USD
988406.25000000
0.015568485501
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2E0
15615000.00000000
PA
USD
15558473.70000000
0.245063072214
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.49500000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAE8
15451000.00000000
PA
USD
16916355.84000000
0.266451209338
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
2085000.00000000
PA
USD
2100732.81000000
0.033088852174
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
13450000.00000000
PA
USD
14451827.96000000
0.227632184703
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
2520000.00000000
PA
USD
2588745.60000000
0.040775590340
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
2610000.00000000
PA
USD
2685037.50000000
0.042292293668
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
8327019.90000000
PA
USD
8317492.96000000
0.131009661821
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXVI CLO Ltd
36321LAC3
4465000.00000000
PA
USD
4467332.96000000
0.070365407358
Long
ABS-CBDO
CORP
KY
N
2
2031-11-22
Floating
1.85000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon CLO 2018-1 Ltd
13877BAC2
2525000.00000000
PA
USD
2525257.80000000
0.039775587665
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.88400000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR3 Trust
46187VAC3
1130000.00000000
PA
USD
1133338.02000000
0.017851320276
Long
ABS-O
CORP
US
N
2
2037-07-17
Floating
1.23200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AK8
3456000.00000000
PA
USD
2625890.23000000
0.041360659115
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.42000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
8910000.00000000
PA
USD
9172675.71000000
0.144479730676
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016269AB8
14785000.00000000
PA
USD
14798284.32000000
0.233089253411
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
1.83800000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
6139662.23000000
PA
USD
6096193.42000000
0.096021751048
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
235000.00000000
PA
USD
266255.00000000
0.004193809081
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
7565000.00000000
PA
USD
7826370.75000000
0.123273946870
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL1 Trust
12660KAC5
7014621.44000000
PA
USD
7036063.73000000
0.110825742114
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.66800000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAF0
945000.00000000
PA
USD
960448.58000000
0.015128121450
Long
ABS-O
CORP
US
N
2
2026-03-23
Fixed
1.92000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
6010000.00000000
PA
USD
6701626.41000000
0.105557986505
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
7210000.00000000
PA
USD
7823146.48000000
0.123223161072
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
1610000.00000000
PA
USD
1659427.00000000
0.026137800312
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
2280000.00000000
PA
USD
2550996.10000000
0.040180994198
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AZ6
2700000.00000000
PA
USD
3114470.68000000
0.049056338550
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.20000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAK6
1335000.00000000
PA
USD
1308300.00000000
0.020607163887
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
16790000.00000000
PA
USD
16841256.51000000
0.265268312295
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-5
26208MAG1
6555000.00000000
PA
USD
6842122.11000000
0.107770948299
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
4.30000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2375000.00000000
PA
USD
2570961.25000000
0.040495467268
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS3
52474WAA5
3371399.69000000
PA
USD
3399440.63000000
0.053544928677
Long
ABS-O
CORP
US
N
2
2059-04-25
Variable
3.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2018-3
03066MAG1
10515000.00000000
PA
USD
11076017.31000000
0.174459454199
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
4.04000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
9425000.00000000
PA
USD
9605865.75000000
0.151302950235
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-1
80285HAG5
27665000.00000000
PA
USD
28454271.38000000
0.448186068662
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-RP1
17327RAA8
5459679.01000000
PA
USD
5663342.51000000
0.089203873160
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
3.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAE6
5050000.00000000
PA
USD
5285697.64000000
0.083255551118
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.29600000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAQ4
1000000.00000000
PA
USD
1003992.30000000
0.015813982930
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.43500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
7365000.00000000
PA
USD
7440143.11000000
0.117190436761
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1055000.00000000
PA
USD
1072017.15000000
0.016885449132
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
SoFi Consumer Loan Program 2019-4 Trust
83405BAC6
7370000.00000000
PA
USD
7571901.15000000
0.119265770801
Long
ABS-O
CORP
US
N
2
2028-08-25
Fixed
2.84000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
1435000.00000000
PA
USD
1526481.25000000
0.024043758534
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
718592AB4
3755000.00000000
PA
USD
4312467.30000000
0.067926102890
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.75000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-3 LLC
693585AA9
6103281.20000000
PA
USD
6135687.79000000
0.096643830812
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
2.85700000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAD1
30600000.00000000
PA
USD
30748807.80000000
0.484327540843
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.56000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NAW8
865000.00000000
PA
USD
893112.50000000
0.014067504133
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.37500000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
5165000.00000000
PA
USD
7821746.88000000
0.123201115832
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-2
89177JAC2
17610000.00000000
PA
USD
18633815.46000000
0.293503087240
Long
ABS-O
CORP
US
N
2
2058-12-25
Variable
3.75000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
22495000.00000000
PA
USD
24570885.61000000
0.387018471780
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
13985000.00000000
PA
USD
14011951.19000000
0.220703641793
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-5
89176VAC6
1943340.00000000
PA
USD
2027497.12000000
0.031935309511
Long
ABS-O
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
4665000.00000000
PA
USD
4831773.75000000
0.076105750618
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
College Ave Student Loans
N/A
College Ave Student Loans 2021-A LLC
19424KAD5
745000.00000000
PA
USD
760478.12000000
0.011978366775
Long
ABS-O
CORP
US
N
2
2051-07-25
Fixed
2.92000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAC6
6255000.00000000
PA
USD
6335908.43000000
0.099797526098
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAC3
508537.74000000
PA
USD
520460.10000000
0.008197818984
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
3845000.00000000
PA
USD
3898830.00000000
0.061410860490
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AF2
8000000.00000000
PA
USD
10880000.00000000
0.171371965984
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
Halcyon Loan Advisors Funding Ltd
549300NL4H585I318G08
Halcyon Loan Advisors Funding 2014-3 Ltd
40538FAS2
7965693.98000000
PA
USD
7971765.43000000
0.125564072987
Long
ABS-CBDO
CORP
KY
N
2
2025-10-22
Floating
1.88400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZG8
123030000.00000000
PA
USD
123299128.13000000
1.942096874249
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.37500000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
24465000.00000000
PA
USD
26138681.72000000
0.411712984798
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Securities Corp 2019-SLKZ
12655GAL1
3205000.00000000
PA
USD
3160290.25000000
0.049778047171
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
3.67300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
4740000.00000000
PA
USD
5612894.51000000
0.088409261676
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Allegro CLO Ltd
635400EGZEWLZ9KRXG08
Allegro CLO VIII Ltd
01750LAC7
4650000.00000000
PA
USD
4642753.44000000
0.073128472848
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.85400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
550000.00000000
PA
USD
552080.30000000
0.008695871911
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
14352000.00000000
PA
USD
14804805.60000000
0.233191970743
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
1600000.00000000
PA
USD
1598087.82000000
0.025171640765
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
6002000.00000000
PA
USD
7327502.45000000
0.115416222482
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
4287000.00000000
PA
USD
4996444.87000000
0.078699501866
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.08800000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEL8
165000.00000000
PA
USD
171138.00000000
0.002695611720
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAJ4
16635000.00000000
PA
USD
17907112.39000000
0.282056714649
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS7
52474MAA7
10123129.71000000
PA
USD
10181901.56000000
0.160376147775
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.25000000
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
Antares Holdings LP
03666HAA9
6700000.00000000
PA
USD
7257162.08000000
0.114308284294
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
9487000.00000000
PA
USD
9531309.41000000
0.150128605882
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
23900000.00000000
PA
USD
24280139.06000000
0.382438893850
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
12384000.00000000
PA
USD
15959260.80000000
0.251375909830
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RBC2
6079000.00000000
PA
USD
5958227.29000000
0.093848632763
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.88500000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAS6
7875545.83000000
PA
USD
7937121.57000000
0.125018394091
Long
ABS-O
CORP
US
N
2
2045-10-18
Fixed
2.07000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
3780000.00000000
PA
USD
3859004.49000000
0.060783564907
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2019-C Owner Trust
65479JAD5
6655000.00000000
PA
USD
6737939.93000000
0.106129964383
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
1.93000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DJ3
4945000.00000000
PA
USD
5463723.68000000
0.086059657044
Long
DBT
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
205000.00000000
PA
USD
279063.21000000
0.004395552475
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL1 LLC
91790CAA4
2536983.91000000
PA
USD
2543638.42000000
0.040065102646
Long
ABS-O
CORP
US
N
2
2050-12-26
Variable
2.28900000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
1975000.00000000
PA
USD
2162625.00000000
0.034063722236
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AG9
6390000.00000000
PA
USD
6622410.50000000
0.104310248799
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
20585000.00000000
PA
USD
26751236.75000000
0.421361400217
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
11700000.00000000
PA
USD
12613154.58000000
0.198671056768
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
6830000.00000000
PA
USD
6775531.43000000
0.106722071852
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-2 Trust
83406CAC3
6805000.00000000
PA
USD
6973904.18000000
0.109846660837
Long
ABS-O
CORP
US
N
2
2028-04-25
Fixed
3.46000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2020-1
40438FAF1
3645000.00000000
PA
USD
3722404.49000000
0.058631964672
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
2.26000000
N
N
N
N
N
N
OSW Structured Asset Trust
N/A
OSAT 2020-RPL1 Trust
67113FAA7
5168898.28000000
PA
USD
5208237.21000000
0.082035464153
Long
ABS-MBS
CORP
US
N
2
2059-12-26
Variable
3.07200000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2019-1
68267DAD8
8040000.00000000
PA
USD
8086377.13000000
0.127369333314
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
4.22000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
2355000.00000000
PA
USD
2644805.05000000
0.041658588333
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AG8
7440000.00000000
PA
USD
7804174.46000000
0.122924330891
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.70000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
3710000.00000000
PA
USD
3969915.55000000
0.062530536084
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
30210000.00000000
PA
USD
30194685.95000000
0.475599512274
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.52900000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
2970000.00000000
PA
USD
2970252.06000000
0.046784736672
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KBR8
1290000.00000000
PA
USD
1308745.38000000
0.020614179112
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.20400000
N
N
N
N
N
N
Galaxy CLO Ltd
N/A
Galaxy XXV CLO Ltd
36319XAC1
1250000.00000000
PA
USD
1250325.50000000
0.019694001751
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
1.82600000
N
N
N
N
N
N
Merlin Aviation Holdings DAC
N/A
Merlin Aviation Holdings DAC
59010RAA2
1919631.14000000
PA
USD
1843996.33000000
0.029044970251
Long
ABS-O
CORP
US
N
2
2032-12-15
Variable
4.50000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
8064000.00000000
PA
USD
9531244.80000000
0.150127588203
Long
DBT
CORP
GB
N
2
2037-12-01
Fixed
7.12500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
6325000.00000000
PA
USD
6766674.75000000
0.106582569401
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306CAB7
100000.00000000
PA
USD
127312.44000000
0.002005310950
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.95000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAU8
2105000.00000000
PA
USD
2104978.53000000
0.033155726933
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.10000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDW0
23335000.00000000
PA
USD
23061718.68000000
0.363247432828
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.85000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KAX4
5972000.00000000
PA
USD
8451103.15000000
0.133114169260
Long
DBT
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
CIFC Funding Ltd
549300Y56VCWZJQV2Z14
CIFC Funding 2014-V Ltd
12550AAX4
6500000.00000000
PA
USD
6500732.55000000
0.102393687264
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
1.99000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-1
59981AAC0
3742621.33000000
PA
USD
3947125.64000000
0.062171569937
Long
ABS-MBS
CORP
US
N
2
2069-10-25
Variable
3.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
3241000.00000000
PA
USD
3325884.03000000
0.052386331328
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
4685000.00000000
PA
USD
4855327.95000000
0.076476755173
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
3010000.00000000
PA
USD
3473915.98000000
0.054717997349
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
2484875.00000000
PA
USD
2642540.32000000
0.041622916344
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
2745000.00000000
PA
USD
2873542.83000000
0.045261459937
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
PENN MUTUAL LIFE INS CO
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co/The
707567AA1
2872000.00000000
PA
USD
3844028.40000000
0.060547675019
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.65000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
2416000.00000000
PA
USD
2531364.00000000
0.039871767031
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2020-B Owner Trust
65479CAD0
18955000.00000000
PA
USD
19034099.22000000
0.299807996698
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.55000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
15470000.00000000
PA
USD
16006654.30000000
0.252122409579
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVb Trust 2017-SPL4
07331YAG5
1250000.00000000
PA
USD
1337130.13000000
0.021061270142
Long
ABS-O
CORP
US
N
2
2055-01-28
Variable
4.75000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2019-2 Trust
43732TAG6
2523761.47000000
PA
USD
2486508.23000000
0.039165239320
Long
ABS-O
CORP
US
N
2
2039-10-19
Fixed
3.12100000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDS7
25580000.00000000
PA
USD
25497124.64000000
0.401607755194
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
0.55000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
375000.00000000
PA
USD
454987.50000000
0.007166553526
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCII LLC
91835MAA9
3103138.72000000
PA
USD
3103322.74000000
0.048880746235
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
6810000.00000000
PA
USD
6724875.00000000
0.105924177366
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
119815000.00000000
PA
USD
119712033.39000000
1.885596186955
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
5498946.31000000
PA
USD
5501861.30000000
0.086660366503
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.11600000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DL9
9535000.00000000
PA
USD
9561050.10000000
0.150597054459
Long
DBT
CORP
US
N
2
2021-10-06
Fixed
1.70000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-1
36256XAD4
6301851.88000000
PA
USD
6369479.57000000
0.100326308475
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
2.97000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1230000.00000000
PA
USD
1385647.00000000
0.021825464205
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
32173000.00000000
PA
USD
43325160.13000000
0.682418921698
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAJ9
1818000.00000000
PA
USD
1819610.20000000
0.028660861884
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
2.29600000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
7855000.00000000
PA
USD
7858238.93000000
0.123775905754
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
2671000.00000000
PA
USD
2845603.27000000
0.044821381139
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
1435000.00000000
PA
USD
1508231.25000000
0.023756300962
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AG7
1855000.00000000
PA
USD
1827542.33000000
0.028785801655
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
1325000.00000000
PA
USD
1354506.81000000
0.021334971964
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.87500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAF4
7410000.00000000
PA
USD
7367893.42000000
0.116052424683
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
980000.00000000
PA
USD
998737.60000000
0.015731215626
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2019-1
32059TAG4
3790000.00000000
PA
USD
3915614.24000000
0.061675230730
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.55000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAP6
8160000.00000000
PA
USD
8728383.74000000
0.137481643510
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBE5
17195000.00000000
PA
USD
18443433.52000000
0.290504362300
Long
DBT
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
6260000.00000000
PA
USD
6940302.62000000
0.109317399312
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAD9
1525000.00000000
PA
USD
1624514.79000000
0.025587894607
Long
ABS-O
CORP
US
N
2
2042-11-17
Fixed
4.00000000
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
4000000.00000000
PA
USD
3452640.00000000
0.054382877264
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
3106502.35000000
PA
USD
3012391.17000000
0.047448473999
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
-4214.00000000
NC
USD
-9115202.26000000
-0.14357446062
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
-611198766.49000000
USD
-9115202.26000000
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
3740000.00000000
PA
USD
4065935.95000000
0.064042962988
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAD1
6390000.00000000
PA
USD
6481209.58000000
0.102086179015
Long
ABS-O
CORP
US
N
2
2057-02-25
Floating
1.59200000
N
N
N
N
N
N
Gosforth Funding plc
213800GD24WOLHNGMP34
Gosforth Funding 2018-1 plc
38312RAA1
386813.31000000
PA
USD
387147.90000000
0.006098005215
Long
ABS-MBS
CORP
GB
N
2
2060-08-25
Floating
0.59700000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
145000.00000000
PA
USD
161856.25000000
0.002549413949
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
17895000.00000000
PA
USD
20377493.18000000
0.320967929053
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Battalion CLO LTD
549300SBOOCXWC0VGZ76
Battalion Clo XIV Ltd
07090AAE3
2240000.00000000
PA
USD
2241613.25000000
0.035307874046
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
2.28800000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-2 LLC
693590AA9
1958555.41000000
PA
USD
1971818.36000000
0.031058307804
Long
ABS-MBS
CORP
US
N
2
2025-08-25
Variable
3.67100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
1761873.04000000
PA
USD
1766988.29000000
0.027832008927
Long
ABS-MBS
CORP
US
N
2
2070-11-25
Variable
3.22800000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
27205000.00000000
PA
USD
31226581.57000000
0.491853003183
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
Horizon Aircraft Finance II LLC
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
2685770.47000000
PA
USD
2640077.19000000
0.041584119338
Long
ABS-O
CORP
KY
N
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
6090000.00000000
PA
USD
6729450.00000000
0.105996238648
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
200000.00000000
PA
USD
217940.00000000
0.003432794693
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
9275000.00000000
PA
USD
9909101.61000000
0.156079248533
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
3195000.00000000
PA
USD
3353559.64000000
0.052822252624
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
Hayfin Kingsland VIII Ltd
N/A
Hayfin US XII Ltd
42086PAE3
13735000.00000000
PA
USD
13477073.18000000
0.212278724869
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.66800000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
18255000.00000000
PA
USD
19018789.20000000
0.299566847045
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56400000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AR1
8785000.00000000
PA
USD
10097775.05000000
0.159051062719
Long
DBT
CORP
GB
N
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAJ1
5095000.00000000
PA
USD
5313132.74000000
0.083687684116
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.64800000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
3950000.00000000
PA
USD
4280812.50000000
0.067427504975
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
30810000.00000000
PA
USD
35386791.61000000
0.557380886773
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REN0
11000000.00000000
PA
USD
11083919.00000000
0.174583914507
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
3.04000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
2375000.00000000
PA
USD
2915146.25000000
0.045916759558
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
16180000.00000000
PA
USD
17791528.00000000
0.280236133385
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
361003.46000000
PA
USD
365414.20000000
0.005755675537
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
7330000.00000000
PA
USD
7718833.34000000
0.121580114391
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
36385000.00000000
PA
USD
40671880.70000000
0.640626852560
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
2450000.00000000
PA
USD
2831876.60000000
0.044605170989
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAF2
2740000.00000000
PA
USD
2892876.03000000
0.045565979100
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
6155000.00000000
PA
USD
6258698.76000000
0.098581388879
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.03500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
26680000.00000000
PA
USD
34008780.16000000
0.535675690878
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
1745000.00000000
PA
USD
2119470.72000000
0.033383994865
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
7825000.00000000
PA
USD
8289817.68000000
0.130573745723
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
9915000.00000000
PA
USD
11697436.01000000
0.184247482170
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
11405000.00000000
PA
USD
15840882.60000000
0.249511322986
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
70245000.00000000
PA
USD
79455237.10000000
1.251507370368
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.12500000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
13286531.25000000
PA
USD
13201800.38000000
0.207942875520
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
3182000.00000000
PA
USD
3285399.09000000
0.051748648997
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AD8
5274000.00000000
PA
USD
6687340.44000000
0.105332966765
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR3 Trust
74333AAC4
295000.00000000
PA
USD
297829.05000000
0.004691135094
Long
ABS-O
CORP
US
N
2
2027-10-17
Fixed
1.49500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
550000.00000000
PA
USD
601205.00000000
0.009469639964
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAH5
8080000.00000000
PA
USD
9285652.51000000
0.146259239530
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
14455000.00000000
PA
USD
14313861.67000000
0.225459063899
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
14040000.00000000
PA
USD
15909848.32000000
0.250597608926
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CV4
55000.00000000
PA
USD
63823.65000000
0.001005292681
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
1015000.00000000
PA
USD
1035097.00000000
0.016303916164
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
1421000.00000000
PA
USD
1476419.00000000
0.023255223037
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300BLEHJGFV7XSO25
SLM Private Credit Student Loan Trust 2003-B
78443CAN4
803000.00000000
PA
USD
802690.85000000
0.012643263698
Long
ABS-O
CORP
US
N
2
2033-03-15
Floating
3.59600000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAZ0
1405000.00000000
PA
USD
1412251.06000000
0.022244507409
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.92100000
N
N
N
N
N
N
ATHENE GLOBAL FU
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
11800000.00000000
PA
USD
11801305.67000000
0.185883543552
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAB7
8701499.83000000
PA
USD
9122313.93000000
0.143686477253
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
3.44000000
N
N
N
N
N
N
Jamestown CLO Ltd
254900NFTK4YH0WYT485
Jamestown CLO IX Ltd
47048JAQ6
1000000.00000000
PA
USD
1000437.50000000
0.015757990920
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
2.03800000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
1468000.00000000
PA
USD
2062786.83000000
0.032491161255
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2020-1
74937CAA4
3147990.85000000
PA
USD
3173206.26000000
0.049981488534
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
3.10500000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
14625000.00000000
PA
USD
14558602.50000000
0.229314001141
Long
DBT
CORP
MY
N
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBK0
3970000.00000000
PA
USD
4486676.96000000
0.070670096633
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
4063562.50000000
PA
USD
4395311.74000000
0.069230993933
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-4 LLC
69359XAA7
5675857.93000000
PA
USD
5699858.86000000
0.089779045833
Long
ABS-O
CORP
US
N
2
2025-10-25
Variable
2.95100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
206825000.00000000
PA
USD
206889632.81000000
3.258739257031
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
515000.00000000
PA
USD
522260.77000000
0.008226181517
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1415848.31000000
PA
USD
1360007.25000000
0.021421609943
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
685000.00000000
PA
USD
727812.50000000
0.011463847333
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2013-TYSN
05529SAC3
110998.68000000
PA
USD
111126.08000000
0.001750357978
Long
ABS-MBS
CORP
US
N
2
2032-09-05
Fixed
3.75600000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BP4
372479.70000000
PA
USD
429830.40000000
0.006770301533
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
2021-07-30
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer