0001752724-22-237612.txt : 20221026
0001752724-22-237612.hdr.sgml : 20221026
20221026134055
ACCESSION NUMBER: 0001752724-22-237612
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220831
FILED AS OF DATE: 20221026
DATE AS OF CHANGE: 20221026
PERIOD START: 20230228
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: 221332641
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
2023-02-28
2022-08-31
N
5602202194.50
151472020.55
5450730173.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
926.34000000
USD
N
1-5 Yr Gov/Credit
1031TRUSD0
Wynn Las Vegas LLC
N/A
Wynn Las Vegas LLC
983130AV7
390000.00000000
PA
USD
373467.90000000
0.006851704048
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
450000.00000000
PA
USD
450066.38000000
0.008256992469
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
985000.00000000
PA
USD
929774.84000000
0.017057803456
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
12614689.26000000
0.231431181831
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
2007000.00000000
PA
USD
1989967.92000000
0.036508281578
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
784000.00000000
PA
USD
777786.82000000
0.014269406027
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
2130000.00000000
PA
USD
1732584.60000000
0.031786284492
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
5989051.32000000
0.109876129048
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
1515000.00000000
PA
USD
1331533.50000000
0.024428534480
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
1763252.63000000
0.032348925258
Long
ABS-MBS
USGSE
US
N
2
2048-08-25
Variable
2.83013280
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
1524000.00000000
PA
USD
1379220.00000000
0.025303398920
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
2855937.50000000
0.052395503150
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
4201710.69000000
PA
USD
3751792.35000000
0.068831004842
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
4368283.76000000
PA
USD
4320835.94000000
0.079270772944
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K054, Class X3
3137BNGV0
3700000.00000000
PA
USD
172405.94000000
0.003162987975
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Variable
1.65427920
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAK8
1923000.00000000
PA
USD
1736549.63000000
0.031859027590
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
475000.00000000
PA
USD
469467.58000000
0.008612930103
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
5550000.00000000
PA
USD
5465517.90000000
0.100271298075
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-22
Floating
3.83900040
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
148744.32000000
0.002728887970
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
1552000.00000000
PA
USD
1612929.95000000
0.029591080433
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
675000.00000000
PA
USD
613730.25000000
0.011259596979
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
1480140.26000000
0.027154898752
Long
DBT
CORP
IE
Y
2
2025-04-10
Variable
4.26300120
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CD4
6500000.00000000
PA
USD
6325659.86000000
0.116051605163
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
1350000.00000000
PA
USD
1285436.25000000
0.023582826685
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
1765000.00000000
PA
USD
1692846.80000000
0.031057248221
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
3321668.70000000
0.060939885006
Long
ABS-MBS
CORP
US
Y
3
2035-07-10
Fixed
4.15800000
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A
62955WAA2
12077112.86000000
PA
USD
10993929.89000000
0.201696461559
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
1495000.00000000
PA
USD
1281962.50000000
0.023519096691
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.12500000
N
N
N
N
N
N
ITC Holdings Corp.
549300HTO5U9D3SLE207
ITC Holdings Corp.
465685AM7
5805000.00000000
PA
USD
5795260.14000000
0.106320803911
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
3381000.00000000
PA
USD
3012758.22000000
0.055272562094
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
379801.36000000
PA
USD
54730.40000000
0.001004092997
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Floating
3.75629040
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
20175.00000000
NS
USD
1972308.00000000
0.036184289756
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAC2
1950000.00000000
PA
USD
1935862.50000000
0.035515654567
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
5490000.00000000
PA
USD
5016871.80000000
0.092040362298
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
4238606.27000000
PA
USD
4144737.25000000
0.076040037164
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
2011100.00000000
0.036895974223
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
2910000.00000000
PA
USD
2841031.22000000
0.052122030064
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAA8
26630000.00000000
PA
USD
26486588.66000000
0.485927349450
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
7857621.35000000
PA
USD
7474093.21000000
0.137120953917
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
264792.42000000
0.004857925664
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
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
797603.84000000
0.014632972364
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
4.00000000
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAB1
1315000.00000000
PA
USD
1088162.50000000
0.019963609741
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
482862.60000000
0.008858677362
Long
ABS-MBS
CORP
US
N
3
2048-06-10
Variable
4.17310200
N
N
N
N
N
N
Central American Bottling Corp.
N/A
Central American Bottling Corp.
15239XAA6
1458000.00000000
PA
USD
1343182.50000000
0.024642248967
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
500000.00000000
PA
USD
473000.00000000
0.008677736466
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
1270000.00000000
PA
USD
1059662.60000000
0.019440745848
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
10850000.00000000
PA
USD
9217397.90000000
0.169103910959
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31099840
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAH8
10000000.00000000
PA
USD
9945299.00000000
0.182458105292
Long
DBT
CORP
GB
N
2
2024-01-05
Variable
3.37299840
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
27927IAE3
634061.00000000
PA
USD
332406.48000000
0.006098384425
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.50000080
N
N
N
N
N
N
STWD Mortgage Trust
N/A
STWD Mortgage Trust, Series 2021-LIH, Class C
78486EAL2
2200000.00000000
PA
USD
2100340.88000000
0.038533202212
Long
ABS-MBS
CORP
KY
Y
3
2036-11-15
Floating
4.34599920
N
N
N
N
N
N
KFC Holding Co.
N/A
KFC Holding Co.
48250NAC9
405000.00000000
PA
USD
388668.38000000
0.007130574576
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
12364483.76000000
0.226840870221
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232AA0
2205000.00000000
PA
USD
2057086.84000000
0.037739656419
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
2010000.00000000
PA
USD
1934625.00000000
0.035492951187
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAJ4
13415000.00000000
PA
USD
13364783.50000000
0.245192535192
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
24937608.40000000
PA
USD
2179898.59000000
0.039992781158
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.53530640
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
247776.48000000
0.004545748406
Long
ABS-MBS
CORP
US
Y
3
2035-07-15
Floating
3.59100000
N
N
N
N
N
N
Islamic Republic of Pakistan
529900LOP29R5WKHOD86
Islamic Republic of Pakistan
695847AS2
3336000.00000000
PA
USD
2068686.96000000
0.037952474145
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
11791384.80000000
0.216326701628
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
2045000.00000000
PA
USD
1845612.50000000
0.033859913096
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.29999840
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
527000.00000000
PA
USD
455781.22000000
0.008361837872
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
10728758.66000000
PA
USD
10096048.36000000
0.185223778059
Long
ABS-O
CORP
US
Y
2
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
3405876.95000000
0.062484783530
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
872466.34000000
PA
USD
100001.92000000
0.001834651813
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Floating
3.83186160
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2020-SP2, Class A1
62955DAA4
1881578.45000000
PA
USD
1817458.58000000
0.033343396609
Long
ABS-MBS
CORP
US
Y
2
2060-10-25
Variable
2.94390000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2020-1A, Class E
30167HAJ7
865000.00000000
PA
USD
842970.96000000
0.015465285073
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
3.74000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AG6
258000.00000000
PA
USD
212024.40000000
0.003889834815
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
22245901.86000000
0.408127005925
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
855000.00000000
PA
USD
803767.52000000
0.014746052259
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
6840000.00000000
PA
USD
6111266.74000000
0.112118313418
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
11738431.30000000
0.215355207933
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
154824206.58000000
PA
USD
88992.95000000
0.001632679423
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
0.16592760
N
N
N
N
N
N
Venture CLO Ltd.
549300AZL7IWJJ04HD37
Venture CLO Ltd., Series 2019-36A, Class A1AR
92332LAU3
11936000.00000000
PA
USD
11740440.58000000
0.215392070517
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-20
Floating
3.83986080
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
2310000.00000000
PA
USD
884730.00000000
0.016231403349
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
2.49999840
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
14555000.00000000
PA
USD
12725455.57000000
0.233463318929
Long
DBT
CORP
NL
Y
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAK4
160000.00000000
PA
USD
136979.00000000
0.002513039457
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
5165000.00000000
PA
USD
4753013.78000000
0.087199579291
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
1256000.00000000
PA
USD
1045500.17000000
0.019180919558
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DE2
770000.00000000
PA
USD
887463.50000000
0.016281552593
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
6786259.52000000
PA
USD
6336235.51000000
0.116245627792
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
58999.25000000
0.001082410027
Long
ABS-MBS
USGSE
US
Y
2
2024-09-25
Floating
4.86228960
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AE3
849000.00000000
PA
USD
786131.55000000
0.014422499828
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
1227000.00000000
PA
USD
994274.91000000
0.018241132440
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
254729.97000000
PA
USD
254946.49000000
0.004677290598
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
455000.00000000
PA
USD
418600.00000000
0.007679705042
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
393360.70000000
PA
USD
392945.67000000
0.007209046448
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
5153000.00000000
PA
USD
4702214.79000000
0.086267612593
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034WAA4
1300000.00000000
PA
USD
1253101.33000000
0.022989604878
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC, 1st Lien Term Loan
45567YAL9
2032272.98000000
PA
USD
1979779.37000000
0.036321360750
Long
LON
CORP
US
N
2
2024-09-13
Variable
6.27386000
N
N
N
N
N
N
Hashemite Kingdom of Jordan
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan
418097AK7
3220000.00000000
PA
USD
3040485.00000000
0.055781242200
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
Highmark, Inc.
549300B6868ZXXEB2Y57
Highmark, Inc.
431116AD4
13265000.00000000
PA
USD
11955070.24000000
0.219329701865
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
16505688.33000000
PA
USD
15444582.19000000
0.283348866979
Long
ABS-O
CORP
US
Y
2
2051-06-25
Fixed
1.15000000
N
N
N
N
N
N
Fells Point Funding Trust
N/A
Fells Point Funding Trust
314382AA0
23680000.00000000
PA
USD
21835782.89000000
0.400602895266
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
110000.00000000
PA
USD
98655.70000000
0.001809953838
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XFCX7
16684690.35000000
PA
USD
16584111.20000000
0.304254855234
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
4.00000000
N
N
N
N
N
N
American Axle & Manufacturing, Inc.
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing, Inc.
02406PAU4
2485000.00000000
PA
USD
2323475.00000000
0.042626857794
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
1360000.00000000
PA
USD
1269519.20000000
0.023290809845
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
2440000.00000000
PA
USD
1763790.01000000
0.032358784120
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
172000.00000000
PA
USD
179641.23000000
0.003295727806
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
148295.34000000
0.002720650908
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
3.86300160
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CL6
2309000.00000000
PA
USD
1881835.00000000
0.034524457090
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
270622.60000000
PA
USD
248059.66000000
0.004550943673
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
17827804.20000000
0.327071853330
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXJH6
6005263.69000000
PA
USD
5827230.62000000
0.106907339641
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
194423.68000000
0.003566929086
Long
ABS-MBS
USGSE
US
Y
2
2049-11-25
Variable
3.79771200
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
927000.00000000
PA
USD
794902.50000000
0.014583413132
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
2632000.00000000
PA
USD
2490530.00000000
0.045691676537
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
1075244.50000000
PA
USD
115025.36000000
0.002110274336
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
2431764.66000000
0.044613557860
Long
ABS-MBS
CORP
US
Y
3
2031-02-25
Variable
1.37400120
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL3, Class A1
91824MAA2
9484806.80000000
PA
USD
8858512.68000000
0.162519743177
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
1675000.00000000
PA
USD
1506636.71000000
0.027641007019
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
3140000.00000000
PA
USD
3125035.95000000
0.057332427954
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
15000000.00000000
PA
USD
13878418.95000000
0.254615776365
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300080
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
3704492.22000000
0.067963228811
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
3034051.88000000
0.055663219113
Long
ABS-MBS
CORP
US
Y
3
2047-08-10
Variable
4.85399880
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust, Series 2019-2, Class A3
042858AC4
239820.83000000
PA
USD
229515.39000000
0.004210727419
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
3351473.82000000
0.061486694682
Long
ABS-O
CORP
US
Y
2
2027-02-16
Fixed
1.50000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AD4
14380000.00000000
PA
USD
13865412.56000000
0.254377158977
Long
DBT
CORP
CA
Y
2
2025-06-15
Fixed
3.85000000
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
12226088.78000000
0.224301852959
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
10000000.00000000
PA
USD
9847420.00000000
0.180662400921
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-15
Floating
3.44199960
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAH5
3960000.00000000
PA
USD
3760453.34000000
0.068989900802
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
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
4189657.00000000
0.076864142349
Long
ABS-MBS
CORP
US
N
3
2048-08-15
Variable
4.76575560
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
1550000.00000000
PA
USD
1446847.50000000
0.026544104254
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF39, Class B
35708UAC8
99244.16000000
PA
USD
98351.47000000
0.001804372384
Long
ABS-MBS
USGSE
US
Y
2
2024-11-25
Floating
4.86228960
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2019-1, Class C
30308XAC7
992919.88000000
PA
USD
992779.88000000
0.018213704372
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
1082811.49000000
0.019865439224
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
3.39099840
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AS7
7500000.00000000
PA
USD
7361601.38000000
0.135057160143
Long
DBT
CORP
CH
Y
2
2027-08-05
Variable
4.70300040
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
5105800.47000000
0.093671862430
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
3130159.28000000
0.057426421417
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
3.52104840
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B
126694D21
92575.07000000
PA
USD
85282.01000000
0.001564597903
Long
ABS-MBS
CORP
US
N
2
2036-04-20
Variable
3.08518560
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AQ1
1865000.00000000
PA
USD
1716396.80000000
0.031489300428
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
559867.80000000
PA
USD
555211.55000000
0.010186003201
Long
ABS-O
CORP
US
Y
2
2025-08-15
Fixed
3.11000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AR3
1605000.00000000
PA
USD
1603363.01000000
0.029415563765
Long
DBT
CORP
US
Y
2
2023-11-13
Fixed
4.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4906, Class QS
3137FNWB2
4736757.50000000
PA
USD
611924.18000000
0.011226462519
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
3.60628920
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP, Series 2020-1A, Class A4
12510HAD2
1490937.52000000
PA
USD
1410141.38000000
0.025870687687
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.19000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181AF9
2165000.00000000
PA
USD
2052716.86000000
0.037659484041
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
3435000.00000000
PA
USD
2836021.88000000
0.052030127881
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AL1
420000.00000000
PA
USD
161469.00000000
0.002962337060
Long
DBT
CORP
CA
Y
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AT8
260000.00000000
PA
USD
243107.53000000
0.004460091074
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
1836646.54000000
0.033695422106
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Vista Outdoor, Inc.
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377AC4
1000000.00000000
PA
USD
744420.00000000
0.013657252812
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCH6
10440000.00000000
PA
USD
9198498.38000000
0.168757177230
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
452591.51000000
PA
USD
61481.12000000
0.001127942826
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Floating
3.60628920
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class A
90355EAA9
1901904.95000000
PA
USD
1890990.30000000
0.034692421742
Long
ABS-O
CORP
US
Y
2
2024-07-15
Fixed
0.79000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
3940000.00000000
PA
USD
3641249.50000000
0.066802967378
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
1613000.00000000
PA
USD
1629936.50000000
0.029903085421
Long
DBT
CORP
CA
Y
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS3, Class B
12591YBF1
2000000.00000000
PA
USD
1945836.40000000
0.035698637391
Long
ABS-MBS
CORP
US
N
3
2047-06-10
Fixed
4.31300000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBP9
2760000.00000000
PA
USD
2685590.18000000
0.049270282958
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
3000000.00000000
PA
USD
2920254.00000000
0.053575464328
Long
ABS-MBS
CORP
US
N
3
2057-09-15
Variable
4.37100120
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AK2
9310000.00000000
PA
USD
9154031.34000000
0.167941377537
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
1557440.22000000
0.028573056641
Long
ABS-MBS
USGSE
US
N
2
2048-07-25
Variable
3.10505760
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp. (Preference)
402635601
49.00000000
NS
USD
342166.84000000
0.006277449609
Long
EP
CORP
US
N
3
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
4540000.00000000
PA
USD
4066160.20000000
0.074598449569
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
195206.92000000
PA
USD
195032.50000000
0.003578098599
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.90000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AV1
410000.00000000
PA
USD
409333.75000000
0.007509704882
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Driven Brands Funding LLC
N/A
Driven Brands Funding LLC, Series 2021-1A, Class A2
26209XAD3
11201071.13000000
PA
USD
9196157.81000000
0.168714236744
Long
ABS-O
CORP
US
Y
2
2051-10-20
Fixed
2.79100000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
1840000.00000000
PA
USD
1642435.26000000
0.030132389745
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
1190000.00000000
PA
USD
1024143.75000000
0.018789111134
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
4172693.84000000
0.076552933402
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Variable
2.82174480
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
9515386.73000000
0.174570863468
Long
ABS-MBS
CORP
US
Y
3
2047-03-10
Variable
5.25772080
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
7000000.00000000
PA
USD
6259219.12000000
0.114832672325
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200160
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAR9
5680000.00000000
PA
USD
4970015.34000000
0.091180725909
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.33999920
N
N
N
N
N
N
TK Elevator US Newco, Inc.
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc.
92537RAA7
1350000.00000000
PA
USD
1228500.00000000
0.022538264797
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
1030000.00000000
PA
USD
869330.30000000
0.015948877898
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
2735000.00000000
PA
USD
2488850.00000000
0.045660854978
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAC3
1860000.00000000
PA
USD
1592167.03000000
0.029210160459
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
14340000.00000000
PA
USD
14083055.88000000
0.258370079430
Long
ABS-CBDO
CORP
KY
Y
2
2032-01-20
Floating
3.78986040
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
290000.00000000
PA
USD
282715.54000000
0.005186746196
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
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
2288528.75000000
0.041985728094
Long
ABS-O
CORP
US
Y
2
2030-09-16
Fixed
1.63000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-54
38379RSG9
4910334.22000000
PA
USD
207856.90000000
0.003813377169
Long
ABS-MBS
USGA
US
N
2
2058-12-16
Variable
0.68400000
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
2867946.60000000
0.052615824090
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
794880.95000000
PA
USD
734513.40000000
0.013475504685
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
814000.00000000
PA
USD
687020.07000000
0.012604184174
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
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
12675429.00000000
0.232545523177
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
16827641.60000000
0.308722704352
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
17660000.00000000
PA
USD
16433120.77000000
0.301484759758
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
781765.80000000
PA
USD
715351.90000000
0.013123964628
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
4661625.96000000
0.085522963185
Long
ABS-MBS
USGSE
US
N
2
2048-03-25
Variable
2.04178680
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K721, Class X3
3137BM6R2
4047369.50000000
PA
USD
40.47000000
0.000000742469
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Variable
1.43919360
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAU4
65000.00000000
PA
USD
64973.40000000
0.001192012774
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
9729549.90000000
PA
USD
8490539.40000000
0.155768844339
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
1665000.00000000
PA
USD
1372209.75000000
0.025174787711
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
US Auto Funding
N/A
US Auto Funding, Series 2021-1A, Class B
90355EAB7
2686000.00000000
PA
USD
2610066.78000000
0.047884718133
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
1900000.00000000
PA
USD
1594062.00000000
0.029244925893
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
570000.00000000
PA
USD
554054.14000000
0.010164769165
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
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
3707943.88000000
0.068026553538
Long
ABS-MBS
CORP
US
N
3
2049-10-10
Variable
4.11534360
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2022-1A, Class A1
69701CAA8
11889712.25000000
PA
USD
11718131.81000000
0.214982790122
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-15
Floating
3.37786920
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DMB20
4918626.12000000
PA
USD
4787630.32000000
0.087834660076
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
59453.06000000
0.001090735701
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
10405711.50000000
PA
USD
9791944.13000000
0.179644631407
Long
ABS-MBS
CORP
US
Y
2
2026-04-25
Variable
1.86699960
N
N
N
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
2250000.00000000
PA
USD
2001185.37000000
0.036714078777
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
1936152.60000000
0.035520976790
Long
ABS-MBS
USGSE
US
Y
2
2024-07-25
Variable
3.85993080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4681, Class SD
3137BYHQ6
347297.42000000
PA
USD
49294.11000000
0.000904357919
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Floating
3.75900120
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
2000000.00000000
PA
USD
1874250.00000000
0.034385301421
Long
DBT
NUSS
CO
N
2
2026-06-26
Fixed
5.37500000
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
8789085.38000000
0.161246018414
Long
ABS-O
CORP
US
Y
2
2026-03-16
Fixed
5.81000000
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
2750394.74000000
0.050459198166
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
12395994.34000000
0.227418968549
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72199880
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-4, Class D
26209BAG4
171526.81000000
PA
USD
171609.86000000
0.003148382960
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
1810000.00000000
PA
USD
1841675.00000000
0.033787675067
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
1575901.23000000
0.028911745393
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
126000.00000000
PA
USD
106488.70000000
0.001953659355
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
2698509.24000000
0.049507298176
Long
ABS-MBS
CORP
US
Y
3
2048-05-15
Fixed
3.25700000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BN0
2800000.00000000
PA
USD
2510060.00000000
0.046049977157
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEU1
243380000.00000000
PA
USD
239349018.75000000
4.391136803907
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
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
7818555.79000000
0.143440521553
Long
ABS-MBS
CORP
US
Y
2
2050-07-25
Floating
8.19371160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3
3137FEBT6
1200000.00000000
PA
USD
112460.64000000
0.002063221557
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Variable
2.20648680
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2018-C, Class D
12655CAD8
80886.45000000
PA
USD
80939.62000000
0.001484931695
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
696384.54000000
PA
USD
688750.98000000
0.012635939736
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
902940.42000000
0.016565494735
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
1305534.38000000
0.023951550312
Long
DBT
NUSS
CR
Y
2
2031-10-07
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 342, Class S7
31325VM50
1660015.14000000
PA
USD
211600.69000000
0.003882061361
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Floating
3.71900160
N
N
N
N
N
N
NCR Corp.
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
1653000.00000000
PA
USD
1543521.81000000
0.028317707183
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
4350000.00000000
PA
USD
4111185.00000000
0.075424482019
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
831000.00000000
PA
USD
841387.50000000
0.015436234653
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
530000.00000000
PA
USD
468524.10000000
0.008595620862
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
4081994.37000000
0.074888945879
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
13433993.45000000
PA
USD
2710211.45000000
0.049721988862
Long
ABS-MBS
USGSE
US
N
2
2035-09-25
Variable
4.14465480
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Kingdom of Bahrain
05675M2D5
3314000.00000000
PA
USD
2826842.00000000
0.051861712280
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AG3
1490000.00000000
PA
USD
1290712.50000000
0.023679625642
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
109024.70000000
0.002000185232
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
912000.00000000
PA
USD
766080.00000000
0.014054630766
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
1642000.00000000
PA
USD
1754148.60000000
0.032181901213
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2018-B, Class E
12595PAE0
5687000.00000000
PA
USD
5684557.43000000
0.104289833629
Long
ABS-O
CORP
US
Y
2
2024-12-16
Fixed
5.61000000
N
N
N
N
N
N
AREIT Trust
N/A
AREIT Trust, Series 2021-CRE5, Class C
04002PAG9
20131000.00000000
PA
USD
19073695.72000000
0.349929185839
Long
ABS-MBS
CORP
KY
Y
3
2038-11-17
Floating
4.62971160
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAD3
3926000.00000000
PA
USD
3849112.12000000
0.070616449487
Long
DBT
CORP
KY
Y
2
2024-05-15
Fixed
5.25000000
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 2014-C18, Class B
61763XAJ5
6000000.00000000
PA
USD
5802145.80000000
0.106447129372
Long
ABS-MBS
CORP
US
N
3
2047-10-15
Variable
4.60791000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAX8
3000000.00000000
PA
USD
2746685.19000000
0.050391142146
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-2800.00000000
NC
USD
2523448.13000000
0.046295598011
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-12-20
-326550000.00000000
USD
2523448.13000000
N
N
N
Republic of Costa Rica
549300S1EK2VN6XVJP58
Republic of Costa Rica
N/A
1000000.00000000
PA
USD
995812.50000000
0.018269341321
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
222000.00000000
PA
USD
205786.01000000
0.003775384277
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
2398000.00000000
PA
USD
2033492.01000000
0.037306781754
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
6010000.00000000
PA
USD
6055531.28000000
0.111095781422
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
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
198123.87000000
PA
USD
200907.15000000
0.003685875902
Long
ABS-MBS
CORP
US
N
2
2027-10-25
Floating
5.74371000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
1510000.00000000
PA
USD
1341040.60000000
0.024602953314
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
6562313.26000000
0.120393287698
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
7040000.00000000
PA
USD
5899520.00000000
0.108233572599
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
1400000.00000000
PA
USD
1319654.00000000
0.024210591203
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
3517918.13000000
0.064540309604
Long
ABS-MBS
CORP
US
N
3
2048-06-15
Variable
4.35893400
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300RVQJTKIK3XGD11
Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class A3
95001LAT9
1029163.81000000
PA
USD
993738.96000000
0.018231299812
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
3.74600000
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
6732407.55000000
0.123513865760
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
2255000.00000000
PA
USD
1928536.37000000
0.035381248171
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
5347875.63000000
0.098113013474
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
1.14000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-117, Class SB
38380GHV9
670255.94020000
PA
USD
81354.26000000
0.001492538749
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Floating
3.83186160
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
725000.00000000
PA
USD
641886.00000000
0.011776147039
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
212473.45000000
PA
USD
224720.33000000
0.004122756453
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
13070000.00000000
PA
USD
11524515.11000000
0.211430666024
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
194010.12000000
0.003559341846
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
4.54100040
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
7400010.19000000
0.135761814543
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
5779193.16000000
PA
USD
5337106.27000000
0.097915437008
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
3396682.99000000
0.062316109614
Long
ABS-O
CORP
US
Y
2
2024-08-15
Fixed
5.43000000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AB9
970000.00000000
PA
USD
758734.00000000
0.013919859831
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635AR7
514190.00000000
PA
USD
517614.50000000
0.009496241484
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
2068918.45000000
PA
USD
1839139.19000000
0.033741152676
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.74999920
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
1800000.00000000
PA
USD
1613700.00000000
0.029605207898
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
15390012.26000000
0.282347717991
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
6409000.00000000
PA
USD
5570927.12000000
0.102205153111
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
1080777.64000000
PA
USD
1039794.55000000
0.019076243307
Long
LON
CORP
US
N
2
2027-03-02
Variable
5.11229000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXES7
5668941.96000000
PA
USD
5489486.67000000
0.100711033105
Long
ABS-MBS
USGSE
US
N
2
2056-10-01
Fixed
3.50000000
N
N
N
N
N
N
CD&R Smokey Buyer, Inc.
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
1860000.00000000
PA
USD
1729800.00000000
0.031735197758
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
2345107.95000000
0.043023739483
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.32700000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264AAV7
1158000.00000000
PA
USD
1132639.80000000
0.020779597665
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
4015800.00000000
PA
USD
3382508.34000000
0.062056059134
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
1439000.00000000
PA
USD
1090085.67000000
0.019998892537
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
2180425.00000000
0.040002438763
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
2823000.00000000
PA
USD
2261674.68000000
0.041493058871
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
1815000.00000000
PA
USD
1542003.87000000
0.028289858804
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
8092011.51000000
0.148457385556
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
7287000.00000000
PA
USD
5866867.18000000
0.107634518546
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR14, Class B
12630DBB9
4522500.00000000
PA
USD
4461930.61000000
0.081859319166
Long
ABS-MBS
CORP
US
N
3
2047-02-10
Variable
4.73684040
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDL1
923000.00000000
PA
USD
795944.44000000
0.014602528736
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
2484354.29000000
0.045578375937
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
2094922.46000000
0.038433794980
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
2.16000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
6255000.00000000
PA
USD
5695688.85000000
0.104494052507
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
1.64499840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
3140Q87D1
10300595.79000000
PA
USD
10179412.47000000
0.186753189850
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
30220000.00000000
PA
USD
27885032.96000000
0.511583440568
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
680000.00000000
PA
USD
630026.80000000
0.011558576188
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 10 Year
3133LPTJ6
19172654.17000000
PA
USD
18072375.04000000
0.331558790533
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
2475000.00000000
PA
USD
2133128.25000000
0.039134724741
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
1666413.35000000
0.030572295762
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
7140107.16000000
0.130993590439
Long
DBT
CORP
IE
Y
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2020-HR8, Class XA
61692BBU3
21182909.51930000
PA
USD
2277472.04000000
0.041782879858
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.96729560
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
1806000.00000000
PA
USD
1530585.00000000
0.028080366320
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
9108042.00000000
0.167097649476
Long
ABS-MBS
CORP
US
Y
3
2037-02-10
Variable
3.75377760
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPCK7
4796000.00000000
PA
USD
3913272.22000000
0.071793541325
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
4072162.50000000
0.074708568761
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
134514.85000000
0.002467831752
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBF4
10000000.00000000
PA
USD
10005575.10000000
0.183563940622
Long
DBT
CORP
AU
Y
2
2026-08-09
Variable
5.10800040
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BY9
11845000.00000000
PA
USD
10435074.84000000
0.191443614102
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53799920
N
N
N
N
N
N
Intelsat SA
549300YV2L21F4K80V46
Intelsat SA
N/A
14866.03000000
NS
USD
408815.83000000
0.007500203036
Long
EC
CORP
LU
N
3
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2015-85, Class SA
3136AQRN2
3855420.82000000
PA
USD
417364.34000000
0.007657035418
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Floating
3.17629080
N
N
N
N
N
N
CIG Auto Receivables Trust
N/A
CIG Auto Receivables Trust, Series 2020-1A, Class B
12597UAB3
5556282.64000000
PA
USD
5540792.28000000
0.101652294338
Long
ABS-O
CORP
US
Y
2
2025-01-13
Fixed
1.55000000
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 30 Year
01F052698
8750000.00000000
PA
USD
8946875.00000000
0.164140852958
Long
ABS-MBS
USGSE
US
N
2
2052-09-25
Fixed
5.50000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust, Series 2022-1, Class B
00091HAB8
8086000.00000000
PA
USD
7827198.68000000
0.143599085447
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
5554183.20000000
0.101897966377
Long
ABS-MBS
CORP
US
Y
3
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
FRTKL
N/A
FRTKL, Series 2021-SFR1, Class D
30322DAG4
6762000.00000000
PA
USD
5885512.94000000
0.107976596752
Long
ABS-O
CORP
US
Y
3
2038-09-17
Fixed
2.17200000
N
N
N
N
N
N
VCAT LLC
N/A
VCAT LLC, Series 2021-NPL4, Class A1
91823DAA3
7590489.86000000
PA
USD
7098305.04000000
0.130226681810
Long
ABS-O
CORP
US
Y
3
2051-08-25
Variable
1.86770160
N
N
N
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AM8
1010000.00000000
PA
USD
931583.60000000
0.017090987267
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
GoodRx, Inc.
25490061CWK7F0OTY260
GoodRx, Inc., 1st Lien Term Loan
38245HAC1
2836401.51000000
PA
USD
2761945.97000000
0.050671118948
Long
LON
CORP
US
N
2
2025-10-10
Variable
5.27386000
N
N
N
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
14972.00000000
NS
USD
2119286.60000000
0.038880783534
Long
EC
CORP
US
N
1
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
1805000.00000000
PA
USD
1223961.48000000
0.022455000356
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
3761846.00000000
0.069015450773
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
2230000.00000000
PA
USD
2190975.00000000
0.040195990813
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
1249005.92000000
PA
USD
1219527.51000000
0.022373654007
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
23022.31000000
0.000422371118
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
892927.14000000
PA
USD
911588.24000000
0.016724149075
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
2255967.45000000
0.041388353083
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
975000.00000000
PA
USD
867330.75000000
0.015912193822
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
3842182.35000000
0.070489314777
Long
ABS-MBS
CORP
KY
Y
3
2037-01-16
Floating
4.15757160
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
3200000.00000000
PA
USD
2835200.00000000
0.052015049535
Long
DBT
NUSS
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAT0
11310000.00000000
PA
USD
11158303.72000000
0.204712091112
Long
DBT
CORP
GB
N
2
2026-08-11
Variable
4.71600000
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
9641746.82400000
PA
USD
9055632.75000000
0.166136140682
Long
ABS-MBS
USGSE
US
Y
2
2041-07-25
Floating
3.98319120
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
5499508.20000000
0.100894889757
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
6062503.42000000
0.111223693459
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
55741458.74000000
PA
USD
601366.73000000
0.011032773790
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Variable
0.62589240
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4925, Class SH
3137FPCF0
8756412.23000000
PA
USD
1008176.53000000
0.018496173867
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Floating
3.65628960
N
N
N
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618MAA4
3280000.00000000
PA
USD
2849500.00000000
0.052277399707
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
9316293.58000000
0.170918267510
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
1641449.31000000
PA
USD
38434.21000000
0.000705120392
Long
ABS-MBS
USGA
US
N
2
2057-07-16
Variable
0.48049920
N
N
N
N
N
N
Nestle Skin Health SA
254900CHQOBZNYV4DY60
Nestle Skin Health SA, Term Loan B
L8908YAE8
2437906.14000000
PA
USD
2344973.16000000
0.043021266604
Long
LON
CORP
LU
N
2
2026-10-01
Variable
6.00043000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2021-1A, Class A
14369GAA8
121404.34000000
PA
USD
121170.79000000
0.002223019414
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
912491.77000000
PA
USD
108264.41000000
0.001986236825
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Floating
3.83186160
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC, 1st Lien Term Loan B
01862LAW8
1217857.14000000
PA
USD
1191064.28000000
0.021851462868
Long
LON
CORP
US
N
2
2027-10-08
Variable
5.95514000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2021-2, Class A
92259MAA4
9579082.15050000
PA
USD
8433597.31000000
0.154724175309
Long
ABS-MBS
CORP
US
Y
2
2051-08-25
Variable
1.51999920
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568BB5
10338000.00000000
PA
USD
9597616.32000000
0.176079461167
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEY3
374896900.00000000
PA
USD
369888509.85000000
6.786035962993
Long
DBT
UST
US
N
2
2025-07-15
Fixed
3.00000000
N
N
N
N
N
N
CSN Inova Ventures
222100R8R68DM7VM3661
CSN Inova Ventures
N/A
3150000.00000000
PA
USD
2974702.50000000
0.054574385542
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
172000.00000000
PA
USD
156520.00000000
0.002871541885
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BX6
35000.00000000
PA
USD
35055.80000000
0.000643139522
Long
DBT
CORP
US
N
2
2023-08-03
Floating
3.55214160
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
24782000.00000000
PA
USD
22802306.04000000
0.418334889314
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAC3
13020000.00000000
PA
USD
12498649.51000000
0.229302297327
Long
DBT
CORP
NL
Y
2
2027-04-21
Fixed
4.90000000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
28075000.00000000
PA
USD
24711615.00000000
0.453363388231
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single Family, 30 Year
21H042695
9600000.00000000
PA
USD
9601500.00000000
0.176150711805
Long
ABS-MBS
USGA
US
N
2
2052-09-15
Fixed
4.50000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
3740000.00000000
PA
USD
3598515.20000000
0.066018956821
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
740000.00000000
PA
USD
673400.00000000
0.012354308111
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
710625.90000000
0.013037260648
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
3.94099920
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAN9
2425000.00000000
PA
USD
2297275.25000000
0.042146192834
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
942579.49000000
0.017292719689
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAD4
250000.00000000
PA
USD
250586.29000000
0.004597297646
Long
DBT
CORP
FR
Y
2
2023-09-12
Floating
2.96129160
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
8804564.02000000
0.161529992111
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
497723.18000000
0.009131312028
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
1663000.00000000
PA
USD
1498778.75000000
0.027496843581
Long
DBT
CORP
US
Y
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-HG1, Class A
69547PAA7
12300588.29070000
PA
USD
11646631.20000000
0.213671028069
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
742000.00000000
PA
USD
563667.72000000
0.010341141498
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-3FP, Class B
30322MAB5
4333000.00000000
PA
USD
4241740.95000000
0.077819683136
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
262966.18000000
PA
USD
254739.13000000
0.004673486337
Long
ABS-O
CORP
US
N
3
2034-08-25
Floating
3.24371160
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
1690000.00000000
PA
USD
1470300.00000000
0.026974367709
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
1038816.45000000
0.019058298922
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
2834806.50000000
0.052007830318
Long
ABS-MBS
CORP
US
Y
3
2031-02-25
Variable
1.84690080
N
N
N
N
N
N
BXMT Ltd.
N/A
BXMT Ltd., Series 2021-FL4, Class A
05609GAA6
3000000.00000000
PA
USD
2956071.00000000
0.054232568952
Long
ABS-MBS
CORP
KY
Y
2
2038-05-15
Floating
3.04913880
N
N
N
N
N
N
Jazz Securities DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
1199000.00000000
PA
USD
1081186.26000000
0.019835622485
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
N/A
2300000.00000000
PA
USD
1943500.00000000
0.035655773409
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
6502202.12000000
0.119290478752
Long
ABS-O
CORP
US
Y
3
2031-06-20
Fixed
1.75000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR23, Class D
12593ABF1
2000000.00000000
PA
USD
1730434.00000000
0.031746829227
Long
ABS-MBS
CORP
US
N
3
2048-05-10
Variable
4.42791720
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust, Series 2018-2A, Class C
36249EAE4
38777.11000000
PA
USD
38793.22000000
0.000711706849
Long
ABS-O
CORP
US
Y
2
2024-04-15
Fixed
4.17000000
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
15398000.00000000
PA
USD
15118603.29000000
0.277368404003
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
3.67985880
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAA3
10567000.00000000
PA
USD
10256562.57000000
0.188168598383
Long
DBT
CORP
GB
Y
2
2025-09-15
Fixed
4.75000000
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
13922987.13000000
0.255433431589
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
1.96000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
629000.00000000
PA
USD
610130.00000000
0.011193546195
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
973000.00000000
PA
USD
882005.04000000
0.016181410780
Long
DBT
CORP
LU
Y
2
2030-03-15
Fixed
6.50000000
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
787875.58000000
0.014454496092
Long
ABS-MBS
CORP
US
Y
3
2037-12-15
Floating
3.64100040
N
N
N
N
N
N
ANTLR Mortgage Trust
N/A
ANTLR Mortgage Trust, Series 2021-RTL1, Class A1
00201QAA7
7538000.00000000
PA
USD
7215030.62000000
0.132368148665
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
1937094.35000000
PA
USD
269587.36000000
0.004945894428
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Floating
3.55628880
N
N
N
N
N
N
Wynn Resorts Finance LLC
N/A
Wynn Resorts Finance LLC
983133AB5
1320000.00000000
PA
USD
1315597.80000000
0.024136175485
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
1958090.00000000
0.035923443970
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
1799729.63000000
0.033018138351
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
10873916.82000000
0.199494681867
Long
ABS-O
CORP
US
Y
3
2029-06-15
Fixed
2.82000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
1375000.00000000
PA
USD
1135634.25000000
0.020834534342
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
2784857.02000000
0.051091448872
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
1.96117560
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAS4
7120000.00000000
PA
USD
6276197.48000000
0.115144160134
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
1288364.10000000
0.023636541506
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
5459893.45000000
0.100168110982
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.90000000
N
N
N
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
1542000.00000000
PA
USD
1309102.97000000
0.024017020256
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
2143125.90000000
0.039318143287
Long
ABS-MBS
CORP
US
Y
3
2038-04-15
Floating
3.99196080
N
N
N
N
N
N
Cenovus Energy, Inc.
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135UAS8
870000.00000000
PA
USD
892696.04000000
0.016377549640
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
2223660.25000000
0.040795639832
Long
ABS-MBS
CORP
US
N
3
2048-02-15
Fixed
3.89400000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KC03, Class B
30297UAA0
5000000.00000000
PA
USD
4749909.00000000
0.087142618482
Long
ABS-MBS
USGSE
US
Y
2
2026-01-25
Variable
4.52489040
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWD Securitization Trust, Series 2019-INV1, Class M1
302980AD9
500000.00000000
PA
USD
463467.30000000
0.008502847970
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
4082993.58000000
0.074907277551
Long
ABS-MBS
CORP
US
Y
3
2049-03-17
Variable
4.38983280
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust, Series 2021-RTL1, Class A1
501894AA7
2812000.00000000
PA
USD
2711940.60000000
0.049753712134
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
2108538.90000000
0.038683604447
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
2889755.40000000
0.053015931953
Long
ABS-MBS
USGSE
US
Y
2
2050-02-25
Variable
3.92154480
N
N
N
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
2000000.00000000
PA
USD
1856349.26000000
0.034056891476
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
2135000.00000000
PA
USD
1906704.45000000
0.034980716145
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
1767295.60000000
0.032423098256
Long
ABS-MBS
CORP
US
Y
3
2050-07-15
Variable
4.28088240
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-80, Class AS
38376U3F4
806618.88000000
PA
USD
96984.71000000
0.001779297578
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Floating
3.83186160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-36, Class SG
38380VU33
868019.24000000
PA
USD
106413.95000000
0.001952287979
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Floating
3.83186160
N
N
N
N
N
N
Natura Cosmeticos SA
N/A
Natura Cosmeticos SA
63883KAB1
1764000.00000000
PA
USD
1451220.75000000
0.026624336624
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
2614644.63000000
0.047968704128
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
2550000.00000000
PA
USD
2340517.50000000
0.042939522326
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2021-R02, Class 2M2
20754KAB7
6500000.00000000
PA
USD
6126016.00000000
0.112388905788
Long
ABS-MBS
CORP
US
Y
2
2041-11-25
Floating
4.18318920
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-73.00000000
NC
USD
38581.63000000
0.000707824984
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2022-12-20
-10867875.00000000
USD
38581.63000000
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
1185000.00000000
PA
USD
1059153.00000000
0.019431396642
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
3583000.00000000
PA
USD
3121778.33000000
0.057272663118
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
18654004.65000000
0.342229463845
Long
DBT
CORP
US
Y
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAP4
100000.00000000
PA
USD
92585.82000000
0.001698594812
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2K8
5080000.00000000
PA
USD
4779664.46000000
0.087688517087
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
1061000.00000000
PA
USD
853410.05000000
0.015656802350
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3
3137FLN67
40000000.00000000
PA
USD
2713916.00000000
0.049789953151
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Variable
2.24441280
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAA9
497000.00000000
PA
USD
392630.00000000
0.007203255113
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
1170000.00000000
PA
USD
1024058.73000000
0.018787551343
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
1980000.00000000
PA
USD
1674755.10000000
0.030725334891
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
1801816.43000000
0.033056423130
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
1345024.06000000
0.024676034532
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
615000.00000000
PA
USD
508728.00000000
0.009333208281
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Oportun Issuance Trust
N/A
Oportun Issuance Trust, Series 2021-B, Class A
68377GAA4
4384000.00000000
PA
USD
4022474.76000000
0.073796989240
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
835000.00000000
PA
USD
835793.25000000
0.015333601615
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
CPS Auto Receivables Trust
N/A
CPS Auto Receivables Trust, Series 2020-A, Class C
12597JAC6
252045.27000000
PA
USD
251763.51000000
0.004618895119
Long
ABS-O
CORP
US
Y
2
2025-12-15
Fixed
2.54000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179XDE3
16250000.00000000
PA
USD
16274302.04000000
0.298571044990
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
Galaxy XIX CLO Ltd.
5493000B2531UL3WQV87
Galaxy CLO Ltd., Series 2015-19A, Class A1RR
36319QBN1
3750000.00000000
PA
USD
3702787.50000000
0.067931953735
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-24
Floating
3.73299840
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4338, Class SA
3137BB7C8
4617204.35000000
PA
USD
581975.98000000
0.010677027873
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Floating
3.60900000
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
12708448.95000000
0.233151312657
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
3.86000000
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
9710393.00000000
0.178148480847
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
748000.00000000
PA
USD
660835.56000000
0.012123798810
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
13560000.00000000
PA
USD
11777077.91000000
0.216064225051
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.49400000
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
6930564.62000000
0.127149288238
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
2741799.03000000
PA
USD
2710301.82000000
0.049723646805
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
2902868.61000000
0.053256509079
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
2906000.00000000
PA
USD
2760700.00000000
0.050648260176
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
411000.00000000
PA
USD
265611.13000000
0.004872945853
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDG2
455000.00000000
PA
USD
413592.73000000
0.007587840836
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418BD37
5639008.83000000
PA
USD
5586582.57000000
0.102492370594
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
979045.15000000
0.017961724736
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
4515000.00000000
0.082832938999
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
2986533.05000000
0.054791430775
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
4941812.26000000
PA
USD
4636313.38000000
0.085058574393
Long
ABS-O
CORP
US
Y
3
2051-03-27
Variable
2.11569840
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
208000.00000000
PA
USD
76960.00000000
0.001411920926
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
CF Hippolyta Issuer LLC, Series 2021-1A, Class B1
12530MAG0
2295681.90000000
PA
USD
1971890.43000000
0.036176628948
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
580000.00000000
PA
USD
530543.40000000
0.009733437228
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
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
7527828.42000000
0.138106788994
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-25
Floating
3.75300000
N
N
N
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
1610000.00000000
PA
USD
1517634.30000000
0.027842770630
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
905000.00000000
PA
USD
775598.58000000
0.014229260213
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
1565000.00000000
PA
USD
1191528.40000000
0.021859977690
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
4606000.00000000
PA
USD
4205717.32000000
0.077158787644
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.00000000
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
3402415.08000000
0.062421271488
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.27878000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
14422000.00000000
PA
USD
13990062.40000000
0.256664005620
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
410000.00000000
PA
USD
386822.66000000
0.007096712690
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.35000000
N
N
N
N
N
N
IQVIA, Inc.
549300PLWY28YB00C717
IQVIA, Inc.
46266TAA6
1145000.00000000
PA
USD
1106516.55000000
0.020300336187
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
2730000.00000000
PA
USD
2338272.30000000
0.042898331514
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
4736885.39000000
0.086903685173
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
4129354.94000000
0.075757830753
Long
ABS-MBS
CORP
US
N
3
2047-10-15
Variable
4.65091200
N
N
N
N
N
N
Photo Holdings Merger Sub, Inc.
N/A
Photo Holdings Merger Sub, Inc.
719245AD4
1570000.00000000
PA
USD
1172422.13000000
0.021509450891
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, STRIPS, Series 267, Class S5
31325TN96
3703318.87000000
PA
USD
350030.92000000
0.006421725325
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
3.60900000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBD0
14000000.00000000
PA
USD
13742412.88000000
0.252120586443
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
16297657.32000000
0.298999524832
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
35952915.24000000
PA
USD
730994.67000000
0.013410949481
Long
ABS-MBS
USGSE
US
N
2
2026-06-25
Variable
1.01067840
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AR5
895000.00000000
PA
USD
860811.00000000
0.015792581407
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
Ardagh Packaging Finance plc
N/A
Ardagh Packaging Finance plc
03969AAN0
1550000.00000000
PA
USD
1337138.50000000
0.024531364740
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
12328527.86000000
0.226181217315
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400080
N
N
N
N
N
N
Ares XL CLO Ltd.
N/A
Ares CLO Ltd., Series 2016-40A, Class A1RR
04016GBB3
12795275.12000000
PA
USD
12599699.34000000
0.231156174272
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-15
Floating
3.38199840
N
N
N
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
2899938.71000000
0.053202756648
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
1179360.72000000
0.021636747414
Long
ABS-MBS
CORP
US
Y
3
2036-05-15
Floating
3.62099880
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
1185000.00000000
PA
USD
1078207.80000000
0.019780979164
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Westgate Resorts LLC
N/A
Westgate Resorts LLC, Series 2020-1A, Class A
96034LAA9
861411.31000000
PA
USD
843519.28000000
0.015475344643
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
7705686.49000000
0.141369802651
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
2540718.37000000
0.046612440699
Long
ABS-MBS
CORP
US
N
3
2048-11-15
Variable
3.71082240
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
3855000.00000000
PA
USD
3629212.65000000
0.066582137331
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
2.37500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2022-42, Class EA
3136BNRD0
80515853.35000000
PA
USD
79214531.97000000
1.453282944523
Long
ABS-MBS
USGSE
US
N
2
2052-06-25
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4634, Class MD
3137BSSN4
11424323.33000000
PA
USD
11685743.84000000
0.214388595051
Long
ABS-MBS
USGSE
US
N
2
2054-11-15
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-23
38379RMS9
1486403.94000000
PA
USD
56783.60000000
0.001041761345
Long
ABS-MBS
USGA
US
N
2
2059-05-16
Variable
0.61722000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2013-K31, Class C
30291MAQ9
3000000.00000000
PA
USD
2966496.00000000
0.054423827731
Long
ABS-MBS
USGSE
US
Y
2
2046-07-25
Variable
3.74642280
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
2000000.00000000
PA
USD
1793000.00000000
0.032894675443
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
5138210.70000000
0.094266465886
Long
ABS-MBS
CORP
US
N
3
2048-02-15
Variable
4.60220040
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2021-RPL1, Class A1
12660KAC5
5168099.35000000
PA
USD
4881487.41000000
0.089556577820
Long
ABS-MBS
CORP
US
Y
2
2060-09-27
Variable
1.66772880
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAH9
1805000.00000000
PA
USD
1521786.35000000
0.027918944828
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
1013937.50000000
0.018601865578
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
485040.55000000
0.008898634394
Long
ABS-MBS
CORP
US
Y
2
2035-07-15
Floating
3.64100040
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
16158000.00000000
PA
USD
15935924.45000000
0.292363113590
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
2770359.69000000
0.050825478451
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
1950000.00000000
PA
USD
1875580.55000000
0.034409711912
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
1257367.50000000
0.023067872741
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3138ERTJ9
298698.93000000
PA
USD
294684.51000000
0.005406330906
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
3.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
4362000.00000000
PA
USD
300705.38000000
0.005516790785
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
1850000.00000000
PA
USD
1593640.88000000
0.029237199955
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBK4
560000.00000000
PA
USD
554627.81000000
0.010175293810
Long
DBT
CORP
NZ
Y
2
2024-03-19
Fixed
3.40000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
1105000.00000000
PA
USD
991504.42000000
0.018190304571
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
24542567.14000000
0.450262008148
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
690000.00000000
PA
USD
585023.40000000
0.010732936346
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
1282000.00000000
PA
USD
1223284.40000000
0.022442578534
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAC9
9385000.00000000
PA
USD
7956790.04000000
0.145976590036
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
3906718.58000000
PA
USD
3906090.77000000
0.071661789252
Long
ABS-O
CORP
US
Y
3
2026-11-18
Fixed
4.86000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CS6
9028000.00000000
PA
USD
8415399.19000000
0.154390309581
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97599960
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BJ8
20000000.00000000
PA
USD
19895400.00000000
0.365004308873
Long
DBT
CORP
GB
Y
2
2024-03-15
Variable
3.88500120
N
N
N
N
N
N
INEOS Quattro Finance 2 plc
213800V48W4Y5MT5Q131
INEOS Quattro Finance 2 plc
45674GAA2
1785000.00000000
PA
USD
1544025.00000000
0.028326938790
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
7178030.04000000
PA
USD
6834412.00000000
0.125385256321
Long
ABS-O
CORP
US
Y
2
2051-03-27
Variable
2.23959960
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
1363000.00000000
PA
USD
1097891.70000000
0.020142103258
Long
DBT
CORP
LU
Y
2
2029-08-15
Fixed
5.75000000
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
1112288.18000000
0.020406223469
Long
ABS-MBS
CORP
US
Y
3
2046-12-15
Variable
5.17030560
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust, Series 2021-A, Class A
00833MAA2
3437334.76000000
PA
USD
3413107.05000000
0.062617428144
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
1644000.00000000
PA
USD
1349328.77000000
0.024755009456
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
1940000.00000000
PA
USD
1977480.80000000
0.036279190803
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
581847.30000000
0.010674667089
Long
ABS-MBS
CORP
US
Y
3
2035-06-15
Floating
3.84099840
N
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBA4
1835000.00000000
PA
USD
1676355.08000000
0.030754688390
Long
DBT
CORP
AU
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJS9
11829000.00000000
PA
USD
10496487.87000000
0.192570307739
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
1995000.00000000
PA
USD
1671680.25000000
0.030668923183
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
4600000.00000000
PA
USD
4270237.50000000
0.078342485570
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
1725000.00000000
PA
USD
1437877.80000000
0.026379544650
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
1460831.83000000
0.026800663092
Long
ABS-O
CORP
US
Y
2
2026-11-16
Fixed
1.16000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BB1
1230000.00000000
PA
USD
1062824.55000000
0.019498755507
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254AL4
5277000.00000000
PA
USD
5287054.00000000
0.096997169760
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
2636000.00000000
PA
USD
2411940.00000000
0.044249851359
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
16500000.00000000
PA
USD
390754.10000000
0.007168839541
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 38-V2
Markit CDX North American High Yield Index Series 38-V2
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-06-20
0.00000000
USD
353953.70000000
USD
16500000.00000000
USD
390754.10000000
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4477, Class SA
3137BHYU5
4536026.96000000
PA
USD
614681.55000000
0.011277049686
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Floating
3.75900120
N
N
N
N
N
N
Tricon Residential Trust
N/A
Tricon Residential Trust, Series 2021-SFR1, Class E1
89614YAE6
3760000.00000000
PA
USD
3298743.88000000
0.060519302455
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
17580000.00000000
PA
USD
15549372.70000000
0.285271371059
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-XL2, Class E
05609KAJ8
3734065.70000000
PA
USD
3549098.38000000
0.065112347644
Long
ABS-MBS
CORP
US
Y
3
2038-10-15
Floating
4.23650160
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
1918435.00000000
0.035195926761
Long
ABS-MBS
CORP
US
N
3
2047-04-15
Variable
4.80717000
N
N
N
N
N
N
VOLT XCII LLC
N/A
VOLT XCII LLC, Series 2021-NPL1, Class A1
91835MAA9
3510913.70000000
PA
USD
3270100.13000000
0.059993799466
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BR1
480000.00000000
PA
USD
413683.20000000
0.007589500613
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
1195000.00000000
PA
USD
1064727.08000000
0.019533659638
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
572783.23000000
0.010508376157
Long
ABS-O
CORP
US
Y
2
2025-09-12
Fixed
3.80000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF53, Class B
35708AAG3
475847.11000000
PA
USD
472096.86000000
0.008661167310
Long
ABS-MBS
USGSE
US
N
2
2025-10-25
Floating
4.41228960
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
1192000.00000000
PA
USD
1098314.76000000
0.020149864787
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
1080818.76000000
PA
USD
1042255.15000000
0.019121385882
Long
LON
CORP
US
N
2
2027-10-19
Variable
6.20529000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2018-27, Class SE
3136B1M92
848644.44000000
PA
USD
131237.01000000
0.002407695956
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Floating
3.75629040
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2022-ST1, Class A
91683NAA0
9791755.68000000
PA
USD
9258591.65000000
0.169859658330
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
6787487.09000000
0.124524364138
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
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
4638188.50000000
0.085092975656
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.12000000
N
N
N
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
2925000.00000000
PA
USD
2782494.00000000
0.051048096515
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class C
17322VAX4
5000000.00000000
PA
USD
4805620.00000000
0.088164701730
Long
ABS-MBS
CORP
US
N
3
2047-07-10
Variable
4.57677720
N
N
N
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
654744AC5
7500000.00000000
PA
USD
6943859.10000000
0.127393190974
Long
DBT
CORP
JP
Y
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
FHLMC UMBS, 30 Year
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DWEE9
8421653.98000000
PA
USD
8515785.33000000
0.156232010358
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140X6JS1
31552489.15000000
PA
USD
31483050.96000000
0.577593275676
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.00000000
N
N
N
N
N
N
Gray Escrow II, Inc.
N/A
Gray Escrow II, Inc.
389286AA3
2393000.00000000
PA
USD
2022515.74000000
0.037105409283
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWD Securitization Trust, Series 2019-INV1, Class A3
302980AC1
245020.87000000
PA
USD
236633.98000000
0.004341326252
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
7000000.00000000
PA
USD
6908849.99000000
0.126750908034
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
13450000.00000000
PA
USD
13127910.70000000
0.240846827508
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.20999920
N
N
N
N
N
N
Canpack SA
N/A
Canpack SA
13806CAA0
2830000.00000000
PA
USD
2309103.13000000
0.042363189083
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
2806707.99000000
0.051492330392
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
2975000.00000000
PA
USD
2513875.00000000
0.046119967779
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
666312.69000000
PA
USD
664484.26000000
0.012190738466
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
3966401.07000000
PA
USD
3586286.18000000
0.065794601191
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
3004000.00000000
PA
USD
2608868.86000000
0.047862740894
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
4551.00000000
NC
USD
-1870463.40000000
-0.03431583183
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2022-12-30
947745750.00000000
USD
-1870463.40000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
15140000.00000000
PA
USD
13955763.89000000
0.256034759465
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.21900040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K111, Class X3
3137FUZF4
15643603.00000000
PA
USD
2993239.18000000
0.054914462548
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Variable
3.28576680
N
N
N
N
N
N
STWD Mortgage Trust
N/A
STWD Mortgage Trust, Series 2021-LIH, Class B
78486EAJ7
3600000.00000000
PA
USD
3450234.24000000
0.063298569730
Long
ABS-MBS
CORP
KY
Y
3
2036-11-15
Floating
4.04700120
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
1855373.40000000
0.034038988186
Long
ABS-MBS
CORP
US
Y
3
2047-08-15
Variable
4.88404440
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
2400000.00000000
PA
USD
2240280.00000000
0.041100548522
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
560000.00000000
PA
USD
536835.60000000
0.009848874973
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AP6
350000.00000000
PA
USD
294763.00000000
0.005407770896
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
9838726.62000000
0.180502910729
Long
ABS-MBS
CORP
US
N
3
2048-02-10
Variable
4.56955560
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
4052442.91000000
0.074346789891
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
11255843.38000000
0.206501569895
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
4831410.25000000
0.088637853935
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
5053512.26000000
PA
USD
617760.04000000
0.011333528174
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Floating
3.83186160
N
N
N
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
1145000.00000000
PA
USD
1084944.75000000
0.019904576366
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
3200000.00000000
PA
USD
3009136.22000000
0.055206112281
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAA7
1238000.00000000
PA
USD
1077060.00000000
0.019759921434
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc.
N/A
Pactiv Evergreen Group Issuer, Inc.
76174LAA1
1090000.00000000
PA
USD
951406.50000000
0.017454661479
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
5185625.41000000
0.095136344021
Long
ABS-MBS
CORP
US
N
3
2048-05-15
Variable
4.15810440
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
2124228.25000000
0.038971443865
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
3297730.00000000
0.060500701644
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
2.08072800
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
18149672.29000000
0.332976898705
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
1920000.00000000
PA
USD
1812932.22000000
0.033260355257
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
4057886.95000000
0.074446667152
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
1827000.00000000
0.033518445083
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
1585000.00000000
PA
USD
1103936.65000000
0.020253004914
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
64831158.24000000
PA
USD
3057255.90000000
0.056088923913
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
1.31792040
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AJ0
1030000.00000000
PA
USD
888653.10000000
0.016303377192
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2015-123, Class SE
38379QCX1
4738627.37000000
PA
USD
461350.87000000
0.008464019595
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Floating
3.35185920
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
2742000.00000000
PA
USD
2317154.52000000
0.042510901219
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
585000.00000000
PA
USD
561282.64000000
0.010297384425
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
1450000.00000000
PA
USD
1442511.00000000
0.026464546106
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
1982495.60000000
0.036371193156
Long
ABS-O
CORP
US
Y
2
2026-04-15
Fixed
4.72000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7ZN6
35122.97000000
PA
USD
33835.83000000
0.000620757750
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
2890000.00000000
PA
USD
2326450.00000000
0.042681437637
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
9031751.58000000
0.165698012775
Long
ABS-MBS
CORP
US
N
3
2058-09-15
Variable
4.70655720
N
N
N
N
N
N
Axalta Coating Systems LLC
N/A
Axalta Coating Systems LLC
05454NAA7
2310000.00000000
PA
USD
2139637.50000000
0.039254144522
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
455000.00000000
PA
USD
411763.63000000
0.007554283863
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
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
12604932.57000000
0.231252183977
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
365314.52000000
PA
USD
362262.65000000
0.006646130673
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
134082.32000000
PA
USD
128803.54000000
0.002363051112
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
6.00000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAD6
3105000.00000000
PA
USD
3005881.94000000
0.055146408720
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXF23
2940518.29000000
PA
USD
2901306.68000000
0.053227853652
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
2653836.48000000
0.048687724310
Long
ABS-MBS
CORP
US
Y
3
2038-03-15
Floating
3.49099920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2017-163, Class HS
38380KSX4
3466902.97370000
PA
USD
404319.59000000
0.007417714271
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Floating
3.83186160
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
6975301.63000000
0.127970040845
Long
ABS-MBS
CORP
US
N
3
2048-07-15
Variable
4.37261040
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
1350000.00000000
PA
USD
1123119.63000000
0.020604939047
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
1921621.00000000
0.035254377646
Long
ABS-MBS
CORP
US
Y
3
2046-06-10
Variable
4.58949240
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYM0
12799000.00000000
PA
USD
11367899.53000000
0.208557370613
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
378314.26000000
0.006940616173
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
455000.00000000
PA
USD
423150.00000000
0.007763180096
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
1060000.00000000
PA
USD
949908.40000000
0.017427177087
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
4425504.45000000
PA
USD
4064383.29000000
0.074565850084
Long
ABS-O
CORP
US
Y
3
2033-02-28
Fixed
3.82100000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CN0
10000000.00000000
PA
USD
9074518.40000000
0.166482619950
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-NPL3, Class A1
74143EAA0
4039938.27000000
PA
USD
3629117.76000000
0.066580396464
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
1085048.79000000
PA
USD
148613.71000000
0.002726491777
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Floating
3.73186080
N
N
N
N
N
N
NRZ Excess Spread-Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A
65246QAA7
7243830.94000000
PA
USD
6668509.95000000
0.122341589790
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
1678862.88000000
0.030800696905
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
3956505.28000000
0.072586702216
Long
ABS-MBS
USGSE
US
N
2
2029-10-25
Variable
2.38985280
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K723, Class X3
3137BSPZ0
7400766.04000000
PA
USD
147968.70000000
0.002714658316
Long
ABS-MBS
USGSE
US
N
2
2034-10-25
Variable
1.97474040
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
N/A
1557.00000000
NS
USD
15.57000000
0.000000285649
Long
CORP
LU
N
3
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B36
1220000.00000000
PA
USD
1019163.60000000
0.018697744475
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-7, Class A1
69360LAA0
4617667.81000000
PA
USD
4277649.07000000
0.078478459462
Long
ABS-MBS
CORP
US
Y
2
2026-08-25
Variable
1.86699960
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBV3
1800000.00000000
PA
USD
1697400.00000000
0.031140781983
Long
DBT
NUSS
MX
N
2
2025-01-15
Fixed
4.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CC1
11880000.00000000
PA
USD
11457493.38000000
0.210201074247
Long
DBT
CORP
DE
N
2
2024-09-18
Variable
2.22199920
N
N
N
N
N
N
APA Infrastructure Ltd.
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
00205GAB3
3088000.00000000
PA
USD
3029383.83000000
0.055577578293
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
1710000.00000000
PA
USD
1599893.10000000
0.029351904220
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
Upstart Pass-Through Trust
N/A
Upstart Pass-Through Trust, Series 2021-ST5, Class A
91679XAA4
2882917.19000000
PA
USD
2716171.28000000
0.049831328892
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
2135000.00000000
PA
USD
1838951.04000000
0.033737700845
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
1177622.16000000
0.021604851504
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
844066.61000000
PA
USD
97782.50000000
0.001793933966
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Floating
3.83186160
N
N
N
N
N
N
PRPM LLC
N/A
PRPM LLC, Series 2021-10, Class A1
69360HAA9
7163715.43000000
PA
USD
6691958.98000000
0.122771789584
Long
ABS-MBS
CORP
US
Y
2
2026-10-25
Variable
2.48699880
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851DD3
150000.00000000
PA
USD
149745.85000000
0.002747262205
Long
DBT
CORP
US
Y
2
2023-02-22
Fixed
3.35000000
N
N
N
N
N
N
Banco Continental SAECA
8945005Q0D60A6FCEM55
Banco Continental SAECA
059490AB8
3600000.00000000
PA
USD
3186000.00000000
0.058450884529
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
900000.00000000
PA
USD
726201.12000000
0.013323006217
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
1600000.00000000
PA
USD
1455800.00000000
0.026708348304
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
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
1886194.57000000
0.034604438484
Long
ABS-O
CORP
US
Y
3
2027-07-15
Fixed
1.82000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
60.00000000
NC
USD
-67629.00000000
-0.00124073285
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2022-12-20
8128125.00000000
USD
-67629.00000000
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AC2
9818000.00000000
PA
USD
8595174.97000000
0.157688505864
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
17927850.24000000
0.328907314577
Long
ABS-O
CORP
US
Y
2
2027-05-17
Fixed
4.22000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF36, Class B
30305DAA8
2356014.90220000
PA
USD
2349373.06000000
0.043101987899
Long
ABS-MBS
USGSE
US
Y
2
2024-08-25
Floating
5.01229080
N
N
N
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BC0
2285000.00000000
PA
USD
2165037.50000000
0.039720137135
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
0.000002144666
Long
ABS-MBS
CORP
US
N
2
2018-06-25
Fixed
3.35000000
N
N
N
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAH5
2200000.00000000
PA
USD
2090765.38000000
0.038357528501
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
196105.64000000
0.003597786603
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
2.04372000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
350000.00000000
PA
USD
345056.25000000
0.006330459204
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
15464927.59000000
0.283722127063
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
FHLMC UMBS, 30 Year
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DWEC3
14990718.50000000
PA
USD
14912406.39000000
0.273585481469
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
RHP Hotel Properties LP
N/A
RHP Hotel Properties LP
749571AF2
3110000.00000000
PA
USD
2828016.30000000
0.051883256183
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAJ1
620000.00000000
PA
USD
576792.20000000
0.010581925386
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
FHLMC UMBS, 30 Year
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132AD3L0
13881443.63000000
PA
USD
13773719.19000000
0.252694937199
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
3735000.00000000
PA
USD
3068716.26000000
0.056299177579
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
1615000.00000000
PA
USD
1467001.40000000
0.026913851047
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
2320000.00000000
PA
USD
2146000.00000000
0.039370872002
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
670000.00000000
PA
USD
641525.00000000
0.011769524073
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
48722128.61000000
PA
USD
96080.04000000
0.001762700352
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
0.39854880
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
724776.01050000
PA
USD
605903.40000000
0.011116004290
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
3.19371120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2014-84, Class KA
3136AL3B5
48124.94000000
PA
USD
47957.65000000
0.000879839002
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
506764.27000000
PA
USD
505777.04000000
0.009279069479
Long
ABS-O
CORP
US
Y
2
2030-11-20
Fixed
1.70200000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
12760000.00000000
PA
USD
12054057.59000000
0.221145740209
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52599840
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
2333043.14000000
0.042802396477
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
1232000.00000000
PA
USD
1218312.48000000
0.022351362865
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Marriott Ownership Resorts, Inc.
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAF3
390000.00000000
PA
USD
340977.81000000
0.006255635467
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
14911198.84000000
PA
USD
13624305.27000000
0.249953764637
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
17970000.00000000
PA
USD
17577973.13000000
0.322488411075
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.73100160
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
956000.00000000
PA
USD
919454.28000000
0.016868460750
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
886631.00000000
0.016266279410
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
939177.41000000
0.017230304565
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
3.19100040
N
N
N
N
N
N
VOLT XCIII LLC
N/A
VOLT XCIII LLC, Series 2021-NPL2, Class A1
92873CAA2
11284555.83000000
PA
USD
10665131.89000000
0.195664278906
Long
ABS-O
CORP
US
Y
2
2051-02-27
Variable
1.89249840
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
526538.31000000
PA
USD
508251.37000000
0.009324463948
Long
ABS-MBS
USGSE
US
Y
2
2051-01-25
Floating
4.18318920
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
1990000.00000000
PA
USD
1752752.20000000
0.032156282627
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
2721000.00000000
PA
USD
2388983.58000000
0.043828689070
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Wesco Aircraft Holdings, Inc.
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc.
97789LAB2
956000.00000000
PA
USD
573600.00000000
0.010523360755
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
2656178.93000000
0.048730699286
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
2.74511160
N
N
N
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAQ9
1420000.00000000
PA
USD
1444402.70000000
0.026499251548
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
30638095.75000000
PA
USD
2494743.71000000
0.045768981959
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Variable
1.42499880
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR20, Class C
12592LBP6
1000000.00000000
PA
USD
949842.00000000
0.017425958902
Long
ABS-MBS
CORP
US
N
3
2047-11-10
Variable
4.63932360
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
12531304.50000000
0.229901391191
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
2970002.37000000
PA
USD
2771754.71000000
0.050851071719
Long
LON
CORP
US
N
2
2028-03-31
Variable
5.75043000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 5021, Class MI
3137FWMC1
28888865.49000000
PA
USD
4697471.08000000
0.086180583703
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
Galaxy XV CLO Ltd.
549300MJK1HWQWCLYA68
Galaxy CLO Ltd., Series 2013-15A, Class ARR
36318WAK6
15398000.00000000
PA
USD
15158822.87000000
0.278106279089
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.48199920
N
N
N
N
N
N
Sprint Capital Corp.
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AT9
800000.00000000
PA
USD
965776.00000000
0.017718286709
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
First Student Bidco, Inc.
2549006DRO2F06AA1391
First Student Bidco, Inc., 1st Lien Term Loan B
33718FAD2
1798681.99000000
PA
USD
1726734.71000000
0.031678961439
Long
LON
CORP
US
N
2
2028-07-21
Variable
5.23157000
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
17012568.75000000
0.312115408524
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
679000.12000000
PA
USD
655700.50000000
0.012029590148
Long
ABS-O
CORP
US
Y
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
Accelerated LLC
N/A
Accelerated LLC, Series 2021-1H, Class B
00439KAB2
3098822.09000000
PA
USD
2819844.43000000
0.051733333700
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
6083000.00000000
PA
USD
4204934.58000000
0.077144427366
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
700000.00000000
PA
USD
617750.00000000
0.011333343979
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
8307605.30000000
0.152412704993
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
1500000.00000000
PA
USD
1381237.50000000
0.025340412310
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
1039110.34000000
PA
USD
801902.96000000
0.014711844732
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Floating
2.82371040
N
N
N
N
N
N
Weekley Homes LLC
N/A
Weekley Homes LLC
948565AD8
2500000.00000000
PA
USD
2072382.25000000
0.038020268548
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
1045000.00000000
PA
USD
802420.76000000
0.014721344377
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
VICI Properties LP
N/A
VICI Properties LP
92564RAF2
1500000.00000000
PA
USD
1502250.00000000
0.027560527710
Long
DBT
CORP
US
Y
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
10975000.00000000
PA
USD
10506474.73000000
0.192753528329
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
1314000.00000000
PA
USD
1178881.38000000
0.021627953363
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
1409000.00000000
PA
USD
1382581.25000000
0.025365064970
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AL1
6000000.00000000
PA
USD
5996097.30000000
0.110005395766
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-PC1, Class B
12593GAJ1
3150000.00000000
PA
USD
2988472.41000000
0.054827010595
Long
ABS-MBS
CORP
US
N
3
2050-07-10
Variable
4.43458080
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
1710000.00000000
PA
USD
1609930.80000000
0.029536057530
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class E
05608VAL0
2545500.00000000
PA
USD
2407737.54000000
0.044172752331
Long
ABS-MBS
CORP
US
Y
3
2034-01-15
Floating
4.64100120
N
N
N
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAH9
762000.00000000
PA
USD
698685.42000000
0.012818198621
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
995179.72000000
0.018257732234
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
9634578.38000000
PA
USD
9212853.62000000
0.169020540844
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
4821169.85000000
0.088449981858
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
361000.00000000
PA
USD
341430.19000000
0.006263934906
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796M71
17558000.00000000
PA
USD
17551035.27000000
0.321994204627
Long
STIV
UST
US
N
2
2022-09-08
None
0.00000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust, Series 2019-3, Class D
02529NAG2
716248.21000000
PA
USD
714454.58000000
0.013107502246
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
13323571.40000000
0.244436451168
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C22, Class C
92890KBG9
8583000.00000000
PA
USD
8109037.30000000
0.148769743524
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
3.91484160
N
N
N
N
N
N
PRET LLC
N/A
PRET LLC, Series 2021-RN4, Class A1
69359QAA2
5060052.74000000
PA
USD
4751278.71000000
0.087167747409
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
5119711.82000000
0.093927082365
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
3717000.00000000
PA
USD
3300565.91000000
0.060552729720
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
2845155.00000000
0.052197685616
Long
ABS-MBS
USGSE
US
N
2
2047-08-25
Variable
2.17222200
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BF3
2300000.00000000
PA
USD
1863161.00000000
0.034181860788
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
726000.00000000
PA
USD
669633.36000000
0.012285204708
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
3120587.58000000
PA
USD
3111106.92000000
0.057076883659
Long
ABS-MBS
CORP
US
Y
2
2032-10-25
Floating
2.44370880
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
1711000.00000000
PA
USD
1560004.25000000
0.028620096761
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
287272.35000000
0.005270346189
Long
ABS-MBS
USGSE
US
N
2
2044-10-25
Variable
2.12895360
N
N
N
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAA6
1640000.00000000
PA
USD
1500600.00000000
0.027530256536
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
BX
N/A
BX, Series 2021-MFM1, Class D
05608VAJ5
2000000.00000000
PA
USD
1889998.40000000
0.034674224180
Long
ABS-MBS
CORP
US
Y
3
2034-01-15
Floating
3.89099880
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
1885000.00000000
PA
USD
1876711.99000000
0.034430469498
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
1677101.50000000
PA
USD
1593742.34000000
0.029239061357
Long
ABS-O
CORP
US
Y
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
3220000.00000000
PA
USD
2736871.20000000
0.050211093058
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
17035673.20000000
0.312539286597
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
2492000.00000000
PA
USD
2492448.06000000
0.045726865584
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
5942140.00000000
0.109015486189
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.28167280
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZW6
1385000.00000000
PA
USD
1289532.34000000
0.023657974231
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AF0
75000.00000000
PA
USD
74866.11000000
0.001373506073
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.95000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust, Series 2019-INV2, Class A11
12554TAL5
95095.70000000
PA
USD
93010.77000000
0.001706391016
Long
ABS-MBS
CORP
US
Y
3
2049-05-25
Floating
3.20900040
N
N
N
N
N
N
VOLT CV LLC
N/A
VOLT CV LLC, Series 2021-CF2, Class A1
91835GAA2
6856084.68000000
PA
USD
6468846.16000000
0.118678524776
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
2930926.74000000
PA
USD
2783063.24000000
0.051058539887
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
6047928.33000000
PA
USD
5667517.27000000
0.103977212027
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
3052221.90000000
0.055996569314
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
6506456.45000000
0.119368529396
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
12083924.11000000
PA
USD
11761695.28000000
0.215782012769
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
471911.02000000
PA
USD
66589.76000000
0.001221666783
Long
ABS-MBS
USGSE
US
N
2
2047-06-25
Floating
3.65628960
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP, Series 2020-1A, Class B1
12510HAG5
1500000.00000000
PA
USD
1382472.45000000
0.025363068907
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
729375.00000000
PA
USD
722092.19000000
0.013247623106
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
562872.00000000
0.010326543087
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
1045000.00000000
PA
USD
850609.10000000
0.015605415657
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2004-25CB, Class A1
12667FWJ0
167851.80000000
PA
USD
151828.11000000
0.002785463693
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
3530000.00000000
PA
USD
3364533.16000000
0.061726283500
Long
DBT
CORP
FR
Y
2
2026-08-19
Fixed
4.25000000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362UAC8
1145000.00000000
PA
USD
1010685.78000000
0.018542208983
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
6000000.00000000
PA
USD
5315476.80000000
0.097518619164
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
10510116.20000000
0.192820335342
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
3230887.13000000
0.059274391263
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
33.60000000
0.000000616431
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Variable
1.80382680
N
N
N
N
N
N
NYMT Loan Trust
N/A
NYMT Loan Trust, Series 2021-SP1, Class A1
62955RAA3
5191832.19000000
PA
USD
4733531.51000000
0.086842154334
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
927720.60000000
0.017020116028
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Variable
2.28707280
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057BW3
150000.00000000
PA
USD
150892.44000000
0.002768297735
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168AAB6
1755000.00000000
PA
USD
1667250.00000000
0.030587645082
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
7113499.75680000
PA
USD
845694.82000000
0.015515257461
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Floating
3.73186080
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
1130000.00000000
PA
USD
975585.50000000
0.017898253424
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
19786974.80000000
0.363015122167
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
4817319.78000000
0.088379347835
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
2975000.00000000
PA
USD
2868777.63000000
0.052631070305
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
16018220.09000000
0.293872923054
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC UMBS, 15 Year
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132CWYW8
23899762.00000000
PA
USD
23908412.52000000
0.438627702289
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
4.00000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2021-1CP, Class B
35635BAB0
1258481.97000000
PA
USD
1244444.23000000
0.022830780286
Long
ABS-O
CORP
US
Y
3
2028-03-20
Fixed
1.41000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132CWWW0
43303255.53000000
PA
USD
40993240.33000000
0.752068787516
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.50000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
4375000.00000000
PA
USD
4340793.63000000
0.079636920035
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
2600000.00000000
PA
USD
2575036.41000000
0.047242045153
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
4116331.38000000
0.075518898361
Long
ABS-O
CORP
US
Y
2
2026-01-15
Fixed
3.43000000
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBT9
4378000.00000000
PA
USD
4155575.71000000
0.076238881349
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
66670.47000000
PA
USD
64930.38000000
0.001191223522
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
3.31040160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4012, Class GS
3137AMNB9
5175815.32000000
PA
USD
706814.00000000
0.012967326898
Long
ABS-MBS
USGSE
US
N
2
2042-03-15
Floating
4.10900040
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR2, Class C
00179VAC0
2852879.00000000
PA
USD
2476277.58000000
0.045430199275
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
824000.00000000
PA
USD
762101.12000000
0.013981633573
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-1802.00000000
NC
USD
953708.50000000
0.017496894352
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2022-12-30
-199430718.75000000
USD
953708.50000000
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2018-139, Class SB
38381ALD6
7213642.89000000
PA
USD
874206.23000000
0.016038332518
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Floating
3.78186120
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2021-SFR8, Class E1
74333TAJ8
12500000.00000000
PA
USD
10766396.25000000
0.197522091653
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.38200000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
Energean Israel Finance Ltd.
N/A
1744000.00000000
PA
USD
1677510.00000000
0.030775876744
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
1836000.00000000
PA
USD
1643220.00000000
0.030146786715
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Mizuho Financial Group Cayman 3 Ltd.
549300AM6U7J7ZZI1G88
Mizuho Financial Group Cayman 3 Ltd.
60688UAB2
23520000.00000000
PA
USD
23420709.85000000
0.429680228200
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
1022287.50000000
0.018755056063
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
5.50000080
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2N2
7150000.00000000
PA
USD
6692607.85000000
0.122783693861
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
2965578.21000000
0.054406989804
Long
ABS-MBS
USGSE
US
Y
2
2024-08-25
Floating
5.06229120
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
7852000.00000000
PA
USD
7766403.31000000
0.142483723503
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.12500000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
45000.00000000
PA
USD
44919.80000000
0.000824106102
Long
DBT
CORP
US
Y
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
Puget Energy, Inc.
SYBSJ96YIDMIUY7WDR33
Puget Energy, Inc.
745310AM4
4515000.00000000
PA
USD
3928092.17000000
0.072065430587
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
1237083.53000000
PA
USD
1231293.48000000
0.022589514444
Long
ABS-MBS
USGSE
US
Y
2
2026-02-25
Floating
4.71228840
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAG8
10000000.00000000
PA
USD
9340812.10000000
0.171368088346
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
21520000.00000000
PA
USD
21580123.01000000
0.395912516696
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
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
7955556.84000000
0.145953965544
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
2525249.88000000
0.046328653215
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
1135000.00000000
PA
USD
901490.58000000
0.016538895730
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
7718394.37000000
0.141602943526
Long
ABS-O
CORP
US
Y
2
2027-03-15
Fixed
2.29000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K027, Class X1
3137B1UH3
9134039.54000000
PA
USD
9844.67000000
0.000180611948
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Variable
0.82173960
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
-1294.00000000
NC
USD
1386587.86000000
0.025438570902
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Ultra Note
2022-12-20
-161568031.25000000
USD
1386587.86000000
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573AL0
75000.00000000
PA
USD
74904.85000000
0.001374216804
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
1820000.00000000
PA
USD
1689815.40000000
0.031001633654
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
13576000.00000000
PA
USD
13953343.02000000
0.255990345783
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
6703002.40000000
0.122974394000
Long
ABS-MBS
USGSE
US
Y
2
2026-09-25
Variable
3.94785360
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
2411000.00000000
PA
USD
2301239.23000000
0.042218916669
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
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
640588.23000000
0.011752337935
Long
LON
CORP
US
N
2
2028-07-21
Variable
5.23157000
N
N
N
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089QAC9
2265000.00000000
PA
USD
1585500.00000000
0.029087846020
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
2274293.17000000
0.041724559782
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
15708.25000000
PA
USD
15662.05000000
0.000287338567
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Fixed
3.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
5410000.00000000
PA
USD
5391218.91000000
0.098908196479
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
14481329.36000000
0.265676870765
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
2.31000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3C5
14215000.00000000
PA
USD
14118581.08000000
0.259021830643
Long
DBT
CORP
US
N
2
2026-08-15
Variable
4.53999960
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2020-1A, Class A
12327FAA5
2891247.22000000
PA
USD
2703981.14000000
0.049607686561
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
12156801.93000000
0.223030704915
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
9944006.28000000
0.182434388837
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
1100000.00000000
PA
USD
885500.00000000
0.016245529896
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
1935710.31000000
0.035512862464
Long
ABS-MBS
CORP
US
N
3
2048-05-15
Variable
4.47875280
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAD9
411000.00000000
PA
USD
250231.19000000
0.004590782922
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AV4
2465000.00000000
PA
USD
2156258.75000000
0.039559080732
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
4571391.73000000
0.083867511032
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
1333888.43000000
PA
USD
1304240.76000000
0.023927817345
Long
ABS-O
CORP
US
Y
2
2031-06-20
Fixed
0.91000000
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
996738.60000000
0.018286331705
Long
ABS-MBS
CORP
US
Y
3
2036-05-10
Variable
4.88849040
N
N
N
N
N
N
CCO Holdings LLC
N/A
CCO Holdings LLC
1248EPBZ5
180000.00000000
PA
USD
179157.46000000
0.003286852481
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
4880000.00000000
PA
USD
2928000.00000000
0.053717573729
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
4087298.40000000
PA
USD
4132558.24000000
0.075816599026
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
4470661.63000000
0.082019499907
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
N/A
1557.00000000
NS
USD
15.57000000
0.000000285649
Long
CORP
LU
N
3
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
4000000.00000000
PA
USD
3923518.44000000
0.071981520177
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
989790.40000000
0.018158858876
Long
ABS-MBS
USGSE
US
Y
2
2046-09-25
Variable
3.85131600
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
5196438.16000000
0.095334716527
Long
ABS-O
CORP
US
Y
2
2031-03-17
Fixed
1.68000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust, Series 2021-1A, Class C
25273CAC4
596995.00000000
PA
USD
554830.68000000
0.010179015696
Long
ABS-O
CORP
US
Y
3
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
291916.53000000
0.005355549085
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
5.05361880
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
1489000.00000000
PA
USD
1388864.75000000
0.025480343104
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAL5
905000.00000000
PA
USD
709040.35000000
0.013008171884
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
2354273.55000000
PA
USD
2298590.51000000
0.042170322812
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
16110125.71000000
0.295559038805
Long
DBT
CORP
IE
Y
2
2027-09-30
Variable
2.02899960
N
N
N
N
N
N
FNMA/FHLMC
N/A
FNMA/FHLMC UMBS, Single Family, 15 Year
01F040495
69500000.00000000
PA
USD
69257441.53000000
1.270608511516
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Connecticut Avenue Securities, Series 2017-C07, Class 2M2
30711XWX8
3566035.66000000
PA
USD
3625944.70000000
0.066522182978
Long
ABS-MBS
CORP
US
N
2
2030-05-25
Floating
4.94371080
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
946000.00000000
PA
USD
898700.00000000
0.016487699286
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Republic of Iraq
N/A
Republic of Iraq
N/A
5900000.00000000
PA
USD
5676168.75000000
0.104135933514
Long
DBT
NUSS
IQ
Y
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BM0
5130000.00000000
PA
USD
5113078.44000000
0.093805385275
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
17099712.46000000
0.313714161484
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
2400000.00000000
PA
USD
2266200.00000000
0.041576081142
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
3461430.92000000
0.063503985879
Long
ABS-MBS
CORP
US
N
3
2050-05-10
Variable
4.20481440
N
N
N
N
N
N
Indiana Michigan Power Co.
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co., Series J
454889AP1
20000.00000000
PA
USD
19912.53000000
0.000365318578
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
3306234.94000000
0.060656734684
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
2279455.89000000
0.041819275899
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
2181000.00000000
PA
USD
1973805.00000000
0.036211753967
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Videotron Ltd.
549300LW4GNJRBECSD81
Videotron Ltd.
92660FAK0
2524000.00000000
PA
USD
2366250.00000000
0.043411615040
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
4862000.00000000
PA
USD
4264907.16000000
0.078244694268
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
Jersey Central Power & Light Co.
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co.
476556DC6
230000.00000000
PA
USD
225645.01000000
0.004139720786
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
3298368.75000000
0.060512420258
Long
DBT
CORP
LU
Y
2
2030-12-20
Fixed
4.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K092, Class X3
3137FLYY4
39434258.00000000
PA
USD
4775129.79000000
0.087605323279
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
2.32474320
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AG6
1351000.00000000
PA
USD
1365955.57000000
0.025060047487
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 3878, Class PL
3137ACM89
14299102.12000000
PA
USD
14645231.91000000
0.268683854137
Long
ABS-MBS
USGSE
US
N
2
2040-11-15
Fixed
4.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
6355000.00000000
PA
USD
5627244.02000000
0.103238352301
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72599840
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
15685000.00000000
PA
USD
13575722.92000000
0.249062464784
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
917407.16000000
PA
USD
111023.15000000
0.002036849127
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
3.83186160
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
24035000.00000000
PA
USD
23564298.56000000
0.432314530493
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
1406021.50000000
0.025795103685
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Variable
1.71828000
N
N
N
N
N
N
N/A
N/A
CDI
N/A
45000000.00000000
PA
USD
-80091.30000000
-0.00146936827
N/A
DCR
US
N
2
ICE Clear US
549300HWWR1D8OTS2G29
Markit CDX North American High Yield Index Series 38-V2
Markit CDX North American High Yield Index Series 38-V2
Y
Receipt of notional amount upon default event with regard to the reference instrument
2027-06-20
180456.02000000
USD
0.00000000
USD
45000000.00000000
USD
-80091.30000000
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
1385890.35000000
0.025425774268
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
3932602.06000000
PA
USD
3709639.25000000
0.068057657077
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
3146331.55000000
0.057723120565
Long
ABS-MBS
CORP
US
N
3
2048-08-15
Variable
4.76575560
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2012-2RA, Class A1
12551PAA0
462164.76000000
PA
USD
456345.18000000
0.008372184375
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-20
Floating
3.50985960
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
9122264.99000000
0.167358586810
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
525000.00000000
PA
USD
530599.13000000
0.009734459660
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
6110000.00000000
PA
USD
5127783.28000000
0.094075162709
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
1230000.00000000
PA
USD
1118992.50000000
0.020529222036
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
3240000.00000000
PA
USD
2778300.00000000
0.050971152695
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3
3137FCJN5
16536735.00000000
PA
USD
1464053.37000000
0.026859765999
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Variable
2.11001760
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
1889049.00000000
0.034656806330
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
3130693.64000000
0.057436224874
Long
ABS-MBS
CORP
KY
Y
3
2038-04-14
Floating
4.03686000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
31416WTV4
6017598.22000000
PA
USD
6053902.51000000
0.111065899738
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
9245717.36000000
0.169623464470
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
4990355.22000000
0.091553884722
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
385236.21000000
0.007067607415
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Variable
1.98106560
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MX6
9185000.00000000
PA
USD
8644981.34000000
0.158602261790
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
4797036.26000000
0.088007223012
Long
ABS-MBS
USGSE
US
Y
2
2050-01-25
Variable
4.00910760
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
9196506.36000000
PA
USD
8630862.36000000
0.158343232641
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
8507307.50000000
0.156076474683
Long
DBT
CORP
GB
N
2
2024-06-25
Variable
4.51900080
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class D
80287EAF2
16000000.00000000
PA
USD
15141465.60000000
0.277787839735
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.33000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
960000.00000000
PA
USD
874014.85000000
0.016034821429
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
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
6686754.00000000
0.122676298158
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
1978000.00000000
PA
USD
1856706.86000000
0.034063452065
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
263334852.86000000
NS
USD
263440186.80000000
4.833117369467
Long
STIV
RF
US
N
1
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAU9
65000.00000000
PA
USD
63418.41000000
0.001163484670
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
1252000.00000000
PA
USD
1078206.66000000
0.019780958249
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAC9
155000.00000000
PA
USD
148217.47000000
0.002719222292
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBC0
1315000.00000000
PA
USD
1241991.20000000
0.022785776590
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
4400000.00000000
PA
USD
4334963.60000000
0.079529961338
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-20
Floating
3.68985960
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
10455829.67000000
0.191824385656
Long
ABS-O
CORP
US
Y
2
2029-04-16
Fixed
2.84000000
N
N
N
N
N
N
Spectrum Brands, Inc.
549300VU3EH2E73C1Q04
Spectrum Brands, Inc.
84762LAV7
1840000.00000000
PA
USD
1602015.78000000
0.029390847260
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
5460047.50000000
0.100170937209
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
852000.00000000
PA
USD
807165.12000000
0.014808385193
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300040
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
750000.00000000
PA
USD
551250.00000000
0.010113323947
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AT6
337000.00000000
PA
USD
300388.99000000
0.005510986242
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
Federal Republic of Nigeria
N/A
9900000.00000000
PA
USD
7548750.00000000
0.138490619771
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
4048635.64000000
PA
USD
3809972.62000000
0.069898389727
Long
ABS-O
CORP
US
Y
2
2029-09-20
Fixed
1.85000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1516, Class X1
3137FUZK3
34812755.25000000
PA
USD
4730492.95000000
0.086786408408
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Variable
1.62961920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class X3
3137FWGA2
21272896.00000000
PA
USD
3803557.64000000
0.069780699440
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Variable
3.06020160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3138WKX34
101054.36000000
PA
USD
99503.38000000
0.001825505516
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
7750000.00000000
PA
USD
7279641.11000000
0.133553503433
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.18800080
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
5350320.22000000
0.098157862327
Long
ABS-MBS
CORP
US
Y
3
2049-05-10
Variable
5.10725160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 20 Year
31418ATC2
169647.25000000
PA
USD
167252.60000000
0.003068443945
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4839, Class WS
3137FJK99
13286007.50000000
PA
USD
1984716.94000000
0.036411946228
Long
ABS-MBS
USGSE
US
N
2
2056-08-15
Floating
3.70900080
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
5943733.75000000
0.109044725391
Long
ABS-O
CORP
US
Y
2
2036-03-20
Fixed
1.86000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3
3137FL6H2
10500000.00000000
PA
USD
1297435.65000000
0.023802969668
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Variable
2.42587800
N
N
N
N
N
N
VOLT XCVII LLC
N/A
VOLT XCVII LLC, Series 2021-NPL6, Class A1
91835EAA7
5816222.74000000
PA
USD
5513179.50000000
0.101145705695
Long
ABS-O
CORP
US
Y
2
2051-04-25
Variable
2.23949880
N
N
N
N
N
N
Stagwell Global LLC
N/A
Stagwell Global LLC
59565JAA9
3205000.00000000
PA
USD
2718000.25000000
0.049864883479
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
6929000.00000000
PA
USD
6150681.71000000
0.112841426996
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
3200000.00000000
PA
USD
3184604.86000000
0.058425289059
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Republic of Angola
N/A
2000000.00000000
PA
USD
1735000.00000000
0.031830597821
Long
DBT
NUSS
AO
Y
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBD2
1060000.00000000
PA
USD
868565.19000000
0.015934841063
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
Graham Packaging Co., Inc.
549300YS0ZFT826HIK72
Graham Packaging Co., Inc.
384701AA6
1700000.00000000
PA
USD
1459807.00000000
0.026781861391
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
1716000.00000000
PA
USD
1675519.56000000
0.030739359801
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
12914717.80000000
0.236935555198
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29199920
N
N
N
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc.
78471RAB2
1815000.00000000
PA
USD
1606558.41000000
0.029474187103
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
5514581.60000000
0.101171428854
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
99997.19000000
0.001834565036
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AJ5
1520000.00000000
PA
USD
1213482.01000000
0.022262742261
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust, Series 2021-1A, Class A
52607BAA1
8883942.37000000
PA
USD
8608971.92000000
0.157941626997
Long
ABS-O
CORP
US
Y
2
2026-06-15
Fixed
1.46000000
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
250997.29000000
0.004604837920
Long
ABS-MBS
CORP
US
N
3
2048-10-10
Fixed
3.93300000
N
N
N
N
N
N
Graham Packaging Co., Inc.
549300YS0ZFT826HIK72
Graham Packaging Co., Inc., 1st Lien Term Loan
38469EAD5
1209269.08000000
PA
USD
1179037.35000000
0.021630814815
Long
LON
CORP
US
N
2
2027-08-04
Variable
5.52386000
N
N
N
N
N
N
VOLT C LLC
N/A
VOLT C LLC, Series 2021-NPL9, Class A1
91835DAA9
4121143.15000000
PA
USD
3846805.66000000
0.070574134789
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
238824573.03360000
PA
USD
4349019.36000000
0.079787830643
Long
ABS-MBS
USGSE
US
N
2
2027-08-25
Variable
0.55780560
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAB4
525000.00000000
PA
USD
504102.30000000
0.009248344421
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
8285000.00000000
PA
USD
7768158.42000000
0.142515923043
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAK1
2574000.00000000
PA
USD
2722325.39000000
0.049944233215
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
2456525.67000000
0.045067827458
Long
ABS-MBS
CORP
US
N
3
2048-10-10
Variable
4.62036600
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
1785000.00000000
PA
USD
1525068.30000000
0.027979156027
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCU7
16370000.00000000
PA
USD
16347057.77000000
0.299905833683
Long
DBT
CORP
US
N
2
2026-07-24
Variable
4.98499920
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859WAE9
17858000.00000000
PA
USD
16878005.64000000
0.309646691385
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
874745.60000000
0.016048227890
Long
ABS-MBS
CORP
US
N
3
2048-07-10
Variable
4.47721560
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AD2
1540000.00000000
PA
USD
1193500.00000000
0.021896148991
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
8793251.55000000
PA
USD
1073779.12000000
0.019699729866
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
3.60628920
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
10150697.48000000
0.186226379880
Long
ABS-O
CORP
US
Y
3
2028-10-15
Fixed
4.49400000
N
N
N
N
N
N
Diamond Sports Group LLC
N/A
Diamond Sports Group LLC
25277LAF3
977000.00000000
PA
USD
185630.00000000
0.003405598774
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAF9
12700000.00000000
PA
USD
11893672.30000000
0.218203285072
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-CR21, Class D
12592RAL3
4000000.00000000
PA
USD
3406909.20000000
0.062503721359
Long
ABS-MBS
CORP
US
Y
3
2047-12-10
Variable
4.06657080
N
N
N
N
N
N
Apidos CLO XXXI
549300IG6PHVJ3WBR394
Apidos CLO, Series 2019-31A, Class A1R
03767VAG3
7406000.00000000
PA
USD
7289999.82000000
0.133743546045
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
3.61199880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4630, Class MA
3137BSY98
9494889.99000000
PA
USD
9489299.40000000
0.174092260984
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
15743359.05000000
0.288830276817
Long
DBT
CORP
ES
N
2
2025-09-18
Fixed
1.12500000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
578000.00000000
PA
USD
541747.84000000
0.009938995743
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
560000.00000000
PA
USD
540539.29000000
0.009916823485
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
4628010.98000000
0.084906257185
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
2245889.05000000
0.041203453084
Long
ABS-MBS
USGSE
US
Y
2
2049-07-25
Variable
4.15239480
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAC5
1250000.00000000
PA
USD
1234375.00000000
0.022646048522
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single Family, 30 Year
21H052694
34900000.00000000
PA
USD
35783406.25000000
0.656488307218
Long
ABS-MBS
USGA
US
N
2
2052-09-15
Fixed
5.50000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-5, Class B
91679JAB3
13000000.00000000
PA
USD
11725161.50000000
0.215111757981
Long
ABS-O
CORP
US
Y
3
2031-11-20
Fixed
2.49000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
164000.00000000
PA
USD
174054.84000000
0.003193238968
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Tallgrass Energy Partners LP
N/A
Tallgrass Energy Partners LP
87470LAH4
2070000.00000000
PA
USD
2072587.50000000
0.038024034099
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
7.50000000
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
1570941.69000000
0.028820756850
Long
ABS-MBS
CORP
US
Y
3
2047-02-15
Variable
5.21116200
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXL3
15000000.00000000
PA
USD
14877853.80000000
0.272951573921
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.62699840
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-K729, Class C
30306HAU4
3000000.00000000
PA
USD
2885918.70000000
0.052945543219
Long
ABS-MBS
USGSE
US
Y
2
2049-11-25
Variable
3.79771200
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2005-J2, Class 3A8
12669GV73
568004.01000000
PA
USD
388846.57000000
0.007133843679
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCA1
2405000.00000000
PA
USD
2396403.26000000
0.043964811750
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
4031470.98000000
PA
USD
501450.49000000
0.009199693875
Long
ABS-MBS
USGSE
US
N
2
2045-08-15
Floating
3.75900120
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AJ0
555000.00000000
PA
USD
557886.00000000
0.010235069104
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.90000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XHBR7
9514784.46000000
PA
USD
9441383.61000000
0.173213189952
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
3405000.00000000
PA
USD
2741161.20000000
0.050289798109
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class A
69546RAA4
3410387.57000000
PA
USD
3311273.86000000
0.060749179547
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
609278.46000000
PA
USD
586538.12000000
0.010760725651
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
2229309.80000000
PA
USD
2124740.46000000
0.038980840955
Long
ABS-O
CORP
US
Y
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Sierra Timeshare Receivables Funding LLC
N/A
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C
82652QAC5
706510.24000000
PA
USD
651770.67000000
0.011957492834
Long
ABS-O
CORP
US
Y
3
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAK4
2330000.00000000
PA
USD
1942311.30000000
0.035633965322
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
3362571.80000000
0.061690300064
Long
ABS-MBS
CORP
US
N
3
2058-09-10
Variable
4.72649400
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABG2
1010000.00000000
PA
USD
871114.90000000
0.015981618465
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
605000.00000000
PA
USD
593683.48000000
0.010891815611
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
EP Energy Corp.
549300Z6HPQS1H5IYQ07
EP Energy Corp.
268785201
1595.00000000
NS
USD
13557.50000000
0.000248728144
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
5205801.60000000
0.095506499750
Long
ABS-MBS
CORP
US
N
3
2047-08-15
Variable
4.63804560
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
2569000.00000000
PA
USD
2372497.19000000
0.043526227024
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
506000.00000000
PA
USD
430580.70000000
0.007899504951
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
3682821.67200000
PA
USD
3477127.98000000
0.063791966746
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
13206317.22000000
0.242285286531
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
2276378.25000000
0.041762813005
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Variable
2.08614960
N
N
N
N
N
N
BWX Technologies, Inc.
549300NP85N265KWMS58
BWX Technologies, Inc.
05605HAC4
960000.00000000
PA
USD
856800.00000000
0.015718994935
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
1020000.00000000
PA
USD
994571.40000000
0.018246571895
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 15 Year
3132CWBJ2
2759944.75000000
PA
USD
2712480.85000000
0.049763623651
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
99229.35000000
PA
USD
102454.70000000
0.001879650922
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
107949.35000000
PA
USD
103897.30000000
0.001906117101
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
7455000.00000000
PA
USD
5877671.10000000
0.107832729055
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAC0
832000.00000000
PA
USD
676669.76000000
0.012414295670
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBK5
3390000.00000000
PA
USD
2503176.00000000
0.045923682151
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XHC54
31791857.20000000
PA
USD
31468570.25000000
0.577327610168
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAR0
9235000.00000000
PA
USD
8496084.10000000
0.155870568325
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
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
2450402.68000000
0.044955494067
Long
ABS-O
CORP
US
Y
3
2039-02-17
Fixed
3.55000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAG2
19033000.00000000
PA
USD
17467962.66000000
0.320470140743
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
8867894.42000000
0.162691862135
Long
DBT
CORP
AU
Y
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
7600000.00000000
PA
USD
7131731.09000000
0.130839921669
Long
DBT
CORP
ES
N
2
2028-03-24
Variable
4.17499920
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
2035000.00000000
PA
USD
1901931.35000000
0.034893148060
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAK9
1100000.00000000
PA
USD
930451.50000000
0.017070217572
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
2390000.00000000
PA
USD
2259171.40000000
0.041447133281
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
1645784.69000000
0.030193838944
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Variable
2.39519880
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
7170000.00000000
PA
USD
6809397.90000000
0.124926343493
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900160
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
3251187.46000000
0.059646824484
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
8881062.75000000
0.162933450502
Long
ABS-MBS
CORP
US
Y
3
2041-12-25
Floating
3.83319000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AC5
2150000.00000000
PA
USD
2089542.00000000
0.038335084168
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
California Housing Finance Agency
549300BOPCVLBA552Z14
California Housing Finance Agency, Class X
13033DAF2
53938178.82470000
PA
USD
3110906.04000000
0.057073198282
Long
ABS-MBS
MUN
US
N
2
2035-11-20
Variable
0.79643160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 15 Year
3140XGWZ8
4175316.57000000
PA
USD
3952674.87000000
0.072516428879
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
985000.00000000
PA
USD
928862.69000000
0.017041069000
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2014-UBS5, Class C
12592KBH6
2750000.00000000
PA
USD
2535819.55000000
0.046522566134
Long
ABS-MBS
CORP
US
N
3
2047-09-10
Variable
4.76642880
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust, Series 2021-4, Class B
91682NAB9
8998000.00000000
PA
USD
7976763.89000000
0.146343033601
Long
ABS-O
CORP
US
Y
3
2031-09-20
Fixed
1.84000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2019-71, Class SK
38381WEL8
3694965.45000000
PA
USD
393090.75000000
0.007211708109
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Floating
3.78186120
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAN5
11070000.00000000
PA
USD
10356619.42000000
0.190004257952
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
1800050.00000000
0.033024015912
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
246078.20000000
0.004514591479
Long
DBT
CORP
CH
Y
2
2024-06-12
Variable
4.20699960
N
N
N
N
N
N
Leviathan Bond Ltd.
254900D9T8VKYVQNZ220
Leviathan Bond Ltd.
N/A
1200000.00000000
PA
USD
1177725.00000000
0.021606738224
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
367000.00000000
PA
USD
319950.60000000
0.005869866784
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
745000.00000000
PA
USD
679011.63000000
0.012457260006
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
4460000.00000000
PA
USD
4170456.80000000
0.076511892295
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
2742026.70000000
0.050305676716
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.22664320
N
N
N
N
N
N
Kenbourne Invest SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
N/A
4100000.00000000
PA
USD
3954706.25000000
0.072553696913
Long
DBT
CORP
LU
Y
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AP8
404000.00000000
PA
USD
332382.92000000
0.006097952189
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XHPX9
60968478.20000000
PA
USD
61021926.83000000
1.119518392629
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
Cedar Fair LP
N/A
Cedar Fair LP
150190AF3
550000.00000000
PA
USD
539497.75000000
0.009897715219
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fondo MIVIVIENDA SA
549300X41PNOK11PZ670
Fondo MIVIVIENDA SA
344593AF5
1350000.00000000
PA
USD
1289250.00000000
0.023652794375
Long
DBT
NUSS
PE
Y
2
2027-04-12
Fixed
4.62500000
N
N
N
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp.
402ESCAP2
660000.00000000
PA
USD
825.00000000
0.000015135586
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
661906.69030000
PA
USD
102674.57000000
0.001883684694
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Floating
3.65186160
N
N
N
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411RAK5
545000.00000000
PA
USD
525140.20000000
0.009634309225
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
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
2742525.18000000
0.050314821913
Long
ABS-O
CORP
US
Y
2
2026-12-15
Fixed
1.16000000
N
N
N
N
N
N
Rain CII Carbon LLC
N/A
Rain CII Carbon LLC
75079RAC2
2244000.00000000
PA
USD
2098417.13000000
0.038497908776
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
951000.00000000
PA
USD
894411.06000000
0.016409013681
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
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
5612006.82000000
0.102958808102
Long
ABS-O
CORP
US
Y
2
2026-08-13
Fixed
3.88000000
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
387522.28000000
0.007109548035
Long
ABS-MBS
CORP
US
Y
3
2036-01-10
Variable
4.90310280
N
N
N
N
N
N
NOVA Chemicals Corp.
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
1528000.00000000
PA
USD
1349063.56000000
0.024750143869
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
28731673.36000000
PA
USD
964525.15000000
0.017695338408
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
1.34269200
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AH9
402000.00000000
PA
USD
324478.32000000
0.005952933086
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
15016056.13000000
0.275487056794
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
1435000.00000000
PA
USD
1370425.00000000
0.025142044391
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
0.000002917040
Long
DBT
CORP
US
N
3
2023-08-01
Fixed
5.50000000
Y
N
N
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179MBC6
1333000.00000000
PA
USD
1353208.04000000
0.024826179187
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
1788705.31000000
0.032815884347
Long
ABS-MBS
USGSE
US
Y
2
2050-11-25
Variable
3.76554960
N
N
N
N
N
N
Empresas Publicas de Medellin ESP
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
N/A
3000000.00000000
PA
USD
2455875.00000000
0.045055890158
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
192110.74000000
PA
USD
196608.85000000
0.003607018577
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
1405419.30000000
0.025784055624
Long
ABS-MBS
CORP
US
Y
3
2047-03-10
Variable
5.14581480
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
1224000.00000000
PA
USD
1087732.08000000
0.019955713184
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NAV2
730000.00000000
PA
USD
739209.74000000
0.013561664518
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.12500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, REMIC, Series 2019-31, Class S
3136B5NQ4
4719388.06000000
PA
USD
546600.47000000
0.010028022898
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
3.60628920
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BK5
6000000.00000000
PA
USD
5557107.48000000
0.101951615703
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
3631325.85000000
PA
USD
3027164.01000000
0.055536853107
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
290554.03000000
PA
USD
288506.12000000
0.005292981138
Long
ABS-MBS
CORP
US
Y
3
2039-10-25
Floating
4.54371120
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZK3
29050000.00000000
PA
USD
26343674.40000000
0.483305420728
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.63999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3140FXD74
9631481.76000000
PA
USD
9526809.13000000
0.174780420713
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
449000.00000000
PA
USD
524521.80000000
0.009622963956
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
3000000.00000000
PA
USD
2622415.29000000
0.048111265946
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
2272247.75000000
0.041687034167
Long
ABS-O
CORP
US
Y
2
2030-06-17
Fixed
1.64000000
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
2931177.80000000
0.053775874175
Long
ABS-O
CORP
US
Y
3
2028-08-21
Fixed
2.91000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
2553000.00000000
PA
USD
2378093.97000000
0.043628906478
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Crestwood Midstream Partners LP
N/A
Crestwood Midstream Partners LP
226373AP3
2350000.00000000
PA
USD
2264871.25000000
0.041551703674
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
16355000.00000000
PA
USD
14589192.52000000
0.267655746192
Long
DBT
CORP
NO
Y
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
1665000.00000000
PA
USD
1515682.80000000
0.027806968087
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAF7
1450000.00000000
PA
USD
1459380.64000000
0.026774039319
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Multi-Family REMIC Trust, Series 2020-M37, Class X
3136BBGX4
71886763.69000000
PA
USD
4232189.44000000
0.077644449549
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Variable
1.13699880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K078, Class X1
3137FGR56
49475923.98000000
PA
USD
317887.76000000
0.005832021579
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
0.22501440
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2022-1A, Class D
14367LAG6
6145000.00000000
PA
USD
6116388.88000000
0.112212285048
Long
ABS-O
CORP
US
Y
2
2027-09-15
Fixed
5.79000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABJ5
6455000.00000000
PA
USD
6506769.10000000
0.119374265324
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
5.75000000
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
3798933.20000000
0.069695858697
Long
ABS-MBS
CORP
US
Y
3
2048-09-25
Variable
5.03899920
N
N
N
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAA3
2965000.00000000
PA
USD
2743929.60000000
0.050340587635
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
2720000.00000000
PA
USD
2135200.00000000
0.039172733411
Long
DBT
CORP
US
Y
2
2033-06-01
Fixed
4.50000000
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
2122828.43000000
0.038945762535
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
941397.80000000
0.017271040208
Long
ABS-MBS
USGSE
US
Y
2
2024-12-25
Floating
4.56229080
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
230000.00000000
PA
USD
224673.20000000
0.004121891798
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
12424118.36000000
0.227934936485
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
3000000.00000000
PA
USD
2856232.50000000
0.052400915269
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
12460632.60000000
0.228604832790
Long
ABS-O
CORP
US
Y
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFB2
83095000.00000000
PA
USD
80868313.26000000
1.483623490417
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
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
10295237.15000000
0.188878128644
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
1.21000000
N
N
N
N
N
N
Gulfport Energy Operating Corp.
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp., Escrow
402ESCAQ0
1080000.00000000
PA
USD
1350.00000000
0.000024767323
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
1970000.00000000
PA
USD
1697903.60000000
0.031150021113
Long
DBT
CORP
LU
Y
2
2025-09-01
Fixed
5.37500000
N
N
N
N
N
N
MRCD MARK Mortgage Trust
N/A
MRCD MARK Mortgage Trust, Series 2019-PARK, Class D
55348UAQ1
2000000.00000000
PA
USD
1802312.80000000
0.033065529616
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
13063056.08000000
0.239656993891
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
128086.88000000
PA
USD
128071.32000000
0.002349617682
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
430000.00000000
PA
USD
385772.03000000
0.007077437658
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
318139.34000000
PA
USD
54403.74000000
0.000998100039
Long
ABS-MBS
USGA
US
N
2
2042-03-16
Fixed
4.00000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AP4
9830000.00000000
PA
USD
9800783.57000000
0.179806801239
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
1944102.60000000
0.035666828809
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
857250.00000000
0.015727250710
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
1871481.95000000
0.034334518317
Long
ABS-O
CORP
US
Y
3
2046-07-17
Fixed
2.40000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
1812000.00000000
PA
USD
1522841.04000000
0.027938294345
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
2068500.00000000
PA
USD
2030087.96000000
0.037244330488
Long
LON
CORP
US
N
2
2027-12-01
Variable
6.52386000
N
N
N
N
N
N
William Carter Co. (The)
TGI2A0HXEYNQPU7TYV27
William Carter Co. (The)
96926JAC1
890000.00000000
PA
USD
859410.70000000
0.015766891270
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
455000.00000000
PA
USD
416115.74000000
0.007634128396
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001AAC6
1311000.00000000
PA
USD
1202180.45000000
0.022055401966
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
BXMT Ltd.
N/A
BXMT Ltd., Series 2021-FL4, Class C
05609GAG3
1750000.00000000
PA
USD
1635292.75000000
0.030001352072
Long
ABS-MBS
CORP
KY
Y
3
2038-05-15
Floating
3.74914080
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2014-K40, Class C
30285FAG4
2000000.00000000
PA
USD
1958161.40000000
0.035924753886
Long
ABS-MBS
USGSE
US
Y
2
2047-11-25
Variable
4.21026480
N
N
N
N
N
N
Business Jet Securities LLC
N/A
Business Jet Securities LLC, Series 2021-1A, Class A
12327BAA4
9564455.93830000
PA
USD
8603779.03000000
0.157846357376
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
13839973.50000000
0.253910449762
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
2113875.00000000
PA
USD
1908279.52000000
0.035009612640
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K099, Class X3
3137FPJK2
13745131.00000000
PA
USD
1482571.82000000
0.027199508555
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Variable
2.01681360
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2015-CR25, Class B
12593PAZ5
5899000.00000000
PA
USD
5635412.62000000
0.103388214792
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.67834040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA, Series 2016-108, Class SM
38379YYJ1
831781.15000000
PA
USD
116200.99000000
0.002131842639
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Floating
3.73186080
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class E2
00180UAF2
5500000.00000000
PA
USD
4775072.50000000
0.087604272227
Long
ABS-O
CORP
US
Y
3
2038-10-17
Fixed
2.42700000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF62, Class B
30310WAF8
242316.81000000
PA
USD
236791.70000000
0.004344219809
Long
ABS-MBS
USGSE
US
Y
2
2026-04-25
Floating
4.41228960
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BJ0
2081000.00000000
PA
USD
2088808.95000000
0.038321635511
Long
DBT
CORP
PA
Y
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
1197000.00000000
PA
USD
945270.90000000
0.017342096743
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
970000.00000000
PA
USD
894728.00000000
0.016414828315
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
Global Infrastructure Solutions, Inc.
2549003BGLQITAJ6ZT28
Global Infrastructure Solutions, Inc.
37960XAA5
1330000.00000000
PA
USD
1063558.61000000
0.019512222694
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
48427352.65000000
PA
USD
5214594.38000000
0.095667813551
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
1.90599840
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEN7
2650000.00000000
PA
USD
2579298.82000000
0.047320244034
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AQ8
1335000.00000000
PA
USD
1190553.00000000
0.021842082840
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
1627000.00000000
PA
USD
1423625.00000000
0.026118060417
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2018-3, Class D
26208KAG5
49275.68000000
PA
USD
49286.68000000
0.000904221607
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
1805000.00000000
PA
USD
1604482.55000000
0.029436103031
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CK6
10148000.00000000
PA
USD
9853027.78000000
0.180765282183
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, REMIC, Series 4632, Class MA
3137BSS87
6400358.53000000
PA
USD
6386969.62000000
0.117176404191
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
9196840.03000000
PA
USD
1212821.32000000
0.022250621133
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Floating
3.65628960
N
N
N
N
N
N
VOLT CVI LLC
N/A
VOLT CVI LLC, Series 2021-NP12, Class A1
92873KAA4
5043824.26000000
PA
USD
4712585.73000000
0.086457879579
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
30365540.91000000
PA
USD
28627301.05000000
0.525201214083
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEF4
12235000.00000000
PA
USD
11780966.74000000
0.216135570171
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHY8
7825000.00000000
PA
USD
7337514.71000000
0.134615262099
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.01499920
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
5050000.00000000
PA
USD
4757302.00000000
0.087278251687
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Summer BC Bidco B LLC
213800CCW2O2WZ7YV169
Summer BC Bidco B LLC
865632AA1
800000.00000000
PA
USD
695488.00000000
0.012759538223
Long
DBT
CORP
US
Y
2
2026-10-31
Fixed
5.50000000
N
N
N
N
N
N
Azure Power Energy Ltd.
54930051LQDFHGQMHF47
Azure Power Energy Ltd.
05502VAA1
1861000.00000000
PA
USD
1232912.50000000
0.022619217254
Long
DBT
CORP
MU
Y
2
2026-08-19
Fixed
3.57500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
5410000.00000000
PA
USD
4577576.45000000
0.083980976931
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200160
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
10450000.00000000
PA
USD
9907126.37000000
0.181757783890
Long
DBT
CORP
NL
N
2
2028-03-28
Variable
4.01699880
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
2645000.00000000
PA
USD
1928760.45000000
0.035385359180
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd.
3789001900ED06F65111
Eskom Holdings SOC Ltd.
N/A
1000000.00000000
PA
USD
938000.00000000
0.017208703606
Long
DBT
NUSS
ZA
Y
2
2025-02-11
Fixed
7.12500000
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
1842396.20000000
0.033800906322
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
1727424.65000000
0.031691619193
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
7725000.00000000
PA
USD
7355411.28000000
0.134943595541
Long
ABS-MBS
CORP
US
Y
3
2036-10-15
Floating
6.14199960
N
N
N
N
N
N
FREMF
N/A
FREMF, Series 2018-KF46, Class B
302955AC3
150961.98000000
PA
USD
146990.91000000
0.002696719619
Long
ABS-MBS
USGSE
US
Y
2
2028-03-25
Floating
4.31228880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEE7
29300000.00000000
PA
USD
27627839.92000000
0.506864934390
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MQ1
12730000.00000000
PA
USD
12227504.76000000
0.224327830763
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
3854426.20000000
PA
USD
496399.99000000
0.009107036564
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Floating
3.60628920
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BW8
35000.00000000
PA
USD
34952.36000000
0.000641241794
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
7071000.00000000
PA
USD
6420285.92000000
0.117787630557
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
1686125.60000000
0.030933939971
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
472593.96000000
PA
USD
414082.39000000
0.007596824219
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
5000086.50000000
0.091732416399
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
3068249.35000000
0.056290611570
Long
ABS-MBS
CORP
US
Y
3
2050-03-15
Variable
4.68677160
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
4019000.00000000
PA
USD
1507125.00000000
0.027649965268
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
112953.53000000
PA
USD
108368.72000000
0.001988150514
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
4430000.00000000
PA
USD
3990233.90000000
0.073205493074
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
Foundation Finance Trust
549300MQ65NOVQXYNB21
Foundation Finance Trust, Series 2021-1A, Class A
35041LAA8
11652815.39550000
PA
USD
10626845.59000000
0.194961872095
Long
ABS-O
CORP
US
Y
2
2041-05-15
Fixed
1.27000000
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
854600.10000000
0.015678635205
Long
ABS-MBS
CORP
US
Y
3
2057-09-15
Variable
4.05584280
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BX8
910000.00000000
PA
USD
804490.12000000
0.014759309199
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
1810000.00000000
PA
USD
1824679.10000000
0.033475865466
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
1615000.00000000
PA
USD
1579324.65000000
0.028974552025
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
2022-09-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer