NPORT-P
false
0001413032
XXXXXXXX
S000019838
C000143976
C000143977
C000055675
Columbia Funds Variable Series Trust II
811-22127
0001413032
54930017CSZ4UCL7G406
290 Congress Street
Boston
02110
800-345-6611
Columbia Variable Portfolio - Balanced Fund
S000019838
BP7VEYBDB8571LB64036
2022-12-31
2022-03-31
N
1461764516.700000000000
68715280.150000000000
1393049236.550000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
65484583.060000000000
0.000000000000
0.000000000000
1798.570000000000
USD
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AN7
19000.000000000000
PA
USD
18196.000000000000
0.0013061993
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.875000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COMPANIES INC
071734AP2
40000.000000000000
PA
USD
40295.010000000000
0.0028925762
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.125000000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
52608.000000000000
NS
USD
4079224.320000000000
0.2928270023
Long
EC
CORP
US
N
1
N
N
N
BEACON ROOFING
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY INC
073685AF6
63000.000000000000
PA
USD
62647.540000000000
0.0044971519
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.500000000000
N
N
N
N
N
N
BEACON ROOFING
549300HDXQWWCBOYXP31
BEACON ROOFING SUPPLY INC
073685AH2
36000.000000000000
PA
USD
33299.930000000000
0.0023904345
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125000000000
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BG3
1175000.000000000000
PA
USD
1266583.200000000000
0.0909216391
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.685000000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_21-1A
N/A
BMIR_21-1A
07876MAC1
800000.000000000000
PA
USD
805094.640000000000
0.0577936959
Long
ABS-CBDO
CORP
US
N
2
2031-03-25
Variable
2.960000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_21-3A
N/A
BMIR_21-3A
078777AB5
1800000.000000000000
PA
USD
1784256.300000000000
0.1280827880
Long
ABS-CBDO
CORP
US
N
2
2031-09-25
Variable
1.048700000000
N
N
N
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAC4
641357.840000000000
PA
USD
642136.580000000000
0.0460957562
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
3.036900000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY CO
NINLOILYRTLIMK26MZ18
BERKSHIRE HATHAWAY ENERGY CO
084659AX9
348000.000000000000
PA
USD
370135.550000000000
0.0265701700
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.250000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
70601.000000000000
NS
USD
24915798.910000000000
1.7885799192
Long
EC
CORP
US
N
1
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAA9
27000.000000000000
PA
USD
27012.200000000000
0.0019390700
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.500000000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL INC.
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
44808.000000000000
NS
USD
3454696.800000000000
0.2479953120
Long
EC
CORP
US
N
1
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
BLACK KNIGHT INFOSERV LLC
092174AA9
24000.000000000000
PA
USD
22761.390000000000
0.0016339257
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.625000000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
10867.000000000000
NS
USD
8304235.390000000000
0.5961193023
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE MORTGAGE TRUST INC
549300OLDJ20R2Y2UW20
BLACKSTONE MORTGAGE TRUST INC
09257WAD2
56000.000000000000
PA
USD
52133.430000000000
0.0037423968
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.750000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CV5
1400000.000000000000
PA
USD
1568153.400000000000
0.1125698474
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.705000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BR1
16000.000000000000
PA
USD
16517.720000000000
0.0011857241
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.500000000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC
097751BT7
55000.000000000000
PA
USD
53865.320000000000
0.0038667205
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875000000000
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AB8
17000.000000000000
PA
USD
17613.440000000000
0.0012643803
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.125000000000
N
N
N
N
N
N
BOXER PARENT CO INC
N/A
BOXER PARENT CO INC
103186AC6
6000.000000000000
PA
USD
6195.000000000000
0.0004447079
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.125000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BS9
5000.000000000000
PA
USD
5258.480000000000
0.0003774798
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.625000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BU4
48000.000000000000
PA
USD
47758.430000000000
0.0034283375
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.750000000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORPORATION
103304BV2
51000.000000000000
PA
USD
49136.180000000000
0.0035272393
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.750000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-B
N/A
BRAVO_21-B
10568JAA9
1077903.780000000000
PA
USD
1047333.240000000000
0.0751827870
Long
ABS-CBDO
CORP
US
N
2
2069-04-01
Variable
2.115000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1
N/A
BRAVO_20-RPL1
10568YAA6
808046.570000000000
PA
USD
795824.870000000000
0.0571282658
Long
ABS-CBDO
CORP
US
N
2
2059-05-26
Variable
2.500000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-A
N/A
BRAVO_21-A
105693AA3
1413264.260000000000
PA
USD
1357523.000000000000
0.0974497501
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Variable
1.991000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1
N/A
BRAVO_20-NQM1
105699AA0
340681.290000000000
PA
USD
338379.720000000000
0.0242905786
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
1.449000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAA7
637620.940000000000
PA
USD
631612.260000000000
0.0453402682
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
2.748000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAC3
212540.340000000000
PA
USD
210120.460000000000
0.0150834913
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.108000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-NQM2
N/A
BRAVO_19-NQM2
10569AAD1
925000.000000000000
PA
USD
879683.790000000000
0.0631480760
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.451000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2
N/A
BRAVO_21-NQM2
10569EAC5
559330.920000000000
PA
USD
546646.250000000000
0.0392409856
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
1.435000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2
N/A
BRAVO_21-NQM2
10569EAE1
425000.000000000000
PA
USD
404233.440000000000
0.0290178860
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
3.044000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1
N/A
BRAVO_21-NQM1
10569TAA6
1627546.730000000000
PA
USD
1549296.240000000000
0.1112161867
Long
ABS-CBDO
CORP
US
N
2
2049-02-25
Variable
0.941000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1
N/A
BRAVO_21-NQM1
10569TAC2
663078.580000000000
PA
USD
628094.820000000000
0.0450877689
Long
ABS-CBDO
CORP
US
N
2
2049-02-25
Variable
1.332000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DL9
667000.000000000000
PA
USD
758390.370000000000
0.0544410312
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.550000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBG5
929000.000000000000
PA
USD
829615.000000000000
0.0595538893
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.750000000000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
N/A
BROADSTREET PARTNERS INC
11135RAA3
81000.000000000000
PA
USD
75551.430000000000
0.0054234573
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.875000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPBT9
84000.000000000000
PA
USD
84154.090000000000
0.0060409990
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.125000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCD3
127000.000000000000
PA
USD
122072.230000000000
0.0087629516
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.750000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCE1
130000.000000000000
PA
USD
122066.520000000000
0.0087625417
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCK7
41000.000000000000
PA
USD
37370.780000000000
0.0026826604
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.250000000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
N/A
CCO HOLDINGS LLC/CAP CORP
1248EPCQ4
53000.000000000000
PA
USD
49391.960000000000
0.0035456005
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R SMOKEY BUYER INC
12510CAA9
74000.000000000000
PA
USD
76384.110000000000
0.0054832312
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.750000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1
N/A
CFMT_21-GRN1
12529KAA0
867013.870000000000
PA
USD
835468.870000000000
0.0599741092
Long
ABS-MBS
CORP
US
N
2
2041-03-20
Fixed
1.100000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBC3
31000.000000000000
PA
USD
32331.040000000000
0.0023208828
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.000000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBG4
15000.000000000000
PA
USD
15284.050000000000
0.0010971651
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBJ8
47000.000000000000
PA
USD
46012.630000000000
0.0033030153
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.875000000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
N/A
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBM1
68000.000000000000
PA
USD
65310.710000000000
0.0046883275
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.250000000000
N
N
N
N
N
N
CIGNA CORP
N/A
CIGNA CORP
125523CF5
475000.000000000000
PA
USD
525031.790000000000
0.0376893922
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.800000000000
N
N
N
N
N
N
CIM TRUST CIM_18-R6
N/A
CIM_18-R6
12554EAA2
1439174.610000000000
PA
USD
1406205.420000000000
0.1009444163
Long
ABS-CBDO
CORP
US
N
2
2058-09-25
Variable
1.531100000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD CLNY_19-IKPR
N/A
CLNY_19-IKPR
12564NAL6
1900000.000000000000
PA
USD
1852498.290000000000
0.1329815373
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
2.422000000000
N
N
N
N
N
N
CIM TRUST CIM_21-NR2
N/A
CIM_21-NR2
12565CAA3
834550.990000000000
PA
USD
807307.160000000000
0.0579525216
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
2.568000000000
N
N
N
N
N
N
CIM TRUST CIM_21-NR1
N/A
CIM_21-NR1
12565YAA5
1229119.480000000000
PA
USD
1194123.500000000000
0.0857201216
Long
ABS-CBDO
CORP
US
N
2
2055-07-25
Variable
2.569000000000
N
N
N
N
N
N
CIM RETAIL PORTFOLIO TRUST CRPT_21-RETL
N/A
CRPT_21-RETL
12566BAN6
2868750.010000000000
PA
USD
2802631.920000000000
0.2011868530
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
3.446600000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS ENERGY CORPORATION
125896BN9
262000.000000000000
PA
USD
288592.220000000000
0.0207165843
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.875000000000
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C16
N/A
CSAIL_19-C16
12596WAC8
3675000.000000000000
PA
USD
3618203.240000000000
0.2597326171
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.329000000000
N
N
N
N
N
N
CSMC_19-AFC1
N/A
CSMC 19-AFC1
12596XAA0
573476.450000000000
PA
USD
559947.450000000000
0.0401958118
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Fixed
2.573000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AS6
49000.000000000000
PA
USD
47579.300000000000
0.0034154787
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.375000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AZ0
57000.000000000000
PA
USD
57511.640000000000
0.0041284714
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.500000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BA4
67000.000000000000
PA
USD
59677.230000000000
0.0042839283
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BB2
80000.000000000000
PA
USD
70444.940000000000
0.0050568880
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.125000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BF3
45000.000000000000
PA
USD
37920.010000000000
0.0027220868
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.375000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4
N/A
CSMC_20-RPL4
126405AA7
777972.290000000000
PA
USD
749857.070000000000
0.0538284685
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
2.000000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1
N/A
CSMC_21-NQM1
126407AC9
329216.570000000000
PA
USD
320343.030000000000
0.0229958153
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.199000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1
N/A
CSMC_21-NQM1
126407AD7
175000.000000000000
PA
USD
166655.160000000000
0.0119633359
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
2.130000000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408GY3
1000000.000000000000
PA
USD
1023308.300000000000
0.0734581573
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.100000000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAC2
66000.000000000000
PA
USD
69602.860000000000
0.0049964393
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.250000000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653CAJ7
38000.000000000000
PA
USD
38467.470000000000
0.0027613862
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.000000000000
N
N
N
N
N
N
CNX MIDSTREAM PARTNERS LP
N/A
CNX MIDSTREAM PARTNERS LP
12654AAA9
43000.000000000000
PA
USD
40294.950000000000
0.0028925718
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.750000000000
N
N
N
N
N
N
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9
N/A
CSMC_18-RPL9
12654PAE8
1762569.020000000000
PA
USD
1767120.680000000000
0.1268527080
Long
ABS-CBDO
CORP
US
N
2
2057-09-25
Variable
3.850000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_20-CX
N/A
COMM_20-CX
12656KAE7
525000.000000000000
PA
USD
466883.710000000000
0.0335152339
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
2.446000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL3
N/A
CSMC_20-RPL3
12656PAC0
941678.210000000000
PA
USD
923128.660000000000
0.0662667647
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
2.691000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2
N/A
CSMC_21-RPL2
12656TAD0
751019.000000000000
PA
USD
668744.720000000000
0.0480058208
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
2.750000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2
N/A
CSMC_21-RPL2
12656TAE8
375000.000000000000
PA
USD
337554.110000000000
0.0242313122
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
3.250000000000
N
N
N
N
N
N
COLT FUNDING LLC COLT_21-2R
N/A
COLT_21-2R
12656YAA5
545280.120000000000
PA
USD
534665.920000000000
0.0383809779
Long
ABS-CBDO
CORP
US
N
2
2054-07-27
Variable
0.798000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1
N/A
CSMC_21-AFC1
12657LAA2
785193.960000000000
PA
USD
739742.930000000000
0.0531024253
Long
ABS-CBDO
CORP
US
N
2
2056-03-25
Variable
0.830000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL1
N/A
CSMC_21-RPL1
12660KAC5
1953841.960000000000
PA
USD
1877589.760000000000
0.1347827278
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
1.667700000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4
N/A
CSMC_21-RPL4
12662GAC2
1231775.070000000000
PA
USD
1192507.930000000000
0.0856041480
Long
ABS-CBDO
CORP
US
N
2
2060-12-27
Variable
1.795600000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650100
120430.000000000000
NS
USD
12188720.300000000000
0.8749669416
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
900000.000000000000
PA
USD
1019728.620000000000
0.0732011901
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
N/A
CABLEVISION LIGHTPATH LLC
12687GAA7
68000.000000000000
PA
USD
63571.730000000000
0.0045634948
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.875000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
CAESARS ENTERTAINMENT INC
12769GAA8
130000.000000000000
PA
USD
121925.920000000000
0.0087524487
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.625000000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC/CRC FINCO INC
N/A
CAESARS RESORT
12770RAA1
45000.000000000000
PA
USD
46044.980000000000
0.0033053376
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.750000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XAZ5
104000.000000000000
PA
USD
103347.820000000000
0.0074188203
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.375000000000
N
N
N
N
N
N
CALLON PETRO CO
549300EFOWPEB0WLZW21
CALLON PETROLEUM COMPANY
13123XBD3
41000.000000000000
PA
USD
43407.780000000000
0.0031160263
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.000000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
55000.000000000000
PA
USD
53669.060000000000
0.0038526320
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.500000000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
27000.000000000000
PA
USD
25757.130000000000
0.0018489748
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.125000000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
CAMELOT FINANCE SA
13323AAB6
23000.000000000000
PA
USD
22461.490000000000
0.0016123974
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.500000000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
138028.000000000000
NS
USD
8554975.440000000000
0.6141186697
Long
EC
CORP
CA
N
1
N
N
N
CANPACK SA/CANPACK US LLC
N/A
CANPACK SA/CANPACK US LLC
13806CAA0
80000.000000000000
PA
USD
69588.920000000000
0.0049954387
Long
DBT
CORP
PL
N
2
2029-11-15
Fixed
3.875000000000
N
N
N
N
N
N
CARBONE CLO LTD CRBN_17-1A
N/A
CRBN_17-1A
141312AA6
1850000.000000000000
PA
USD
1841514.050000000000
0.1321930339
Long
ABS-MBS
CORP
KY
N
2
2031-01-20
Variable
1.394000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CGMS_C17A
N/A
CGMS_C17A
14307PAL9
500000.000000000000
PA
USD
484112.000000000000
0.0347519662
Long
ABS-MBS
CORP
KY
N
2
2031-04-30
Variable
3.099000000000
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES
N/A
CGMS_16-4A
143109AN6
3425000.000000000000
PA
USD
3389945.130000000000
0.2433471152
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
1.704000000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-1
N/A
CARMX_21-1
14316NAF6
275000.000000000000
PA
USD
257812.500000000000
0.0185070630
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
0.940000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BL5
47000.000000000000
PA
USD
47317.630000000000
0.0033966947
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION
143658BN1
113000.000000000000
PA
USD
107708.570000000000
0.0077318566
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BQ4
66000.000000000000
PA
USD
61519.760000000000
0.0044161942
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.000000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BR2
53000.000000000000
PA
USD
49942.380000000000
0.0035851123
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.000000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
53732.000000000000
NS
USD
2464686.840000000000
0.1769274750
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAR5
1650000.000000000000
PA
USD
1501789.820000000000
0.1078059397
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.377000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAH1
15000.000000000000
PA
USD
13645.430000000000
0.0009795368
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.125000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAK4
26000.000000000000
PA
USD
23884.070000000000
0.0017145173
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.500000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AF3
28000.000000000000
PA
USD
28760.460000000000
0.0020645688
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.500000000000
N
N
N
N
N
N
CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE
N/A
CEDAR FAIR LP/CANADA WONDERLAND
150190AK2
56000.000000000000
PA
USD
57051.350000000000
0.0040954295
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.500000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC TLB 4.75
15134NAF3
55723.980000000000
PA
USD
55201.850000000000
0.0039626632
Long
LON
CORP
US
N
2
2026-07-14
Variable
5.750000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAT8
92000.000000000000
PA
USD
92949.310000000000
0.0066723636
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAV3
34000.000000000000
PA
USD
32025.210000000000
0.0022989288
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAW1
41000.000000000000
PA
USD
37774.230000000000
0.0027116220
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAZ4
29000.000000000000
PA
USD
25819.480000000000
0.0018534506
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.625000000000
N
N
N
N
N
N
CENOVUS ENERGY INC (PRE-MERGER)
549300NKHFE6ZRF37I48
CENOVUS ENERGY INC
15135UAX7
710000.000000000000
PA
USD
638326.080000000000
0.0458222196
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.750000000000
N
N
N
N
N
N
CENGAGE LEARNING INC
549300BYGM0FWUSVXJ88
CENGAGE LEARNING INC
15137NAA1
60000.000000000000
PA
USD
59823.860000000000
0.0042944541
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
9.500000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TBB2
900000.000000000000
PA
USD
833644.110000000000
0.0598431188
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.650000000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC
156700BA3
12000.000000000000
PA
USD
12673.020000000000
0.0009097324
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.500000000000
N
N
N
N
N
N
CFX ESCROW CORP
N/A
COLFAX CORPORATION
15723RAC8
49000.000000000000
PA
USD
50565.260000000000
0.0036298258
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.375000000000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS LLC /
N/A
CHANGE HEALTHCARE HOLDINGS/FIN INC
15911NAA3
46000.000000000000
PA
USD
45992.780000000000
0.0033015904
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AE7
8000.000000000000
PA
USD
7820.240000000000
0.0005613757
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.250000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AG2
19000.000000000000
PA
USD
17940.550000000000
0.0012878619
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.750000000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTL
159864AJ6
7000.000000000000
PA
USD
6608.910000000000
0.0004744204
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.000000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAG6
43000.000000000000
PA
USD
43209.830000000000
0.0031018164
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAK7
37000.000000000000
PA
USD
35909.880000000000
0.0025777897
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAL5
88000.000000000000
PA
USD
80146.900000000000
0.0057533429
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.250000000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC
16411RAK5
63000.000000000000
PA
USD
63376.290000000000
0.0045494652
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.625000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764100
108211.000000000000
NS
USD
17619997.130000000000
1.2648509950
Long
EC
CORP
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL INC
N/A
Chipotle Mexican Grill Inc
169656105
1798.000000000000
NS
USD
2844489.940000000000
0.2041916298
Long
EC
CORP
US
N
1
N
N
N
CHNGE_22-1
N/A
CHNGE_22-1
17030JAA4
2663468.650000000000
PA
USD
2608978.340000000000
0.1872854363
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
3.007000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BC0
18000.000000000000
PA
USD
18819.140000000000
0.0013509314
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.750000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BD8
40000.000000000000
PA
USD
38841.940000000000
0.0027882676
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
CINEMARK USA INC
N/A
CINEMARK USA INC
172441BF3
26000.000000000000
PA
USD
24290.090000000000
0.0017436634
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.250000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KJ9
1510000.000000000000
PA
USD
1567188.030000000000
0.1125005484
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.600000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAQ6
1000000.000000000000
PA
USD
935994.150000000000
0.0671903136
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.057000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_19-IMC1
N/A
CMLTI_19-IMC1
17328BAC8
160614.470000000000
PA
USD
160133.350000000000
0.0114951680
Long
ABS-CBDO
CORP
US
N
2
2049-07-25
Variable
3.030000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS CORP
18064PAC3
31000.000000000000
PA
USD
29509.130000000000
0.0021183121
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.875000000000
N
N
N
N
N
N
CLARIVATE SCIENCE HOLDINGS CORP
N/A
CLARIVATE SCIENCE HOLDINGS CORP
18064PAD1
63000.000000000000
PA
USD
59427.120000000000
0.0042659741
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.875000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL WORLDWIDE HOLDINGS
18453HAA4
95000.000000000000
PA
USD
94026.050000000000
0.0067496573
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.125000000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HOLDINGS
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS
18453HAC0
60000.000000000000
PA
USD
60306.290000000000
0.0043290853
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.750000000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC.
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC
18453HAD8
57000.000000000000
PA
USD
56886.850000000000
0.0040836209
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.500000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAC9
101000.000000000000
PA
USD
101503.770000000000
0.0072864453
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.750000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAD7
75000.000000000000
PA
USD
70252.360000000000
0.0050430637
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.750000000000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPERATING LLC
18539UAE5
20000.000000000000
PA
USD
18462.270000000000
0.0013253135
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.750000000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION HOLDINGS INC
N/A
NOVOLEX
18972EAA3
7000.000000000000
PA
USD
7093.400000000000
0.0005091995
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.625000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7L61
115475.880000000000
PA
USD
123096.100000000000
0.0088364501
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7UU8
60846.580000000000
PA
USD
64841.280000000000
0.0046546294
Long
ABS-MBS
USGA
US
N
2
2039-11-01
Fixed
4.500000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_22-1
N/A
COLT_22-1
19688HAA9
2570179.430000000000
PA
USD
2488025.440000000000
0.1786028358
Long
ABS-CBDO
CORP
US
N
2
2066-12-27
Variable
2.284000000000
N
N
N
N
N
N
COLT FUNDING LLC COLT_20-2
N/A
COLT_20-2
19688JAA5
115052.120000000000
PA
USD
114472.540000000000
0.0082174080
Long
ABS-CBDO
CORP
US
N
2
2065-03-25
Variable
1.853000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7Y59
34559.410000000000
PA
USD
37339.800000000000
0.0026804365
Long
ABS-MBS
USGA
US
N
2
2040-03-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M8AK0
7822.590000000000
PA
USD
8468.440000000000
0.0006079067
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
5.000000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
105682559.475000000000
NS
USD
105640286.450000000000
7.5833849715
Long
STIV
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
184726.000000000000
NS
USD
8648871.320000000000
0.6208589828
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION
20030NBP5
450000.000000000000
PA
USD
484257.240000000000
0.0347623923
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.400000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_20-CBM
N/A
COMM_20-CBM
20049AAG3
475000.000000000000
PA
USD
452437.500000000000
0.0324782131
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
3.632700000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M8CC6
1736.540000000000
PA
USD
1879.690000000000
0.0001349335
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M8Q23
39578.490000000000
PA
USD
42799.550000000000
0.0030723645
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M8TT1
21041.200000000000
PA
USD
22779.510000000000
0.0016352265
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M9BZ4
154987.520000000000
PA
USD
165187.030000000000
0.0118579463
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJJ76
34403.550000000000
PA
USD
37065.270000000000
0.0026607294
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJLX6
17565.030000000000
PA
USD
19033.850000000000
0.0013663444
Long
ABS-MBS
USGA
US
N
2
2039-04-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJMT4
19454.240000000000
PA
USD
21081.160000000000
0.0015133105
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128MJWW6
49926.700000000000
PA
USD
52065.680000000000
0.0037375334
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.000000000000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES FINANCE LLC
N/A
COMMSCOPE TECHNOLOGIES FINANCE LLC
20337YAA5
33000.000000000000
PA
USD
31243.630000000000
0.0022428231
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.000000000000
N
N
N
N
N
N
COMSTOCK RES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC
205768AS3
27000.000000000000
PA
USD
27794.620000000000
0.0019952360
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.750000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 15YR GIANT
3128MMS46
58931.980000000000
PA
USD
60598.220000000000
0.0043500415
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
312936Y50
2159.200000000000
PA
USD
2339.250000000000
0.0001679230
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
5.000000000000
N
N
N
N
N
N
COMSTOCK RES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC
205768AT1
22000.000000000000
PA
USD
21670.440000000000
0.0015556119
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.875000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R01
N/A
CAS_20-R01
20754CAB5
706053.180000000000
PA
USD
705205.140000000000
0.0506231310
Long
ABS-CBDO
CORP
US
N
2
2040-01-25
Variable
2.506600000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON COMPANY OF NY
209111FG3
550000.000000000000
PA
USD
579007.310000000000
0.0415640234
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.500000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM SE
21039CAA2
86000.000000000000
PA
USD
86446.100000000000
0.0062055308
Long
DBT
CORP
NL
N
2
2028-06-15
Fixed
5.625000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
312939A50
6784.940000000000
PA
USD
7314.460000000000
0.0005250683
Long
ABS-MBS
USGA
US
N
2
2040-02-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3129413N5
142714.070000000000
PA
USD
152128.520000000000
0.0109205415
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
4.500000000000
N
N
N
N
N
N
CONSTELLIUM NV
724500KRJEMC79KAAU28
CONSTELLIUM SE
21039CAB0
151000.000000000000
PA
USD
135516.440000000000
0.0097280438
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
3.750000000000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CLUB_19-HP1
N/A
CLUB_19-HP1
21055MAA9
52694.700000000000
PA
USD
52665.640000000000
0.0037806015
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
2.590000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 15YR UMBS MIRROR
3131XDG82
632888.190000000000
PA
USD
639684.290000000000
0.0459197186
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3132GDJ60
55369.310000000000
PA
USD
59019.850000000000
0.0042367383
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
4.500000000000
N
N
N
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
151907.000000000000
NS
USD
8731614.360000000000
0.6267986896
Long
EC
CORP
US
N
1
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
COVANTA HOLDING CORP
22303XAA3
41000.000000000000
PA
USD
39138.470000000000
0.0028095540
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.875000000000
N
N
N
N
N
N
CROSSROADS ASSET TRUST XROAD_21-A
N/A
XROAD_21-A
22767CAC4
175000.000000000000
PA
USD
170650.250000000000
0.0122501234
Long
ABS-MBS
CORP
US
N
2
2025-06-20
Fixed
1.120000000000
N
N
N
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AF5
51000.000000000000
PA
USD
51982.150000000000
0.0037315372
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.625000000000
N
N
N
N
N
N
CROWNROCK LP / CROWNROCK FINANCE INC
N/A
CROWNROCK LP/CROWNROCK FINANCE INC
228701AG3
19000.000000000000
PA
USD
19011.930000000000
0.0013647709
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.000000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAF4
19000.000000000000
PA
USD
19989.900000000000
0.0014349744
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.600000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAH0
51000.000000000000
PA
USD
52573.620000000000
0.0037739958
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.125000000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
N/A
DCP MIDSTREAM OPERATING LP
23311VAJ6
29000.000000000000
PA
USD
30407.620000000000
0.0021828101
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.625000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-2
N/A
DTAOT_20-2A
23343RAG3
125000.000000000000
PA
USD
127603.450000000000
0.0091600100
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
4.730000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-1A
N/A
DTAOT_20-1A
23344EAG1
1400000.000000000000
PA
USD
1382608.080000000000
0.0992504819
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.550000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3132GEJ27
89965.490000000000
PA
USD
95409.440000000000
0.0068489639
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FHLMC GOLD 30YR
3132JBN33
143924.800000000000
PA
USD
143929.150000000000
0.0103319500
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.000000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC
23345MAA5
39000.000000000000
PA
USD
37419.690000000000
0.0026861714
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT MIDSTREAM INC
23345MAB3
44000.000000000000
PA
USD
42120.340000000000
0.0030236074
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.375000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31368JBM0
10925.680000000000
PA
USD
11635.460000000000
0.0008352512
Long
ABS-MBS
USGA
US
N
2
2024-05-01
Fixed
6.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31371FGC0
9449.090000000000
PA
USD
9937.290000000000
0.0007133481
Long
ABS-MBS
USGA
US
N
2
2026-03-01
Fixed
7.000000000000
N
N
N
N
N
N
DELEK LOGISTICS PARTNERS LP
549300UVYITDIU51P724
DELEK LOGISTICS PARTNERS LP
24665FAB8
38000.000000000000
PA
USD
38000.040000000000
0.0027278318
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.750000000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZZ4
36000.000000000000
PA
USD
38951.450000000000
0.0027961287
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31374TNX3
1552.520000000000
PA
USD
1667.100000000000
0.0001196727
Long
ABS-MBS
USGA
US
N
2
2029-03-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31379YKX0
35875.300000000000
PA
USD
38522.930000000000
0.0027653674
Long
ABS-MBS
USGA
US
N
2
2028-08-01
Fixed
6.500000000000
N
N
N
N
N
N
DIRECTV HOLDINGS LLC/DIRECTV FIN
N/A
DIRECTV HOLDINGS LLC/DIRECTV FIN
25461LAA0
64000.000000000000
PA
USD
63092.360000000000
0.0045290833
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.875000000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAP6
925000.000000000000
PA
USD
958049.170000000000
0.0687735325
Long
DBT
CORP
US
N
2
2028-09-13
Fixed
4.650000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31380HST5
5662.960000000000
PA
USD
6093.460000000000
0.0004374189
Long
ABS-MBS
USGA
US
N
2
2028-12-01
Fixed
6.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31383KD38
23183.150000000000
PA
USD
23362.010000000000
0.0016770412
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
7.000000000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
55882.000000000000
NS
USD
7664775.120000000000
0.5502156650
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP
25470MAB5
85000.000000000000
PA
USD
76457.500000000000
0.0054884995
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.375000000000
N
N
N
N
N
DISH NETWORK CORP
DISH Network Corp
USD
XXXX
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31383RF49
10585.740000000000
PA
USD
10801.510000000000
0.0007753861
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
7.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31385B5A9
43033.740000000000
PA
USD
44642.990000000000
0.0032046958
Long
ABS-MBS
USGA
US
N
2
2029-02-01
Fixed
7.000000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XAY1
17000.000000000000
PA
USD
16873.460000000000
0.0012112608
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.750000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XBD6
62000.000000000000
PA
USD
52783.530000000000
0.0037890642
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.125000000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP
25470XBF1
96000.000000000000
PA
USD
91139.430000000000
0.0065424414
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.750000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UDL0
875000.000000000000
PA
USD
788767.810000000000
0.0566216749
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.250000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31385H7A4
5781.800000000000
PA
USD
6321.350000000000
0.0004537779
Long
ABS-MBS
USGA
US
N
2
2032-03-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31385JNA2
20272.300000000000
PA
USD
22426.230000000000
0.0016098663
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
6.500000000000
N
N
N
N
N
N
DOW CHEMICAL COMPANY (THE)
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL COMPANY (THE)
260543CK7
800000.000000000000
PA
USD
827050.010000000000
0.0593697615
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.250000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2
N/A
DRIVE_20-2
26208VAG1
225000.000000000000
PA
USD
225426.850000000000
0.0161822600
Long
ABS-MBS
CORP
US
N
2
2028-05-15
Fixed
3.050000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138AKT74
139273.960000000000
PA
USD
142414.020000000000
0.0102231864
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EHJU7
88093.150000000000
PA
USD
90788.290000000000
0.0065172348
Long
ABS-MBS
USGA
US
N
2
2026-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT35
37356.650000000000
PA
USD
38527.970000000000
0.0027657292
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT43
37356.650000000000
PA
USD
38527.970000000000
0.0027657292
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2
N/A
DRIVE_21-2
262104AF9
3410000.000000000000
PA
USD
3222115.140000000000
0.2312994441
Long
ABS-MBS
CORP
US
N
2
2029-03-15
Fixed
1.390000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_15
N/A
DRSLF_15-41A
26244KAN6
2100000.000000000000
PA
USD
2083468.800000000000
0.1495617488
Long
ABS-MBS
CORP
KY
N
2
2031-04-15
Variable
1.209100000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT50
37356.650000000000
PA
USD
38527.970000000000
0.0027657292
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EMT76
37356.700000000000
PA
USD
38528.020000000000
0.0027657328
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
4.000000000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_16
N/A
DRSLF_16-42A
26244YAN6
950000.000000000000
PA
USD
943543.800000000000
0.0677322650
Long
ABS-MBS
CORP
KY
N
2
2030-07-15
Variable
1.791300000000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND DRSLF_18-55A
N/A
DRSLF_18-55A
26245MAC5
1300000.000000000000
PA
USD
1294931.300000000000
0.0929566067
Long
ABS-MBS
CORP
KY
N
2
2031-04-15
Variable
1.261300000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138EPE34
61163.140000000000
PA
USD
62515.020000000000
0.0044876389
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138ETFP6
149020.400000000000
PA
USD
152654.370000000000
0.0109582896
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
3.500000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-3A
N/A
DTAOT_20-3A
26253AAD8
975000.000000000000
PA
USD
942006.980000000000
0.0676219444
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
1.840000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3A
N/A
DTAOT_19-3A
26253KAD6
1600000.000000000000
PA
USD
1603221.440000000000
0.1150872057
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
2.960000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138W92A7
77645.040000000000
PA
USD
79778.210000000000
0.0057268765
Long
ABS-MBS
USGA
US
N
2
2028-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 15YR
3138WAAH0
140353.530000000000
PA
USD
144205.230000000000
0.0103517684
Long
ABS-MBS
USGA
US
N
2
2028-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138WGC69
22929.070000000000
PA
USD
23373.790000000000
0.0016778869
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
3138XWD47
41396.600000000000
PA
USD
42143.410000000000
0.0030252635
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
3.500000000000
N
N
N
N
N
N
DUN & BRADSTREET CORPORATION (THE)
N/A
DUN & BRADSTREET CORPORATION (THE)
26483EAL4
45000.000000000000
PA
USD
42525.000000000000
0.0030526559
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.000000000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
77470.000000000000
NS
USD
9236748.100000000000
0.6630597008
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31390CTB2
65349.670000000000
PA
USD
70077.260000000000
0.0050304941
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
7.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31390GFJ1
18365.740000000000
PA
USD
18420.680000000000
0.0013223280
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Fixed
7.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31391BUW5
11606.410000000000
PA
USD
12462.970000000000
0.0008946539
Long
ABS-MBS
USGA
US
N
2
2032-09-01
Fixed
6.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31391MDQ3
19478.120000000000
PA
USD
19537.550000000000
0.0014025025
Long
ABS-MBS
USGA
US
N
2
2032-10-01
Fixed
7.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31391TR83
48533.100000000000
PA
USD
49475.790000000000
0.0035516182
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
7.000000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31391VUW1
50137.610000000000
PA
USD
51340.750000000000
0.0036854943
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
7.000000000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26882PBE1
515000.000000000000
PA
USD
674235.850000000000
0.0484000014
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.000000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAG4
26000.000000000000
PA
USD
30145.940000000000
0.0021640254
Long
DBT
CORP
US
N
2
2030-02-01
Variable
7.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31414CBH0
77555.760000000000
PA
USD
84521.140000000000
0.0060673476
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31414PKT5
23166.460000000000
PA
USD
25494.920000000000
0.0018301521
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.500000000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAL3
31000.000000000000
PA
USD
32012.680000000000
0.0022980293
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.000000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAF7
55000.000000000000
PA
USD
56135.780000000000
0.0040297054
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.000000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAH3
41000.000000000000
PA
USD
42803.990000000000
0.0030726832
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.500000000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAL4
129000.000000000000
PA
USD
120954.260000000000
0.0086826981
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.750000000000
N
N
N
N
N
N
EAGLE RE LTD EMIR_21-2
N/A
EMIR_21-2
26982AAB0
1900000.000000000000
PA
USD
1872694.340000000000
0.1344313102
Long
ABS-CBDO
CORP
US
N
2
2034-04-25
Variable
2.099700000000
N
N
N
N
N
N
EMIR_20-1
N/A
EMIR_20-1
26982LAA8
2325000.000000000000
PA
USD
2308133.060000000000
0.1656892664
Long
ABS-CBDO
CORP
US
N
2
2030-01-25
Variable
1.356600000000
N
N
N
N
N
N
EAGLE RE LTD EMIR_21-1
N/A
EMIR_21-1
26983BAC5
425000.000000000000
PA
USD
424551.580000000000
0.0304764231
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Variable
2.710000000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642103
167136.000000000000
NS
USD
9570207.360000000000
0.6869970643
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
28175.000000000000
NS
USD
4974578.000000000000
0.3570999409
Long
EC
CORP
US
N
1
N
N
N
8TH AVENUE FOOD & PROVISIONS INC
N/A
8TH AVENUE FOOD & PROV 2LN TL 7.75
28253PAD1
4859.000000000000
PA
USD
4373.100000000000
0.0003139229
Long
LON
CORP
US
N
2
2026-10-01
Variable
8.207430000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAH5
67000.000000000000
PA
USD
69249.510000000000
0.0049710741
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.250000000000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
N/A
ELDORADO RESORTS
28470RAK8
29000.000000000000
PA
USD
31105.830000000000
0.0022329311
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.125000000000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS INC
28618MAA4
81000.000000000000
PA
USD
75896.430000000000
0.0054482231
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.875000000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAM8
1150000.000000000000
PA
USD
1202716.530000000000
0.0863369720
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.750000000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNMA 30YR
31419JLS5
131667.430000000000
PA
USD
139140.800000000000
0.0099882184
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO I
N/A
FERTITTA ENTERTAINMENT LLC
31556TAC3
55000.000000000000
PA
USD
50609.300000000000
0.0036329872
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.750000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES LP/EER
29260FAE0
55000.000000000000
PA
USD
56748.550000000000
0.0040736931
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.750000000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP/ EE
N/A
ENDEAVOR ENERGY RESOURCES/EER FIN
29260FAF7
21000.000000000000
PA
USD
21861.980000000000
0.0015693616
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.625000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2
N/A
EFMT_19-2
31573TAC2
159406.240000000000
PA
USD
158541.430000000000
0.0113808921
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.046000000000
N
N
N
N
N
N
ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1
N/A
EFMT_20-1
31574PAA3
65333.660000000000
PA
USD
64446.290000000000
0.0046262751
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
2.010000000000
N
N
N
N
N
N
ENDEAVOR GROUP HOLDINGS INC
N/A
Endeavor Group Holdings Inc
29260Y109
116781.000000000000
NS
USD
3447375.120000000000
0.2474697254
Long
EC
CORP
US
N
1
N
N
N
ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO
29273DAC4
17000.000000000000
PA
USD
9691.510000000000
0.0006957048
Long
DBT
CORP
IE
N
2
2028-06-30
Fixed
6.000000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS LP
29273RAR0
500000.000000000000
PA
USD
575132.270000000000
0.0412858537
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.500000000000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE COMPANY I SARL
N/A
ENDO LUXEMBOURG FINANCE CO I SARL
29280BAA3
18000.000000000000
PA
USD
16419.560000000000
0.0011786776
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.125000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SE
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
22197.000000000000
NS
USD
2229022.740000000000
0.1600103343
Long
EC
CORP
US
N
1
N
N
N
FIRSTKEY HOMES FKH_20-SFR2
N/A
FKH_20-SFR2
33767JAG7
2975000.000000000000
PA
USD
2777728.350000000000
0.1993991510
Long
ABS-MBS
CORP
US
N
2
2037-10-19
Fixed
1.968000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAP3
525000.000000000000
PA
USD
513708.480000000000
0.0368765487
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.375000000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORPORATION
30161NBF7
1000000.000000000000
PA
USD
1018065.740000000000
0.0730818203
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.100000000000
N
N
N
N
N
N
FIRSTKEY HOMES FKH_20-SFR1
N/A
FKH_20-SFR1
33767MAG0
675000.000000000000
PA
USD
640479.960000000000
0.0459768358
Long
ABS-MBS
CORP
US
N
2
2025-09-17
Fixed
2.241000000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST II
N/A
FIVE CORNERS FUNDING TRUST II
33834DAA2
1325000.000000000000
PA
USD
1257012.980000000000
0.0902346412
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.850000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3
N/A
EART_21-3A
30166AAF1
3960000.000000000000
PA
USD
3756934.370000000000
0.2696914274
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Fixed
1.550000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A
N/A
EART_20-3A
30166NAF3
600000.000000000000
PA
USD
589148.040000000000
0.0422919754
Long
ABS-MBS
CORP
US
N
2
2026-07-15
Fixed
1.730000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-1A
N/A
EART_21-1A
30166RAF4
1225000.000000000000
PA
USD
1175322.450000000000
0.0843704888
Long
ABS-MBS
CORP
US
N
2
2026-11-16
Fixed
1.080000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A
N/A
EART_19-4A
30167GAG5
1425000.000000000000
PA
USD
1419602.670000000000
0.1019061375
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
2.580000000000
N
N
N
N
N
N
510 ASSETS BACKED TRUST FTAB_21-NPL2
N/A
FTAB_21-NPL2
33835JAA8
1770947.150000000000
PA
USD
1697962.340000000000
0.1218881785
Long
ABS-CBDO
CORP
US
N
2
2061-06-25
Variable
2.115600000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
N/A
NOVOLEX (FLEX ACQ COMPANY INC)
33936YAC9
50000.000000000000
PA
USD
51282.090000000000
0.0036812834
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.875000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1A
N/A
EART_20-1A
30167HAG3
1100000.000000000000
PA
USD
1096211.160000000000
0.0786914871
Long
ABS-MBS
CORP
US
N
2
2025-12-15
Fixed
2.730000000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART_20-2A
30167YAG6
350000.000000000000
PA
USD
355933.030000000000
0.0255506425
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Fixed
4.730000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA_21-ESH
30227FAL4
298164.950000000000
PA
USD
292952.490000000000
0.0210295862
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
3.246600000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA_21-ESH
30227FAN0
298164.950000000000
PA
USD
291277.040000000000
0.0209093141
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
3.891000000000
N
N
N
N
N
N
FAGE INTERNATIONAL SA/FAGE USA D
N/A
FAGE INTERNATIONAL SA/FAGE USA
30257WAA4
100000.000000000000
PA
USD
99256.080000000000
0.0071250949
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.625000000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
55913.000000000000
NS
USD
12432814.680000000000
0.8924892498
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
31283HR72
19700.340000000000
PA
USD
21304.690000000000
0.0015293566
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
7.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31287RQW2
34934.550000000000
PA
USD
37385.840000000000
0.0026837415
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.000000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370DA5
38000.000000000000
PA
USD
33934.500000000000
0.0024359871
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.250000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A45
55000.000000000000
PA
USD
54145.730000000000
0.0038868497
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.271000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31287ST49
198329.280000000000
PA
USD
213131.020000000000
0.0152996042
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
6.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
31287YVF8
11494.020000000000
PA
USD
12351.840000000000
0.0008866765
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
6.500000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A60
32000.000000000000
PA
USD
32801.160000000000
0.0023546303
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.125000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397A86
55000.000000000000
PA
USD
53781.160000000000
0.0038606790
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128KTAF7
36531.540000000000
PA
USD
39770.530000000000
0.0028549264
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128L6MK2
6458.520000000000
PA
USD
6938.360000000000
0.0004980700
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.000000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B28
81000.000000000000
PA
USD
79201.170000000000
0.0056854537
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.375000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B36
39000.000000000000
PA
USD
36700.190000000000
0.0026345221
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128L6W70
9944.260000000000
PA
USD
10763.350000000000
0.0007726468
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128L7JR9
51024.040000000000
PA
USD
55268.300000000000
0.0039674334
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
5.000000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397B51
31000.000000000000
PA
USD
27943.640000000000
0.0020059334
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
N/A
FORD MOTOR CREDIT COMPANY LLC
345397C27
55000.000000000000
PA
USD
55918.170000000000
0.0040140843
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.950000000000
N
N
N
N
N
N
FOUNDATION FINANCE TRUST FFIN_19-1A
N/A
FFIN_19-1A
35041JAA3
306809.270000000000
PA
USD
309791.700000000000
0.0222383884
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Fixed
3.860000000000
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_21-1
N/A
FCRT_21-1
35105WAL3
800000.000000000000
PA
USD
764751.440000000000
0.0548976605
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
1.320000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR
3128LAJA9
3433.680000000000
PA
USD
3719.310000000000
0.0002669906
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.000000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_18-DNA2
N/A
STACR_18-DNA2
35563TAB7
670919.600000000000
PA
USD
671328.930000000000
0.0481913282
Long
ABS-CBDO
CORP
US
N
2
2030-12-25
Variable
2.606600000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3
N/A
STACR_18-DNA3
35563WAH7
1381665.020000000000
PA
USD
1387712.710000000000
0.0996169176
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
2.556600000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1
N/A
STACR_21-DNA1
35564KAH2
675000.000000000000
PA
USD
662369.270000000000
0.0475481593
Long
ABS-CBDO
CORP
US
N
2
2051-01-25
Variable
1.899000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-HQA1
N/A
STACR_21-HQA1
35564KBK4
469856.100000000000
PA
USD
468619.110000000000
0.0336398095
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Variable
0.799000000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
N/A
STACR_21-DNA5
35564KHE2
575000.000000000000
PA
USD
566230.960000000000
0.0406468734
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
1.749000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7
N/A
STACR_21-DNA7
35564KMA4
4375000.000000000000
PA
USD
4332994.750000000000
0.3110439054
Long
ABS-CBDO
CORP
US
N
2
2041-11-25
Variable
0.898700000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2
N/A
STACR_22-DNA2
35564KRF8
2500000.000000000000
PA
USD
2458693.250000000000
0.1764972253
Long
ABS-CBDO
CORP
US
N
2
2042-02-25
Variable
2.499000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_19-DNA4
N/A
STACR_19-DNA4
35565AAH3
314466.620000000000
PA
USD
314090.460000000000
0.0225469748
Long
ABS-CBDO
CORP
US
N
2
2049-10-25
Variable
2.406600000000
N
N
N
N
N
N
FREDDIE MAC - STACR 2020-DNA1
N/A
STACR_20-DNA1
35565HAH8
903220.510000000000
PA
USD
902181.990000000000
0.0647631086
Long
ABS-CBDO
CORP
US
N
2
2050-01-25
Variable
2.156600000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6
N/A
STACR_20-DNA6
35566CAA3
79388.630000000000
PA
USD
79269.410000000000
0.0056903524
Long
ABS-CBDO
CORP
US
N
2
2050-12-25
Variable
0.999000000000
N
N
N
N
N
N
FREEDOM FINANCIAL FREED_21-1CP
N/A
FREED_21-1CP
35635BAC8
100000.000000000000
PA
USD
98708.660000000000
0.0070857984
Long
ABS-MBS
CORP
US
N
2
2028-03-20
Fixed
2.830000000000
N
N
N
N
N
N
GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO
N/A
GE CAPITAL INTERNATIONAL FUNDING
36164QNA2
1050000.000000000000
PA
USD
1132155.150000000000
0.0812717254
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000
N
N
N
N
N
N
GCAT LLC GCAT_21-CM2
N/A
GCAT_21-CM2
36167AAA8
4152541.860000000000
PA
USD
4039963.540000000000
0.2900086683
Long
ABS-CBDO
CORP
US
N
2
2066-08-25
Variable
2.352000000000
N
N
N
N
N
N
ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1
N/A
GCAT_19-RPL1
36167CAA4
1070676.100000000000
PA
USD
1052074.170000000000
0.0755231145
Long
ABS-CBDO
CORP
US
N
2
2068-10-25
Variable
2.650000000000
N
N
N
N
N
N
GCAT_20-3
N/A
GCAT_20-3
36168CAA3
1366756.190000000000
PA
USD
1366333.590000000000
0.0980822181
Long
ABS-CBDO
CORP
US
N
2
2025-09-25
Variable
2.981400000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC (PRE-MERGER)
N/A
GFL ENVIRONMENTAL INC
36168QAF1
63000.000000000000
PA
USD
63556.320000000000
0.0045623886
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.125000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATI
N/A
GSMS_17-485L
36252CAA0
625000.000000000000
PA
USD
627245.310000000000
0.0450267868
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
3.721000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMBS_19-SL1
N/A
GSMBS_19-SL1
36257EAA1
546280.090000000000
PA
USD
546806.810000000000
0.0392525114
Long
ABS-CBDO
CORP
US
N
2
2059-01-25
Variable
2.625000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_20-1A
N/A
GCAR_20-1A
36258XAC4
1500000.000000000000
PA
USD
1493485.050000000000
0.1072097820
Long
ABS-MBS
CORP
US
N
2
2025-11-17
Fixed
2.720000000000
N
N
N
N
N
N
GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1
N/A
GSMBS_20-NQM1
36259WAA9
550866.720000000000
PA
USD
542404.690000000000
0.0389365053
Long
ABS-CBDO
CORP
US
N
2
2060-09-27
Variable
1.382000000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_21-IP
N/A
GSMS_21-IP
36262MAG3
825000.000000000000
PA
USD
799536.380000000000
0.0573946964
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
2.210000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AC1
51000.000000000000
PA
USD
50835.680000000000
0.0036492378
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.500000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AE7
52000.000000000000
PA
USD
48826.120000000000
0.0035049816
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.750000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AG2
24000.000000000000
PA
USD
22715.170000000000
0.0016306078
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
GATES GLOBAL LLC / GATES GLOBAL
N/A
GATES GLOBAL LLC/GATES GLOBAL CO
36740LAA0
103000.000000000000
PA
USD
103188.540000000000
0.0074073864
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.250000000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
42063.000000000000
NS
USD
5755900.920000000000
0.4131871846
Long
EC
CORP
US
N
1
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_21-10A
N/A
GLM_21-10A
38138TAC5
1425000.000000000000
PA
USD
1416135.080000000000
0.1016572166
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Variable
1.354000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GZM9
2725000.000000000000
PA
USD
2571312.370000000000
0.1845815857
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.102000000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER COMPANY
382550BL4
21000.000000000000
PA
USD
19625.770000000000
0.0014088353
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.000000000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER SAU
N/A
GRIFOLS ESCROW ISSUER SAU
39843UAA0
34000.000000000000
PA
USD
32232.940000000000
0.0023138407
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
GROUP 1 AUTO INC
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC
398905AN9
57000.000000000000
PA
USD
53079.530000000000
0.0038103126
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.000000000000
N
N
N
N
N
N
GTCR (AP) FINANCE INC
N/A
GTCR AP FINANCE INC
40060QAA3
2000.000000000000
PA
USD
2022.330000000000
0.0001451729
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.000000000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES INC
254900KVLRCDMQRYY541
H&E EQUIPMENT SERVICES INC
404030AJ7
21000.000000000000
PA
USD
19654.710000000000
0.0014109128
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.875000000000
N
N
N
N
N
N
HB FULLER CO
JSMX3Z5FOYM8V0Q52357
H.B. FULLER CO
40410KAA3
79000.000000000000
PA
USD
74065.100000000000
0.0053167611
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.250000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BW8
21000.000000000000
PA
USD
23026.060000000000
0.0016529251
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.875000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CG2
1225000.000000000000
PA
USD
1240950.870000000000
0.0890816231
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.625000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AJ4
77000.000000000000
PA
USD
83238.220000000000
0.0059752533
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.625000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CT4
1800000.000000000000
PA
USD
1638715.360000000000
0.1176351357
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.804000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
HARRIS CORPORATION
413875AW5
450000.000000000000
PA
USD
466712.100000000000
0.0335029149
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.400000000000
N
N
N
N
N
N
HAWAIIANMILES LOYALTY LTD / HAWAIIAN BRAND INTELLECTUAL PROPERTY
N/A
HAWAIIAN BRAND/HAWAIIAN MILES
41984LAA5
64253.000000000000
PA
USD
64294.980000000000
0.0046154133
Long
DBT
CORP
US
N
2
2026-01-20
Fixed
5.750000000000
N
N
N
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
HEALTHEQUITY INC
42226AAA5
55000.000000000000
PA
USD
52385.400000000000
0.0037604845
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.500000000000
N
N
N
N
N
N
HELIOS SOFTWARE HOLDINGS INC
N/A
HELIOS SOFTWARE HOLDINGS INC
42329HAA6
36000.000000000000
PA
USD
33188.340000000000
0.0023824240
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.625000000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
HERC HOLDINGS INC
42704LAA2
30000.000000000000
PA
USD
30414.670000000000
0.0021833162
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.500000000000
N
N
N
N
N
N
HERENS MIDCO SARL
N/A
LONZA SPECIALTY INGREDIENTS
427169AA5
45000.000000000000
PA
USD
40432.200000000000
0.0029024243
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.750000000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
HESS MIDSTREAM OPERATIONS LP
428102AE7
13000.000000000000
PA
USD
12266.360000000000
0.0008805403
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.250000000000
N
N
N
N
N
N
HIGHTOWER HOLDING LLC
N/A
HIGHTOWER HOLDINGS LLC
43118DAA8
56000.000000000000
PA
USD
55110.800000000000
0.0039561272
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.750000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AS3
65000.000000000000
PA
USD
65781.650000000000
0.0047221339
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.250000000000
N
N
N
N
N
N
HILCORP EN I LP
N/A
HILCORP ENERGY I LP/HILCORP FIN
431318AU8
11000.000000000000
PA
USD
11004.500000000000
0.0007899577
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.750000000000
N
N
N
N
N
N
HILTON GRAND VACATIONS TRUST HGVT_18-AA
N/A
HGVT_18-AA
43284BAA0
242536.720000000000
PA
USD
242595.270000000000
0.0174146946
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Fixed
3.540000000000
N
N
N
N
N
N
HGVT_19-AA
N/A
HGVT_19-AA
43284HAA7
564035.560000000000
PA
USD
560046.760000000000
0.0402029408
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Fixed
2.340000000000
N
N
N
N
N
N
NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1
N/A
NZES_20-PLS1
433674AA6
569943.500000000000
PA
USD
554995.650000000000
0.0398403470
Long
ABS-CBDO
CORP
US
N
2
2025-12-25
Fixed
3.844000000000
N
N
N
N
N
N
HOLLY ENERGY PARTNERS LP / HOLLY
N/A
HOLLY ENERGY PARTNERS LP / FIN
435765AH5
51000.000000000000
PA
USD
48305.560000000000
0.0034676133
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.000000000000
N
N
N
N
N
N
HOME RE LTD HMIR_21-1
N/A
HMIR_21-1
437307AB7
1500000.000000000000
PA
USD
1491648.300000000000
0.1070779310
Long
ABS-CBDO
CORP
US
N
2
2033-07-25
Variable
2.006600000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_19-2
N/A
HPA_19-2
43732TAG6
1053224.780000000000
PA
USD
975905.020000000000
0.0700553142
Long
ABS-MBS
CORP
US
N
2
2039-10-19
Fixed
3.121000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_21-2
N/A
HPA_21-2
43732VAA4
6455989.380000000000
PA
USD
5933529.400000000000
0.4259382400
Long
ABS-MBS
CORP
US
N
2
2026-12-17
Fixed
2.302000000000
N
N
N
N
N
N
HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2
N/A
HOF_20-2
43789XAC8
550000.000000000000
PA
USD
535609.090000000000
0.0384486834
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
3.196000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
55022.000000000000
NS
USD
10706180.760000000000
0.7685428827
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516CA2
300000.000000000000
PA
USD
276774.380000000000
0.0198682410
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.800000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
44106MAZ5
14000.000000000000
PA
USD
13532.220000000000
0.0009714100
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.350000000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
N/A
HUB INTERNATIONAL LIMITED
44332PAG6
58000.000000000000
PA
USD
56533.090000000000
0.0040582263
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.625000000000
N
N
N
N
N
N
Hudbay
549300WI524AL577IX21
HUDBAY MINERALS INC
443628AH5
52000.000000000000
PA
USD
53571.470000000000
0.0038456265
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.125000000000
N
N
N
N
N
N
Hudbay
549300WI524AL577IX21
HUDBAY MINERALS INC
443628AJ1
101000.000000000000
PA
USD
98163.490000000000
0.0070466634
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.500000000000
N
N
N
N
N
N
IAA INC
N/A
IAA SPINCO INC
449253AB9
67000.000000000000
PA
USD
67326.740000000000
0.0048330481
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.500000000000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
ILIAD HOLDING SAS
449691AA2
65000.000000000000
PA
USD
65194.570000000000
0.0046799904
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.500000000000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
ILIAD HOLDING SAS
449691AC8
108000.000000000000
PA
USD
108196.360000000000
0.0077668726
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.000000000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
ARBYS RESTAURANT GROUP
44988MAA3
105000.000000000000
PA
USD
106866.840000000000
0.0076714331
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.750000000000
N
N
N
N
N
N
IRB HOLDING CORP
N/A
IRB HOLDING CORP
44988MAC9
71000.000000000000
PA
USD
74119.990000000000
0.0053207014
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.000000000000
N
N
N
N
N
N
ITT HOLDINGS LLC
N/A
ITT HOLDINGS LLC
45074JAA2
12000.000000000000
PA
USD
11042.840000000000
0.0007927100
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.500000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBC0
8440.000000000000
PA
USD
8688.970000000000
0.0006237375
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBD8
99366.000000000000
PA
USD
102720.610000000000
0.0073737961
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBE6
27000.000000000000
PA
USD
26718.940000000000
0.0019180184
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
N/A
IHEARTCOMMUNICATIONS INC
45174HBG1
47000.000000000000
PA
USD
44985.960000000000
0.0032293159
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.750000000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER CO
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER COMPANY
454889AM8
600000.000000000000
PA
USD
727427.020000000000
0.0522183280
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.050000000000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
INGEVITY CORP
45688CAB3
44000.000000000000
PA
USD
39771.620000000000
0.0028550046
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.875000000000
N
N
N
N
N
N
IRIS MERGER SUB 2019
N/A
IRIS MERGER SUB 2019
45774NAB4
54000.000000000000
PA
USD
57761.110000000000
0.0041463796
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.375000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BN9
260000.000000000000
PA
USD
318946.980000000000
0.0228955999
Long
DBT
CORP
US
N
2
2060-03-25
Fixed
4.950000000000
N
N
N
N
N
N
INTERFACE INC
549300VXZWQOIDFPU355
INTERFACE INC
458665AS5
23000.000000000000
PA
USD
22340.180000000000
0.0016036892
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.500000000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
40732.000000000000
NS
USD
5295974.640000000000
0.3801713896
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KK6
600000.000000000000
PA
USD
534423.870000000000
0.0383636024
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.850000000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
64234.000000000000
NS
USD
8435851.220000000000
0.6055673410
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC.
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
25867.000000000000
NS
USD
12437888.280000000000
0.8928534580
Long
EC
CORP
US
N
1
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR1
N/A
IHSFR_18-SFR1
46185JAA6
1862087.890000000000
PA
USD
1842825.150000000000
0.1322871512
Long
ABS-MBS
CORP
US
N
2
2037-03-17
Variable
1.141000000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR3
N/A
IHSFR_18-SFR3
46187VAA7
607574.180000000000
PA
USD
607194.690000000000
0.0435874536
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Variable
1.441000000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR4
N/A
IHSFR_18-SFR4
46187XAA3
3064378.900000000000
PA
USD
3051240.380000000000
0.2190332043
Long
ABS-MBS
CORP
US
N
2
2038-01-17
Variable
1.541000000000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES SARL
N/A
ION TRADING TECHNOLOGIES SARL
46205YAA9
31000.000000000000
PA
USD
30047.560000000000
0.0021569632
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.750000000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
IRIS HOLDINGS INC PIK
46272EAA1
27000.000000000000
PA
USD
27021.090000000000
0.0019397082
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.750000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAC5
14000.000000000000
PA
USD
13842.940000000000
0.0009937151
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.875000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAE1
25000.000000000000
PA
USD
24759.950000000000
0.0017773923
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.250000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAG6
54000.000000000000
PA
USD
52716.880000000000
0.0037842797
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.000000000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC
46284VAJ0
59000.000000000000
PA
USD
57803.860000000000
0.0041494485
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.250000000000
N
N
N
N
N
N
ISHARES CORE MSCI EAFE ETF
5493009FT582MI7Y3I36
iShares Core MSCI EAFE ETF
46432F842
168620.000000000000
NS
USD
11720776.200000000000
0.8413755876
Long
EC
RF
US
N
1
N
N
N
JBS USA LUX SA/JBS FOOD CO/JBS USA FINANCE INC
N/A
JBS USA LUX SA/JBS FOOD CO/JBS FIN
46590XAC0
30000.000000000000
PA
USD
27675.000000000000
0.0019866491
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.750000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-2N
N/A
JPMCC_21-2NU
46592FAE3
600000.000000000000
PA
USD
538497.960000000000
0.0386560608
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Variable
2.076500000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-2N
N/A
JPMCC_21-2NU
46592FAG8
250000.000000000000
PA
USD
220366.430000000000
0.0158189979
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Variable
2.076500000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
71886.000000000000
NS
USD
9799499.520000000000
0.7034567956
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBP0
3900000.000000000000
PA
USD
3656430.140000000000
0.2624767341
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956000000000
N
N
N
N
N
N
JAMES HARDIE INTERNATIONAL FINANCE DAC
N/A
JAMES HARDIE INTERNATIONAL FINANCE
47032FAB5
54000.000000000000
PA
USD
53360.520000000000
0.0038304834
Long
DBT
CORP
IE
N
2
2028-01-15
Fixed
5.000000000000
N
N
N
N
N
N
JAY PARK CLO LTD JPARK_16-1A
N/A
JPARK_16-1A
47206VAL8
4075000.000000000000
PA
USD
4075167.080000000000
0.2925357534
Long
ABS-MBS
CORP
KY
N
2
2027-10-20
Variable
1.704000000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
139591.000000000000
NS
USD
24739712.930000000000
1.7759395921
Long
EC
CORP
US
N
1
N
N
N
KAR AUCTION SERVICES INC
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC
48238TAA7
124000.000000000000
PA
USD
125548.150000000000
0.0090124704
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.125000000000
N
N
N
N
N
N
KKR INDUSTRIAL PORTFOLIO TRUST KIND_21-KDIP
N/A
KIND_21-KDIP
48254CAN5
375000.000000000000
PA
USD
365579.100000000000
0.0262430853
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
1.646600000000
N
N
N
N
N
N
KAISER ALUMINUM CORPORATION
N/A
KAISER ALUMINUM CORPORATION
483007AJ9
19000.000000000000
PA
USD
17861.360000000000
0.0012821772
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.625000000000
N
N
N
N
N
N
KAISER ALUMINUM CORPORATION
N/A
KAISER ALUMINUM CORPORATION
483007AL4
92000.000000000000
PA
USD
82905.960000000000
0.0059514020
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.500000000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BU9
1100000.000000000000
PA
USD
1198257.010000000000
0.0860168455
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
5.500000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LAB2
1525000.000000000000
PA
USD
1512195.890000000000
0.1085529391
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
N/A
L BRANDS INC
501797AL8
21000.000000000000
PA
USD
21633.840000000000
0.0015529846
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.875000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
N/A
L BRANDS INC
501797AR5
23000.000000000000
PA
USD
24930.090000000000
0.0017896058
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.500000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
N/A
L BRANDS INC
501797AU8
6000.000000000000
PA
USD
6851.970000000000
0.0004918685
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.375000000000
N
N
N
N
N
N
BATH & BODY WORKS INC
N/A
L BRANDS INC
501797AW4
56000.000000000000
PA
USD
58803.290000000000
0.0042211925
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.625000000000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE BV
549300J6QSW38QNOJK61
LYB INTERNATIONAL FINANCE BV
50247VAC3
350000.000000000000
PA
USD
371836.290000000000
0.0266922575
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.875000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/CAP FIN
505742AG1
81000.000000000000
PA
USD
80539.550000000000
0.0057815293
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AM8
32000.000000000000
PA
USD
30702.970000000000
0.0022040118
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.250000000000
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CO
N/A
LADDER CAP FIN HOLDINGS/FIN CORP
505742AP1
103000.000000000000
PA
USD
97181.770000000000
0.0069761906
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.750000000000
N
N
N
N
N
N
LAM RSRCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807108
17896.000000000000
NS
USD
9621068.560000000000
0.6906481341
Long
EC
CORP
US
N
1
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BR1
18000.000000000000
PA
USD
17099.130000000000
0.0012274606
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.750000000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP
513075BW0
16000.000000000000
PA
USD
15843.590000000000
0.0011373317
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.875000000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC
513272AD6
44000.000000000000
PA
USD
41094.790000000000
0.0029499883
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.125000000000
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC
513272AE4
43000.000000000000
PA
USD
40150.290000000000
0.0028821874
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.375000000000
N
N
N
N
N
N
LEEWARD RENEWABLE ENERGY OPERATIONS LLC
N/A
LEEWARD RENEWABLE ENERGY OP LLC
524590AA4
16000.000000000000
PA
USD
14939.680000000000
0.0010724445
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.250000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1
N/A
LMAT_21-GS1
52474JAA4
1298530.640000000000
PA
USD
1251917.680000000000
0.0898688752
Long
ABS-CBDO
CORP
US
N
2
2066-10-25
Variable
1.892000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2
N/A
LMAT_21-GS2
52476DAA5
2571519.310000000000
PA
USD
2451814.570000000000
0.1760034395
Long
ABS-CBDO
CORP
US
N
2
2061-04-25
Variable
1.750000000000
N
N
N
N
N
N
LDPT_20-REV1
N/A
LDPT_20-REV1
52606YAB0
1575000.000000000000
PA
USD
1552119.500000000000
0.1114188544
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Fixed
4.494000000000
N
N
N
N
N
N
LIFE_21-BMR
N/A
LIFE_21-BMR
53218CAG5
688079.110000000000
PA
USD
664825.340000000000
0.0477244682
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
1.796600000000
N
N
N
N
N
N
ELI LILLY AND COMPANY
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
50811.000000000000
NS
USD
14550746.070000000000
1.0445248946
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AN9
14000.000000000000
PA
USD
14258.000000000000
0.0010235101
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.625000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AR0
32000.000000000000
PA
USD
31207.280000000000
0.0022402137
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AV1
33000.000000000000
PA
USD
35123.490000000000
0.0025213387
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.500000000000
N
N
N
N
N
N
LLEND_21-1A
N/A
LLEND_21-1A
53934QAA0
635894.860000000000
PA
USD
609559.970000000000
0.0437572452
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.070000000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORPORATION
539830BQ1
270000.000000000000
PA
USD
236958.840000000000
0.0170100836
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.800000000000
N
N
N
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORPORATION
540424AT5
665000.000000000000
PA
USD
651087.560000000000
0.0467383021
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.200000000000
N
N
N
N
N
N
LOGAN MERGER SUB INC
N/A
LOGAN MERGER SUB INC
541056AA5
100000.000000000000
PA
USD
93581.420000000000
0.0067177396
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.500000000000
N
N
N
N
N
N
LOWES COMPANIES INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
21019.000000000000
NS
USD
4249831.610000000000
0.3050740418
Long
EC
CORP
US
N
1
N
N
N
MFRA TRUST MFRA_21-INV1
N/A
MFRA_21-INV1
552747AA5
372601.490000000000
PA
USD
355350.150000000000
0.0255088005
Long
ABS-CBDO
CORP
US
N
2
2056-01-25
Variable
0.852000000000
N
N
N
N
N
N
MFRA TRUST MFRA_21-INV1
N/A
MFRA_21-INV1
552747AB3
69001.290000000000
PA
USD
65762.000000000000
0.0047207233
Long
ABS-CBDO
CORP
US
N
2
2056-01-25
Variable
1.057000000000
N
N
N
N
N
N
MFRA TRUST MFRA_21-INV1
N/A
MFRA_21-INV1
552747AC1
115370.150000000000
PA
USD
109798.410000000000
0.0078818758
Long
ABS-CBDO
CORP
US
N
2
2056-01-25
Variable
1.262000000000
N
N
N
N
N
N
MFA TRUST MFRA_20-NQM3
N/A
MFRA_20-NQM3
552757AD8
475000.000000000000
PA
USD
454058.870000000000
0.0325946031
Long
ABS-CBDO
CORP
US
N
2
2065-01-26
Variable
2.654000000000
N
N
N
N
N
N
MFRA TRUST MFRA_21-NQM1
N/A
MFRA_21-NQM1
55283FAA6
1022992.070000000000
PA
USD
986668.180000000000
0.0708279474
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
1.153000000000
N
N
N
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORPORATION
552848AG8
34000.000000000000
PA
USD
33612.040000000000
0.0024128393
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.250000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
N/A
MGM GROWTH/MGM FINANCE
55303XAC9
25000.000000000000
PA
USD
25752.650000000000
0.0018486533
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAJ4
28000.000000000000
PA
USD
29699.630000000000
0.0021319871
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.750000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAK1
45000.000000000000
PA
USD
45483.730000000000
0.0032650483
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.625000000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-
N/A
MGM GROWTH/MGM FINANCE
55303XAL9
9000.000000000000
PA
USD
8907.460000000000
0.0006394218
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
785000.000000000000
PA
USD
871778.560000000000
0.0625805992
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.500000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354G100
10404.000000000000
NS
USD
5231963.520000000000
0.3755763531
Long
EC
CORP
US
N
1
N
N
N
MVW OWNER TRUST MVWOT_16-1A
N/A
MVWOT_16-1A
553894AA4
108828.270000000000
PA
USD
108959.910000000000
0.0078216841
Long
ABS-MBS
CORP
US
N
2
2033-12-20
Fixed
2.250000000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_17-1A
N/A
MVWOT_17-1A
553896AA9
503863.300000000000
PA
USD
501745.710000000000
0.0360178016
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Fixed
2.420000000000
N
N
N
N
N
N
MADISON IAQ LLC
N/A
MADISON IAQ LLC
55760LAA5
32000.000000000000
PA
USD
29508.150000000000
0.0021182417
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.125000000000
N
N
N
N
N
N
MADISON IAQ LLC
N/A
MADISON IAQ LLC
55760LAB3
64000.000000000000
PA
USD
57382.870000000000
0.0041192277
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.875000000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_19-33A
N/A
MDPK_19-33A
55819JAQ6
3600000.000000000000
PA
USD
3573961.200000000000
0.2565567035
Long
ABS-MBS
CORP
KY
N
2
2032-10-15
Variable
1.958800000000
N
N
N
N
N
N
MADISON PARK FUNDING LTD MDPK_21-48A
N/A
MDPK_21-48A
55821UAA2
475000.000000000000
PA
USD
471244.180000000000
0.0338282501
Long
ABS-MBS
CORP
KY
N
2
2033-04-19
Variable
1.398000000000
N
N
N
N
N
N
MAGALLANES INC
N/A
MAGALLANES INC
55903VAS2
2091000.000000000000
PA
USD
2160461.330000000000
0.1550886554
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.391000000000
N
N
N
N
N
N
MAGNETITE CLO MAGNE_15-12A
N/A
MAGNE_15-12A
55953HAS2
2150000.000000000000
PA
USD
2141857.950000000000
0.1537532123
Long
ABS-MBS
CORP
KY
N
2
2031-10-15
Variable
1.341300000000
N
N
N
N
N
N
WELBILT INC
549300UR3W71YLZWI068
WELBILT INC
563568AB0
17000.000000000000
PA
USD
17331.050000000000
0.0012441089
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.500000000000
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_19-2A
N/A
MFT_19-2A
57109HAB8
692.140000000000
PA
USD
692.450000000000
0.0000497075
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
3.530000000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874104
57531.000000000000
NS
USD
4125548.010000000000
0.2961523471
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
40246.000000000000
NS
USD
14383115.480000000000
1.0324915375
Long
EC
CORP
US
N
1
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
MATADOR RESOURCES CO
576485AE6
82000.000000000000
PA
USD
83549.130000000000
0.0059975719
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.875000000000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP INC
57665RAJ5
31000.000000000000
PA
USD
30788.570000000000
0.0022101566
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.625000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BE1
22000.000000000000
PA
USD
21574.050000000000
0.0015486926
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.375000000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC
577081BF8
67000.000000000000
PA
USD
64429.190000000000
0.0046250476
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.750000000000
N
N
N
N
N
N
CONDOR MERGER SUB INC
N/A
CONDOR MERGER SUB INC
579063AB4
77000.000000000000
PA
USD
73842.660000000000
0.0053007933
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.375000000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
18327.000000000000
NS
USD
4531900.560000000000
0.3253223534
Long
EC
CORP
US
N
1
N
N
N
AMSR TRUST AMSR_20-SFR2
N/A
AMSR_20-SFR2
00178UAC3
500000.000000000000
PA
USD
488931.950000000000
0.0350979662
Long
ABS-MBS
CORP
US
N
2
2037-07-17
Fixed
2.533000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001AAY8
46000.000000000000
PA
USD
48409.770000000000
0.0034750940
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.000000000000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001ABD3
53000.000000000000
PA
USD
50465.800000000000
0.0036226860
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.875000000000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST MST_18-1A
N/A
MST_18-1A
59166DAA5
442002.960000000000
PA
USD
443396.460000000000
0.0318292023
Long
ABS-CBDO
CORP
US
N
2
2057-03-25
Variable
3.750000000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
194196.000000000000
NS
USD
59872568.760000000000
4.2979506531
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RKJ0
1710000.000000000000
PA
USD
1511924.990000000000
0.1085334926
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.500000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAV6
13000.000000000000
PA
USD
13288.860000000000
0.0009539404
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.750000000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC
00213MAW4
6000.000000000000
PA
USD
5481.540000000000
0.0003934922
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAA9
145934.000000000000
PA
USD
145825.000000000000
0.0104680435
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
56911.000000000000
NS
USD
4432797.790000000000
0.3182082638
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAB7
45290.000000000000
PA
USD
45134.910000000000
0.0032400082
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.750000000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
61563.000000000000
NS
USD
7286596.680000000000
0.5230681363
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAM1
1275000.000000000000
PA
USD
1351509.270000000000
0.0970180547
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.400000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCY3
275000.000000000000
PA
USD
296367.230000000000
0.0212747132
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.550000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE COMPANY INC
00404AAN9
63000.000000000000
PA
USD
63259.400000000000
0.0045410742
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.500000000000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC
00404AAP4
17000.000000000000
PA
USD
16777.130000000000
0.0012043458
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC
00653VAE1
119000.000000000000
PA
USD
110539.330000000000
0.0079350627
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.125000000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
25280.000000000000
NS
USD
11518073.600000000000
0.8268245872
Long
EC
CORP
US
N
1
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
36000.000000000000
PA
USD
34020.460000000000
0.0024421578
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.875000000000
N
N
N
N
N
N
AJAX MORTGAGE LOAN TRUST AJAXM_21-B
N/A
AJAXM_21-B
00970LAA7
1293540.590000000000
PA
USD
1240292.510000000000
0.0890343627
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Variable
2.239000000000
N
N
N
N
N
N
AJAX MORTGAGE LOAN TRUST AJAXM_21-A
N/A
AJAXM_21-A
00971AAA0
2879863.830000000000
PA
USD
2782811.270000000000
0.1997640282
Long
ABS-CBDO
CORP
US
N
2
2065-09-25
Variable
1.065000000000
N
N
N
N
N
N
AKAMAI TECH INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
44860.000000000000
NS
USD
5355835.400000000000
0.3844684925
Long
EC
CORP
US
N
1
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AA9
18000.000000000000
PA
USD
19049.670000000000
0.0013674800
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.500000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AB7
39000.000000000000
PA
USD
38938.960000000000
0.0027952321
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.875000000000
N
N
N
N
N
N
ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC
N/A
ALBERTSONS COMPANIES LLC/SAFEWAY
013092AE1
49000.000000000000
PA
USD
47542.540000000000
0.0034128399
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875000000000
N
N
N
N
N
N
ALLEGHENY TECH INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC
01741RAL6
21000.000000000000
PA
USD
19909.130000000000
0.0014291763
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.875000000000
N
N
N
N
N
N
ALLEGHENY TECH INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC
01741RAM4
57000.000000000000
PA
USD
53722.500000000000
0.0038564681
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
5.125000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAA1
99000.000000000000
PA
USD
97887.870000000000
0.0070268780
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.750000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAB9
89000.000000000000
PA
USD
85837.610000000000
0.0061618504
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.250000000000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
ALLIANT HLDS INTERMED/ALLIANT HLDS
01883LAD5
31000.000000000000
PA
USD
29799.330000000000
0.0021391441
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.875000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F020646
18650000.000000000000
PA
USD
17320265.440000000000
1.2433347642
Long
ABS-MBS
USGA
US
N
2
2052-04-13
Fixed
2.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F022444
3650000.000000000000
PA
USD
3607796.880000000000
0.2589855969
Long
ABS-MBS
USGA
US
N
2
2037-04-18
Fixed
2.500000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F022642
22825000.000000000000
PA
USD
21805007.810000000000
1.5652718682
Long
ABS-MBS
USGA
US
N
2
2052-04-13
Fixed
2.500000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 15YR TBA(REG B)
01F030447
1825000.000000000000
PA
USD
1838117.190000000000
0.1319491904
Long
ABS-MBS
USGA
US
N
2
2037-04-18
Fixed
3.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F030645
13875000.000000000000
PA
USD
13586998.290000000000
0.9753422875
Long
ABS-MBS
USGA
US
N
2
2052-04-13
Fixed
3.000000000000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F032641
5800000.000000000000
PA
USD
5814613.270000000000
0.4174018489
Long
ABS-MBS
USGA
US
N
2
2052-04-13
Fixed
3.500000000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
8973.000000000000
NS
USD
25061499.270000000000
1.7990390155
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
8416.000000000000
NS
USD
23407841.600000000000
1.6803312464
Long
EC
CORP
US
N
1
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAC5
115000.000000000000
PA
USD
106414.400000000000
0.0076389547
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.500000000000
N
N
N
N
N
N
ALTICE FRANCE SA (FRANCE)
5493001ZMCICV4N02J21
ALTICE FRANCE SA
02156LAF8
39000.000000000000
PA
USD
34938.170000000000
0.0025080355
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
N/A
ALTICE FRANCE HOLDING SA
02156TAA2
105000.000000000000
PA
USD
90563.150000000000
0.0065010732
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
13045.000000000000
NS
USD
42526047.750000000000
3.0527311336
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AXLE & MANUFACTURING INC
N/A
AMERICAN AXLE & MANUFACTURING INC
02406PAY6
19000.000000000000
PA
USD
19237.720000000000
0.0013809792
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
AMERICAN BUILDERS & CONTRACTORS SUPPLY C
N/A
ABC SUPPLY CO INC
024747AF4
46000.000000000000
PA
USD
44228.630000000000
0.0031749510
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.000000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1
N/A
ACAR_21-1
02528BAE4
1300000.000000000000
PA
USD
1279866.120000000000
0.0918751532
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
0.830000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2
N/A
ACAR_21-2
025291AE5
600000.000000000000
PA
USD
572238.780000000000
0.0410781446
Long
ABS-MBS
CORP
US
N
2
2027-07-13
Fixed
2.540000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-1
N/A
ACAR_20-1
02529VAG4
2875000.000000000000
PA
USD
2865029.500000000000
0.2056660615
Long
ABS-MBS
CORP
US
N
2
2026-03-13
Fixed
2.390000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
122023.000000000000
NS
USD
12174234.710000000000
0.8739270939
Long
EC
CORP
US
N
1
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
American Express Co
025816109
16431.000000000000
NS
USD
3072597.000000000000
0.2205662886
Long
EC
CORP
US
N
1
N
N
N
AH4R_14-SFR2
N/A
AH4R_14-SFR2
02665UAA3
1129211.730000000000
PA
USD
1138799.980000000000
0.0817487243
Long
ABS-MBS
CORP
US
N
2
2036-10-17
Fixed
3.786000000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3
N/A
AH4R_14-SFR3
02665XAA7
1249668.610000000000
PA
USD
1245855.620000000000
0.0894337104
Long
ABS-MBS
CORP
US
N
2
2036-12-17
Fixed
3.678000000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR1
N/A
AH4R_15-SFR1
02666AAA6
1154688.580000000000
PA
USD
1142002.590000000000
0.0819786236
Long
ABS-MBS
CORP
US
N
2
2052-04-17
Fixed
3.467000000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SF
N/A
AH4R_15-SFR2
02666BAA4
688052.370000000000
PA
USD
699116.050000000000
0.0501860259
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
3.732000000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DP9
300000.000000000000
PA
USD
328765.390000000000
0.0236004142
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.375000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027X100
40152.000000000000
NS
USD
10086985.440000000000
0.7240939642
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XAW0
815000.000000000000
PA
USD
812181.750000000000
0.0583024439
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.800000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CY4
1612000.000000000000
PA
USD
1297562.940000000000
0.0931455189
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.770000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_19-2
N/A
AOMT_19-2
03463WAC7
95354.370000000000
PA
USD
95301.520000000000
0.0068412169
Long
ABS-CBDO
CORP
US
N
2
2049-03-25
Variable
3.833000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_18-3
N/A
AOMT_18-3
03464NAC6
126213.700000000000
PA
USD
126204.180000000000
0.0090595635
Long
ABS-CBDO
CORP
US
N
2
2048-09-25
Variable
3.853000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-R1
N/A
AOMT_20-R1
034651AA7
920952.070000000000
PA
USD
895868.930000000000
0.0643099258
Long
ABS-CBDO
CORP
US
N
2
2053-04-25
Variable
0.990000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAC3
163172.670000000000
PA
USD
159668.590000000000
0.0114618052
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
1.775000000000
N
N
N
N
N
N
ANGEL OAK MORTGAGE TRUST AOMT_20-6
N/A
AOMT_20-6
03465AAD1
400000.000000000000
PA
USD
388003.040000000000
0.0278527872
Long
ABS-CBDO
CORP
US
N
2
2065-05-25
Variable
2.805000000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
N/A
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AG5
1650000.000000000000
PA
USD
1825971.000000000000
0.1310772765
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.950000000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
21755.000000000000
NS
USD
10686491.100000000000
0.7671294610
Long
EC
CORP
US
N
1
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AG8
235000.000000000000
PA
USD
243939.350000000000
0.0175111793
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.101000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411AW5
35000.000000000000
PA
USD
35432.600000000000
0.0025435282
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.100000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411AY1
20000.000000000000
PA
USD
20000.420000000000
0.0014357296
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.250000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BA2
47000.000000000000
PA
USD
44731.990000000000
0.0032110846
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.750000000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORPORATION
037411BC8
21000.000000000000
PA
USD
18428.620000000000
0.0013228980
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.250000000000
N
N
N
N
N
N
CHAMPIONX CORP
549300EP2909K6DYYP38
APERGY CORP
03755LAC8
26000.000000000000
PA
USD
26550.600000000000
0.0019059341
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.375000000000
N
N
N
N
N
N
APIDOS CDO APID_12-11A
N/A
APID_12-11A
03763YBN5
1925000.000000000000
PA
USD
1909859.880000000000
0.1370992374
Long
ABS-MBS
CORP
KY
N
2
2034-04-17
Variable
1.891300000000
N
N
N
N
N
N
APIDOS CLO APID_17-28A
N/A
APID_17-28A
03767CAB6
900000.000000000000
PA
USD
895041.000000000000
0.0642504928
Long
ABS-MBS
CORP
KY
N
2
2031-01-20
Variable
1.404000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
330696.000000000000
NS
USD
57742828.560000000000
4.1450673131
Long
EC
CORP
US
N
1
N
N
N
AQUA FINANCE TRUST AQFIT_21-A
N/A
AQFIT_21-A
03842VAA5
765553.450000000000
PA
USD
730683.410000000000
0.0524520879
Long
ABS-MBS
CORP
US
N
2
2046-07-17
Fixed
1.540000000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC
039524AA1
21000.000000000000
PA
USD
19550.410000000000
0.0014034256
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.250000000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC
039524AB9
64000.000000000000
PA
USD
59037.360000000000
0.0042379952
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.125000000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP / ARCHROCK
N/A
ARCHROCK PARTNERS LP/ARCHROCK FIN
03959KAC4
32000.000000000000
PA
USD
31567.170000000000
0.0022660484
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.250000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAN0
63000.000000000000
PA
USD
60702.990000000000
0.0043575624
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
4.125000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAP5
49000.000000000000
PA
USD
45510.760000000000
0.0032669886
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING USA LLC/ ARDAGH METAL PACKAGING FINANCE P
N/A
ARDAGH METAL PACKAGING FIN/FIN PLC
03969YAB4
98000.000000000000
PA
USD
88355.530000000000
0.0063425992
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.000000000000
N
N
N
N
N
N
ARES CLO LTD ARES_18-47A
N/A
ARES_18-47A
04016VAE5
550000.000000000000
PA
USD
543820.200000000000
0.0390381177
Long
ABS-MBS
CORP
KY
N
2
2030-04-15
Variable
1.691300000000
N
N
N
N
N
N
ARES CLO LTD ARES_20-58A
N/A
ARES_20-58A
04018AAW9
475000.000000000000
PA
USD
470303.680000000000
0.0337607364
Long
ABS-MBS
CORP
US
N
2
2035-01-15
Variable
1.500000000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC
043436AW4
48000.000000000000
PA
USD
44706.070000000000
0.0032092240
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.625000000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC
043436AX2
31000.000000000000
PA
USD
28838.820000000000
0.0020701939
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.000000000000
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC TLB 3.5
04349HAK0
39000.000000000000
PA
USD
38522.250000000000
0.0027653186
Long
LON
CORP
US
N
2
2028-12-11
Variable
4
N
N
N
N
N
N
ASCEND LEARNING LLC
N/A
ASCEND LEARNING LLC TL 2LN 5.75
04349HAM6
23000.000000000000
PA
USD
22827.500000000000
0.0016386714
Long
LON
CORP
US
N
2
2029-12-10
Variable
6.250000000000
N
N
N
N
N
N
ASHFORD HOSPITALITY TRUST INC AHT1_18-KEYS
N/A
AHT1_18-KEYS
04410CAG4
2625000.000000000000
PA
USD
2605482.340000000000
0.1870344760
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
1.846600000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
N/A
ASSUREDPARTNERS INC
04624VAB5
58000.000000000000
PA
USD
53388.510000000000
0.0038324927
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.625000000000
N
N
N
N
N
N
MIDWEST GAMING BORROWER LLC
N/A
MIDWEST GAMING BORROWER LLC
59833DAB6
51000.000000000000
PA
USD
47085.720000000000
0.0033800471
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
MILL CITY MORTGAGE TRUST MCMLT_18-3
N/A
MCMLT_18-3
59980XAC1
1016140.900000000000
PA
USD
1010021.500000000000
0.0725043648
Long
ABS-CBDO
CORP
US
N
2
2058-08-25
Variable
3.471500000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
N/A
ASTRAZENECA FINANCE LLC
04636NAB9
800000.000000000000
PA
USD
744923.470000000000
0.0534743102
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.250000000000
N
N
N
N
N
N
AVANTOR FUNDING INC
N/A
AVANTOR FUNDING INC
05352TAA7
56000.000000000000
PA
USD
55308.370000000000
0.0039703098
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.625000000000
N
N
N
N
N
N
MILL CITY MORTGAGE TRUST MCMLT_21-NMR1
N/A
MCMLT_21-NMR1
59982HAG5
1150000.000000000000
PA
USD
1060133.940000000000
0.0761016849
Long
ABS-CBDO
CORP
US
N
2
2060-11-25
Variable
1.850000000000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
MINERVA MERGER SUB INC
60337JAA4
84000.000000000000
PA
USD
81493.150000000000
0.0058499835
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.500000000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
135961.000000000000
NS
USD
8535631.580000000000
0.6127300713
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AW5
465000.000000000000
PA
USD
377713.390000000000
0.0271141450
Long
DBT
CORP
US
N
2
2050-09-04
Fixed
2.625000000000
N
N
N
N
N
N
AVANTOR FUNDING INC
N/A
AVANTOR FUNDING INC
05352TAB5
87000.000000000000
PA
USD
82256.450000000000
0.0059047769
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.875000000000
N
N
N
N
N
N
AVANT LOANS FUNDING TRUST AVNT_21-REV1
N/A
AVNT_21-REV1
05353LAC9
325000.000000000000
PA
USD
307349.480000000000
0.0220630737
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Fixed
2.300000000000
N
N
N
N
N
N
AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC
N/A
AVIS BUDGET CAR RENTAL/AVIS FIN
053773BC0
5000.000000000000
PA
USD
4996.770000000000
0.0003586930
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.750000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
N/A
AXALTA COATING SYSTEMS LLC
05453GAC9
44000.000000000000
PA
USD
38685.890000000000
0.0027770655
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS
N/A
AXALTA COATING SYSTEMS/HOLDING BV
05454NAA7
89000.000000000000
PA
USD
85627.580000000000
0.0061467734
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.750000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAG0
1150000.000000000000
PA
USD
1124887.220000000000
0.0807499972
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
1.646600000000
N
N
N
N
N
N
MONSTER BEVERAGE CORP
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
51784.000000000000
NS
USD
4137541.600000000000
0.2970133066
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL I TRUST M
N/A
MSC_15-UBS8
61691ABK8
1721471.460000000000
PA
USD
1723563.220000000000
0.1237259369
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.540000000000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-BXH
N/A
BBCMS_18-BXH
05491RAJ4
625000.000000000000
PA
USD
610374.250000000000
0.0438156983
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
1.896600000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
05523RAD9
1200000.000000000000
PA
USD
1182491.040000000000
0.0848850858
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.400000000000
N
N
N
N
N
N
BB-UBS TRUST BBUBS_12-SHOW
N/A
BBUBS_12-SHOW
05538UAA1
1325000.000000000000
PA
USD
1312547.250000000000
0.0942211672
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.430200000000
N
N
N
N
N
N
BHMS MORTGAGE TRUST BHMS_18-ATLS
N/A
BHMS_18-ATLS
05549GAA9
2375000.000000000000
PA
USD
2348285.290000000000
0.1685715930
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Variable
1.647000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
2700000.000000000000
PA
USD
2525826.050000000000
0.1813163515
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.699000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_
N/A
MSBAM_16-C29
61766EBD6
945096.300000000000
PA
USD
930553.160000000000
0.0667997322
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.058000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_17-C34
N/A
MSBAM_17-C34
61767EAD6
2250000.000000000000
PA
USD
2236980.380000000000
0.1605815732
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.276000000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD
N/A
MSC_19-MEAD
61771LAJ1
1175000.000000000000
PA
USD
1094922.810000000000
0.0785990029
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.283000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-XL
N/A
BX_19-XL
056054AF6
977500.010000000000
PA
USD
968688.240000000000
0.0695372579
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.646600000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AJ9
699000.000000000000
PA
USD
683346.170000000000
0.0490539855
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.983600000000
N
N
N
N
N
N
MOZART DEBT MERGER SUB INC
N/A
MOZART DEBT MERGER SUB INC
62482BAB8
20000.000000000000
PA
USD
18607.820000000000
0.0013357618
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.250000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAU2
25000.000000000000
PA
USD
25058.140000000000
0.0017987979
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.750000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAY4
111000.000000000000
PA
USD
106363.060000000000
0.0076352693
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.000000000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EBA5
53000.000000000000
PA
USD
50972.380000000000
0.0036590509
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.125000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_19-ATL
N/A
BX_19-ATL
056058AL4
622000.000000000000
PA
USD
603372.160000000000
0.0433130534
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
2.283600000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC
05605HAB6
32000.000000000000
PA
USD
30853.150000000000
0.0022147925
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.125000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-PAC
N/A
BX_21-PAC
05609PAL2
2175000.000000000000
PA
USD
2077127.390000000000
0.1491065309
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
1.408300000000
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO BCC_21-7
N/A
BCC_21-7A
05682NAE3
2425000.000000000000
PA
USD
2387288.830000000000
0.1713714611
Long
ABS-MBS
CORP
KY
N
2
2035-01-22
Variable
2.015900000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
386112.000000000000
NS
USD
15915536.640000000000
1.1424963470
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHU6
3685000.000000000000
PA
USD
3781691.230000000000
0.2714685979
Long
DBT
CORP
US
N
2
2040-04-23
Variable
4.078000000000
N
N
N
N
N
N
NCL CORPORATION LTD
N/A
NCL CORPORATION LTD
62886HBA8
29000.000000000000
PA
USD
27565.080000000000
0.0019787585
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.875000000000
N
N
N
N
N
N
NCL CORPORATION LTD
N/A
NCL CORPORATION LTD
62886HBG5
9000.000000000000
PA
USD
9116.020000000000
0.0006543932
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.750000000000
N
N
N
N
N
N
BACARDI LTD
N/A
BACARDI LTD
067316AG4
1300000.000000000000
PA
USD
1421888.230000000000
0.1020702063
Long
DBT
CORP
BM
N
2
2038-05-15
Fixed
5.150000000000
N
N
N
N
N
N
BABSON CLO LTD BABSN_18-4A
N/A
BABSN_18-4A
06760XAE4
3450000.000000000000
PA
USD
3424004.250000000000
0.2457920481
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
1.941300000000
N
N
N
N
N
N
BASSWOOD PARK CLO LTD BARK_21-1A
N/A
BARK_21-1A
070252AA9
1025000.000000000000
PA
USD
1015198.950000000000
0.0728760279
Long
ABS-MBS
CORP
KY
N
2
2034-04-20
Variable
1.210600000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AC1
34000.000000000000
PA
USD
33540.160000000000
0.0024076794
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.750000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AJ6
8000.000000000000
PA
USD
6298.140000000000
0.0004521118
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.250000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AK3
55000.000000000000
PA
USD
45437.550000000000
0.0032617332
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.250000000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL FINANCE LTD
62888HAA7
15000.000000000000
PA
USD
13941.500000000000
0.0010007902
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
6.125000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CH3
30000.000000000000
PA
USD
29307.830000000000
0.0021038617
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.250000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CQ3
35000.000000000000
PA
USD
31173.190000000000
0.0022377666
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CR1
42000.000000000000
PA
USD
37001.910000000000
0.0026561811
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.625000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AL1
33000.000000000000
PA
USD
25695.130000000000
0.0018445242
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.250000000000
N
N
N
N
N
N
BAUSCH HEALTH COMPANIES INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC
071734AM9
22000.000000000000
PA
USD
17143.370000000000
0.0012306363
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.000000000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CS9
76000.000000000000
PA
USD
67128.790000000000
0.0048188383
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.875000000000
N
N
N
N
N
N
NEW RESIDENTIAL ADVANCE RECEIVABLES TRUST ADVANCE NRART_20-T3
N/A
NRART_20-T3
62942QDB6
1080000.000000000000
PA
USD
1074228.700000000000
0.0771134768
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
1.317300000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC/NXP USA
N/A
NXP BV/NXP FUNDING LLC/NXP USA
62954HAD0
1240000.000000000000
PA
USD
1206717.200000000000
0.0866241600
Long
DBT
CORP
NL
N
2
2030-05-01
Fixed
3.400000000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD
629571AA8
32000.000000000000
PA
USD
31856.270000000000
0.0022868014
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.250000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAH1
38000.000000000000
PA
USD
39065.200000000000
0.0028042943
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.750000000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP
63938CAL2
25000.000000000000
PA
USD
23008.590000000000
0.0016516710
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
12866.000000000000
NS
USD
4819474.940000000000
0.3459658721
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAS5
30000.000000000000
PA
USD
31322.530000000000
0.0022484869
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAT3
57000.000000000000
PA
USD
62822.600000000000
0.0045097186
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAV8
36000.000000000000
PA
USD
38385.350000000000
0.0027554913
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875000000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAX4
99000.000000000000
PA
USD
112139.530000000000
0.0080499330
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.375000000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TR
N/A
NRZT_16-3A
64829HAA5
178962.600000000000
PA
USD
181646.390000000000
0.0130394810
Long
ABS-CBDO
CORP
US
N
2
2056-09-25
Fixed
3.750000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDG2
11000.000000000000
PA
USD
10833.310000000000
0.0007776689
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDJ6
63000.000000000000
PA
USD
64036.170000000000
0.0045968347
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDL1
8000.000000000000
PA
USD
7694.110000000000
0.0005523215
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.250000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDN7
27000.000000000000
PA
USD
25940.660000000000
0.0018621495
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.375000000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC
880349AS4
59000.000000000000
PA
USD
62170.000000000000
0.0044628717
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.875000000000
N
N
N
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
37045.000000000000
NS
USD
2943225.250000000000
0.2112793412
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAB8
59000.000000000000
PA
USD
58806.780000000000
0.0042214430
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.500000000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
TENNECO INC
880349AT2
31000.000000000000
PA
USD
30748.580000000000
0.0022072859
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.125000000000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
N/A
TERRAFORM POWER OPERATING LLC
88104LAG8
28000.000000000000
PA
USD
27327.760000000000
0.0019617225
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
N/A
NEXTERA ENERGY OP PARTNERS LP
65342QAK8
16000.000000000000
PA
USD
16201.850000000000
0.0011630493
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.250000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAD2
127000.000000000000
PA
USD
121268.430000000000
0.0087052508
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.875000000000
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
Tesla Inc
88160R101
7698.000000000000
NS
USD
8295364.800000000000
0.5954825273
Long
EC
CORP
US
N
1
N
N
N
THEOREM FUNDING TRUST THRM_21-1
N/A
THRM_21-1A
88339VAB4
700000.000000000000
PA
USD
675845.310000000000
0.0485155364
Long
ABS-MBS
CORP
US
N
2
2027-12-15
Fixed
1.840000000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP CORP
65342RAE0
57000.000000000000
PA
USD
54618.320000000000
0.0039207746
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.875000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBD3
79000.000000000000
PA
USD
79552.410000000000
0.0057106675
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.625000000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
N/A
TIME WARNER CABLE INC
88732JAJ7
1300000.000000000000
PA
USD
1496798.560000000000
0.1074476422
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.550000000000
N
N
N
N
N
N
TOORAK MORTGAGE CORP TRK_19-2
N/A
TRK_19-2
89052LAA1
630056.030000000000
PA
USD
629708.430000000000
0.0452036018
Long
ABS-CBDO
CORP
US
N
2
2022-09-25
Variable
3.721000000000
N
N
N
N
N
N
TOORAK MORTGAGE TRUST TRK_20-1
N/A
TRK_20-1
89052WAA7
3666455.350000000000
PA
USD
3636992.810000000000
0.2610814259
Long
ABS-CBDO
CORP
US
N
2
2023-03-25
Variable
2.734300000000
N
N
N
N
N
N
TOORAK MORTGAGE TRUST TRK_21-1
N/A
TRK_21-1
89053BAA2
900000.000000000000
PA
USD
863724.510000000000
0.0620024395
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Variable
2.239500000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBF8
9000.000000000000
PA
USD
9020.790000000000
0.0006475572
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.875000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBH4
31000.000000000000
PA
USD
30911.440000000000
0.0022189768
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.500000000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/NIELSON FINANCE CO
N/A
NIELSEN FINANCE LLC/NIELSEN FIN CO
65409QBK7
21000.000000000000
PA
USD
20970.000000000000
0.0015053309
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE FINANCE CORPORATION
65473QBC6
1000000.000000000000
PA
USD
1041348.000000000000
0.0747531367
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.800000000000
N
N
N
N
N
N
TPMT_16-2
N/A
TPMT_16-2
89172PAA7
33618.890000000000
PA
USD
33614.140000000000
0.0024129901
Long
ABS-CBDO
CORP
US
N
2
2055-08-25
Variable
3.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_18-1
N/A
TPMT_18-1
89176EAA8
212307.830000000000
PA
USD
211546.490000000000
0.0151858588
Long
ABS-CBDO
CORP
US
N
2
2058-01-25
Variable
3.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_18-6
N/A
TPMT_18-6
89176LAA2
813943.970000000000
PA
USD
816844.380000000000
0.0586371507
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Variable
3.750000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_19-HY1
N/A
TPMT_19-HY1
89177EAA7
639143.560000000000
PA
USD
638563.670000000000
0.0458392750
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
1.456600000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807CD2
375000.000000000000
PA
USD
485529.390000000000
0.0348537135
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.750000000000
N
N
N
N
N
N
NORTHWEST FIBER LLC
N/A
NORTHWEST FIBER LLC/FIN SUB
667449AC6
14000.000000000000
PA
USD
12323.000000000000
0.0008846062
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_19-HY2
N/A
TPMT_19-HY2
89177HAA0
760886.280000000000
PA
USD
760886.280000000000
0.0546202001
Long
ABS-CBDO
CORP
US
N
2
2058-05-25
Variable
1.456600000000
N
N
N
N
N
N
TOWD POINT HE TRUST TPHT_21-HE1
N/A
TPHT_21-HE1
89180DAD8
450000.000000000000
PA
USD
434766.150000000000
0.0312096758
Long
ABS-CBDO
CORP
US
N
2
2063-02-25
Variable
2.500000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAR0
34000.000000000000
PA
USD
33888.840000000000
0.0024327094
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
5.250000000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA CHEMICALS CORP
66977WAS8
33000.000000000000
PA
USD
30447.300000000000
0.0021856586
Long
DBT
NUSS
CA
N
2
2029-05-15
Fixed
4.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BE6
170000.000000000000
PA
USD
175042.820000000000
0.0125654439
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BK2
60000.000000000000
PA
USD
62577.740000000000
0.0044921413
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.000000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORPORATION
670001AE6
90000.000000000000
PA
USD
87429.560000000000
0.0062761285
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORP
670001AG1
27000.000000000000
PA
USD
25794.750000000000
0.0018516754
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.250000000000
N
N
N
N
N
N
Novelis
N/A
NOVELIS CORP
670001AH9
32000.000000000000
PA
USD
29261.910000000000
0.0021005654
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.875000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAE5
49000.000000000000
PA
USD
47996.190000000000
0.0034454051
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.625000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BL0
57000.000000000000
PA
USD
56785.670000000000
0.0040763577
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.500000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BQ9
41000.000000000000
PA
USD
38505.150000000000
0.0027640911
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAF2
43000.000000000000
PA
USD
43512.650000000000
0.0031235543
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.000000000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAH8
30000.000000000000
PA
USD
30397.030000000000
0.0021820499
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.375000000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LP/TLP FINANCE CORP
N/A
TRANSMONTAIGE PARTNERS LP / FIN CO
89376VAA8
38000.000000000000
PA
USD
37307.080000000000
0.0026780877
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.125000000000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN LIMITED
893800AA0
266.820000000000
PA
USD
258.140000000000
0.0000185306
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
5.875000000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
43495.000000000000
NS
USD
11868045.700000000000
0.8519473245
Long
EC
CORP
US
N
1
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
43789.000000000000
NS
USD
4553618.110000000000
0.3268813471
Long
EC
CORP
CA
N
1
N
N
N
OAK HILL CREDIT PARTNERS OAKC_19-4A
N/A
OAKC_19-4A
67098DAS2
1375000.000000000000
PA
USD
1365346.130000000000
0.0980113333
Long
ABS-MBS
CORP
KY
N
2
2036-10-22
Variable
1.278300000000
N
N
N
N
N
N
OAKTOWN RE LTD OMIR_21-1A
N/A
OMIR_21-1A
67401FAC4
825000.000000000000
PA
USD
823599.480000000000
0.0591220654
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Variable
2.149000000000
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD
89385AAA3
87481.660000000000
PA
USD
85352.190000000000
0.0061270045
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
5.375000000000
N
N
N
N
N
N
TRICON AMERICAN HOMES TAH_20-SFR1
N/A
TAH_20-SFR1
89613GAC0
650000.000000000000
PA
USD
606138.590000000000
0.0435116415
Long
ABS-MBS
CORP
US
N
2
2038-07-17
Fixed
2.249000000000
N
N
N
N
N
N
TRICON AMERICAN HOMES TAH_20-SFR2
N/A
TAH_20-SFR2
89613JAG5
1075000.000000000000
PA
USD
949268.430000000000
0.0681432074
Long
ABS-MBS
CORP
US
N
2
2039-11-17
Fixed
2.281000000000
N
N
N
N
N
N
TRITON WATER HOLDINGS INC
N/A
TRITON WATER HOLDINGS INC
89680EAA7
12000.000000000000
PA
USD
10254.520000000000
0.0007361204
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.250000000000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC OBX_20-EXP3
N/A
OBX_20-EXP3
67448WBB3
510433.800000000000
PA
USD
510191.040000000000
0.0366240494
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
1.356600000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CF0
3000.000000000000
PA
USD
2909.420000000000
0.0002088526
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.625000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CN3
20000.000000000000
PA
USD
18759.910000000000
0.0013466796
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.200000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CS2
1000.000000000000
PA
USD
985.140000000000
0.0000707182
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CY9
94000.000000000000
PA
USD
88732.560000000000
0.0063696643
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.400000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DF9
129000.000000000000
PA
USD
151599.090000000000
0.0108825364
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAA4
62000.000000000000
PA
USD
61937.020000000000
0.0044461472
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
N/A
TRIVIUM PACKAGING FINANCE BV
89686QAB2
9000.000000000000
PA
USD
8994.080000000000
0.0006456398
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.500000000000
N
N
N
N
N
N
TVC_20-RTL1
N/A
TVC_20-RTL1
90114YAA7
249844.690000000000
PA
USD
249501.480000000000
0.0179104567
Long
ABS-CBDO
CORP
US
N
2
2024-09-25
Fixed
3.474000000000
N
N
N
N
N
N
1211 AVENUE OF THE AMERICAS TRUS
N/A
AOTA_15-1211
90117PAC9
1275000.000000000000
PA
USD
1280767.970000000000
0.0919398925
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
3.900500000000
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGAGE
N/A
UBSBB_12-C4
90270RBE3
1423366.000000000000
PA
USD
1426615.400000000000
0.1024095461
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Fixed
2.850200000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAD3
55000.000000000000
PA
USD
52605.740000000000
0.0037763016
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.750000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DK8
3000.000000000000
PA
USD
2868.690000000000
0.0002059288
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DL6
14000.000000000000
PA
USD
16580.000000000000
0.0011901948
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.600000000000
N
N
N
N
N
N
US FOODS INC
N/A
US FOODS INC
90290MAE1
33000.000000000000
PA
USD
30571.460000000000
0.0021945714
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.625000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
334006.000000000000
NS
USD
11917334.080000000000
0.8554854895
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599ED3
225000.000000000000
PA
USD
258200.350000000000
0.0185349048
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599EF8
25000.000000000000
PA
USD
28125.000000000000
0.0020189523
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353TAF7
69000.000000000000
PA
USD
71994.500000000000
0.0051681231
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.500000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353TAG5
40000.000000000000
PA
USD
41326.990000000000
0.0029666568
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.250000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353TAK6
108000.000000000000
PA
USD
101251.800000000000
0.0072683576
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.500000000000
N
N
N
N
N
N
UNDER ARMOUR INC
549300D4549QKWETZ406
Under Armour Inc
904311107
211766.000000000000
NS
USD
3604257.320000000000
0.2587315097
Long
EC
CORP
US
N
1
N
N
N
OCTANE RECEIVABLES TRUST OCTL_19-1A
N/A
OCTL_19-1A
67576TAA7
22134.890000000000
PA
USD
22153.700000000000
0.0015903027
Long
ABS-MBS
CORP
US
N
2
2023-09-20
Fixed
3.160000000000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 39 LTD OCT39_18-3A
N/A
OCT39_18-3A
67592CAE6
3525000.000000000000
PA
USD
3496200.750000000000
0.2509746718
Long
ABS-MBS
CORP
US
N
2
2030-10-20
Variable
2.104000000000
N
N
N
N
N
N
UNIFRAX ESCROW ISSUER CORP
N/A
UNIFRAX ESCROW ISSUER CORP
90473LAA0
33000.000000000000
PA
USD
30663.550000000000
0.0022011821
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.250000000000
N
N
N
N
N
N
UNIFRAX ESCROW ISSUER CORP
N/A
UNIFRAX ESCROW ISSUER CORP
90473LAC6
11000.000000000000
PA
USD
9792.030000000000
0.0007029206
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.500000000000
N
N
N
N
N
N
OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1
N/A
OVMLT_20-1
676477AA0
402266.230000000000
PA
USD
391532.440000000000
0.0281061451
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
1.732900000000
N
N
N
N
N
N
OAKC_21-8A
N/A
OAKC_21-8A
67707GAC3
650000.000000000000
PA
USD
647493.600000000000
0.0464803097
Long
ABS-MBS
CORP
KY
N
2
2034-01-18
Variable
1.377800000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
37368.000000000000
NS
USD
10209311.280000000000
0.7328751211
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818EQ7
715000.000000000000
PA
USD
716944.040000000000
0.0514658076
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.600000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAG2
27000.000000000000
PA
USD
26584.210000000000
0.0019083468
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAH0
31000.000000000000
PA
USD
29511.960000000000
0.0021185152
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORP
N/A
OLYMPUS WATER US HOLDINGS CORP
681639AA8
73000.000000000000
PA
USD
66389.020000000000
0.0047657339
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.250000000000
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORP
N/A
OLYMPUS WATER US HOLDINGS CORP
681639AB6
16000.000000000000
PA
USD
14163.550000000000
0.0010167300
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.250000000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST
N/A
UACST_20-1
90945BAG9
1075000.000000000000
PA
USD
1077896.270000000000
0.0773767532
Long
ABS-MBS
CORP
US
N
2
2025-02-10
Fixed
2.880000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BL7
32000.000000000000
PA
USD
32993.000000000000
0.0023684016
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.250000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
RESTAURANT BRANDS
68245XAH2
70000.000000000000
PA
USD
66395.690000000000
0.0047662127
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.875000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY C
N/A
1011778 BC ULC/NEW RED FINANCE INC
68245XAM1
23000.000000000000
PA
USD
20736.190000000000
0.0014885468
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY BOND
912810RK6
4350000.000000000000
PA
USD
4237171.880000000000
0.3041652634
Long
DBT
UST
US
N
1
2045-02-15
Fixed
2.500000000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEA6
250000.000000000000
PA
USD
223878.850000000000
0.0160711369
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.125000000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAG4
1100000.000000000000
PA
USD
1083730.780000000000
0.0777955834
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Variable
2.596600000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAJ8
425000.000000000000
PA
USD
418714.120000000000
0.0300573812
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Variable
3.146600000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
N/A
UNIVISION COMMUNICATIONS INC
914906AV4
31000.000000000000
PA
USD
29508.340000000000
0.0021182554
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.500000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-3
N/A
UPST_21-3
91679LAB8
425000.000000000000
PA
USD
406653.900000000000
0.0291916387
Long
ABS-MBS
CORP
US
N
2
2031-07-20
Fixed
1.660000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XAE5
700000.000000000000
PA
USD
835247.930000000000
0.0599582490
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.500000000000
N
N
N
N
N
N
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC
68622TAA9
63000.000000000000
PA
USD
60026.400000000000
0.0043089934
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.125000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_20-2
N/A
UPST_20-2
91680CAA7
549468.190000000000
PA
USD
543361.400000000000
0.0390051827
Long
ABS-MBS
CORP
US
N
2
2030-11-20
Fixed
2.309000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-2
N/A
UPST_21-2
91680FAB8
425000.000000000000
PA
USD
410274.260000000000
0.0294515261
Long
ABS-MBS
CORP
US
N
2
2031-06-20
Fixed
1.750000000000
N
N
N
N
N
N
ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
ORGANON FINANCE 1 LLC
68622TAB7
72000.000000000000
PA
USD
69376.800000000000
0.0049802116
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.125000000000
N
N
N
N
N
N
ORTHO-CLINICAL DIAGNOSTICS INC /
N/A
ORTHO-CLINICAL INC / SA
68752DAC2
24000.000000000000
PA
USD
24762.530000000000
0.0017775775
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.375000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAB0
55000.000000000000
PA
USD
53835.620000000000
0.0038645885
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.000000000000
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
OUTFRONT MEDIA CAP LLC/CAP CORP
69007TAC8
38000.000000000000
PA
USD
35760.390000000000
0.0025670586
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.625000000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
OWENS & MINOR INC
690732AG7
55000.000000000000
PA
USD
56590.420000000000
0.0040623417
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.625000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
69331CAH1
15000.000000000000
PA
USD
14494.590000000000
0.0010404937
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.000000000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS & ELECTRIC COMPANY
69331CAJ7
41000.000000000000
PA
USD
39720.390000000000
0.0028513271
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.250000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475AZ8
350000.000000000000
PA
USD
334012.590000000000
0.0239770843
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.550000000000
N
N
N
N
N
N
UPSTART PASS THROUGH TRUST UPSPT_21-ST10
N/A
UPSPT_21-ST10
91681WAA2
3152333.240000000000
PA
USD
3087808.920000000000
0.2216582759
Long
ABS-MBS
CORP
US
N
3
2030-01-20
Fixed
2.250000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST2
N/A
UPSPT_21-ST2
91682CAA5
221637.480000000000
PA
USD
216218.440000000000
0.0155212346
Long
ABS-MBS
CORP
US
N
2
2027-04-20
Fixed
2.500000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST7
N/A
UPSPT_21-ST7
91683KAA6
819509.780000000000
PA
USD
791168.510000000000
0.0567940091
Long
ABS-MBS
CORP
US
N
2
2029-09-20
Fixed
1.850000000000
N
N
N
N
N
N
UPSTART PASS THROUGH TRUST UPSPT_21-ST9
N/A
UPSPT_21-ST9
91683MAA2
403466.520000000000
PA
USD
388912.350000000000
0.0279180620
Long
ABS-MBS
CORP
US
N
2
2029-11-20
Fixed
1.700000000000
N
N
N
N
N
N
PRPM LLC PRPM_20-1
N/A
PRPM_21-1
693577AA6
1205693.740000000000
PA
USD
1161300.340000000000
0.0833639120
Long
ABS-CBDO
CORP
US
N
2
2026-01-25
Variable
2.115000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3
N/A
PRPM_21-3
69357PAA6
1668018.160000000000
PA
USD
1591029.110000000000
0.1142119796
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
USI INC/NY
N/A
USI INC/NY
91739VAA6
11000.000000000000
PA
USD
11023.190000000000
0.0007912994
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875000000000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP/USA COMPRESSION FINANCE CORP
N/A
USA COMPRESSION PARTNERS LP
91740PAF5
26000.000000000000
PA
USD
26138.580000000000
0.0018763572
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.875000000000
N
N
N
N
N
N
PRPM_21-4
N/A
PRPM_21-4
693583AA4
2781843.570000000000
PA
USD
2647728.390000000000
0.1900671075
Long
ABS-CBDO
CORP
US
N
2
2026-04-25
Variable
1.867000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_20-6
N/A
PRPM_20-6
693587AA5
716259.430000000000
PA
USD
697463.710000000000
0.0500674127
Long
ABS-CBDO
CORP
US
N
2
2025-11-25
Variable
2.363000000000
N
N
N
N
N
N
VCAT VCAT_21-NPL1
N/A
VCAT_21-NPL1
91790CAA4
251004.330000000000
PA
USD
243981.530000000000
0.0175142072
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Variable
2.289100000000
N
N
N
N
N
N
VWH CAPITAL VCAT_21-NPL6
N/A
VCAT_21-NPL6
91824WAA0
4771534.700000000000
PA
USD
4554197.500000000000
0.3269229386
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Variable
1.917300000000
N
N
N
N
N
N
VSE VOI MORTGAGE LLC VSTNA_18-A
N/A
VSTNA_18-A
918286AA3
273016.260000000000
PA
USD
274933.190000000000
0.0197360713
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Fixed
3.560000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6
N/A
VOLT_21-NPL6
91835EAA7
3986468.680000000000
PA
USD
3855205.830000000000
0.2767458413
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
2.239500000000
N
N
N
N
N
N
PRPM LLC PRPM_21-RPL1
N/A
PRPM_21-RPL1
69360GAA1
734854.470000000000
PA
USD
701177.270000000000
0.0503339905
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.319000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-10
N/A
PRPM_21-10
69360HAA9
1545410.360000000000
PA
USD
1497896.560000000000
0.1075264621
Long
ABS-CBDO
CORP
US
N
2
2026-10-25
Variable
2.487000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL1
N/A
VOLT_21-NPL1
91835MAA9
1608556.500000000000
PA
USD
1570290.390000000000
0.1127232512
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
1.892500000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
N/A
VZ SECURED FINANCING BV
91845AAA3
98000.000000000000
PA
USD
91489.700000000000
0.0065675855
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.000000000000
N
N
N
N
N
N
PRPM LLC PRPM_21-9
N/A
PRPM_21-9
69360XAA4
2525369.370000000000
PA
USD
2413956.130000000000
0.1732857724
Long
ABS-CBDO
CORP
US
N
2
2026-10-25
Variable
2.363000000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2
69361JAC0
2000000.000000000000
PA
USD
1817849.800000000000
0.1304942964
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Variable
2.893000000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2
69361JAD8
1475000.000000000000
PA
USD
1325031.290000000000
0.0951173336
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Variable
3.443000000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2
69361JAE6
1300000.000000000000
PA
USD
1124790.420000000000
0.0807430485
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Variable
3.701000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6
N/A
PRET_21-NPL6
69362GAA9
4693207.160000000000
PA
USD
4552832.860000000000
0.3268249779
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
2.487100000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_22-1
N/A
PAID_22-1
69546MAB3
675000.000000000000
PA
USD
642100.840000000000
0.0460931906
Long
ABS-MBS
CORP
US
N
2
2029-10-15
Fixed
3.344000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL
91911XAV6
62000.000000000000
PA
USD
63510.600000000000
0.0045591066
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.250000000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS INC
KOO0397YRO83WY5MGD97
BAUSCH HEALTH AMERICAS INC
91911XAW4
82000.000000000000
PA
USD
81760.260000000000
0.0058691579
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.500000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-5
N/A
PAID_21-5
69547EAA2
1702797.210000000000
PA
USD
1664435.910000000000
0.1194814847
Long
ABS-MBS
CORP
US
N
2
2029-08-15
Fixed
1.530000000000
N
N
N
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
24214.000000000000
NS
USD
15073457.140000000000
1.0820476940
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
N/A
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAA1
60000.000000000000
PA
USD
58358.920000000000
0.0041892934
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
N/A
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAB9
91000.000000000000
PA
USD
89334.420000000000
0.0064128688
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.125000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAA6
19000.000000000000
PA
USD
19600.100000000000
0.0014069926
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
6.250000000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
PANTHER BF AGGREGATOR 2 LP
69867DAC2
41000.000000000000
PA
USD
42544.920000000000
0.0030540859
Long
DBT
CORP
CA
N
2
2027-05-15
Fixed
8.500000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
N/A
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAC7
51000.000000000000
PA
USD
48746.100000000000
0.0034992374
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.875000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGC2
1550000.000000000000
PA
USD
1454017.300000000000
0.1043765907
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.700000000000
N
N
N
N
N
N
ENDO GENERICS HOLDINGS INC
549300GLBA6FLQZ70X71
PAR PHARMACEUTICAL INC
69888XAA7
32000.000000000000
PA
USD
29871.510000000000
0.0021443255
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.500000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK F
N/A
PARK INTERMEDIATE HOLDINGS/PK DOM
70052LAB9
55000.000000000000
PA
USD
54990.770000000000
0.0039475109
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875000000000
N
N
N
N
N
N
VERTEX PHARM INC
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
40258.000000000000
NS
USD
10506130.260000000000
0.7541822632
Long
EC
CORP
US
N
1
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND HOLDING CORP
92535WAA8
79000.000000000000
PA
USD
82226.670000000000
0.0059026392
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.750000000000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK F
N/A
PARK INTERMEDIATE HOLDINGS LLC
70052LAC7
46000.000000000000
PA
USD
43186.270000000000
0.0031001252
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.875000000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
58852.000000000000
NS
USD
6806233.800000000000
0.4885853006
Long
EC
CORP
US
N
1
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-1
N/A
VERUS_20-1
92536PAF1
1000000.000000000000
PA
USD
982255.700000000000
0.0705111976
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Variable
3.021000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-3
N/A
VERUS_19-3
92537JAC1
760746.270000000000
PA
USD
760415.270000000000
0.0545863886
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
3.040000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_19-4
N/A
VERUS_19-4
92537KAC8
894100.790000000000
PA
USD
891192.820000000000
0.0639742513
Long
ABS-CBDO
CORP
US
N
2
2059-11-25
Variable
3.000000000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
N/A
VERTICAL US NEWCO INC
92537RAA7
32000.000000000000
PA
USD
31757.160000000000
0.0022796868
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.250000000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST
70466WAA7
350000.000000000000
PA
USD
354871.250000000000
0.0254744226
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.976000000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC COMPANY
N/A
PENNSYLVANIA ELECTRIC COMPANY
708696BZ1
1000000.000000000000
PA
USD
999979.080000000000
0.0717834699
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.600000000000
N
N
N
N
N
N
PETSMART LLC/PETSMART FINANCE CORP
N/A
PETSMART INC/PETSMART FIN CORP
71677KAA6
51000.000000000000
PA
USD
49311.050000000000
0.0035397923
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
PETSMART LLC/PETSMART FINANCE CORP
N/A
PETSMART LLC/PETSMART FIN CORP
71677KAB4
43000.000000000000
PA
USD
44405.290000000000
0.0031876325
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.750000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-INV1
N/A
VERUS_20-INV1
92537TAA3
90434.250000000000
PA
USD
89073.150000000000
0.0063941136
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
1.977000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_20-2
N/A
VERUS_20-2
92537UAA0
220553.260000000000
PA
USD
219047.790000000000
0.0157243394
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
2.226000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_21-R1
N/A
VERUS_21-R1
92538BAB9
317106.350000000000
PA
USD
306556.760000000000
0.0220061683
Long
ABS-CBDO
CORP
US
N
2
2063-10-25
Variable
1.057000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_21-R1
N/A
VERUS_21-R1
92538BAC7
401668.050000000000
PA
USD
387369.150000000000
0.0278072835
Long
ABS-CBDO
CORP
US
N
2
2063-10-25
Variable
1.262000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_22-1
N/A
VERUS_22-1
92538WAA5
3863885.790000000000
PA
USD
3767194.750000000000
0.2704279685
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
2.724000000000
N
N
N
N
N
N
VICI PROPERTIES 1 LLC VICI FC INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAA3
19000.000000000000
PA
USD
18939.340000000000
0.0013595600
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.250000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAF5
129000.000000000000
PA
USD
119289.850000000000
0.0085632185
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.250000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAG3
107000.000000000000
PA
USD
93545.730000000000
0.0067151776
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.500000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAD7
20000.000000000000
PA
USD
19427.180000000000
0.0013945796
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.750000000000
N
N
N
N
N
N
VICI PROPERTIES LP/VICI NOTE CO INC
N/A
VICI PROPERTIES LP / VICI NOTE CO
92564RAE5
20000.000000000000
PA
USD
19334.430000000000
0.0013879215
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RAR3
1200000.000000000000
PA
USD
1370695.600000000000
0.0983953448
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.650000000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
PLANTRONICS INC
727493AC2
125000.000000000000
PA
USD
128315.250000000000
0.0092111066
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.750000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AM6
30000.000000000000
PA
USD
30191.740000000000
0.0021673132
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AQ7
52000.000000000000
PA
USD
46893.110000000000
0.0033662206
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.625000000000
N
N
N
N
N
N
VIDEOTRON LTD / VIDEOTRON LTEE
N/A
VIDEOTRON LTD / VIDEOTRON LTEE
92660FAN4
31000.000000000000
PA
USD
28779.610000000000
0.0020659435
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.625000000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
N/A
VIRGIN MEDIA FINANCE PLC
92769VAJ8
91000.000000000000
PA
USD
86012.360000000000
0.0061743948
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.000000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AR5
45000.000000000000
PA
USD
39883.240000000000
0.0028630173
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.500000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAL9
64000.000000000000
PA
USD
63503.260000000000
0.0045585797
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.125000000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
N/A
PRIMO WATER HOLDINGS INC
74168LAA4
97000.000000000000
PA
USD
87891.290000000000
0.0063092738
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.375000000000
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
PROGRESS ENERGY INC
743263AE5
850000.000000000000
PA
USD
1092709.770000000000
0.0784401399
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.750000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAP0
40000.000000000000
PA
USD
39610.980000000000
0.0028434731
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.500000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
N/A
VIRGIN MEDIA SECURED FINANCE PLC
92769XAR6
38000.000000000000
PA
USD
35421.050000000000
0.0025426991
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR4
N/A
PROG_19-SFR4
74331AAE2
2850000.000000000000
PA
USD
2776173.890000000000
0.1992875641
Long
ABS-MBS
CORP
US
N
2
2036-10-17
Fixed
3.036000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAC2
325000.000000000000
PA
USD
306926.560000000000
0.0220327144
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
2.183000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR1
N/A
PROG_20-SFR1
74331CAD0
675000.000000000000
PA
USD
635383.710000000000
0.0456110016
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
2.383000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR3
N/A
PROG_19-SFR3
74332WAE3
750000.000000000000
PA
USD
731836.730000000000
0.0525348789
Long
ABS-MBS
CORP
US
N
2
2036-09-17
Fixed
2.721000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR3
N/A
PROG_19-SFR3
74332WAG8
1125000.000000000000
PA
USD
1092793.500000000000
0.0784461505
Long
ABS-MBS
CORP
US
N
2
2036-09-17
Fixed
2.871000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAA4
425000.000000000000
PA
USD
410055.810000000000
0.0294358447
Long
ABS-MBS
CORP
US
N
2
2037-06-17
Fixed
2.078000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAE6
100000.000000000000
PA
USD
97218.060000000000
0.0069787957
Long
ABS-MBS
CORP
US
N
2
2037-06-18
Fixed
3.077000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_20-SFR2
N/A
PROG_20-SFR2
74333LAG1
125000.000000000000
PA
USD
123169.890000000000
0.0088417471
Long
ABS-MBS
CORP
US
N
2
2037-06-18
Fixed
3.874000000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
37485.000000000000
NS
USD
8313048.450000000000
0.5967519476
Long
EC
CORP
US
N
1
N
N
N
VISIO_19-2
N/A
VISIO_19-2
92837DAC1
484790.780000000000
PA
USD
472400.250000000000
0.0339112386
Long
ABS-CBDO
CORP
US
N
2
2054-11-25
Variable
3.076000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_19-SFR2
N/A
PROG_19-SFR2
74333NAE2
1000000.000000000000
PA
USD
985160.000000000000
0.0707196827
Long
ABS-MBS
CORP
US
N
2
2036-05-17
Fixed
3.545000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8
N/A
PROG_21-SFR8
74333TAG4
1830000.000000000000
PA
USD
1633339.230000000000
0.1172492104
Long
ABS-MBS
CORP
US
N
2
2038-10-17
Fixed
2.082000000000
N
N
N
N
N
N
PROVIDENT FUNDING ASSOCIATES LP/
N/A
PROVIDENT FUNDING ASSOCIATES LP
74387UAJ0
84000.000000000000
PA
USD
82564.580000000000
0.0059268960
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.375000000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
140220.000000000000
NS
USD
9815400.000000000000
0.7045982111
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INCORPORATED
747525BJ1
340000.000000000000
PA
USD
328423.490000000000
0.0235758709
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.250000000000
N
N
N
N
N
N
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC
N/A
QUICKEN LOANS LLC/QUICKEN LOANS
74841CAB7
61000.000000000000
PA
USD
54631.960000000000
0.0039217537
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.875000000000
N
N
N
N
N
N
VISIO_20-1R
N/A
VISIO_20-1R
92837MAB3
257910.220000000000
PA
USD
250288.530000000000
0.0179669550
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Fixed
1.567000000000
N
N
N
N
N
N
VISIO_20-1R
N/A
VISIO_20-1R
92837MAC1
300895.240000000000
PA
USD
291820.090000000000
0.0209482969
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Fixed
1.873000000000
N
N
N
N
N
N
RBSCF TRUST RBSCF_13-GSP
N/A
RBSCF_13-GSP
74932QAA8
1100000.000000000000
PA
USD
1103567.190000000000
0.0792195395
Long
ABS-MBS
CORP
US
N
2
2032-01-15
Variable
3.833600000000
N
N
N
N
N
N
RCO MORTGAGE LLC RCO_21-1
N/A
RCO_21-1
74936JAA0
1166657.450000000000
PA
USD
1135427.310000000000
0.0815066173
Long
ABS-CBDO
CORP
US
N
2
2026-05-25
Variable
1.867700000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAB8
55000.000000000000
PA
USD
54971.840000000000
0.0039461520
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.625000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAF9
75000.000000000000
PA
USD
73755.290000000000
0.0052945214
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.000000000000
N
N
N
N
N
N
VISTRA OPERATIONS COMPANY LLC
N/A
VISTRA OPERATIONS COMPANY LLC
92840VAH5
38000.000000000000
PA
USD
35904.870000000000
0.0025774301
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.375000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
N/A
VMED O2 UK FINANCING I PLC
92858RAA8
33000.000000000000
PA
USD
30090.850000000000
0.0021600708
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.250000000000
N
N
N
N
N
N
RELX CAPITAL INC
N/A
RELX CAPITAL INC
74949LAD4
400000.000000000000
PA
USD
381469.240000000000
0.0273837586
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.000000000000
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP
N/A
RHP HOTEL PROPERTIES LP/FIN CORP
749571AG0
22000.000000000000
PA
USD
20683.350000000000
0.0014847537
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.500000000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
N/A
RLJ LODGING TRUST LP
74965LAA9
27000.000000000000
PA
USD
25656.910000000000
0.0018417806
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.750000000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
N/A
RLJ LODGING TRUST LP
74965LAB7
25000.000000000000
PA
USD
23111.920000000000
0.0016590885
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.000000000000
N
N
N
N
N
N
RACEP_15-9A
N/A
RACEP_15-9A
74982WAE6
1900000.000000000000
PA
USD
1873086.500000000000
0.1344594614
Long
ABS-MBS
CORP
KY
N
2
2030-10-15
Variable
0.691300000000
N
N
N
N
N
N
RADIAN GRP INC
54930005OUP720S5U385
RADIAN GROUP INC
750236AW1
20000.000000000000
PA
USD
20115.910000000000
0.0014440200
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.875000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAC4
62000.000000000000
PA
USD
59815.830000000000
0.0042938777
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.500000000000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN
N/A
RADIATE HOLDCO LLC/RADIATE FIN INC
75026JAE0
93000.000000000000
PA
USD
88029.610000000000
0.0063192031
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.500000000000
N
N
N
N
N
N
RADNOR RE LTD RMIR_20-1
N/A
RMIR_20-1
750493AA6
700000.000000000000
PA
USD
685899.480000000000
0.0492372747
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Variable
1.406600000000
N
N
N
N
N
N
RADNOR REESSENT RMIR_21-2
N/A
RMIR_21-2
75049GAA7
500000.000000000000
PA
USD
500287.300000000000
0.0359131097
Long
ABS-CBDO
CORP
US
N
2
2031-11-25
Variable
1.898700000000
N
N
N
N
N
N
RADNOR REESSENT RMIR_21-2
N/A
RMIR_21-2
75049GAB5
725000.000000000000
PA
USD
714758.650000000000
0.0513089295
Long
ABS-CBDO
CORP
US
N
2
2031-11-25
Variable
3.748700000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
282923.000000000000
NS
USD
28029181.610000000000
2.0120740082
Long
EC
CORP
US
N
1
N
N
N
RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A
N/A
RPM_21-2A
76088LAA6
1056201.370000000000
PA
USD
1017122.240000000000
0.0730140912
Long
ABS-MBS
CORP
US
N
2
2030-03-25
Fixed
2.650000000000
N
N
N
N
N
N
RESIDENTIAL MORTGAGE TRUST RMLT_20-1
N/A
RMLT_20-1
76119CAC5
285288.740000000000
PA
USD
281584.410000000000
0.0202135289
Long
ABS-CBDO
CORP
US
N
2
2024-02-25
Variable
2.684000000000
N
N
N
N
N
N
RESIDEO FUNDING INC
N/A
RESIDEO FUNDING INC
76119LAB7
86000.000000000000
PA
USD
78263.200000000000
0.0056181216
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.000000000000
N
N
N
N
N
N
RITCHIE BROS HOLDINGS INC
N/A
RITCHIE BROS HOLDINGS INC
76774LAA5
84000.000000000000
PA
USD
81909.640000000000
0.0058798812
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
4.750000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
N/A
VMED O2 UK FINANCING I PLC
92858RAB6
64000.000000000000
PA
USD
60237.080000000000
0.0043241171
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.750000000000
N
N
N
N
N
N
VOLT LLC VOLT_21-NPL8
N/A
VOLT_21-NPL8
92872VAA1
1028378.830000000000
PA
USD
984240.090000000000
0.0706536470
Long
ABS-CBDO
CORP
US
N
2
2051-04-25
Variable
2.115700000000
N
N
N
N
N
N
ROBLOX CORP
N/A
ROBLOX CORPORATION
771049AA1
65000.000000000000
PA
USD
60775.520000000000
0.0043627690
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.875000000000
N
N
N
N
N
N
ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC
N/A
ROCKET MORTGAGE LLC/ROCKET MORT
77313LAB9
113000.000000000000
PA
USD
99110.410000000000
0.0071146380
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.000000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3
N/A
VOLT_21-NPL3
92873AAA6
1614330.100000000000
PA
USD
1549714.920000000000
0.1112462417
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
2.239500000000
N
N
N
N
N
N
VOLT_21-NPL2
N/A
VOLT_21-NPL2
92873CAA2
1355839.680000000000
PA
USD
1324102.860000000000
0.0950506863
Long
ABS-CBDO
CORP
US
N
2
2051-02-27
Variable
1.892500000000
N
N
N
N
N
N
ROCKPOINT GAS STORAGE CANADA LTD
N/A
ROCKPOINT GAS STORAGE CANADA LTD
77381WAA4
36000.000000000000
PA
USD
35976.200000000000
0.0025825505
Long
DBT
CORP
CA
N
2
2023-03-31
Fixed
7.000000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153AW2
25000.000000000000
PA
USD
22309.410000000000
0.0016014804
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.700000000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10
N/A
VOLT_21-NP10
92873EAA8
2848986.530000000000
PA
USD
2848009.040000000000
0.2044442483
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
1.991800000000
N
N
N
N
N
N
VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5
N/A
VOLT_21-NPL5
92873FAA5
995523.490000000000
PA
USD
969413.600000000000
0.0695893278
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Variable
2.115700000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BC5
26000.000000000000
PA
USD
27100.810000000000
0.0019454309
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.125000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BG6
48000.000000000000
PA
USD
45865.420000000000
0.0032924479
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.500000000000
N
N
N
N
N
N
VOLT_21-NP11
N/A
VOLT_21-NP11
92873HAA1
2342331.420000000000
PA
USD
2250728.230000000000
0.1615684623
Long
ABS-CBDO
CORP
US
N
2
2051-08-25
Variable
1.867800000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089AC4
425000.000000000000
PA
USD
467469.340000000000
0.0335572733
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.800000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BH4
55000.000000000000
PA
USD
51202.810000000000
0.0036755923
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.250000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BJ0
42000.000000000000
PA
USD
40812.510000000000
0.0029297249
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.500000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS_12-C9
92930RBB7
1379959.310000000000
PA
USD
1378569.830000000000
0.0989605962
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
2.870000000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS_12-C9
92930RBD3
55303.550000000000
PA
USD
55324.060000000000
0.0039714361
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
2.445000000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BK7
22000.000000000000
PA
USD
21026.100000000000
0.0015093580
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.375000000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP LLC
N/A
RYAN SPECIALTY GROUP LLC
78351MAA0
16000.000000000000
PA
USD
15178.560000000000
0.0010895925
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.375000000000
N
N
N
N
N
N
WFRBS_13-C15
N/A
WFRBS_13-C15
92938CAC1
655794.710000000000
PA
USD
660879.090000000000
0.0474411868
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
3.881000000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC
92939UAD8
300000.000000000000
PA
USD
269688.020000000000
0.0193595469
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.375000000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
WR GRACE HOLDINGS LLC
92943GAA9
132000.000000000000
PA
USD
123391.030000000000
0.0088576216
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.625000000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
WR GRACE HOLDINGS LLC
92943GAD3
61000.000000000000
PA
USD
59664.940000000000
0.0042830460
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.875000000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142103
110693.000000000000
NS
USD
16484401.560000000000
1.1833322992
Long
EC
CORP
US
N
1
N
N
N
WASTE PRO USA INC
N/A
WASTE PRO USA INC
94107JAA1
103000.000000000000
PA
USD
97234.390000000000
0.0069799679
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_19-2A
N/A
SCFET_19-2A
784034AC4
1275000.000000000000
PA
USD
1254375.980000000000
0.0900453442
Long
ABS-MBS
CORP
US
N
2
2026-08-20
Fixed
2.760000000000
N
N
N
N
N
N
SCF EQUIPMENT TRUST LLC SCFET_20-1
N/A
SCFET_20-1A
784054AE8
800000.000000000000
PA
USD
782394.560000000000
0.0561641713
Long
ABS-MBS
CORP
US
N
2
2028-08-21
Fixed
2.600000000000
N
N
N
N
N
N
SFO COMMERICAL MORTGAGE TRUST SFO-21-555
N/A
SFO_21-555
78432WAJ2
475000.000000000000
PA
USD
458581.670000000000
0.0329192722
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
3.297000000000
N
N
N
N
N
N
NAVIENT LLC
N/A
NAVIENT LLC
78442FEQ7
60000.000000000000
PA
USD
61017.510000000000
0.0043801402
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.500000000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454LAN0
75000.000000000000
PA
USD
77079.500000000000
0.0055331497
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.750000000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
4000.000000000000
PA
USD
3681.260000000000
0.0002642591
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
3.125000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC
78471RAB2
28000.000000000000
PA
USD
26744.510000000000
0.0019198539
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.625000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC
78471RAC0
53000.000000000000
PA
USD
49223.010000000000
0.0035334724
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
6.125000000000
N
N
N
N
N
N
SRS DISTRIBUTION INC
N/A
SRS DISTRIBUTION INC
78471RAD8
65000.000000000000
PA
USD
60301.590000000000
0.0043287479
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.000000000000
N
N
N
N
N
N
SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM
N/A
SPGN_22-TFLM
78473HAA4
4725000.000000000000
PA
USD
4692499.560000000000
0.3368509480
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
1.600000000000
N
N
N
N
N
N
SALESFORCE COM
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
22272.000000000000
NS
USD
4728791.040000000000
0.3394561309
Long
EC
CORP
US
N
1
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST SCART_21-AA
N/A
SCART_21-AA
80282YAF3
200000.000000000000
PA
USD
189001.740000000000
0.0135674846
Long
ABS-MBS
CORP
US
N
2
2026-11-16
Fixed
1.030000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE
N/A
WFCM_15-C28
94989JAY2
1067263.430000000000
PA
USD
1055836.560000000000
0.0757931976
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.290000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2Q5
2650000.000000000000
PA
USD
2388382.170000000000
0.1714499464
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068000000000
N
N
N
N
N
N
SANTANDER CONSUMER AUTO RECEIVABLES TRUST SCART_21-AA
N/A
SCART_21-AA
80282YAG1
175000.000000000000
PA
USD
165329.220000000000
0.0118681534
Long
ABS-MBS
CORP
US
N
2
2027-01-15
Fixed
1.570000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2
N/A
SDART_20-2
80285RAG3
925000.000000000000
PA
USD
917991.280000000000
0.0658979780
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Fixed
2.220000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-SDAL
N/A
WFCM_20-SDAL
95002GAG7
500000.000000000000
PA
USD
480061.950000000000
0.0344612335
Long
ABS-MBS
CORP
US
N
2
2037-02-15
Variable
2.531400000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
N/A
WFCM_21-FCMT
95003EAA4
750000.000000000000
PA
USD
741566.030000000000
0.0532332965
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
1.596600000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-FCMT
N/A
WFCM_21-FCMT
95003EAG1
625000.000000000000
PA
USD
613090.310000000000
0.0440106705
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
3.896600000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAN4
53000.000000000000
PA
USD
55114.920000000000
0.0039564230
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.125000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART_20-3
80285WAG2
3025000.000000000000
PA
USD
2955401.410000000000
0.2121534065
Long
ABS-MBS
CORP
US
N
2
2026-11-16
Fixed
1.640000000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
N/A
SCHAEFFLER VERWALTUNG ZWEI PIK
80627DAC0
38000.000000000000
PA
USD
37177.800000000000
0.0026688073
Long
DBT
CORP
DE
N
2
2026-09-15
Fixed
4.750000000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
N/A
WESCO DISTRIBUTION INC
95081QAP9
52000.000000000000
PA
USD
55197.620000000000
0.0039623596
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.250000000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958254AH7
51000.000000000000
PA
USD
51794.420000000000
0.0037180610
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.500000000000
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDINGS LP
N/A
SCIENTIFIC GAMES HOLDINGS LP/FINCO
80874DAA4
59000.000000000000
PA
USD
58138.660000000000
0.0041734821
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.625000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YAW0
82000.000000000000
PA
USD
84050.000000000000
0.0060335269
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.000000000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP
958254AL8
48000.000000000000
PA
USD
47521.420000000000
0.0034113238
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.500000000000
N
N
N
N
N
N
TRI POINTE HOLDINGS INC
N/A
TRI POINTE HOLDINGS INC
962178AN9
28000.000000000000
PA
USD
29082.120000000000
0.0020876592
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.875000000000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
WHITE CAP BUYER LLC
96350RAA2
75000.000000000000
PA
USD
71086.170000000000
0.0051029187
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.875000000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS PARTNERS LP
96949LAC9
1000000.000000000000
PA
USD
1078357.830000000000
0.0774098863
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.100000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBA7
66000.000000000000
PA
USD
68722.500000000000
0.0049332427
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.250000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBE9
20000.000000000000
PA
USD
20956.970000000000
0.0015043955
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.250000000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VE
N/A
WYNN LAS VEGAS LLC / CAPITAL CORP
983130AV7
15000.000000000000
PA
USD
15006.000000000000
0.0010772053
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.500000000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS FIN LLC/CAPITAL CORP
983133AB5
32000.000000000000
PA
USD
33277.850000000000
0.0023888495
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.750000000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIONAL
N/A
SCIENTIFIC GAMES INTERNATIONAL INC
80874YBG4
30000.000000000000
PA
USD
31575.020000000000
0.0022666119
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.625000000000
N
N
N
N
N
N
SCOTTS MIRACLE-GRO CO/THE
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE-GRO CO/THE
810186AW6
21000.000000000000
PA
USD
18601.330000000000
0.0013352959
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.375000000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAY6
900000.000000000000
PA
USD
899035.450000000000
0.0645372343
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.400000000000
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AR2
47000.000000000000
PA
USD
47143.840000000000
0.0033842192
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.375000000000
N
N
N
N
N
N
REVOLVING SINGLE FAMILY HOME NOTES ZILLO_21-1
N/A
ZILLO_21-1
98879EAA9
800000.000000000000
PA
USD
787560.320000000000
0.0565349953
Long
ABS-CBDO
CORP
US
N
2
2027-02-18
Fixed
2.252500000000
N
N
N
N
N
N
FRONT RANGE BIDCO INC
N/A
FRONT RANGE BIDCO INC
98919VAA3
48000.000000000000
PA
USD
44175.260000000000
0.0031711198
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
ZIGGO BOND COMPANY BV
N/A
ZIGGO BOND CO BV
98953GAD7
72000.000000000000
PA
USD
67039.190000000000
0.0048124064
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.125000000000
N
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
60645.000000000000
NS
USD
2989192.050000000000
0.2145790667
Long
EC
CORP
US
N
1
N
N
N
SCRIPPS ESCROW INC
N/A
SCRIPPS ESCROW INC
81104PAA7
14000.000000000000
PA
USD
14020.320000000000
0.0010064483
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.875000000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC
81105DAA3
9000.000000000000
PA
USD
8368.510000000000
0.0006007333
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.875000000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC
81105DAB1
18000.000000000000
PA
USD
17293.830000000000
0.0012414371
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.375000000000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
SELECT MEDICAL CORP
816196AT6
104000.000000000000
PA
USD
107422.480000000000
0.0077113197
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.250000000000
N
N
N
N
N
N
ZIGGO BOND FINANCE BV
N/A
ZIGGO BOND FINANCE BV
98954UAB9
53000.000000000000
PA
USD
53404.760000000000
0.0038336592
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.000000000000
N
N
N
N
N
N
ZIGGO BV
N/A
ZIGGO BV
98955DAA8
50000.000000000000
PA
USD
47067.660000000000
0.0033787506
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
81761LAB8
19000.000000000000
PA
USD
18314.230000000000
0.0013146865
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.500000000000
N
N
N
N
N
N
SHEA HOMES LP/SHEA HOMES FUNDING CORP
N/A
SHEA HOMES LP/SHEA HOMES FNDG CORP
82088KAE8
27000.000000000000
PA
USD
25648.460000000000
0.0018411740
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.750000000000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
SHIFT4 PAYMENTS LLC/SHIFT4 FIN
82453AAA5
68000.000000000000
PA
USD
66071.900000000000
0.0047429695
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.625000000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING COMPANY SRFC_18-2A
N/A
SRFC_18-2A
82653DAA7
171669.220000000000
PA
USD
173713.990000000000
0.0124700539
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Fixed
3.500000000000
N
N
N
N
N
N
ZI TECH LLC
N/A
ZI TECH LLC/ZI FIN CORP
98981BAA0
137000.000000000000
PA
USD
125328.510000000000
0.0089967035
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.875000000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
N/A
EPICOR SOFTWARE CORP 2ND LN 7.75
000000000
17000.000000000000
PA
USD
17318.750000000000
0.0012432260
Long
LON
CORP
US
N
2
2028-07-31
Variable
8.750000000000
N
N
N
N
N
N
DCERT BUYER INC
N/A
DIGICERT INC 2ND LN TL 7.0
000000000
36000.000000000000
PA
USD
35505.000000000000
0.0025487254
Long
LON
CORP
US
N
2
2029-02-19
Variable
7.457430000000
N
N
N
N
N
N
W R GRACE HOLDINGS LLC
N/A
WR GRACE & CO TLB 3.75
000000000
33915.000000000000
PA
USD
33575.850000000000
0.0024102414
Long
LON
CORP
US
N
2
2028-09-22
Variable
4.812500000000
N
N
N
N
N
N
SIERRA RECEIVABLES FUNDING CO LLC SRFC_18-3A
N/A
SRFC_18-3A
82653GAA0
118148.730000000000
PA
USD
119195.850000000000
0.0085564707
Long
ABS-MBS
CORP
US
N
2
2035-09-20
Fixed
3.690000000000
N
N
N
N
N
N
SIMMONS FOODS INC
N/A
SIMMONS FOODS INC/SIMMONS PREP
82873MAA1
28000.000000000000
PA
USD
26256.350000000000
0.0018848113
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.625000000000
N
N
N
N
N
N
SUNSET DEBT MERGER SUB INC
N/A
SPRINGS WINDOW FASHIONS TLB 4.0
000000000
65000.000000000000
PA
USD
62941.450000000000
0.0045182502
Long
LON
CORP
US
N
2
2028-10-06
Variable
4.750000000000
N
N
N
N
N
N
UKG INC
N/A
UKG - ULTIMATE INC TL 1LN 3.25
000000000
23127.040000000000
PA
USD
22916.820000000000
0.0016450833
Long
LON
CORP
US
N
2
2026-05-04
Variable
3.750000000000
N
N
N
N
N
N
UKG INC
N/A
UKG - ULTIMATE INC TL 2LN 5.25
000000000
45000.000000000000
PA
USD
44585.100000000000
0.0032005401
Long
LON
CORP
US
N
2
2027-05-03
Variable
5.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE JUN 22
000000000
240.000000000000
NC
USD
-811235.920000000000
-0.0582345475
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 5YR NOTE JUN 22
US 5YR NOTE JUN 22
2022-06-30
28336235.920000000000
USD
-811235.920000000000
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBC1
36000.000000000000
PA
USD
36527.300000000000
0.0026221112
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.500000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
N/A
SIRIUS XM RADIO INC
82967NBL1
39000.000000000000
PA
USD
36887.070000000000
0.0026479373
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.125000000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP
83001AAB8
52000.000000000000
PA
USD
52134.450000000000
0.0037424700
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.875000000000
N
N
N
N
N
N
SIX FLAGS THEME PARKS INC
N/A
SIX FLAGS THEME PARKS INC
83001WAC8
48000.000000000000
PA
USD
50247.100000000000
0.0036069867
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.000000000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
78422.000000000000
NS
USD
2822407.780000000000
0.2026064626
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
625000.000000000000
PA
USD
641433.070000000000
0.0460452548
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.400000000000
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon PLC
G0403H108
6557.000000000000
NS
USD
2135155.910000000000
0.1532721065
Long
EC
CORP
IE
N
1
N
N
N
GLOBALFOUNDRIES INC
549300BA76VK784VMX48
GLOBALFOUNDRIES Inc
G39387108
34649.000000000000
NS
USD
2162790.580000000000
0.1552558605
Long
EC
CORP
KY
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
130789.002000000000
NS
USD
14511039.770000000000
1.0416745790
Long
EC
CORP
IE
N
1
N
N
N
WILLIS TOWERS WATSON PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
G96629103
28394.000000000000
NS
USD
6707230.680000000000
0.4814783644
Long
EC
CORP
IE
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
247983.000000000000
NS
USD
11357621.400000000000
0.8153065306
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY COMPANY
845467AT6
109000.000000000000
PA
USD
108872.820000000000
0.0078154323
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000
N
N
N
N
N
N
TE CONNECTIVITY LTD
894500ZRIX9K13RHXR17
TE Connectivity Ltd
H84989104
95725.000000000000
NS
USD
12538060.500000000000
0.9000443180
Long
EC
CORP
CH
N
1
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE JUN 22
000000000
60.000000000000
NC
USD
-176248.290000000000
-0.0126519785
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 2YR NOTE JUN 22
US 2YR NOTE JUN 22
2022-06-30
12891560.850000000000
USD
-176248.290000000000
N
N
N
ONEMAIN FINANCE CORP
N/A
SPRINGLEAF FINANCE CORP
85172FAS8
13000.000000000000
PA
USD
13704.240000000000
0.0009837585
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.875000000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
N/A
SPRINT CAPITAL CORPORATION
852060AT9
47000.000000000000
PA
USD
63291.610000000000
0.0045433864
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
86000.000000000000
PA
USD
97120.570000000000
0.0069717974
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.625000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AN2
60000.000000000000
PA
USD
58236.870000000000
0.0041805321
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 10YR NOTE JUN 22
000000000
930.000000000000
NC
USD
-3169415.130000000000
-0.2275163754
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 10YR NOTE JUN 22
US 10YR NOTE JUN 22
2022-06-21
117443165.130000000000
USD
-3169415.130000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US ULTRA T-BOND JUN 22
000000000
37.000000000000
NC
USD
115211.820000000000
0.0082704772
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US ULTRA T-BOND JUN 22
US ULTRA T-BOND JUN 22
2022-06-21
6438413.180000000000
USD
115211.820000000000
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128LXB90
60114.980000000000
PA
USD
65090.730000000000
0.0046725362
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M4XX6
11079.910000000000
PA
USD
12000.030000000000
0.0008614218
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M5R93
189942.320000000000
PA
USD
209683.110000000000
0.0150520961
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M6JM1
14391.450000000000
PA
USD
15589.630000000000
0.0011191011
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M6VG0
15391.900000000000
PA
USD
16663.880000000000
0.0011962162
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M73M6
23825.730000000000
PA
USD
25790.160000000000
0.0018513459
Long
ABS-MBS
USGA
US
N
2
2039-09-01
Fixed
5.000000000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC
855030AP7
6000.000000000000
PA
USD
5340.890000000000
0.0003833956
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.750000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAA5
123043.060000000000
PA
USD
122199.330000000000
0.0087720754
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Variable
2.610000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7E44
1049.630000000000
PA
USD
1136.200000000000
0.0000815621
Long
ABS-MBS
USGA
US
N
2
2038-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC GOLD
N/A
FGOLD 30YR GIANT
3128M7HT6
16175.040000000000
PA
USD
17511.200000000000
0.0012570410
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
5.000000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1
N/A
STAR_2019-INV1
85572JAC1
557773.910000000000
PA
USD
552596.370000000000
0.0396681148
Long
ABS-CBDO
CORP
US
N
2
2049-09-27
Variable
2.916000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL STAR_20-2
N/A
STAR_20-2
85573DAC3
975000.000000000000
PA
USD
970899.830000000000
0.0696960168
Long
ABS-CBDO
CORP
US
N
2
2060-04-25
Variable
3.000000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1
N/A
STAR_20-INV1
85573EAC1
203618.770000000000
PA
USD
197366.640000000000
0.0141679587
Long
ABS-CBDO
CORP
US
N
2
2055-11-25
Variable
1.593000000000
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4
N/A
STAR_21-4
85573PAD4
525000.000000000000
PA
USD
474316.290000000000
0.0340487814
Long
ABS-CBDO
CORP
US
N
2
2056-08-25
Variable
2.400000000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477103
148721.000000000000
NS
USD
12956573.520000000000
0.9300872633
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477BP7
1461000.000000000000
PA
USD
1321786.920000000000
0.0948844366
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
2.200000000000
N
N
N
N
N
N
STEVENS HOLDING COMPANY INC
N/A
ALTRA INDUSTRIAL MOTION CORP
86024TAA5
12000.000000000000
PA
USD
12387.530000000000
0.0008892385
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.125000000000
N
N
N
N
N
N
SWITCH INC
549300EZ98N5Y55J4X37
SWITCH LTD
87105NAA8
6000.000000000000
PA
USD
5823.100000000000
0.0004180111
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.750000000000
N
N
N
N
N
N
SWITCH INC
549300EZ98N5Y55J4X37
SWITCH LTD
87105NAC4
35000.000000000000
PA
USD
34431.930000000000
0.0024716951
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
192705.000000000000
NS
USD
15734363.250000000000
1.1294908204
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
95358.000000000000
NS
USD
12239199.300000000000
0.8785905752
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABS3
68000.000000000000
PA
USD
62094.430000000000
0.0044574469
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABT1
37000.000000000000
PA
USD
33368.430000000000
0.0023953518
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABW4
17000.000000000000
PA
USD
16006.770000000000
0.0011490455
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACE3
64000.000000000000
PA
USD
60312.520000000000
0.0043295325
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACM5
1000000.000000000000
PA
USD
854208.450000000000
0.0613193294
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.400000000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOFTWARE INC.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
71507.000000000000
NS
USD
10993486.180000000000
0.7891670941
Long
EC
CORP
US
N
1
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
199188.000000000000
NS
USD
7399834.200000000000
0.5311968885
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES PARTNERS LP/TARG
N/A
TARGA RESOURCES PARTNERS LP/TARGA
87612BBQ4
109000.000000000000
PA
USD
113255.270000000000
0.0081300264
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.500000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724LAA3
36000.000000000000
PA
USD
36545.940000000000
0.0026234493
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.875000000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
TAYLOR MORRISON COMMUNITIES INC
87724RAJ1
39000.000000000000
PA
USD
38125.690000000000
0.0027368516
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.125000000000
N
N
N
N
N
N
TEACHERS INS & ANN ASSOC OF AMER
N/A
TEACHERS INSURANCE & ANNUITY
878091BD8
460000.000000000000
PA
USD
510956.190000000000
0.0366789756
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.900000000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369AG1
27000.000000000000
PA
USD
26378.210000000000
0.0018935591
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.250000000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/TEMPO ACQUISITION FINANCE CORP
N/A
TEMPO ACQUISITION LLC/TEMPO FIN
88023JAD8
55000.000000000000
PA
USD
55634.450000000000
0.0039937174
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.750000000000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL INC
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC
88023UAJ0
19000.000000000000
PA
USD
16293.400000000000
0.0011696213
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.875000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCS7
19000.000000000000
PA
USD
19087.170000000000
0.0013701720
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.625000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GCX6
61000.000000000000
PA
USD
62650.890000000000
0.0044973924
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.250000000000
N
N
N
N
N
N
TENET HLTHCR CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORPORATION
88033GDA5
35000.000000000000
PA
USD
35180.620000000000
0.0025254398
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.125000000000
N
N
N
N
N
N
2022-04-27
Columbia Funds Variable Series Trust II
Martha Skinner
Martha Skinner
Assistant Treasurer
XXXX