0001752724-22-093878.txt : 20220427
0001752724-22-093878.hdr.sgml : 20220427
20220427104729
ACCESSION NUMBER: 0001752724-22-093878
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
PERIOD START: 20220228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 22857287
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000039927
JPMorgan Short Duration Core Plus Fund
C000123825
Class A
JSDHX
C000123826
Class C
JSDCX
C000123827
Class I
JSDSX
C000123828
Class R6
JSDRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000039927
C000123827
C000123826
C000123828
C000123825
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Short Duration Core Plus Fund
S000039927
549300Q5U8SV79G4IM14
2022-02-28
2022-02-28
N
11049422917.21
766776554.23
10282646362.98
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
15898195.61999999
0.00000000
0.00000000
1038.77000000
USD
N
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AV7
2725000.00000000
PA
USD
2763654.13000000
0.026876876170
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BH5
495000.00000000
PA
USD
496801.80000000
0.004831458580
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WR26
34766734.38000000
PA
USD
34791855.78000000
0.338355074674
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
1085000.00000000
PA
USD
1102360.00000000
0.010720586521
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
14430000.00000000
PA
USD
13786775.54000000
0.134078087034
Long
DBT
CORP
IT
Y
2
2026-09-22
Variable
2.56899960
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAD6
2212000.00000000
PA
USD
2297715.00000000
0.022345560849
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CC4
864000.00000000
PA
USD
892935.36000000
0.008683906150
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
3565000.00000000
PA
USD
3212956.25000000
0.031246394523
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
6000000.00000000
PA
USD
6109867.74000000
0.059419214901
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAK5
3055000.00000000
PA
USD
2959531.25000000
0.028781805242
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X3
3137FVNK4
10750000.00000000
PA
USD
2018138.35000000
0.019626643558
Long
ABS-MBS
USGSE
US
N
2
2048-08-25
Variable
2.73567240
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
4884000.00000000
PA
USD
4884000.00000000
0.047497500425
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
N/A
3250000.00000000
PA
USD
3207343.75000000
0.031191812270
Long
DBT
CORP
NL
Y
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2021-1, Class A
92259TAA9
4684442.91000000
PA
USD
4456019.64000000
0.043335338809
Long
ABS-MBS
CORP
US
Y
2
2051-05-25
Variable
1.40000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3140J8U43
5181177.43000000
PA
USD
5377844.46000000
0.052300198510
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493AC2
2225000.00000000
PA
USD
1969125.00000000
0.019149982703
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K054, Class X3
3137BNGV0
3700000.00000000
PA
USD
207192.97000000
0.002014977104
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Variable
1.59908760
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAK8
1923000.00000000
PA
USD
1846080.00000000
0.017953354951
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-1A, Class D
96042KAF0
4000000.00000000
PA
USD
4010289.60000000
0.039000559373
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
2.80000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-4, Class D
80286WAG1
1785000.00000000
PA
USD
1779713.01000000
0.017307927815
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
AES Panama Generation Holdings SRL
N/A
AES Panama Generation Holdings SRL
00109AAB3
2290000.00000000
PA
USD
2210079.00000000
0.021493289975
Long
DBT
CORP
PA
Y
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
475000.00000000
PA
USD
487452.58000000
0.004740536266
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
Atlas Senior Loan Fund XIII
N/A
Atlas Senior Loan Fund, Series 2019-13A, Class A1NR
04942VAW4
14050000.00000000
PA
USD
14012795.60000000
0.136276159904
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-22
Floating
1.33886160
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2013-C11, Class B
92937EAG9
150000.00000000
PA
USD
150983.25000000
0.001468330667
Long
ABS-MBS
CORP
US
N
3
2045-03-15
Variable
3.71400120
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EF8
1712000.00000000
PA
USD
1946715.20000000
0.018932044643
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
629571AA8
745000.00000000
PA
USD
726375.00000000
0.007064086173
Long
DBT
CORP
BM
Y
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAB0
1520000.00000000
PA
USD
1559267.80000000
0.015164071047
Long
DBT
CORP
IE
Y
2
2025-04-10
Variable
4.26300120
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAM5
4545000.00000000
PA
USD
4539316.52000000
0.044145411207
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
1.32599880
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBN1
4635000.00000000
PA
USD
5044780.35000000
0.049061109095
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAB6
1116000.00000000
PA
USD
1082520.00000000
0.010527640082
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CD4
6500000.00000000
PA
USD
7066289.49000000
0.068720534000
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65343HAA9
5250000.00000000
PA
USD
5368125.00000000
0.052205675567
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAR4
1130000.00000000
PA
USD
1149775.00000000
0.011181703225
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
5.87500000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
1965000.00000000
PA
USD
1983254.85000000
0.019287397232
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust, Series 2018-INDP, Class C
45378YAN4
3500000.00000000
PA
USD
3516496.90000000
0.034198364660
Long
ABS-MBS
CORP
US
Y
2
2035-07-10
Fixed
4.15800000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XL2
3015000.00000000
PA
USD
3048918.75000000
0.029651109669
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A
62955WAA2
13509637.87000000
PA
USD
13010160.89000000
0.126525414088
Long
ABS-O
CORP
US
Y
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259AW0
1645000.00000000
PA
USD
1496950.00000000
0.014558022780
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2020-3A, Class B
22536BAC6
8600000.00000000
PA
USD
8498148.48000000
0.082645538706
Long
ABS-O
CORP
US
Y
2
2029-12-17
Fixed
1.77000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WLQ9
22034082.71000000
PA
USD
22445584.19000000
0.218286065645
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AM7
5805000.00000000
PA
USD
5853636.55000000
0.056927335078
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
6196000.00000000
PA
USD
6180510.00000000
0.060106219564
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-69, Class SH
3136AXA54
428863.16000000
PA
USD
81433.82000000
0.000791953910
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Floating
6.01314120
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
20175.00000000
NS
USD
1391671.50000000
0.013534176425
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
442000.00000000
PA
USD
435370.00000000
0.004234026773
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAC2
3730000.00000000
PA
USD
3940222.80000000
0.038319151130
Long
DBT
CORP
US
Y
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBX0
11815000.00000000
PA
USD
11887012.43000000
0.115602657238
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-1, Class A
69547JAA1
7762563.69000000
PA
USD
7699978.02000000
0.074883232858
Long
ABS-O
CORP
US
Y
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
2380000.00000000
PA
USD
2320500.00000000
0.022567147775
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
92735LAA0
3215000.00000000
PA
USD
3398898.00000000
0.033054700901
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Transocean Pontus Ltd.
N/A
Transocean Pontus Ltd.
89382PAA3
114390.00000000
PA
USD
112674.15000000
0.001095769960
Long
DBT
CORP
KY
Y
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAA8
26630000.00000000
PA
USD
27714414.08000000
0.269526084061
Long
DBT
CORP
JP
Y
2
2024-04-02
Fixed
4.43600000
N
N
N
N
N
N
VOLT XCIV LLC
N/A
VOLT XCIV LLC, Series 2021-NPL3, Class A1
92873AAA6
8450506.99000000
PA
USD
8300022.90000000
0.080718743084
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
2.23949880
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BS7
265000.00000000
PA
USD
268997.01000000
0.002616028991
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 15 Year
01F020430
353780000.00000000
PA
USD
351154287.29000000
3.415018613829
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Fixed
2.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class E
30167EAE5
810000.00000000
PA
USD
821089.47000000
0.007985196038
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
4.00000000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2019-EXP3, Class 2A1A
67113AAZ3
91755.57000000
PA
USD
91877.24000000
0.000893517454
Long
ABS-MBS
CORP
US
Y
2
2059-10-25
Floating
1.08686160
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAB1
1450000.00000000
PA
USD
1378950.00000000
0.013410458274
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC31, Class C
17323YAH2
530000.00000000
PA
USD
524890.06000000
0.005104620362
Long
ABS-MBS
CORP
US
N
3
2048-06-10
Variable
4.04028720
N
N
N
N
N
N
Central American Bottling Corp.
N/A
Central American Bottling Corp.
15239XAA6
1458000.00000000
PA
USD
1476662.40000000
0.014360723376
Long
DBT
CORP
VG
Y
2
2029-04-27
Fixed
5.25000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BL7
1695000.00000000
PA
USD
1762800.00000000
0.017143446713
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4711, Class HA
3137F2ZX7
34834.36000000
PA
USD
35238.86000000
0.000342702245
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Fixed
3.00000000
N
N
N
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
3730000.00000000
PA
USD
3643053.70000000
0.035429145099
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CP2
20850000.00000000
PA
USD
19923001.29000000
0.193753636823
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31099840
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAY4
1929000.00000000
PA
USD
1895126.76000000
0.018430340722
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAH8
10000000.00000000
PA
USD
10118469.30000000
0.098403357879
Long
DBT
CORP
GB
N
2
2024-01-05
Variable
3.37299840
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDA5
1720000.00000000
PA
USD
1753196.00000000
0.017050046633
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
27927IAE3
2914061.00000000
PA
USD
2563098.78000000
0.024926450735
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.00000040
N
N
N
N
N
N
STWD Mortgage Trust
N/A
STWD Mortgage Trust, Series 2021-LIH, Class C
78486EAL2
2200000.00000000
PA
USD
2155937.52000000
0.020966757426
Long
ABS-MBS
CORP
KY
Y
3
2036-11-15
Floating
2.14614000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
1257000.00000000
PA
USD
540510.00000000
0.005256526198
Long
DBT
NUSS
UA
Y
2
2022-09-01
Fixed
7.75000000
N
N
N
N
N
N
KFC Holding Co.
N/A
KFC Holding Co.
48250NAC9
1365000.00000000
PA
USD
1398374.25000000
0.013599361493
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
4.75000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAN5
12075000.00000000
PA
USD
13303018.69000000
0.129373492196
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K114, Class X1
3137FVNJ7
66333351.10000000
PA
USD
5302608.49000000
0.051568519453
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.11754800
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
1357000.00000000
PA
USD
1384140.00000000
0.013460931662
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232AA0
2205000.00000000
PA
USD
2169995.63000000
0.021103474274
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
29350000.00000000
PA
USD
28216127.03000000
0.274405304179
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
2215000.00000000
PA
USD
2267960.65000000
0.022056196138
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-LBA6, Class D
12433EAL5
13475000.00000000
PA
USD
13242627.67000000
0.128786182102
Long
ABS-MBS
CORP
US
Y
2
2039-01-15
Floating
2.09918880
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAJ4
13415000.00000000
PA
USD
13964145.44000000
0.135803031117
Long
DBT
CORP
GB
N
2
2024-11-15
Variable
4.79599920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K112, Class X1
3137FUZX5
24960171.57000000
PA
USD
2516160.02000000
0.024469965524
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.43227800
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2018-SUN, Class B
61691MAG2
250000.00000000
PA
USD
246867.10000000
0.002400812896
Long
ABS-MBS
CORP
US
Y
3
2035-07-15
Floating
1.39114080
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAQ8
3800000.00000000
PA
USD
3831188.27000000
0.037258776921
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
695847AS2
4336000.00000000
PA
USD
3957076.96000000
0.038483059908
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint Asset Securitization Trust, Series 2020-REV1, Class A
52606YAA2
12000000.00000000
PA
USD
11957527.20000000
0.116288422045
Long
ABS-O
CORP
US
Y
2
2028-10-15
Fixed
2.73100000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
2250000.00000000
PA
USD
2314260.00000000
0.022506463008
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000040
N
N
N
N
N
N
Uzbekneftegaz JSC
N/A
Uzbekneftegaz JSC
91825MAB9
1000000.00000000
PA
USD
880000.00000000
0.008558108184
Long
DBT
NUSS
UZ
Y
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
582000.00000000
PA
USD
545625.00000000
0.005306270202
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL6, Class A1
69362GAA9
13247610.95000000
PA
USD
12977523.96000000
0.126208015931
Long
ABS-O
CORP
US
Y
3
2051-07-25
Variable
2.48709960
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2020-C, Class D
12597TAD2
3500000.00000000
PA
USD
3496057.25000000
0.033999586551
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
2.41000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-93, Class SE
38380FAK2
962813.61000000
PA
USD
132891.10000000
0.001292382284
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Floating
6.03829080
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2020-SP2, Class A1
62955DAA4
2106633.12000000
PA
USD
2088764.66000000
0.020313493105
Long
ABS-MBS
CORP
US
Y
2
2060-10-25
Variable
2.94390000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AG6
283000.00000000
PA
USD
263190.00000000
0.002559555105
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAB9
22800000.00000000
PA
USD
24046731.36000000
0.233857418714
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AF4
1730000.00000000
PA
USD
1814510.50000000
0.017646337683
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047AK5
465000.00000000
PA
USD
462675.00000000
0.004499571254
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.87500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
6840000.00000000
PA
USD
6643307.04000000
0.064606977673
Long
DBT
CORP
CH
Y
2
2026-06-05
Variable
2.19300120
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2019-2A, Class A
52604AAA6
12030000.00000000
PA
USD
12128357.28000000
0.117949765574
Long
ABS-O
CORP
US
Y
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K034, Class X1
3137B5JN4
156812824.98000000
PA
USD
181949.92000000
0.001769485340
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
0.05514120
N
N
N
N
N
N
Venture 36 CLO Ltd.
549300AZL7IWJJ04HD37
Venture CLO Ltd., Series 2019-36A, Class A1AR
92332LAU3
11936000.00000000
PA
USD
11904847.04000000
0.115776101012
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
1.38399840
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
14555000.00000000
PA
USD
14075321.93000000
0.136884236150
Long
DBT
CORP
NL
Y
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAK4
175000.00000000
PA
USD
168875.00000000
0.001642330136
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
9200000.00000000
PA
USD
9315000.00000000
0.090589520160
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AN6
2216000.00000000
PA
USD
2104756.80000000
0.020469018632
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
Whiting Petroleum Corp.
52990028CHK9KUB1B293
Whiting Petroleum Corp.
966387508
9884.00000000
NS
USD
729933.40000000
0.007098692050
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DE2
850000.00000000
PA
USD
1051297.00000000
0.010223992568
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
VOLT CI LLC
N/A
VOLT CI LLC, Series 2021-NP10, Class A1
92873EAA8
7228254.32000000
PA
USD
7099211.19000000
0.069040701580
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF38, Class B
30305MAG5
59172.95000000
PA
USD
59172.93000000
0.000575464018
Long
ABS-MBS
USGSE
US
Y
2
2024-09-25
Floating
2.60686080
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AE3
934000.00000000
PA
USD
955015.00000000
0.009287638281
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440AP6
4627000.00000000
PA
USD
4384082.50000000
0.042635741279
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
1352000.00000000
PA
USD
1255670.00000000
0.012211545118
Long
DBT
CORP
US
Y
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2018-4, Class D
80285MAH2
397267.72000000
PA
USD
401692.89000000
0.003906512738
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.98000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AQ4
500000.00000000
PA
USD
496250.00000000
0.004826092257
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-4A, Class B
36258HAC9
1253144.84000000
PA
USD
1261122.61000000
0.012264572421
Long
ABS-O
CORP
US
Y
2
2024-09-16
Fixed
2.78000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
15090000.00000000
PA
USD
15156207.38000000
0.147395980032
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AV6
813000.00000000
PA
USD
788610.00000000
0.007669329199
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
1300000.00000000
PA
USD
1299383.94000000
0.012636668559
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DY7
4960000.00000000
PA
USD
4965293.61000000
0.048288090776
Long
DBT
CORP
US
Y
2
2023-03-10
Fixed
1.75000000
N
N
N
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC, 1st Lien Term Loan
45567YAL9
2042641.72000000
PA
USD
2026464.00000000
0.019707611527
Long
LON
CORP
US
N
2
2024-09-13
Variable
4.75000000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
418097AK7
4720000.00000000
PA
USD
4720000.00000000
0.045902580263
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
98310WAL2
1285000.00000000
PA
USD
1288212.50000000
0.012528024931
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.90000000
N
N
N
N
N
N
Highmark, Inc.
549300B6868ZXXEB2Y57
Highmark, Inc.
431116AD4
13265000.00000000
PA
USD
12710921.08000000
0.123615270148
Long
DBT
CORP
US
Y
2
2026-05-10
Fixed
1.45000000
N
N
N
N
N
N
Goldman Home Improvement Trust Issuer Trust
N/A
Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class A
38149XAA7
21867122.13000000
PA
USD
21269852.30000000
0.206851928474
Long
ABS-O
CORP
US
Y
2
2051-06-25
Fixed
1.15000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class B1
17328BAE4
410000.00000000
PA
USD
404507.03000000
0.003933880595
Long
ABS-MBS
CORP
US
Y
3
2049-07-25
Variable
3.97000080
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
28680000.00000000
PA
USD
28421556.49000000
0.276403130932
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BR1
120000.00000000
PA
USD
115294.20000000
0.001121250268
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2019-1A, Class B
125504AB6
1555429.29000000
PA
USD
1561515.06000000
0.015185925926
Long
ABS-O
CORP
US
Y
2
2024-08-15
Fixed
3.59000000
N
N
N
N
N
N
Country Garden Holdings Co. Ltd.
549300MGHLPT1EFHGF84
Country Garden Holdings Co. Ltd.
N/A
4700000.00000000
PA
USD
3311150.00000000
0.032201340813
Long
DBT
CORP
KY
Y
2
2025-10-22
Fixed
3.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4954, Class SY
3137FRE31
9763681.74000000
PA
USD
1610489.04000000
0.015662203903
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
5.86314000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
16440000.00000000
PA
USD
17927355.08000000
0.174345732092
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
1020000.00000000
PA
USD
1080287.10000000
0.010505924854
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
2745000.00000000
PA
USD
2806762.50000000
0.027296110368
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
1500000.00000000
PA
USD
1505887.50000000
0.014644941067
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAP5
4205000.00000000
PA
USD
3997118.26000000
0.038872466473
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EC5
192000.00000000
PA
USD
216960.00000000
0.002109962672
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2013-C12, Class B
92937FAG6
150000.00000000
PA
USD
151277.52000000
0.001471192479
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
3.86300160
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-2, Class D
80285RAG3
6175000.00000000
PA
USD
6202651.65000000
0.060321549833
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CL6
5754000.00000000
PA
USD
5477433.99000000
0.053268718933
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2019-1, Class AA
90931CAA6
278716.25000000
PA
USD
298325.08000000
0.002901248078
Long
ABS-O
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BD2
17930000.00000000
PA
USD
18363513.15000000
0.178587422943
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
HAT Holdings I LLC
N/A
HAT Holdings I LLC
418751AB9
720000.00000000
PA
USD
742593.60000000
0.007221814052
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXJH6
6587125.36000000
PA
USD
6943419.41000000
0.067525607366
Long
ABS-MBS
USGSE
US
N
2
2058-05-01
Fixed
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K729, Class B
30306HAS9
200000.00000000
PA
USD
204200.60000000
0.001985875938
Long
ABS-MBS
USGSE
US
Y
2
2049-11-25
Variable
3.67305120
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
1992000.00000000
PA
USD
1937817.60000000
0.018845514389
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
4085000.00000000
PA
USD
4254690.90000000
0.041377392062
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-55, Class AI
3136AEQT7
1184080.84000000
PA
USD
126364.04000000
0.001228905823
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
3.00000000
N
N
N
N
N
N
CFMT LLC
N/A
CFMT LLC, Series 2021-HB5, Class M1
12526PAB0
2550000.00000000
PA
USD
2497970.57000000
0.024293070886
Long
ABS-MBS
CORP
US
Y
3
2031-02-25
Variable
1.37400120
N
N
N
N
N
N
Small Business Lending Trust
N/A
Small Business Lending Trust, Series 2020-A, Class A
83165WAA4
36423.03000000
PA
USD
36434.89000000
0.000354333784
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
2.62000000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL3, Class A1
91824MAA2
11245349.39000000
PA
USD
10991853.35000000
0.106897125136
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.74300120
N
N
N
N
N
N
Summit Materials LLC
N/A
Summit Materials LLC
86614RAN7
2790000.00000000
PA
USD
2800462.50000000
0.027234842093
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665AJ5
925000.00000000
PA
USD
936562.50000000
0.009108185450
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
15000000.00000000
PA
USD
14925411.00000000
0.145151456863
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAR4
380000.00000000
PA
USD
380287.28000000
0.003698340549
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.40000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
200000.00000000
PA
USD
211802.00000000
0.002059800488
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796F38
26603900.00000000
PA
USD
26602738.47000000
0.258714902087
Long
STIV
UST
US
N
2
2022-03-24
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class B
17323CAK3
3900000.00000000
PA
USD
3893254.17000000
0.037862375429
Long
ABS-MBS
CORP
US
N
3
2048-02-10
Fixed
3.77200000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR19, Class D
12592GAG8
3291000.00000000
PA
USD
3145989.33000000
0.030595132993
Long
ABS-MBS
CORP
US
Y
3
2047-08-10
Variable
4.70269080
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2019-2, Class A3
042858AC4
315924.87000000
PA
USD
312201.22000000
0.003036195245
Long
ABS-MBS
CORP
US
Y
2
2049-04-25
Variable
3.80000160
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-2A, Class D
23345EAG0
3611000.00000000
PA
USD
3512714.36000000
0.034161578994
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2018-IND, Class E
056059AN8
85459.52000000
PA
USD
85193.89000000
0.000828521053
Long
ABS-MBS
CORP
US
Y
3
2035-11-15
Floating
1.89114120
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AD4
14380000.00000000
PA
USD
14857849.99000000
0.144494417735
Long
DBT
CORP
CA
Y
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXJ8
7750000.00000000
PA
USD
7966157.03000000
0.077471856453
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2018-D, Class E
22411XAE4
12215000.00000000
PA
USD
12539010.20000000
0.121943415706
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
5.82000000
N
N
N
N
N
N
TCI-Symphony CLO Ltd.
N/A
TCI-Symphony CLO Ltd., Series 2017-1A, Class AR
87232BAF9
17000000.00000000
PA
USD
16965184.00000000
0.164988500052
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
1.17128880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-11, Class LA
3136ARPP7
686008.86000000
PA
USD
698201.09000000
0.006790091435
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
3.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
3960000.00000000
PA
USD
4006107.82000000
0.038959891049
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAZ3
2640000.00000000
PA
USD
2631327.10000000
0.025589979535
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class B
46644YBA7
4410000.00000000
PA
USD
4569049.30000000
0.044434566148
Long
ABS-MBS
CORP
US
N
3
2048-08-15
Variable
4.62067200
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AF8
1621000.00000000
PA
USD
1667587.54000000
0.016217493835
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
1550000.00000000
PA
USD
1635947.50000000
0.015909790556
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
4155000.00000000
PA
USD
4169625.60000000
0.040550121562
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAC9
2335000.00000000
PA
USD
2340463.90000000
0.022761299157
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF39, Class B
35708UAC8
99244.16000000
PA
USD
98887.17000000
0.000961689885
Long
ABS-MBS
USGSE
US
Y
2
2024-11-25
Floating
2.60686080
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BL4
4380000.00000000
PA
USD
4318680.00000000
0.041999693926
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2019-1, Class C
30308XAC7
3404353.47000000
PA
USD
3417173.92000000
0.033232436469
Long
ABS-O
CORP
US
Y
3
2026-06-18
Fixed
5.39000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class C
48254CAL9
1125000.00000000
PA
USD
1098965.59000000
0.010687575466
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
1.19113920
N
N
N
N
N
N
FHLMC STACR REMIC Trust
5493003FQV7GR462GO02
FHLMC STACR REMIC Trust, Series 2020-DNA1, Class M2
35565HAH8
10423033.77000000
PA
USD
10443040.78000000
0.101559855423
Long
ABS-MBS
CORP
US
Y
2
2050-01-25
Floating
1.88686080
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class D
30166RAF4
5391000.00000000
PA
USD
5262315.21000000
0.051176662351
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K110, Class X3
3137FTZT7
15543654.00000000
PA
USD
3596615.01000000
0.034977523130
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
3.40401960
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B
126694D21
103266.73000000
PA
USD
98306.05000000
0.000956038421
Long
ABS-MBS
CORP
US
N
2
2036-04-20
Variable
2.89006920
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
3145000.00000000
PA
USD
3150613.83000000
0.030640106824
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class D
30167EAD7
620000.00000000
PA
USD
628988.26000000
0.006116988154
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.11000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAA0
2964000.00000000
PA
USD
3015618.06000000
0.029327256365
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229AX4
825000.00000000
PA
USD
904406.25000000
0.008795461966
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.87499840
N
N
N
N
N
N
BSPRT Issuer Ltd.
N/A
BSPRT Issuer Ltd., Series 2021-FL7, Class C
05602CAG9
7500000.00000000
PA
USD
7459342.50000000
0.072543022843
Long
ABS-CBDO
CORP
KY
Y
3
2038-12-15
Floating
2.49113880
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AR3
1605000.00000000
PA
USD
1661684.75000000
0.016160088476
Long
DBT
CORP
US
Y
2
2023-11-13
Fixed
4.25000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132CWJM7
478629.28000000
PA
USD
493762.48000000
0.004801900819
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4906, Class QS
3137FNWB2
5276503.90000000
PA
USD
998167.32000000
0.009707299898
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
5.86314000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP, Series 2020-1A, Class A4
12510HAD2
1494687.52000000
PA
USD
1489138.94000000
0.014482059262
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAQ2
657000.00000000
PA
USD
701945.37000000
0.006826505018
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.62500000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
2165000.00000000
PA
USD
2128584.70000000
0.020700747889
Long
DBT
CORP
CA
Y
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
3790000.00000000
PA
USD
3715384.38000000
0.036132569854
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAR5
1030000.00000000
PA
USD
931253.90000000
0.009056558663
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AL1
465000.00000000
PA
USD
369675.00000000
0.003595134821
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage Trust
N/A
Barclays Commercial Mortgage Trust, Series 2019-C5, Class XA
05492JBA9
111621370.37000000
PA
USD
5581894.52000000
0.054284610429
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.88675920
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
285000.00000000
PA
USD
284125.05000000
0.002763151040
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
2065000.00000000
PA
USD
2028862.50000000
0.019730937235
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCD3
4845000.00000000
PA
USD
4757717.33000000
0.046269385934
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Vista Outdoor, Inc.
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377AC4
1000000.00000000
PA
USD
937500.00000000
0.009117302753
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class A1
17328BAA2
222544.82000000
PA
USD
221771.23000000
0.002156752475
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
2.72000160
N
N
N
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus
N/A
3300000.00000000
PA
USD
495000.00000000
0.004813935853
Long
DBT
NUSS
BY
Y
2
2023-02-28
Fixed
6.87500000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCH6
20440000.00000000
PA
USD
19586074.24000000
0.190476979841
Long
DBT
CORP
US
N
2
2027-11-02
Variable
1.87800120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-13, Class AS
3136AVFQ7
489489.30000000
PA
USD
92516.90000000
0.000899738226
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Floating
5.86314000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
3010000.00000000
PA
USD
3093317.79000000
0.030082895791
Long
DBT
CORP
KY
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class A
90355EAA9
4834657.05000000
PA
USD
4810496.33000000
0.046782668198
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
0.79000000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
400000.00000000
PA
USD
128000.00000000
0.001244815735
Long
DBT
NUSS
UA
Y
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
3940000.00000000
PA
USD
4153508.60000000
0.040393381755
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AE8
1778000.00000000
PA
USD
1854720.70000000
0.018037386821
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAH6
3196000.00000000
PA
USD
3347136.83000000
0.032551317159
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS3, Class B
12591YBF1
2000000.00000000
PA
USD
2034409.60000000
0.019784883464
Long
ABS-MBS
CORP
US
N
3
2047-06-10
Fixed
4.31300000
N
N
N
N
N
N
NPC Ukrenergo
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
2432000.00000000
PA
USD
729600.00000000
0.007095449695
Long
DBT
NUSS
UA
Y
2
2026-11-09
Fixed
6.87500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
2760000.00000000
PA
USD
2931509.52000000
0.028509290473
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class B
92890KBF1
8000000.00000000
PA
USD
8182131.20000000
0.079572231808
Long
ABS-MBS
CORP
US
N
3
2057-09-15
Variable
4.37100120
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
3188000.00000000
PA
USD
2837320.00000000
0.027593285812
Long
DBT
CORP
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBF5
15000000.00000000
PA
USD
14826106.35000000
0.144185706934
Long
DBT
CORP
JP
N
2
2024-07-10
Variable
1.24099920
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AK2
9310000.00000000
PA
USD
9857666.99000000
0.095867023351
Long
DBT
CORP
AU
Y
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K112, Class X3
3137FUZY3
8600000.00000000
PA
USD
1789630.76000000
0.017404379153
Long
ABS-MBS
USGSE
US
N
2
2048-07-25
Variable
3.00158280
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAQ0
870000.00000000
PA
USD
898049.06000000
0.008733637512
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAF2
1025000.00000000
PA
USD
1101875.00000000
0.010715869836
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92553PBC5
550000.00000000
PA
USD
556050.00000000
0.005407654609
Long
DBT
CORP
US
N
2
2057-02-28
Variable
6.24999960
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
68205LAA1
1613000.00000000
PA
USD
1633162.50000000
0.015882706088
Long
DBT
NUSS
OM
Y
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp. (Preference)
402635601
49.00000000
NS
USD
241434.83000000
0.002347983403
Long
EP
CORP
US
N
3
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
5000000.00000000
PA
USD
4995500.00000000
0.048581851632
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-3, Class C
26209WAF0
617457.65000000
PA
USD
620731.41000000
0.006036689273
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.90000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
7455000.00000000
PA
USD
7698331.42000000
0.074867219471
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
1465000.00000000
PA
USD
1568516.90000000
0.015254019681
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWJ9
1995000.00000000
PA
USD
2002847.43000000
0.019477937481
Long
DBT
CORP
US
N
2
2023-06-05
Variable
2.90800080
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
Driven Brands Funding LLC, Series 2021-1A, Class A2
26209XAD3
11257499.71000000
PA
USD
10539271.23000000
0.102495708380
Long
ABS-O
CORP
US
Y
2
2051-10-20
Fixed
2.79100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VBG4
360412.94000000
PA
USD
372521.74000000
0.003622819718
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services plc
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services plc
75625QAC3
1900000.00000000
PA
USD
1904995.04000000
0.018526310958
Long
DBT
CORP
GB
Y
2
2022-06-24
Fixed
2.37500000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
3010000.00000000
PA
USD
2897125.00000000
0.028174896789
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAF3
1310000.00000000
PA
USD
1211674.02000000
0.011783678804
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K119, Class X3
3137FXQS0
24710118.00000000
PA
USD
4825732.84000000
0.046930845131
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Variable
2.72733840
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class D
17322AAM4
9750000.00000000
PA
USD
9876217.65000000
0.096047430801
Long
ABS-MBS
CORP
US
Y
3
2047-03-10
Variable
5.09060880
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
5680000.00000000
PA
USD
5369166.88000000
0.052215807978
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.33999920
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
1460000.00000000
PA
USD
1421346.50000000
0.013822769448
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
TK Elevator US Newco, Inc.
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
1550000.00000000
PA
USD
1534500.00000000
0.014923201147
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAB8
930000.00000000
PA
USD
873242.10000000
0.008492386776
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class C
03066KAG5
1000000.00000000
PA
USD
1014573.60000000
0.009866852988
Long
ABS-O
CORP
US
N
2
2025-04-18
Fixed
2.74000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
2100000.00000000
PA
USD
2072448.00000000
0.020154811581
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
3015000.00000000
PA
USD
2962297.80000000
0.028808710281
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Symphony CLO XVIII Ltd.
549300JQYSBIW1AM8R32
Symphony CLO Ltd., Series 2016-18A, Class A1RR
87154GAU9
12200000.00000000
PA
USD
12166169.40000000
0.118317493090
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-23
Floating
1.35885960
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAC3
3315000.00000000
PA
USD
3132675.00000000
0.030465649497
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
Sound Point CLO XXII Ltd.
N/A
Sound Point CLO Ltd., Series 2019-1A, Class AR
83611KAL6
19340000.00000000
PA
USD
19280413.46000000
0.187504391179
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
1.33400160
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
290000.00000000
PA
USD
296228.25000000
0.002880856148
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BP5
530000.00000000
PA
USD
514762.50000000
0.005006128595
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2019-GC44, Class XA
12655TBN8
66366261.14000000
PA
USD
2466495.46000000
0.023986971572
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
0.64717200
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-3A, Class C
22535GAC6
2500000.00000000
PA
USD
2417864.50000000
0.023514029508
Long
ABS-O
CORP
US
Y
2
2030-09-16
Fixed
1.63000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4924, Class YP
3137FPGW9
4212071.42000000
PA
USD
4305923.53000000
0.041875635687
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fibria Overseas Finance Ltd.
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd.
31572UAF3
1000000.00000000
PA
USD
1071625.00000000
0.010421684867
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-54
38379RSG9
7619497.00000000
PA
USD
354770.64000000
0.003450188088
Long
ABS-MBS
USGA
US
N
2
2058-12-16
Variable
0.64842840
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
250000.00000000
PA
USD
259113.75000000
0.002519913073
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2020-4A, Class D
36261EAD9
3000000.00000000
PA
USD
2957075.10000000
0.028757918882
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
1.64000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class B
82652QAB7
1021107.29000000
PA
USD
994698.09000000
0.009673561210
Long
ABS-O
CORP
US
Y
3
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AB4
899000.00000000
PA
USD
852926.25000000
0.008294812637
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1
69702HAA6
8000000.00000000
PA
USD
7986640.00000000
0.077671055855
Long
ABS-CBDO
CORP
KY
Y
2
2029-10-15
Floating
0.92487960
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-4A, Class E
30167GAJ9
13000000.00000000
PA
USD
13113028.50000000
0.127525814241
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
3.56000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EM1
17920000.00000000
PA
USD
17703382.14000000
0.172167567716
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
2.89400040
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AL0
27660000.00000000
PA
USD
27382954.95000000
0.266302603273
Long
DBT
CORP
AU
Y
2
2030-07-22
Variable
2.94999840
N
N
N
N
N
N
CSFB Mortgage-Backed Pass-Through Certificates
N/A
CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 1A2
2254585P9
921917.02000000
PA
USD
926493.88000000
0.009010266883
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K105, Class X3
3137FRUM1
40058382.00000000
PA
USD
5339289.60000000
0.051925247757
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Variable
1.91972880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K721, Class X3
3137BM6R2
6071146.00000000
PA
USD
42246.68000000
0.000410854156
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
1.30058280
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAU4
65000.00000000
PA
USD
65681.67000000
0.000638762315
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.77800000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-2, Class E1
43732VAG1
14950118.11000000
PA
USD
14041352.76000000
0.136553881795
Long
ABS-O
CORP
US
Y
3
2026-12-17
Fixed
2.85200000
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CF9
1835000.00000000
PA
USD
1686566.85000000
0.016402069958
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
Transocean Guardian Ltd.
N/A
Transocean Guardian Ltd.
893800AA0
439645.67610000
PA
USD
420613.41000000
0.004090517121
Long
DBT
CORP
KY
Y
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class B
90355EAB7
2686000.00000000
PA
USD
2635887.30000000
0.025634328041
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
1.49000000
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AA7
2095000.00000000
PA
USD
2016437.50000000
0.019610102582
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAM1
1750000.00000000
PA
USD
1867416.25000000
0.018160852606
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
2100000.00000000
PA
USD
2146751.88000000
0.020877425948
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2016-GS3, Class C
36251PAL8
4085000.00000000
PA
USD
4052097.78000000
0.039407149064
Long
ABS-MBS
CORP
US
N
3
2049-10-10
Variable
3.99318840
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2022-1A, Class A1
69701CAA8
12500000.00000000
PA
USD
12466275.00000000
0.121236056944
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
1.43658000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DMB20
5392727.81000000
PA
USD
5670567.94000000
0.055146970340
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
00817YAV0
60000.00000000
PA
USD
60795.47000000
0.000591243419
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-4, Class A1
693583AA4
11789184.69000000
PA
USD
11418078.84000000
0.111042220425
Long
ABS-MBS
CORP
US
Y
2
2026-04-25
Variable
1.86699960
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class E
46590KBA1
2320000.00000000
PA
USD
1927287.34000000
0.018743106316
Long
ABS-MBS
CORP
US
Y
3
2049-01-15
Variable
4.21871040
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
4135000.00000000
PA
USD
4197025.00000000
0.040816584095
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K727, Class C
30304BAG0
2000000.00000000
PA
USD
2013955.40000000
0.019585963855
Long
ABS-MBS
USGSE
US
Y
2
2024-07-25
Variable
3.74381280
N
N
N
N
N
N
Switch Ltd.
5493002D70VTFFLT8L43
Switch Ltd.
87105NAA8
3792000.00000000
PA
USD
3597963.36000000
0.034990635999
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4681, Class SD
3137BYHQ6
391724.92000000
PA
USD
71392.69000000
0.000694302687
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Floating
5.95886040
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
3600000.00000000
PA
USD
3678570.00000000
0.035774545483
Long
DBT
NUSS
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
2175000.00000000
PA
USD
2226438.75000000
0.021652390555
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2
20754RAB2
2550000.00000000
PA
USD
2505260.00000000
0.024363961489
Long
ABS-MBS
CORP
US
Y
3
2041-10-25
Floating
1.59867000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2019-A, Class E
12596HAE7
8750000.00000000
PA
USD
9089741.50000000
0.088398853555
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
5.81000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKR9
4405000.00000000
PA
USD
4511729.23000000
0.043877121421
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM5, Class B1
64830PAE6
3041000.00000000
PA
USD
3027849.20000000
0.029446205705
Long
ABS-MBS
CORP
US
Y
3
2059-11-25
Variable
4.04422920
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
14400000.00000000
PA
USD
13616180.64000000
0.132419030659
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72199880
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
1700000.00000000
PA
USD
1649000.00000000
0.016036727723
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-4, Class D
26209BAG4
292312.83000000
PA
USD
295767.27000000
0.002876373061
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
4.09000000
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690EAA6
1995000.00000000
PA
USD
2144625.00000000
0.020856741779
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR4, Class E1
66982FAE9
1821000.00000000
PA
USD
1727322.48000000
0.016798423470
Long
ABS-O
CORP
US
Y
3
2038-12-17
Fixed
2.96600000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AL5
141000.00000000
PA
USD
137815.52000000
0.001340272874
Long
DBT
CORP
US
Y
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D
61765LAC4
3150000.00000000
PA
USD
2901086.06000000
0.028213418584
Long
ABS-MBS
CORP
US
Y
2
2048-05-15
Fixed
3.25700000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
1940000.00000000
PA
USD
1897688.60000000
0.018455254931
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2020-HQA3, Class B1
35565MBD5
7595000.00000000
PA
USD
7876002.09000000
0.076595088579
Long
ABS-MBS
CORP
US
Y
2
2050-07-25
Floating
5.93686080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3
3137FEBT6
1200000.00000000
PA
USD
129588.48000000
0.001260263899
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Variable
2.13865560
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Trust, Series 2018-C, Class D
12655CAD8
303661.61000000
PA
USD
306509.08000000
0.002980838484
Long
ABS-O
CORP
US
Y
2
2024-06-17
Fixed
4.40000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust, Series 2021-A, Class A2
22767CAB6
1352160.44000000
PA
USD
1346145.62000000
0.013091431645
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
0.82000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BQ4
1083000.00000000
PA
USD
1037784.75000000
0.010092584276
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Instituto Costarricense de Electricidad
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAE7
1350000.00000000
PA
USD
1346034.38000000
0.013090349823
Long
DBT
NUSS
CR
Y
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CS9
860000.00000000
PA
USD
797409.20000000
0.007754902501
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 342, Class S7
31325VM50
1866467.19000000
PA
USD
322088.59000000
0.003132351134
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Floating
5.91886080
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
1823000.00000000
PA
USD
1802491.25000000
0.017529448999
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
6755000.00000000
PA
USD
6913877.60000000
0.067238309632
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AS0
1831000.00000000
PA
USD
1953722.78000000
0.019000194220
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
1725000.00000000
PA
USD
1629262.50000000
0.015844778109
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.12500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-3A, Class E
30166NAJ5
4203000.00000000
PA
USD
4261082.94000000
0.041439555437
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
3.44000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X
3137FVNQ1
13948756.58000000
PA
USD
3072679.53000000
0.029882186175
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Variable
4.17318840
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
05675M2D5
4414000.00000000
PA
USD
4060880.00000000
0.039492557233
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
1640000.00000000
PA
USD
1527250.00000000
0.014852694005
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAQ3
110000.00000000
PA
USD
111620.99000000
0.001085527850
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAA1
1007000.00000000
PA
USD
946096.64000000
0.009200906134
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599ED3
1807000.00000000
PA
USD
2102742.66000000
0.020449430873
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WQB7
30616148.58000000
PA
USD
31180252.04000000
0.303231784302
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAY6
1675000.00000000
PA
USD
1658250.00000000
0.016126685110
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2021-CRE5, Class C
04002PAG9
20131000.00000000
PA
USD
20040253.48000000
0.194893928786
Long
ABS-MBS
CORP
KY
Y
3
2026-08-17
Floating
2.44113840
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
13926000.00000000
PA
USD
14551987.21000000
0.141519864598
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
ASB Bank Ltd.
549300IBZWZL1KTPF918
ASB Bank Ltd.
00216LAA1
1750000.00000000
PA
USD
1795817.94000000
0.017464550239
Long
DBT
CORP
NZ
Y
2
2023-06-14
Fixed
3.75000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd.
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd.
225433AH4
5000000.00000000
PA
USD
5064796.95000000
0.049255772990
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
421924BN0
90000.00000000
PA
USD
90225.00000000
0.000877449217
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class B
61763XAJ5
12000000.00000000
PA
USD
12265574.40000000
0.119284218935
Long
ABS-MBS
CORP
US
N
3
2047-10-15
Variable
4.46198760
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BC0
270000.00000000
PA
USD
282825.00000000
0.002750507894
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAX8
3000000.00000000
PA
USD
2993343.42000000
0.029110632752
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3806, Class L
3137A6YW6
3504749.91000000
PA
USD
3607365.13000000
0.035082069368
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
3.50000000
N
N
N
N
N
N
Republic of Costa Rica
549300S1EK2VN6XVJP58
Republic of Costa Rica
N/A
1000000.00000000
PA
USD
1010500.00000000
0.009827236728
Long
DBT
NUSS
CR
Y
2
2023-01-26
Fixed
4.25000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAL6
247000.00000000
PA
USD
243850.75000000
0.002371478522
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-3A, Class B
22535GAB8
3400000.00000000
PA
USD
3297993.20000000
0.032073389316
Long
ABS-O
CORP
US
Y
2
2030-07-15
Fixed
1.38000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
2638000.00000000
PA
USD
2659631.60000000
0.025865244277
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BJ7
4435000.00000000
PA
USD
4437309.39000000
0.043153379328
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.26199960
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCG8
2098000.00000000
PA
USD
2124225.00000000
0.020658349271
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2015-DNA1, Class M3
3137G0EW5
280376.65000000
PA
USD
284645.44000000
0.002768211897
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Floating
3.48685920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
31307DHR0
49629.48000000
PA
USD
51169.15000000
0.000497626274
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
3.00000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
1665000.00000000
PA
USD
1604452.28000000
0.015603495669
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class A
55348UAG3
6960000.00000000
PA
USD
6904179.41000000
0.067143993542
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PED6
8040000.00000000
PA
USD
7415895.00000000
0.072120490564
Long
DBT
NUSS
DO
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CE0
1545000.00000000
PA
USD
1579731.60000000
0.015363084017
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust, Series 2015-C29, Class C
94989KBB8
3750000.00000000
PA
USD
3803376.75000000
0.036988306470
Long
ABS-MBS
CORP
US
N
3
2048-06-15
Variable
4.21672680
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class A3
95001LAT9
1875000.00000000
PA
USD
1952952.75000000
0.018992705584
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
3.74600000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAJ4
1065000.00000000
PA
USD
1152862.50000000
0.011211729542
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2021-2A, Class D
14369HAG3
7190000.00000000
PA
USD
7006678.73000000
0.068140812030
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
2.25000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAB6
4100000.00000000
PA
USD
3915090.00000000
0.038074731560
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-1, Class D
02528BAG9
5614000.00000000
PA
USD
5487921.35000000
0.053370709798
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.14000000
N
N
N
N
N
N
Progress Residential
N/A
Progress Residential, Series 2021-SFR1, Class C
74331FAE1
3000000.00000000
PA
USD
2750772.90000000
0.026751604624
Long
ABS-O
CORP
US
Y
3
2038-04-17
Fixed
1.55500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-117, Class SB
38380GHV9
745980.30020000
PA
USD
141921.41000000
0.001380203159
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Floating
6.03829080
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
800000.00000000
PA
USD
760000.00000000
0.007391093432
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3294, Class NE
31397FSG8
230708.10000000
PA
USD
259709.22000000
0.002525704092
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Fixed
5.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAV7
23070000.00000000
PA
USD
22257412.31000000
0.216456070979
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class E
12482HAN4
200000.00000000
PA
USD
197314.16000000
0.001918904463
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
2.34114120
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-1, Class E
02529VAJ8
7550000.00000000
PA
USD
7626766.89000000
0.074171245618
Long
ABS-O
CORP
US
Y
2
2026-03-13
Fixed
3.32000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-8, Class A1
69360MAA8
6639035.11000000
PA
USD
6437252.26000000
0.062603069606
Long
ABS-MBS
CORP
US
Y
2
2026-09-25
Variable
1.74300120
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2018-3A, Class E
30166PAJ0
3385000.00000000
PA
USD
3489648.97000000
0.033937265241
Long
ABS-O
CORP
US
Y
2
2024-08-15
Fixed
5.43000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91831AAC5
3051000.00000000
PA
USD
3066255.00000000
0.029819706831
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AB9
2890000.00000000
PA
USD
2716600.00000000
0.026419268971
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
UPC Broadband Finco BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
831000.00000000
PA
USD
793605.00000000
0.007717906188
Long
DBT
CORP
NL
Y
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635AR7
514190.00000000
PA
USD
543755.93000000
0.005288093267
Long
DBT
CORP
US
Y
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
2167918.45000000
PA
USD
2093802.74000000
0.020362489052
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.74999920
N
N
N
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211KAW0
345000.00000000
PA
USD
357075.00000000
0.003472598272
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
5.12500000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AL8
785000.00000000
PA
USD
793085.50000000
0.007712853987
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
4800000.00000000
PA
USD
4715520.00000000
0.045859011712
Long
DBT
NUSS
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
17305000.00000000
PA
USD
16508788.30000000
0.160549995762
Long
DBT
CORP
FR
Y
2
2026-10-06
Variable
1.65200040
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BC9
8519000.00000000
PA
USD
8106424.83000000
0.078835978053
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Cortes NP Acquisition Corp.
549300ZT8RQ5VK10E643
Cortes NP Acquisition Corp., 1st Lien Term Loan B
92537EAC2
1086263.82000000
PA
USD
1049602.42000000
0.010207512569
Long
LON
CORP
US
N
2
2027-03-02
Variable
2.85686000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXES7
6295281.48000000
PA
USD
6622369.39000000
0.064403356453
Long
ABS-MBS
USGSE
US
N
2
2056-10-01
Fixed
3.50000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AN1
352000.00000000
PA
USD
328919.36000000
0.003198781212
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.62500000
N
N
N
N
N
N
CD&R Smokey Buyer, Inc.
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
2490000.00000000
PA
USD
2570925.00000000
0.025002561687
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E1
00180UAE5
2700000.00000000
PA
USD
2508845.13000000
0.024398827319
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.32700000
N
N
N
N
N
N
Bank of New Zealand
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAA3
5190000.00000000
PA
USD
5338966.60000000
0.051922106542
Long
DBT
CORP
NZ
Y
2
2024-02-20
Fixed
3.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAV7
6713000.00000000
PA
USD
6930165.55000000
0.067396711949
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAD2
4077900.00000000
PA
USD
3955563.00000000
0.038468336460
Long
DBT
CORP
NL
Y
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBM1
1584000.00000000
PA
USD
1534278.24000000
0.014921044503
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
Vanke Real Estate Hong Kong Co. Ltd.
25490078APAXS5NZGF08
Vanke Real Estate Hong Kong Co. Ltd.
N/A
2600000.00000000
PA
USD
2526550.00000000
0.024571009357
Long
DBT
CORP
HK
Y
2
2027-11-09
Fixed
3.97500000
N
N
N
N
N
N
Scotts Miracle-Gro Co. (The)
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co. (The)
810186AS5
4648000.00000000
PA
USD
4485320.00000000
0.043620288412
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.50000000
N
N
N
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAT4
2000000.00000000
PA
USD
1916600.00000000
0.018639170621
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
8410000.00000000
PA
USD
8503292.05000000
0.082695560557
Long
DBT
CORP
GB
Y
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
11480000.00000000
PA
USD
10921357.26000000
0.106211541994
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-4, Class D
02530QAD9
5527000.00000000
PA
USD
5466095.78000000
0.053158453447
Long
ABS-O
CORP
US
Y
2
2026-12-14
Fixed
1.77000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR14, Class B
12630DBB9
4522500.00000000
PA
USD
4632998.69000000
0.045056481828
Long
ABS-MBS
CORP
US
N
3
2047-02-10
Variable
4.60474560
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2018-3, Class E
02530AAJ1
750000.00000000
PA
USD
759146.18000000
0.007382789927
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
5.17000000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAJ2
1320000.00000000
PA
USD
1306905.60000000
0.012709817627
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AF3
970000.00000000
PA
USD
984550.00000000
0.009574869787
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDL1
3243000.00000000
PA
USD
3130143.60000000
0.030441031321
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2H5
2600000.00000000
PA
USD
2591584.84000000
0.025203481171
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.40599880
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2021-1A, Class C
14369GAE0
2154000.00000000
PA
USD
2129782.79000000
0.020712399462
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
2.16000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBU5
483000.00000000
PA
USD
475764.66000000
0.004626869807
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
16255000.00000000
PA
USD
15669873.97000000
0.152391450769
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64499840
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2020-3, Class C
80285WAF4
1970000.00000000
PA
USD
1968608.98000000
0.019144964345
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140Q87D1
11183841.21000000
PA
USD
11690426.38000000
0.113690833734
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
71094000.00000000
PA
USD
70255312.61000000
0.683241552125
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABK4
750000.00000000
PA
USD
734062.50000000
0.007138848056
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-4, Class D
02529RAG3
2980000.00000000
PA
USD
3008361.26000000
0.029256683093
Long
ABS-O
CORP
US
Y
2
2025-12-12
Fixed
2.97000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-4A, Class D
30167GAG5
7940000.00000000
PA
USD
8022264.75000000
0.078017510928
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
2.58000000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAG5
2764000.00000000
PA
USD
2837263.50000000
0.027592736342
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.05700000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 10 Year
3133LPTJ6
21473126.00000000
PA
USD
21342450.65000000
0.207557956352
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
2.00000000
N
N
N
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AG2
2725000.00000000
PA
USD
2619270.00000000
0.025472722755
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-3A, Class D
26253AAD8
1750000.00000000
PA
USD
1729182.35000000
0.016816510934
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.84000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAA2
7200000.00000000
PA
USD
7456639.32000000
0.072516734085
Long
DBT
CORP
IE
Y
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding LLC, Series 2021-A, Class A2
62919TAB2
7840298.30000000
PA
USD
7788848.69000000
0.075747511049
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
0.81000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MEQG9
123744.34000000
PA
USD
127576.02000000
0.001240692478
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA
61692BBU3
21215514.61930000
PA
USD
2677499.78000000
0.026039014524
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.84307760
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCC7
1230000.00000000
PA
USD
1266900.00000000
0.012320758249
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Mozart Debt Merger Sub, Inc.
N/A
Mozart Debt Merger Sub, Inc.
62482BAA0
3341000.00000000
PA
USD
3170057.74000000
0.030829201239
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2020-CBM, Class D
20049AAG3
10000000.00000000
PA
USD
9654494.00000000
0.093891141046
Long
ABS-MBS
CORP
US
Y
3
2037-02-10
Variable
3.63268800
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
5281000.00000000
PA
USD
4947980.14000000
0.048119715152
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd.
3789001900ED06F65111
Eskom Holdings SOC Ltd.
N/A
4200000.00000000
PA
USD
4179000.00000000
0.040641288754
Long
DBT
NUSS
ZA
Y
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBJ8
135000.00000000
PA
USD
141841.85000000
0.001379429428
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
650000.00000000
PA
USD
648875.50000000
0.006310394008
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
885000.00000000
PA
USD
926595.00000000
0.009011250288
Long
DBT
CORP
LU
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
21845000.00000000
PA
USD
20722507.78000000
0.201528935728
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53799920
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABA4
4680000.00000000
PA
USD
4694164.39000000
0.045651325780
Long
DBT
CORP
US
Y
2
2022-06-20
Fixed
3.00000000
N
N
N
N
N
N
Intelsat Emergence SA
549300YV2L21F4K80V46
Intelsat Emergence SA
N/A
14867.00000000
NS
USD
505478.00000000
0.004915835692
Long
EC
CORP
LU
N
3
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-85, Class SA
3136AQRN2
4275504.25000000
PA
USD
655222.31000000
0.006372117515
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Floating
5.43314160
N
N
N
N
N
N
Federal Democratic Republic of Ethiopia
N/A
Federal Democratic Republic of Ethiopia
N/A
2395000.00000000
PA
USD
1789963.13000000
0.017407611492
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2D5
8080000.00000000
PA
USD
8238804.32000000
0.080123384867
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.37500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXY5
5000000.00000000
PA
USD
4964912.40000000
0.048284383462
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.52300000
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2020-1A, Class B
12597UAB3
9500000.00000000
PA
USD
9500025.65000000
0.092388917353
Long
ABS-O
CORP
US
Y
2
2025-01-13
Fixed
1.55000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AE1
190000.00000000
PA
USD
190475.00000000
0.001852392791
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2022-1, Class B
00091HAB8
8086000.00000000
PA
USD
8021622.50000000
0.078011264968
Long
ABS-O
CORP
US
Y
2
2025-02-20
Fixed
2.55000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class B
55348UAL2
6000000.00000000
PA
USD
5873534.40000000
0.057120844116
Long
ABS-MBS
CORP
US
Y
3
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
FHLMC STACR REMIC Trust
N/A
FHLMC STACR REMIC Trust, Series 2021-DNA1, Class M1
35564KAA7
808615.14000000
PA
USD
808175.25000000
0.007859603661
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Floating
0.69867000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class D
30322DAG4
9762000.00000000
PA
USD
9066491.67000000
0.088172746100
Long
ABS-O
CORP
US
Y
3
2038-09-17
Fixed
2.17200000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCE3
407000.00000000
PA
USD
411529.91000000
0.004002178967
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.12500000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL4, Class A1
91823DAA3
8852184.06000000
PA
USD
8610632.74000000
0.083739461963
Long
ABS-O
CORP
US
Y
3
2051-08-25
Variable
1.86770160
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-11, Class A1
69362QAA7
9903444.44000000
PA
USD
9724013.83000000
0.094567229940
Long
ABS-MBS
CORP
US
Y
2
2026-11-25
Variable
2.48699880
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AM8
1010000.00000000
PA
USD
1028937.50000000
0.010006543682
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MEXT3
3511353.55000000
PA
USD
3626736.77000000
0.035270460949
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
3.00000000
N
N
N
N
N
N
GoodRx, Inc.
25490061CWK7F0OTY260
GoodRx, Inc., 1st Lien Term Loan
38245HAC1
2851267.53000000
PA
USD
2822042.04000000
0.027444705773
Long
LON
CORP
US
N
2
2025-10-10
Variable
2.95857000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4480, Class QA
3137BKEN6
85382.86000000
PA
USD
86708.88000000
0.000843254517
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Fixed
3.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
15380000.00000000
PA
USD
14237666.65000000
0.138463058510
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-4, Class C
02529RAE8
1708783.97000000
PA
USD
1713960.39000000
0.016668475502
Long
ABS-O
CORP
US
Y
2
2025-12-12
Fixed
2.69000000
N
N
N
N
N
N
Oasis Petroleum, Inc.
529900FA4V2YNIKZ0M71
Oasis Petroleum, Inc.
674215207
16592.00000000
NS
USD
2198605.92000000
0.021381712862
Long
EC
CORP
US
N
1
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
2005000.00000000
PA
USD
1775908.70000000
0.017270930432
Long
DBT
CORP
LU
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-2A, Class A
52604DAA0
4444000.00000000
PA
USD
4200186.61000000
0.040847331141
Long
ABS-O
CORP
US
Y
2
2032-04-20
Fixed
2.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
5080000.00000000
PA
USD
5226050.00000000
0.050823978726
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class A
92259BAA8
1503278.82000000
PA
USD
1522807.01000000
0.014809485381
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.05000000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635AQ9
22870.00000000
PA
USD
24185.03000000
0.000235202389
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138WGZD9
1009732.33000000
PA
USD
1093316.80000000
0.010632640289
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust, Series 2021-1A, Class B
52607MAB5
2750000.00000000
PA
USD
2662034.10000000
0.025888608885
Long
ABS-O
CORP
US
Y
3
2031-11-20
Fixed
2.47000000
N
N
N
N
N
N
Virgin Media Secured Finance plc
213800X3RLP4NOTPY579
Virgin Media Secured Finance plc
92769XAP0
2400000.00000000
PA
USD
2397826.32000000
0.023319155744
Long
DBT
CORP
GB
Y
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2022-CRE6, Class C
04002VAG6
4050000.00000000
PA
USD
4050000.00000000
0.039386747895
Long
ABS-MBS
CORP
KY
Y
3
2024-12-17
Floating
2.19832920
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
3000000.00000000
PA
USD
3079500.00000000
0.029948516085
Long
DBT
NUSS
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN2, Class M1
35563JAA1
9821467.69400000
PA
USD
9362862.12000000
0.091054985161
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
1.84866840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2014-75, Class JA
3136ALQN4
270282.25000000
PA
USD
274583.39000000
0.002670357224
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Fixed
3.00000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAC4
10150000.00000000
PA
USD
10361084.58000000
0.100762821303
Long
DBT
CORP
KY
Y
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AK7
1200000.00000000
PA
USD
1158000.00000000
0.011261692361
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A3
64830PAC0
149331.76000000
PA
USD
149512.66000000
0.001454028999
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
3.06527040
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2012-K19, Class B
30290MAN7
134483.78000000
PA
USD
134249.12000000
0.001305589196
Long
ABS-MBS
USGSE
US
Y
2
2045-05-25
Variable
3.98306160
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-A, Class A
52607FAA2
11173952.40000000
PA
USD
11135445.84000000
0.108293579754
Long
ABS-O
CORP
US
Y
2
2028-12-15
Fixed
1.00000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class B
22537CAC3
6000000.00000000
PA
USD
5829447.60000000
0.056692094566
Long
ABS-O
CORP
US
Y
2
2030-04-15
Fixed
1.26000000
N
N
N
N
N
N
Ausgrid Finance Pty. Ltd.
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
052113AA5
6087000.00000000
PA
USD
6187193.85000000
0.060171220827
Long
DBT
CORP
AU
Y
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC03, Class X1
3137FKWE2
58318338.72000000
PA
USD
677122.57000000
0.006585100236
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Variable
0.48599280
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4925, Class SH
3137FPCF0
9733725.79000000
PA
USD
1972312.74000000
0.019180983867
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Floating
5.91314040
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
3280000.00000000
PA
USD
3110883.20000000
0.030253721563
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBG9
9615000.00000000
PA
USD
9673981.87000000
0.094080662978
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.78900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-115
38379KC97
1829285.99000000
PA
USD
47828.69000000
0.000465139890
Long
ABS-MBS
USGA
US
N
2
2057-07-16
Variable
0.46512000
N
N
N
N
N
N
Nestle Skin Health SA
254900CHQOBZNYV4DY60
Nestle Skin Health SA, Term Loan B
L8908YAE8
2450249.98000000
PA
USD
2435254.45000000
0.023683148909
Long
LON
CORP
LU
N
2
2026-10-01
Variable
4.50000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2021-1A, Class A
14369GAA8
513717.64000000
PA
USD
513384.75000000
0.004992729807
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
0.97000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-180, Class SD
38380UDW0
1043168.03000000
PA
USD
163445.34000000
0.001589526025
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Floating
6.03829080
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC, 1st Lien Term Loan B
01862LAW8
1224107.14000000
PA
USD
1211254.02000000
0.011779594252
Long
LON
CORP
US
N
2
2027-10-08
Variable
4.25000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2021-2, Class A
92259MAA4
10425490.39050000
PA
USD
9906776.37000000
0.096344618109
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
1.51999920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-81, Class AE
3136AFP57
451009.91000000
PA
USD
462266.03000000
0.004495593971
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
3.50000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
10338000.00000000
PA
USD
10036292.29000000
0.097604176354
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4091, Class TA
3137ATG71
81744.41000000
PA
USD
83025.66000000
0.000807434750
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526BR9
2020000.00000000
PA
USD
2051824.37000000
0.019954244243
Long
DBT
CORP
DE
N
2
2023-02-27
Fixed
3.95000000
N
N
N
N
N
N
CSN Inova Ventures
222100R8R68DM7VM3661
CSN Inova Ventures
N/A
2000000.00000000
PA
USD
2067600.00000000
0.020107664185
Long
DBT
CORP
KY
Y
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
192000.00000000
PA
USD
194511.36000000
0.001891646888
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAJ7
630000.00000000
PA
USD
625797.90000000
0.006085961511
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BX6
35000.00000000
PA
USD
35210.24000000
0.000342423912
Long
DBT
CORP
US
N
2
2023-08-03
Floating
1.05270840
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
24782000.00000000
PA
USD
24504531.31000000
0.238309579508
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
28075000.00000000
PA
USD
27190637.50000000
0.264432292429
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
1085000.00000000
PA
USD
1105075.21000000
0.010746992272
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
935000.00000000
PA
USD
947856.25000000
0.009218018558
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
6065000.00000000
PA
USD
6232212.05000000
0.060609028357
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAE4
815000.00000000
PA
USD
800737.50000000
0.007787270627
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class E
48254CAQ8
750000.00000000
PA
USD
731685.68000000
0.007115733189
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
1.74114000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAN9
4285000.00000000
PA
USD
4295712.50000000
0.041776332165
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
5.50000000
N
N
N
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd.
37960JAA6
1165088.00000000
PA
USD
1106833.60000000
0.010764092831
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
3600000.00000000
PA
USD
1224000.00000000
0.011903550475
Long
DBT
NUSS
UA
Y
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2020-1, Class A
91679UAA0
411792.03000000
PA
USD
412182.41000000
0.004008524609
Long
ABS-O
CORP
US
Y
2
2030-04-22
Fixed
2.32200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAD4
250000.00000000
PA
USD
253087.00000000
0.002461302188
Long
DBT
CORP
FR
Y
2
2023-09-12
Floating
1.44087840
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AP4
7150000.00000000
PA
USD
7406871.26000000
0.072032733583
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D
36263LAG4
9800000.00000000
PA
USD
9445290.96000000
0.091856615763
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
1.48000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR1, Class C
00179DAC0
581000.00000000
PA
USD
543622.06000000
0.005286791364
Long
ABS-O
CORP
US
Y
3
2038-06-17
Variable
2.35199880
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AD6
1833000.00000000
PA
USD
1773427.50000000
0.017246800457
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BH7
1999000.00000000
PA
USD
2063967.50000000
0.020072337675
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.62500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
3500000.00000000
PA
USD
3526250.00000000
0.034293214757
Long
DBT
NUSS
EG
Y
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
1380000.00000000
PA
USD
1376550.00000000
0.013387117979
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-HG1, Class A
69547PAA7
16468245.66070000
PA
USD
16252225.10000000
0.158054887100
Long
ABS-O
CORP
US
Y
2
2029-01-16
Fixed
1.22000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
2747000.00000000
PA
USD
2486035.00000000
0.024176996001
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2
20754BAB7
10000000.00000000
PA
USD
9841992.00000000
0.095714582147
Long
ABS-MBS
CORP
US
Y
2
2042-01-25
Floating
3.04867080
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-3FP, Class B
30322MAB5
4333000.00000000
PA
USD
4266856.76000000
0.041495706546
Long
ABS-O
CORP
US
Y
3
2028-11-20
Fixed
1.01000000
N
N
N
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-SD1, Class A
61744CBD7
353694.55000000
PA
USD
347703.99000000
0.003381464048
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
0.98686080
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
2780000.00000000
PA
USD
2720285.60000000
0.026455111884
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
1190000.00000000
PA
USD
1315223.70000000
0.012790712172
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
CFMT LLC
N/A
CFMT LLC, Series 2021-HB5, Class M2
12526PAC8
3000000.00000000
PA
USD
2933592.90000000
0.028529551600
Long
ABS-MBS
CORP
US
Y
3
2031-02-25
Variable
1.84690080
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2020-CBM, Class E
20049AAH1
10000000.00000000
PA
USD
9370246.00000000
0.091126794302
Long
ABS-MBS
CORP
US
Y
3
2037-02-10
Variable
3.63268800
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBS0
1135000.00000000
PA
USD
1166768.65000000
0.011346968560
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAB6
5305000.00000000
PA
USD
5396087.22000000
0.052477611594
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
Greenko Solar Mauritius Ltd.
2138007S1PL541B3KP92
Greenko Solar Mauritius Ltd.
N/A
1296000.00000000
PA
USD
1300860.00000000
0.012651023424
Long
DBT
CORP
MU
Y
2
2025-01-29
Fixed
5.55000000
N
N
N
N
N
N
BXMT Ltd.
N/A
BXMT Ltd., Series 2021-FL4, Class A
05609GAA6
3000000.00000000
PA
USD
2987208.00000000
0.029050965039
Long
ABS-MBS
CORP
KY
Y
2
2038-05-15
Floating
1.24113960
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
6786000.00000000
PA
USD
6920375.69000000
0.067301504357
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
Jazz Securities DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
4194000.00000000
PA
USD
4153989.24000000
0.040398056038
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
St. Marys Cement, Inc. Canada
5493009981WBHS86CJ89
St. Marys Cement, Inc. Canada
N/A
3500000.00000000
PA
USD
3790500.00000000
0.036863078493
Long
DBT
CORP
CA
Y
2
2027-01-28
Fixed
5.75000000
N
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
N/A
2300000.00000000
PA
USD
1984900.00000000
0.019303396518
Long
DBT
CORP
PE
Y
2
2030-03-22
Fixed
5.37500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-2, Class B
91680FAB8
6943000.00000000
PA
USD
6786648.50000000
0.066000990994
Long
ABS-O
CORP
US
Y
3
2031-06-20
Fixed
1.75000000
N
N
N
N
N
N
Colfax Corp.
635400OP2DYYYMOIYL17
Colfax Corp.
15723RAC8
1933000.00000000
PA
USD
1986157.50000000
0.019315625860
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.37500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR23, Class D
12593ABF1
2000000.00000000
PA
USD
1896450.20000000
0.018443211339
Long
ABS-MBS
CORP
US
N
3
2048-05-10
Variable
4.28610960
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust, Series 2018-2A, Class C
36249EAE4
154160.66000000
PA
USD
155612.98000000
0.001513355361
Long
ABS-O
CORP
US
Y
2
2024-04-15
Fixed
4.17000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAV4
2774000.00000000
PA
USD
2767189.83000000
0.026911261287
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 37 Ltd.
5493006JG853WBZS5J73
Neuberger Berman Loan Advisers CLO Ltd., Series 2020-37A, Class AR
64133GAR1
16548000.00000000
PA
USD
16510800.10000000
0.160569560764
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
1.22400000
N
N
N
N
N
N
William Carter Co. (The)
TGI2A0HXEYNQPU7TYV27
William Carter Co. (The)
96926JAE7
665000.00000000
PA
USD
683287.50000000
0.006645054938
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.50000000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AW6
650000.00000000
PA
USD
593963.50000000
0.005776368057
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAA3
25067000.00000000
PA
USD
26323177.81000000
0.255996140300
Long
DBT
CORP
GB
Y
2
2025-09-15
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2C6
2400000.00000000
PA
USD
2474245.94000000
0.024062345943
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
2420000.00000000
PA
USD
2480500.00000000
0.024123167445
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AB0
380000.00000000
PA
USD
380000.00000000
0.003695546716
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-4A, Class D
30165JAF3
15065000.00000000
PA
USD
14688685.34000000
0.142849270717
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
1.96000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABJ7
550000.00000000
PA
USD
602701.00000000
0.005861341319
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
1759000.00000000
PA
USD
1842552.50000000
0.017919049580
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
1073000.00000000
PA
USD
1091777.50000000
0.010617670407
Long
DBT
CORP
LU
Y
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2019-D, Class D
12655KAD0
2100000.00000000
PA
USD
2110454.64000000
0.020524430827
Long
ABS-O
CORP
US
Y
2
2025-09-15
Fixed
2.72000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class D
48254CAN5
825000.00000000
PA
USD
805370.12000000
0.007832323426
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
1.44114120
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
N/A
1700000.00000000
PA
USD
1724225.00000000
0.016768300096
Long
DBT
NUSS
PK
Y
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3703, Class DY
3137A13E1
130744.98000000
PA
USD
134742.47000000
0.001310387085
Long
ABS-MBS
USGSE
US
N
2
2030-08-15
Fixed
4.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
20453KAB1
4000000.00000000
PA
USD
4018139.24000000
0.039076898087
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
2.87500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
3355000.00000000
PA
USD
3367202.64000000
0.032746459628
Long
DBT
CORP
US
Y
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
ANTLR Mortgage Trust
N/A
ANTLR Mortgage Trust, Series 2021-RTL1, Class A1
00201QAA7
7538000.00000000
PA
USD
7441435.96000000
0.072368879540
Long
ABS-MBS
CORP
US
Y
2
2024-11-25
Variable
2.11500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-74, Class GS
3136ATE34
2119168.45000000
PA
USD
468711.32000000
0.004558275209
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Floating
5.81313960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-41, Class MV
3136AWXQ5
1877374.41000000
PA
USD
1980148.64000000
0.019257188957
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Fixed
4.00000000
N
N
N
N
N
N
Elmwood CLO X Ltd.
N/A
Elmwood CLO Ltd., Series 2021-3A, Class A
29002VAA6
20727000.00000000
PA
USD
20552893.20000000
0.199879413085
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
1.29399840
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-6, Class A1
69360FAA3
12987217.08000000
PA
USD
12686277.29000000
0.123375606260
Long
ABS-MBS
CORP
US
Y
2
2026-07-25
Variable
1.79300160
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AB5
1460000.00000000
PA
USD
1524094.00000000
0.014822001517
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2020-A, Class E
12597JAE2
2000000.00000000
PA
USD
1996257.40000000
0.019413848629
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
4.09000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2019-4A, Class D
14686YAG2
1821000.00000000
PA
USD
1843621.55000000
0.017929446223
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
3.07000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2022-A, Class C
52605AAC1
11700000.00000000
PA
USD
11588981.04000000
0.112704265331
Long
ABS-O
CORP
US
Y
2
2029-06-15
Fixed
2.82000000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BJ3
699000.00000000
PA
USD
718222.50000000
0.006984802108
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.87500000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
1515000.00000000
PA
USD
1430190.30000000
0.013908776491
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K104, Class X3
3137FREL1
25300000.00000000
PA
USD
3217449.07000000
0.031290087750
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
1.89588240
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CU2
100000.00000000
PA
USD
100319.59000000
0.000975620345
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
7120000.00000000
PA
USD
6746001.99000000
0.065605698687
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class B
61691ABP7
1403679.00000000
PA
USD
1393494.89000000
0.013551909117
Long
ABS-MBS
CORP
US
N
3
2048-12-15
Variable
4.31499960
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2020-A, Class D
12597JAD4
5500000.00000000
PA
USD
5548705.25000000
0.053961840698
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-98, Class A
3136AUP96
16967561.42000000
PA
USD
17470149.07000000
0.169899347437
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Fixed
4.00000000
N
N
N
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
5612000.00000000
PA
USD
5442517.60000000
0.052929152748
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class D
55316VAG9
2250000.00000000
PA
USD
2210575.05000000
0.021498114123
Long
ABS-MBS
CORP
US
Y
3
2038-04-15
Floating
1.79210160
N
N
N
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135UAS8
870000.00000000
PA
USD
942205.72000000
0.009163066459
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493001SKB2HKIF64L70
Wells Fargo Commercial Mortgage Trust, Series 2015-C27, Class C
94989DBC2
2500000.00000000
PA
USD
2398038.00000000
0.023321214358
Long
ABS-MBS
CORP
US
N
3
2048-02-15
Fixed
3.89400000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAB3
1905000.00000000
PA
USD
1860804.00000000
0.018096547662
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC03, Class B
30297UAA0
5000000.00000000
PA
USD
5117330.00000000
0.049766663360
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Variable
4.36570560
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWD Securitization Trust, Series 2019-INV1, Class M1
302980AD9
500000.00000000
PA
USD
499974.90000000
0.004862317368
Long
ABS-MBS
CORP
US
Y
3
2049-06-25
Variable
3.48000120
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D1
46645LAC1
4600000.00000000
PA
USD
4448430.92000000
0.043261537574
Long
ABS-MBS
CORP
US
Y
3
2049-03-17
Variable
4.23213840
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2021-RTL1, Class A1
501894AA7
2812000.00000000
PA
USD
2743430.50000000
0.026680198882
Long
ABS-MBS
CORP
US
Y
2
2026-09-25
Variable
2.09000160
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
03217CAA4
2210000.00000000
PA
USD
2290377.70000000
0.022274204705
Long
DBT
CORP
AT
Y
2
2025-07-31
Fixed
7.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-K730, Class C
30296GAU8
3000000.00000000
PA
USD
3043083.00000000
0.029594356283
Long
ABS-MBS
USGSE
US
Y
2
2050-02-25
Variable
3.79560600
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
2205000.00000000
PA
USD
2287687.50000000
0.022248042179
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
2350000.00000000
PA
USD
2309650.50000000
0.022461635054
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D
61690QAS8
2000000.00000000
PA
USD
1901258.20000000
0.018489969730
Long
ABS-MBS
CORP
US
Y
3
2050-07-15
Variable
4.14344160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-80, Class AS
38376U3F4
915117.06000000
PA
USD
137174.49000000
0.001334038779
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Floating
6.03829080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-36, Class SG
38380VU33
963602.90000000
PA
USD
158441.47000000
0.001540862774
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Floating
6.03829080
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
7.00000000
NC
USD
9555.61000000
0.000092929481
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Ultra Note
2022-06-21
990062.50000000
USD
9555.61000000
N
N
N
Natura Cosmeticos SA
N/A
Natura Cosmeticos SA
63883KAB1
1764000.00000000
PA
USD
1661767.38000000
0.016160892063
Long
DBT
CORP
BR
Y
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
2925000.00000000
PA
USD
2800395.00000000
0.027234185647
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
2805000.00000000
PA
USD
2808422.10000000
0.027312250182
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JX47
2100000.00000000
PA
USD
2084250.00000000
0.020269587481
Long
DBT
NUSS
EG
Y
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2M2
20754KAB7
6500000.00000000
PA
USD
6217577.60000000
0.060466706531
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
2.04867000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
2875000.00000000
PA
USD
2932500.00000000
0.028518923013
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDP3
25930000.00000000
PA
USD
25176409.38000000
0.244843676338
Long
DBT
UST
US
N
2
2028-12-31
Fixed
1.37500000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
3948000.00000000
PA
USD
3795015.00000000
0.036906987423
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
21621000.00000000
PA
USD
20587948.62000000
0.200220331354
Long
DBT
CORP
US
Y
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Switch Ltd.
5493002D70VTFFLT8L43
Switch Ltd.
87105NAC4
1250000.00000000
PA
USD
1198437.50000000
0.011654952020
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAP4
100000.00000000
PA
USD
98750.00000000
0.000960355890
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DAZ8
200000.00000000
PA
USD
203418.00000000
0.001978265057
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2K8
5080000.00000000
PA
USD
5018158.16000000
0.048802205024
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16399960
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
1171000.00000000
PA
USD
1110986.25000000
0.010804477862
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCX7
85280000.00000000
PA
USD
82698281.04000000
0.804250949811
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3
3137FLN67
40000000.00000000
PA
USD
3182116.00000000
0.030946469300
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Variable
2.17020960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3140Q72L0
235229.92000000
PA
USD
243281.53000000
0.002365942787
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.00000000
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAA9
547000.00000000
PA
USD
523752.50000000
0.005093557451
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAJ0
1290000.00000000
PA
USD
1242476.40000000
0.012083235736
Long
DBT
CORP
US
Y
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
PGT Innovations, Inc.
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336VAB7
3085000.00000000
PA
USD
2899344.70000000
0.028196483644
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2017-GS5, Class D
36252HAL5
2250000.00000000
PA
USD
2061420.30000000
0.020047565842
Long
ABS-MBS
CORP
US
Y
3
2050-03-10
Variable
3.50899920
N
N
N
N
N
N
Termocandelaria Power Ltd.
549300YDORW43JL6G659
Termocandelaria Power Ltd.
N/A
1445000.00000000
PA
USD
1387200.00000000
0.013490690538
Long
DBT
CORP
KY
Y
2
2029-01-30
Fixed
7.87500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCQ4
675000.00000000
PA
USD
656437.50000000
0.006383935388
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4623, Class EB
3137BSJM6
169042.39000000
PA
USD
170671.81000000
0.001659804334
Long
ABS-MBS
USGSE
US
N
2
2044-12-15
Fixed
2.50000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAA5
350000.00000000
PA
USD
358750.00000000
0.003488887853
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust, Series 2018-INDP, Class A
45378YAA2
10950000.00000000
PA
USD
11071099.34000000
0.107667802131
Long
ABS-MBS
CORP
US
Y
2
2035-07-10
Fixed
3.76300000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class A
68377GAA4
4384000.00000000
PA
USD
4228640.68000000
0.041124050470
Long
ABS-O
CORP
US
Y
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
1500000.00000000
PA
USD
1545000.00000000
0.015025314938
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
6600000.00000000
PA
USD
4537500.00000000
0.044127745327
Long
DBT
NUSS
GH
Y
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
1295000.00000000
PA
USD
1390830.00000000
0.013525992734
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2020-A, Class C
12597JAC6
1350831.79000000
PA
USD
1349712.09000000
0.013126116005
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.54000000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
2280000.00000000
PA
USD
2422500.00000000
0.023559110315
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Galaxy XIX CLO Ltd.
5493000B2531UL3WQV87
Galaxy CLO Ltd., Series 2015-19A, Class A1RR
36319QBN1
18750000.00000000
PA
USD
18722400.00000000
0.182077641679
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-24
Floating
1.20885840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4338, Class SA
3137BB7C8
5457111.46000000
PA
USD
1029305.08000000
0.010010118442
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Floating
5.80885920
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CD9
1460000.00000000
PA
USD
1463561.55000000
0.014233315999
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2019-D, Class E
12655KAE8
13013000.00000000
PA
USD
13169089.63000000
0.128071015623
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
3.86000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
2128000.00000000
PA
USD
1944460.00000000
0.018910112546
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-1A, Class E
23344EAJ5
10000000.00000000
PA
USD
10086213.00000000
0.098089661396
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
3.48000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AP6
828000.00000000
PA
USD
811440.00000000
0.007891353756
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
14000000.00000000
PA
USD
14318270.12000000
0.139246937165
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.87500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2019-2A, Class D
96041LAF9
1000000.00000000
PA
USD
1011446.40000000
0.009836440584
Long
ABS-O
CORP
US
Y
2
2024-11-15
Fixed
3.20000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
13560000.00000000
PA
USD
12790011.54000000
0.124384434595
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.49400000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
4054000.00000000
PA
USD
4071813.07000000
0.039598882683
Long
DBT
CORP
CH
Y
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-4A, Class D
26253WAG3
7714000.00000000
PA
USD
7446955.21000000
0.072422554925
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
1.99000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128MMSS3
3323646.71000000
PA
USD
3436003.28000000
0.033415554310
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
Broadcom Corp.
N/A
Broadcom Corp.
11134LAH2
3020000.00000000
PA
USD
3144419.77000000
0.030579868829
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
7971000.00000000
PA
USD
8025202.80000000
0.078046083826
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
5493007QHGZZPPA34T64
American Credit Acceptance Receivables Trust, Series 2018-2, Class E
02529KAJ2
750000.00000000
PA
USD
760986.60000000
0.007400688238
Long
ABS-O
CORP
US
Y
2
2024-09-10
Fixed
5.16000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2020-1A, Class D
23344EAG1
3735000.00000000
PA
USD
3743277.51000000
0.036403833972
Long
ABS-O
CORP
US
Y
2
2025-11-17
Fixed
2.55000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
456000.00000000
PA
USD
415479.84000000
0.004040592521
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2020-3FP, Class B
35634LAB9
1156158.35000000
PA
USD
1158579.35000000
0.011267326611
Long
ABS-O
CORP
US
Y
3
2027-09-20
Fixed
4.18000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDG2
500000.00000000
PA
USD
490000.00000000
0.004765310239
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAD3
2470000.00000000
PA
USD
2380462.50000000
0.023150290459
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABZ7
5062000.00000000
PA
USD
4860427.97000000
0.047268259535
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
LCM XIV LP
549300NGJ6CPPJRPGL08
LCM LP, Series 14A, Class AR
50184VAR5
5900000.00000000
PA
USD
5895268.20000000
0.057332207992
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
1.29399840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418BD37
6396358.41000000
PA
USD
6670510.87000000
0.064871538264
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
3.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-5, Class B1
03464KAE8
1060000.00000000
PA
USD
1054325.71000000
0.010253447145
Long
ABS-MBS
CORP
US
Y
3
2049-10-25
Variable
3.95700120
N
N
N
N
N
N
Gohl Capital Ltd.
254900TF7OK6KSDZA888
Gohl Capital Ltd.
N/A
5000000.00000000
PA
USD
4891562.50000000
0.047571046667
Long
DBT
CORP
IM
Y
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CT9
2965000.00000000
PA
USD
3225751.59000000
0.031370830777
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
VOLT XCVI LLC
N/A
VOLT XCVI LLC, Series 2021-NPL5, Class A1
92873FAA5
5346706.99000000
PA
USD
5254167.25000000
0.051097422438
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
228000.00000000
PA
USD
183825.00000000
0.001787720723
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
5500000.00000000
PA
USD
5344453.13000000
0.051975463721
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2021-1A, Class B1
12530MAG0
2295681.90000000
PA
USD
2165677.43000000
0.021061479249
Long
ABS-O
CORP
US
Y
3
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
2740000.00000000
PA
USD
2673911.20000000
0.026004115143
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Rolls-Royce plc
X57JK1U580XATGR67572
Rolls-Royce plc
77578JAC2
1282000.00000000
PA
USD
1320754.86000000
0.012844503383
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDN8
782280000.00000000
PA
USD
769140136.71000000
7.479982385459
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
Newark BSL CLO 2 Ltd.
N/A
Newark BSL CLO 2 Ltd., Series 2017-1A, Class A1R
65023PAN0
7636000.00000000
PA
USD
7623362.42000000
0.074138136729
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-25
Floating
1.22771160
N
N
N
N
N
N
MPT Operating Partnership LP
N/A
MPT Operating Partnership LP
55342UAJ3
1360000.00000000
PA
USD
1365100.00000000
0.013275765321
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
3190000.00000000
PA
USD
3245825.00000000
0.031566047157
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
995000.00000000
PA
USD
990044.90000000
0.009628308365
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCP6
1725000.00000000
PA
USD
1585965.00000000
0.015423704599
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Baytex Energy Corp.
549300R5LTV2H7I1I079
Baytex Energy Corp.
07317QAG0
1054000.00000000
PA
USD
1051365.00000000
0.010224653876
Long
DBT
CORP
CA
Y
2
2024-06-01
Fixed
5.62500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
4606000.00000000
PA
USD
4597809.33000000
0.044714260976
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAH8
306000.00000000
PA
USD
330865.56000000
0.003217708246
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBJ8
4000000.00000000
PA
USD
4099992.16000000
0.039872927797
Long
DBT
CORP
US
N
2
2025-04-06
Fixed
3.19400000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C
17323VBE4
3600000.00000000
PA
USD
3617050.68000000
0.035176262533
Long
ABS-MBS
CORP
US
N
3
2048-04-10
Variable
4.14199440
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
14422000.00000000
PA
USD
14973851.92000000
0.145622550765
Long
DBT
CORP
FR
Y
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
450000.00000000
PA
USD
451125.00000000
0.004387246085
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
3815000.00000000
PA
USD
3902477.95000000
0.037952077823
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DA4
3730000.00000000
PA
USD
3552825.00000000
0.034551659899
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAN0
5320000.00000000
PA
USD
5052266.74000000
0.049133915158
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class C
61763XAL0
4366000.00000000
PA
USD
4333162.44000000
0.042140537435
Long
ABS-MBS
CORP
US
N
3
2047-10-15
Variable
4.50498960
N
N
N
N
N
N
Photo Holdings Merger Sub, Inc.
N/A
Photo Holdings Merger Sub, Inc.
719245AD4
1735000.00000000
PA
USD
1722854.83000000
0.016754975024
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
1800000.00000000
PA
USD
1728000.00000000
0.016805012435
Long
DBT
NUSS
EG
Y
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 267, Class S5
31325TN96
4241958.98000000
PA
USD
719099.47000000
0.006993330749
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
5.80885920
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RNW7
2040000.00000000
PA
USD
2051457.35000000
0.019950674929
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
2.15000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBD0
14000000.00000000
PA
USD
14492054.64000000
0.140937012986
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
18405000.00000000
PA
USD
17436117.00000000
0.169568381372
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC06, Class X1
3137FQ3Q4
37939288.74000000
PA
USD
925221.64000000
0.008997894193
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Variable
0.90262080
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AR5
1650000.00000000
PA
USD
1808202.00000000
0.017584986745
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BD3
750000.00000000
PA
USD
795000.00000000
0.007731472735
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAN0
3235000.00000000
PA
USD
3129862.50000000
0.030438297589
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YBP3
14165000.00000000
PA
USD
13262237.92000000
0.128976894194
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400080
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
537000.00000000
PA
USD
502095.00000000
0.004882935601
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2019-3A, Class B
22535KAC7
9250000.00000000
PA
USD
9291945.05000000
0.090365307937
Long
ABS-O
CORP
US
Y
2
2029-01-16
Fixed
2.86000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBG2
1700000.00000000
PA
USD
1606874.00000000
0.015627047194
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
Ares XL CLO Ltd.
N/A
Ares CLO Ltd., Series 2016-40A, Class A1RR
04016GBB3
14203011.30000000
PA
USD
14185811.45000000
0.137958760315
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
1.11129120
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-4820.00000000
NC
USD
-2290992.96000000
-0.02228018818
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2022-06-30
-569927346.16000000
USD
-2290992.96000000
N
N
N
Continental Finance Credit Card ABS Master Trust
N/A
Continental Finance Credit Card ABS Master Trust, Series 2021-A, Class A
66981PAD0
3100000.00000000
PA
USD
3045480.30000000
0.029617670320
Long
ABS-O
CORP
US
Y
2
2029-12-17
Fixed
2.55000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Certificates
N/A
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class B
12653VAC0
1200000.00000000
PA
USD
1187958.12000000
0.011553038761
Long
ABS-MBS
CORP
US
Y
3
2036-05-15
Floating
1.42113960
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAL2
6190000.00000000
PA
USD
6210451.20000000
0.060397401415
Long
DBT
CORP
US
Y
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2020-1, Class C
33843FAE8
3460000.00000000
PA
USD
3465637.38000000
0.033703749576
Long
ABS-O
CORP
US
Y
2
2026-01-15
Fixed
2.24000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
3445000.00000000
PA
USD
3496675.00000000
0.034005594246
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
1000000.00000000
PA
USD
1022056.94000000
0.009939629390
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2020-1A, Class A
96034LAA9
1132316.02000000
PA
USD
1137314.97000000
0.011060527901
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
2.71300000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAM5
8730000.00000000
PA
USD
8220630.78000000
0.079946644957
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.12200120
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
54930025J96YEH8FQE77
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class E
12635RBF4
2973000.00000000
PA
USD
2778518.23000000
0.027021431370
Long
ABS-MBS
CORP
US
N
3
2048-11-15
Variable
3.56034240
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
3855000.00000000
PA
USD
3812380.35000000
0.037075867587
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
2.37500000
N
N
N
N
N
N
Prestige Auto Receivables Trust
549300L40MNGIY25DE37
Prestige Auto Receivables Trust, Series 2018-1A, Class C
74114NAJ6
170419.07000000
PA
USD
170993.94000000
0.001662937088
Long
ABS-O
CORP
US
Y
2
2024-10-15
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4634, Class MD
3137BSSN4
13611179.37000000
PA
USD
14256044.38000000
0.138641784194
Long
ABS-MBS
USGSE
US
N
2
2054-11-15
Fixed
5.00000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust
N/A
GLS Auto Receivables Issuer Trust, Series 2019-4A, Class C
36258HAE5
1200000.00000000
PA
USD
1212319.44000000
0.011789955593
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.06000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-23
38379RMS9
1504701.98000000
PA
USD
62998.11000000
0.000612664364
Long
ABS-MBS
USGA
US
N
2
2059-05-16
Variable
0.61836840
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2013-K31, Class C
30291MAQ9
3000000.00000000
PA
USD
3034120.80000000
0.029507197786
Long
ABS-MBS
USGSE
US
Y
2
2046-07-25
Variable
3.63234600
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
2000000.00000000
PA
USD
1964800.00000000
0.019107921547
Long
DBT
NUSS
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class C
61764RBL1
5400000.00000000
PA
USD
5372799.66000000
0.052251137210
Long
ABS-MBS
CORP
US
N
3
2048-02-15
Variable
4.45176360
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL1, Class A1
12660KAC5
5816429.41000000
PA
USD
5669590.16000000
0.055137461309
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
1.66772880
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
5800000.00000000
PA
USD
6003000.00000000
0.058379912992
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAH9
1990000.00000000
PA
USD
1885525.00000000
0.018336962426
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Oil and Gas Holding Co. BSCC (The)
549300OBH16L6TS6IW50
Oil and Gas Holding Co. BSCC (The)
N/A
1000000.00000000
PA
USD
1045000.00000000
0.010162753469
Long
DBT
CORP
BH
Y
2
2024-11-07
Fixed
7.62500000
N
N
N
N
N
N
BHMS
N/A
BHMS, Series 2018-ATLS, Class A
05549GAA9
500000.00000000
PA
USD
494983.80000000
0.004813778306
Long
ABS-MBS
CORP
US
Y
2
2035-07-15
Floating
1.44114120
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
16158000.00000000
PA
USD
16998216.00000000
0.165309740313
Long
DBT
CORP
NL
Y
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
Progress Residential
N/A
Progress Residential, Series 2021-SFR1, Class D
74331FAG6
3171000.00000000
PA
USD
2878064.92000000
0.027989535168
Long
ABS-O
CORP
US
Y
3
2038-04-17
Fixed
1.80500000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAU2
2150000.00000000
PA
USD
2181712.50000000
0.021217422276
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
1363000.00000000
PA
USD
1294850.00000000
0.012592575435
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
33000.00000000
PA
USD
32917.50000000
0.000320126734
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3138ERTJ9
343084.76000000
PA
USD
358945.93000000
0.003490793297
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
3.50000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAA3
1370000.00000000
PA
USD
1383700.00000000
0.013456652608
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
4362000.00000000
PA
USD
512535.00000000
0.004984465884
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
2035000.00000000
PA
USD
1956143.75000000
0.019023738451
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AN1
675000.00000000
PA
USD
641655.00000000
0.006240173758
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBK4
560000.00000000
PA
USD
577033.61000000
0.005611722796
Long
DBT
CORP
NZ
Y
2
2024-03-19
Fixed
3.40000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
1220000.00000000
PA
USD
1247450.00000000
0.012131604608
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBU8
27945000.00000000
PA
USD
26957119.10000000
0.262161297280
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
2.27900160
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
760000.00000000
PA
USD
712226.40000000
0.006926489299
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
1417000.00000000
PA
USD
1475451.25000000
0.014348944794
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-2A, Class A1
69702DAA5
15323661.38000000
PA
USD
15284049.72000000
0.148639262505
Long
ABS-CBDO
CORP
KY
Y
2
2029-05-20
Floating
1.27956960
N
N
N
N
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAC9
9385000.00000000
PA
USD
8800227.13000000
0.085583290714
Long
DBT
CORP
US
Y
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2019-2, Class C
30312JAC2
5000000.00000000
PA
USD
5041932.00000000
0.049033408541
Long
ABS-O
CORP
US
Y
3
2026-11-18
Fixed
4.86000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4661, Class HA
3137BVXR2
616175.51000000
PA
USD
624757.97000000
0.006075848064
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2018-1, Class E
80285TAH7
5000000.00000000
PA
USD
5007949.50000000
0.048702924550
Long
ABS-O
CORP
US
Y
2
2025-05-15
Fixed
4.37000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDZ1
99360500.00000000
PA
USD
98964610.01000000
0.962442998781
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BJ8
20000000.00000000
PA
USD
20331210.20000000
0.197723518657
Long
DBT
CORP
GB
Y
2
2024-03-15
Variable
3.88500120
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
453140AE5
1500000.00000000
PA
USD
1506196.37000000
0.014647944865
Long
DBT
CORP
GB
Y
2
2022-07-21
Fixed
3.75000000
N
N
N
N
N
N
INEOS Quattro Finance 2 plc
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
45674GAA2
3735000.00000000
PA
USD
3566925.00000000
0.034688784132
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
VOLT XCV LLC
N/A
VOLT XCV LLC, Series 2021-NPL4, Class A1
92873BAA4
8243242.23000000
PA
USD
8083390.93000000
0.078611970543
Long
ABS-O
CORP
US
Y
3
2051-03-27
Variable
2.23959960
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AF8
283000.00000000
PA
USD
272441.27000000
0.002649524843
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
1563000.00000000
PA
USD
1424283.75000000
0.013851334566
Long
DBT
CORP
LU
Y
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAR4
3689000.00000000
PA
USD
3402641.38000000
0.033091105731
Long
DBT
NUSS
NG
Y
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
JPMorgan Chase Commercial Mortgage Securities Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class D
46641BAP8
1165000.00000000
PA
USD
1163807.04000000
0.011318166539
Long
ABS-MBS
CORP
US
Y
3
2046-12-15
Variable
5.00553720
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2021-A, Class A
00833MAA2
3500000.00000000
PA
USD
3490846.80000000
0.033948914285
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
0.88000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
1809000.00000000
PA
USD
1811261.25000000
0.017614738327
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
7450000.00000000
PA
USD
8325375.00000000
0.080965295373
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Ashford Hospitality Trust
N/A
Ashford Hospitality Trust, Series 2018-KEYS, Class B
04410CAG4
600000.00000000
PA
USD
593207.04000000
0.005769011391
Long
ABS-MBS
CORP
US
Y
3
2035-06-15
Floating
1.64113920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-63, Class JA
3136ATXG4
296628.43000000
PA
USD
298340.27000000
0.002901395802
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Fixed
2.50000000
N
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBA4
3875000.00000000
PA
USD
3885927.50000000
0.037791122662
Long
DBT
CORP
AU
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAC9
1500000.00000000
PA
USD
1557245.10000000
0.015144400040
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
11829000.00000000
PA
USD
11291519.69000000
0.109811417133
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400120
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
049362AA4
2200000.00000000
PA
USD
2058605.78000000
0.020020194289
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Republic of Cote d'Ivoire
254900ICW11T82O6H590
Republic of Cote d'Ivoire
N/A
3500000.00000000
PA
USD
3581593.75000000
0.034831439529
Long
DBT
NUSS
CI
Y
2
2028-03-03
Fixed
6.37500000
N
N
N
N
N
N
Grifols Escrow Issuer SA
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
2625000.00000000
PA
USD
2480625.00000000
0.024124383086
Long
DBT
CORP
ES
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-1A, Class D
23344GAG6
1567000.00000000
PA
USD
1521688.63000000
0.014798608998
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.16000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single Family, 30 Year
21H032639
42540000.00000000
PA
USD
43889315.63000000
0.426828990132
Long
ABS-MBS
USGA
US
N
2
2052-03-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K096, Class X3
3137FNBB5
48000000.00000000
PA
USD
6103852.80000000
0.059360718870
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Variable
2.04171840
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAA9
560000.00000000
PA
USD
561120.00000000
0.005456960982
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
4.50000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BB1
4885000.00000000
PA
USD
4544833.03000000
0.044199059945
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JS7
16985000.00000000
PA
USD
16807340.30000000
0.163453450665
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.36700000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBM6
13805000.00000000
PA
USD
14129413.77000000
0.137410285944
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
3.80000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254AL4
5277000.00000000
PA
USD
5494978.99000000
0.053439346215
Long
DBT
CORP
GB
Y
2
2024-01-26
Fixed
5.20000000
N
N
N
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC
25461LAA0
4796000.00000000
PA
USD
4794369.36000000
0.046625831432
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2018-3A, Class D
23343CAG6
504599.78000000
PA
USD
510085.44000000
0.004960643612
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
4.19000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class D
05609VAL9
9725000.00000000
PA
USD
9365630.13000000
0.091081904398
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
1.84114080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 306, Class 250
31283AN89
90686.01000000
PA
USD
91052.14000000
0.000885493255
Long
ABS-MBS
USGSE
US
N
2
2028-05-15
Fixed
2.50000000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AB7
5605000.00000000
PA
USD
5674703.78000000
0.055187191892
Long
DBT
CORP
JP
Y
2
2025-09-17
Fixed
3.52200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4477, Class SA
3137BHYU5
5035959.07000000
PA
USD
911503.56000000
0.008864484178
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Floating
5.95886040
N
N
N
N
N
N
Transocean Proteus Ltd.
5493000CTMQ2LH21VM89
Transocean Proteus Ltd.
893829AA9
150000.00000000
PA
USD
148875.00000000
0.001447827677
Long
DBT
CORP
KY
Y
2
2024-12-01
Fixed
6.25000000
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2021-SFR1, Class E1
89614YAE6
3760000.00000000
PA
USD
3534191.32000000
0.034370445070
Long
ABS-O
CORP
US
Y
3
2038-07-17
Fixed
2.79400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
11620000.00000000
PA
USD
11201498.50000000
0.108935949993
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AN1
5345000.00000000
PA
USD
5094270.86000000
0.049542410389
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
1.23000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-XL2, Class E
05609KAJ8
13195233.00000000
PA
USD
12880743.09000000
0.125266810073
Long
ABS-MBS
CORP
US
Y
3
2038-10-15
Floating
2.03649840
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class C
46641WBB2
2000000.00000000
PA
USD
2033204.00000000
0.019773158856
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
4.65552000
N
N
N
N
N
N
VOLT XCII LLC
N/A
VOLT XCII LLC, Series 2021-NPL1, Class A1
91835MAA9
3595534.49000000
PA
USD
3520694.52000000
0.034239187031
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
2915000.00000000
PA
USD
2834837.50000000
0.027569143194
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-3, Class E
02529NAJ6
577000.00000000
PA
USD
589045.63000000
0.005728541167
Long
ABS-O
CORP
US
Y
2
2025-09-12
Fixed
3.80000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBE1
1715000.00000000
PA
USD
1764306.25000000
0.017158095180
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.37500000
N
N
N
N
N
N
Lloyds Bank plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank plc
53944VAS8
1890000.00000000
PA
USD
1901363.53000000
0.018490994077
Long
DBT
CORP
GB
N
2
2022-08-14
Fixed
2.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF53, Class B
35708AAG3
491347.61000000
PA
USD
488451.07000000
0.004750246704
Long
ABS-MBS
USGSE
US
N
2
2025-10-25
Floating
2.15686080
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
1317000.00000000
PA
USD
1359078.15000000
0.013217202090
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
AppleCaramel Buyer LLC
N/A
AppleCaramel Buyer LLC, 1st Lien Term Loan B
96350TAC4
1086250.00000000
PA
USD
1074876.96000000
0.010453310578
Long
LON
CORP
US
N
2
2027-10-19
Variable
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2018-27, Class SE
3136B1M92
961987.26000000
PA
USD
194878.22000000
0.001895214647
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Floating
6.01314120
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2022-ST1, Class A
91683NAA0
11974000.00000000
PA
USD
11876955.52000000
0.115504852551
Long
ABS-O
CORP
US
Y
2
2030-03-20
Fixed
2.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBT7
7470000.00000000
PA
USD
7179662.09000000
0.069823096472
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AJ0
450000.00000000
PA
USD
499500.00000000
0.004857698907
Long
DBT
CORP
US
Y
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class D
96043JAL9
5000000.00000000
PA
USD
4900937.50000000
0.047662219695
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D
03066KAH3
3500000.00000000
PA
USD
3549515.90000000
0.034519478495
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
2.99000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
3225000.00000000
PA
USD
3300916.50000000
0.032101818768
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AK0
955000.00000000
PA
USD
972228.20000000
0.009455038768
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
Cantor Commercial Real Estate Lending, Series 2019-CF1, Class A5
12529MAF5
11000000.00000000
PA
USD
11625326.90000000
0.113057733287
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.78570000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWM2
18190000.00000000
PA
USD
18284267.13000000
0.177816745656
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.90499840
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class C
17322VAX4
10000000.00000000
PA
USD
10135019.00000000
0.098564305746
Long
ABS-MBS
CORP
US
N
3
2047-07-10
Variable
4.42850760
N
N
N
N
N
N
Republic of Costa Rica
549300S1EK2VN6XVJP58
Republic of Costa Rica
N/A
4800000.00000000
PA
USD
4866900.00000000
0.047331200823
Long
DBT
NUSS
CR
Y
2
2025-04-30
Fixed
4.37500000
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
7500000.00000000
PA
USD
7720813.50000000
0.075085860462
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
685000.00000000
PA
USD
695336.65000000
0.006762234404
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733RAE2
1200000.00000000
PA
USD
1119540.00000000
0.010887664133
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
2.37500000
N
N
N
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AK9
1250000.00000000
PA
USD
1257912.50000000
0.012233353706
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.45000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-49, Class JA
3136AXJT3
859411.71000000
PA
USD
879384.95000000
0.008552126747
Long
ABS-MBS
USGSE
US
N
2
2053-07-25
Fixed
4.00000000
N
N
N
N
N
N
AIMCO CLO 10 Ltd.
5493004I93856WYBB035
AIMCO CLO Ltd., Series 2019-10A, Class AR
00901AAJ6
7200000.00000000
PA
USD
7176254.40000000
0.069789956268
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-22
Floating
1.31886000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAK6
1304000.00000000
PA
USD
1248384.40000000
0.012140691762
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Gray Escrow II, Inc.
N/A
Gray Escrow II, Inc.
389286AA3
2638000.00000000
PA
USD
2539497.08000000
0.024696921301
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBC7
3000000.00000000
PA
USD
3067017.21000000
0.029827119417
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4533, Class KA
3137BMFP6
392388.07000000
PA
USD
397848.70000000
0.003869127517
Long
ABS-MBS
USGSE
US
N
2
2026-11-15
Fixed
3.00000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
85325WAA6
3475000.00000000
PA
USD
3455661.56000000
0.033606733500
Long
DBT
CORP
GB
Y
2
2026-01-30
Variable
2.81900160
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWD Securitization Trust, Series 2019-INV1, Class A3
302980AC1
307252.56000000
PA
USD
307521.25000000
0.002990681962
Long
ABS-MBS
CORP
US
Y
2
2049-06-25
Variable
3.11000040
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
17000000.00000000
PA
USD
17655070.01000000
0.171697726312
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
Canpack SA
N/A
Canpack SA
13806CAA0
2830000.00000000
PA
USD
2577068.75000000
0.025062310411
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
NMG Holding Co., Inc.
N/A
NMG Holding Co., Inc.
62929RAC2
3000000.00000000
PA
USD
3090000.00000000
0.030050629876
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
4660000.00000000
PA
USD
4328813.80000000
0.042098246377
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-1, Class C
03066GAF6
750000.00000000
PA
USD
761961.75000000
0.007410171692
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.36000000
N
N
N
N
N
N
Elara HGV Timeshare Issuer LLC
N/A
Elara HGV Timeshare Issuer LLC, Series 2021-A, Class B
28416LAB8
4416635.25000000
PA
USD
4292320.22000000
0.041743341825
Long
ABS-O
CORP
US
Y
3
2035-08-27
Fixed
1.74000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AQ7
3314000.00000000
PA
USD
3119998.44000000
0.030342368392
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
XPO Logistics, Inc.
54930096DB9LCLPN7H13
XPO Logistics, Inc.
983793AH3
3575000.00000000
PA
USD
3707704.00000000
0.036057877214
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3
3137FUZF4
15643603.00000000
PA
USD
3444385.04000000
0.033497067957
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Variable
3.17649240
N
N
N
N
N
N
STWD Mortgage Trust
N/A
STWD Mortgage Trust, Series 2021-LIH, Class B
78486EAJ7
3600000.00000000
PA
USD
3527903.88000000
0.034309298943
Long
ABS-MBS
CORP
KY
Y
3
2036-11-15
Floating
1.84713840
N
N
N
N
N
N
Kenbourne Invest SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
400000.00000000
PA
USD
371700.00000000
0.003614828195
Long
DBT
CORP
LU
Y
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C17, Class D
61763UAE2
2000000.00000000
PA
USD
1861917.00000000
0.018107371723
Long
ABS-MBS
CORP
US
Y
3
2047-08-15
Variable
4.73012280
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABA6
748000.00000000
PA
USD
756415.00000000
0.007356228866
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
CK Hutchison International 17 Ltd.
254900TNOJOSKVTDPK87
CK Hutchison International 17 Ltd.
12563UAA5
9735000.00000000
PA
USD
9745708.50000000
0.094778213272
Long
DBT
CORP
KY
Y
2
2022-04-05
Fixed
2.87500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
2400000.00000000
PA
USD
2533080.00000000
0.024634514409
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BT3
620000.00000000
PA
USD
625403.30000000
0.006082123977
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust, Series 2015-GC34, Class D
36250VAM4
1500000.00000000
PA
USD
1294169.85000000
0.012585960892
Long
ABS-MBS
CORP
US
N
3
2048-10-10
Fixed
2.97900000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AP6
385000.00000000
PA
USD
386443.75000000
0.003758212977
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class C
17323CAM9
10337000.00000000
PA
USD
10258465.68000000
0.099764839885
Long
ABS-MBS
CORP
US
N
3
2048-02-10
Variable
4.42175040
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132A9RP4
1546482.52000000
PA
USD
1596236.59000000
0.015523597074
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
3.00000000
N
N
N
N
N
N
Oportun Funding XIV LLC
N/A
Oportun Funding XIV LLC, Series 2021-A, Class A
68377BAA5
4346000.00000000
PA
USD
4246227.57000000
0.041295085137
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
12715000.00000000
PA
USD
12125057.06000000
0.117917670529
Long
DBT
CORP
DK
Y
2
2026-09-11
Variable
1.62100080
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
4935000.00000000
PA
USD
5247998.62000000
0.051037431753
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-46, Class AS
38380V4N8
5594724.77000000
PA
USD
1100289.34000000
0.010700449098
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Floating
6.03829080
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAW4
485000.00000000
PA
USD
486179.98000000
0.004728160075
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.62500000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
6294000.00000000
PA
USD
6470950.21000000
0.062930786312
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BM5
500000.00000000
PA
USD
507500.00000000
0.004935499890
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.87500000
N
N
N
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
3485000.00000000
PA
USD
3581743.60000000
0.034832896839
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828S92
10000000.00000000
PA
USD
9995312.50000000
0.097205642858
Long
DBT
UST
US
N
2
2023-07-31
Fixed
1.25000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
3200000.00000000
PA
USD
3203638.37000000
0.031155776994
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAW4
6370000.00000000
PA
USD
6446567.40000000
0.062693660488
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAA7
2623000.00000000
PA
USD
2511522.50000000
0.024424865072
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAC5
4052000.00000000
PA
USD
3655532.06000000
0.035550498684
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc.
N/A
Pactiv Evergreen Group Issuer, Inc.
76174LAA1
3860000.00000000
PA
USD
3579474.50000000
0.034810829563
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2015-MS1, Class B
61765DAX6
5450000.00000000
PA
USD
5541800.35000000
0.053894689697
Long
ABS-MBS
CORP
US
N
3
2048-05-15
Variable
4.03120800
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2019-PRM, Class D
29429JAJ9
2144000.00000000
PA
USD
2140717.75000000
0.020818743292
Long
ABS-MBS
CORP
US
Y
3
2036-05-10
Fixed
4.35000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K736, Class X3
3137FNX21
50000000.00000000
PA
USD
3894155.00000000
0.037871136111
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
2.01399480
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDH1
586055000.00000000
PA
USD
572548260.74000000
5.568102223191
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2
01627AAA6
20613000.00000000
PA
USD
19740608.37000000
0.191979843253
Long
ABS-O
CORP
US
Y
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
3040000.00000000
PA
USD
3116000.00000000
0.030303483072
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2021-1, Class D
33843WAG6
4361000.00000000
PA
USD
4209024.38000000
0.040933279541
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.27000000
N
N
N
N
N
N
Bidvest Group UK plc (The)
984500A80C777F496830
Bidvest Group UK plc (The)
88332EAA1
2000000.00000000
PA
USD
1910000.00000000
0.018574984810
Long
DBT
CORP
GB
Y
2
2026-09-23
Fixed
3.62500000
N
N
N
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AP3
1750000.00000000
PA
USD
1584625.00000000
0.015410672934
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1
3137F64R5
64937178.08000000
PA
USD
3598850.88000000
0.034999267240
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
1.22263920
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
1135000.00000000
PA
USD
1095275.00000000
0.010651684025
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-17, Class GB
3136B4CR7
943944.34000000
PA
USD
984415.58000000
0.009573562536
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-123, Class SE
38379QCX1
5403218.73000000
PA
USD
786995.56000000
0.007653628572
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Floating
5.55828840
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
4060000.00000000
PA
USD
4014122.00000000
0.039037829935
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAB8
3405000.00000000
PA
USD
3402310.05000000
0.033087883506
Long
DBT
CORP
US
Y
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
1600000.00000000
PA
USD
1660352.00000000
0.016147127319
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2019-3A, Class F
96042HAQ3
2000000.00000000
PA
USD
2034307.20000000
0.019783887612
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
4.72000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-4A, Class C
23343JAE6
1744908.52000000
PA
USD
1753685.76000000
0.017054809609
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
2.73000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
008117AP8
223000.00000000
PA
USD
224419.43000000
0.002182506546
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7ZN6
39062.82000000
PA
USD
40340.13000000
0.000392312723
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
74841CAA9
3180000.00000000
PA
USD
2977688.40000000
0.028958385758
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class D
94989TBH6
10105912.00000000
PA
USD
9745344.18000000
0.094774670216
Long
ABS-MBS
CORP
US
N
3
2058-09-15
Variable
4.55720040
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-3, Class D
26209WAG8
3000000.00000000
PA
USD
3051722.70000000
0.029678378427
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.18000000
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
00109LAA1
1479000.00000000
PA
USD
1394489.94000000
0.013561586101
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.12500000
N
N
N
N
N
N
Axalta Coating Systems LLC
N/A
Axalta Coating Systems LLC
05454NAA7
3425000.00000000
PA
USD
3433562.50000000
0.033391817425
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Scripps Escrow, Inc.
N/A
Scripps Escrow, Inc.
81104PAA7
500000.00000000
PA
USD
499027.50000000
0.004853103786
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WR34
41261442.19000000
PA
USD
42012504.42000000
0.408576770385
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAH8
1180000.00000000
PA
USD
1176755.00000000
0.011444087041
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.00000000
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AW1
930000.00000000
PA
USD
978471.60000000
0.009515756600
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.12500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class D
30165XAF2
13533000.00000000
PA
USD
13225166.20000000
0.128616367160
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.40000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-1, Class A
91681NAA2
938566.04000000
PA
USD
933083.03000000
0.009074347177
Long
ABS-O
CORP
US
Y
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-80CB, Class 5A1
12668BGG2
146049.05000000
PA
USD
146603.36000000
0.001425735699
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
1215000.00000000
PA
USD
1159869.38000000
0.011279872311
Long
DBT
CORP
CA
Y
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
4920000.00000000
PA
USD
4895400.00000000
0.047608366826
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXF23
3311447.92000000
PA
USD
3550704.24000000
0.034531035247
Long
ABS-MBS
USGSE
US
N
2
2057-02-01
Fixed
4.00000000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class C
53218CAE0
2757231.27000000
PA
USD
2681279.75000000
0.026075775197
Long
ABS-MBS
CORP
US
Y
3
2038-03-15
Floating
1.29114000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1
52476DAA5
5063180.08000000
PA
USD
4941138.71000000
0.048053181404
Long
ABS-MBS
CORP
US
Y
2
2061-04-25
Variable
1.74999960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-163, Class HS
38380KSX4
4013546.94370000
PA
USD
588298.09000000
0.005721271248
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Floating
6.03829080
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C
46644UBG2
7732000.00000000
PA
USD
7575147.10000000
0.073669236815
Long
ABS-MBS
CORP
US
N
3
2048-07-15
Variable
4.26328920
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
2280000.00000000
PA
USD
2154600.00000000
0.020953749880
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300SSCQUZ3RRV2T53
GS Mortgage Securities Trust, Series 2013-GC12, Class D
36197XAB0
2000000.00000000
PA
USD
1952050.80000000
0.018983934009
Long
ABS-MBS
CORP
US
Y
3
2046-06-10
Variable
4.45168080
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
12799000.00000000
PA
USD
12263360.31000000
0.119262686638
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.94799960
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAQ3
400000.00000000
PA
USD
405242.00000000
0.003941028269
Long
DBT
CORP
US
Y
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
500000.00000000
PA
USD
496990.00000000
0.004833288848
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AN4
1170000.00000000
PA
USD
1217542.95000000
0.011840754870
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
Stonepeak ABS
N/A
Stonepeak ABS, Series 2021-1A
78433XAC4
4654690.50000000
PA
USD
4531390.54000000
0.044068330078
Long
ABS-O
CORP
US
Y
3
2033-02-28
Fixed
3.82100000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
810000.00000000
PA
USD
910237.50000000
0.008852171589
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
10000000.00000000
PA
USD
9691746.40000000
0.094253425216
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2020-A, Class A
00086CAA8
2789173.94580000
PA
USD
2804997.49000000
0.027278945428
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
6.00000000
N
N
N
N
N
N
SMRT
N/A
SMRT, Series 2022-MINI, Class E
78457JAN2
14650000.00000000
PA
USD
14384448.24000000
0.139890527518
Long
ABS-MBS
CORP
US
Y
2
2024-01-15
Floating
2.80000080
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL3, Class A1
74143EAA0
4299162.91000000
PA
USD
4205990.59000000
0.040903775560
Long
ABS-O
CORP
US
Y
2
2051-07-25
Variable
1.86770160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-146, Class NS
38380AT72
1198181.00000000
PA
USD
228855.69000000
0.002225649720
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Floating
5.93829000
N
N
N
N
N
N
Delta Air Lines, Inc.
N/A
Delta Air Lines, Inc.
830867AA5
328334.00000000
PA
USD
337069.85000000
0.003278045729
Long
DBT
CORP
US
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A
65246QAA7
8129052.96000000
PA
USD
8048618.42000000
0.078273803609
Long
ABS-O
CORP
US
Y
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2019-3A, Class E
96042HAN0
1700000.00000000
PA
USD
1733495.27000000
0.016858454611
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
3.59000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3
3137FLMY7
32597903.00000000
PA
USD
4659097.66000000
0.045310297520
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
2.31073920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K723, Class X3
3137BSPZ0
7400766.04000000
PA
USD
220162.43000000
0.002141106697
Long
ABS-MBS
USGSE
US
N
2
2034-10-25
Variable
1.91192040
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
N/A
1557.00000000
NS
USD
15.57000000
0.000000151420
Long
CORP
LU
N
3
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B36
3085000.00000000
PA
USD
3060320.00000000
0.029761988227
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series Y
156700BA3
575000.00000000
PA
USD
603031.25000000
0.005864553041
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-7, Class A1
69360LAA0
11429225.65000000
PA
USD
11118000.98000000
0.108123926346
Long
ABS-MBS
CORP
US
Y
2
2026-08-25
Variable
1.86699960
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AJ4
8510000.00000000
PA
USD
9429250.20000000
0.091700617400
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBV3
3000000.00000000
PA
USD
2995500.00000000
0.029131605758
Long
DBT
NUSS
MX
N
2
2025-01-15
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-96, Class KA
3136B0AZ9
419318.51000000
PA
USD
425458.80000000
0.004137639134
Long
ABS-MBS
USGSE
US
N
2
2055-01-25
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
11880000.00000000
PA
USD
11851823.97000000
0.115260445138
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
2.22199920
N
N
N
N
N
N
APT Pipelines Ltd.
261700SS8OEHDOCOUJ33
APT Pipelines Ltd.
00205GAB3
3088000.00000000
PA
USD
3212678.49000000
0.031243693273
Long
DBT
CORP
AU
Y
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
Presidio Holdings, Inc.
N/A
Presidio Holdings, Inc.
74101XAE0
3135000.00000000
PA
USD
3127162.50000000
0.030412039757
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2014-12, Class ED
3136AJHZ2
525128.54000000
PA
USD
529356.56000000
0.005148057623
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Fixed
2.50000000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST5, Class A
91679XAA4
3802525.50000000
PA
USD
3729605.61000000
0.036270873064
Long
ABS-O
CORP
US
Y
2
2027-07-20
Fixed
2.00000000
N
N
N
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AJ9
2350000.00000000
PA
USD
2219034.50000000
0.021580383314
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAW5
1367000.00000000
PA
USD
1360165.00000000
0.013227771839
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-155, Class KS
38380HG89
969303.13000000
PA
USD
142298.93000000
0.001383874588
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Floating
6.03829080
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-10, Class A1
69360HAA9
13152434.48000000
PA
USD
12928411.69000000
0.125730393068
Long
ABS-MBS
CORP
US
Y
2
2026-10-25
Variable
2.48699880
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DD3
150000.00000000
PA
USD
152502.33000000
0.001483103907
Long
DBT
CORP
US
Y
2
2023-02-22
Fixed
3.35000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FET1
1960000.00000000
PA
USD
2018800.00000000
0.019633078185
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
Banco Continental SAECA
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
3600000.00000000
PA
USD
3359700.00000000
0.032673495532
Long
DBT
CORP
PY
Y
2
2025-12-10
Fixed
2.75000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
2995000.00000000
PA
USD
2698704.65000000
0.026245234492
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AD3
135000.00000000
PA
USD
135317.25000000
0.001315976891
Long
DBT
CORP
US
Y
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
Pawneee Equipment Receivables LLC
N/A
Pawneee Equipment Receivables LLC, Series 2021-1, Class B
704100AC0
2066000.00000000
PA
USD
2005551.73000000
0.019504237131
Long
ABS-O
CORP
US
Y
3
2027-07-15
Fixed
1.82000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AC2
9818000.00000000
PA
USD
9326944.88000000
0.090705685586
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64199960
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2020-C, Class E
12597TAE0
18450000.00000000
PA
USD
18586906.38000000
0.180759949568
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAC5
7060000.00000000
PA
USD
7441757.99000000
0.072372011321
Long
DBT
CORP
FR
Y
2
2027-03-13
Fixed
4.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF36, Class B
30305DAA8
2709710.25000000
PA
USD
2709709.17000000
0.026352254802
Long
ABS-MBS
USGSE
US
Y
2
2024-08-25
Floating
2.75685840
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BC0
2520000.00000000
PA
USD
2540210.40000000
0.024703858426
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
RALI Trust
N/A
RALI Trust, Series 2003-QS12, Class A4
76110HDV8
389.65300000
PA
USD
116.90000000
0.000001136866
Long
ABS-MBS
CORP
US
N
2
2018-06-25
Fixed
3.35000000
N
N
N
N
N
N
Allegheny Technologies, Inc.
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741RAH5
4105000.00000000
PA
USD
4189152.50000000
0.040740023065
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class X3
3137BTUQ2
2775000.00000000
PA
USD
232089.07000000
0.002257094738
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
1.97517600
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
39000.00000000
PA
USD
42953.92000000
0.000417732152
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAK5
810000.00000000
PA
USD
833676.30000000
0.008107604507
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAU4
3500000.00000000
PA
USD
3310335.46000000
0.032193419311
Long
DBT
CORP
NL
Y
2
2027-06-16
Variable
1.54199880
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
385000.00000000
PA
USD
404927.60000000
0.003937970690
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
15794000.00000000
PA
USD
16172940.70000000
0.157283836563
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAC9
7000000.00000000
PA
USD
7017018.19000000
0.068241364550
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.50000000
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AF2
4560000.00000000
PA
USD
4457400.00000000
0.043348762980
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBD6
2195000.00000000
PA
USD
2243936.95000000
0.021822562702
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBJ0
4010000.00000000
PA
USD
4140325.00000000
0.040265169625
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAJ1
685000.00000000
PA
USD
675735.38000000
0.006571609643
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
4120000.00000000
PA
USD
3882770.40000000
0.037760419477
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
1815000.00000000
PA
USD
1763953.13000000
0.017154661044
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
3825000.00000000
PA
USD
3810178.13000000
0.037054450726
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
740000.00000000
PA
USD
762274.00000000
0.007413208361
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K033, Class X1
3137B4WC6
49376122.33000000
PA
USD
180153.72000000
0.001752017074
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
0.28692000
N
N
N
N
N
N
Deutsche Alt-A Securities Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1
25151KAC3
772088.26050000
PA
USD
717205.52000000
0.006974911853
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
0.93686040
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
2110000.00000000
PA
USD
1959768.00000000
0.019058984728
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
California Housing Finance Agency, Series 2021-1, Class X
13033DAF2
54345991.01000000
PA
USD
3468833.96000000
0.033734836709
Long
ABS-MBS
MUN
US
N
2
2035-11-20
Variable
0.79606080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2014-84, Class KA
3136AL3B5
98691.33000000
PA
USD
99178.97000000
0.000964527676
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
3.00000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2020-3, Class A
91680EAA3
2366183.25000000
PA
USD
2367432.36000000
0.023023570746
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B
61766RBD7
2577000.00000000
PA
USD
2600206.40000000
0.025287326902
Long
ABS-MBS
CORP
US
N
3
2049-11-15
Variable
3.88000080
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
69867DAA6
2422000.00000000
PA
USD
2505413.68000000
0.024365456046
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 15 Year
01F022444
158660000.00000000
PA
USD
160171653.78000000
1.557689024069
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
2.50000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAF3
390000.00000000
PA
USD
381117.75000000
0.003706416972
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140QGGU5
15928060.73000000
PA
USD
16019438.26000000
0.155791006463
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
2.50000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series A
25746UDE6
6570000.00000000
PA
USD
6701739.60000000
0.065175241503
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
17970000.00000000
PA
USD
17721516.95000000
0.172343930972
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.73100160
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
1206000.00000000
PA
USD
1221075.00000000
0.011875104490
Long
DBT
CORP
FR
Y
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
925000.00000000
PA
USD
964312.50000000
0.009378057612
Long
DBT
CORP
NL
Y
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL Mortgage Trust, Series 2019-KNSQ, Class A
482598AA7
950000.00000000
PA
USD
941056.99000000
0.009151894918
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
0.99114120
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YAW0
1674000.00000000
PA
USD
1690740.00000000
0.016442654354
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
11913230.84000000
PA
USD
11662290.55000000
0.113417209328
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAD9
5375000.00000000
PA
USD
5390584.54000000
0.052424097355
Long
DBT
CORP
GB
Y
2
2023-04-26
Variable
3.62199960
N
N
N
N
N
N
FHLMC Multi-Family Structured Credit Risk
N/A
FHLMC, Multi-Family Structured Credit Risk, Series 2021-MN1, Class M1
35563FAA9
769891.30000000
PA
USD
744839.65000000
0.007243657164
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
2.04867000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
2195000.00000000
PA
USD
2286509.55000000
0.022236586470
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
DT Midstream, Inc.
N/A
DT Midstream, Inc.
23345MAA5
2996000.00000000
PA
USD
2891140.00000000
0.028116691928
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2
20753TAB9
219127.67000000
PA
USD
219127.67000000
0.002131043529
Long
ABS-MBS
CORP
US
Y
3
2039-06-25
Floating
2.28686040
N
N
N
N
N
N
Service Corp. International
549300RKVM2ME20JHZ15
Service Corp. International
817565CD4
1275000.00000000
PA
USD
1287750.00000000
0.012523527062
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Wolverine Escrow LLC
N/A
Wolverine Escrow LLC
97789LAB2
956000.00000000
PA
USD
955999.71000000
0.009297214707
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X3
3137F9ZB0
15690000.00000000
PA
USD
3042738.17000000
0.029591002769
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
2.65358160
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAQ9
1565000.00000000
PA
USD
1694159.45000000
0.016475908926
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2019-M21, Class X2
3136B6XA6
31096285.18000000
PA
USD
2823987.37000000
0.027463624346
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
1.31091120
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BE8
1018000.00000000
PA
USD
1037337.22000000
0.010088231991
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.65000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDC1
2030000.00000000
PA
USD
2057486.20000000
0.020009306236
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR20, Class C
12592LBP6
1000000.00000000
PA
USD
1002637.60000000
0.009750773921
Long
ABS-MBS
CORP
US
N
3
2047-11-10
Variable
4.49117640
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust, Series 2021-1, Class D
90943UAD6
13000000.00000000
PA
USD
12781741.70000000
0.124304009384
Long
ABS-O
CORP
US
Y
2
2026-06-10
Fixed
1.14000000
N
N
N
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc., 1st Lien Term Loan B
89678QAB2
2985000.79000000
PA
USD
2908704.17000000
0.028287505641
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.00000000
N
N
N
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733RAE2
3100000.00000000
PA
USD
2892145.00000000
0.028126465677
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
2.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5021, Class MI
3137FWMC1
31127095.30000000
PA
USD
5056671.34000000
0.049176750434
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HB2
14195000.00000000
PA
USD
13885012.29000000
0.135033451505
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.10000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-40, Class VA
3136ADF46
699504.54000000
PA
USD
711545.11000000
0.006919863670
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
3.50000000
N
N
N
N
N
N
Galaxy XV CLO Ltd.
549300MJK1HWQWCLYA68
Galaxy CLO Ltd., Series 2013-15A, Class ARR
36318WAK6
15398000.00000000
PA
USD
15353053.24000000
0.149310330220
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
1.21128840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4937, Class MS
3137FQAD5
16688402.35000000
PA
USD
2744063.99000000
0.026686359650
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Floating
5.86314000
N
N
N
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
2625000.00000000
PA
USD
2484903.75000000
0.024165994455
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAD9
785000.00000000
PA
USD
793831.25000000
0.007720106497
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
2850000.00000000
PA
USD
3954375.00000000
0.038456783014
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAS8
650000.00000000
PA
USD
609102.33000000
0.005923595040
Long
DBT
CORP
CA
Y
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
First Student Bidco, Inc.
2549006DRO2F06AA1391
First Student Bidco, Inc., 1st Lien Term Loan B
33718FAD2
1807720.59000000
PA
USD
1781165.17000000
0.017322050249
Long
LON
CORP
US
N
2
2028-07-21
Variable
3.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2021-3A, Class D
23344QAD1
18750000.00000000
PA
USD
17993302.50000000
0.174987078859
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
1.31000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC, Series 2019-1A, Class A2
92212KAA4
682500.10000000
PA
USD
687601.92000000
0.006687013203
Long
ABS-O
CORP
US
Y
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2020-1, Class B1
12530MAC9
2701677.78000000
PA
USD
2621383.11000000
0.025493273010
Long
ABS-MBS
CORP
US
Y
3
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class B
00439KAB2
3878833.75000000
PA
USD
3737878.10000000
0.036351324046
Long
ABS-O
CORP
US
Y
3
2040-10-20
Fixed
1.90000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AN7
6708000.00000000
PA
USD
6443503.56000000
0.062663864267
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
2800000.00000000
PA
USD
2968000.00000000
0.028864164877
Long
DBT
NUSS
NG
Y
2
2025-11-21
Fixed
7.62500000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer, Series 2021-1A, Class A2
23802WAA9
9333333.00000000
PA
USD
8930996.35000000
0.086855037455
Long
ABS-O
CORP
US
Y
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
2775000.00000000
PA
USD
2828280.00000000
0.027505370700
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Structured Asset Mortgage Investments II Trust
N/A
Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1
86360UAF3
1085656.32000000
PA
USD
916118.93000000
0.008909369219
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
0.56685960
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
60.00000000
NC
USD
138441.29000000
0.001346358564
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2022-06-21
9416250.00000000
USD
138441.29000000
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
2705000.00000000
PA
USD
2716940.33000000
0.026422578722
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
65412JAS2
485000.00000000
PA
USD
432195.63000000
0.004203155634
Long
DBT
NUSS
NG
Y
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M2
3137G0UD9
303565.30000000
PA
USD
306127.54000000
0.002977127960
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
2.48685840
N
N
N
N
N
N
Weekley Homes LLC
N/A
Weekley Homes LLC
948565AD8
3750000.00000000
PA
USD
3567037.50000000
0.034689878209
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
1155000.00000000
PA
USD
1104468.75000000
0.010741094374
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
10975000.00000000
PA
USD
10928084.84000000
0.106276968537
Long
DBT
CORP
FR
Y
2
2024-10-16
Fixed
2.62500000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
3314000.00000000
PA
USD
3259683.54000000
0.031700823162
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
1554000.00000000
PA
USD
1600620.00000000
0.015566226275
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
BANK
N/A
BANK, Series 2020-BN30, Class XA
06541UCB0
83940255.90140000
PA
USD
7398628.46000000
0.071952571340
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
1.33100640
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AL1
6000000.00000000
PA
USD
6025590.60000000
0.058599609354
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BS9
500000.00000000
PA
USD
526250.00000000
0.005117845945
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAV1
6040000.00000000
PA
USD
6065757.34000000
0.058990235838
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
2.72099880
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAE7
2275000.00000000
PA
USD
2277843.75000000
0.022152310500
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCB7
1905000.00000000
PA
USD
1934775.15000000
0.018815926189
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Republic of Georgia
2138007T8RLEVDMLQ257
Republic of Georgia
37311PAB6
860000.00000000
PA
USD
778300.00000000
0.007569063182
Long
DBT
NUSS
GE
Y
2
2026-04-22
Fixed
2.75000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-PC1, Class B
12593GAJ1
8150000.00000000
PA
USD
8394997.15000000
0.081642379341
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Variable
4.31890920
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
1710000.00000000
PA
USD
1744559.10000000
0.016966051718
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBG3
7592000.00000000
PA
USD
7867642.97000000
0.076513795109
Long
DBT
CORP
FR
Y
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class E
05608VAL0
2545500.00000000
PA
USD
2468900.30000000
0.024010358937
Long
ABS-MBS
CORP
US
Y
3
2034-01-15
Floating
2.44113840
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAH9
2275000.00000000
PA
USD
2286375.00000000
0.022235277955
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAA5
1000000.00000000
PA
USD
1016046.52000000
0.009881177316
Long
DBT
CORP
GB
Y
2
2024-03-08
Variable
3.76599960
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST10, Class A
91681WAA2
12159418.58000000
PA
USD
11960758.00000000
0.116319841972
Long
ABS-O
CORP
US
Y
2
2030-01-20
Fixed
2.25000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAK7
5000000.00000000
PA
USD
5323099.45000000
0.051767796558
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAA8
1065000.00000000
PA
USD
1043700.00000000
0.010150110809
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
SoFi Professional Loan Program Trust
N/A
SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX
83406TAB8
2374423.77000000
PA
USD
2381562.48000000
0.023160987900
Long
ABS-O
CORP
US
Y
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-3, Class D
02529NAG2
913000.00000000
PA
USD
921596.63000000
0.008962640525
Long
ABS-O
CORP
US
Y
2
2025-09-12
Fixed
2.89000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
13345000.00000000
PA
USD
13439436.96000000
0.130700176643
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
Caesars Resort Collection LLC
N/A
Caesars Resort Collection LLC
12770RAA1
2161000.00000000
PA
USD
2215965.04000000
0.021550532438
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C
92890KBG9
13583000.00000000
PA
USD
13571463.96000000
0.131984155449
Long
ABS-MBS
CORP
US
N
3
2057-09-15
Variable
3.75810120
N
N
N
N
N
N
ADT Security Corp. (The)
5493009JEEDYLVRA0J13
ADT Security Corp. (The)
00101JAH9
315000.00000000
PA
USD
320999.18000000
0.003121756488
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.12500000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2020-2CP, Class B
35635HAB7
1938585.49000000
PA
USD
1949535.98000000
0.018959477076
Long
ABS-O
CORP
US
Y
3
2027-06-18
Fixed
5.50000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A1
69359QAA2
5959608.83000000
PA
USD
5886067.26000000
0.057242727720
Long
ABS-O
CORP
US
Y
2
2051-10-25
Variable
2.48709960
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDG8
5395000.00000000
PA
USD
5256707.11000000
0.051122122889
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
4097000.00000000
PA
USD
4056030.00000000
0.039445390387
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K095, Class X3
3137FNAH3
25000000.00000000
PA
USD
3322515.00000000
0.032311866835
Long
ABS-MBS
USGSE
US
N
2
2047-08-25
Variable
2.09955960
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BF3
2535000.00000000
PA
USD
2417857.65000000
0.023513962890
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AE8
1190000.00000000
PA
USD
1194289.95000000
0.011614616586
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
FHLMC Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FHLMC Structured Agency Credit Risk Debt Notes, Series 2019-CS03, Class M1
3137G0WC9
7505003.38000000
PA
USD
7505003.38000000
0.072987080514
Long
ABS-MBS
CORP
US
Y
2
2032-10-25
Floating
0.18686160
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
1886000.00000000
PA
USD
1881171.84000000
0.018294627410
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X3
3137FBC20
3367974.00000000
PA
USD
334250.54000000
0.003250627593
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Variable
2.05872120
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAA6
1805000.00000000
PA
USD
1812445.63000000
0.017626256568
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AM1
10000000.00000000
PA
USD
10507979.30000000
0.102191390514
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class D
05608VAJ5
2000000.00000000
PA
USD
1918059.20000000
0.018653361520
Long
ABS-MBS
CORP
US
Y
3
2034-01-15
Floating
1.69113960
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
1885000.00000000
PA
USD
1920156.36000000
0.018673756659
Long
DBT
CORP
US
N
2
2024-04-24
Variable
3.73700160
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2020-AA, Class A
038413AA8
2225356.73000000
PA
USD
2203399.58000000
0.021428331795
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCE1
3495000.00000000
PA
USD
3365964.60000000
0.032734419537
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
3560000.00000000
PA
USD
3565856.20000000
0.034678389921
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Park Aerospace Holdings Ltd.
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd.
70014LAB6
17252000.00000000
PA
USD
18064654.60000000
0.175680986803
Long
DBT
CORP
KY
Y
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
3362000.00000000
PA
USD
3520888.12000000
0.034241069815
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3
3137FMCU4
50000000.00000000
PA
USD
6814640.00000000
0.066273211772
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.20601880
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAC6
1805000.00000000
PA
USD
2035606.80000000
0.019796526381
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZW6
1385000.00000000
PA
USD
1426550.00000000
0.013873374126
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AF0
75000.00000000
PA
USD
75851.76000000
0.000737667691
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.95000000
N
N
N
N
N
N
RCO VII Mortgage LLC
N/A
RCO VII Mortgage LLC, Series 2021-1, Class A1
74936JAA0
10926925.77000000
PA
USD
10731034.40000000
0.104360628783
Long
ABS-MBS
CORP
US
Y
2
2026-05-26
Variable
1.86770160
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust, Series 2019-INV2, Class A11
12554TAL5
127050.96000000
PA
USD
126979.07000000
0.001234887066
Long
ABS-MBS
CORP
US
Y
3
2049-05-25
Floating
1.05770880
N
N
N
N
N
N
VOLT CV LLC
N/A
VOLT CV LLC, Series 2021-CF2, Class A1
91835GAA2
7602036.80000000
PA
USD
7504190.98000000
0.072979179824
Long
ABS-MBS
CORP
US
Y
2
2051-11-27
Variable
2.48720040
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-2, Class A1
69359UAA3
3449319.50000000
PA
USD
3386462.90000000
0.032933768024
Long
ABS-MBS
CORP
US
Y
2
2026-03-25
Variable
2.11500000
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL2, Class A1
741386AA4
6881382.46000000
PA
USD
6702611.71000000
0.065183722880
Long
ABS-O
CORP
US
Y
2
2060-06-27
Variable
1.99170000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
CSAIL Commercial Mortgage Trust, Series 2015-C2, Class B
12634NAY4
3250000.00000000
PA
USD
3232722.35000000
0.031438622275
Long
ABS-MBS
CORP
US
N
3
2057-06-15
Variable
4.20789960
N
N
N
N
N
N
CPS Auto Receivables Trust
549300RMJRP95RN5CL91
CPS Auto Receivables Trust, Series 2019-B, Class E
22412AAE3
6500000.00000000
PA
USD
6707377.95000000
0.065230075150
Long
ABS-O
CORP
US
Y
2
2025-03-17
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132AASM7
13063237.90000000
PA
USD
13741821.25000000
0.133640901037
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-47, Class ST
3136AWWU7
518191.87000000
PA
USD
100447.14000000
0.000976860785
Long
ABS-MBS
USGSE
US
N
2
2047-06-25
Floating
5.91314040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-54, Class FA
3136APLR1
62642.24000000
PA
USD
63008.16000000
0.000612762102
Long
ABS-MBS
USGSE
US
N
2
2045-07-25
Floating
0.53686080
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP, Series 2020-1A, Class B1
12510HAG5
1500000.00000000
PA
USD
1510783.35000000
0.014692553810
Long
ABS-O
CORP
US
Y
3
2050-02-15
Fixed
4.17000000
N
N
N
N
N
N
ME Funding LLC
N/A
ME Funding LLC, Series 2019-1, Class A2
55282GAA5
733125.00000000
PA
USD
757926.62000000
0.007370929556
Long
ABS-O
CORP
US
Y
2
2049-07-30
Fixed
6.44800000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-4, Class B1
92537KAE4
600000.00000000
PA
USD
598313.76000000
0.005818674871
Long
ABS-MBS
CORP
US
Y
3
2059-11-25
Variable
3.85999920
N
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259BA7
1150000.00000000
PA
USD
1029595.00000000
0.010012937950
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAB9
342000.00000000
PA
USD
318316.50000000
0.003095667095
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-4, Class C
02530QAC1
3510000.00000000
PA
USD
3486748.01000000
0.033909053048
Long
ABS-O
CORP
US
Y
2
2026-12-14
Fixed
1.31000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-25CB, Class A1
12667FWJ0
188089.54000000
PA
USD
187312.86000000
0.001821640591
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKF6
5000000.00000000
PA
USD
5124201.40000000
0.049833488570
Long
DBT
CORP
FR
Y
2
2026-08-19
Fixed
4.25000000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAC8
2310000.00000000
PA
USD
2263800.00000000
0.022015733305
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
FirstKey Homes Trust
N/A
FirstKey Homes Trust, Series 2021-SFR3, Class E1
33768JAJ0
11500000.00000000
PA
USD
10908259.45000000
0.106084164182
Long
ABS-O
CORP
US
Y
3
2038-12-17
Fixed
2.98500000
N
N
N
N
N
N
Stellantis Finance US, Inc.
549300QZ0AI8Q7LNON33
Stellantis Finance US, Inc.
85855CAA8
12150000.00000000
PA
USD
11555931.58000000
0.112382855269
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class E1
30322DAS8
3750000.00000000
PA
USD
3454926.00000000
0.033599580089
Long
ABS-O
CORP
US
Y
3
2038-09-17
Fixed
2.37200000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K025, Class X3
3137AYCG4
3360000.00000000
PA
USD
36097.82000000
0.000351055737
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Variable
1.75164840
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2017-3, Class D
03065HAG3
438141.10000000
PA
USD
438718.79000000
0.004266594167
Long
ABS-O
CORP
US
N
2
2023-07-18
Fixed
3.18000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-1, Class D
80286NAG1
6475000.00000000
PA
USD
6370209.90000000
0.061951074413
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2021-SP1, Class A1
62955RAA3
5558196.91000000
PA
USD
5393708.74000000
0.052454480584
Long
ABS-MBS
CORP
US
Y
2
2061-08-25
Variable
1.66960080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class X3
3137FJKH1
8700453.00000000
PA
USD
1076747.18000000
0.010471498697
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Variable
2.21207760
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BW3
150000.00000000
PA
USD
156447.35000000
0.001521469711
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
Ukraine
6354001WLTJXOMEXPY07
Ukraine Government Bond
N/A
6900000.00000000
PA
USD
2760000.00000000
0.026841339306
Long
DBT
NUSS
UA
Y
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168AAB6
3100000.00000000
PA
USD
3107750.00000000
0.030223250808
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-117, Class SA
38381YRF3
7906725.13900000
PA
USD
1462272.91000000
0.014220783817
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Floating
5.93829000
N
N
N
N
N
N
Targa Resources Partners LP
N/A
Targa Resources Partners LP
87612BBQ4
605000.00000000
PA
USD
640574.00000000
0.006229660900
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
1330000.00000000
PA
USD
1276800.00000000
0.012417036966
Long
DBT
CORP
NL
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BA1
20000000.00000000
PA
USD
20525739.60000000
0.199615340987
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAB2
5285000.00000000
PA
USD
5106056.03000000
0.049657022616
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCX6
3280000.00000000
PA
USD
3373316.00000000
0.032805912806
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
17365000.00000000
PA
USD
17298104.98000000
0.168226197511
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
1750000.00000000
PA
USD
1657171.25000000
0.016116194134
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-40, Class FA
3136ASF68
18716.73000000
PA
USD
19033.01000000
0.000185098362
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
0.83685960
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2
20754LAB5
8792000.00000000
PA
USD
8601817.61000000
0.083653733740
Long
ABS-MBS
CORP
US
Y
3
2041-12-25
Floating
1.94866920
N
N
N
N
N
N
Republic of Armenia
5299000H77JSW90G7935
Republic of Armenia
042207AD2
984000.00000000
PA
USD
837814.50000000
0.008147849011
Long
DBT
NUSS
AM
Y
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AG6
1015000.00000000
PA
USD
1046536.05000000
0.010177691744
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874AC8
9090000.00000000
PA
USD
8753202.59000000
0.085125971282
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.65000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-115, Class SW
38381YVS0
11227344.00620000
PA
USD
1532092.34000000
0.014899786357
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Floating
5.93829000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-1CP, Class B
35635BAB0
1815000.00000000
PA
USD
1799893.21000000
0.017504182741
Long
ABS-O
CORP
US
Y
3
2028-03-20
Fixed
1.41000000
N
N
N
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266AH4
3020000.00000000
PA
USD
3073031.20000000
0.029885606209
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2019-WCM, Class G
12655HAS4
9590000.00000000
PA
USD
9316608.28000000
0.090605160880
Long
ABS-MBS
CORP
US
Y
3
2034-10-15
Floating
2.89113840
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
4375000.00000000
PA
USD
4387359.51000000
0.042667610604
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAA7
5400000.00000000
PA
USD
5752153.17000000
0.055940396732
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.17900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2020-N1A, Class D
14687PAG0
4200000.00000000
PA
USD
4268145.84000000
0.041508243008
Long
ABS-O
CORP
US
Y
2
2026-01-15
Fixed
3.43000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CK0
1773000.00000000
PA
USD
1790730.00000000
0.017415069397
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F030637
12900000.00000000
PA
USD
13029000.00000000
0.126708626749
Long
ABS-MBS
USGSE
US
N
2
2052-03-25
Fixed
3.00000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2020-A, Class B
00086CAB6
5000000.00000000
PA
USD
5073037.50000000
0.049335913352
Long
ABS-O
CORP
US
Y
2
2025-06-20
Fixed
12.50000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
7213000.00000000
PA
USD
7285130.00000000
0.070848784863
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6
92922FM21
82636.80000000
PA
USD
84721.66000000
0.000823928558
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
2.86756560
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4012, Class GS
3137AMNB9
5662608.95000000
PA
USD
1069938.64000000
0.010405284809
Long
ABS-MBS
USGSE
US
N
2
2042-03-15
Floating
6.30885960
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR2, Class C
00179VAC0
2852879.00000000
PA
USD
2674671.06000000
0.026011504875
Long
ABS-O
CORP
US
Y
3
2038-08-17
Fixed
1.87700000
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAD3
1839000.00000000
PA
USD
1837197.78000000
0.017866974270
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2019-2, Class B
30312JAB4
528598.92000000
PA
USD
528958.90000000
0.005144190331
Long
ABS-O
CORP
US
Y
3
2026-11-18
Fixed
3.19000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-139, Class SB
38381ALD6
8053667.52000000
PA
USD
1281233.80000000
0.012460156216
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Floating
5.98829040
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
22500000.00000000
PA
USD
20752904.25000000
0.201824545135
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
Toyota Industries Corp.
35380000WKGEAHEMW830
Toyota Industries Corp.
892330AD3
1695000.00000000
PA
USD
1695896.38000000
0.016492800784
Long
DBT
CORP
JP
Y
2
2022-03-12
Fixed
3.11000000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
1744000.00000000
PA
USD
1687320.00000000
0.016409394434
Long
DBT
CORP
IL
Y
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AF5
2925000.00000000
PA
USD
2875187.25000000
0.027961549473
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AT1
4000000.00000000
PA
USD
4072986.32000000
0.039610292683
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.45500000
N
N
N
N
N
N
United Auto Credit Securitization Trust
N/A
United Auto Credit Securitization Trust, Series 2020-1, Class C
90945BAE4
1869663.92000000
PA
USD
1872392.88000000
0.018209250944
Long
ABS-O
CORP
US
Y
2
2025-02-10
Fixed
2.15000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700AZ9
975000.00000000
PA
USD
969435.19000000
0.009427876402
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAL9
550000.00000000
PA
USD
554812.50000000
0.005395619769
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019579AA9
1770000.00000000
PA
USD
1680969.00000000
0.016347630178
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VDP2
370908.59000000
PA
USD
383370.01000000
0.003728320477
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.50000000
N
N
N
N
N
N
Mizuho Financial Group Cayman 3 Ltd.
549300AM6U7J7ZZI1G88
Mizuho Financial Group Cayman 3 Ltd.
60688UAB2
39190000.00000000
PA
USD
40784509.81000000
0.396634371836
Long
DBT
CORP
KY
Y
2
2024-03-27
Fixed
4.60000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
1950000.00000000
PA
USD
1715146.88000000
0.016680014263
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.00000040
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGK9
6000000.00000000
PA
USD
6011603.70000000
0.058463585032
Long
DBT
CORP
US
N
2
2023-04-24
Variable
2.88100080
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
7150000.00000000
PA
USD
7055576.74000000
0.068616351189
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800080
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF34, Class B
30304QAC6
2973623.05000000
PA
USD
2973621.56000000
0.028918835239
Long
ABS-MBS
USGSE
US
Y
2
2024-08-25
Floating
2.80685880
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
7852000.00000000
PA
USD
8227555.19000000
0.080013985695
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A
95003LAA8
6841887.38000000
PA
USD
6781857.34000000
0.065954396374
Long
ABS-MBS
CORP
US
Y
2
2040-02-15
Floating
1.34114040
N
N
N
N
N
N
Olin Corp.
549300GKK294V7W57P06
Olin Corp.
680665AL0
570000.00000000
PA
USD
594339.00000000
0.005780019841
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.62500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-4A, Class D
23343JAG1
10000000.00000000
PA
USD
10117457.00000000
0.098393513137
Long
ABS-O
CORP
US
Y
2
2025-07-15
Fixed
2.85000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
5465000.00000000
PA
USD
5581396.63000000
0.054279768388
Long
DBT
CORP
US
Y
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-1955.00000000
NC
USD
-2676917.02000000
-0.02603334711
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2022-06-21
-276510312.50000000
USD
-2676917.02000000
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
45000.00000000
PA
USD
46192.43000000
0.000449227060
Long
DBT
CORP
US
Y
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BF3
1445000.00000000
PA
USD
1421489.85000000
0.013824163545
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
4515000.00000000
PA
USD
4292407.34000000
0.041744189078
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF60, Class B
30308HAG3
1588527.22000000
PA
USD
1589991.68000000
0.015462864557
Long
ABS-MBS
USGSE
US
Y
2
2026-02-25
Floating
2.45685960
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132A9RT6
1631564.97000000
PA
USD
1684031.43000000
0.016377412686
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-B, Class A
52607HAA8
3919530.43000000
PA
USD
3891726.85000000
0.037847522054
Long
ABS-O
CORP
US
Y
2
2029-02-15
Fixed
1.11000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
1316000.00000000
PA
USD
1197560.00000000
0.011646418224
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta LLC, Series 2020-1, Class A1
12530MAA3
4887873.60000000
PA
USD
4726081.56000000
0.045961724182
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2019-3A, Class C
30167EAC9
549252.80000000
PA
USD
551109.99000000
0.005359612404
Long
ABS-O
CORP
US
Y
2
2024-05-15
Fixed
2.79000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CR1
235000.00000000
PA
USD
216061.35000000
0.002101223190
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
21520000.00000000
PA
USD
22877543.15000000
0.222486919635
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4466, Class NL
3137BHDY0
1494942.03000000
PA
USD
1525540.35000000
0.014836067449
Long
ABS-MBS
USGSE
US
N
2
2043-12-15
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2014-3, Class AM
3136AH2P4
398071.39000000
PA
USD
400653.48000000
0.003896404348
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
2.50000000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AC8
2155000.00000000
PA
USD
2214262.50000000
0.021533975027
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
2480000.00000000
PA
USD
2357736.00000000
0.022929272453
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-2, Class D
025291AD7
8400000.00000000
PA
USD
8215761.96000000
0.079899295083
Long
ABS-O
CORP
US
Y
2
2027-07-13
Fixed
1.34000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
2865000.00000000
PA
USD
2715167.15000000
0.026405334328
Long
DBT
CORP
CH
Y
2
2027-01-30
Variable
1.36400040
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBF7
1250000.00000000
PA
USD
1138412.50000000
0.011071201515
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
3.12500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2021-1, Class E
02528BAJ3
8040000.00000000
PA
USD
7870484.64000000
0.076541430699
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
2.29000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAV3
995000.00000000
PA
USD
954672.65000000
0.009284308886
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBA5
1375000.00000000
PA
USD
1393610.63000000
0.013553034703
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K027, Class X1
3137B1UH3
10046637.31000000
PA
USD
47188.05000000
0.000458909587
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Variable
0.71248320
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AL0
75000.00000000
PA
USD
75592.37000000
0.000735145091
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.65000000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BW0
2005000.00000000
PA
USD
2010012.50000000
0.019547618667
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.87500000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
4829000.00000000
PA
USD
5354726.37000000
0.052075372243
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC06, Class B
30312MAL5
7600000.00000000
PA
USD
7105759.08000000
0.069104380615
Long
ABS-MBS
USGSE
US
Y
2
2026-09-25
Variable
3.82065480
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
2656000.00000000
PA
USD
2702612.80000000
0.026283241731
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Stratus CLO Ltd.
N/A
Stratus CLO Ltd., Series 2021-1A, Class A
863162AA1
10000000.00000000
PA
USD
9988200.00000000
0.097136472921
Long
ABS-CBDO
CORP
KY
Y
2
2029-12-29
Floating
0.89056080
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust, Series 2017-1A, Class E
74113YAG9
1000000.00000000
PA
USD
1000593.80000000
0.009730897715
Long
ABS-O
CORP
US
Y
2
2024-05-15
Fixed
4.89000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAE3
9415000.00000000
PA
USD
9474825.26000000
0.092143840462
Long
DBT
CORP
CH
Y
2
2023-08-15
Variable
2.85900120
N
N
N
N
N
N
First Student Bidco, Inc.
2549006DRO2F06AA1391
First Student Bidco, Inc., 1st Lien Term Loan C
33718FAB6
667279.41000000
PA
USD
657477.08000000
0.006394045431
Long
LON
CORP
US
N
2
2028-07-21
Variable
3.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
1360698A2
15825000.00000000
PA
USD
15884171.10000000
0.154475516703
Long
DBT
CORP
CA
N
2
2023-07-22
Variable
2.60600040
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAS2
250000.00000000
PA
USD
262500.00000000
0.002552844771
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.37500000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAV8
1200000.00000000
PA
USD
1308510.00000000
0.012725420614
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
68205LAA1
300000.00000000
PA
USD
303750.00000000
0.002954006092
Long
DBT
NUSS
OM
Y
2
2025-02-01
Fixed
4.87500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2020-1A, Class A1
69701EAA4
624851.23000000
PA
USD
624701.27000000
0.006075296649
Long
ABS-CBDO
CORP
KY
Y
2
2028-02-20
Floating
1.27956960
N
N
N
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089QAC9
3150000.00000000
PA
USD
2817706.50000000
0.027402542113
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class D
80286JAD7
2390000.00000000
PA
USD
2427051.93000000
0.023603378394
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
3.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3820, Class GJ
3137A85H7
30979.17000000
PA
USD
31362.13000000
0.000305000569
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Fixed
3.50000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series W
156700AX4
245000.00000000
PA
USD
256000.50000000
0.002489636334
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.75000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
5410000.00000000
PA
USD
5440440.93000000
0.052908956876
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-D, Class D
12658VAD3
15550000.00000000
PA
USD
15145079.56000000
0.147287760615
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
2.31000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
12055000.00000000
PA
USD
11388061.10000000
0.110750294214
Long
DBT
CORP
NL
Y
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class A
12327FAA5
3449687.75000000
PA
USD
3438287.22000000
0.033437765907
Long
ABS-O
CORP
US
Y
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
13285000.00000000
PA
USD
12962248.10000000
0.126059456315
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867AW1
9819000.00000000
PA
USD
10823977.69000000
0.105264513705
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AA1
1215000.00000000
PA
USD
1150605.00000000
0.011189775077
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C
61765LAY6
2060000.00000000
PA
USD
2053758.61000000
0.019973054965
Long
ABS-MBS
CORP
US
N
3
2048-05-15
Variable
4.34241720
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAD9
456000.00000000
PA
USD
401633.40000000
0.003905934190
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2E0
5165000.00000000
PA
USD
5196454.64000000
0.050536160211
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
882000.00000000
PA
USD
836797.50000000
0.008137958561
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AV4
2720000.00000000
PA
USD
2603543.20000000
0.025319777692
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Lendingpoint Asset Securitization Trust
N/A
Lendingpoint Asset Securitization Trust, Series 2021-A, Class B
52607FAB0
4708000.00000000
PA
USD
4631177.68000000
0.045038772282
Long
ABS-O
CORP
US
Y
3
2028-12-15
Fixed
1.46000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-2, Class A
91680FAA0
2410955.20000000
PA
USD
2394272.84000000
0.023284597714
Long
ABS-O
CORP
US
Y
2
2031-06-20
Fixed
0.91000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDB4
220310000.00000000
PA
USD
214819460.62000000
2.089145663838
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.62500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2019-PRM, Class E
29429JAL4
1000000.00000000
PA
USD
997006.70000000
0.009696012726
Long
ABS-MBS
CORP
US
Y
3
2036-05-10
Variable
4.73079960
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBZ5
200000.00000000
PA
USD
199750.00000000
0.001942593306
Long
DBT
CORP
US
Y
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
5395000.00000000
PA
USD
5578214.20000000
0.054248818865
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3138EQH70
4681208.60000000
PA
USD
5079074.96000000
0.049394628393
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAM0
4505000.00000000
PA
USD
4526285.00000000
0.044018678073
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2
20754HAE8
44435.88000000
PA
USD
44450.50000000
0.000432286577
Long
ABS-MBS
CORP
US
Y
3
2039-07-25
Floating
2.18685960
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
N/A
1557.00000000
NS
USD
15.57000000
0.000000151420
Long
CORP
LU
N
3
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
4000000.00000000
PA
USD
4097032.12000000
0.039844141044
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
3.80300040
N
N
N
N
N
N
FREMF Mortgage Trust
5493006K1SVL1T3TGV36
FREMF Mortgage Trust, Series 2013-K34, Class B
30291RAA3
1000000.00000000
PA
USD
1020784.60000000
0.009927255727
Long
ABS-MBS
USGSE
US
Y
2
2046-09-25
Variable
3.72803760
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust, Series 2021-1, Class A
75907VAA5
5728000.00000000
PA
USD
5559834.51000000
0.054070074120
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2021-SFR1, Class E2
89614YAF3
1250000.00000000
PA
USD
1181294.38000000
0.011488233070
Long
ABS-O
CORP
US
Y
3
2038-07-17
Fixed
2.89400000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class C
25273CAC4
778415.95000000
PA
USD
772757.96000000
0.007515166161
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C15, Class C
61763KBF0
300000.00000000
PA
USD
307163.07000000
0.002987198617
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.89733560
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
2084000.00000000
PA
USD
2113467.76000000
0.020553733789
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Georgian Railway JSC
2138005UZV4ZT2B2ZO19
Georgian Railway JSC
37363BAB4
4449000.00000000
PA
USD
4048590.00000000
0.039373035472
Long
DBT
CORP
GE
Y
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAL5
1000000.00000000
PA
USD
988750.00000000
0.009615715304
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust, Series 2021-1A, Class A
88339VAA6
4389142.27000000
PA
USD
4354430.74000000
0.042347374268
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
1.21000000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
06279JAB5
18735000.00000000
PA
USD
17621279.19000000
0.171369106433
Long
DBT
CORP
IE
Y
2
2027-09-30
Variable
2.02899960
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
1468000.00000000
PA
USD
1299180.00000000
0.012634685217
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2017-C07, Class 2M2
30711XWX8
4011104.73000000
PA
USD
4056088.47000000
0.039445959015
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Floating
2.68686000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
1041000.00000000
PA
USD
1044903.75000000
0.010161817426
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4048, Class CA
3137AQTX6
148488.08000000
PA
USD
148087.96000000
0.001440173616
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
2.00000000
N
N
N
N
N
N
Republic of Iraq
N/A
Republic of Iraq
N/A
5900000.00000000
PA
USD
5855012.50000000
0.056940716361
Long
DBT
NUSS
IQ
Y
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2012-K21, Class B
30290TAN2
530000.00000000
PA
USD
532134.89000000
0.005175077224
Long
ABS-MBS
USGSE
US
Y
2
2045-07-25
Variable
3.91743360
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BM0
5130000.00000000
PA
USD
5171393.71000000
0.050292439586
Long
DBT
CORP
GB
N
2
2023-11-22
Variable
3.03300000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAG7
18840000.00000000
PA
USD
18721406.34000000
0.182067978214
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
N/A
4000000.00000000
PA
USD
4000000.00000000
0.038900491748
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust, Series 2015-GC30, Class C
36250GAW5
3695000.00000000
PA
USD
3705368.54000000
0.036035164579
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Variable
4.07255760
N
N
N
N
N
N
Indiana Michigan Power Co.
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co., Series J
454889AP1
20000.00000000
PA
USD
20241.60000000
0.000196852048
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-4, Class E
02529RAJ7
3340000.00000000
PA
USD
3396062.90000000
0.033027129205
Long
ABS-O
CORP
US
Y
2
2025-12-12
Fixed
3.85000000
N
N
N
N
N
N
NMEF Funding LLC
N/A
NMEF Funding LLC, Series 2021-A, Class B
62919TAC0
2416000.00000000
PA
USD
2358029.53000000
0.022932127068
Long
ABS-O
CORP
US
Y
3
2027-12-15
Fixed
1.85000000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
2406000.00000000
PA
USD
2333820.00000000
0.022696686413
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAQ8
75000.00000000
PA
USD
75374.76000000
0.000733028807
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAK0
2784000.00000000
PA
USD
2832720.00000000
0.027548550246
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
N/A
5200000.00000000
PA
USD
4966000.00000000
0.048294960506
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019576AA5
1855000.00000000
PA
USD
1900076.50000000
0.018478477552
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4239, Class LD
3137B4A71
83973.52000000
PA
USD
86059.86000000
0.000836942718
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Fixed
3.00000000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
230000.00000000
PA
USD
241914.00000000
0.002352643390
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
B2W Digital Lux SARL
222100KMO43GQ28M6N31
B2W Digital Lux SARL
N/A
4300000.00000000
PA
USD
3708750.00000000
0.036068049693
Long
DBT
CORP
LU
Y
2
2030-12-20
Fixed
4.37500000
N
N
N
N
N
N
NBN Co. Ltd.
2549007CRZ2NT7S96A24
NBN Co. Ltd.
62878U2A9
15335000.00000000
PA
USD
14619283.04000000
0.142174324818
Long
DBT
NUSS
AU
Y
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K092, Class X3
3137FLYY4
39434258.00000000
PA
USD
5414256.59000000
0.052654310951
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
2.24645760
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AG6
3796000.00000000
PA
USD
4000756.24000000
0.038907846275
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust, Series 2019-A, Class A
80286JAA3
14400000.00000000
PA
USD
14556778.56000000
0.141566461065
Long
ABS-O
CORP
US
Y
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
N/A
6380000.00000000
PA
USD
3843152.50000000
0.037375130529
Long
DBT
NUSS
SV
Y
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
6355000.00000000
PA
USD
6073171.76000000
0.059062341984
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72599840
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
2265000.00000000
PA
USD
2289224.18000000
0.022262986581
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
14215000.00000000
PA
USD
13291466.23000000
0.129261143102
Long
DBT
CORP
FR
Y
2
2027-06-09
Variable
1.79200080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-134, Class SD
38380GG24
1014210.70000000
PA
USD
162588.12000000
0.001581189455
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
6.03829080
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
31035000.00000000
PA
USD
32104341.96000000
0.312218672379
Long
DBT
CORP
FR
Y
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K028, Class X3
3137B2HQ6
145000000.00000000
PA
USD
2580898.50000000
0.025099555201
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Variable
1.66137120
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust, Series 2021-AA, Class D
80282YAG1
1500000.00000000
PA
USD
1455050.70000000
0.014150546937
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
1.57000000
N
N
N
N
N
N
VOLT CIII LLC
N/A
VOLT CIII LLC, Series 2021-CF1, Class A1
92873JAA7
13425484.03000000
PA
USD
13202231.66000000
0.128393325939
Long
ABS-O
CORP
US
Y
3
2051-08-25
Variable
1.99180080
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C
46644YBB5
3360000.00000000
PA
USD
3396796.37000000
0.033034262290
Long
ABS-MBS
CORP
US
N
3
2048-08-15
Variable
4.62067200
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2012-2RA, Class A1
12551PAA0
511999.51000000
PA
USD
511595.54000000
0.004975329520
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-20
Floating
1.05400080
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A
58940BAA4
9630000.00000000
PA
USD
9529750.74000000
0.092677997507
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
Six Flags Theme Parks, Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
1150000.00000000
PA
USD
1201100.25000000
0.011680847591
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
5443000.00000000
PA
USD
5249901.03000000
0.051055932925
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
6110000.00000000
PA
USD
5746550.87000000
0.055885913675
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.40000000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BZ9
1355000.00000000
PA
USD
1345515.00000000
0.013085298788
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc.
397624AH0
3705000.00000000
PA
USD
3825412.50000000
0.037202606848
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
6.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-4, Class D
26209AAG6
5000000.00000000
PA
USD
5044968.00000000
0.049062934014
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.70000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-14, Class DA
3136AVWD7
408636.16000000
PA
USD
415476.85000000
0.004040563443
Long
ABS-MBS
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
4330000.00000000
PA
USD
4096115.05000000
0.039835222426
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
549300GXRBLOE2KMGY86
Bain Capital Credit CLO Ltd., Series 2016-2A, Class ARR
056828AS5
9550972.86000000
PA
USD
9530237.70000000
0.092682733253
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
1.21128840
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A
55316VAA2
10000000.00000000
PA
USD
9856126.00000000
0.095852037034
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
0.99210240
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040QAG9
2325000.00000000
PA
USD
2388127.07000000
0.023224829345
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3
3137FCJN5
16536735.00000000
PA
USD
1699632.39000000
0.016529133940
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
2.03877720
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust, Series 2021-1A, Class B
58940BAB2
2000000.00000000
PA
USD
1984851.20000000
0.019302921932
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
2.33000000
N
N
N
N
N
N
PFP Ltd.
N/A
PFP Ltd., Series 2021-7, Class C
69290LAG2
3333333.66000000
PA
USD
3288233.66000000
0.031978476589
Long
ABS-MBS
CORP
KY
Y
3
2038-04-14
Floating
1.77571080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416WTV4
6460784.22000000
PA
USD
6960016.96000000
0.067687020581
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHC6
9280000.00000000
PA
USD
9362474.79000000
0.091051218329
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00399840
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAH1
5005000.00000000
PA
USD
5051015.82000000
0.049121749807
Long
DBT
CORP
AU
Y
2
2023-11-28
Variable
3.18899880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K059, Class X3
3137BSRH8
5700000.00000000
PA
USD
449789.85000000
0.004374261587
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Variable
1.91630520
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MX6
9185000.00000000
PA
USD
8921711.15000000
0.086764737744
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.98100000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K62, Class C
302949AS1
5144645.00000000
PA
USD
5237918.96000000
0.050939405821
Long
ABS-MBS
USGSE
US
Y
2
2050-01-25
Variable
3.87892800
N
N
N
N
N
N
Pretium Mortgage Credit Partners I LLC
N/A
Pretium Mortgage Credit Partners I LLC, Series 2021-NPL4, Class A1
741391AB2
11880879.13000000
PA
USD
11595189.13000000
0.112764639769
Long
ABS-O
CORP
US
Y
3
2060-10-27
Variable
2.36329920
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BJ9
8555000.00000000
PA
USD
8813321.13000000
0.085710631474
Long
DBT
CORP
GB
N
2
2024-06-25
Variable
4.51900080
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281AAS8
3020000.00000000
PA
USD
3065300.00000000
0.029810419339
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class D
80287EAF2
24000000.00000000
PA
USD
23341236.00000000
0.226996389606
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.33000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BF8
2212000.00000000
PA
USD
2214212.00000000
0.021533483909
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.75000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
1060000.00000000
PA
USD
1060948.70000000
0.010317856537
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAK4
2415000.00000000
PA
USD
2428199.52000000
0.023614538848
Long
DBT
CORP
US
Y
2
2022-07-22
Fixed
2.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDM0
89920000.00000000
PA
USD
88483387.72000000
0.860511823479
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
2600000.00000000
PA
USD
2580500.00000000
0.025095679739
Long
DBT
NUSS
EG
Y
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class E
55348UAS7
7500000.00000000
PA
USD
7103831.25000000
0.069085632231
Long
ABS-MBS
CORP
US
Y
3
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAA5
3280000.00000000
PA
USD
3353800.00000000
0.032616117306
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
N/A
JPMorgan Prime Money Market Fund, Class IM
46637K844
1202832989.75000000
NS
USD
1203193839.65000000
11.70120800790
Long
STIV
RF
US
N
1
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAD7
1430000.00000000
PA
USD
1419275.00000000
0.013802623856
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAL5
2322000.00000000
PA
USD
2182680.00000000
0.021226831332
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
70000.00000000
PA
USD
71180.20000000
0.000692236195
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
1377000.00000000
PA
USD
1285773.75000000
0.012504307788
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WVW5
21841016.66000000
PA
USD
22574809.73000000
0.219542799908
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAC9
155000.00000000
PA
USD
157238.33000000
0.001529162089
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-4, Class C
26209AAF8
1181030.61000000
PA
USD
1185555.49000000
0.011529672889
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.51000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAH4
700000.00000000
PA
USD
700000.00000000
0.006807586056
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBC0
1450000.00000000
PA
USD
1495312.50000000
0.014542097892
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Carlyle Global Market Strategies CLO Ltd.
N/A
Carlyle Global Market Strategies CLO Ltd., Series 2015-1A, Class AR3
14311DBN5
6407000.00000000
PA
USD
6382852.02000000
0.062074020584
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
1.23400080
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2022-A, Class D
12659WAG3
11479000.00000000
PA
USD
11236184.71000000
0.109273277650
Long
ABS-O
CORP
US
Y
2
2029-04-16
Fixed
2.84000000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AD5
440000.00000000
PA
USD
466400.00000000
0.004535797337
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
2870000.00000000
PA
USD
2834125.00000000
0.027562214044
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR6, Class C
74333HAE5
6250000.00000000
PA
USD
5868406.25000000
0.057070972226
Long
ABS-O
CORP
US
Y
3
2038-07-17
Fixed
1.85500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
2730000.00000000
PA
USD
2725717.09000000
0.026507933792
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300040
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
830000.00000000
PA
USD
773037.10000000
0.007517880832
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
1000000.00000000
PA
USD
997500.00000000
0.009700810129
Long
DBT
NUSS
OM
Y
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AT6
372000.00000000
PA
USD
369924.24000000
0.003597558711
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Nielsen Finance LLC
N/A
Nielsen Finance LLC
65409QBD3
4860000.00000000
PA
USD
4696485.30000000
0.045673896915
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PBB5
1810000.00000000
PA
USD
1716441.10000000
0.016692600712
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
9200000.00000000
PA
USD
8740000.00000000
0.084997574471
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST7, Class A
91683KAA6
5920016.01000000
PA
USD
5804983.59000000
0.056454179061
Long
ABS-O
CORP
US
Y
2
2029-09-20
Fixed
1.85000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
2045000.00000000
PA
USD
2190808.50000000
0.021305881994
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1516, Class X1
3137FUZK3
34859754.35000000
PA
USD
5507363.61000000
0.053559788167
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Variable
1.51157520
N
N
N
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AM7
468000.00000000
PA
USD
454112.10000000
0.004416295999
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
449934AD0
1050000.00000000
PA
USD
1071609.00000000
0.010421529265
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X3
3137FWGA2
21272896.00000000
PA
USD
4353449.24000000
0.042337829059
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Variable
2.95831800
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
3855000.00000000
PA
USD
3883623.38000000
0.037768714812
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3138WKX34
114195.42000000
PA
USD
118718.11000000
0.001154548214
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AM5
2579000.00000000
PA
USD
2421784.16000000
0.023552148683
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAX2
2110000.00000000
PA
USD
2127429.55000000
0.020689513914
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
AmeriGas Partners LP
N/A
AmeriGas Partners LP
030981AH7
580000.00000000
PA
USD
591600.00000000
0.005753382729
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
7750000.00000000
PA
USD
7649540.39000000
0.074392720706
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800080
N
N
N
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
1195000.00000000
PA
USD
1184245.00000000
0.011516928212
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2016-C1, Class D
17290YAA6
6116000.00000000
PA
USD
5919814.01000000
0.057570919012
Long
ABS-MBS
CORP
US
Y
3
2049-05-10
Variable
4.94359920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418ATC2
189410.86000000
PA
USD
195619.90000000
0.001902427576
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
LCM XXIV Ltd.
N/A
LCM Ltd., Series 24A, Class AR
50188YAE4
8359000.00000000
PA
USD
8348400.79000000
0.081189224011
Long
ABS-CBDO
CORP
KY
Y
2
2030-03-20
Floating
1.23400080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4839, Class WS
3137FJK99
14702585.75000000
PA
USD
3109951.22000000
0.030244657943
Long
ABS-MBS
USGSE
US
N
2
2056-08-15
Floating
5.90886000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust, Series 2021-AA, Class A
56848DAA7
6885000.00000000
PA
USD
6607333.46000000
0.064257130185
Long
ABS-O
CORP
US
Y
2
2036-03-20
Fixed
1.86000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
8758.00000000
NC
USD
4002968.03000000
0.038929356205
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2022-06-30
1883859480.00000000
USD
4002968.03000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3966, Class AG
3137AJWF7
157142.51000000
PA
USD
157588.79000000
0.001532570356
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3
3137FL6H2
10500000.00000000
PA
USD
1493174.55000000
0.014521306065
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
2.34650160
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
6337771.69000000
PA
USD
6222679.02000000
0.060516318468
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Midas OpCo Holdings LLC
N/A
Midas OpCo Holdings LLC
59565JAA9
3530000.00000000
PA
USD
3459400.00000000
0.033643090289
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
16929000.00000000
PA
USD
16167112.56000000
0.157227157185
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
2000000.00000000
PA
USD
1995000.00000000
0.019401620259
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Gerdau Trade, Inc.
5493008RWEW71JB0LO29
Gerdau Trade, Inc.
N/A
2000000.00000000
PA
USD
2092000.00000000
0.020344957184
Long
DBT
CORP
VG
Y
2
2027-10-24
Fixed
4.87500000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAQ7
2573000.00000000
PA
USD
2470080.00000000
0.024021831664
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class A3
17328BAC8
210393.52000000
PA
USD
209994.21000000
0.002042219508
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
3.03000120
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCD5
5940000.00000000
PA
USD
5989998.47000000
0.058253471514
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBD2
2235000.00000000
PA
USD
2115092.25000000
0.020569532154
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
Graham Packaging Co., Inc.
N/A
Graham Packaging Co., Inc.
384701AA6
1700000.00000000
PA
USD
1636250.00000000
0.015912732406
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
3006000.00000000
PA
USD
3116921.40000000
0.030312443800
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
13295000.00000000
PA
USD
13868194.65000000
0.134869897888
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29199920
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDS7
28410000.00000000
PA
USD
28008264.99000000
0.272383820286
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.12500000
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAB2
2000000.00000000
PA
USD
1917500.00000000
0.018647923232
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.62500000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-1, Class E
02528CAJ1
5500000.00000000
PA
USD
5649091.80000000
0.054938112238
Long
ABS-O
CORP
US
Y
2
2025-04-14
Fixed
4.84000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568AY6
100000.00000000
PA
USD
100778.08000000
0.000980079217
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DY8
413000.00000000
PA
USD
467276.46000000
0.004544321019
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AJ5
1520000.00000000
PA
USD
1426900.00000000
0.013876777919
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
1915000.00000000
PA
USD
1939952.45000000
0.018866276068
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
4495000.00000000
PA
USD
4857974.40000000
0.047244398265
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-72.00000000
NC
USD
-159580.27000000
-0.00155193774
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2022-06-21
-13432500.00000000
USD
-159580.27000000
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust, Series 2021-1A, Class A
52607BAA1
12451211.93000000
PA
USD
12336934.71000000
0.119978206723
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.46000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
4618000.00000000
PA
USD
4096454.63000000
0.039838524883
Long
DBT
NUSS
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust
549300SZQW4U3UN4A157
SG Commercial Mortgage Securities Trust, Series 2016-C5, Class B
78419CAK0
275000.00000000
PA
USD
271901.16000000
0.002644272207
Long
ABS-MBS
CORP
US
N
3
2048-10-10
Fixed
3.93300000
N
N
N
N
N
N
Graham Packaging Co., Inc.
N/A
Graham Packaging Co., Inc., 1st Lien Term Loan
38469EAD5
1215391.96000000
PA
USD
1202059.11000000
0.011690172622
Long
LON
CORP
US
N
2
2027-08-04
Variable
3.75000000
N
N
N
N
N
N
VOLT C LLC
N/A
VOLT C LLC, Series 2021-NPL9, Class A1
91835DAA9
5103279.91000000
PA
USD
4971100.88000000
0.048344567191
Long
ABS-O
CORP
US
Y
2
2051-05-25
Variable
1.99180080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K068, Class X1
3137FBBZ8
240699795.86360000
PA
USD
5167583.92000000
0.050255388910
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
0.42891120
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
8175000.00000000
PA
USD
8108745.47000000
0.078858546562
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAB4
580000.00000000
PA
USD
599902.70000000
0.005834127507
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AA7
13900000.00000000
PA
USD
13936192.40000000
0.135531184366
Long
DBT
CORP
IT
Y
2
2022-04-12
Fixed
3.75000000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAP2
1553000.00000000
PA
USD
1490748.00000000
0.014497707568
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BV5
15615000.00000000
PA
USD
15326048.48000000
0.149047705609
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.84800160
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241AA1
1212000.00000000
PA
USD
1053749.16000000
0.010247840125
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAK1
15134000.00000000
PA
USD
17253743.71000000
0.167794778707
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR26, Class B
12593QBH2
2550000.00000000
PA
USD
2635767.47000000
0.025633162679
Long
ABS-MBS
CORP
US
N
3
2048-10-10
Variable
4.47819840
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
3275000.00000000
PA
USD
3156281.25000000
0.030695223180
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859WAE9
17858000.00000000
PA
USD
18539632.72000000
0.180300207413
Long
DBT
CORP
GB
Y
2
2026-09-14
Fixed
4.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-LC21, Class D
12593FBJ2
1000000.00000000
PA
USD
960362.40000000
0.009339642404
Long
ABS-MBS
CORP
US
N
3
2048-07-10
Variable
4.33375560
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AD2
1700000.00000000
PA
USD
1653250.00000000
0.016078059495
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4954, Class SB
3137FR2Z3
9776563.16000000
PA
USD
1935273.61000000
0.018820773774
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
5.86314000
N
N
N
N
N
N
Alpek SAB de CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
N/A
4100000.00000000
PA
USD
4071300.00000000
0.039593893014
Long
DBT
CORP
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
LendingPoint Asset Securitization Trust
N/A
LendingPoint Asset Securitization Trust, Series 2020-REV1, Class B
52606YAB0
10356000.00000000
PA
USD
10446036.10000000
0.101588985279
Long
ABS-O
CORP
US
Y
3
2028-10-15
Fixed
4.49400000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAF9
12700000.00000000
PA
USD
12547204.40000000
0.122023105308
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
2102000.00000000
PA
USD
2070470.00000000
0.020135575287
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR21, Class D
12592RAL3
4000000.00000000
PA
USD
3375378.80000000
0.032825973789
Long
ABS-MBS
CORP
US
Y
3
2047-12-10
Variable
3.92077440
N
N
N
N
N
N
Apidos CLO XXXI
549300IG6PHVJ3WBR394
Apidos CLO, Series 2019-31A, Class A1R
03767VAG3
10908000.00000000
PA
USD
10879693.74000000
0.105806359140
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
1.34129160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4630, Class MA
3137BSY98
12433352.34000000
PA
USD
12809033.54000000
0.124569425883
Long
ABS-MBS
USGSE
US
N
2
2055-01-15
Fixed
4.00000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAJ0
17400000.00000000
PA
USD
16541329.14000000
0.160866459431
Long
DBT
CORP
ES
N
2
2025-09-18
Fixed
1.12500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAL2
7640000.00000000
PA
USD
7851879.66000000
0.076360494981
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.25000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
1508000.00000000
PA
USD
1557010.00000000
0.015142113664
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAK0
1965000.00000000
PA
USD
1945350.00000000
0.018918767905
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AB1
1000000.00000000
PA
USD
1024600.00000000
0.009964360961
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
1640000.00000000
PA
USD
1715259.60000000
0.016681110479
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
5250000.00000000
PA
USD
5054662.25000000
0.049157211787
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900040
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K726, Class C
35708TAU1
2300000.00000000
PA
USD
2341713.26000000
0.022773449337
Long
ABS-MBS
USGSE
US
Y
2
2049-07-25
Variable
3.99937320
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAC5
1250000.00000000
PA
USD
1274800.00000000
0.012397586720
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.62500000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAK1
9760000.00000000
PA
USD
10129705.68000000
0.098512633055
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4925, Class SA
3137FPCA1
5449553.12000000
PA
USD
978991.51000000
0.009520812789
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Floating
5.86314000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-46, Class LB
3136AWU21
289842.70000000
PA
USD
296993.38000000
0.002888297132
Long
ABS-MBS
USGSE
US
N
2
2052-12-25
Fixed
3.50000000
N
N
N
N
N
N
Sydney Airport Finance Co. Pty. Ltd.
549300MJAANHLHOVTO40
Sydney Airport Finance Co. Pty. Ltd.
87124VAE9
7105000.00000000
PA
USD
7273694.37000000
0.070737571956
Long
DBT
CORP
AU
Y
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-5, Class B
91679JAB3
13000000.00000000
PA
USD
12542557.30000000
0.121977911689
Long
ABS-O
CORP
US
Y
3
2031-11-20
Fixed
2.49000000
N
N
N
N
N
N
Tunisian Republic
N/A
Tunisian Republic
N/A
1933000.00000000
PA
USD
1415922.50000000
0.013770020382
Long
DBT
NUSS
TN
Y
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
164000.00000000
PA
USD
181170.80000000
0.001761908302
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AB2
1446000.00000000
PA
USD
1456845.00000000
0.014167996725
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAH4
2285000.00000000
PA
USD
2399250.00000000
0.023333001207
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust, Series 2020-GSA2, Class XA
36264KAX8
39779303.71200000
PA
USD
4615970.51000000
0.044890880684
Long
ABS-MBS
CORP
US
Y
2
2053-12-12
Variable
1.73404080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-49, Class JD
3136AXJS5
916705.84000000
PA
USD
928577.09000000
0.009030526356
Long
ABS-MBS
USGSE
US
N
2
2053-07-25
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class D
61690GAT8
1627214.00000000
PA
USD
1630930.88000000
0.015861003310
Long
ABS-MBS
CORP
US
Y
3
2047-02-15
Variable
5.04926640
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXL3
15000000.00000000
PA
USD
14876389.05000000
0.144674712373
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.62699848
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2019-4, Class C
33845FAE6
2480000.00000000
PA
USD
2495925.07000000
0.024273178147
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.77000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K729, Class C
30306HAU4
3000000.00000000
PA
USD
3033981.60000000
0.029505844049
Long
ABS-MBS
USGSE
US
Y
2
2049-11-25
Variable
3.67305120
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-J2, Class 3A8
12669GV73
579941.76000000
PA
USD
438848.08000000
0.004267851528
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Q36
188355000.00000000
PA
USD
188214387.34000000
1.830408055436
Long
STIV
UST
US
N
2
2022-05-26
None
0.00000000
N
N
N
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498AM3
1162000.00000000
PA
USD
1210745.90000000
0.011774652723
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCA1
2405000.00000000
PA
USD
2481529.87000000
0.024133183058
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4505, Class SA
3137BKWZ9
4530469.32000000
PA
USD
814221.38000000
0.007918403018
Long
ABS-MBS
USGSE
US
N
2
2045-08-15
Floating
5.95886040
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AJ0
1175000.00000000
PA
USD
1276179.25000000
0.012411000096
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
4755000.00000000
PA
USD
4558856.25000000
0.044335437484
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
5710000.00000000
PA
USD
5744512.32000000
0.055866088526
Long
DBT
CORP
US
Y
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAK9
12345000.00000000
PA
USD
12352048.62000000
0.120125191356
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
2.85800040
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class A
69546RAA4
5268073.34000000
PA
USD
5199897.10000000
0.050569638558
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.15000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2019-5, Class A3
03464KAC2
1052148.30000000
PA
USD
1048232.10000000
0.010194186039
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
2.92100040
N
N
N
N
N
N
LendingPoint Pass-Through Trust
N/A
LendingPoint Pass-Through Trust, Series 2022-ST1, Class A
52607NAA5
3033000.00000000
PA
USD
3011039.56000000
0.029282729889
Long
ABS-O
CORP
US
Y
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-163, Class PA
38380KMP7
6961028.98000000
PA
USD
7104083.69000000
0.069088087241
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDV0
24835000.00000000
PA
USD
24566277.60000000
0.238910069770
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C
82652QAC5
907585.92000000
PA
USD
890933.53000000
0.008664438108
Long
ABS-O
CORP
US
Y
3
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
9068000.00000000
PA
USD
9184877.54000000
0.089324063239
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3138ETBX3
3710553.48000000
PA
USD
3829944.47000000
0.037246680813
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
3.00000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAK4
2330000.00000000
PA
USD
2172725.00000000
0.021130017733
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class B
29425AAG8
3500000.00000000
PA
USD
3580723.30000000
0.034822974296
Long
ABS-MBS
CORP
US
N
3
2058-09-10
Variable
4.57466040
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABG2
2425000.00000000
PA
USD
2354177.88000000
0.022894669299
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AK7
665000.00000000
PA
USD
673136.28000000
0.006546333076
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
1220000.00000000
PA
USD
1219182.60000000
0.011856700667
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
EP Energy Corp.
549300Z6HPQS1H5IYQ07
EP Energy Corp.
268785201
1595.00000000
NS
USD
150727.50000000
0.001465843467
Long
EC
CORP
US
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C17, Class C
61763UBE1
5410714.00000000
PA
USD
5432544.61000000
0.052832164194
Long
ABS-MBS
CORP
US
N
3
2047-08-15
Variable
4.48412400
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
3669000.00000000
PA
USD
3687345.00000000
0.035859883436
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS3, Class A1
52474XAA3
9894328.12000000
PA
USD
9635931.80000000
0.093710621369
Long
ABS-MBS
CORP
US
Y
2
2061-07-25
Variable
1.74999960
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
1631000.00000000
PA
USD
1520907.50000000
0.014791012413
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust, Series 2019-MH1, Class A
14732FAA0
3973220.77200000
PA
USD
4050172.13000000
0.039388421881
Long
ABS-O
CORP
US
Y
2
2044-11-25
Variable
3.99999960
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
14980000.00000000
PA
USD
14440534.85000000
0.140435976695
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K097, Class X3
3137FNX88
20476699.00000000
PA
USD
2633477.54000000
0.025610892828
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Variable
2.01702960
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZX4
1275000.00000000
PA
USD
1293803.70000000
0.012582400039
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCN8
560000.00000000
PA
USD
582400.00000000
0.005663911598
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAC4
1620000.00000000
PA
USD
1571400.00000000
0.015282058183
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AC1
4455000.00000000
PA
USD
4566375.00000000
0.044408558252
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAM9
761000.00000000
PA
USD
790899.69000000
0.007691596716
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
N/A
MGM Growth Properties Operating Partnership LP
55303XAK1
820000.00000000
PA
USD
844600.01000000
0.008213838930
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
KREF Ltd.
54930083ELM2GCMVTQ91
KREF Ltd., Series 2021-FL2, Class AS
48275RAC1
7500000.00000000
PA
USD
7331392.50000000
0.071298693363
Long
ABS-CBDO
CORP
KY
Y
3
2039-02-15
Floating
1.41971040
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132CWBJ2
3253628.66000000
PA
USD
3367753.75000000
0.032751819241
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3036, Class NE
31396AXW9
109888.10000000
PA
USD
120619.15000000
0.001173036062
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418AVV7
119885.58000000
PA
USD
123202.59000000
0.001198160333
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAY1
13830000.00000000
PA
USD
14005502.70000000
0.136205235555
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAM1
1550000.00000000
PA
USD
1431812.50000000
0.013924552585
Long
DBT
CORP
CA
Y
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAC0
917000.00000000
PA
USD
958265.00000000
0.009319244931
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-3, Class A1
69357PAA6
4921127.47000000
PA
USD
4776838.54000000
0.046455342052
Long
ABS-MBS
CORP
US
Y
2
2026-04-25
Variable
1.86699960
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Republic of Kenya
491798AL8
717000.00000000
PA
USD
596902.50000000
0.005804950194
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
7950000.00000000
PA
USD
7620820.31000000
0.074113414397
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LM1
12210000.00000000
PA
USD
12276886.75000000
0.119394232930
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.87600040
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBK5
5295000.00000000
PA
USD
4983918.75000000
0.048469222552
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAX3
500000.00000000
PA
USD
458015.00000000
0.004454252182
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
715000.00000000
PA
USD
728406.25000000
0.007083840329
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAR0
19235000.00000000
PA
USD
18721690.37000000
0.182070740440
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
7310000.00000000
PA
USD
7018589.12000000
0.068256642037
Long
DBT
CORP
NL
Y
2
2026-07-01
Variable
1.40000040
N
N
N
N
N
N
USASF Receivables LLC
N/A
USASF Receivables LLC, Series 2020-1A, Class A
90353QAA4
257151.52390000
PA
USD
257335.05000000
0.002502614997
Long
ABS-O
CORP
US
Y
2
2023-08-15
Fixed
2.47000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1
64831KAJ5
2730000.00000000
PA
USD
2628060.98000000
0.025558216117
Long
ABS-O
CORP
US
Y
2
2039-02-17
Fixed
3.55000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
N/A
1400000.00000000
PA
USD
1368500.00000000
0.013308830739
Long
DBT
NUSS
EG
Y
2
2025-06-11
Fixed
5.87500000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
19033000.00000000
PA
USD
18521286.18000000
0.180121785056
Long
DBT
CORP
FR
Y
2
2026-06-16
Variable
1.90699920
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55607PAF2
10310000.00000000
PA
USD
9765419.30000000
0.094969903226
Long
DBT
CORP
AU
Y
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
5830000.00000000
PA
USD
5950039.70000000
0.057864867563
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-27, Class HA
3136ANWE3
3984383.33000000
PA
USD
4052741.00000000
0.039413404457
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
3.00000000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAK9
2710000.00000000
PA
USD
2530462.50000000
0.024609058900
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.75000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
2635000.00000000
PA
USD
2710808.95000000
0.026362950298
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3
3137FKUS3
14050000.00000000
PA
USD
1895245.25000000
0.018431493052
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
2.31548040
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AD9
1562000.00000000
PA
USD
1428683.30000000
0.013894120730
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
1762000.00000000
PA
USD
1772325.32000000
0.017236081621
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAS2
4659000.00000000
PA
USD
4757088.82000000
0.046263273597
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc.
615394AM5
1860000.00000000
PA
USD
1823488.20000000
0.017733646919
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128287C8
2620000.00000000
PA
USD
2631667.17000000
0.025593286758
Long
DBT
UST
US
N
2
2022-07-15
Fixed
1.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAA9
8158000.00000000
PA
USD
8500324.77000000
0.082666703394
Long
DBT
CORP
FR
Y
2
2025-09-28
Fixed
4.37500000
N
N
N
N
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-1A, Class A1R
05875JAJ8
12901000.00000000
PA
USD
12855936.81000000
0.125025565950
Long
ABS-CBDO
CORP
KY
Y
2
2032-07-15
Floating
1.26914040
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
7170000.00000000
PA
USD
7171372.48000000
0.069742478996
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900160
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
1150000.00000000
PA
USD
1153105.00000000
0.011214087884
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
GS Mortgage Securities Corp. II
5493005BBCF84ICNQ550
GS Mortgage Securities Corp. II, Series 2013-GC10, Class C
36192CAN5
3291000.00000000
PA
USD
3309529.32000000
0.032185579501
Long
ABS-MBS
CORP
US
Y
3
2046-02-10
Variable
4.28500080
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2
20754AAB9
9450000.00000000
PA
USD
9181228.77000000
0.089288578503
Long
ABS-MBS
CORP
US
Y
3
2041-12-25
Floating
1.69867080
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2019-CALM, Class E
05608FAN1
3750000.00000000
PA
USD
3659838.75000000
0.035592381774
Long
ABS-MBS
CORP
US
Y
3
2032-11-15
Floating
2.19114000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
2370000.00000000
PA
USD
2494425.00000000
0.024258589782
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
985000.00000000
PA
USD
1021822.07000000
0.009937345250
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-4155.00000000
NC
USD
-3352192.18000000
-0.03260048105
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-06-21
-529437890.63000000
USD
-3352192.18000000
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS5, Class C
12592KBH6
2750000.00000000
PA
USD
2737906.88000000
0.026626480998
Long
ABS-MBS
CORP
US
N
3
2047-09-10
Variable
4.61278800
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-4, Class B
91682NAB9
8998000.00000000
PA
USD
8625748.24000000
0.083886462059
Long
ABS-O
CORP
US
Y
3
2031-09-20
Fixed
1.84000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KSW4, Class B
302960AG4
6554937.21000000
PA
USD
6554934.59000000
0.063747544733
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Floating
2.55686040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-71, Class SK
38381WEL8
4235493.31000000
PA
USD
697169.40000000
0.006780058123
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Floating
5.98829040
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAN5
11070000.00000000
PA
USD
10738589.11000000
0.104434099267
Long
DBT
CORP
GB
N
2
2025-03-15
Variable
1.08900000
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
1850000.00000000
PA
USD
1883670.00000000
0.018318922323
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AG3
250000.00000000
PA
USD
256204.21000000
0.002491617439
Long
DBT
CORP
CH
Y
2
2024-06-12
Variable
4.20699960
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
1780000.00000000
PA
USD
1911114.80000000
0.018585826377
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
2700000.00000000
PA
USD
2736787.50000000
0.026615594890
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAA9
3000000.00000000
PA
USD
3080022.42000000
0.029953596683
Long
DBT
CORP
KY
Y
2
2023-01-15
Fixed
5.50000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
402000.00000000
PA
USD
389554.08000000
0.003788461318
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Garda World Security Corp.
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36257BAA7
825000.00000000
PA
USD
850657.50000000
0.008272748764
Long
DBT
CORP
CA
Y
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
7740000.00000000
PA
USD
7914150.00000000
0.076966081693
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K735, Class X3
3137FMU91
40532126.00000000
PA
USD
3253452.96000000
0.031640230006
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.15281080
N
N
N
N
N
N
Kenbourne Invest SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
N/A
4100000.00000000
PA
USD
4141768.75000000
0.040279210271
Long
DBT
CORP
LU
Y
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BW6
835000.00000000
PA
USD
832912.50000000
0.008100176458
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EB7
4817000.00000000
PA
USD
5166232.50000000
0.050242246184
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSS1
9500000.00000000
PA
USD
9706623.39000000
0.094398105773
Long
DBT
CORP
US
Y
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
Controladora Mabe SA de CV
549300TVP7EHIDGWNR87
Controladora Mabe SA de CV
N/A
1400000.00000000
PA
USD
1513575.00000000
0.014719702949
Long
DBT
CORP
MX
Y
2
2028-10-23
Fixed
5.60000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-3BP, Class B
12592TAG0
7185000.00000000
PA
USD
7193128.39000000
0.069954057896
Long
ABS-MBS
CORP
US
Y
3
2035-02-10
Variable
3.23840160
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AF3
605000.00000000
PA
USD
621861.35000000
0.006047678078
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus
N/A
400000.00000000
PA
USD
60000.00000000
0.000583507376
Long
DBT
NUSS
BY
Y
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
Exela Intermediate LLC
N/A
Exela Intermediate LLC
30162RAC5
76000.00000000
PA
USD
44460.00000000
0.000432378965
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
11.50000000
N
N
N
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp.
402ESCAP2
660000.00000000
PA
USD
0.01000000
0.000000000097
Long
DBT
CORP
US
N
3
2023-05-01
Fixed
6.62500000
Y
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2010-166, Class SD
38377RVE2
740778.97030000
PA
USD
160299.01000000
0.001558927578
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Floating
5.85829080
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
1780000.00000000
PA
USD
1818554.80000000
0.017685668998
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2016-98, Class DA
3136AUQ38
20593978.15000000
PA
USD
21612537.77000000
0.210184586798
Long
ABS-MBS
USGSE
US
N
2
2051-12-25
Fixed
4.00000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-A, Class D
12656NAG6
2875000.00000000
PA
USD
2812223.80000000
0.027349222181
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.16000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAD3
3300000.00000000
PA
USD
3364028.61000000
0.032715591796
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
Rain CII Carbon LLC
N/A
Rain CII Carbon LLC
75079RAC2
2244000.00000000
PA
USD
2246401.08000000
0.021846526669
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.25000000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAP4
1991000.00000000
PA
USD
2011407.75000000
0.019561187645
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
87927YAA0
550000.00000000
PA
USD
566040.75000000
0.005504815881
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2020-3, Class E
025297AE2
5700000.00000000
PA
USD
5806156.80000000
0.056465588672
Long
ABS-O
CORP
US
Y
2
2026-08-13
Fixed
3.88000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust, Series 2021-GS1, Class A1
52474JAA4
5318648.78000000
PA
USD
5224277.34000000
0.050806739389
Long
ABS-MBS
CORP
US
Y
2
2066-10-25
Variable
1.89200160
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2019-SMRT, Class D
29429MAJ2
400000.00000000
PA
USD
405742.64000000
0.003945897054
Long
ABS-MBS
CORP
US
Y
3
2036-01-10
Variable
4.74493680
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
3110000.00000000
PA
USD
3080518.54000000
0.029958421511
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.87500000
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
4743000.00000000
PA
USD
4754857.50000000
0.046241573736
Long
DBT
CORP
CA
Y
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC05, Class X1
3137FPJQ9
28827736.86000000
PA
USD
1168820.59000000
0.011366923929
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
1.20207960
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAC7
1544000.00000000
PA
USD
1545930.00000000
0.015034359302
Long
DBT
CORP
US
Y
2
2023-01-31
Fixed
4.25000000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
442000.00000000
PA
USD
407192.50000000
0.003959997121
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAW9
17065000.00000000
PA
USD
16191106.30000000
0.157460499257
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65300000
N
N
N
N
N
N
Hilton Worldwide Finance LLC
N/A
Hilton Worldwide Finance LLC
432891AK5
1585000.00000000
PA
USD
1618681.25000000
0.015741874152
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.87500000
N
N
N
N
N
N
ESC Co.
N/A
ESC Co., Escrow
458ESCAA8
1590000.00000000
PA
USD
159.00000000
0.000001546294
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBC6
1333000.00000000
PA
USD
1416329.23000000
0.013773975881
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K728, Class B
30305GAS2
1825000.00000000
PA
USD
1870063.27000000
0.018186595201
Long
ABS-MBS
USGSE
US
Y
2
2050-11-25
Variable
3.64835160
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-1A, Class D
30167HAG3
1440000.00000000
PA
USD
1448994.38000000
0.014091648480
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
Empresas Publicas de Medellin ESP
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
N/A
3000000.00000000
PA
USD
2649825.00000000
0.025769873887
Long
DBT
NUSS
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335CCQ5
226965.69000000
PA
USD
244520.84000000
0.002377995229
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS2, Class D
12591UAP8
1500000.00000000
PA
USD
1462020.30000000
0.014218327154
Long
ABS-MBS
CORP
US
Y
3
2047-03-10
Variable
5.00390280
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272AE4
611000.00000000
PA
USD
593586.50000000
0.005772701686
Long
DBT
CORP
US
Y
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NAV2
730000.00000000
PA
USD
773547.24000000
0.007522842006
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.12500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBQ7
10460000.00000000
PA
USD
10194528.02000000
0.099143038281
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.00699920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-31, Class S
3136B5NQ4
5277311.65000000
PA
USD
984061.89000000
0.009570122858
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
5.86314000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BK5
6000000.00000000
PA
USD
6183385.50000000
0.060134184155
Long
DBT
CORP
GB
Y
2
2033-03-15
Variable
4.86600120
N
N
N
N
N
N
Guara Norte SARL
549300U2I4L03BBA3485
Guara Norte SARL
400666AA1
3722055.66000000
PA
USD
3398702.07000000
0.033052795457
Long
DBT
CORP
LU
Y
2
2034-06-15
Fixed
5.19800000
N
N
N
N
N
N
Connecticut Avenue Securities Trust
N/A
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2
20753WAF3
567946.29000000
PA
USD
569188.16000000
0.005535424830
Long
ABS-MBS
CORP
US
Y
2
2039-10-25
Floating
2.28686040
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2020-A, Class A
00833LAA4
5000000.00000000
PA
USD
5002675.50000000
0.048651634252
Long
ABS-O
CORP
US
Y
2
2025-02-18
Fixed
2.10000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
29050000.00000000
PA
USD
28625748.86000000
0.278388926833
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAH2
1710000.00000000
PA
USD
1847176.20000000
0.017964015631
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.62500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXD74
10720441.18000000
PA
USD
11429795.83000000
0.111156169594
Long
ABS-MBS
USGSE
US
N
2
2056-07-01
Fixed
4.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EA9
494000.00000000
PA
USD
638742.00000000
0.006211844475
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
3305000.00000000
PA
USD
3243031.25000000
0.031538877595
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust, Series 2021-2A, Class C
22537CAE9
2500000.00000000
PA
USD
2424366.75000000
0.023577264688
Long
ABS-O
CORP
US
Y
2
2030-06-17
Fixed
1.64000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
335000.00000000
PA
USD
335077.05000000
0.003258665504
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust, Series 2018-3A, Class D
96042GAL6
173529.25000000
PA
USD
174292.93000000
0.001695020171
Long
ABS-O
CORP
US
Y
2
2023-10-16
Fixed
4.00000000
N
N
N
N
N
N
Amur Equipment Finance Receivables X LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class D
03236VAE1
3210000.00000000
PA
USD
3175766.31000000
0.030884717784
Long
ABS-O
CORP
US
Y
2
2028-08-21
Fixed
2.91000000
N
N
N
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354GAK6
98000.00000000
PA
USD
96095.86000000
0.000934544052
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
Diamond Sports Group LLC
N/A
Diamond Sports Group LLC
25277LAA4
1077000.00000000
PA
USD
441570.00000000
0.004294322535
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
74841CAB7
130000.00000000
PA
USD
121712.50000000
0.001183669025
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
3498000.00000000
PA
USD
3791832.00000000
0.036876032357
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BT7
85000.00000000
PA
USD
81814.63000000
0.000795657334
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AP3
2595000.00000000
PA
USD
2611218.75000000
0.025394423359
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
N/A
1500000.00000000
PA
USD
1515000.00000000
0.014733561249
Long
DBT
NUSS
OM
Y
2
2027-03-08
Fixed
5.37500000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AL7
1349000.00000000
PA
USD
1308530.00000000
0.012725615117
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
Lundin Energy Finance BV
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
16355000.00000000
PA
USD
15792780.52000000
0.153586732077
Long
DBT
CORP
NL
Y
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
1835000.00000000
PA
USD
1832770.48000000
0.017823918233
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
668000.00000000
PA
USD
632930.00000000
0.006155322060
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAF7
1600000.00000000
PA
USD
1664400.00000000
0.016186494616
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
Venture 33 CLO Ltd.
549300NQPL9XHZ20E278
Venture CLO Ltd., Series 2018-33A, Class A1LR
92330YAN3
13530000.00000000
PA
USD
13493266.05000000
0.131223671160
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-15
Floating
1.30128840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Multi-Family REMIC Trust, Series 2020-M37, Class X
3136BBGX4
77412698.41000000
PA
USD
5493901.79000000
0.053428870312
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
1.11399840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X1
3137FGR56
49591055.03000000
PA
USD
376604.39000000
0.003662523991
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
0.08674200
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RJX1
3080000.00000000
PA
USD
3038264.31000000
0.029547493930
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179UXT4
903348.59000000
PA
USD
933986.50000000
0.009083133534
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.50000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAJ4
820000.00000000
PA
USD
827175.00000000
0.008044378565
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABJ5
6455000.00000000
PA
USD
6708561.63000000
0.065241586583
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
5.75000000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704AD0
345000.00000000
PA
USD
350175.00000000
0.003405494924
Long
DBT
CORP
CA
Y
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2018-3, Class B1
03464NAE2
4000000.00000000
PA
USD
3928660.00000000
0.038206701478
Long
ABS-MBS
CORP
US
Y
3
2048-09-25
Variable
5.03899920
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCF0
2810000.00000000
PA
USD
2839167.80000000
0.027611255894
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.25000000
N
N
N
N
N
N
Axalta Coating Systems LLC
549300G80QONCHILSF69
Axalta Coating Systems LLC
05453GAC9
365000.00000000
PA
USD
333062.50000000
0.003239073758
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911363AM1
2352000.00000000
PA
USD
2272620.00000000
0.022101508889
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAA3
3265000.00000000
PA
USD
3269081.25000000
0.031792217048
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCL5
3000000.00000000
PA
USD
2812500.00000000
0.027351908260
Long
DBT
CORP
US
Y
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
Mattel, Inc.
549300VELLG24KHTJ564
Mattel, Inc.
577081BE1
301000.00000000
PA
USD
298923.10000000
0.002907063896
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust, Series 2021-1A, Class C
32059FAE9
2250000.00000000
PA
USD
2190822.98000000
0.021306022814
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.17000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF42, Class B
30306MAG4
968352.17000000
PA
USD
964405.46000000
0.009378961659
Long
ABS-MBS
USGSE
US
Y
2
2024-12-25
Floating
2.30685840
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
230000.00000000
PA
USD
240580.00000000
0.002339670076
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
14765000.00000000
PA
USD
13684918.69000000
0.133087516646
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class D
80286XAF1
13000000.00000000
PA
USD
12802480.60000000
0.124505697736
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2020-3A, Class D
96042QAL4
13000000.00000000
PA
USD
12744464.20000000
0.123941481114
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BE0
9370000.00000000
PA
USD
9401656.92000000
0.091432269360
Long
DBT
CORP
GB
N
2
2023-05-15
Variable
3.49800120
N
N
N
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047AH2
200000.00000000
PA
USD
202000.00000000
0.001964474833
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.00000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2021-C, Class C
12598CAE6
10720000.00000000
PA
USD
10458497.39000000
0.101710172856
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
1.21000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2021-RISE, Class D
12434EAG5
3240000.00000000
PA
USD
3183524.53000000
0.030960167427
Long
ABS-MBS
CORP
US
Y
3
2036-11-15
Floating
1.94114160
N
N
N
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp., Escrow
402ESCAQ0
1080000.00000000
PA
USD
0.01000000
0.000000000097
Long
DBT
CORP
US
N
3
2024-10-15
Fixed
6.00000000
Y
N
N
N
N
N
Trinseo Materials Operating SCA
N/A
Trinseo Materials Operating SCA
89668QAE8
3680000.00000000
PA
USD
3709366.40000000
0.036074044259
Long
DBT
CORP
LU
Y
2
2025-09-01
Fixed
5.37500000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO Ltd., Series 2021-40A, Class A
64134JAA1
10000000.00000000
PA
USD
9983710.00000000
0.097092807119
Long
ABS-CBDO
CORP
KY
Y
2
2033-04-16
Floating
1.30128840
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class D
55348UAQ1
8000000.00000000
PA
USD
7637450.40000000
0.074275144066
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXZ2
13325000.00000000
PA
USD
13151136.33000000
0.127896417573
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.67299840
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust, Series 2017-4, Class D
33843RAG7
271916.77000000
PA
USD
274117.15000000
0.002665822982
Long
ABS-O
CORP
US
Y
2
2024-01-15
Fixed
3.58000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBE6
1425000.00000000
PA
USD
1419364.13000000
0.013803490656
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2012-39, Class MI
38378DNU5
345821.17000000
PA
USD
56937.83000000
0.000553727396
Long
ABS-MBS
USGA
US
N
2
2042-03-16
Fixed
4.00000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BN2
1755000.00000000
PA
USD
1693575.00000000
0.016470225078
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Octagon Investment Partners 30 Ltd.
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd., Series 2017-1A, Class A1R
675920AJ1
11795000.00000000
PA
USD
11776458.26000000
0.114527504343
Long
ABS-CBDO
CORP
KY
Y
2
2030-03-17
Floating
1.25399880
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AP4
9830000.00000000
PA
USD
9899227.87000000
0.096271208019
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
2.90700000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AX8
2070000.00000000
PA
USD
1992375.00000000
0.019376091812
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
900000.00000000
PA
USD
963000.00000000
0.009365293388
Long
DBT
NUSS
AO
Y
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust, Series 2021-A, Class B
03842VAB3
2187000.00000000
PA
USD
2109631.59000000
0.020516426565
Long
ABS-O
CORP
US
Y
3
2046-07-17
Fixed
2.40000000
N
N
N
N
N
N
Mozart Debt Merger Sub, Inc.
N/A
Mozart Debt Merger Sub, Inc.
62482BAB8
2772000.00000000
PA
USD
2647260.00000000
0.025744928946
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Genesys Telecom Holdings US, Inc.
549300CVRD4OUCPHWQ42
Genesys Telecom Holdings US, Inc., 1st Lien Term Loan B
39479UAQ6
2079000.00000000
PA
USD
2074550.94000000
0.020175262931
Long
LON
CORP
US
N
2
2027-12-01
Variable
4.75000000
N
N
N
N
N
N
William Carter Co. (The)
TGI2A0HXEYNQPU7TYV27
William Carter Co. (The)
96926JAC1
980000.00000000
PA
USD
998375.00000000
0.009709319612
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
500000.00000000
PA
USD
503150.00000000
0.004893195605
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D
17324DAA2
2000000.00000000
PA
USD
1812803.40000000
0.017629735926
Long
ABS-MBS
CORP
US
Y
3
2048-09-15
Fixed
3.22500000
N
N
N
N
N
N
PBF Holding Co. LLC
N/A
PBF Holding Co. LLC
69318FAK4
1312000.00000000
PA
USD
1334960.00000000
0.012982650116
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
BXMT Ltd.
N/A
BXMT Ltd., Series 2021-FL4, Class C
05609GAG3
1750000.00000000
PA
USD
1729462.00000000
0.016819230565
Long
ABS-MBS
CORP
KY
Y
3
2038-05-15
Floating
1.94114160
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2014-K40, Class C
30285FAG4
2000000.00000000
PA
USD
2053551.80000000
0.019971043712
Long
ABS-MBS
USGSE
US
Y
2
2047-11-25
Variable
4.07280960
N
N
N
N
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323AP4
3240000.00000000
PA
USD
3284935.37000000
0.031946400314
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
10155194.73830000
PA
USD
9783934.02000000
0.095149961154
Long
ABS-O
CORP
US
Y
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class E
96043JAN5
15000000.00000000
PA
USD
14496441.00000000
0.140979670877
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
3.42000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
2328875.00000000
PA
USD
2380855.49000000
0.023154112336
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Trinidad Petroleum Holdings Ltd.
5493004LGJQF7TV6GH26
Trinidad Petroleum Holdings Ltd.
896366AA9
2200000.00000000
PA
USD
2255412.50000000
0.021934163836
Long
DBT
NUSS
TT
Y
2
2026-06-15
Fixed
9.75000000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
18000000.00000000
PA
USD
-374492.27000000
-0.00364198336
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 37-V1
Markit CDX North American High Yield Index Series 37-V1
Y
Payout of notional amount upon default event with regard to the reference instrument
2026-12-20
1566661.91000000
USD
0.00000000
USD
18000000.00000000
USD
-374492.27000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K099, Class X3
3137FPJK2
13745131.00000000
PA
USD
1698172.45000000
0.016514935844
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Variable
1.95297480
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAJ4
546000.00000000
PA
USD
604757.79000000
0.005881343854
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class B
12593PAZ5
5899000.00000000
PA
USD
6082853.54000000
0.059156498485
Long
ABS-MBS
CORP
US
N
3
2048-08-10
Variable
4.52972160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-108, Class SM
38379YYJ1
920906.60000000
PA
USD
180234.31000000
0.001752800822
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Floating
5.93829000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JAA8
4365000.00000000
PA
USD
3781181.25000000
0.036772452504
Long
DBT
NUSS
EG
Y
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E2
00180UAF2
5500000.00000000
PA
USD
5109449.95000000
0.049690028905
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.42700000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAE5
610000.00000000
PA
USD
605425.00000000
0.005887832554
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF62, Class B
30310WAF8
431262.05000000
PA
USD
428555.92000000
0.004167759007
Long
ABS-MBS
USGSE
US
Y
2
2026-04-25
Floating
2.15686080
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AK5
1415000.00000000
PA
USD
1428937.75000000
0.013896595288
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.87500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BJ0
4431000.00000000
PA
USD
4973797.50000000
0.048370792152
Long
DBT
CORP
PA
Y
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBD0
1885000.00000000
PA
USD
1856725.00000000
0.018056878885
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
1397000.00000000
PA
USD
1280001.25000000
0.012448169516
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAL9
1070000.00000000
PA
USD
1071337.50000000
0.010418888894
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2013-67, Class VB
3136AFFA7
4183.85000000
PA
USD
4183.57000000
0.000040685732
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Fixed
4.00000000
N
N
N
N
N
N
Global Infrastructure Solutions, Inc.
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions, Inc.
37960XAA5
1330000.00000000
PA
USD
1313375.00000000
0.012772733337
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA ACES, Series 2020-M10, Class X1
3136B9DS3
49017195.10000000
PA
USD
5864706.42000000
0.057034990925
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
1.79361000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAR8
15790000.00000000
PA
USD
16187105.71000000
0.157421593027
Long
DBT
CORP
FR
Y
2
2023-07-20
Fixed
3.75000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AQ8
3995000.00000000
PA
USD
3960043.75000000
0.038511912305
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAB7
1827000.00000000
PA
USD
1823839.29000000
0.017737061312
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AM9
5338000.00000000
PA
USD
4320764.03000000
0.042019961374
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-3, Class D
26208KAG5
179162.23000000
PA
USD
180830.53000000
0.001758599135
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.30000000
N
N
N
N
N
N
1011778 BC ULC
N/A
1011778 BC ULC
68245XAH2
3340000.00000000
PA
USD
3248150.00000000
0.031588658068
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAW1
375000.00000000
PA
USD
376170.15000000
0.003658300954
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CK6
10148000.00000000
PA
USD
10346752.54000000
0.100623440452
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Multi-Family Connecticut Avenue Securities Trust
549300HG8ZEWVWVSN227
Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M7
62547NAA7
1724906.62000000
PA
USD
1687439.58000000
0.016410557364
Long
ABS-MBS
CORP
US
Y
3
2049-10-15
Floating
1.88686080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4632, Class MA
3137BSS87
7554304.45000000
PA
USD
7920918.62000000
0.077031907355
Long
ABS-MBS
USGSE
US
N
2
2054-08-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2017-31, Class SG
3136AWKF3
10693684.57000000
PA
USD
1928120.52000000
0.018751209094
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Floating
5.91314040
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC
12513GBF5
410000.00000000
PA
USD
381968.30000000
0.003714688675
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EAV0
1960000.00000000
PA
USD
2034088.00000000
0.019781755865
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.12500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404121AH8
3035000.00000000
PA
USD
3265644.83000000
0.031758797441
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
7290000.00000000
PA
USD
7332868.26000000
0.071313045310
Long
DBT
CORP
US
Y
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
VOLT CVI LLC
N/A
VOLT CVI LLC, Series 2021-NP12, Class A1
N/A
15446517.68000000
PA
USD
15186259.30000000
0.147688238649
Long
ABS-O
CORP
US
Y
3
2051-12-26
Variable
2.73440160
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 10 Year
3133LPSX6
34078254.90000000
PA
USD
33870870.66000000
0.329398381159
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHY8
7825000.00000000
PA
USD
7689817.18000000
0.074784417440
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.01499920
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
13250000.00000000
PA
USD
13647500.00000000
0.132723615285
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Consumer Underlying Bond Securitization
N/A
Consumer Underlying Bond Securitization, Series 2018-1, Class A
21052GAA5
1265563.51000000
PA
USD
1269526.12000000
0.012346297589
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
4.79000000
N
N
N
N
N
N
Summer BC Bidco B LLC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
800000.00000000
PA
USD
772000.00000000
0.007507794907
Long
DBT
CORP
US
Y
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AA2
1595000.00000000
PA
USD
1556720.00000000
0.015139293378
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
CDK Global, Inc.
5493000L10CYRTHIJ385
CDK Global, Inc.
12508EAF8
1235000.00000000
PA
USD
1264701.75000000
0.012299379997
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Azure Power Energy Ltd.
54930051LQDFHGQMHF47
Azure Power Energy Ltd.
05502VAA1
1927400.00000000
PA
USD
1855122.50000000
0.018041294376
Long
DBT
CORP
MU
Y
2
2026-08-19
Fixed
3.57500000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BJ9
1909000.00000000
PA
USD
1856502.50000000
0.018054715045
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.25000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
5410000.00000000
PA
USD
5046071.52000000
0.049073665882
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
2915000.00000000
PA
USD
2896781.25000000
0.028171553778
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DZ5
2064000.00000000
PA
USD
2487120.00000000
0.024187547759
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd.
3789001900ED06F65111
Eskom Holdings SOC Ltd.
N/A
1000000.00000000
PA
USD
978937.50000000
0.009520287535
Long
DBT
NUSS
ZA
Y
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-2, Class PA
3136AMQD4
92140.54000000
PA
USD
92449.95000000
0.000899087129
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300SSCQUZ3RRV2T53
GS Mortgage Securities Trust, Series 2013-GC12, Class E
36197XAC8
2000000.00000000
PA
USD
1826950.40000000
0.017767317240
Long
ABS-MBS
CORP
US
Y
3
2046-06-10
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2019-PRM, Class C
29429JAG5
1750000.00000000
PA
USD
1750655.73000000
0.017025342195
Long
ABS-MBS
CORP
US
Y
3
2036-05-10
Fixed
3.89600000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2021-PRM2, Class F
17291HAQ7
14725000.00000000
PA
USD
14424172.67000000
0.140276852483
Long
ABS-MBS
CORP
US
Y
3
2036-10-15
Floating
3.94113960
N
N
N
N
N
N
FREMF
N/A
FREMF, Series 2018-KF46, Class B
302955AC3
156125.23000000
PA
USD
152345.61000000
0.001481579786
Long
ABS-MBS
USGSE
US
Y
2
2028-03-25
Floating
2.05686000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AM6
3515000.00000000
PA
USD
3551907.50000000
0.034542737099
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
12730000.00000000
PA
USD
12896702.79000000
0.125422020117
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.10600080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-42, Class SK
3136B5VS1
4471162.20000000
PA
USD
761799.75000000
0.007408596222
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Floating
5.86314000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BW8
35000.00000000
PA
USD
35911.44000000
0.000349243168
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
11800000.00000000
PA
USD
11902352.14000000
0.115751837803
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A45
3720000.00000000
PA
USD
3747900.00000000
0.036448788256
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27100000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCA6
19345000.00000000
PA
USD
18670312.37000000
0.181571083074
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
7071000.00000000
PA
USD
7090653.99000000
0.068957481758
Long
DBT
CORP
US
Y
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BR2
2224000.00000000
PA
USD
2159370.56000000
0.021000144163
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America Trust, Series 2021-3, Class E1
43730XAE4
499221.66000000
PA
USD
473200.23000000
0.004601930410
Long
ABS-O
CORP
US
Y
3
2041-01-17
Fixed
3.19800000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-2A, Class D
30167YAG6
5000000.00000000
PA
USD
5175093.00000000
0.050328415636
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
4.73000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust
N/A
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D
46647TAA6
3725000.00000000
PA
USD
3463920.71000000
0.033687054749
Long
ABS-MBS
CORP
US
Y
3
2050-03-15
Variable
4.59799920
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
5184000.00000000
PA
USD
4341600.00000000
0.042222593744
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2019-1, Class A1
042859AA6
141130.09000000
PA
USD
139720.34000000
0.001358797483
Long
ABS-MBS
CORP
US
Y
2
2049-01-25
Variable
3.80499840
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A86
8545000.00000000
PA
USD
8606951.25000000
0.083703659020
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
Foundation Finance Trust
N/A
Foundation Finance Trust, Series 2021-1A, Class A
35041LAA8
14484615.70550000
PA
USD
14028931.14000000
0.136433080014
Long
ABS-O
CORP
US
Y
2
2041-05-15
Fixed
1.27000000
N
N
N
N
N
N
Summit Midstream Holdings LLC
N/A
Summit Midstream Holdings LLC
86614WAE6
2050000.00000000
PA
USD
2029500.00000000
0.019737137001
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
8.50000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AB7
350000.00000000
PA
USD
361812.50000000
0.003518671042
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AX4
790000.00000000
PA
USD
725528.10000000
0.007055849966
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D
92890KAJ4
1000000.00000000
PA
USD
918625.20000000
0.008933743003
Long
ABS-MBS
CORP
US
Y
3
2057-09-15
Variable
3.89910240
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
1000000.00000000
PA
USD
955010.00000000
0.009287589656
Long
DBT
CORP
CA
Y
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BC5
3355000.00000000
PA
USD
3508256.40000000
0.034118224785
Long
DBT
CORP
LR
Y
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
Spirit AeroSystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAL4
1785000.00000000
PA
USD
1854615.00000000
0.018036358876
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Fibria Overseas Finance Ltd.
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd.
31572UAF3
1000000.00000000
PA
USD
1071625.00000000
0.010421684867
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2019-2A, Class C
96041LAE2
966125.01000000
PA
USD
969080.10000000
0.009424423108
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
2.84000000
N
N
N
N
N
N
2022-03-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer