0001752724-24-269316.txt : 20241126
0001752724-24-269316.hdr.sgml : 20241126
20241126102145
ACCESSION NUMBER: 0001752724-24-269316
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240930
FILED AS OF DATE: 20241126
DATE AS OF CHANGE: 20241126
PERIOD START: 20250331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TIAA-CREF FUNDS
CENTRAL INDEX KEY: 0001084380
ORGANIZATION NAME:
IRS NUMBER: 134055167
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09301
FILM NUMBER: 241499029
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE.
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129166746
MAIL ADDRESS:
STREET 1: 730 THIRD AVE.
CITY: NEW YORK
STATE: NY
ZIP: 10017
FORMER COMPANY:
FORMER CONFORMED NAME: TIAA CREF INSTITUTIONAL MUTUAL FUNDS
DATE OF NAME CHANGE: 19990415
0001084380
S000012198
Nuveen Core Plus Bond Fund
C000033283
Class A
TCBPX
C000033284
Retirement Class
TCBRX
C000033285
Class R6
TIBFX
C000079574
Premier Class
TBPPX
C000162569
Class I
TCBHX
C000202758
Class W
TCBWX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001084380
XXXXXXXX
S000012198
C000033283
C000033284
C000033285
C000079574
C000162569
C000202758
TIAA-CREF Funds
811-09301
0001084380
549300L8R42TEBN5NG46
730 Third Avenue
New York
10017
800-842-2733
Nuveen Core Plus Bond Fund
S000012198
0MUK3R86NU2905A9L154
2025-03-31
2024-09-30
N
5210268546.00
402751893.00
4807516653.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
44347415.00000000
0.00000000
0.00000000
41483550.00000000
USD
UST
Bloomberg US Aggregate
LFI:LHMN0001
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc
438516CT1
4100000.00000000
PA
USD
4276153.47000000
0.088947241968
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
854850.71000000
PA
USD
857410.45000000
0.017834788974
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc
737446AV6
2000000.00000000
PA
USD
2032636.00000000
0.042280373563
Long
DBT
CORP
US
Y
2
2033-03-01
Fixed
6.37500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays plc
06738ECN3
4525000.00000000
PA
USD
5094760.85000000
0.105974897597
Long
DBT
CORP
GB
N
2
N/A
Fixed
9.62500000
N
N
N
N
Y
Barclays PLC
BARCLAYS PLC 9.625 12/30/2049
USD
XXXX
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc
931427AW8
490000.00000000
PA
USD
489060.18000000
0.010172823420
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
8.12500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
350000.00000000
PA
USD
322715.56000000
0.006712728905
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBX6
1250000.00000000
PA
USD
1195377.56000000
0.024864761711
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DPBM9
488641.97000000
PA
USD
441403.78000000
0.009181534082
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABN4
3000000.00000000
PA
USD
2177839.41000000
0.045300714842
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
1000000.00000000
PA
USD
851951.30000000
0.017721234506
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AM4
715000.00000000
PA
USD
645073.51000000
0.013418019251
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
1285000.00000000
PA
USD
1105472.74000000
0.022994673129
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
8400000.00000000
PA
USD
8411600.40000000
0.174967680969
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
2000000.00000000
PA
USD
1956544.20000000
0.040697606294
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2024-C63
N/A
Wells Fargo Commercial Mortgage Trust
94990FAH4
2000000.00000000
PA
USD
2108029.20000000
0.043848609420
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
5.82000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust
55352NAN7
4310000.00000000
PA
USD
3908448.51000000
0.081298699351
Long
ABS-MBS
CORP
US
Y
2
2035-06-07
Variable
3.57714200
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc
76173FAW7
669.55000000
PA
USD
670.18000000
0.000013940253
Long
LON
CORP
US
N
2
2026-02-05
Variable
3.25000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
IWUQB36BXD6OWD6X4T14
American Airlines, Inc
02376CBJ3
562500.00000000
PA
USD
579138.75000000
0.012046526133
Long
LON
CORP
KY
N
2
2028-04-20
Variable
10.29360000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
3000000.00000000
PA
USD
2883620.40000000
0.059981495814
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QBA6
5000000.00000000
PA
USD
4627413.50000000
0.096253717542
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.65417700
N
N
N
N
N
N
TCW CLO 2021-2, Ltd.
N/A
TCW CLO Ltd
87301QAA3
2500000.00000000
PA
USD
2469395.00000000
0.051365292691
Long
ABS-O
CORP
KY
Y
2
2034-07-25
Variable
6.98488000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
4125000.00000000
PA
USD
4492265.25000000
0.093442531232
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Structured Agency Credit Risk Debt Note (STACR)
35564KSJ9
1085000.00000000
PA
USD
1149548.39000000
0.023911480146
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
10.03012000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31384VP48
215.28000000
PA
USD
220.88000000
0.000004594471
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654FAQ1
4263630.67000000
PA
USD
124029.02000000
0.002579897875
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
0.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
2000000.00000000
PA
USD
1998593.40000000
0.041572261611
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.83900000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
1425000.00000000
PA
USD
1053680.34000000
0.021917351848
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05608BAL4
3000000.00000000
PA
USD
2952821.40000000
0.061420929205
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
7.04330000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co, Inc
17136MAA0
1875000.00000000
PA
USD
1638370.88000000
0.034079359433
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.30000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AJ5
600000.00000000
PA
USD
592331.12000000
0.012320937455
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NAH8
2244897.08000000
PA
USD
1998051.56000000
0.041560990927
Long
ABS-CBDO
CORP
US
Y
2
2052-05-01
Variable
2.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
1345000.00000000
PA
USD
1285579.38000000
0.026741028118
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
ALAMO RE LTD
5493003E22VRD25G0S03
Alamo Re Ltd
011395AH3
1000000.00000000
PA
USD
1029200.00000000
0.021408142171
Long
DBT
CORP
BM
Y
2
2025-06-07
Variable
12.12392100
N
N
N
N
N
N
CD&R Smokey Buyer Inc
N/A
CD&R Smokey Buyer, Inc
12515KAA6
1000000.00000000
PA
USD
1000950.00000000
0.020820520702
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
McGraw-Hill Education Inc
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc
58064LAA2
1145000.00000000
PA
USD
1188021.09000000
0.024711741544
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
7.37500000
N
N
N
N
N
N
Sedgwick Claims Management Services Inc
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc
81527CAP2
2987500.00000000
PA
USD
2985349.00000000
0.062097528006
Long
LON
CORP
US
N
2
2031-07-31
Variable
8.25210000
N
N
N
N
N
N
Elmwood CLO 26 Ltd
N/A
Elmwood CLO 26 Ltd
29004CAJ7
3250000.00000000
PA
USD
3313787.75000000
0.068929303613
Long
ABS-O
CORP
KY
Y
2
2037-04-18
Variable
8.89149000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-3162477.11000000
-0.06578192730
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
2443999.99000000
USD
40000000.00000000
USD
-720918.30000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFT7
2925000.00000000
PA
USD
3037386.75000000
0.063179952753
Long
DBT
CORP
US
N
2
2035-07-19
Fixed
5.32000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
Onslow Bay Mortgage Loan Trust
670857AD3
2700000.00000000
PA
USD
1686820.41000000
0.035087146478
Long
ABS-CBDO
CORP
US
Y
2
2061-05-25
Variable
2.45100000
N
N
N
N
N
N
HAT Holdings I LLC / HAT Holdings II LLC
N/A
HAT Holdings I LLC
418751AL7
800000.00000000
PA
USD
847505.60000000
0.017628760567
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
8.00000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
N/A
Alliant Holdings Intermediate LLC
01883LAG8
2000000.00000000
PA
USD
2020973.36000000
0.042037781787
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
2200000.00000000
PA
USD
2001236.03000000
0.041627230323
Long
DBT
CORP
MY
Y
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd
69689QAG0
2500000.00000000
PA
USD
2508432.50000000
0.052177302359
Long
ABS-O
CORP
KY
Y
2
2035-04-20
Variable
8.33201000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDZ6
800000.00000000
PA
USD
809820.57000000
0.016844883303
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
03523TBY3
5000000.00000000
PA
USD
5210846.95000000
0.108389576700
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAL8
2250000.00000000
PA
USD
2045355.98000000
0.042544958814
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
4.10398600
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654VAC7
991530.68000000
PA
USD
842941.97000000
0.017533833595
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.92660000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
2525000.00000000
PA
USD
2304626.33000000
0.047937979134
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
Limak Cimento Sanayi ve Ticaret AS
789000EEUQIGHI88WH47
Limak Cimento Sanayi ve Ticaret AS.
53263AAA6
1500000.00000000
PA
USD
1469478.00000000
0.030566259174
Long
DBT
CORP
TR
Y
2
2029-07-25
Fixed
9.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
081916AB4
2000000.00000000
PA
USD
2037333.20000000
0.042378078892
Long
ABS-MBS
USGSE
US
N
2
2056-04-15
Fixed
5.62600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EKT6
33746440.56000000
PA
USD
33188416.51000000
0.690344285948
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ68
17564663.09000000
PA
USD
17274210.66000000
0.359316709786
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBL1
590000.00000000
PA
USD
570033.77000000
0.011857135630
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AU3
1650000.00000000
PA
USD
1683949.31000000
0.035027425416
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
283.04000000
PA
USD
283.55000000
0.000005898055
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
1390000.00000000
PA
USD
1197429.62000000
0.024907446118
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YGU0
3528118.10000000
PA
USD
3379041.00000000
0.070286620804
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AD3
440000.00000000
PA
USD
404264.52000000
0.008409009249
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
3.53100000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
450000.00000000
PA
USD
450632.25000000
0.009373493271
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBK3
1050000.00000000
PA
USD
1143193.38000000
0.023779291108
Long
DBT
CORP
CL
Y
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
18000000.00000000
PA
867400.71000000
0.018042593975
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000ABA4
1300000.00000000
PA
USD
1260095.46000000
0.026210943215
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.81756500
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
4045000.00000000
PA
USD
4139866.66000000
0.086112372744
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment, Inc
12768EAG1
1559250.00000000
PA
USD
1562290.54000000
0.032496830541
Long
LON
CORP
US
N
2
2030-02-06
Variable
7.59540000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92939KAE8
3702646.89000000
PA
USD
3694168.57000000
0.076841513751
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
Ulker Biskuvi Sanayi AS
7890009HEU9BS7J3DA93
Ulker Biskuvi Sanayi AS.
903742AB0
1800000.00000000
PA
USD
1869100.20000000
0.038878704639
Long
DBT
CORP
TR
Y
2
2031-07-08
Fixed
7.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
81460.55000000
PA
USD
85363.77000000
0.001775631290
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings, Inc
29267YAV4
472458.33000000
PA
USD
473639.48000000
0.009852061140
Long
LON
CORP
US
N
2
2027-12-22
Variable
6.91990000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655NBX7
2817302.32000000
PA
USD
2439109.07000000
0.050735322330
Long
ABS-CBDO
CORP
US
Y
2
2052-12-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4EA6
1038243.57000000
PA
USD
1001323.01000000
0.020828279593
Long
ABS-CBDO
USGSE
US
N
2
2048-04-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CKS7
3719530.15000000
PA
USD
4076526.93000000
0.084794858223
Long
ABS-CBDO
USGSE
US
N
2
2053-08-20
Variable
2.35790000
N
N
N
N
N
N
TRONOX FINANCE LLC
549300LMZ1DX1PWSP524
Tronox Finance LLC
89705DAG7
291489.63000000
PA
USD
291878.77000000
0.006071300238
Long
LON
CORP
US
N
2
2031-09-30
Variable
7.10370000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
265000.00000000
PA
USD
261022.62000000
0.005429468868
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
Closure Systems International Group Inc
549300E17L7BO8C0M603
Closure Systems International Group, Inc
13763HAD4
1246875.00000000
PA
USD
1252591.92000000
0.026054863881
Long
LON
CORP
US
N
2
2029-03-22
Variable
8.84540000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754NAK1
15820000.00000000
PA
USD
16826294.38000000
0.349999710755
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
9.13012000
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
Hestia Re Ltd
42815KAA0
1250000.00000000
PA
USD
1150000.00000000
0.023920873977
Long
DBT
CORP
BM
Y
2
2025-04-22
Variable
14.68192100
N
N
N
N
N
N
EAB Global Inc
254900WJRUVZKYEF1M36
EAB Global, Inc
26835CAC3
963770.58000000
PA
USD
961481.62000000
0.019999548403
Long
LON
CORP
US
N
2
2028-08-16
Variable
8.09540000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
225401AT5
5900000.00000000
PA
USD
5642406.00000000
0.117366332916
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
1500000.00000000
PA
USD
1456752.90000000
0.030301567423
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AJ5
4100000.00000000
PA
USD
3601819.13000000
0.074920575215
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4ST0
3454824.57000000
PA
USD
3322737.64000000
0.069115468126
Long
ABS-CBDO
USGSE
US
N
2
2048-03-15
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAN0
1000000.00000000
PA
USD
1007740.00000000
0.020961757862
Long
DBT
NUSS
RO
Y
2
2027-11-25
Fixed
5.25000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
1690000.00000000
PA
USD
1561690.98000000
0.032484359238
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Myers Park CLO LTD
N/A
Myers Park CLO Ltd
62848FAE2
1730000.00000000
PA
USD
1733695.28000000
0.036062179398
Long
ABS-O
CORP
KY
Y
2
2030-10-20
Variable
7.14362000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
475000.00000000
PA
USD
466112.73000000
0.009695499020
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
BO7663400
3000000.00000000
PA
USD
2815350.00000000
0.058561419610
Long
DBT
CORP
IL
Y
2
2031-04-07
Fixed
3.07700000
N
N
N
N
Y
Mizrahi Tefahot Bank Ltd
Mizrahi Tefahot Bank Ltd 3.077 04/07/2031
USD
XXXX
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642NBJ4
1100000.00000000
PA
USD
1049169.99000000
0.021823533140
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.64852900
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc
55903VBE2
8100000.00000000
PA
USD
6247324.42000000
0.129949095779
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383V7U6
2378260.03000000
PA
USD
2203356.84000000
0.045831496779
Long
ABS-CBDO
USGSE
US
N
2
2053-02-20
Fixed
4.50000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAH3
5100000.00000000
PA
USD
4855936.44000000
0.101007168367
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG, Inc
89841EAB1
1618218.72000000
PA
USD
1620241.49000000
0.033702254343
Long
LON
CORP
US
N
2
2031-02-10
Variable
8.55460000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWNA4
2085147.42000000
PA
USD
272516.67000000
0.005668553843
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BW0
3000000.00000000
PA
USD
2963560.80000000
0.061644316887
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
12350000.00000000
PA
USD
9907339.81000000
0.206080197430
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCU7
5500000.00000000
PA
USD
5496640.71000000
0.114334304106
Long
DBT
CORP
US
N
2
2054-09-27
Fixed
5.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654FAS7
2091641.48000000
PA
USD
1787657.58000000
0.037184636248
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34314700
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661EJ2
3300000.00000000
PA
USD
2793935.36000000
0.058115978823
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
OBX 2022-J2 Trust
N/A
OBX Trust
67115QAA1
3777521.17000000
PA
USD
3435819.83000000
0.071467663619
Long
ABS-CBDO
USGSE
US
Y
2
2052-08-25
Variable
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CE9
550000.00000000
PA
USD
522238.34000000
0.010862954362
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAC3
2262500.02000000
PA
USD
2245285.79000000
0.046703650804
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422LAV2
2502017.63000000
PA
USD
2512813.84000000
0.052268437560
Long
LON
CORP
US
N
2
2030-05-17
Variable
8.59553000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687HAB3
192500.00000000
PA
USD
192439.36000000
0.004002884938
Long
LON
CORP
US
N
2
2027-11-30
Variable
8.46100000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
980000.00000000
PA
USD
946010.66000000
0.019677740677
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833DN7
10350000.00000000
PA
USD
10016132.18000000
0.208343161406
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
25160PAM9
2450000.00000000
PA
USD
2521398.54000000
0.052447005845
Long
DBT
CORP
DE
N
2
2027-09-09
Fixed
5.37100000
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321847
500000.00000000
PA
USD
476405.00000000
0.009909586058
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
1365000.00000000
PA
USD
1118394.51000000
0.023263455765
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374FY45
6.72000000
PA
USD
6.71000000
0.000000139573
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
9.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
5000000.00000000
PA
USD
4397261.00000000
0.091466370631
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
CIFC Funding Ltd
5493006JGTCIL6LCS728
CIFC Funding Ltd
12552FAU7
1500000.00000000
PA
USD
1503592.50000000
0.031275866700
Long
ABS-O
CORP
KY
Y
2
2035-01-17
Variable
7.84738000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAB9
2077581.30000000
PA
USD
1933412.97000000
0.040216459131
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
3.95000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267BAD9
3518963.63000000
PA
USD
3046404.47000000
0.063367528183
Long
ABS-CBDO
CORP
US
Y
2
2052-08-26
Variable
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
1700000.00000000
PA
USD
1558677.25000000
0.032421671363
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
1512973.38000000
PA
USD
1515578.28000000
0.031525180033
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bank
N/A
BANK
06540BAJ8
3000000.00000000
PA
USD
2066655.00000000
0.042987994616
Long
ABS-MBS
CORP
US
Y
2
2052-10-17
Fixed
2.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Countrywide Alternative Loan Trust
12667F5M3
24200.17000000
PA
USD
9796.46000000
0.000203773813
Long
ABS-CBDO
CORP
US
N
2
2056-12-25
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2M5
2150000.00000000
PA
USD
1997477.22000000
0.041549044219
Long
DBT
CORP
FR
Y
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
AGL CLO 19 Ltd
N/A
AGL CLO 19 Ltd
001210AC7
2100000.00000000
PA
USD
2106094.20000000
0.043808359949
Long
ABS-O
CORP
JE
Y
2
2035-07-21
Variable
8.03201000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08576PAH4
5375000.00000000
PA
USD
5172196.20000000
0.107585611726
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
600000.00000000
PA
USD
573225.56000000
0.011923527288
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12630DBB9
4543415.51000000
PA
USD
4366506.27000000
0.090826648874
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.58467200
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
571371.70000000
PA
USD
521985.64000000
0.010857698010
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BS1
600000.00000000
PA
USD
449071.58000000
0.009341030149
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBF7
1800000.00000000
PA
USD
1297021.75000000
0.026979038110
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
TransCanada Trust
89356BAE8
2000000.00000000
PA
USD
1931358.20000000
0.040173718354
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
1165000.00000000
PA
USD
1154562.66000000
0.024015780772
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAC3
401633.69000000
PA
USD
394369.46000000
0.008203184480
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
Zelis Payments Buyer Inc
549300U8NGLZN5R1Y309
Zelis Payments Buyer, Inc
98932TAG8
2487500.00000000
PA
USD
2488930.31000000
0.051771641985
Long
LON
CORP
US
N
2
2029-09-28
Variable
7.59540000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AJ0
875000.00000000
PA
USD
809375.00000000
0.016835615108
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II S.A.
90363PAA4
1465009.29000000
PA
USD
1269412.53000000
0.026404745352
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAE2
5875000.00000000
PA
USD
5613482.01000000
0.116764691943
Long
ABS-O
CORP
US
Y
2
2046-03-26
Fixed
1.87700000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448JAN7
3686868.61000000
PA
USD
3424677.32000000
0.071235890943
Long
ABS-CBDO
USGSE
US
Y
2
2052-10-25
Variable
4.00000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282GAD9
41463.41000000
PA
USD
41544.47000000
0.000864156548
Long
LON
CORP
US
N
2
2028-11-30
Variable
7.58770000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc
74168LAA4
1500000.00000000
PA
USD
1438150.55000000
0.029914624405
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAW5
8375000.00000000
PA
USD
7911332.45000000
0.164561727416
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421GAJ2
3000000.00000000
PA
USD
2595131.40000000
0.053980705368
Long
ABS-MBS
CORP
US
Y
2
2039-07-10
Variable
3.55789700
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
362925CB3
2490224.88000000
PA
USD
2155938.34000000
0.044845155942
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654WBS9
5821536.19000000
PA
USD
4841640.08000000
0.100709793214
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260RAD1
965695.53000000
PA
USD
805741.20000000
0.016760029307
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
4125000.00000000
PA
USD
4025076.12000000
0.083724642274
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DQ6
1750000.00000000
PA
USD
1539739.04000000
0.032027742203
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
4.20000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
N/A
1884686.16000000
PA
USD
1890773.70000000
0.039329529910
Long
LON
CORP
PA
N
2
2028-10-18
Variable
7.59540000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AF3
1050000.00000000
PA
USD
1037837.33000000
0.021587805199
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
3300000.00000000
PA
USD
3291246.68000000
0.068460432226
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
7000000.00000000
PA
USD
6803340.60000000
0.141514654884
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
324719.43000000
PA
USD
325636.34000000
0.006773483349
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Alterra Mountain Co
549300C5O4FSVNUEI843
Alterra Mountain Co
46124CAN7
393949.36000000
PA
USD
395343.94000000
0.008223454405
Long
LON
CORP
US
N
2
2028-08-17
Variable
8.09540000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
2815000.00000000
PA
USD
3067848.93000000
0.063813589248
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
8.62500000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg S.A.
87089NAA8
900000.00000000
PA
USD
913621.50000000
0.019004021534
Long
DBT
CORP
LU
Y
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
1836521.71000000
PA
USD
218384.47000000
0.004542562943
Long
ABS-CBDO
USGSE
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38382DUC1
2679395.23000000
PA
USD
434386.23000000
0.009035563708
Long
ABS-CBDO
USGSE
US
N
2
2050-03-20
Variable
1.02466000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECV1
3250000.00000000
PA
USD
3534723.40000000
0.073524933039
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.00000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
1675000.00000000
PA
USD
1766957.50000000
0.036754058852
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
1200000.00000000
PA
USD
1103073.52000000
0.022944767530
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
2830000.00000000
PA
USD
2630741.96000000
0.054721432079
Long
DBT
CORP
CA
Y
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
325095.84000000
PA
USD
334786.61000000
0.006963815919
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
INSTRUCTURE HOLDINGS INC
N/A
Instructure Holdings, Inc
45783UAB7
1964735.54000000
PA
USD
1968419.42000000
0.040944619895
Long
LON
CORP
US
N
2
2028-10-30
Variable
8.07360000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC
00489LAF0
2550000.00000000
PA
USD
2408964.35000000
0.050108289245
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852FAW6
1635302.33000000
PA
USD
1362084.85000000
0.028332400037
Long
ABS-CBDO
CORP
US
Y
2
2051-06-01
Variable
2.50000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
4630000.00000000
PA
USD
4544448.57000000
0.094527983947
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFSL6
8066775.38000000
PA
USD
7047879.94000000
0.146601259001
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300ZVNWG0TX42H716
Wells Fargo Commercial Mortgage Trust
94989VAZ2
1200000.00000000
PA
USD
1120584.60000000
0.023309011302
Long
ABS-MBS
CORP
US
Y
2
2057-09-15
Fixed
3.15300000
N
N
N
N
N
N
Utz Quality Foods LLC
549300K2HU2ISL0R2Q75
Utz Quality Foods LLC
91809EAF8
182554.83000000
PA
USD
182982.92000000
0.003806183799
Long
LON
CORP
US
N
2
2028-01-20
Variable
7.35370000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAX8
880000.00000000
PA
USD
883633.52000000
0.018380248760
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AF4
525000.00000000
PA
USD
552951.53000000
0.011501812056
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-2332326.87000000
-0.04851417141
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
2009245.00000000
USD
29500000.00000000
USD
-323599.38000000
N
N
N
PennyMac Financial Services Inc
549300W1D516HBDEU871
PennyMac Financial Services, Inc
70932MAD9
350000.00000000
PA
USD
373211.30000000
0.007763078673
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
7.87500000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP
315289AA6
1645000.00000000
PA
USD
1641177.68000000
0.034137743006
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
6910752.68000000
PA
USD
6939734.51000000
0.144351751869
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
875000.00000000
PA
USD
695141.28000000
0.014459466917
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CX5
2025000.00000000
PA
USD
2035927.73000000
0.042348844048
Long
DBT
CORP
DE
N
2
2030-09-11
Fixed
4.99900000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc
185899AP6
1125000.00000000
PA
USD
1137364.55000000
0.023658047014
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
32225379.37000000
PA
USD
29403501.19000000
0.611615170831
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4CDPWRMWB65
Structured Agency Credit Risk Debt Note (STACR)
35564KWT2
10590000.00000000
PA
USD
11112995.62000000
0.231158754552
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.63012000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
035240AQ3
5580000.00000000
PA
USD
5725365.42000000
0.119091951900
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Israel Government International Bond
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRN9
1500000.00000000
PA
USD
1524195.00000000
0.031704414358
Long
DBT
NUSS
IL
N
2
2029-03-12
Fixed
5.37500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473PAL9
8135000.00000000
PA
USD
6867758.90000000
0.142854604480
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AU0
1375000.00000000
PA
USD
1414473.50000000
0.029422123771
Long
DBT
NUSS
CI
Y
2
2037-01-30
Fixed
8.25000000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding, Inc
76090LAG9
356093.42000000
PA
USD
357873.89000000
0.007444048889
Long
LON
CORP
US
N
2
2028-02-11
Variable
6.85530000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAY4
725000.00000000
PA
USD
684861.06000000
0.014245630528
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830CE7
1275000.00000000
PA
USD
1319715.93000000
0.027451094302
Long
DBT
CORP
US
N
2
2064-02-15
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BN4W3
2097434.13000000
PA
USD
1938526.23000000
0.040322818825
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
1500000.00000000
PA
USD
1298271.00000000
0.027005023460
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ76
8581558.28000000
PA
USD
8587086.00000000
0.178617914815
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
HB Fuller Co
JSMX3Z5FOYM8V0Q52357
H.B. Fuller Co
40409VAV6
197507.50000000
PA
USD
198125.70000000
0.004121165131
Long
LON
CORP
US
N
2
2030-02-15
Variable
6.84540000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754QAF5
800000.00000000
PA
USD
883277.76000000
0.018372848681
Long
ABS-CBDO
USGSE
US
Y
2
2043-05-25
Variable
10.61341000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAB9
394592.48000000
PA
USD
23675.55000000
0.000492469432
Long
LON
CORP
US
N
2
2027-10-18
Variable
12.07920000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
2000000.00000000
PA
USD
2123639.38000000
0.044173313027
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust
466275AA2
26758.14000000
PA
USD
25389.46000000
0.000528120063
Long
ABS-CBDO
CORP
US
N
2
2047-04-25
Variable
5.52926000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
29290WAA5
1450000.00000000
PA
USD
1370497.95000000
0.028507398911
Long
DBT
CORP
IL
Y
2
2033-09-30
Fixed
8.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17291HAL8
3400000.00000000
PA
USD
3365839.18000000
0.070012012915
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
7.11148000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
3055000.00000000
PA
USD
3037822.04000000
0.063189007116
Long
DBT
CORP
US
N
2
N/A
Fixed
6.66900000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBG8
1521000.00000000
PA
USD
1527615.51000000
0.031775563565
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBS4
2000000.00000000
PA
USD
2000180.62000000
0.041605276993
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
53499.54000000
PA
USD
53650.62000000
0.001115973669
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Hunt Oil Co of Peru LLC Sucursal Del Peru
549300SVO0550J3IKN50
Hunt Oil Co of Peru LLC Sucursal Del Peru
445640AC9
775000.00000000
PA
USD
871871.90000000
0.018135598125
Long
DBT
CORP
PE
Y
2
2033-09-18
Fixed
8.55000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PFJ6
950000.00000000
PA
USD
991504.69000000
0.020624051075
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.15000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003KAS1
1162748.23000000
PA
USD
1008112.60000000
0.020969508225
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
3.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918KAS7
2000000.00000000
PA
USD
1906590.32000000
0.039658527626
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABF1
2500000.00000000
PA
USD
1972280.25000000
0.041024928093
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.40795900
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
BK6709004
1025000.00000000
PA
USD
1007607.80000000
0.020959008002
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00180AAE9
3100000.00000000
PA
USD
3057253.17000000
0.063593189387
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
3.21800000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
EJ7498649
9300000.00000000
PA
450840.75000000
0.009377830230
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
1425000.00000000
PA
USD
1415455.46000000
0.029442549286
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CL9
12859.33000000
PA
USD
12374.90000000
0.000257407324
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.78650200
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416518AD0
850000.00000000
PA
USD
574030.13000000
0.011940262955
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
3452350.99000000
PA
USD
3296418.96000000
0.068568019581
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
1880000.00000000
PA
USD
1502103.17000000
0.031244887504
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
1375000.00000000
PA
USD
1238363.46000000
0.025758901099
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
N/A
Uniti Group LP
91327TAB7
750000.00000000
PA
USD
800554.50000000
0.016652142005
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
WEST TECHNOLOGY GRP LLC
5493005Z5DB0O5S30R71
West Technology Group LLC
68162RAH4
404126.42000000
PA
USD
359571.48000000
0.007479360051
Long
LON
CORP
US
N
2
2027-04-10
Variable
9.50210000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AV1
1125000.00000000
PA
USD
904019.28000000
0.018804288060
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBM0
850000.00000000
PA
USD
555993.72000000
0.011565091920
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
5825000.00000000
PA
USD
5538508.85000000
0.115205193237
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
2000000.00000000
PA
USD
2151976.00000000
0.044762736259
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block, Inc
852234AR4
4690000.00000000
PA
USD
4883781.42000000
0.101586365113
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJF8
16984813.88000000
PA
USD
17008962.89000000
0.353799354587
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H95S4
2680275.77000000
PA
USD
2573684.96000000
0.053534603117
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BPJA0
3188299.97000000
PA
USD
3262552.29000000
0.067863567107
Long
ABS-CBDO
USGSE
US
N
2
2052-11-25
Fixed
5.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BJ1
450000.00000000
PA
USD
423055.23000000
0.008799870297
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
Ryan Specialty LLC
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351GAA3
285000.00000000
PA
USD
289748.39000000
0.006026986715
Long
DBT
CORP
US
Y
2
2032-08-01
Fixed
5.87500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949930AT8
1179650.92000000
PA
USD
981089.01000000
0.020407397016
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
756076.50000000
PA
USD
732068.42000000
0.015227579493
Long
ABS-CBDO
CORP
US
Y
2
2044-12-25
Variable
6.67603100
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BR7
2250000.00000000
PA
USD
1574971.27000000
0.032760599363
Long
DBT
CORP
US
N
2
2051-12-14
Fixed
3.15000000
N
N
N
N
N
N
MSC Trust 2021-ILP
N/A
MSC Trust
62479WAA9
1495056.05000000
PA
USD
1483872.13000000
0.030865668017
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
5.98938000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
466247K93
99908.45000000
PA
USD
97517.04000000
0.002028428543
Long
ABS-CBDO
CORP
US
N
2
2033-11-25
Variable
6.58098000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MUXM7
1790982.99000000
PA
USD
1762784.46000000
0.036667256449
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384BAA9
4978840.36000000
PA
USD
928195.25000000
0.019307166610
Long
ABS-CBDO
USGSE
US
N
2
2052-04-20
Fixed
5.00000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO, Inc
98379EAJ5
383123.45000000
PA
USD
384830.26000000
0.008004761871
Long
LON
CORP
US
N
2
2028-05-24
Variable
6.84540000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36258FAS8
263416.03000000
PA
USD
231541.40000000
0.004816237086
Long
ABS-CBDO
CORP
US
Y
2
2050-05-25
Variable
3.62548500
N
N
N
N
N
N
Global Medical Response Inc
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc
00169QAG4
390491.65000000
PA
USD
388875.01000000
0.008088895745
Long
LON
CORP
US
N
2
2028-10-31
Variable
9.71090000
N
N
N
N
N
N
US LIQUIDSCO0
N/A
US LIQUIDSCO0
83007CAE2
925000.00000000
PA
USD
933897.89000000
0.019425785855
Long
DBT
CORP
US
Y
2
2034-10-01
Fixed
5.58400000
N
N
N
N
N
N
Medco Maple Tree Pte Ltd
254900T5AQZNR0THA508
Medco Maple Tree Pte Ltd
58407HAA7
1500000.00000000
PA
USD
1582494.00000000
0.032917077864
Long
DBT
CORP
SG
Y
2
2029-04-27
Fixed
8.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31359KQT7
5475.30000000
PA
USD
5467.92000000
0.000113736891
Long
ABS-CBDO
USGSE
US
N
2
2026-07-25
Fixed
7.00000000
N
N
N
N
N
N
USALCO LLC
5493006WBYB0CYPCSG20
USALCO LLC
BL4754505
130769.23000000
PA
USD
131464.27000000
0.002734556726
Long
LON
CORP
US
N
2
2031-09-17
Variable
0.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2R4
1800000.00000000
PA
USD
1640297.66000000
0.034119437921
Long
DBT
CORP
FR
Y
2
2029-09-15
Fixed
2.15900000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc
043436AW4
2670000.00000000
PA
USD
2546370.72000000
0.052966446167
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Turkiye Garanti Bankasi AS
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS.
900148AF4
690000.00000000
PA
USD
707969.67000000
0.014726307178
Long
DBT
CORP
TR
Y
2
2034-02-28
Fixed
8.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
134150.83000000
PA
USD
135408.51000000
0.002816599915
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374TMV8
374.70000000
PA
USD
381.11000000
0.000007927377
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H05W4
3626616.48000000
PA
USD
2411094.68000000
0.050152601728
Long
ABS-CBDO
USGSE
US
N
2
2051-05-25
Fixed
2.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
5600000.00000000
PA
USD
5372821.44000000
0.111758769190
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
1000000.00000000
PA
USD
1000061.57000000
0.020802040683
Long
DBT
CORP
BM
Y
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Camelot US Acquisition LLC
549300U6VBJHQP2SFL81
Camelot US Acquisition LLC
L2000AAF7
690226.27000000
PA
USD
690053.71000000
0.014353641595
Long
LON
CORP
US
N
2
2031-01-31
Variable
7.99670000
N
N
N
N
N
N
Banco de Credito e Inversiones SA
549300E9E5Y3PKW24142
Banco de Credito e Inversiones S.A.
05890MAC7
700000.00000000
PA
USD
753730.19000000
0.015678160772
Long
DBT
CORP
CL
Y
2
N/A
Fixed
8.75000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
700000.00000000
PA
USD
676438.87000000
0.014070442576
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
1785000.00000000
PA
USD
1814864.84000000
0.037750567933
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAQ1
450000.00000000
PA
USD
445509.22000000
0.009266930354
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AR7
710000.00000000
PA
USD
740175.00000000
0.015396202518
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC
45673YAL0
828750.00000000
PA
USD
828919.89000000
0.017242163674
Long
LON
CORP
US
N
2
2028-10-27
Variable
7.09540000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAD2
6769118.78000000
PA
USD
5663681.75000000
0.117808884686
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CM8
1675000.00000000
PA
USD
1702920.89000000
0.035422048698
Long
DBT
CORP
US
N
2
2054-02-09
Fixed
5.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AK5
450000.00000000
PA
USD
443840.36000000
0.009232216797
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBG3
2050000.00000000
PA
USD
2099159.00000000
0.043664102519
Long
DBT
NUSS
SA
Y
2
2034-01-16
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFZZ7
14111917.44000000
PA
USD
13330754.93000000
0.277289833654
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
3500000.00000000
PA
USD
3237452.40000000
0.067341470319
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
61344.17000000
PA
USD
59133.40000000
0.001230019660
Long
ABS-CBDO
CORP
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CR0
1410000.00000000
PA
USD
1167372.40000000
0.024282233099
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
EMPRESA DE TRANSMISION
254900RX1DOMC83TZ320
Empresa de Transmision Electrica S.A.
29247QAA2
1500000.00000000
PA
USD
1178141.85000000
0.024506245844
Long
DBT
CORP
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EPC8
13173163.09000000
PA
USD
13175951.72000000
0.274069809238
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175CJ1
2200000.00000000
PA
USD
2012714.07000000
0.041865982278
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
N/A
Hilton Grand Vacations Borrower Escrow LLC
43283QAC4
2455000.00000000
PA
USD
2485086.03000000
0.051691678040
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
6.62500000
N
N
N
N
N
N
Fertitta Entertainment LLC/NV
984500A0805D8V551D35
Fertitta Entertainment LLC
31556PAB3
1811630.49000000
PA
USD
1808677.53000000
0.037621867183
Long
LON
CORP
US
N
2
2029-01-27
Variable
8.84650000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
88723.17000000
PA
USD
84381.54000000
0.001755200160
Long
ABS-CBDO
CORP
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CF7
100057.00000000
PA
USD
43574.82000000
0.000906389372
Long
DBT
NUSS
UA
Y
2
2035-02-01
Fixed
0.00000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DBA7
3000000.00000000
PA
USD
3086265.15000000
0.064196660620
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.95000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
AZ4602308
1450000.00000000
PA
354424.52000000
0.007372299371
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Trust
36192CAN5
2527878.36000000
PA
USD
2387667.56000000
0.049665299828
Long
ABS-MBS
CORP
US
Y
2
2046-02-10
Variable
4.28500000
N
N
N
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings, Inc
42704LAE4
665000.00000000
PA
USD
688790.38000000
0.014327363371
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
6.62500000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CU1
1500000.00000000
PA
USD
1614697.37000000
0.033586932434
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.81900000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
912810UA4
107344000.00000000
PA
USD
116434695.00000000
2.421930144066
Long
DBT
UST
US
N
2
2054-05-15
Fixed
4.62500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBJ6
2725000.00000000
PA
USD
2570886.26000000
0.053476388030
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC
BL3183086
250000.00000000
PA
USD
239582.50000000
0.004983498077
Long
LON
CORP
US
N
2
2028-01-31
Variable
7.71100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
2650000.00000000
PA
USD
2608501.19000000
0.054258807161
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
5000000.00000000
PA
USD
3858339.65000000
0.080256396981
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
Continuum Green Energy India Pvt / Co-Issuers
N/A
Continuum Green Energy India Pvt
89629LAA5
1500000.00000000
PA
USD
1575000.00000000
0.032761196968
Long
DBT
CORP
IN
Y
2
2033-06-26
Fixed
7.50000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
600000.00000000
PA
USD
580432.68000000
0.012073440861
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
2457224.63000000
PA
USD
2127283.00000000
0.044249103093
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.24000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBA6
1650000.00000000
PA
USD
1646930.01000000
0.034257395842
Long
DBT
CORP
GB
N
2
2024-10-24
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EKS8
4220473.36000000
PA
USD
4056187.80000000
0.084371788862
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148BAE8
3000000.00000000
PA
USD
3008604.00000000
0.062581249679
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
7805000.00000000
PA
USD
7591347.65000000
0.157905800394
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475BF1
3275000.00000000
PA
USD
3333940.18000000
0.069348489472
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBG2
1575000.00000000
PA
USD
1428331.91000000
0.029710389232
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
1185928.92000000
0.024668222818
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
1069320.00000000
USD
0.00000000
USD
15000000.00000000
USD
113189.82000000
N
N
N
FannieMae Whole Loan
N/A
Federal National Mortgage Association (FNMA)
31392GWE1
305760.90000000
PA
USD
156583.15000000
0.003257048520
Long
ABS-CBDO
CORP
US
N
2
2042-12-25
Variable
2.49439000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
800000.00000000
PA
USD
809104.24000000
0.016829983095
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation
00773HAA5
3000000.00000000
PA
USD
2995320.60000000
0.062304944864
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya, Inc
05351X309
1010.00000000
NS
USD
6565.00000000
0.000136556989
Long
EC
CORP
US
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655LAP9
3911014.13000000
PA
USD
3523268.37000000
0.073286659710
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.50000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
3925000.00000000
PA
USD
3628180.94000000
0.075468920897
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
HIGH STREET FNDG TRUST I
N/A
High Street Funding Trust I
42981CAA6
2000000.00000000
PA
USD
1946436.12000000
0.040487350548
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.11100000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
790619.28000000
0.016445481879
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
661950.00000000
USD
0.00000000
USD
10000000.00000000
USD
120235.33000000
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAG1
75000.00000000
PA
USD
57209.79000000
0.001190007110
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FV1
650000.00000000
PA
USD
635503.03000000
0.013218945993
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.95000000
N
N
N
N
N
N
Windstream Escrow LLC / Windstream Escrow Finance Corp
N/A
Windstream Escrow LLC
97381AAA0
300000.00000000
PA
USD
304989.60000000
0.006344015466
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
8.25000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc
18972FAC6
1339118.61000000
PA
USD
1333762.14000000
0.027743266144
Long
LON
CORP
US
N
2
2029-04-13
Variable
8.02040000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BT3
1850000.00000000
PA
USD
1730364.39000000
0.035992894354
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
Cologix Data Centers Issuer LL
N/A
Cologix Data Centers US Issuer LLC
19521UAA1
1675000.00000000
PA
USD
1586916.78000000
0.033009075049
Long
ABS-O
CORP
US
Y
2
2051-12-26
Fixed
3.30000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co
665772CQ0
1400000.00000000
PA
USD
1124714.36000000
0.023394913448
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAT3
1875000.00000000
PA
USD
1968751.67000000
0.040951530948
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAD6
930000.00000000
PA
USD
889440.65000000
0.018501041477
Long
ABS-CBDO
CORP
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon Finance LLC
68622TAA9
2000000.00000000
PA
USD
1923174.80000000
0.040003497414
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC
68245XAR0
1035000.00000000
PA
USD
1064765.57000000
0.022147933056
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
6.12500000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
445000.00000000
PA
USD
457264.20000000
0.009511442871
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753DAF5
430000.00000000
PA
USD
478729.84000000
0.009957944497
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
12.01341000
N
N
N
N
N
N
USA Compression Partners LP / USA Compression Finance Corp
N/A
USA Compression Partners LP
91740PAG3
1415000.00000000
PA
USD
1457382.08000000
0.030314654845
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
7.12500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
2806290.25000000
PA
USD
2450906.42000000
0.050980716176
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
Delta Topco Inc
N/A
Delta Topco, Inc
24780DAF4
2000000.00000000
PA
USD
1999310.00000000
0.041587167436
Long
LON
CORP
US
N
2
2029-11-30
Variable
8.19820000
N
N
N
N
N
N
Raizen Fuels Finance SA
52990010NH26VC32Q522
Raizen Fuels Finance S.A.
75102XAD8
1500000.00000000
PA
USD
1501500.00000000
0.031232341110
Long
DBT
CORP
LU
Y
2
2035-01-17
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DWE33
212564.21000000
PA
USD
191003.54000000
0.003973018790
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.00000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo S.p.A
01538TAA3
3964157.80000000
PA
USD
3132130.51000000
0.065150694965
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
Rackspace Finance LLC
N/A
Rackspace Finance LLC
75008UAD9
333120.44000000
PA
USD
185924.51000000
0.003867371106
Long
LON
CORP
US
N
2
2028-05-15
Variable
7.98248000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC
1248EPBT9
6000000.00000000
PA
USD
5905297.20000000
0.122834669669
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAK7
2500000.00000000
PA
USD
2390557.50000000
0.049725412776
Long
DBT
CORP
ID
Y
2
2026-02-09
Fixed
1.40000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
1625000.00000000
PA
USD
1377102.22000000
0.028644772746
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox, Inc
897051AC2
3911000.00000000
PA
USD
3653369.91000000
0.075992870616
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
252535.70000000
PA
USD
246092.58000000
0.005118912689
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
3.29524300
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003NAT3
1507984.05000000
PA
USD
1305477.93000000
0.027154933081
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CC1
2200000.00000000
PA
USD
2143640.20000000
0.044589345284
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97300000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
14292.64000000
PA
USD
13723.03000000
0.000285449453
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AN9
2300000.00000000
PA
USD
2296972.28000000
0.047778769077
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BD5
505000.00000000
PA
USD
450184.44000000
0.009364178483
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Aeropuertos Dominicanos Siglo XXI SA
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI S.A.
007866AE6
2000000.00000000
PA
USD
2094800.00000000
0.043573432006
Long
DBT
CORP
DO
Y
2
2034-06-30
Fixed
7.00000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAG3
2000000.00000000
PA
USD
1893565.20000000
0.039387595232
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABR5
800000.00000000
PA
USD
777813.36000000
0.016179109010
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
ELECTRICIDAD FIRME DE ME
549300B9KK10OSYRIY06
Electricidad Firme de Mexico Holdings S.A. de C.V.
28504MAA1
1300000.00000000
PA
USD
1260050.48000000
0.026210007597
Long
DBT
CORP
MX
Y
2
2026-11-20
Fixed
4.90000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
2325000.00000000
PA
USD
1579968.61000000
0.032864547832
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Alpha Generation LLC
254900K5V62L4YGVKF49
Alpha Generation LLC
02073LAA9
80000.00000000
PA
USD
81127.80000000
0.001687519895
Long
DBT
CORP
US
Y
2
2032-10-15
Fixed
6.75000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
2425000.00000000
PA
USD
2158285.16000000
0.044893971582
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
1480000.00000000
PA
USD
1465269.22000000
0.030478713351
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-1581238.56000000
-0.03289096375
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
1521000.00000000
USD
20000000.00000000
USD
-39331.79000000
N
N
N
JP Morgan Mortgage Trust 2021-1
N/A
JP Morgan Mortgage Trust
46592EBQ8
10313079.62000000
PA
USD
68584.04000000
0.001426600154
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
0.12229000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
176644.84000000
PA
USD
164177.32000000
0.003415013027
Long
ABS-CBDO
CORP
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
CENTURI GROUP INC
254900H4HY0IHK5J9N53
Centuri Group, Inc
15643XAC2
2454477.74000000
PA
USD
2452379.16000000
0.051011350287
Long
LON
CORP
US
N
2
2028-08-27
Variable
7.45990000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
1633596.11000000
PA
USD
1423103.33000000
0.029601630794
Long
ABS-CBDO
CORP
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
Sisecam UK PLC
789000T82YRLMLUOC889
Sisecam UK plc
829688AB6
3900000.00000000
PA
USD
4009902.00000000
0.083409009046
Long
DBT
CORP
GB
Y
2
2032-05-02
Fixed
8.62500000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0K39
2486875.88000000
PA
USD
2249066.14000000
0.046782284957
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
3.50000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AC7
2000000.00000000
PA
USD
2054316.00000000
0.042731334039
Long
DBT
CORP
AU
Y
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AH9
325000.00000000
PA
USD
291812.72000000
0.006069926347
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae Discount Notes
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
313588L78
150000.00000000
PA
USD
149554.38000000
0.003110844762
Long
STIV
USGSE
US
N
2
N
N
N
Banco do Brasil SA/Cayman
QE0Q0253K88YAGNPE356
Banco do Brasil S.A.
059578AK0
2000000.00000000
PA
USD
2045482.00000000
0.042547580125
Long
DBT
CORP
BR
Y
2
2031-03-18
Fixed
6.00000000
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
5130000.00000000
PA
USD
5213802.65000000
0.108451057506
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
Cotiviti Inc
254900YAQHVRTG4IFI64
Cotiviti, Inc
22164MAB3
1990000.00000000
PA
USD
1991243.75000000
0.041419383305
Long
LON
CORP
US
N
2
2031-04-30
Variable
8.56317000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
4000000.00000000
PA
USD
4131156.04000000
0.085931185228
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGJ7
9800000.00000000
PA
USD
8750586.11000000
0.182018841360
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
2100000.00000000
PA
USD
2208151.79000000
0.045931235383
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNE82
412994.98000000
PA
USD
386182.61000000
0.008032891779
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
914362.16000000
PA
USD
833974.00000000
0.017347293003
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754MCB1
8665000.00000000
PA
USD
9378113.90000000
0.195071896301
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.91341000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCR5
4000000.00000000
PA
USD
4246752.00000000
0.088335669047
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383UW55
3613028.36000000
PA
USD
3455992.42000000
0.071887268821
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BZ2
5575000.00000000
PA
USD
5440237.81000000
0.113161080921
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAJ1
2500000.00000000
PA
USD
1846381.75000000
0.038406143613
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Variable
2.86797500
N
N
N
N
N
N
SANDERS RE II LTD
254900VRQU0N0MF3CT92
Sanders RE II Ltd
80001PAA3
2400000.00000000
PA
USD
2421840.00000000
0.050376112550
Long
DBT
CORP
BM
Y
2
2025-04-07
Variable
3.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
4525000.00000000
PA
USD
4900384.50000000
0.101931721795
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
Bank
N/A
BANK
06541UBW5
2000000.00000000
PA
USD
1702583.60000000
0.035415032809
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Fixed
1.92500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Magic Mergeco, Inc
55916AAA2
1900000.00000000
PA
USD
1402407.37000000
0.029171139097
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
2316573.03000000
PA
USD
2083941.38000000
0.043347564458
Long
ABS-CBDO
CORP
US
Y
2
2050-06-25
Variable
3.81838400
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FU6
1270000.00000000
PA
USD
1083733.60000000
0.022542482496
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CT2
226398.37000000
PA
USD
221065.94000000
0.004598339557
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.84697700
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457BY5
1800000.00000000
PA
USD
1590611.27000000
0.033085923249
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc
036752AN3
4200000.00000000
PA
USD
3761765.20000000
0.078247575027
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QCG2
2800000.00000000
PA
USD
2268088.76000000
0.047177969910
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.22968400
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
1275000.00000000
PA
USD
1033167.42000000
0.021490667522
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
VR Funding LLC
N/A
Vine
91835CAC7
1521857.81000000
PA
USD
1426684.63000000
0.029676124556
Long
ABS-O
CORP
US
Y
2
2050-11-15
Fixed
6.42000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
1250000.00000000
PA
USD
1105625.00000000
0.022997840253
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330CAV0
3687670.77000000
PA
USD
52804.13000000
0.001098366034
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
0.25000000
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust
67647LAU5
1447068.94000000
PA
USD
1206167.13000000
0.025089192967
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2022-INV1
N/A
New Residential Mortgage Loan Trust
64831DBG6
834329.79000000
PA
USD
689326.36000000
0.014338512162
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.51323300
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAG1
2600000.00000000
PA
USD
1952930.72000000
0.040622443164
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Variable
4.19934500
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CKC4
300.00000000
PA
USD
310.25000000
0.000006453435
Long
DBT
UST
US
N
2
2031-02-28
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
550000.00000000
PA
USD
571504.00000000
0.011887717531
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.44900000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822BN3
1800000.00000000
PA
USD
1780131.20000000
0.037028081824
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
7500000.00000000
PA
USD
6683634.75000000
0.139024682230
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAG2
3750000.00000000
PA
USD
3256173.38000000
0.067730880931
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
4.66863300
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC
94767KAN1
855231.76000000
PA
USD
809027.86000000
0.016828394333
Long
LON
CORP
US
N
2
2027-10-30
Variable
8.20990000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
2750000.00000000
PA
USD
2459095.38000000
0.051151052767
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
2375000.00000000
PA
USD
2279192.50000000
0.047408936141
Long
DBT
CORP
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
PureWest Funding LLC
549300CU0IQI7FATI376
Purewest Funding LLC
746245AA7
3050651.24000000
PA
USD
2995515.29000000
0.062308994564
Long
ABS-O
CORP
US
Y
2
2036-12-22
Fixed
4.09100000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAK0
1000000.00000000
PA
USD
991976.20000000
0.020633858842
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc
23345MAB3
1490000.00000000
PA
USD
1410439.07000000
0.029338204561
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
PKHL Commercial Mortgage Trust
N/A
PKHL Commercial Mortgage Trust
69356GAA7
1500000.00000000
PA
USD
1434985.35000000
0.029848785840
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Variable
6.09148000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AX2
710762.40000000
PA
USD
714461.92000000
0.014861350912
Long
LON
CORP
US
N
2
2027-03-06
Variable
7.84540000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384AJQ7
4850371.25000000
PA
USD
337616.88000000
0.007022687686
Long
ABS-CBDO
USGSE
US
N
2
2053-05-20
Variable
1.60459000
N
N
N
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BG6
1500000.00000000
PA
USD
1500367.76000000
0.031208789657
Long
DBT
NUSS
UY
N
2
2060-09-10
Fixed
5.25000000
N
N
N
N
N
N
Nuveen Ultra Short Income ETF
254900O5MH0BVF4L2M34
Nuveen Ultra Short Income ETF
67092P755
1454245.00000000
NS
USD
36785127.28000000
0.765158603393
Long
EC
RF
US
N
1
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BC6
1650000.00000000
PA
USD
1373377.57000000
0.028567297195
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XLXH6
2909832.94000000
PA
USD
2934952.10000000
0.061049234185
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TH1
1823000.00000000
PA
USD
1620760.94000000
0.033713059298
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
1080000.00000000
PA
USD
969761.16000000
0.020171769127
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CLF6
6005000.00000000
PA
USD
6047222.66000000
0.125786827097
Long
DBT
UST
US
N
2
2034-08-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2023-DNA1
5493000IRILHAKSCHN59
Structured Agency Credit Risk Debt Note (STACR)
35564KP45
510000.00000000
PA
USD
534775.24000000
0.011123731410
Long
ABS-CBDO
USGSE
US
Y
2
2043-03-25
Variable
8.44433000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc
718172DJ5
4000000.00000000
PA
USD
4154054.28000000
0.086407486023
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
1850000.00000000
PA
USD
1866781.41000000
0.038830472044
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAB2
400000.00000000
PA
USD
410051.21000000
0.008529376798
Long
DBT
CORP
US
Y
2
2031-11-01
Fixed
6.25000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AL7
75000.00000000
PA
USD
74396.24000000
0.001547498331
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.87500000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-2332326.87000000
-0.04851417141
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
2010587.24000000
USD
29500000.00000000
USD
-324514.19000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAE6
2725000.00000000
PA
USD
2725733.03000000
0.056697318527
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
2309687.50000000
PA
USD
2188808.85000000
0.045528887531
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383FQ71
5105943.98000000
PA
USD
3949266.41000000
0.082147742692
Long
ABS-CBDO
USGSE
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
4500000.00000000
PA
USD
4458402.14000000
0.092738152809
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Structured Agency Credit Risk Debt Note (STACR)
35564KH44
6335000.00000000
PA
USD
6698471.89000000
0.139333306018
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
8.98012000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
805270.22000000
PA
USD
827108.49000000
0.017204485178
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
HI-FI MUSIC IP ISSUER II L.P
N/A
HIFI A2
428357AA5
3750000.00000000
PA
USD
3638677.13000000
0.075687249626
Long
ABS-O
CORP
CA
Y
2
2062-02-01
Fixed
3.93900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
2098001.01000000
PA
USD
2061487.86000000
0.042880514178
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
3425000.00000000
PA
USD
3126098.78000000
0.065025230397
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140LNJM0
3056568.42000000
PA
USD
2789615.47000000
0.058026121828
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.00000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
3055000.00000000
PA
USD
2807016.09000000
0.058388067948
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AF0
400000.00000000
PA
USD
394778.68000000
0.008211696567
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AT4
450000.00000000
PA
USD
446692.85000000
0.009291550757
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BMFV5
6371028.49000000
PA
USD
5145741.46000000
0.107035333029
Long
ABS-CBDO
USGSE
US
N
2
2052-04-25
Fixed
3.50000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
725000.00000000
PA
USD
703187.37000000
0.014626831704
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP
91740PAF5
1075000.00000000
PA
USD
1084086.98000000
0.022549833068
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
950000.00000000
PA
USD
951114.47000000
0.019783903804
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABHJ4
768655.55000000
PA
USD
786398.27000000
0.016357681663
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Kloeckner Pentaplast of America, Inc
49865NAT7
852333.77000000
PA
USD
804982.37000000
0.016744245066
Long
LON
CORP
US
N
2
2026-02-12
Variable
9.72290000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DV7
1400000.00000000
PA
USD
1286291.38000000
0.026755838260
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DF5
1460000.00000000
PA
USD
1173395.40000000
0.024407516077
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BE6T5
5945592.16000000
PA
USD
5851930.18000000
0.121724595095
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications, Inc
914908BC1
178760.41000000
PA
USD
178923.08000000
0.003721736042
Long
LON
CORP
US
N
2
2026-03-15
Variable
8.20990000
N
N
N
N
N
N
MLN US HOLDCO LLC
549300QKU7NPW6O86862
MLN US Holdco LLC
55292HAJ2
247119.20000000
PA
USD
27184.35000000
0.000565455139
Long
LON
CORP
US
N
2
2027-10-18
Variable
12.07921000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ50
24942025.16000000
PA
USD
23966284.41000000
0.498516929630
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
ONEX TSG INTERMEDIATE CO
5493006IJC5WXT1WJK88
Onex TSG Intermediate Corp
68276QAJ5
1862437.50000000
PA
USD
1863014.86000000
0.038752124942
Long
LON
CORP
US
N
2
2028-02-28
Variable
9.70990000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
1350000.00000000
PA
USD
1297312.44000000
0.026985084683
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
1200000.00000000
PA
USD
1171088.36000000
0.024359527891
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
BU3987486
1250000.00000000
PA
USD
1098097.50000000
0.022841262532
Long
DBT
CORP
IL
Y
2
2032-02-22
Fixed
3.75000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAD3
1000000.00000000
PA
USD
1003300.00000000
0.020869402488
Long
DBT
CORP
BM
Y
2
2024-12-23
Variable
9.53192100
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Trust
91831UAG2
1500000.00000000
PA
USD
1403302.65000000
0.029189761602
Long
ABS-MBS
CORP
US
Y
2
2035-01-10
Variable
4.03271800
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BJ0
4000000.00000000
PA
USD
3969310.80000000
0.082564681237
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAM9
850000.00000000
PA
USD
845529.48000000
0.017587655769
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207932AB0
9681000.00000000
PA
USD
10391652.20000000
0.216154263210
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
9.01341000
N
N
N
N
N
N
Archrock Partners LP / Archrock Partners Finance Corp
N/A
Archrock Partners LP
03959KAD2
1580000.00000000
PA
USD
1620275.78000000
0.033702967601
Long
DBT
CORP
US
Y
2
2032-09-01
Fixed
6.62500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAQ2
5000000.00000000
PA
USD
4148848.15000000
0.086299194562
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BR2
2000000.00000000
PA
USD
1682217.54000000
0.034991403284
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
BroadStreet Partners Inc
549300BS9N54G8DD0R75
BroadStreet Partners, Inc
11132VAY5
2971754.82000000
PA
USD
2963329.90000000
0.061639513992
Long
LON
CORP
US
N
2
2031-06-13
Variable
8.09540000
N
N
N
N
N
N
Bank
N/A
BANK
06540BBG3
1000000.00000000
PA
USD
901277.20000000
0.018747250712
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
3.09300000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
BL4604130
1780537.50000000
PA
USD
1787214.52000000
0.037175420263
Long
LON
CORP
CA
N
2
2031-03-21
Variable
7.25330000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO, Inc
98379KAA0
3940000.00000000
PA
USD
4029611.36000000
0.083818978712
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31371FH47
1384.40000000
PA
USD
1437.09000000
0.000029892564
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
8636.59000000
PA
USD
8856.83000000
0.000184228795
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
5.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAE5
10131311.23000000
PA
USD
9517875.53000000
0.197979044421
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP
451102BZ9
925000.00000000
PA
USD
886373.39000000
0.018437240138
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC
01883LAB9
825000.00000000
PA
USD
789784.05000000
0.016428108460
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRLADKYZNON28
Structured Agency Credit Risk Debt Note (STACR)
35564KB32
7305000.00000000
PA
USD
7779960.87000000
0.161829098712
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.28012000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
1500000.00000000
PA
USD
1103697.33000000
0.022957743252
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAJ9
4580000.00000000
PA
USD
4510585.89000000
0.093823614468
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
126407AD7
1799583.00000000
PA
USD
1337815.04000000
0.027827569544
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
2.13000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP
431318AU8
450000.00000000
PA
USD
437779.08000000
0.009106137567
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-1897486.27000000
-0.03946915646
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
1815624.00000000
USD
24000000.00000000
USD
-57753.23000000
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688AJ5
1075000.00000000
PA
USD
1059390.03000000
0.022036117739
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
8.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46652BBG3
1000000.00000000
PA
USD
672510.00000000
0.013988719094
Long
ABS-MBS
CORP
US
Y
2
2037-01-16
Fixed
3.26670000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAU4
1825000.00000000
PA
USD
2014823.73000000
0.041909864810
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
80627DAC0
2250000.00000000
PA
USD
2202874.88000000
0.045821471645
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
4.75000000
N
N
Y
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
6625000.00000000
PA
USD
6506964.50000000
0.135349806764
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
8000000.00000000
PA
USD
7585151.20000000
0.157776909524
Long
ABS-MBS
CORP
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
1475000.00000000
PA
USD
1374069.10000000
0.028581681545
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series
14576AAE2
2500000.00000000
PA
USD
2284371.25000000
0.047516658076
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
4.69000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
1650000.00000000
PA
USD
1468621.31000000
0.030548439371
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83370RAC2
2100000.00000000
PA
USD
2206138.20000000
0.045889351181
Long
DBT
CORP
FR
Y
2
N/A
Fixed
9.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 9.375 05/22/2173
USD
XXXX
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
109618.55000000
PA
USD
111783.52000000
0.002325182169
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.03200000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDL7
3200000.00000000
PA
USD
2757535.20000000
0.057358827832
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP
03959KAC4
375000.00000000
PA
USD
376863.38000000
0.007839044712
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAS2
1250000.00000000
PA
USD
1062300.00000000
0.022096647326
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte S.A.
05971PAB4
925000.00000000
PA
USD
932757.05000000
0.019402055516
Long
DBT
CORP
MX
Y
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 7.5 09/27/2173
USD
XXXX
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs, Inc
171484AJ7
3285000.00000000
PA
USD
3392281.53000000
0.070562033890
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
6.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267JBM1
2209127.68000000
PA
USD
1912575.48000000
0.039783023503
Long
ABS-CBDO
CORP
US
Y
2
2053-01-25
Variable
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
2700000.00000000
PA
USD
2439235.24000000
0.050737946762
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP
86765LAT4
1150000.00000000
PA
USD
1105585.85000000
0.022997025903
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAZ7
2002123.00000000
PA
USD
2005977.09000000
0.041725847974
Long
LON
CORP
US
N
2
2031-05-30
Variable
8.09540000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
2275000.00000000
PA
USD
2047623.33000000
0.042592121417
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
1625000.00000000
PA
USD
1590781.48000000
0.033089463746
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
5800000.00000000
PA
USD
5804854.60000000
0.120745387254
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.5 10/16/2172
USD
XXXX
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBL2
1700000.00000000
PA
USD
1683297.50000000
0.035013867272
Long
DBT
CORP
NL
N
2
2035-01-13
Fixed
6.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABK7
5000000.00000000
PA
USD
4697637.50000000
0.097714430111
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.63380000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162RAJ6
6500000.00000000
PA
USD
4730245.00000000
0.098392690892
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
2.56300000
N
N
N
N
N
N
KOREA SOUTHERN POWER
9884001B6VSIQS4ZY558
Korea Southern Power Co Ltd
50065AAC8
2400000.00000000
PA
USD
2288893.68000000
0.047610728057
Long
DBT
CORP
KR
Y
2
2026-01-27
Fixed
0.75000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAS0
1215000.00000000
PA
USD
1287362.97000000
0.026778128146
Long
DBT
CORP
CL
Y
2
2033-06-23
Fixed
6.12500000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AQ7
2421000.00000000
PA
USD
2396224.94000000
0.049843299835
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
1859000.00000000
PA
USD
1877750.10000000
0.039058629132
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
1480000.00000000
PA
USD
1439923.61000000
0.029951505401
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384J4B7
3086731.36000000
PA
USD
554714.64000000
0.011538486084
Long
ABS-CBDO
USGSE
US
N
2
2040-03-20
Fixed
4.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
1500000.00000000
PA
USD
1511400.00000000
0.031438268634
Long
DBT
CORP
KZ
Y
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TS7
9440000.00000000
PA
USD
9088950.00000000
0.189057067422
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Structured Agency Credit Risk Debt Note (STACR)
35564KYP8
14620000.00000000
PA
USD
15697219.14000000
0.326514087688
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.78012000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDY9
1075000.00000000
PA
USD
1195606.10000000
0.024869515516
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.25400000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc
651229BC9
1175000.00000000
PA
USD
1188400.88000000
0.024719641465
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
Kronos Acquisition Holdings Inc
N/A
Kronos Acquisition Holdings, Inc
50106JAH9
4147367.34000000
PA
USD
3960735.81000000
0.082386314928
Long
LON
CORP
US
N
3
2031-07-08
Variable
9.31430000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
1035000.00000000
PA
USD
761969.88000000
0.015849552586
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAL4
14483706.25000000
PA
USD
172164.20000000
0.003581146201
Long
ABS-CBDO
CORP
US
Y
2
2051-03-27
Variable
0.25482200
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
5619055.55000000
PA
USD
5058029.38000000
0.105210855106
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
1617000.00000000
PA
USD
1636733.87000000
0.034045308381
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NBA1
131240.86000000
PA
USD
131493.50000000
0.002735164732
Long
LON
CORP
US
N
2
2031-05-30
Variable
1.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162NAK2
1769000.00000000
PA
USD
1505545.66000000
0.031316493912
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
3575000.00000000
PA
USD
3154947.80000000
0.065625311937
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938XAV1
2433342.38000000
PA
USD
2106691.72000000
0.043820788820
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
3.00000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc
501797AW4
925000.00000000
PA
USD
942981.08000000
0.019614723110
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAA1
1780000.00000000
PA
USD
1827330.20000000
0.038009856894
Long
DBT
NUSS
PL
Y
2
2033-05-22
Fixed
5.37500000
N
N
N
N
N
N
US LIQUIDSCO0
N/A
US LIQUIDSCO0
83007CAG7
1000000.00000000
PA
USD
1012263.47000000
0.021055849476
Long
DBT
CORP
US
Y
2
2054-10-01
Fixed
6.17600000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724PAD1
2975000.00000000
PA
USD
2733651.99000000
0.056862038913
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
825000.00000000
PA
USD
780303.27000000
0.016230901031
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
City Brewing Company LLC
N/A
City Brewing Company, LLC Term Loan
10756PAE9
56489.83000000
PA
USD
29798.39000000
0.000619829158
Long
LON
CORP
US
N
2
2028-04-14
Variable
8.79723000
N
N
N
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
3150000.00000000
PA
USD
2604640.50000000
0.054178501875
Long
DBT
NUSS
RW
Y
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
Civitas Resources, Inc
17888HAC7
640000.00000000
PA
USD
678065.28000000
0.014104273140
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
8.62500000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-1937017.24000000
-0.04029143068
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
1609650.00000000
USD
24500000.00000000
USD
-329129.74000000
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAF5
1850000.00000000
PA
USD
1759877.27000000
0.036606784687
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
5.12500000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 5.125 01/18/2033
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCX2
2000000.00000000
PA
USD
1967873.12000000
0.040933256440
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254CAA8
2000000.00000000
PA
USD
1709315.40000000
0.035555059365
Long
ABS-MBS
CORP
US
Y
2
2050-08-10
Fixed
3.00000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc
02344AAA6
3700000.00000000
PA
USD
3267864.42000000
0.067974063448
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc
446150AT1
4000000.00000000
PA
USD
3997431.20000000
0.083149606928
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36213X7C2
35141.54000000
PA
USD
35199.30000000
0.000732172190
Long
ABS-MBS
USGSE
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-3162477.11000000
-0.06578192730
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
2456000.00000000
USD
40000000.00000000
USD
-709230.33000000
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS.
90011QAD2
1550000.00000000
PA
USD
1588320.65000000
0.033038276612
Long
DBT
CORP
TR
Y
2
2029-05-20
Fixed
7.37500000
N
N
N
N
N
N
Republic of Kenya Government International Bond
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AM6
1000000.00000000
PA
USD
1010700.00000000
0.021023328112
Long
DBT
NUSS
KE
Y
2
2031-02-16
Fixed
9.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BNB62
2380774.50000000
PA
USD
2119243.80000000
0.044081881623
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.50000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment, Inc
12768EAG1
1488375.00000000
PA
USD
1491277.33000000
0.031019701805
Long
LON
CORP
US
N
2
2030-02-06
Variable
7.59544000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
01881UAM7
2000000.00000000
PA
USD
1991060.00000000
0.041415561166
Long
LON
CORP
US
N
2
2031-09-19
Variable
7.96480000
N
N
N
N
N
N
ALIXPARTNERS LLP
5493005G2MHUFTGARL57
AlixPartners LLP
01642PBB1
287317.66000000
PA
USD
287964.12000000
0.005989872543
Long
LON
CORP
US
N
2
2028-02-04
Variable
7.45990000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754EAF2
2665000.00000000
PA
USD
2825871.66000000
0.058780278134
Long
ABS-CBDO
USGSE
US
Y
2
2043-07-25
Variable
9.18758000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
1500000.00000000
PA
USD
1721898.00000000
0.035816787008
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CAD2
8088551.61000000
PA
USD
6737160.09000000
0.140138049980
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
Countrywide Home Loan Mortgage Pass Through Trust
12669GBA8
266105.94000000
PA
USD
256693.40000000
0.005339417801
Long
ABS-CBDO
CORP
US
N
2
2034-11-20
Variable
5.80795500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BNPR1
4038188.57000000
PA
USD
4004220.14000000
0.083290822040
Long
ABS-CBDO
USGSE
US
N
2
2052-07-25
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2J2
3300000.00000000
PA
USD
3287375.26000000
0.068379903748
Long
DBT
CORP
FR
Y
2
2025-11-19
Fixed
2.81900000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAD6
1225000.00000000
PA
USD
1204019.95000000
0.025044529991
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Capital Trust
595481AA0
258790.14000000
PA
USD
258791.25000000
0.005383054676
Long
ABS-O
CORP
US
N
2
2040-01-15
Fixed
5.74500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBY7
3950000.00000000
PA
USD
4024996.68000000
0.083722989861
Long
DBT
CORP
FR
Y
2
2055-01-19
Fixed
7.13200000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
2750000.00000000
PA
USD
2347002.46000000
0.048819434843
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAL2
1350000.00000000
PA
USD
1417720.05000000
0.029489654479
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
7.25000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc
489399AM7
1475000.00000000
PA
USD
1324161.63000000
0.027543568240
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654FAT5
1338650.55000000
PA
USD
1131632.39000000
0.023538813730
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34314700
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust
55352NAL1
800000.00000000
PA
USD
739084.00000000
0.015373508889
Long
ABS-MBS
CORP
US
Y
2
2035-06-07
Variable
3.57714200
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAZ1
1425000.00000000
PA
USD
1413073.48000000
0.029393002291
Long
DBT
CORP
N/A
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
3000000.00000000
PA
USD
2925236.43000000
0.060847140865
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CKJ7
6456199.85000000
PA
USD
4656258.46000000
0.096853714632
Long
ABS-CBDO
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262AAL8
36880867.60000000
PA
USD
302932.07000000
0.006301217278
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.15068000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
3400000.00000000
PA
USD
3427149.00000000
0.071287303765
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BNY67
1804010.70000000
PA
USD
1591145.19000000
0.033097029190
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAJ5
1725000.00000000
PA
USD
1781734.18000000
0.037061425026
Long
DBT
CORP
US
N
2
2034-06-05
Fixed
5.25000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
413232.11000000
PA
USD
361254.62000000
0.007514370642
Long
ABS-CBDO
CORP
US
Y
2
2051-03-27
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DWDZ3
4856438.35000000
PA
USD
4365614.20000000
0.090808093140
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
2700000.00000000
PA
USD
2365071.97000000
0.049195294383
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic, Inc
436440AP6
3500000.00000000
PA
USD
3260592.65000000
0.067822805105
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
BJ1411179
2400000.00000000
PA
USD
1668654.72000000
0.034709286320
Long
DBT
NUSS
IL
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
05352TAB5
2040000.00000000
PA
USD
1930184.96000000
0.040149314070
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
4500000.00000000
PA
USD
2898204.75000000
0.060284861378
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
9.42600000
N
N
N
N
N
N
Ryan Specialty LLC
549300K52N7QBO3PYY45
Ryan Specialty LLC
BL4755205
1207849.77000000
PA
USD
1209359.58000000
0.025155598353
Long
LON
CORP
US
N
2
2031-09-15
Variable
7.09540000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
22738.50000000
PA
USD
22728.80000000
0.000472776313
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
156830AA9
1525000.00000000
PA
USD
1499127.46000000
0.031182990475
Long
DBT
CORP
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial, Inc
21871XAR0
1210000.00000000
PA
USD
1290080.20000000
0.026834648595
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.05000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833AL4
1000000.00000000
PA
USD
901277.83000000
0.018747263817
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBM6
250000.00000000
PA
USD
196903.65000000
0.004095745562
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
3.30000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAM0
2000000.00000000
PA
USD
1940141.24000000
0.040356412260
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XPDD8
2763293.73000000
PA
USD
2508885.18000000
0.052186718447
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
825000.00000000
PA
USD
726609.23000000
0.015114024192
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Boxer Parent Co Inc
5493006T045HLTF7YX04
Boxer Parent Co, Inc
05988HAJ6
2958783.25000000
PA
USD
2956431.02000000
0.061496012045
Long
LON
CORP
US
N
2
2031-07-30
Variable
9.00540000
N
N
N
N
N
N
USALCO LLC
5493006WBYB0CYPCSG20
USALCO LLC
BL4754489
1269230.77000000
PA
USD
1275976.73000000
0.026541285701
Long
LON
CORP
US
N
2
2031-09-17
Variable
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-LTV2
N/A
GS Mortgage-Backed Securities Trust
36266VBN3
1014056.17000000
PA
USD
820728.69000000
0.017071780489
Long
ABS-CBDO
USGSE
US
Y
2
2052-06-25
Variable
3.24930000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
263121.78000000
PA
USD
263367.80000000
0.005478250394
Long
LON
CORP
US
N
2
2025-03-24
Variable
7.19540000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264TAD3
2049373.46000000
PA
USD
1774164.53000000
0.036903970553
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
3.00000000
N
N
N
N
N
N
BANK5 2024-5YR7
N/A
BANK
06211UBL8
1725000.00000000
PA
USD
1806934.22000000
0.037585605010
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
5.76900000
N
N
N
N
N
N
CBRE Realty Finance CDO Ltd
N/A
CBRE Realty Finance
1248MLAE3
6451317.61000000
PA
USD
16128.29000000
0.000335480689
Long
ABS-O
CORP
KY
Y
2
2052-04-07
Variable
5.86345000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AN0
500000.00000000
PA
USD
527097.13000000
0.010964020887
Long
DBT
NUSS
PY
Y
2
2036-02-09
Fixed
6.00000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis, Inc
48123VAF9
1413000.00000000
PA
USD
1327139.62000000
0.027605512695
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAZ8
750000.00000000
PA
USD
627132.12000000
0.013044824704
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc
29444UBH8
590000.00000000
PA
USD
521466.86000000
0.010846906992
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
617454.08000000
PA
USD
633379.04000000
0.013174765387
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RLJ9
22020000.00000000
PA
USD
16106189.67000000
0.335020985521
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954RAG5
1000000.00000000
PA
USD
1004229.00000000
0.020888726394
Long
ABS-O
CORP
KY
Y
2
2035-01-25
Variable
7.48400000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36259VAD5
226867.41000000
PA
USD
198266.33000000
0.004124090342
Long
ABS-CBDO
CORP
US
Y
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
2000000.00000000
PA
USD
1840487.00000000
0.038283528333
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46652VBW4
971554.11000000
PA
USD
791228.42000000
0.016458152453
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.88071200
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280EH8
3375000.00000000
PA
USD
3476611.13000000
0.072316153659
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.87500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC HOLDINGS PLC 0 12/30/2049
USD
XXXX
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142FE8
1150000.00000000
PA
USD
1109226.05000000
0.023072744829
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754DAB3
2475000.00000000
PA
USD
2557595.21000000
0.053199924089
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.28012000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
1800000.00000000
PA
USD
1548577.44000000
0.032211587640
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBR5
3450000.00000000
PA
USD
3636124.88000000
0.075634160887
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution, Inc
95081QAP9
725000.00000000
PA
USD
742393.48000000
0.015442348588
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MFZE6
2881344.99000000
PA
USD
2835982.19000000
0.058990584842
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CA5
9000000.00000000
PA
USD
8481378.87000000
0.176419126176
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
4000000.00000000
PA
USD
3019551.20000000
0.062808959759
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
62848BAC5
366626.29000000
PA
USD
366150.67000000
0.007616212203
Long
ABS-O
CORP
US
Y
2
2036-01-21
Fixed
3.90000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
BL2543546
925861.86000000
PA
USD
794218.19000000
0.016520341942
Long
LON
CORP
FR
N
2
2026-01-31
Variable
3.68750000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-8
N/A
JP Morgan Mortgage Trust
46592TBS1
17960870.41000000
PA
USD
113898.86000000
0.002369182848
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
0.11688600
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
4200000.00000000
PA
USD
4189952.34000000
0.087154192952
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer LLC
05588UAA0
911650.28000000
PA
USD
892478.64000000
0.018564233978
Long
ABS-O
CORP
US
Y
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
1230000.00000000
PA
USD
1115404.39000000
0.023201258997
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
2000000.00000000
PA
USD
2008134.00000000
0.041770713342
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
225401AQ1
475000.00000000
PA
USD
466255.37000000
0.009698466040
Long
DBT
CORP
CH
Y
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAB0
5610000.00000000
PA
USD
5902767.95000000
0.122782059346
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.78012000
N
N
N
N
N
N
Masterbrand Inc
549300E0Y4BR5Z9RDZ64
Masterbrand, Inc
57638PAA2
595000.00000000
PA
USD
623463.02000000
0.012968504635
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP
431318AY0
1000000.00000000
PA
USD
974729.50000000
0.020275114375
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
ELEMENT MATERIAL TECHNOL
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings, Inc
BL3899012
653362.50000000
PA
USD
655815.88000000
0.013641468711
Long
LON
CORP
US
N
2
2029-07-06
Variable
8.35370000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
10750000.00000000
PA
USD
11120270.42000000
0.231310075921
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EE55
20141196.27000000
PA
USD
19356397.38000000
0.402627775983
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
1445000.00000000
PA
USD
1550604.94000000
0.032253761181
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
05565AM34
8000000.00000000
PA
USD
8427528.00000000
0.175298987154
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.75000000
N
N
N
N
Y
BNP Paribas SA
BNP PARIBAS SA 7.75 12/30/2049
USD
XXXX
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co
382550BJ9
5000000.00000000
PA
USD
4513656.00000000
0.093887475089
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBL5
525000.00000000
PA
USD
531600.30000000
0.011057690245
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Banco del Estado de Chile
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05957AAC3
1800000.00000000
PA
USD
1933234.85000000
0.040212754100
Long
DBT
CORP
CL
Y
2
N/A
Fixed
7.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
1025000.00000000
PA
USD
885845.02000000
0.018426249640
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
178160.59000000
PA
USD
164059.30000000
0.003412558121
Long
ABS-CBDO
CORP
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
5105104.61000000
PA
USD
4255228.75000000
0.088511991889
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR241015
EUR241015
1.00000000
NC
USD
-57099.05000000
-0.00118770363
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2558735.73000000
EUR
2793023.55000000
USD
2024-10-15
-57099.05000000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912797LV7
15000000.00000000
PA
USD
14944699.95000000
0.310861116636
Long
STIV
UST
US
N
2
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPMortgage Trust
23312LAT5
5065000.00000000
PA
USD
4879433.09000000
0.101495916544
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.53900000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
5250000.00000000
PA
USD
5257525.35000000
0.109360522895
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
1203440.00000000
PA
USD
1185483.59000000
0.024658959616
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592WBP0
1035294.51000000
PA
USD
861031.05000000
0.017910100206
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
225313AJ4
5000000.00000000
PA
USD
5143750.00000000
0.106993909148
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2173
USD
XXXX
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654KBP1
3638660.27000000
PA
USD
3030732.56000000
0.063041540544
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL
059895AV4
2600000.00000000
PA
USD
2292527.02000000
0.047686304291
Long
DBT
CORP
TH
Y
2
2036-09-23
Fixed
3.46600000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP S.A.
67091TAD7
1100000.00000000
PA
USD
985875.00000000
0.020506949245
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
3000000.00000000
PA
USD
2827416.00000000
0.058812401580
Long
DBT
CORP
AE
Y
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGN8
8158000.00000000
PA
USD
7028452.95000000
0.146197162845
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD Mortgage Trust
55348UAS7
1500000.00000000
PA
USD
953550.00000000
0.019834564679
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
2755000.00000000
PA
USD
2870380.34000000
0.059706092504
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
4100000.00000000
PA
USD
3791348.11000000
0.078862922037
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
Antero Midstream Partners LP / Antero Midstream Finance Corp
N/A
Antero Midstream Partners LP
03690AAK2
2000000.00000000
PA
USD
2069972.00000000
0.043056990737
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452764AD5
4810000.00000000
PA
USD
3794709.05000000
0.078932832143
Long
ABS-CBDO
CORP
US
Y
2
2056-06-25
Variable
2.38300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KRVW1
12353726.69000000
PA
USD
12509979.22000000
0.260217075112
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
2260000.00000000
PA
USD
2221331.11000000
0.046205375255
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
825000.00000000
PA
USD
584927.97000000
0.012166946309
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4YK2
3167099.93000000
PA
USD
3029317.46000000
0.063012105389
Long
ABS-CBDO
USGSE
US
N
2
2048-04-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418E5P1
37478291.10000000
PA
USD
37916718.90000000
0.788696569076
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
5.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
ZM3075250
14160000000.00010000
PA
944511.28000000
0.019646552433
Long
DBT
NUSS
N/A
N
2
2029-01-19
Fixed
6.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160JAH0
1100000.00000000
PA
USD
1056993.96000000
0.021986277662
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.26690000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBF9
1000000.00000000
PA
USD
891652.10000000
0.018547041317
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.45500000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
19864.86000000
PA
USD
19358.31000000
0.000402667559
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
3.98550000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
58503UAE3
3500383.56000000
PA
USD
3505756.65000000
0.072922402625
Long
LON
CORP
US
N
2
2028-10-23
Variable
7.59540000
N
N
N
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines Pass Through Trust
90931VAA4
3549915.82000000
PA
USD
3256033.91000000
0.067727979849
Long
ABS-O
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
948741AM5
300000.00000000
PA
USD
292999.78000000
0.006094618098
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9LG4
13647482.08000000
PA
USD
2295043.84000000
0.047738656059
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
744768.48000000
PA
USD
736044.72000000
0.015310289555
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
3125000.00000000
PA
USD
2431845.81000000
0.050584241002
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBQ9
16106796.85000000
PA
USD
122153.95000000
0.002540894994
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
0.13453900
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
2077311.18000000
PA
USD
2083532.15000000
0.043339052163
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685AK5
705000.00000000
PA
USD
729667.95000000
0.015177647893
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
6.50000000
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638EC2
780000.00000000
PA
USD
817597.22000000
0.017006643533
Long
DBT
NUSS
PE
N
2
2054-08-08
Fixed
5.87500000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc
00191UAA0
800000.00000000
PA
USD
777010.64000000
0.016162411824
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912797MD6
5000000.00000000
PA
USD
4963609.70000000
0.103246854005
Long
STIV
UST
US
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023DB8
1050000.00000000
PA
USD
994877.90000000
0.020694216407
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy, Inc
15135UAR0
1190000.00000000
PA
USD
1152175.30000000
0.023966121870
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAJ5
2500000.00000000
PA
USD
1695071.75000000
0.035258780621
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
5000000.00000000
PA
USD
5007791.00000000
0.104165858622
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
Romanian Government International Bond
77586RAT7
750000.00000000
PA
USD
768136.50000000
0.015977822968
Long
DBT
NUSS
RO
Y
2
2029-01-30
Fixed
5.87500000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
1775000.00000000
PA
USD
1632417.60000000
0.033955526685
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria S.A.
05946KAM3
4000000.00000000
PA
USD
4416164.00000000
0.091859567397
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.37500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 9.375 12/19/2172
USD
XXXX
N
N
N
TRICORBRAUN HOLDINGS INC
2549009AB5YVVW5J1U62
TricorBraun Holdings, Inc
00184NAB3
1876443.75000000
PA
USD
1843024.29000000
0.038336305894
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.20990000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
407825.76000000
PA
USD
400727.14000000
0.008335429056
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
First Advantage Holdings LLC
549300MRQE5MQEH3BI02
First Advantage Holdings LLC
BL4756526
2000000.00000000
PA
USD
1993750.00000000
0.041471515210
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.20990000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAA3
875000.00000000
PA
USD
875182.71000000
0.018204465489
Long
DBT
CORP
SG
N
2
2029-06-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDC89
74943.22000000
PA
USD
12627.96000000
0.000262671164
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP
451102CC9
3850000.00000000
PA
USD
3364700.22000000
0.069988321681
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PED0
3625000.00000000
PA
USD
3214130.72000000
0.066856361651
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
725000.00000000
PA
USD
735316.75000000
0.015295147226
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2024-7
N/A
JP Morgan Mortgage Trust
465971AY5
3400946.42000000
PA
USD
2944235.71000000
0.061242340328
Long
ABS-CBDO
USGSE
US
Y
2
2053-04-25
Variable
3.00000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
2000000.00000000
PA
USD
1804920.60000000
0.037543720183
Long
DBT
CORP
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280EJ4
2700000.00000000
PA
USD
2781041.72000000
0.057847781312
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.95000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC HOLDINGS PLC 0 12/30/2049
USD
XXXX
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
2900000.00000000
PA
USD
3032991.01000000
0.063088518021
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
2000000.00000000
PA
USD
1838332.40000000
0.038238711016
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252SAZ0
3800000.00000000
PA
USD
3626569.52000000
0.075435402137
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
Petra Diamonds Ltd
213800X4QZIAVSA12860
Petra Diamonds Ltd
N/A
415953.00000000
NS
156266.47000000
0.003250461335
Long
EC
CORP
GB
N
2
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
2375000.00000000
PA
USD
2067297.85000000
0.043001366385
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
600000.00000000
PA
USD
512490.94000000
0.010660201034
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries, Inc
853496AC1
2200000.00000000
PA
USD
2181405.60000000
0.045374894305
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Kingston Airport Revenue Finance Ltd
254900SK2YRR95AVHU30
Kingston Airport Revenue Finance Ltd
49647QAA6
975000.00000000
PA
USD
1010587.50000000
0.021020988026
Long
DBT
CORP
KY
Y
2
2036-12-15
Fixed
6.75000000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank T.A.S.
00971YAJ9
1500000.00000000
PA
USD
1498104.00000000
0.031161701729
Long
DBT
CORP
TR
Y
2
2031-06-22
Fixed
6.80000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
64198.67000000
PA
USD
63536.90000000
0.001321615806
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
5.44926000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
1920000.00000000
PA
USD
1917398.32000000
0.039883342240
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
Zekelman Industries Inc
549300S5LMRAKDWWI425
Zekelman Industries, Inc
98931YAD5
1423887.81000000
PA
USD
1427782.14000000
0.029698953598
Long
LON
CORP
US
N
2
2031-01-24
Variable
7.16990000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F5RP6
2614152.12000000
PA
USD
2564120.12000000
0.053335647176
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
1.18952000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
1400000.00000000
PA
USD
994136.65000000
0.020678797844
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003NAS5
2612089.16000000
PA
USD
2349731.19000000
0.048876194501
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.50000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAB9
550000.00000000
PA
USD
537625.00000000
0.011183008584
Long
DBT
NUSS
N/A
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro, Inc
45258FAD2
209596.80000000
PA
USD
209859.84000000
0.004365244161
Long
LON
CORP
US
N
2
2028-07-03
Variable
7.56350000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AS3
2150000.00000000
PA
USD
1787993.75000000
0.037191628839
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XER3
900000.00000000
PA
USD
930546.53000000
0.019356075020
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
5.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AY8
500000.00000000
PA
USD
415653.36000000
0.008645905776
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AP9
1140000.00000000
PA
USD
1135655.21000000
0.023622491443
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
68371YAP8
2715189.90000000
PA
USD
2728304.27000000
0.056750802273
Long
LON
CORP
CA
N
2
2030-01-31
Variable
7.09540000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GYC2
1625000.00000000
PA
USD
1295776.77000000
0.026953141580
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23340DAT9
330886.14000000
PA
USD
331299.75000000
0.006891286581
Long
LON
CORP
US
N
2
2030-01-31
Variable
7.84540000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418A7C6
524447.03000000
PA
USD
525915.66000000
0.010939445413
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
Virgin Islands Water & Power Authority - Electric System
N/A
Virgin Islands Water & Power Authority-Electric System
927688GY1
4195000.00000000
PA
USD
4197435.20000000
0.087309842127
Long
DBT
MUN
US
Y
2
2026-07-01
Fixed
10.25000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAR2
3075000.00000000
PA
USD
3203380.33000000
0.066632745369
Long
DBT
CORP
US
Y
2
2034-08-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XMQA7
3999234.26000000
PA
USD
3487576.35000000
0.072544238569
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBE7
1625000.00000000
PA
USD
1541699.97000000
0.032068531037
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
775000.00000000
PA
USD
761362.70000000
0.015836922780
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160AV4
1500000.00000000
PA
USD
1853409.83000000
0.038552333018
Long
DBT
NUSS
JM
N
2
2039-03-15
Fixed
8.00000000
N
N
N
N
N
N
Subway Funding LLC
N/A
Subway Funding LLC
864300AA6
10300000.00000000
PA
USD
10626830.33000000
0.221046147044
Long
ABS-O
CORP
US
Y
2
2054-07-30
Fixed
6.02800000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AN6
1300000.00000000
PA
USD
1204085.52000000
0.025045893897
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAJ3
3600000.00000000
PA
USD
4091325.12000000
0.085102671822
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
14.82299000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
4325000.00000000
PA
USD
4305231.59000000
0.089552088962
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires (Step Bond)
BR3458824
1769554.82000000
PA
USD
840538.54000000
0.017483840424
Long
DBT
NUSS
AR
Y
2
2037-09-01
Fixed
6.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
9507201.52000000
PA
USD
8586679.09000000
0.178609450778
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
5.91500000
N
N
N
N
N
N
AI Aqua Merger Sub Inc
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc
00132UAG9
2487309.64000000
PA
USD
2487185.27000000
0.051735343827
Long
LON
CORP
US
N
2
2028-07-31
Variable
8.70060000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EU3
2375000.00000000
PA
USD
1779885.18000000
0.037022964421
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384B2S9
18474898.66000000
PA
USD
21998170.84000000
0.457578671646
Long
ABS-CBDO
USGSE
US
N
2
2053-07-20
Variable
2.84747000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2020-DNA5
5493000ITF7RKPWPZQ19
Structured Agency Credit Risk Debt Note (STACR)
35566ABD0
2670000.00000000
PA
USD
3049153.88000000
0.063424718000
Long
ABS-CBDO
CORP
US
Y
2
2050-10-25
Variable
10.08012000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AT9
3369000.00000000
PA
USD
2870448.07000000
0.059707501339
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.60000000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAM9
2474693.39000000
PA
USD
2453930.71000000
0.051043623706
Long
LON
CORP
CA
N
2
2030-09-20
Variable
6.59540000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EQ2
280000.00000000
PA
USD
262772.35000000
0.005465864581
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.37500000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc
98877DAD7
750000.00000000
PA
USD
757061.16000000
0.015747447479
Long
DBT
CORP
US
Y
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
21711.37000000
PA
USD
22822.27000000
0.000474720560
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H9DW6
3238290.71000000
PA
USD
3340664.41000000
0.069488358566
Long
ABS-CBDO
USGSE
US
N
2
2052-11-25
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
350000.00000000
PA
USD
344869.69000000
0.007173551646
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
174748.47000000
PA
USD
166760.72000000
0.003468749710
Long
ABS-CBDO
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDW3
6600000.00000000
PA
USD
6672951.58000000
0.138802464175
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
87586.32000000
PA
USD
83854.78000000
0.001744243151
Long
ABS-CBDO
CORP
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen S.A.
00787CAD4
1400000.00000000
PA
USD
1129660.00000000
0.023497786519
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust
36242DVJ9
192039.97000000
PA
USD
174303.29000000
0.003625640899
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHC1
638867.09000000
PA
USD
586748.01000000
0.012204804524
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc
629377CE0
1350000.00000000
PA
USD
1360044.00000000
0.028289948806
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
3000000.00000000
PA
USD
2447829.84000000
0.050916720974
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
700000.00000000
PA
USD
694937.22000000
0.014455222314
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
250000.00000000
PA
USD
220916.42000000
0.004595229428
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714WBC6
84000000.00000000
PA
1546790.75000000
0.032174423130
Long
DBT
NUSS
DO
Y
2
2032-03-05
Fixed
12.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGEJ7
1768962.73000000
PA
USD
262043.88000000
0.005450711852
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
0.55540000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
268617.86000000
PA
USD
235435.76000000
0.004897242734
Long
ABS-CBDO
CORP
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949798AS1
6282175.26000000
PA
USD
5232583.34000000
0.108841710131
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282GAC1
539698.19000000
PA
USD
540753.30000000
0.011248079601
Long
LON
CORP
US
N
2
2028-11-30
Variable
7.58770000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
3000000.00000000
PA
USD
2678742.00000000
0.055719869390
Long
DBT
CORP
IN
Y
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TD0
135110000.00000000
PA
USD
92133408.65000000
1.916444919488
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25273CAD2
261992.24000000
PA
USD
252848.92000000
0.005259449696
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
3.83000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc
043436AX2
755000.00000000
PA
USD
715951.48000000
0.014892334892
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
Venture Global LNG Inc
54930011XLBUWMQUC829
Venture Global LNG, Inc
92332YAD3
3000000.00000000
PA
USD
3333575.49000000
0.069340903643
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
2675000.00000000
PA
USD
2351753.00000000
0.048918249685
Long
DBT
CORP
SA
Y
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
Countrywide Asset-Backed Certificates (Step Bond)
126671UD6
17846.38000000
PA
USD
15526.35000000
0.000322959879
Long
ABS-O
CORP
US
N
2
2027-10-25
Fixed
5.21600000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
17327CAT0
6025000.00000000
PA
USD
6031987.13000000
0.125469916494
Long
DBT
CORP
US
N
2
2030-09-19
Fixed
4.54200000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZ65
3352974.82000000
PA
USD
3058108.28000000
0.063610976325
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YAZ3
3500000.00000000
PA
USD
3363798.90000000
0.069969573540
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
4.10580000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBW4
2225000.00000000
PA
USD
1715418.57000000
0.035682009940
Long
DBT
CORP
GB
N
2
2042-11-24
Fixed
3.33000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BP4
1000000.00000000
PA
USD
986534.67000000
0.020520670882
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.60000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AT6
950000.00000000
PA
USD
814092.69000000
0.016933746646
Long
DBT
NUSS
GT
Y
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
Icon Parent Inc
N/A
Icon Parent, Inc
BL4730091
2500000.00000000
PA
USD
2483587.50000000
0.051660507477
Long
LON
CORP
US
N
2
2028-07-03
Variable
6.60370000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust 2021-ARDN
N/A
GS Mortgage Securities Corp Trust
36266CAG1
5200000.00000000
PA
USD
5110278.42000000
0.106297674846
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
7.26099000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
575000.00000000
PA
USD
470254.52000000
0.009781651400
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE VOI Mortgage LLC
918286AC9
325326.05000000
PA
USD
324752.63000000
0.006755101509
Long
ABS-O
CORP
US
Y
2
2036-02-20
Fixed
4.02000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BB9
250000.00000000
PA
USD
223492.40000000
0.004648811769
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
2500000.00000000
PA
USD
2195972.75000000
0.045677902095
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967PA3
11800000.00000000
PA
USD
12962486.56000000
0.269629571681
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
812127AC2
1280000.00000000
PA
USD
1319892.48000000
0.027454766676
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management, Inc
14180LAA4
2750000.00000000
PA
USD
2636073.55000000
0.054832333203
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
4950000.00000000
PA
USD
4875891.17000000
0.101422241916
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251525AX9
3400000.00000000
PA
USD
3324249.70000000
0.069146920124
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2173
USD
XXXX
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc
933940AA6
460000.00000000
PA
USD
484609.08000000
0.010080237157
Long
DBT
CORP
US
Y
2
2032-01-30
Fixed
7.62500000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp
03740LAG7
1450000.00000000
PA
USD
1514830.78000000
0.031509631465
Long
DBT
CORP
N/A
N
2
2033-02-28
Fixed
5.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGZ8
1050000.00000000
PA
USD
1044134.76000000
0.021718796529
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
212366.05000000
PA
USD
211245.22000000
0.004394061118
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
6.06926000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CitiBank NA
17325FBG2
3575000.00000000
PA
USD
3813821.40000000
0.079330383548
Long
DBT
CORP
US
N
2
2034-04-30
Fixed
5.57000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AQ9
5250000.00000000
PA
USD
5443847.43000000
0.113236163760
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.30000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CLK5
16615000.00000000
PA
USD
16664325.78000000
0.346630640782
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BPCG4
1985592.04000000
PA
USD
1956171.52000000
0.040689854267
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AF3
575000.00000000
PA
USD
570971.84000000
0.011876648199
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
Turkiye Government International Bond
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DL1
1000000.00000000
PA
USD
1031838.00000000
0.021463014576
Long
DBT
NUSS
TR
N
2
2032-07-17
Fixed
7.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHP8
24550365.76000000
PA
USD
24592223.89000000
0.511536946515
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CC4
188513.00000000
PA
USD
80344.24000000
0.001671221252
Long
DBT
NUSS
UA
Y
2
2036-02-01
Fixed
1.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36267ECK5
3512117.75000000
PA
USD
3040652.82000000
0.063247889492
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAN0
1490000.00000000
PA
USD
1127345.47000000
0.023449642536
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
BX Commercial Mortgage Trust 2024-XL5
N/A
BX Commercial Mortgage Trust
05612GAA1
2080276.97000000
PA
USD
2083292.33000000
0.043334063724
Long
ABS-MBS
USGSE
US
Y
2
2041-03-15
Variable
6.48816000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655DBX9
1527345.78000000
PA
USD
1322315.65000000
0.027505170453
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
BM7280605
125000.00000000
PA
122782.83000000
0.002553976176
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AX6
2325000.00000000
PA
USD
2312871.45000000
0.048109483896
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GZN7
1450000.00000000
PA
USD
1180771.45000000
0.024560943522
Long
DBT
CORP
US
N
2
2043-02-24
Fixed
3.43600000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar Structured Aircraft Portfolio Notes
83438LAC5
2382420.36000000
PA
USD
2179701.40000000
0.045339445649
Long
ABS-O
CORP
IE
Y
2
2046-10-15
Fixed
5.68200000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CN2
875000.00000000
PA
USD
868517.32000000
0.018065820311
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABF1
8650000.00000000
PA
USD
8411871.04000000
0.174973310487
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
07336UAA1
1000000.00000000
PA
USD
1090496.98000000
0.022683165940
Long
DBT
CORP
MX
Y
2
2038-06-29
Fixed
8.45000000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 8.45 06/29/2038
USD
XXXX
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond (Step Bond)
ZO2094456
928125.00000000
PA
USD
673918.50000000
0.014018016964
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
5.00000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International S.A.
89153VAV1
3300000.00000000
PA
USD
2389696.62000000
0.049707505818
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414BAF3
1376122.82000000
PA
USD
1374505.88000000
0.028590766901
Long
LON
CORP
US
N
2
2027-08-01
Variable
1.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175CE2
3000000.00000000
PA
USD
2084641.29000000
0.043362123118
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38379LAE6
1196360.24000000
PA
USD
1081980.31000000
0.022506012731
Long
ABS-CBDO
USGSE
US
N
2
2045-03-20
Fixed
3.00000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300A5OEF3CJI2CO89
Trane Technologies Luxembourg Finance S.A.
456873AD0
1750000.00000000
PA
USD
1724980.36000000
0.035880902438
Long
DBT
CORP
IE
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce, Inc
79466LAK0
3525000.00000000
PA
USD
2665781.29000000
0.055450276773
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC
161175CR3
4550000.00000000
PA
USD
4732786.92000000
0.098445564760
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
6.55000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
5000000.00000000
PA
USD
3837500.00000000
0.079822916424
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHK9
74662974.46000000
PA
USD
73435716.75000000
1.527518718092
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
2957756.15000000
PA
USD
2905671.25000000
0.060440170252
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP
86828LAC6
550000.00000000
PA
USD
521479.97000000
0.010847179690
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc
893647BW6
1470000.00000000
PA
USD
1490822.30000000
0.031010236835
Long
DBT
CORP
US
Y
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
05352TAA7
1500000.00000000
PA
USD
1466088.75000000
0.030495760198
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325VDB7
1227902.69000000
PA
USD
133339.93000000
0.002773571879
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.46345000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAD2
3000000.00000000
PA
USD
2951187.30000000
0.061386938683
Long
DBT
CORP
PE
Y
2
2030-07-08
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
152240.50000000
PA
USD
156838.79000000
0.003262366026
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
05565AAR4
100000.00000000
PA
USD
99329.93000000
0.002066138032
Long
DBT
CORP
FR
Y
2
2026-05-12
Fixed
4.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
2105000.00000000
PA
USD
1795862.79000000
0.037355310852
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBN4
75000.00000000
PA
USD
74047.12000000
0.001540236370
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services, Inc
45866EAA5
3000000.00000000
PA
USD
2898453.00000000
0.060290025166
Long
DBT
CORP
PA
Y
2
2027-10-19
Fixed
4.12500000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing S.A.
N/A
475668.10000000
PA
USD
464965.57000000
0.009671637220
Long
LON
CORP
LU
N
2
2026-01-30
Variable
8.31298000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655KCR5
2157369.61000000
PA
USD
1870457.79000000
0.038906943542
Long
ABS-CBDO
CORP
US
Y
2
2052-11-25
Variable
3.00000000
N
N
N
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
2300000.00000000
PA
USD
1742480.00000000
0.036244908250
Long
DBT
CORP
PA
Y
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc
16115QAF7
1160000.00000000
PA
USD
1222554.16000000
0.025430055644
Long
DBT
CORP
US
Y
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
Sunrise FinCo I BV
90320BAA7
3000000.00000000
PA
USD
2838540.00000000
0.059043789234
Long
DBT
CORP
NL
Y
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAV5
425000.00000000
PA
USD
418162.13000000
0.008698090098
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.60000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AP4
2275000.00000000
PA
USD
1953110.71000000
0.040626187093
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
2500000.00000000
PA
USD
2453555.00000000
0.051035808653
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
4150000.00000000
PA
USD
3697128.68000000
0.076903086288
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XDD5
4335094.39000000
PA
USD
4190537.29000000
0.087166360357
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DA6
500000.00000000
PA
USD
461597.45000000
0.009601577764
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAJ6
1225000.00000000
PA
USD
1215162.97000000
0.025276313275
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.20000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
2250000.00000000
PA
USD
1858556.25000000
0.038659382466
Long
DBT
NUSS
EG
Y
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
825000.00000000
PA
USD
584807.06000000
0.012164431289
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBV2
8558000.00000000
PA
USD
8550595.02000000
0.177858874699
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-7
N/A
JP Morgan Mortgage Trust
46592NBS4
18065829.58000000
PA
USD
106418.58000000
0.002213587340
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
0.10902400
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162UAW0
2000000.00000000
PA
USD
1957606.60000000
0.040719705022
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.23170000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
955879.96000000
PA
USD
907357.98000000
0.018873735558
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAS4
2150000.00000000
PA
USD
2070787.16000000
0.043073946685
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
1927000.00000000
PA
USD
1787992.10000000
0.037191594518
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCK0
1700000.00000000
PA
USD
1758901.89000000
0.036586496042
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
600000.00000000
PA
USD
571348.15000000
0.011884475733
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TMK8
2025000.00000000
PA
USD
2057525.89000000
0.042798102190
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
4.55000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc
489399AL9
1400000.00000000
PA
USD
1295959.70000000
0.026956946663
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBF4
2350000.00000000
PA
USD
2166439.01000000
0.045063577858
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Panther Escrow Issuer LLC
N/A
Panther Escrow Issuer LLC
69867RAA5
3250000.00000000
PA
USD
3408954.25000000
0.070908839137
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
7.12500000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
GTCR W-2 MERGER SUB LLC
36268NAA8
1035000.00000000
PA
USD
1110603.65000000
0.023101399956
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBA7
2500000.00000000
PA
USD
2500927.50000000
0.052021192655
Long
DBT
NUSS
MX
N
2
2054-05-07
Fixed
6.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
55908.57000000
PA
USD
56066.45000000
0.001166224769
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333QAG0
600000.00000000
PA
USD
550803.96000000
0.011457140968
Long
ABS-O
CORP
US
Y
2
2040-11-17
Fixed
2.71100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
988655.79000000
PA
USD
940843.43000000
0.019570258366
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772MAH2
878557.55000000
PA
USD
788127.09000000
0.016393642433
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
1375000.00000000
PA
USD
1350577.25000000
0.028093033212
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
2549002TO75PYMY3VY07
EnfraGen Energia Sur S.A.
29280LAA1
1800000.00000000
PA
USD
1550733.66000000
0.032256438654
Long
DBT
CORP
ES
Y
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
5300000.00000000
PA
USD
4849858.65000000
0.100880745716
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
450000.00000000
PA
USD
436901.13000000
0.009087875540
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CS1
1100000.00000000
PA
USD
957635.34000000
0.019919542855
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BV8
3850000.00000000
PA
USD
3905827.70000000
0.081244184511
Long
DBT
CORP
US
N
2
2034-08-12
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374CR73
5059385.56000000
PA
USD
4996294.77000000
0.103926728301
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
Genesee & Wyoming Inc
G617XSG94Z7G0RMW3L02
Genesee & Wyoming, Inc
371559AB1
1110000.00000000
PA
USD
1141467.56000000
0.023743392740
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
850000.00000000
PA
USD
822975.10000000
0.017118507524
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DT4
8600000.00000000
PA
USD
9046588.28000000
0.188175911452
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAW0
4300000.00000000
PA
USD
4400839.30000000
0.091540801990
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAN2
2000000.00000000
PA
USD
2147100.00000000
0.044661311753
Long
DBT
CORP
CO
N
2
2034-12-24
Fixed
8.62500000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
2322780.00000000
PA
USD
2058599.36000000
0.042820431182
Long
DBT
CORP
JE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
1062802.09000000
PA
USD
1040177.87000000
0.021636490210
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748WAU0
2257265.63000000
PA
USD
1897035.15000000
0.039459772829
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CQ2
1550000.00000000
PA
USD
1294336.43000000
0.026923181414
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.15000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC
01883LAE3
4360000.00000000
PA
USD
4430601.48000000
0.092159877953
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.75000000
N
N
N
N
N
N
Akbank TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAL4
1500000.00000000
PA
USD
1547250.00000000
0.032183975879
Long
DBT
CORP
TR
Y
2
2030-01-20
Fixed
7.49800000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CD2
31684.00000000
PA
USD
13782.54000000
0.000286687306
Long
DBT
NUSS
UA
Y
2
2030-02-01
Fixed
0.00000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2023-R08
N/A
Connecticut Avenue Securities Trust
20755CAF5
2170000.00000000
PA
USD
2278478.95000000
0.047394093758
Long
ABS-CBDO
USGSE
US
Y
2
2043-10-25
Variable
8.83012000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial, Inc
45685EAJ5
260000.00000000
PA
USD
265013.25000000
0.005512477004
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.70000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DJ2
225000.00000000
PA
USD
211728.83000000
0.004404120573
Long
DBT
NUSS
ID
N
2
2032-03-31
Fixed
3.55000000
N
N
N
N
N
N
Kodiak Gas Services LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAC8
1070000.00000000
PA
USD
1107346.21000000
0.023033642729
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.25000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RCA4
3920000.00000000
PA
USD
3856715.91000000
0.080222621955
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
Apollo aviation securitization
00258BAA2
2225101.39000000
PA
USD
2036823.32000000
0.042367473001
Long
ABS-O
CORP
US
Y
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CV5
1375000.00000000
PA
USD
1341575.26000000
0.027905784978
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAJ3
1500000.00000000
PA
USD
1488443.48000000
0.030960755571
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
5000000.00000000
PA
USD
4953088.50000000
0.103028005049
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
141705.78000000
PA
USD
141949.59000000
0.002952659350
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAF4
1400000.00000000
PA
USD
1377509.15000000
0.028653237199
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
TIH Insurance Holdings LLC
N/A
Truist Insurance Holdings LLC
89788VAB8
2000000.00000000
PA
USD
2000210.00000000
0.041605888120
Long
LON
CORP
US
N
2
2031-05-06
Variable
7.85370000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc
629377CP5
1955000.00000000
PA
USD
1831593.73000000
0.038098541559
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group plc
780097BQ3
3000000.00000000
PA
USD
2998444.80000000
0.062369930598
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 6 09/30/2173
USD
XXXX
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA2
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust
35564KSQ3
4982000.00000000
PA
USD
5493305.65000000
0.114264932323
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
13.78758000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EQ86
15887305.83000000
PA
USD
15889442.20000000
0.330512473421
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EU81
27402179.43000000
PA
USD
27384697.39000000
0.569622517540
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DP3S5
2527551.03000000
PA
USD
2353879.56000000
0.048962483749
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330CBC1
32899231.41000000
PA
USD
284644.15000000
0.005920814643
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
0.15536000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC
05973JAA8
1000000.00000000
PA
USD
912367.50000000
0.018977937381
Long
DBT
CORP
MX
Y
2
2031-08-11
Fixed
2.72000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852EAD1
1238231.25000000
PA
USD
1032095.84000000
0.021468377844
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AD3
2650000.00000000
PA
USD
2661672.77000000
0.055364816434
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.65000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series
67190AAE6
1000000.00000000
PA
USD
936065.70000000
0.019470877951
Long
ABS-O
CORP
US
Y
2
2051-01-20
Fixed
4.23000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MCD4
2500000.00000000
PA
USD
2492962.50000000
0.051855514602
Long
LON
CORP
US
N
2
2032-01-19
Variable
2.50000000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
BQ2336940
1800000.00000000
PA
USD
1469898.00000000
0.030574995493
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview MSR Opportunity Master Fund Trust
07335UAW4
1511804.93000000
PA
USD
1308785.70000000
0.027223737211
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart LLC
71677HAL9
1346938.17000000
PA
USD
1337435.52000000
0.027819675240
Long
LON
CORP
US
N
2
2028-02-11
Variable
8.69540000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de C.V.
68560EAA6
1975000.00000000
PA
USD
1869829.67000000
0.038893878169
Long
DBT
CORP
MX
Y
2
2026-05-11
Fixed
1.87500000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAX8
722168.44000000
PA
USD
722406.76000000
0.015026609622
Long
LON
CORP
US
N
2
2026-12-23
Variable
8.61120000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AY2
3570000.00000000
PA
USD
3696902.79000000
0.076898387605
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
475000.00000000
PA
USD
363977.83000000
0.007571015479
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
3895000.00000000
PA
USD
2737441.87000000
0.056940871297
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAM4
544041.70000000
PA
USD
529858.53000000
0.011021460106
Long
LON
CORP
US
N
2
2028-01-18
Variable
9.59650000
N
N
N
N
N
N
Motion Finco Sarl
2549002L1LBQZKA7UN30
Motion Finco Sarl
BL4569192
1851748.86000000
PA
USD
1784391.50000000
0.037116699302
Long
LON
CORP
LU
N
2
2029-11-12
Variable
8.10370000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV Financing LLC
25460HAB8
286932.35000000
PA
USD
287458.87000000
0.005979362959
Long
LON
CORP
US
N
2
2027-08-02
Variable
9.95990000
N
N
N
N
N
N
CHG HEALTHCARE SERVICES INC
54930016Y1HPAVB9PZ54
CHG Healthcare Services, Inc
12541HAT0
259600.00000000
PA
USD
259938.78000000
0.005406924172
Long
LON
CORP
US
N
2
2028-09-29
Variable
8.45990000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHS37
67615.54000000
PA
USD
62036.89000000
0.001290414458
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial, Inc
21871XAS8
1575000.00000000
PA
USD
1660065.84000000
0.034530631089
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
Avantor Funding Inc
5493003VM0XB4U8YD238
Avantor Funding, Inc
05350NAP9
1252665.52000000
PA
USD
1261102.22000000
0.026231884588
Long
LON
CORP
US
N
2
2027-11-08
Variable
6.94540000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
BT2749815
5100000.00000000
PA
830970.48000000
0.017284817505
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
Bausch & Lomb Corp
BL3906049
4144530.90000000
PA
USD
4134749.81000000
0.086005938376
Long
LON
CORP
CA
N
2
2027-05-10
Variable
8.26990000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAC8
790000.00000000
PA
USD
838837.80000000
0.017448463740
Long
DBT
CORP
US
Y
2
2031-08-01
Fixed
8.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-2016079.16000000
-0.04193597870
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
1609050.00000000
USD
25500000.00000000
USD
-409911.59000000
N
N
N
Zambia Government International Bond
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AR9
695891.00000000
PA
USD
341937.18000000
0.007112553209
Long
DBT
NUSS
ZM
Y
2
2053-12-31
Fixed
0.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TC2
14775000.00000000
PA
USD
10863087.96000000
0.225960485300
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
193326.89000000
PA
USD
173421.20000000
0.003607292756
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust
35564KLV9
2000000.00000000
PA
USD
2156978.80000000
0.044866798301
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
12.78012000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
1550000.00000000
PA
USD
1245976.96000000
0.025917267685
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KQZ5
4230000.00000000
PA
USD
4521007.08000000
0.094040383139
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
12.38012000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
725000.00000000
PA
USD
622969.08000000
0.012958230308
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
ZF North America Capital Inc
529900JYGMS9CW9IQX78
ZF North America Capital, Inc
98877DAF2
3665000.00000000
PA
USD
3696222.14000000
0.076884229567
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REU4
5075000.00000000
PA
USD
4768930.30000000
0.099197374532
Long
ABS-O
CORP
US
Y
2
2028-02-20
Fixed
4.08000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BEXK4
5979828.13000000
PA
USD
5885626.70000000
0.122425508319
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAG0
8482028.01000000
PA
USD
7807258.93000000
0.162396919106
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
3000000.00000000
PA
USD
2847360.00000000
0.059227251937
Long
DBT
CORP
IL
Y
2
2031-01-29
Fixed
3.27500000
N
N
N
N
Y
Bank Leumi Le-Israel BM
Bank Leumi Le-Israel BM 3.275 01/29/2031
USD
XXXX
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAC6
304253.09000000
PA
USD
300775.60000000
0.006256361063
Long
ABS-O
CORP
US
Y
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
1925000.00000000
PA
USD
1550904.45000000
0.032259991216
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAC3
802454.93000000
PA
USD
781029.30000000
0.016246003006
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.84000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
29673.11000000
PA
USD
28477.19000000
0.000592347194
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BPAP6
1739444.28000000
PA
USD
1663310.89000000
0.034598130595
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc
78409VBG8
1830000.00000000
PA
USD
1839886.67000000
0.038271041013
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
15185000.00000000
PA
USD
10203835.90000000
0.212247541433
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
NBC Funding LLC
N/A
NBC Funding LLC
62878YAB0
1500000.00000000
PA
USD
1408026.45000000
0.029288020232
Long
ABS-O
CORP
US
Y
2
2051-07-30
Fixed
4.97000000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
CITY BREWING CO LLC
10756PAD1
125941.99000000
PA
USD
103272.43000000
0.002148145029
Long
LON
CORP
US
N
2
2028-04-05
Variable
9.06298000
N
N
N
N
N
N
Crescendo Royalty Funding LP
N/A
Crescendo Royalty Funding LP
225638AA3
9850000.00000000
PA
USD
9486461.13000000
0.197325601026
Long
ABS-O
CORP
US
Y
2
2051-12-20
Fixed
3.56700000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
5700000.00000000
PA
USD
4285703.46000000
0.089145889017
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AL5
3087500.00000000
PA
USD
3011834.95000000
0.062648455895
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.35200000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
AQ6084745
4850000.00000000
PA
825778.55000000
0.017176821415
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
215000.00000000
PA
USD
197801.80000000
0.004114427765
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
Six Flags Entertainment Corp / Six Flags Theme Parks Inc
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83002YAA7
1980000.00000000
PA
USD
2050493.94000000
0.042651832286
Long
DBT
CORP
US
Y
2
2032-05-01
Fixed
6.62500000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332EAY2
3825339.79000000
PA
USD
3824077.43000000
0.079543716767
Long
LON
CORP
US
N
2
2030-06-20
Variable
8.25540000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2000000.00000000
PA
USD
1979635.60000000
0.041177924963
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.62500000
N
N
N
N
Y
Bancolombia SA
Bancolombia SA 4.625 12/18/2029
USD
XXXX
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BE2
1500000.00000000
PA
USD
1457154.60000000
0.030309923088
Long
DBT
CORP
CL
Y
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383DQ27
5486405.07000000
PA
USD
4186118.29000000
0.087074441799
Long
ABS-CBDO
USGSE
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
4833900.00000000
PA
USD
4342118.35000000
0.090319361604
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series
14576AAC6
2453125.00000000
PA
USD
2290054.99000000
0.047634884188
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B2JH6
1816140.76000000
PA
USD
1738329.12000000
0.036158566791
Long
ABS-CBDO
USGSE
US
N
2
2048-07-25
Fixed
4.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MCA0
632493.42000000
PA
USD
630741.41000000
0.013119900679
Long
LON
CORP
US
N
2
2031-02-28
Variable
7.10370000
N
N
N
N
N
N
TotalEnergies Capital SA
529900QI55ZLJVCMPA71
TotalEnergies Capital S.A.
89157XAC5
1375000.00000000
PA
USD
1433768.56000000
0.029823475683
Long
DBT
CORP
FR
N
2
2064-04-05
Fixed
5.63800000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
850000.00000000
PA
USD
827591.28000000
0.017214527577
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
1750000.00000000
PA
USD
1740057.15000000
0.036194511129
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services, Inc
404030AJ7
3075000.00000000
PA
USD
2886943.76000000
0.060050624228
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAM2
3142922.81000000
PA
USD
2950286.47000000
0.061368200735
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EW30
44754717.93000000
PA
USD
45272469.60000000
0.941701773861
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36290WK27
64116.60000000
PA
USD
66009.03000000
0.001373037989
Long
ABS-MBS
USGSE
US
N
2
2033-09-15
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654ABP3
963015.90000000
PA
USD
802120.40000000
0.016684713915
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
213800CG16G1YMJRCG10
C&W Senior Financing Designated Activity Co
12674TAA4
3200000.00000000
PA
USD
3188876.16000000
0.066331047610
Long
DBT
CORP
KY
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAH0
1400000.00000000
PA
USD
590742.60000000
0.012287895032
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
4.68801100
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
400719.04000000
PA
USD
412789.99000000
0.008586345504
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
2175000.00000000
PA
USD
2126593.20000000
0.044234754728
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BJYS8
4747586.86000000
PA
USD
583758.53000000
0.012142621068
Long
ABS-CBDO
USGSE
US
N
2
2051-11-25
Fixed
2.50000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBQ0
260000.00000000
PA
USD
258107.03000000
0.005368822380
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
N
Benchmark 2019-B14 Mortgage Trust
N/A
Benchmark Mortgage Trust
08162YAH5
2540000.00000000
PA
USD
2150047.26000000
0.044722617001
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Fixed
3.49280000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc
538034AV1
2550000.00000000
PA
USD
2600982.15000000
0.054102405415
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
2000000.00000000
PA
USD
2148292.14000000
0.044686109171
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83100000
N
N
N
N
N
N
Flutter Treasury DAC
635400JE8VLL9UFVIC38
Flutter Treasury Designated Activity Co
344045AA7
1960000.00000000
PA
USD
2029431.04000000
0.042213707959
Long
DBT
CORP
IE
Y
2
2029-04-29
Fixed
6.37500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc
527298BU6
5000000.00000000
PA
USD
5381250.00000000
0.111934089643
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
117062.05000000
PA
USD
111400.73000000
0.002317219846
Long
ABS-CBDO
CORP
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132E0SB9
5721791.58000000
PA
USD
4984583.88000000
0.103683132889
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-LTV2
N/A
GS Mortgage-Backed Securities Trust
36268SAU3
4396521.33000000
PA
USD
3987355.56000000
0.082940025959
Long
ABS-CBDO
USGSE
US
Y
2
2052-12-25
Variable
4.34634000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281FAA2
258838.42000000
PA
USD
240046.44000000
0.004993148382
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
2000000.00000000
PA
USD
1859459.20000000
0.038678164512
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAB1
500000.00000000
PA
USD
507780.00000000
0.010562209902
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CG5
83380.00000000
PA
USD
35915.94000000
0.000747078847
Long
DBT
NUSS
UA
Y
2
2036-02-01
Fixed
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179WW87
2681718.10000000
PA
USD
2298054.91000000
0.047801288604
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MUXL9
2652331.97000000
PA
USD
2610574.27000000
0.054301928800
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
2120509.40000000
PA
USD
1851195.16000000
0.038506266199
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
3.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
1992000.00000000
PA
USD
1844684.07000000
0.038370830579
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond (Step Bond)
ZO2104214
650162.00000000
PA
USD
368584.24000000
0.007666832308
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H9U98
1652517.37000000
PA
USD
1716683.30000000
0.035708317285
Long
ABS-CBDO
USGSE
US
N
2
2053-02-25
Fixed
5.50000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
1665000.00000000
PA
USD
1558364.08000000
0.032415157189
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.30000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2021-INV1
N/A
GS Mortgage-Backed Securities Trust
36263KBM2
519478.79000000
PA
USD
421807.37000000
0.008773913861
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
3.02755000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDF6
1085000.00000000
PA
USD
890526.76000000
0.018523633390
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384J4C5
5020942.43000000
PA
USD
1001337.59000000
0.020828582868
Long
ABS-CBDO
USGSE
US
N
2
2040-03-20
Fixed
5.00000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CK5
1475000.00000000
PA
USD
1493358.54000000
0.031062992554
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.12500000
N
N
N
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AE3
1325000.00000000
PA
USD
1410845.13000000
0.029346650918
Long
DBT
CORP
AU
Y
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AC5
543309.45000000
PA
USD
511843.14000000
0.010646726302
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
2.05100000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAU1
1000000.00000000
PA
USD
674483.07000000
0.014029760449
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.87500000
N
N
N
N
N
N
Ashford Hospitality Trust
N/A
Ashford Hospitality Trust
04410CAJ8
1500000.00000000
PA
USD
1478633.40000000
0.030756698452
Long
ABS-MBS
CORP
US
Y
2
2035-06-15
Variable
7.24400000
N
N
N
N
N
N
PERRIGO INVESTMENTS LLC
549300POZGC78VHAAJ73
Perrigo Investments LLC
71429TAC4
208336.53000000
PA
USD
208510.49000000
0.004337176655
Long
LON
CORP
US
N
2
2029-04-20
Variable
7.19540000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBJ8
3175000.00000000
PA
USD
2794651.83000000
0.058130881944
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.61216500
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
1500000.00000000
PA
USD
1370344.64000000
0.028504209946
Long
DBT
CORP
IN
Y
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
DIRECTV Holdings LLC
25461LAA0
985000.00000000
PA
USD
967104.86000000
0.020116516068
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
USI Inc/NY
2549006D7UF7072T7I27
USI, Inc
90351NAP0
1970087.62000000
PA
USD
1966531.61000000
0.040905352013
Long
LON
CORP
US
N
2
2029-11-22
Variable
7.35370000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
300721.13000000
PA
USD
279652.82000000
0.005816991186
Long
ABS-CBDO
CORP
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc
17888HAB9
1750000.00000000
PA
USD
1852441.50000000
0.038532191018
Long
DBT
CORP
US
Y
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
6000000.00000000
PA
USD
5438841.00000000
0.113132026211
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XFG6
20629114.69000000
PA
USD
19953843.31000000
0.415055105374
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
2154746.70000000
PA
USD
1794743.26000000
0.037332023777
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767YBC3
2150000.00000000
PA
USD
2092721.85000000
0.043530204907
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
4.42900000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
5175000.00000000
PA
USD
4882667.30000000
0.101563190570
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo plc
566007AC4
2500000.00000000
PA
USD
2216619.55000000
0.046107371227
Long
DBT
CORP
GB
Y
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
522478.96000000
PA
USD
496660.17000000
0.010330908987
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
525000.00000000
PA
USD
515151.95000000
0.010715552065
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
287000.00000000
PA
USD
274802.50000000
0.005716100844
Long
DBT
NUSS
BB
Y
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
296111.44000000
PA
USD
268677.04000000
0.005588686621
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDB9
3550000.00000000
PA
USD
3474142.54000000
0.072264805111
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
Winwater Mortgage Loan Trust
5493002CYMIHYUBDIR84
WinWater Mortgage Loan Trust
97652PAX9
81899.06000000
PA
USD
70211.88000000
0.001460460463
Long
ABS-CBDO
CORP
US
Y
2
2044-06-20
Variable
3.92707600
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560BB0
3450000.00000000
PA
USD
3369665.06000000
0.070091594126
Long
DBT
CORP
US
N
2
2054-12-15
Fixed
5.00000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BR7
1500000.00000000
PA
USD
1531417.86000000
0.031854655335
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DSKX9
2124238.97000000
PA
USD
1933291.62000000
0.040213934959
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond (Step Bond)
ZO2104560
188000.00000000
PA
USD
96691.04000000
0.002011247115
Long
DBT
NUSS
EC
Y
2
2040-07-31
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659FAC9
1795517.56000000
PA
USD
1585498.03000000
0.032979563971
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AS8
300000.00000000
PA
USD
321706.50000000
0.006691739690
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.87500000
N
N
N
N
N
N
LIBERTY COSTA RICA SR SF
549300W6O2PHTPCYQ751
Liberty Costa Rica Senior Secured Finance
530371AA1
1500000.00000000
PA
USD
1642950.00000000
0.034174608609
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
10.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
52043.20000000
PA
USD
51704.04000000
0.001075483326
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
525000.00000000
PA
USD
387240.00000000
0.008054886294
Long
DBT
NUSS
MA
Y
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652QAC5
824784.64000000
PA
USD
797114.19000000
0.016580580943
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAR6
900000.00000000
PA
USD
733690.83000000
0.015261326854
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003KBJ0
7411655.10000000
PA
USD
6327486.34000000
0.131616524636
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
3.31317900
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CW3
9850000.00000000
PA
USD
9516268.11000000
0.197945608863
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Solarcity LMC Series LLC
54930080F5ME65CO1C91
SolarCity LMC
83417BAA6
150210.14000000
PA
USD
149064.17000000
0.003100648021
Long
ABS-O
CORP
US
Y
2
2038-11-20
Fixed
4.80000000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert LLC
04538FAD1
647684.00000000
PA
USD
648989.08000000
0.013499466082
Long
LON
CORP
US
N
2
2027-09-07
Variable
6.69540000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
2475000.00000000
PA
USD
1995097.50000000
0.041499544234
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967PE5
2600000.00000000
PA
USD
2777772.40000000
0.057779776972
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDU0
1700000.00000000
PA
USD
1856105.90000000
0.038608413323
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
7.00000000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAT2
210084.35000000
PA
USD
209865.86000000
0.004365369381
Long
LON
CORP
US
N
2
2027-02-16
Variable
7.96090000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BV3
800000.00000000
PA
USD
849279.16000000
0.017665651963
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
2375000.00000000
PA
USD
2236260.10000000
0.046515909593
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABK8
1688355.00000000
PA
USD
1671596.89000000
0.034770485692
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.71420100
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
485000.00000000
PA
USD
482085.20000000
0.010027738535
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAU7
875000.00000000
PA
USD
866100.58000000
0.018015550283
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.90000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988LAK3
474031.70000000
PA
USD
473965.34000000
0.009858839276
Long
LON
CORP
US
N
2
2027-12-15
Variable
7.69540000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAL5
2000000.00000000
PA
USD
1740000.00000000
0.036193322365
Long
DBT
CORP
ID
Y
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendys Funding LLC
95058XAE8
6526645.27000000
PA
USD
6333002.32000000
0.131731261212
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean, Inc
893830BX6
943500.00000000
PA
USD
983723.29000000
0.020462192042
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
Performance Food Group, Inc
71376LAF7
1380000.00000000
PA
USD
1410160.44000000
0.029332408846
Long
DBT
CORP
US
Y
2
2032-09-15
Fixed
6.12500000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
805578.82000000
PA
USD
732828.45000000
0.015243388695
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
3.98362200
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
2325000.00000000
PA
USD
1959198.50000000
0.040752817752
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBK1
3000000.00000000
PA
USD
2767132.20000000
0.057558452725
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.49513000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753DAB4
5675000.00000000
PA
USD
6200326.24000000
0.128971497917
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
10.01341000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVSE3
3065182.32000000
PA
USD
2120447.76000000
0.044106924906
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GMA4
6500000.00000000
PA
USD
6835426.65000000
0.142182069109
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.46800000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
2250000.00000000
PA
USD
1616269.03000000
0.033619624156
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
3595000.00000000
PA
USD
3177799.89000000
0.066100652777
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
RESIDENTIAL RE 21 LTD
N/A
Residential Reinsurance 2021 Ltd
76114NAD4
500000.00000000
PA
USD
501750.00000000
0.010436781320
Long
ABS-O
CORP
KY
Y
2
2025-06-06
Variable
7.31192100
N
N
N
N
N
N
Prime Security Services Borrower LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
03765VAM2
1818380.15000000
PA
USD
1818380.15000000
0.037823689052
Long
LON
CORP
US
N
2
2030-10-13
Variable
7.44540000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BC0
675000.00000000
PA
USD
663935.74000000
0.013810367970
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Settlement Fee Finance LLC
N/A
Settlement Fee Finance LLC
81784RAA0
177514.62000000
PA
USD
177219.22000000
0.003686294459
Long
ABS-O
CORP
US
Y
2
2049-11-01
Fixed
3.84000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290XAW0
2717806.00000000
PA
USD
2587296.96000000
0.053817743062
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
4.23300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
2935076.54000000
PA
USD
2943863.51000000
0.061234598286
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
1925000.00000000
PA
USD
1870617.73000000
0.038910270416
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming, Inc
70757DAZ2
304290.00000000
PA
USD
305336.76000000
0.006351236657
Long
LON
CORP
US
N
2
2029-05-03
Variable
7.69540000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36264KAV2
3000000.00000000
PA
USD
2559331.20000000
0.053236034001
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.01200000
N
N
N
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc
93369PAL8
2000000.00000000
PA
USD
2000000.00000000
0.041601519960
Long
LON
CORP
US
N
2
2031-01-30
Variable
7.85370000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAE9
325000.00000000
PA
USD
317762.50000000
0.006609701493
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.10000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDU0
3450000.00000000
PA
USD
3603590.93000000
0.074957430001
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.05000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBX9
3802000.00000000
PA
USD
3754095.18000000
0.078088032782
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KM2
5000000.00000000
PA
USD
5076145.00000000
0.105587673769
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46593FAP7
2096753.38000000
PA
USD
1815181.84000000
0.037757161774
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP
55342UAM6
3375000.00000000
PA
USD
2464700.40000000
0.051267641443
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
2575000.00000000
PA
USD
2442866.45000000
0.050813478690
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
Indika Energy Tbk PT
254900YVKE6BJ1I4V036
Indika Energy Tbk PT
69369KAA3
1800000.00000000
PA
USD
1840827.78000000
0.038290616816
Long
DBT
CORP
ID
Y
2
2029-05-07
Fixed
8.75000000
N
N
N
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco, Inc
84850XAK8
469854.20000000
PA
USD
413375.38000000
0.008598522061
Long
LON
CORP
US
N
2
2028-03-04
Variable
9.25600000
N
N
N
N
N
N
VITALITY RE XIV LTD
N/A
Vitality Re XIV Ltd
92851QAA7
1500000.00000000
PA
USD
1521450.00000000
0.031647316271
Long
DBT
CORP
KY
Y
2
2027-01-05
Variable
8.10192100
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAC0
2750000.00000000
PA
USD
2762551.00000000
0.057463160284
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
4000000.00000000
PA
USD
4000000.00000000
0.083203039920
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
817477AH5
1400000.00000000
PA
USD
1498053.90000000
0.031160659611
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
3940000.00000000
PA
USD
3712052.88000000
0.077213520990
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
975000.00000000
PA
USD
929445.66000000
0.019333176088
Long
DBT
CORP
NL
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd
526250AB1
1500000.00000000
PA
USD
1395783.42000000
0.029033355903
Long
DBT
CORP
HK
Y
2
2030-11-02
Fixed
3.42100000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
3000000.00000000
PA
USD
2902887.00000000
0.060382255736
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust
20753YCK6
7555870.00000000
PA
USD
7879707.03000000
0.163903894645
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.38012000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP S.A.
67091TAF2
1075000.00000000
PA
USD
1153711.50000000
0.023998075997
Long
DBT
CORP
MA
Y
2
2034-05-01
Fixed
6.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
ZN9554595
3775000.00000000
PA
1037196.21000000
0.021574469416
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
1127922.83000000
PA
USD
1132331.33000000
0.023553352213
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251XAY3
3725000.00000000
PA
USD
3213990.72000000
0.066853449545
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.07509400
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon Finance LLC
68622TAB7
3150000.00000000
PA
USD
2967682.41000000
0.061730049507
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
4455177.19000000
PA
USD
4468940.61000000
0.092957360994
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HMN7
660000.00000000
PA
USD
657501.52000000
0.013676531304
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.90000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
4175000.00000000
PA
USD
3706469.39000000
0.077097380155
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
425000.00000000
PA
USD
350206.27000000
0.007284556565
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AH3
4086000.00000000
PA
USD
4054140.40000000
0.084329201386
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
CLOUD PEAK ENRGY RES/FIN
N/A
Cloud Peak Energy, Inc
18911XAC1
82060.00000000
PA
USD
75565.77000000
0.001571825444
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
12.00000000
N
N
Y
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AQ6
1500000.00000000
PA
USD
1424236.20000000
0.029625195351
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.12500000
N
N
N
N
N
N
Boost Newco Borrower LLC
254900S8RE1OL7TTCU64
Boost Newco Borrower LLC
92943EAE6
4820000.00000000
PA
USD
4828025.30000000
0.100426595443
Long
LON
CORP
US
N
2
2031-01-31
Variable
7.10370000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCA5
3325000.00000000
PA
USD
3071348.78000000
0.063886388788
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
INEOS US Petrochem LLC
N/A
INEOS US Petrochem LLC
BL4462091
952066.52000000
PA
USD
953556.50000000
0.019834699884
Long
LON
CORP
US
N
2
2029-04-02
Variable
9.19540000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHJ2
56588217.39000000
PA
USD
54366153.71000000
1.130857314369
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABJ8
1000000.00000000
PA
USD
747507.70000000
0.015548728251
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.10856300
N
N
N
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya, Inc
N/A
4815.00000000
NS
USD
31297.50000000
0.000651011785
Long
EC
CORP
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
101313.30000000
PA
USD
101599.41000000
0.002113344941
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38375AX25
6709428.85000000
PA
USD
1412704.46000000
0.029385326395
Long
ABS-CBDO
USGSE
US
N
2
2040-01-20
Fixed
5.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos, Inc
01309QAA6
3505000.00000000
PA
USD
3568794.51000000
0.074233638021
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
6325000.00000000
PA
USD
6337628.50000000
0.131827489272
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KPGK8
3506868.13000000
PA
USD
3281537.02000000
0.068258463919
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Sealed Air Corp/Sealed Air Corp US
N/A
Sealed Air Corp
812127AB4
600000.00000000
PA
USD
635032.80000000
0.013209164852
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
7.25000000
N
N
N
N
N
N
ICU MEDICAL INC
5493003NRW7LS2QZRH60
ICU Medical, Inc
44931YAD9
2947103.26000000
PA
USD
2948532.61000000
0.061331719114
Long
LON
CORP
US
N
2
2029-01-08
Variable
7.25370000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBD6
2600000.00000000
PA
USD
2513518.02000000
0.052283085039
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
948741AL7
925000.00000000
PA
USD
916460.67000000
0.019063078427
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc
66877AAF5
3127035.83000000
PA
USD
3120437.78000000
0.064907477295
Long
LON
CORP
US
N
2
2029-09-12
Variable
6.59540000
N
N
N
N
N
N
TotalEnergies Capital SA
529900QI55ZLJVCMPA71
TotalEnergies Capital S.A.
89157XAB7
900000.00000000
PA
USD
930099.21000000
0.019346770425
Long
DBT
CORP
FR
N
2
2054-04-05
Fixed
5.48800000
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
OneMain Finance Corp
682691AG5
2000000.00000000
PA
USD
2024028.00000000
0.042101320621
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.12500000
N
N
N
N
N
N
CONAIR HOLDINGS LLC
549300804G00T34FLV17
Conair Holdings LLC
20600RAB8
970000.00000000
PA
USD
892230.25000000
0.018559067277
Long
LON
CORP
US
N
2
2028-05-17
Variable
8.70990000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CE0
118400.00000000
PA
USD
40078.40000000
0.000833661178
Long
DBT
NUSS
UA
Y
2
2034-02-01
Fixed
0.00000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont, Inc
26078JAC4
5805000.00000000
PA
USD
5794748.14000000
0.120535165206
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
-1541707.60000000
-0.03206868974
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
0.00000000
USD
1361100.00000000
USD
19500000.00000000
USD
-178672.44000000
N
N
N
Zambia Government International Bond
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AQ1
741251.41000000
PA
USD
653227.81000000
0.013587634888
Long
DBT
NUSS
ZM
Y
2
2033-06-30
Fixed
5.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46652JBA9
2800000.00000000
PA
USD
2135218.12000000
0.044414159619
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Fixed
2.53610000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
625000.00000000
PA
USD
559508.32000000
0.011638198271
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
800000.00000000
PA
USD
824083.20000000
0.017141556846
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
640000.00000000
PA
USD
635339.44000000
0.013215543197
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
2675000.00000000
PA
USD
2398693.90000000
0.049894656079
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile S.A.
833636AL7
3000000.00000000
PA
USD
2120427.90000000
0.044106511803
Long
DBT
CORP
CL
Y
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXA7
1050000.00000000
PA
USD
989891.90000000
0.020590503818
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41100000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AR1
1550000.00000000
PA
USD
1518354.92000000
0.031582936255
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BMZC5
1521767.87000000
PA
USD
1280477.27000000
0.026634900353
Long
ABS-CBDO
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
N
N
N
N
N
N
TELEFONICA MOVILES CHILE
549300PDWJ2U6A15B785
Telefonica Moviles Chile S.A.
87938XAB7
3000000.00000000
PA
USD
2481592.80000000
0.051619016201
Long
DBT
CORP
CL
Y
2
2031-11-18
Fixed
3.53700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
1050000.00000000
PA
USD
1041044.28000000
0.021654512197
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
VR Funding LLC
N/A
Vine
91835CAA1
9057848.42000000
PA
USD
8390358.36000000
0.174525830394
Long
ABS-O
CORP
US
Y
2
2050-11-15
Fixed
2.79000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
2350000.00000000
PA
USD
2075738.03000000
0.043176928543
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GBE3
2810730.16000000
PA
USD
2812486.87000000
0.058501864330
Long
LON
CORP
US
N
2
2028-12-01
Variable
6.84540000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
1425000.00000000
PA
USD
1037827.50000000
0.021587600728
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322VAE6
1129262.00000000
PA
USD
989808.87000000
0.020588776731
Long
ABS-MBS
CORP
US
Y
2
2047-07-10
Variable
4.62741800
N
N
N
N
N
N
MATTERHORN RE LTD
549300QRZ77PO1BYWT39
Matterhorn Re Ltd
577092AP4
500000.00000000
PA
USD
506550.00000000
0.010536624967
Long
DBT
CORP
BM
Y
2
2025-03-24
Variable
5.88917600
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31371KQ87
86982.00000000
PA
USD
90936.41000000
0.001891546437
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta plc
03718NAC0
1400000.00000000
PA
USD
1489796.00000000
0.030988889015
Long
DBT
CORP
GB
Y
2
2034-05-02
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YHD7
2915483.64000000
PA
USD
2804082.43000000
0.058327045591
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3G6
2600000.00000000
PA
USD
2781882.97000000
0.057865279952
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FJE54
1855169.88000000
PA
USD
1710071.29000000
0.035570782452
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
1.10952000
N
N
N
N
N
N
OPEN Trust
N/A
OPEN Trust
68373BAE1
3102226.47000000
PA
USD
3138361.82000000
0.065280310948
Long
ABS-MBS
CORP
US
Y
2
2028-10-15
Variable
10.33243900
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Telecomunicaciones Digitales S.A.
12686LAA7
1175000.00000000
PA
USD
1074749.71000000
0.022355610756
Long
DBT
CORP
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2C0
1000000.00000000
PA
USD
861890.00000000
0.017927967019
Long
DBT
NUSS
UZ
Y
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
Sable International Finance Ltd
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AK6
220000.00000000
PA
USD
220825.00000000
0.004593327822
Long
DBT
CORP
KY
Y
2
2032-10-15
Fixed
7.12500000
N
N
N
N
N
N
Phinia Inc
254900HG6MORZE1FFM18
Phinia, Inc
71880KAB7
1360000.00000000
PA
USD
1371228.12000000
0.028522587002
Long
DBT
CORP
US
Y
2
2032-10-15
Fixed
6.62500000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc
23345MAA5
1790000.00000000
PA
USD
1712209.11000000
0.035615250733
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MS7
2135000.00000000
PA
USD
1921314.55000000
0.039964802801
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVI Ltd
55819PAW9
1000000.00000000
PA
USD
1003681.00000000
0.020877327577
Long
ABS-O
CORP
KY
Y
2
2035-04-15
Variable
5.98082000
N
N
N
N
N
N
Jonah Energy LLC
2549003KXV9PPFRCPA79
Jonah Energy Abs I LLC
47987EAC1
1442272.00000000
PA
USD
1460973.94000000
0.030389368263
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
7.20000000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC
68764JAH4
736720.64000000
PA
USD
737844.14000000
0.015347718858
Long
LON
CORP
US
N
2
2028-10-05
Variable
8.22530000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465978CU6
1090411.11000000
PA
USD
1070263.15000000
0.022262286898
Long
ABS-CBDO
USGSE
US
Y
2
2053-06-25
Variable
5.00000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna, Inc
00817YAF5
150000.00000000
PA
USD
169578.87000000
0.003527369372
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ES50
16231154.29000000
PA
USD
16420173.22000000
0.341552081982
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
Horizon Aircraft Finance II LL
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
1455685.86000000
PA
USD
1368769.77000000
0.028471451453
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
57988.46000000
PA
USD
54410.61000000
0.001131782038
Long
ABS-CBDO
CORP
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBM9
1000000.00000000
PA
USD
890499.40000000
0.018523064281
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.40510000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
2140000.00000000
PA
USD
2116014.67000000
0.044014713265
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.77900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCP5
2085000.00000000
PA
USD
2030317.48000000
0.042232146585
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08163GAU4
2000000.00000000
PA
USD
1724743.20000000
0.035875969330
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.22370000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AP6
2990000.00000000
PA
USD
3065485.54000000
0.063764428940
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
225401AV0
2050000.00000000
PA
USD
2156606.91000000
0.044859062706
Long
DBT
CORP
CH
Y
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings plc
03512TAF8
2300000.00000000
PA
USD
2166772.64000000
0.045070517616
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CA8
188513.00000000
PA
USD
83511.26000000
0.001737097674
Long
DBT
NUSS
UA
Y
2
2034-02-01
Fixed
1.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252SBB2
1500000.00000000
PA
USD
1359579.60000000
0.028280288933
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
4.76100000
N
N
N
N
N
N
Ford Otomotiv Sanayi AS
7890006XJG6ZE2H34671
Ford Otomotiv Sanayi AS.
345409AC0
2000000.00000000
PA
USD
2067680.00000000
0.043009315395
Long
DBT
CORP
TR
Y
2
2029-04-25
Fixed
7.12500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAC6
386653.78000000
PA
USD
356071.21000000
0.007406551775
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEH5
8650000.00000000
PA
USD
9321393.02000000
0.193892058890
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.76600000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475BC8
5225000.00000000
PA
USD
4772050.50000000
0.099262277064
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAE0
2847425.00000000
PA
USD
2833237.14000000
0.058933485716
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
4.47400000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
4450000.00000000
PA
USD
4438804.73000000
0.092330511787
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691NAE5
300000.00000000
PA
USD
291749.31000000
0.006068607371
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BP7B1
3876934.83000000
PA
USD
2725620.49000000
0.056694977609
Long
ABS-CBDO
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
1500000.00000000
PA
USD
1504465.50000000
0.031294025764
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
Phoenix Newco Inc
254900PHGVI5379Z9791
Phoenix Newco, Inc
71911KAD6
3297063.93000000
PA
USD
3301432.54000000
0.068672305855
Long
LON
CORP
US
N
2
2028-11-15
Variable
7.84540000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DPEJ3
3849728.08000000
PA
USD
3461348.92000000
0.071998688092
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754DAJ6
2500000.00000000
PA
USD
2728907.00000000
0.056763339515
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
12.28012000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738BN7
5000000.00000000
PA
USD
5126906.10000000
0.106643543227
Long
DBT
CORP
US
N
2
2034-08-12
Fixed
5.15000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
3100000.00000000
PA
USD
2625850.91000000
0.054619694522
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods, Inc
90290MAG6
785000.00000000
PA
USD
818187.45000000
0.017018920766
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.87500000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CA4
1000000.00000000
PA
USD
1034533.92000000
0.021519091761
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group
125523CJ7
1525000.00000000
PA
USD
1204695.02000000
0.025058571960
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
3225000.00000000
PA
USD
3301212.78000000
0.068667734680
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEE4
3850000.00000000
PA
USD
3603945.54000000
0.074964806159
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48126PAA0
2000000.00000000
PA
USD
1742112.00000000
0.036237253570
Long
DBT
CORP
KZ
Y
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDK2
3375000.00000000
PA
USD
2613489.91000000
0.054362576328
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
3.30000000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
145046.72000000
PA
USD
135368.90000000
0.002815775997
Long
ABS-CBDO
CORP
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
2000000.00000000
PA
USD
2073160.00000000
0.043123303560
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBU8
450000.00000000
PA
USD
429106.43000000
0.008925739856
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383PU82
4481615.87000000
PA
USD
3921095.24000000
0.081561760946
Long
ABS-CBDO
USGSE
US
N
2
2052-04-20
Fixed
4.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
2000000.00000000
PA
USD
2099060.50000000
0.043662053644
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938GAX4
1302497.52000000
PA
USD
1171674.80000000
0.024371726289
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBM1
2000000.00000000
PA
USD
1843027.80000000
0.038336378904
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.22001300
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
6400000.00000000
PA
USD
6397105.28000000
0.133064651497
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
400000.00000000
PA
USD
337476.44000000
0.007019766427
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAL2
1575000.00000000
PA
USD
1181588.53000000
0.024577939407
Long
DBT
CORP
N/A
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
113394.01000000
PA
USD
108263.58000000
0.002251964742
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
5.86926000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield plc
23340DAP7
8098.46000000
PA
USD
8116.20000000
0.000168823128
Long
LON
CORP
US
N
2
2030-01-31
Variable
7.84540000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
1500000.00000000
PA
USD
1146067.26000000
0.023839069996
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Coronado Finance Pty Ltd
549300NS5FS0W548RE27
Coronado Finance Pty Ltd
21979LAB2
500000.00000000
PA
USD
513782.50000000
0.010687066464
Long
DBT
CORP
AU
Y
2
2029-10-01
Fixed
9.25000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
3248000.00000000
PA
USD
3322924.86000000
0.069119362445
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DR8
5975000.00000000
PA
USD
6220425.34000000
0.129389574472
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558CA9
2000000.00000000
PA
USD
2146885.56000000
0.044656851238
Long
DBT
CORP
US
N
2
2053-10-15
Fixed
5.55000000
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670861AU7
4803112.29000000
PA
USD
4000634.23000000
0.083216232386
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36200WM32
6647.62000000
PA
USD
6882.20000000
0.000143154990
Long
ABS-MBS
USGSE
US
N
2
2034-04-15
Fixed
5.50000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
1950000.00000000
PA
USD
1759680.00000000
0.036602681322
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFTE1
1848434.25000000
PA
USD
1612713.86000000
0.033545673918
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BP6
2350000.00000000
PA
USD
2511574.25000000
0.052242653146
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAW8
2500000.00000000
PA
USD
2325150.93000000
0.048364906412
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149790AJ6
1250000.00000000
PA
USD
1256373.75000000
0.026133528819
Long
ABS-O
CORP
KY
Y
2
2034-07-17
Variable
1.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
22795000.00000000
PA
USD
20671468.63000000
0.429982257411
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMN9
4917000.00000000
PA
USD
3722829.55000000
0.077437683916
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
HTL Commercial Mortgage Trust 2024-T53
N/A
HTL Commercial Mortgage Trust
404300AE5
5500000.00000000
PA
USD
5704205.10000000
0.118651801163
Long
ABS-MBS
USGSE
US
Y
2
2039-05-10
Variable
7.32391500
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AR7
750000.00000000
PA
USD
595838.92000000
0.012393902361
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.75000000
N
N
N
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
Jazz Financing Lux Sarl
N/A
5774076.69000000
PA
USD
5774596.36000000
0.120115992867
Long
LON
CORP
LU
N
2
2028-05-05
Variable
7.09540000
N
N
N
N
N
N
Light & Wonder International Inc
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc
80875AAW1
499129.05000000
PA
USD
499618.20000000
0.010392438259
Long
LON
CORP
US
N
2
2029-04-15
Variable
7.33270000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAQ2
2400000.00000000
PA
USD
2821544.64000000
0.058690272830
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.62500000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 9.625 02/21/2173
USD
XXXX
N
N
N
Freddie Mac STACR REMIC Trust 2023-HQA1
5493000IRHY5YZIPQD14
Structured Agency Credit Risk Debt Note (STACR)
35564KX87
1795000.00000000
PA
USD
1902523.73000000
0.039573939464
Long
ABS-CBDO
USGSE
US
Y
2
2043-05-25
Variable
8.78012000
N
N
N
N
N
N
Washington Mutual MSC Mortgage
N/A
Washington Mutual Mortgage Pass-Through Certificates Trust
939336T29
5325.00000000
PA
USD
5273.09000000
0.000109684279
Long
ABS-CBDO
CORP
US
N
2
2038-08-25
Variable
5.65857900
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BQQV4
1259111.76000000
PA
USD
1149638.92000000
0.023913363238
Long
ABS-CBDO
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
RUMO LUXEMBOURG SARL
222100HOIQFT7YOSPB46
Rumo Luxembourg Sarl
781467AE5
3200000.00000000
PA
USD
2847633.60000000
0.059232943025
Long
DBT
CORP
LU
Y
2
2032-01-18
Fixed
4.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46652VBP9
8357214.49000000
PA
USD
59474.12000000
0.001237106895
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.13071200
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAR7
750000.00000000
PA
USD
597673.86000000
0.012432070508
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.65000000
N
N
N
N
N
N
Rackspace Finance LLC
N/A
Rackspace Finance LLC
75008UAC1
80380.45000000
PA
USD
81778.67000000
0.001701058486
Long
LON
CORP
US
N
2
2028-05-15
Variable
11.48250000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAE7
790000.00000000
PA
USD
781374.11000000
0.016253175316
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
499976.93000000
PA
USD
499351.96000000
0.010386900265
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
6.46148000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613BE7
2100000.00000000
PA
USD
2476601.40000000
0.051515191288
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 9.25 05/13/2173
USD
XXXX
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
50034.80000000
PA
USD
46358.84000000
0.000964299103
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
5.62926000
N
N
N
N
N
N
MX REMIT FUND FIDUC EST
54930007WQ6S3GFCM563
Mexico Remittances Funding Fiduciary Estate Management Sarl
593035AA6
1711500.00000000
PA
USD
1552735.27000000
0.032298073664
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538GAD4
13031000.00000000
PA
USD
10492313.61000000
0.218248097038
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
3.28800000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
1640000.00000000
PA
USD
1510316.67000000
0.031415734546
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABS3
10850000.00000000
PA
USD
10106794.53000000
0.210229007188
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Corp
74166NAA2
2125000.00000000
PA
USD
2029693.75000000
0.042219172527
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023DG7
10500000.00000000
PA
USD
10111383.66000000
0.210324464579
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAC9
340956.06000000
PA
USD
322630.63000000
0.006710962296
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.79682000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc
55903VBA0
5000000.00000000
PA
USD
4834738.15000000
0.100566227825
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25273CAC4
503025.10000000
PA
USD
487037.05000000
0.010130740778
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFR0
1700000.00000000
PA
USD
1450247.97000000
0.030166259935
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
2500000.00000000
PA
USD
2523696.98000000
0.052494815143
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAU4
550000.00000000
PA
USD
561632.50000000
0.011682382829
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAS4
2400000.00000000
PA
USD
2454853.15000000
0.051062811159
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
Bank
N/A
BANK
06650AAJ6
2000000.00000000
PA
USD
1801006.20000000
0.037462297689
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.08495700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EMS6
143622.58000000
PA
USD
143745.42000000
0.002990013979
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
500000.00000000
PA
USD
494969.17000000
0.010295734902
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAS1
500000.00000000
PA
USD
441747.43000000
0.009188682263
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc
92332YAA9
2205000.00000000
PA
USD
2298755.52000000
0.047815861824
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
COCA-COLA ICECEK AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS.
1912ERAA8
2000000.00000000
PA
USD
1943039.44000000
0.040416697023
Long
DBT
CORP
TR
Y
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
Apidos CLO Ltd
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03759CAV2
3000000.00000000
PA
USD
3004854.00000000
0.062503246829
Long
ABS-O
CORP
KY
Y
2
2030-10-20
Variable
6.89362000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755DAB2
3565000.00000000
PA
USD
3770048.82000000
0.078419880618
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
8.88012000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAH2
3800000.00000000
PA
USD
3617519.82000000
0.075247161499
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2173
USD
XXXX
N
N
N
Titan Acquisition Ltd/Canada
N/A
Titan Acquisition Ltd
C8856UAE8
997500.00000000
PA
USD
993899.03000000
0.020673855167
Long
LON
CORP
CA
N
2
2029-02-15
Variable
10.32590000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
817477AF9
1225000.00000000
PA
USD
1027541.31000000
0.021373640159
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
BNY Capital I
N/A
Bank of New York Mellon
954WWB007
92800000.00000000
PA
USD
92800000.00000000
1.930310526165
Long
RA
CORP
US
N
2
Repurchase
Y
4.86
2024-10-01
96386000.00
USD
94656005.34
USD
UST
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty, Inc
22207AAA0
1170000.00000000
PA
USD
1215672.55000000
0.025286912927
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GA38
4925000.00000000
PA
USD
5294074.58000000
0.110120774656
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765KAB5
2235000.00000000
PA
USD
2335167.13000000
0.048573250984
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.00000000
N
N
N
N
N
N
Wayfair LLC
549300CTUWTZGOXMYI40
Wayfair LLC
94419NAA5
335000.00000000
PA
USD
343194.15000000
0.007138699140
Long
DBT
CORP
US
Y
2
2029-10-31
Fixed
7.25000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP
315289AC2
2225000.00000000
PA
USD
2082132.42000000
0.043309936715
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590MAR1
2140000.00000000
PA
USD
2069231.06000000
0.043041578622
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.82180000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
1450000.00000000
PA
USD
1007719.54000000
0.020961332278
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38378PKX5
3338027.50000000
PA
USD
3000395.03000000
0.062410496864
Long
ABS-CBDO
USGSE
US
N
2
2043-12-20
Fixed
2.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HBD6
2200000.00000000
PA
USD
2355843.40000000
0.049003333114
Long
DBT
CORP
ES
N
2
2034-03-14
Fixed
6.35000000
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738BL1
2350000.00000000
PA
USD
2456108.02000000
0.051088913409
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.45000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
2975000.00000000
PA
USD
2553800.42000000
0.053120989573
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
750000.00000000
PA
USD
535391.38000000
0.011136547590
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAN9
3500000.00000000
PA
USD
3505572.00000000
0.072918561765
Long
ABS-O
CORP
KY
Y
2
2035-01-25
Variable
7.59621000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321904
897000.00000000
PA
USD
806367.12000000
0.016773048919
Long
DBT
CORP
IL
Y
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc
57164PAH9
425000.00000000
PA
USD
399787.94000000
0.008315892982
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
635000.00000000
PA
USD
534765.50000000
0.011123528811
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.62500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08576PAF8
3125000.00000000
PA
USD
2933672.16000000
0.061022610460
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
Quikrete Holdings Inc
5493007KIN86DIZWZT22
Quikrete Holdings, Inc
74839XAJ8
334833.43000000
PA
USD
335327.31000000
0.006975062890
Long
LON
CORP
US
N
2
2031-04-14
Variable
7.34540000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAY6
1100000.00000000
PA
USD
1138953.20000000
0.023691092141
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.55000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF Mortgage Trust
12529WAN6
217552.19000000
PA
USD
215404.23000000
0.004480571686
Long
ABS-MBS
CORP
US
Y
2
2025-04-15
Variable
2.84000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
1250000.00000000
PA
USD
1150728.14000000
0.023936019842
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Apidos CLO Ltd
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAG3
1000000.00000000
PA
USD
1001842.00000000
0.020839074980
Long
ABS-O
CORP
KY
Y
2
2030-07-25
Variable
7.09621000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd
69688FAG5
1000000.00000000
PA
USD
1005455.00000000
0.020914228125
Long
ABS-O
CORP
KY
Y
2
2035-01-15
Variable
5.46200000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage, Inc
75605VAD4
460750.00000000
PA
USD
447849.00000000
0.009315599556
Long
LON
CORP
US
N
2
2028-04-24
Variable
7.95990000
N
N
N
N
N
N
DRIVEN HOLDINGS LLC
2549009H8IC4YXR5FV18
Driven Holdings LLC
BL3769850
1582697.19000000
PA
USD
1577418.89000000
0.032811511719
Long
LON
CORP
US
N
2
2028-12-17
Variable
7.95990000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938WAY7
5922994.42000000
PA
USD
4926020.60000000
0.102464972158
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AN1
2200000.00000000
PA
USD
1987531.70000000
0.041342169844
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
3750000.00000000
PA
USD
3884951.25000000
0.080809938486
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
CITRUS RE LTD
549300VWWT5SE805NK88
Citrus Re Ltd
177510AK0
500000.00000000
PA
USD
512800.00000000
0.010666629717
Long
DBT
CORP
BM
Y
2
2025-06-07
Variable
5.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H8JP7
1461103.77000000
PA
USD
1260271.55000000
0.026214606021
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAK5
1000000.00000000
PA
USD
981833.10000000
0.020422874653
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
2620000.00000000
PA
USD
2185989.22000000
0.045470237084
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
1650000.00000000
PA
USD
1088865.08000000
0.022649221179
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
3050000.00000000
PA
USD
2943168.26000000
0.061220136557
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
4500000.00000000
PA
USD
3689693.10000000
0.076748420573
Long
ABS-MBS
CORP
US
Y
2
2038-08-05
Variable
4.40871700
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust
67647AAA3
1014887.96000000
PA
USD
978227.16000000
0.020347868361
Long
ABS-CBDO
USGSE
US
Y
2
2052-11-25
Variable
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ETGQ3
348789.43000000
PA
USD
342715.85000000
0.007128750137
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CLJ8
44969000.00000000
PA
USD
45207897.81000000
0.940358631556
Long
DBT
UST
US
N
2
2031-08-31
Fixed
3.75000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
Master Alternative Loan Trust
576434LU6
297663.88000000
PA
USD
299420.31000000
0.006228170001
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Fixed
7.00000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya, Inc
N/A
145501.71000000
PA
USD
129081.11000000
0.002684985187
Long
LON
CORP
US
N
2
2028-08-01
Variable
12.34540000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AB9
2050000.00000000
PA
USD
1873086.89000000
0.038961630821
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
800000.00000000
PA
USD
796605.87000000
0.016570007500
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
OPEC FUND FOR INTL DEV
HHX3T53LK1P186EUNV37
OPEC Fund for International Development
683483AA9
2675000.00000000
PA
USD
2682755.47000000
0.055803352617
Long
DBT
NUSS
N/A
Y
2
2026-01-26
Fixed
4.50000000
N
N
N
N
N
N
Synechron Inc
549300MUU3E8J6UT8E60
Synechron, Inc
BL4760759
1500000.00000000
PA
USD
1488750.00000000
0.030967131420
Long
LON
CORP
US
N
2
2031-09-26
Variable
3.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
1000000.00000000
PA
USD
902594.51000000
0.018774651761
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBG6
0.01000000
PA
USD
0.01000000
0.000000000208
Long
LON
CORP
US
N
2
2026-07-01
Variable
7.31624000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
504510.18000000
PA
USD
505923.66000000
0.010523596619
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC
97360AAA5
1595000.00000000
PA
USD
1706136.41000000
0.035488933957
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
COSAN LUXEMBOURG SA
222100ZY943WERK7RZ38
Cosan Ltd
22113AAB1
1500000.00000000
PA
USD
1475857.20000000
0.030698951382
Long
DBT
CORP
LU
Y
2
2029-09-20
Fixed
5.50000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones S.A.
87938WAW3
1150000.00000000
PA
USD
1045394.74000000
0.021745005071
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
ONNI Commerical Mortgage Trust 2024-APT
N/A
ONNI Commerical Mortgage Trust
682939AC7
2000000.00000000
PA
USD
2048415.60000000
0.042608601235
Long
ABS-MBS
USGSE
US
Y
2
2039-07-15
Variable
6.14962500
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
4509000.00000000
PA
USD
4042503.46000000
0.084087144190
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AH9
400000.00000000
PA
USD
393291.18000000
0.008180755437
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
6.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
465968AC9
994676.28000000
PA
USD
963860.91000000
0.020049039443
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.37850000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207942AB9
1515000.00000000
PA
USD
1591003.46000000
0.033094081099
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
8.36341000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBY6
625000.00000000
PA
USD
587318.81000000
0.012216677598
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747BB2
600000.00000000
PA
USD
573823.77000000
0.011935970510
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XEG7
2825000.00000000
PA
USD
2944068.41000000
0.061238860361
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FL7
700000.00000000
PA
USD
612154.12000000
0.012733270921
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAF3
1200000.00000000
PA
USD
1140212.21000000
0.023717280506
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AU0
1140000.00000000
PA
USD
816170.40000000
0.016976964593
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
BRITISH AIR 18-1 AA PTT
2549007HITOHPGVGUX03
British Airways Pass Through Trust
11042TAA1
1739002.96000000
PA
USD
1681913.06000000
0.034985069868
Long
ABS-O
CORP
US
Y
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc
668771AK4
2270000.00000000
PA
USD
2332366.84000000
0.048515002824
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2200000.00000000
PA
USD
1165538.00000000
0.024244076185
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
1042000.60000000
PA
USD
1068349.86000000
0.022222489012
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Kraton Corp
N/A
Kraton Corp
50077CAA4
2000000.00000000
PA
USD
2038468.88000000
0.042401701900
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
Arterra Wines Canada, Inc
BL3482405
594252.40000000
PA
USD
575465.11000000
0.011970111630
Long
LON
CORP
CA
N
2
2027-11-24
Variable
8.36530000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
575000.00000000
PA
USD
589703.34000000
0.012266277634
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Kinetik Holdings LP
549300RD6AJIMYC0HY12
Kinetik Holdings LP
49461MAB6
2000000.00000000
PA
USD
2075700.00000000
0.043176137490
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
6.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ACY9
3750000.00000000
PA
USD
3843723.75000000
0.079952375154
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc
17888HAA1
1440000.00000000
PA
USD
1496835.36000000
0.031135313053
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207942AD5
425000.00000000
PA
USD
473946.74000000
0.009858452382
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
12.11341000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665VAF4
450000.00000000
PA
USD
449437.50000000
0.009348641563
Long
LON
CORP
US
N
2
2027-02-13
Variable
6.71350000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TA6
30500000.00000000
PA
USD
21625214.92000000
0.449820905071
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
QZ6604008
70000000.00000000
PA
831504.21000000
0.017295919494
Long
DBT
NUSS
IN
N
2
2026-10-06
Fixed
6.20000000
N
N
N
N
N
N
Kite Realty Group LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAF0
1675000.00000000
PA
USD
1677121.72000000
0.034885406355
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
2801674.58000000
PA
USD
2509896.42000000
0.052207753007
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262WAD8
3975677.41000000
PA
USD
3312633.41000000
0.068905292463
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAJ7
1675000.00000000
PA
USD
1414407.25000000
0.029420745721
Long
DBT
CORP
NL
Y
2
2052-01-19
Fixed
4.98700000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452EAA9
4550000.00000000
PA
USD
4506796.84000000
0.093744799348
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDFK3
695180.23000000
PA
USD
665882.69000000
0.013850866009
Long
ABS-CBDO
USGSE
US
N
2
2047-10-15
Fixed
4.00000000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
Phoenix Guarantor, Inc
71913BAJ1
2487500.00000000
PA
USD
2483607.06000000
0.051660914340
Long
LON
CORP
US
N
2
2031-02-21
Variable
8.09540000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
500000.00000000
PA
USD
428202.00000000
0.008906927025
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAR3
2500000.00000000
PA
USD
2423097.75000000
0.050402274706
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
6.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DR7
3750000.00000000
PA
USD
4059742.69000000
0.084445733276
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAD8
3450000.00000000
PA
USD
3653173.26000000
0.075988780147
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BD2
7100000.00000000
PA
USD
6004655.67000000
0.124901401355
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.65000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust (Step Bond)
92538CAC5
327211.01000000
PA
USD
313358.24000000
0.006518089538
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Fixed
1.73300000
N
N
N
N
N
N
FirstCash Inc
549300V2X3UU7K0DG350
FirstCash, Inc
33767DAD7
1705000.00000000
PA
USD
1754651.31000000
0.036498080748
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
6.87500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05547HAN1
2500000.00000000
PA
USD
2177211.75000000
0.045287659037
Long
ABS-MBS
CORP
US
Y
2
2035-08-10
Variable
5.12176800
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AS8
3825000.00000000
PA
USD
4029295.81000000
0.083812415033
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.75000000
N
N
N
N
N
N
SITIOS LATINOAMERICA
984500D2C0CDC0BFDD35
Sitios Latinoamerica SAB de C.V.
03217KAB4
3575000.00000000
PA
USD
3470864.90000000
0.072196627708
Long
DBT
CORP
MX
Y
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR241015
EUR241015
1.00000000
NC
USD
-2015.25000000
-0.00004191873
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
869328.16000000
USD
778641.78000000
EUR
2024-10-15
-2015.25000000
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAX6
725000.00000000
PA
USD
653257.26000000
0.013588247470
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
RESIDENTIAL RE 21 LTD
N/A
Residential Reinsurance 2021 Ltd
76114NAC6
500000.00000000
PA
USD
502250.00000000
0.010447181700
Long
DBT
CORP
KY
Y
2
2025-06-06
Variable
8.48192100
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television, Inc
389375AM8
3570000.00000000
PA
USD
3728732.91000000
0.077560478291
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
10.50000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
600000.00000000
PA
USD
582902.94000000
0.012124824146
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142ET6
5125000.00000000
PA
USD
4457158.28000000
0.092712279576
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
SRAM LLC
5493005GYDYQG38FCT53
SRAM LLC
85232BAT3
283636.36000000
PA
USD
283990.91000000
0.005907226755
Long
LON
CORP
US
N
2
2028-05-18
Variable
7.70990000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9VU2
8577016.40000000
PA
USD
8130213.80000000
0.169114625841
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
529900FODTBQC8MIS994
CDI Escrow Issuer, Inc
12511VAA6
2000000.00000000
PA
USD
2002190.90000000
0.041647092345
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
1118803.33000000
PA
USD
1072231.93000000
0.022303239019
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
2000000.00000000
PA
USD
1738528.00000000
0.036162703646
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DWC84
2840033.42000000
PA
USD
2554561.61000000
0.053136822904
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Ellucian Holdings Inc
549300RP8NIJ7FY7OS79
Ellucian Holdings, Inc
83578BAQ6
1442122.84000000
PA
USD
1447415.43000000
0.030107340951
Long
LON
CORP
US
N
2
2029-10-09
Variable
8.44540000
N
N
N
N
N
N
RCKT Mortgage Trust 2021-4
N/A
RCKT Mortgage Trust
74938VBW2
1045602.93000000
PA
USD
841886.12000000
0.017511871112
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
3.00574600
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAH3
2575000.00000000
PA
USD
2585370.12000000
0.053777663326
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York, Inc
209111GK3
4350000.00000000
PA
USD
4711043.43000000
0.097993283643
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.70000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDW6
2500000.00000000
PA
USD
2650892.68000000
0.055140582370
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.40000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
1000000.00000000
PA
USD
942035.20000000
0.019595048088
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc
20337EAQ4
466138.53000000
PA
USD
452639.16000000
0.009415238524
Long
LON
CORP
US
N
2
2026-04-06
Variable
8.20990000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAM6
550000.00000000
PA
USD
452347.46000000
0.009409170943
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
139125.00000000
NS
USD
3699333.75000000
0.076948953420
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592TBP7
2499907.02000000
PA
USD
2082236.05000000
0.043312092298
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AH1
8194399.58000000
PA
USD
95606.52000000
0.001988688275
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Fixed
0.22442000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383T6G3
2289789.46000000
PA
USD
1952211.75000000
0.040607488042
Long
ABS-CBDO
USGSE
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CV7
219002.79000000
PA
USD
213780.08000000
0.004446788132
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.84697700
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
4300000.00000000
PA
USD
4379607.06000000
0.091099155262
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KPAL2
2922460.32000000
PA
USD
2811037.66000000
0.058471719661
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GA95
2950000.00000000
PA
USD
3169765.74000000
0.065933536351
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
5.85100000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAU8
518374.91000000
PA
USD
477103.14000000
0.009924107900
Long
ABS-CBDO
CORP
US
Y
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAY1
5000000.00000000
PA
USD
4389382.10000000
0.091302483523
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.30000000
N
N
N
N
N
N
MGM China Holdings Ltd
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAJ0
200000.00000000
PA
USD
205822.60000000
0.004281266501
Long
DBT
CORP
KY
Y
2
2031-06-26
Fixed
7.12500000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc
531968AA3
350000.00000000
PA
USD
367108.00000000
0.007636125394
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
7.50000000
N
N
N
N
N
N
BANK 2019-BNK20
N/A
BANK
06540AAD3
1696000.00000000
PA
USD
1552997.69000000
0.032303532199
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBT1
2340000.00000000
PA
USD
2617285.32000000
0.054441523741
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655NCY4
940215.37000000
PA
USD
873661.85000000
0.018172830445
Long
ABS-CBDO
CORP
US
Y
2
2052-12-25
Variable
4.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAL0
3000000.00000000
PA
USD
2096809.80000000
0.043615237373
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
8.67600000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2023-DNA2
5493000IRI80KQJUNK40
Structured Agency Credit Risk Debt Note (STACR)
35564KT66
285000.00000000
PA
USD
299831.17000000
0.006236716201
Long
ABS-CBDO
CORP
US
Y
2
2043-04-25
Variable
8.51341000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
4563712.50000000
PA
USD
4276953.45000000
0.088963882160
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
375000.00000000
PA
USD
366517.46000000
0.007623841714
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EL5
825000.00000000
PA
USD
879304.46000000
0.018290201022
Long
DBT
NUSS
CO
N
2
2035-11-14
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DWCP6
4271511.35000000
PA
USD
3701055.45000000
0.076984766088
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Sunoco Logistics Partners Operations LP
86765BAU3
1400000.00000000
PA
USD
1385944.36000000
0.028828695978
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP
431318AV6
450000.00000000
PA
USD
436822.11000000
0.009086231864
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AJ5
2000000.00000000
PA
USD
1988491.60000000
0.041362136494
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAA8
197125.05000000
PA
USD
181621.72000000
0.003777869804
Long
ABS-CBDO
CORP
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBL4
3000000.00000000
PA
USD
2701487.76000000
0.056192998485
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AB6
1000000.00000000
PA
USD
962084.10000000
0.020012080444
Long
DBT
CORP
NL
Y
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
900000.00000000
PA
USD
807898.64000000
0.016804905698
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAA5
42778.95000000
PA
USD
41047.97000000
0.000853828971
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas S.A. ESP
74348DAA5
2500000.00000000
PA
USD
2309294.00000000
0.048035070217
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBH0
1700000.00000000
PA
USD
1469722.64000000
0.030571347872
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc
46284VAP6
3845000.00000000
PA
USD
4007689.64000000
0.083362990276
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GZU1
8200000.00000000
PA
USD
8243343.64000000
0.171467812490
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond (Step Bond)
221625AK2
760417.49000000
PA
USD
726430.63000000
0.015110309176
Long
DBT
NUSS
CI
Y
2
2032-12-31
Fixed
5.75000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613BF4
2500000.00000000
PA
USD
2764002.50000000
0.057493352587
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS GROUP AG 0 12/30/2049
USD
XXXX
N
N
N
KFC HOLDING CO
549300G2LG4YUB3MM115
KFC Holding Co
72584DAF1
719659.76000000
PA
USD
723707.85000000
0.015053673283
Long
LON
CORP
US
N
2
2028-03-15
Variable
6.87880000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
1500000.00000000
PA
USD
1434554.31000000
0.029839819880
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KU4
600000.00000000
PA
USD
595137.13000000
0.012379304596
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
6296164.02000000
PA
USD
6027856.77000000
0.125384001867
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
1705000.00000000
PA
USD
1728281.43000000
0.035949567203
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
Iliad Holding SASU
449691AA2
1925000.00000000
PA
USD
1945984.43000000
0.040477955053
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3XN7
2850118.64000000
PA
USD
2153995.40000000
0.044804741313
Long
ABS-CBDO
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EJ5
1325000.00000000
PA
USD
1073583.79000000
0.022331358734
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12655VAD6
1850000.00000000
PA
USD
1767969.71000000
0.036775113590
Long
ABS-CBDO
CORP
US
Y
2
2059-10-25
Variable
3.38800000
N
N
N
N
N
N
USI Inc/NY
2549006D7UF7072T7I27
USI, Inc
90351NAN5
1985012.88000000
PA
USD
1981290.98000000
0.041212358125
Long
LON
CORP
US
N
2
2030-09-27
Variable
7.35370000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142ER0
2200000.00000000
PA
USD
2089246.81000000
0.043457921434
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.05000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61774YAL5
2419215.70000000
PA
USD
2250856.67000000
0.046819529342
Long
ABS-CBDO
USGSE
US
Y
2
2053-02-25
Variable
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXJ8
1000000.00000000
PA
USD
993809.88000000
0.020672000779
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
N/A
Shift4 Payments LLC
82453AAB3
370000.00000000
PA
USD
386293.69000000
0.008035202327
Long
DBT
CORP
US
Y
2
2032-08-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385JK49
20482.47000000
PA
USD
21283.20000000
0.000442706734
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
2200000.00000000
PA
USD
2162752.11000000
0.044986887536
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AEK0
1744246.24000000
PA
USD
1673493.44000000
0.034809935373
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BD6
6675000.00000000
PA
USD
6663810.03000000
0.138612312987
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290CB7
875000.00000000
PA
USD
954446.04000000
0.019853202992
Long
DBT
CORP
MX
Y
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
Cloud Peak Energy Inc
529900UPE2TSMT20WT39
Cloud Peak Energy, Inc
18911Q300
1538.00000000
NS
USD
15.38000000
0.000000319915
Long
EC
CORP
US
N
3
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422LAU4
533721.26000000
PA
USD
536024.27000000
0.011149712183
Long
LON
CORP
US
N
2
2030-05-17
Variable
8.59550000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654TBQ0
5325689.22000000
PA
USD
4429255.36000000
0.092131877634
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
309731180.55000100
NS
USD
309731180.55000100
6.442643945013
Long
STIV
RF
US
N
1
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
129081.00000000
PA
USD
46146.46000000
0.000959881438
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
6.28181900
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
3500000.00000000
PA
USD
2679499.90000000
0.055735634286
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAD3
3936644.49000000
PA
USD
3283843.73000000
0.068306445240
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2F6
1500000.00000000
PA
USD
1497975.00000000
0.031159018431
Long
DBT
NUSS
NL
Y
2
2024-10-16
Fixed
1.50000000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd
45605PAZ1
3000000.00000000
PA
USD
2663160.00000000
0.055395751948
Long
ABS-O
CORP
KY
Y
3
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591YAG0
5150000.00000000
PA
USD
2005380.65000000
0.041713441569
Long
ABS-MBS
CORP
US
Y
2
2047-06-10
Variable
4.76656000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAL8
525000.00000000
PA
USD
458272.93000000
0.009532425222
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CL1
1700000.00000000
PA
USD
1475468.40000000
0.030690864046
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
BV4041802
3040000.00000000
PA
USD
2716848.00000000
0.056512503150
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.20000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy, Inc
71644EAJ1
455000.00000000
PA
USD
520233.46000000
0.010821251335
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
FRONERI US INC
N/A
Froneri US, Inc
BL3284009
574501.20000000
PA
USD
574070.32000000
0.011941098938
Long
LON
CORP
US
N
2
2027-01-29
Variable
7.19540000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
2625000.00000000
PA
USD
2527924.80000000
0.052582757012
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAN5
525000.00000000
PA
USD
511805.25000000
0.010645938161
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
1349035.51000000
PA
USD
1216042.21000000
0.025294602136
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
00654GAB9
2030000.00000000
PA
USD
1769907.06000000
0.036815411942
Long
DBT
CORP
IN
Y
2
2031-07-22
Fixed
3.86700000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
6410000.00000000
PA
USD
5738405.07000000
0.119363186530
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAF3
1330000.00000000
PA
USD
1322431.97000000
0.027507589998
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DC1
50000.00000000
PA
USD
65607.69000000
0.001364689812
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
7.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
483903.91000000
PA
USD
499547.73000000
0.010390972430
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BZ5
4750000.00000000
PA
USD
5009864.52000000
0.104208989413
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5 Year Index
N/A
1.00000000
NC
USD
1185928.92000000
0.024668222818
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS42V1-5Y
2I65BRAB2
Y
Credit Event as Specified in Contract
2029-06-20
976080.00000000
USD
0.00000000
USD
15000000.00000000
USD
198132.25000000
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBA7
6000000.00000000
PA
USD
5135215.20000000
0.106816378822
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.77733700
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust
36242DT78
180986.96000000
PA
USD
178915.35000000
0.003721575252
Long
ABS-CBDO
CORP
US
Y
2
2035-03-25
Fixed
7.50000000
N
N
N
N
N
N
Kite Realty Group LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAE3
2225000.00000000
PA
USD
2292083.75000000
0.047677083938
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
J.P. Morgan Mortgage Trust 2021-15
N/A
JP Morgan Mortgage Trust
46654TAB4
1316234.98000000
PA
USD
1156791.14000000
0.024062134850
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc
166756AP1
300000.00000000
PA
USD
299547.14000000
0.006230808161
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAQ4
5625000.00000000
PA
USD
6031636.88000000
0.125462631028
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAP5
695000.00000000
PA
USD
717599.32000000
0.014926611217
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.37500000
N
N
N
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
Airbus SE
009279AA8
1690000.00000000
PA
USD
1654315.48000000
0.034411019231
Long
DBT
CORP
NL
Y
2
2027-04-10
Fixed
3.15000000
N
N
N
N
N
N
Brazilian Government International Bond
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CJ7
1050000.00000000
PA
USD
1086347.75000000
0.022596858802
Long
DBT
NUSS
BR
N
2
2054-05-13
Fixed
7.12500000
N
N
N
N
N
N
CNT Holdings I Corp
254900SYIEHMSB69WT08
CNT Holdings I Corp
12656AAC3
1682172.75000000
PA
USD
1688001.48000000
0.035111713631
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.75210000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AN0
1275000.00000000
PA
USD
1277805.00000000
0.026579315106
Long
DBT
CORP
MX
Y
2
2030-01-24
Fixed
5.70000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
4260750.00000000
PA
USD
4207461.23000000
0.087518391171
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
5130560.08000000
PA
USD
4697707.96000000
0.097715895733
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
1550000.00000000
PA
USD
1333662.70000000
0.027741197717
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89100000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBC5
872226.90000000
PA
USD
851038.42000000
0.017702245908
Long
ABS-MBS
CORP
US
Y
2
2046-12-15
Fixed
4.38400000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEF1
600000.00000000
PA
USD
570448.19000000
0.011865755881
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
627379.89000000
PA
USD
571074.68000000
0.011878787349
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABL8
750000.00000000
PA
USD
575997.91000000
0.011981194275
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAJ0
500000.00000000
PA
USD
496500.00000000
0.010327577330
Long
DBT
CORP
BM
Y
2
2025-03-16
Variable
10.22192100
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL
013304AA8
1395000.00000000
PA
USD
1399512.83000000
0.029110930466
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
6.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AL2
2100000.00000000
PA
USD
1637080.62000000
0.034052521044
Long
DBT
CORP
CH
Y
2
2043-02-11
Fixed
3.17900000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
6271669.43000000
PA
USD
5707156.46000000
0.118713191694
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EPD6
8343040.25000000
PA
USD
8442562.29000000
0.175611711812
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAL0
3000000.00000000
PA
USD
2969081.70000000
0.061759155803
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.56099000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAF6
350000.00000000
PA
USD
299632.56000000
0.006232584962
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCA2
2000000.00000000
PA
USD
1955890.62000000
0.040684011334
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
812127AA6
670000.00000000
PA
USD
681217.14000000
0.014169834223
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ED80
10157332.70000000
PA
USD
9753891.57000000
0.202888357420
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12631DBE2
2669663.39000000
PA
USD
2608010.72000000
0.054248605012
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.37700000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAZ3
3225000.00000000
PA
USD
3592005.84000000
0.074716451325
Long
DBT
CORP
US
N
2
2052-12-01
Fixed
5.90000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET Trust
00255UAC9
1233615.99000000
PA
USD
416651.83000000
0.008666674711
Long
ABS-O
CORP
US
Y
2
2040-01-16
Fixed
6.41300000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAF2
1905000.00000000
PA
USD
1862417.25000000
0.038739694200
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
Countrywide Home Loan Mortgage Pass Through Trust
12669G5W7
14102.16000000
PA
USD
13660.16000000
0.000284141709
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Fixed
5.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967PC9
1750000.00000000
PA
USD
1837085.25000000
0.038212769348
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
1068541.56000000
PA
USD
1009078.50000000
0.020989599679
Long
ABS-CBDO
CORP
US
Y
2
2047-09-25
Variable
3.72185500
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC
1248EPCE1
1800000.00000000
PA
USD
1631659.48000000
0.033939757212
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AJ8
350000.00000000
PA
USD
346245.57000000
0.007202170995
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
Surgery Center Holdings, Inc
86880NBB8
2444453.65000000
PA
USD
2448853.67000000
0.050938017416
Long
LON
CORP
US
N
2
2030-12-19
Variable
7.66990000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
325000.00000000
PA
USD
326362.40000000
0.006788585948
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
2850000.00000000
PA
USD
2758874.67000000
0.057386689826
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JC6
2805000.00000000
PA
USD
2802153.65000000
0.058286925501
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ECS7
843009.24000000
PA
USD
785293.95000000
0.016334710967
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CK3
2075000.00000000
PA
USD
1918783.00000000
0.039912144637
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
CHARIOT BUYER LLC
25490092IFNOZBRVE539
Chariot Buyer LLC
15963CAC0
485031.30000000
PA
USD
483030.55000000
0.010047402533
Long
LON
CORP
US
N
2
2028-11-03
Variable
8.19540000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
500000.00000000
PA
USD
492743.52000000
0.010249439691
Long
DBT
NUSS
MN
Y
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
11000000.00000000
PA
USD
11436454.04000000
0.237886935510
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967NU1
5000000.00000000
PA
USD
5039820.50000000
0.104832096563
Long
DBT
CORP
US
N
2
2033-05-24
Fixed
4.91000000
N
N
N
N
N
N
ARES Commercial Mortgage Trust 2024-IND
N/A
ARES Commercial Mortgage Trust
03990DAA5
1895000.00000000
PA
USD
1900710.01000000
0.039536212710
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Variable
7.01163000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
1500000.00000000
PA
USD
1451850.00000000
0.030199583377
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AK8
1350000.00000000
PA
USD
1241196.60000000
0.025817832564
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
3600000.00000000
PA
USD
3063752.64000000
0.063728383303
Long
DBT
CORP
IN
Y
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
Republic of Uzbekistan International Bond
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91824PAB3
5990000000.00000000
PA
453461.42000000
0.009432342157
Long
DBT
NUSS
UZ
Y
2
2027-05-29
Fixed
16.62500000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
2675000.00000000
PA
USD
2357320.91000000
0.049034066445
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
2.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
4250000.00000000
PA
USD
4447265.03000000
0.092506492457
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EES5
25053152.12000000
PA
USD
24095557.51000000
0.501205908355
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF Mortgage Trust
12529WAQ9
8750000.00000000
PA
USD
7885968.13000000
0.164034130283
Long
ABS-MBS
CORP
US
Y
2
2052-04-15
Variable
3.60300000
N
N
N
N
N
N
WMB Holdings Inc
N/A
WMB Holdings, Inc
22006VAL3
3263915.46000000
PA
USD
3273429.77000000
0.068089826957
Long
LON
CORP
US
N
2
2029-11-02
Variable
7.34540000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AH9
550000.00000000
PA
USD
546271.69000000
0.011362866307
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust
362341LN7
161986.65000000
PA
USD
162522.34000000
0.003380588185
Long
ABS-CBDO
CORP
US
Y
2
2035-09-25
Fixed
7.50000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc
081437AS4
270000.00000000
PA
USD
262421.19000000
0.005458560186
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.10000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
2000000.00000000
PA
USD
1914076.20000000
0.039814239620
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
4925000.00000000
PA
USD
4632599.06000000
0.096361581131
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46590YAB0
627382.05000000
PA
USD
627532.75000000
0.013053158112
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
5.42477300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBPS5
4785897.76000000
PA
USD
626079.18000000
0.013022922751
Long
ABS-CBDO
USGSE
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
1250000.00000000
PA
USD
1133509.31000000
0.023577855092
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BT3
450000.00000000
PA
USD
493791.57000000
0.010271239927
Long
DBT
CORP
US
N
2
2034-01-17
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBM8
2880247.68000000
PA
USD
2400756.43000000
0.049937558271
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
1470000.00000000
PA
USD
1359932.97000000
0.028287639298
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REK6
2797000.00000000
PA
USD
2650311.89000000
0.055128501496
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
2.13000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
8400000.00000000
PA
USD
8309839.44000000
0.172850975665
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBJ4
3340500.00000000
PA
USD
2987494.67000000
0.062142159572
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.19934500
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
646924.10000000
PA
USD
606305.32000000
0.012611611436
Long
DBT
CORP
KY
Y
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP
18060TAC9
2060000.00000000
PA
USD
2123353.24000000
0.044167361098
Long
DBT
CORP
N/A
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33851RAN1
7805506.25000000
PA
USD
6757310.28000000
0.140557189246
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CP2
2275000.00000000
PA
USD
2164347.75000000
0.045020078061
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31100000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
525000.00000000
PA
USD
537369.53000000
0.011177694614
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BE3
7425000.00000000
PA
USD
6923494.93000000
0.144013956263
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance LLC
04636NAB9
25000.00000000
PA
USD
22167.63000000
0.000461103550
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
468856.38000000
PA
USD
481142.86000000
0.010008137147
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCHU7
11964090.58000000
PA
USD
1704387.59000000
0.035452557172
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BC5C0
4084338.85000000
PA
USD
709549.32000000
0.014759165099
Long
ABS-CBDO
USGSE
US
N
2
2050-12-25
Fixed
3.00000000
N
N
N
N
N
N
Iliad Holding SASU
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AF1
865000.00000000
PA
USD
930399.19000000
0.019353010236
Long
DBT
CORP
FR
Y
2
2031-04-15
Fixed
8.50000000
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
Genesis Energy LP
37185LAQ5
500000.00000000
PA
USD
509073.00000000
0.010589105285
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
7.87500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
EH6944449
16300000.00000000
PA
761671.10000000
0.015843337734
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383FHY2
7801921.63000000
PA
USD
5938418.61000000
0.123523620168
Long
ABS-CBDO
USGSE
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593FBF0
1500000.00000000
PA
USD
1478686.65000000
0.030757806092
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.04300000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq Government International Bond
462652AA6
1028125.00000000
PA
USD
996296.31000000
0.020723720413
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ELY4
5398791.84000000
PA
USD
5473727.72000000
0.113857696500
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings, Inc
683720AA4
550000.00000000
PA
USD
516262.62000000
0.010738654845
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAD9
100487.47000000
PA
USD
96421.41000000
0.002005638606
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465978CV4
1526575.55000000
PA
USD
1516552.05000000
0.031545435189
Long
ABS-CBDO
USGSE
US
Y
2
2053-06-25
Variable
5.50000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
425000.00000000
PA
USD
352231.50000000
0.007326682888
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
CITY BREWING CO LLC
10756PAB5
48128.16000000
PA
USD
42593.42000000
0.000885975506
Long
LON
CORP
US
N
2
2028-04-05
Variable
11.55140000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
1022914.45000000
PA
USD
975120.96000000
0.020283257040
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de C.V.
40054JAA7
2000000.00000000
PA
USD
2021026.00000000
0.042038876739
Long
DBT
CORP
MX
Y
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
Brightline East LLC
N/A
Brightline East LLC
093536AA8
5000000.00000000
PA
USD
4250234.15000000
0.088408100413
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
11.00000000
N
N
N
N
N
N
NBK TIER 1 FNC LTD
5493000G4QCCEE8YHF19
NBK Tier Financing Ltd
62879NAA5
3000000.00000000
PA
USD
2863830.00000000
0.059569840454
Long
DBT
CORP
AE
Y
2
N/A
Fixed
3.62500000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383V7J1
2094279.44000000
PA
USD
2135359.57000000
0.044417101887
Long
ABS-CBDO
USGSE
US
N
2
2053-02-20
Fixed
5.50000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
92858RAB6
2835000.00000000
PA
USD
2523227.68000000
0.052485053347
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
3000000.00000000
PA
USD
2842585.32000000
0.059127934964
Long
DBT
CORP
SG
Y
2
2031-10-14
Fixed
2.00000000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones S.A.
29245VAE5
2575000.00000000
PA
USD
2203531.53000000
0.045835130464
Long
DBT
CORP
CL
Y
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
1149000.00000000
PA
USD
788708.64000000
0.016405739114
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV30
7160721.32000000
PA
USD
6495015.55000000
0.135101259523
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings plc
03512TAE1
1500000.00000000
PA
USD
1386826.58000000
0.028847046824
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
800000.00000000
PA
USD
768694.00000000
0.015989419392
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
1210000.00000000
PA
USD
1258802.45000000
0.026184047624
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162TBB8
2000000.00000000
PA
USD
1990613.60000000
0.041406275706
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
4.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
249517.05000000
PA
USD
236951.95000000
0.004928780638
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BZ3
825000.00000000
PA
USD
754006.69000000
0.015683912182
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
HANA BANK
6RPK2YDJN6L35AS0M510
Hana Bank
482466AG4
2160000.00000000
PA
USD
2064916.80000000
0.042951838735
Long
DBT
CORP
KR
Y
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CW0
1575000.00000000
PA
USD
1644041.40000000
0.034197310558
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
1650000.00000000
PA
USD
1574051.99000000
0.032741477640
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.27060200
N
N
N
N
N
N
Turkiye Government International Bond
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DN7
2100000.00000000
PA
USD
2059050.00000000
0.042829804837
Long
DBT
NUSS
TR
N
2
2035-01-03
Fixed
6.50000000
N
N
N
N
N
N
Mitchell International Inc
5493002RDNIGEM7SSV41
Mitchell International, Inc
60662WAW2
3000000.00000000
PA
USD
2959635.00000000
0.061562657264
Long
LON
CORP
US
N
2
2031-06-17
Variable
8.09540000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABL6
1550000.00000000
PA
USD
1501349.38000000
0.031229208099
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.71420100
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Structured Agency Credit Risk Debt Note (STACR)
35564KUX5
6705000.00000000
PA
USD
6943122.71000000
0.144422229003
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.18012000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
1100000.00000000
PA
USD
1091273.21000000
0.022699312114
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457CJ7
3075000.00000000
PA
USD
3218119.23000000
0.066939325690
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QPKT3
4922990.85000000
PA
USD
4590832.62000000
0.095492807438
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755AAC6
1525000.00000000
PA
USD
1609797.47000000
0.033485010790
Long
ABS-CBDO
USGSE
US
Y
2
2043-01-25
Variable
8.63012000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XEY8
3750000.00000000
PA
USD
3850506.90000000
0.080093469829
Long
DBT
CORP
US
N
2
2031-06-18
Fixed
5.60000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc
081437AT2
1200000.00000000
PA
USD
1079272.82000000
0.022449694882
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MU2
2500000.00000000
PA
USD
2447635.75000000
0.050912683754
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
ICBC STANDARD BANK PLC
F01VVKN4DRF2NWKGQ283
ICBC Standard Bank plc
85312EDG5
6000000000.00000000
PA
1398004.56000000
0.029079557303
Long
DBT
CORP
GB
Y
2
2034-06-26
Fixed
14.25000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAT7
2597284.25000000
PA
USD
2163344.02000000
0.044999199714
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YLB6
2020827.28000000
PA
USD
1863729.38000000
0.038766987501
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642NBH8
2434513.61000000
PA
USD
2333885.18000000
0.048546585450
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
4.10950000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DV0
1525000.00000000
PA
USD
1537716.35000000
0.031985668714
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2024-NSTB
N/A
Morgan Stanley Capital I Trust
61690BAC6
2000000.00000000
PA
USD
1908935.80000000
0.039707315393
Long
ABS-MBS
USGSE
US
Y
2
2057-09-24
Variable
3.90000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HBE7
1175000.00000000
PA
USD
1178310.33000000
0.024509750356
Long
DBT
CORP
N/A
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
2250000.00000000
PA
USD
2099280.87000000
0.043666637507
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
1275000.00000000
PA
USD
1223035.21000000
0.025440061850
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Ardonagh Finco Ltd
254900D2T84O1K03BA28
Ardonagh Finco Ltd
039853AA4
1045000.00000000
PA
USD
1080240.54000000
0.022469824193
Long
DBT
CORP
JE
Y
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
912810UD8
364480000.00000000
PA
USD
361632500.00000000
7.522230833549
Long
DBT
UST
US
N
2
2044-08-15
Fixed
4.12500000
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FD7J5
1257001.33000000
PA
USD
1212144.86000000
0.025213534294
Long
ABS-CBDO
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
LS Group OpCo Acquistion LLC
N/A
LS Group OpCo Acquistion LLC
50220KAC8
515197.42000000
PA
USD
516003.70000000
0.010733269112
Long
LON
CORP
US
N
2
2031-04-23
Variable
7.84540000
N
N
N
N
N
N
VITALITY RE XII LTD
N/A
Vitality Re XII Ltd
92849VAA1
2000000.00000000
PA
USD
2000200.00000000
0.041605680112
Long
DBT
CORP
KY
Y
2
2025-01-07
Variable
2.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAJ9
1492312.50000000
PA
USD
1480215.52000000
0.030789607750
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
4.11600000
N
N
N
N
N
N
Bank5
N/A
BANK
06644EAG3
4000000.00000000
PA
USD
4206006.40000000
0.087488129601
Long
ABS-MBS
USGSE
US
N
2
2056-04-15
Variable
6.26000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBJ2
1750000.00000000
PA
USD
1369104.52000000
0.028478414508
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QLNT9
5429234.06000000
PA
USD
4737343.87000000
0.098540352783
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FAY1
1670000.00000000
PA
USD
1480813.22000000
0.030802040364
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.01780000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
1225000.00000000
PA
USD
875867.56000000
0.018218710890
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2023-R04
N/A
Connecticut Avenue Securities Trust
20754QAB4
1340000.00000000
PA
USD
1434159.39000000
0.029831605244
Long
ABS-CBDO
USGSE
US
Y
2
2043-05-25
Variable
8.81341000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CLL3
860000.00000000
PA
USD
855632.82000000
0.017797812920
Long
DBT
UST
US
N
2
2027-09-15
Fixed
3.37500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
1500000.00000000
PA
USD
1327560.65000000
0.027614270439
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAL9
2500000.00000000
PA
USD
2028288.00000000
0.042189931858
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
Esab Corp
549300ZNV0SWBXEIWT04
Esab Corp
29605JAA4
400000.00000000
PA
USD
410823.20000000
0.008545434777
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc
637417AS5
650000.00000000
PA
USD
680191.30000000
0.014148495971
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.60000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912797LT2
6250000.00000000
PA
USD
6238544.81000000
0.129766473218
Long
STIV
UST
US
N
2
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DWEC3
6201703.79000000
PA
USD
6098540.37000000
0.126854274466
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHF4
941339.45000000
PA
USD
862445.20000000
0.017939515601
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XBS4
21859641.57000000
PA
USD
20533290.99000000
0.427108057487
Long
ABS-MBS
USGSE
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
475000.00000000
PA
USD
466764.37000000
0.009709053627
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
Iliad Holding SASU
449691AC8
893000.00000000
PA
USD
908464.08000000
0.018896743278
Long
DBT
CORP
FR
Y
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AG1
350000.00000000
PA
USD
343164.78000000
0.007138088222
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
2000000.00000000
PA
USD
1477750.00000000
0.030738323060
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
565000.00000000
PA
USD
595943.36000000
0.012396074793
Long
DBT
CORP
CA
Y
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
BRITISH AIR 20-1 B PTT
635400FQKDVFBRDDER80
British Airways Pass Through Trust
11042WAA4
429431.45000000
PA
USD
450607.96000000
0.009372988021
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
8.37500000
N
N
N
N
N
N
Concentra Escrow Issuer Corp
N/A
Concentra Escrow Issuer Corp
20600DAA1
430000.00000000
PA
USD
452150.59000000
0.009405075897
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
3200000.00000000
PA
USD
3337137.54000000
0.069414996990
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42400000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AU3
5000000.00000000
PA
USD
5045715.00000000
0.104954706643
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 12/27/2172
USD
XXXX
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918KAW8
2000000.00000000
PA
USD
2066110.00000000
0.042976658202
Long
DBT
CORP
US
Y
2
2032-09-01
Fixed
6.87500000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAB1
2288600.75000000
PA
USD
2173396.71000000
0.045208303306
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
1090000.00000000
PA
USD
747239.50000000
0.015543149487
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
525000.00000000
PA
USD
481389.60000000
0.010013269526
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
Citicorp Mortgage Securities,
N/A
Citicorp Mortgage Securities, Inc
172973W62
93123.71000000
PA
USD
91540.43000000
0.001904110512
Long
ABS-CBDO
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
1890000.00000000
PA
USD
1755366.80000000
0.036512963484
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
2000000.00000000
PA
USD
1972652.80000000
0.041032677417
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR241015
EUR241015
1.00000000
NC
USD
-6.86000000
-0.00000014269
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
7707.37000000
EUR
8578.22000000
USD
2024-10-15
-6.86000000
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BK2
850000.00000000
PA
USD
717069.44000000
0.014915589310
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CLH2
9348000.00000000
PA
USD
9361510.76000000
0.194726538371
Long
DBT
UST
US
N
2
2026-08-31
Fixed
3.75000000
N
N
N
N
N
N
Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC
N/A
MITER BRAND
60672JAA7
280000.00000000
PA
USD
290255.28000000
0.006037530412
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
6.75000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AQ2
2900000.00000000
PA
USD
3029187.11000000
0.063009394010
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
Turkiye Government International Bond
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DK3
1575000.00000000
PA
USD
1671489.23000000
0.034768246282
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.62500000
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBB3
2000000.00000000
PA
USD
1846291.02000000
0.038404256360
Long
DBT
CORP
CL
Y
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68621XAF0
2527709.68000000
PA
USD
2527709.68000000
0.052578282353
Long
LON
CORP
US
N
2
2031-05-19
Variable
7.46480000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
225313AR6
4600000.00000000
PA
USD
4592135.66000000
0.095519911660
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.70000000
N
N
N
N
Y
Credit Agricole SA
CREDIT AGRICOLE SA 0 12/30/2049
USD
XXXX
N
N
N
Trust Fibra Uno
N/A
Trust Fibra Uno
89834JAA1
2250000.00000000
PA
USD
2316405.56000000
0.048182996070
Long
DBT
CORP
MX
Y
2
2034-02-13
Fixed
7.37500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RCC0
625000.00000000
PA
USD
618640.00000000
0.012868182154
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple
N/A
FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple
05974EAA8
2000000.00000000
PA
USD
2085400.00000000
0.043377904862
Long
DBT
CORP
MX
Y
2
2041-01-31
Fixed
7.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DT3
4800000.00000000
PA
USD
5143790.40000000
0.106994749498
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC HOLDINGS PLC 8 12/30/2049
USD
XXXX
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc
89678QAB2
1804574.48000000
PA
USD
1803491.74000000
0.037513998810
Long
LON
CORP
US
N
2
2028-03-31
Variable
8.11530000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QPHW0
8565757.87000000
PA
USD
8015871.42000000
0.166736217439
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654UCC7
5936007.74000000
PA
USD
5138865.42000000
0.106892306172
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAN9
2285000.00000000
PA
USD
1508700.43000000
0.031382115526
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
EUR241015
EUR241015
1.00000000
NC
USD
394.08000000
0.000008197163
N/A
DFE
CORP
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
484950.86000000
USD
435724.92000000
EUR
2024-10-15
394.08000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12626GAT0
3000000.00000000
PA
USD
2577541.50000000
0.053614822080
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
5.57690700
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
Genesis Energy LP
37185LAP7
490000.00000000
PA
USD
507375.40000000
0.010553793915
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
6710250.00000000
PA
USD
6158758.71000000
0.128106861702
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
2500000.00000000
PA
USD
2226203.93000000
0.046306733614
Long
DBT
CORP
KY
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMM1
6563000.00000000
PA
USD
5531870.66000000
0.115067113840
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
1075000.00000000
PA
USD
1047675.94000000
0.021792455764
Long
DBT
CORP
NL
Y
2
2026-06-24
Fixed
1.33900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPM8
1635147.49000000
PA
USD
1591631.02000000
0.033107134824
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F3B45
3515942.63000000
PA
USD
3391175.89000000
0.070539035738
Long
ABS-CBDO
USGSE
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
Start Ltd.
N/A
START Ireland
85573LAB7
2301582.07000000
PA
USD
2186641.06000000
0.045483795851
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
5.09500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46640JAC1
244115.96000000
PA
USD
226880.03000000
0.004719277048
Long
ABS-MBS
CORP
US
Y
2
2046-01-15
Variable
4.11545700
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAE9
900000.00000000
PA
USD
940203.45000000
0.019556946296
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.75000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
550000.00000000
PA
USD
536302.93000000
0.011155508523
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
5250000.00000000
PA
USD
5079069.50000000
0.105648505592
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
TURKIYE GARANTI BANKASI
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS.
900148AE7
2500000.00000000
PA
USD
2531260.00000000
0.052652131707
Long
DBT
CORP
TR
Y
2
2027-05-24
Fixed
7.17700000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
BR9632133
45000000.00000000
PA
531879.73000000
0.011063502602
Long
DBT
NUSS
N/A
N
2
2027-10-26
Fixed
6.30000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
1650000.00000000
PA
USD
1543310.21000000
0.032102025253
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAF1
250000.00000000
PA
USD
249412.93000000
0.005187978492
Long
DBT
CORP
CA
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076DE9
3225000.00000000
PA
USD
3352797.08000000
0.069740727323
Long
DBT
CORP
US
N
2
2034-06-25
Fixed
4.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
2700000.00000000
PA
USD
2336820.30000000
0.048607638177
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653TBV0
4379044.41000000
PA
USD
100372.51000000
0.002087824489
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
0.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
2750000.00000000
PA
USD
2029101.97000000
0.042206863053
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBB3
450000.00000000
PA
USD
449459.30000000
0.009349095020
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EGK0
16353908.65000000
PA
USD
16091571.19000000
0.334716910027
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CBL3
1474441.29000000
PA
USD
1189489.59000000
0.024742287460
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.72117800
N
N
N
N
N
N
Vitality Re XV Ltd
N/A
Vitality Re XV Ltd
92847CAA5
1850000.00000000
PA
USD
1847780.00000000
0.038435228276
Long
DBT
CORP
KY
Y
2
2028-01-07
Variable
7.10192100
N
N
N
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International
817565CH5
1200000.00000000
PA
USD
1207857.66000000
0.025124357275
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653QBP9
1555897.43000000
PA
USD
1294004.73000000
0.026916281802
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KY6
5895000.00000000
PA
USD
5774001.65000000
0.120103622447
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
1225000.00000000
PA
USD
1123142.35000000
0.023362214445
Long
DBT
CORP
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36265LAD9
3582393.56000000
PA
USD
3101316.44000000
0.064509738891
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac, Inc
001055AF9
53000.00000000
PA
USD
59701.22000000
0.001241830747
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
6.45000000
N
N
N
N
N
N
BANISTMO SA
549300E94AMW3HSSMU17
Banistmo S.A.
06034LAB6
2000000.00000000
PA
USD
1933969.80000000
0.040228041618
Long
DBT
CORP
PA
Y
2
2027-07-31
Fixed
4.25000000
N
N
N
N
N
N
Centex Home Equity
N/A
Centex Home Equity
152314EL0
5033.29000000
PA
USD
5109.13000000
0.000106273786
Long
ABS-O
CORP
US
N
2
2032-01-25
Fixed
5.54000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc
28622HAC5
1575000.00000000
PA
USD
1545451.77000000
0.032146571328
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EGJ3
29496532.55000000
PA
USD
28348595.35000000
0.589672327651
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
1266331.15000000
PA
USD
1202398.98000000
0.025010812583
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12532ABA6
5000000.00000000
PA
USD
4774385.00000000
0.099310836438
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.50200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
4824531.62000000
PA
USD
4545574.93000000
0.094551413091
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
NRTH 2024-PARK Mortgage Trust
N/A
NRTH Mortgage Trust
67021HAA4
4665000.00000000
PA
USD
4674657.95000000
0.097236438007
Long
ABS-MBS
USGSE
US
Y
2
2039-03-15
Variable
6.73781000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FY5
775000.00000000
PA
USD
629494.64000000
0.013093966915
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
2857863.44000000
PA
USD
2714333.39000000
0.056460197351
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS
12543DBM1
1250000.00000000
PA
USD
1150381.60000000
0.023928811547
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08163ABR3
9100000.00000000
PA
USD
8629875.80000000
0.179507975174
Long
ABS-MBS
CORP
US
Y
2
2053-07-15
Fixed
4.13900000
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
Hilcorp Energy I LP
431318BC7
3000000.00000000
PA
USD
3234297.00000000
0.067275835601
Long
DBT
CORP
US
Y
2
2033-11-01
Fixed
8.37500000
N
N
N
N
N
N
NMLT Trust
N/A
NLT Trust
62917JAD2
650000.00000000
PA
USD
489188.25000000
0.010175487373
Long
ABS-CBDO
CORP
US
Y
2
2056-08-25
Variable
2.56900000
N
N
N
N
N
N
CIA CERVECERIAS UNIDAS
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas S.A.
204429AA2
2700000.00000000
PA
USD
2393625.33000000
0.049789225971
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.35000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CB6
203014.00000000
PA
USD
87499.03000000
0.001820046321
Long
DBT
NUSS
UA
Y
2
2035-02-01
Fixed
1.75000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BP3
75000.00000000
PA
USD
66411.47000000
0.001381409047
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
N
Republic of Uzbekistan International Bond
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822QVX2
1115000.00000000
PA
USD
1178415.63000000
0.024511940676
Long
DBT
NUSS
UZ
Y
2
2028-10-12
Fixed
7.85000000
N
N
N
N
N
N
TotalEnergies Capital SA
529900QI55ZLJVCMPA71
TotalEnergies Capital S.A.
89157XAF8
1200000.00000000
PA
USD
1207717.68000000
0.025121445585
Long
DBT
CORP
FR
N
2
2064-09-10
Fixed
5.42500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BZ5
500000.00000000
PA
USD
460321.15000000
0.009575029754
Long
DBT
CORP
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
4000000.00000000
PA
USD
3707760.00000000
0.077124225824
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
Y
Bank Hapoalim BM
Bank Hapoalim BM 3.255 01/21/2032
USD
XXXX
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDL0
755000.00000000
PA
USD
653116.23000000
0.013585313939
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AU2
2135000.00000000
PA
USD
2062708.86000000
0.042905911905
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications, Inc
914906AV4
1275000.00000000
PA
USD
1138987.22000000
0.023691799783
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31297U5N6
13825.88000000
PA
USD
13714.09000000
0.000285263494
Long
ABS-MBS
MUN
US
N
2
2034-10-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772NBN6
3184638.33000000
PA
USD
2652566.15000000
0.055175391817
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
BN5341076
1575000.00000000
PA
1455585.34000000
0.030277281288
Long
DBT
NUSS
N/A
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
1344448.07000000
PA
USD
1359809.46000000
0.028285070196
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
2000000.00000000
PA
USD
1918702.00000000
0.039910459775
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDH0
375000.00000000
PA
USD
368044.40000000
0.007655603226
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
5500000.00000000
PA
USD
4922652.24000000
0.102394907710
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655GAW5
3899897.26000000
PA
USD
3376377.00000000
0.070231207579
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55400KAC9
703807.87000000
PA
USD
661154.72000000
0.013752520640
Long
ABS-O
CORP
US
Y
2
2039-05-20
Fixed
2.23000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAK3
2200000.00000000
PA
USD
1863609.09000000
0.038764485378
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP
03959KAA8
1419000.00000000
PA
USD
1423447.15000000
0.029608782511
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
NYC Trust 2024-3ELV
N/A
NYC Trust
62956HAE6
3750000.00000000
PA
USD
3781236.00000000
0.078652582464
Long
ABS-MBS
USGSE
US
Y
2
2029-08-15
Variable
7.93623000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
478394.40000000
PA
USD
457390.65000000
0.009514073127
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AH4
925000.00000000
PA
USD
1096046.38000000
0.022798597677
Long
DBT
NUSS
KZ
Y
2
2045-07-21
Fixed
6.50000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
AW6274582
2290000000.00000000
PA
449559.79000000
0.009351185288
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
1550000.00000000
PA
USD
1351772.76000000
0.028117900728
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NBL8
1237648.38000000
PA
USD
1025381.91000000
0.021328722997
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
2.83097700
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
893647BS5
1575000.00000000
PA
USD
1649302.20000000
0.034306739197
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.87500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC
77313LAB9
2000000.00000000
PA
USD
1786571.00000000
0.037162034558
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
NEMAK SAB DE CV
5493000MY3DAIB0BP706
Nemak SAB de C.V.
64045DAC8
1000000.00000000
PA
USD
811960.70000000
0.016889399634
Long
DBT
CORP
MX
Y
2
2031-06-28
Fixed
3.62500000
N
N
N
N
N
N
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
N/A
Wynn Resorts Finance LLC
983133AD1
1100000.00000000
PA
USD
1114351.03000000
0.023179348308
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267TBP2
3291588.50000000
PA
USD
2952930.78000000
0.061423204393
Long
ABS-CBDO
USGSE
US
Y
2
2053-02-25
Variable
3.50000000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp
70137WAL2
1260000.00000000
PA
USD
1188244.39000000
0.024716386354
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding
12563YAC3
4375000.00000000
PA
USD
4381890.63000000
0.091146655254
Long
ABS-O
CORP
KY
Y
2
2034-04-15
Variable
7.01298000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBM9
500000.00000000
PA
USD
435634.75000000
0.009061533873
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FAES3
3701774.58000000
PA
USD
3360299.20000000
0.069896777120
Long
ABS-CBDO
USGSE
US
N
2
2047-01-15
Fixed
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46645LAC1
2500000.00000000
PA
USD
2147972.50000000
0.044679460416
Long
ABS-MBS
CORP
US
Y
2
2049-03-17
Variable
4.35782600
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange S.A.
35177PAX5
370000.00000000
PA
USD
374850.83000000
0.007797182143
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.37500000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings, Inc
737446AU8
680000.00000000
PA
USD
700201.44000000
0.014564722091
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
6.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBJ4
2500000.00000000
PA
USD
2414869.75000000
0.050231126053
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.49513000
N
N
N
N
N
N
Turkiye Vakiflar Bankasi TAO
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAP8
1000000.00000000
PA
USD
1044600.00000000
0.021728473875
Long
DBT
CORP
TR
Y
2
2034-10-05
Variable
8.99440000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DN3
740000.00000000
PA
USD
493929.63000000
0.010274111680
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.65000000
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MCA6
1600000.00000000
PA
USD
1563060.05000000
0.032512836934
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
34686.00000000
NS
USD
877902.66000000
0.018261042516
Long
EP
CORP
US
N
1
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AH4
150000.00000000
PA
USD
150657.90000000
0.003133798817
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
141295.34000000
PA
USD
131483.20000000
0.002734950484
Long
ABS-CBDO
CORP
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300UFJ8EKD81Y8R30
CSAIL Commercial Mortgage Trust
126281AZ7
3340000.00000000
PA
USD
3326261.91000000
0.069188775621
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.50500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384GAR1
1760400.17000000
PA
USD
330829.89000000
0.006881513136
Long
ABS-CBDO
USGSE
US
N
2
2046-09-20
Fixed
5.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc
11135FCD1
2350000.00000000
PA
USD
2348048.61000000
0.048841195558
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
4.80000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592KBP6
11917019.07000000
PA
USD
89698.21000000
0.001865790936
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
0.13659600
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX
67448KAN4
2335827.66000000
PA
USD
2022151.00000000
0.042062277594
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
3.00000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GS7
1775000.00000000
PA
USD
1865672.73000000
0.038807410658
Long
DBT
CORP
US
N
2
2054-08-15
Fixed
5.55000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy, Inc
15135UAW9
550000.00000000
PA
USD
474319.18000000
0.009866199417
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular S.A.
600814AS6
1025000.00000000
PA
USD
1053192.94000000
0.021907213557
Long
DBT
CORP
LU
Y
2
2032-04-02
Fixed
7.37500000
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
3000000.00000000
PA
USD
2607071.28000000
0.054229063946
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
1997674.75000000
PA
USD
1988987.46000000
0.041372450759
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
7.32958000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAZ3
425000.00000000
PA
USD
400182.13000000
0.008324092434
Long
LON
CORP
US
N
2
2028-01-31
Variable
10.20992000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XDE3
12033927.75000000
PA
USD
11899591.93000000
0.247520555598
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
FLUTTER FINANCING BV
635400VFWPBIKJK6GN11
Flutter Financing BV
BL4473007
2158687.50000000
PA
USD
2163695.66000000
0.045006514093
Long
LON
CORP
NL
N
2
2030-11-30
Variable
6.60370000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAK8
550000.00000000
PA
USD
432630.54000000
0.008999044022
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFH3
2400000.00000000
PA
USD
2579046.86000000
0.053646134712
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.40700000
N
N
N
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc
22704NAF9
244375.00000000
PA
USD
245720.28000000
0.005111168566
Long
LON
CORP
US
N
2
2029-02-19
Variable
7.09540000
N
N
N
N
N
N
2024-09-30
TIAA-CREF Funds
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting