NPORT-P false 0001426439 XXXXXXXX S000076613 C000236602 IndexIQ Active ETF Trust 811-22739 0001426439 549300VWZDQ61K9DOP39 51 Madison Avenue 4th Floor New York 10010 888-474-7725 IQ MacKay Multi-Sector Income ETF S000076613 54930029TUI4QRXZD158 2024-04-30 2023-07-31 N 24249460.37 354790.28 23894670.09 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5000.00000000 0.00000000 0.00000000 104766.73000000 USD N Bloomberg US Universal LEH__LHMN0037 Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARD62 229332.29000000 PA USD 15704.95000000 0.065725745284 Long ABS-MBS USGSE US N 2 2046-04-25 Floating 0.91651000 N N N N N N Drive Auto Receivables Trust N/A 262104AF9 76000.00000000 PA USD 70686.64000000 0.295825971791 Long ABS-O CORP US N 2 2029-03-15 Fixed 1.39000000 N N N N N N FERRELLGAS LP/FERRELLGAS N/A 315289AC2 10000.00000000 PA USD 8600.01000000 0.035991331822 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYU2 35000.00000000 PA USD 29754.11000000 0.124521953590 Long DBT CORP US N 2 N/A Fixed 4.12500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BC9 3000.00000000 PA USD 2951.25000000 0.012351080759 Long DBT CORP US N 2 2027-09-15 Fixed 6.37500000 N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 40000.00000000 PA USD 40117.50000000 0.167893090169 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503AE5 70000.00000000 PA USD 63281.92000000 0.264836968920 Long DBT CORP US N 2 N/A Floating 9.43071000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383XM84 95374.92000000 PA USD 84643.16000000 0.354234478572 Long ABS-MBS USGA US N 2 2052-07-20 None 0.00000000 N N N N N N SLG Office Trust N/A 78449RAA3 100000.00000000 PA USD 80618.21000000 0.337389927110 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.58540000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 90000.00000000 PA USD 87106.76000000 0.364544727639 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 50000.00000000 PA USD 48218.94000000 0.201797889731 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N PRA HEALTH SCIENCES INC 549300R1HR1VWWHIAK47 45569KAA1 4000.00000000 PA USD 3680.16000000 0.015401593686 Long DBT CORP US N 2 2026-07-15 Fixed 2.87500000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 4000.00000000 PA USD 4009.19000000 0.016778595330 Long DBT CORP CA N 2 2025-05-15 Fixed 6.75000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 5000.00000000 PA USD 4285.77000000 0.017936091956 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 4000.00000000 PA USD 3864.32000000 0.016172309495 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAN6 10000.00000000 PA USD 9224.70000000 0.038605680535 Long DBT CORP US N 2 2028-06-01 Fixed 4.62500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BR0 7000.00000000 PA USD 7299.22000000 0.030547481812 Long DBT CORP US N 2 2046-11-01 Fixed 7.40000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAJ4 4000.00000000 PA USD 3911.92000000 0.016371517100 Long DBT CORP US N 2 2027-05-15 Fixed 7.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 160000.00000000 PA USD 159712.50000000 0.668402197638 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 70000.00000000 PA USD 62086.12000000 0.259832505601 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 775000.00000000 PA USD 724019.53000000 3.030046145324 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABU8 5000.00000000 PA USD 4637.58000000 0.019408428668 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 5000.00000000 PA USD 4982.00000000 0.020849837981 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAG8 2000.00000000 PA USD 1956.04000000 0.008186093353 Long DBT CORP US N 2 2026-11-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKKS8 14904.19000000 PA USD 14570.28000000 0.060977113076 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N PFS Financing Corp. N/A 69335PEP6 100000.00000000 PA USD 96889.58000000 0.405486159193 Long ABS-O CORP US N 2 2027-08-15 Fixed 4.27000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBZ5 25000.00000000 PA USD 19077.65000000 0.079840608504 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 2000.00000000 PA USD 1648.20000000 0.006897772573 Long DBT CORP KY N 2 2031-01-15 Fixed 4.12500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 5000.00000000 PA USD 4442.68000000 0.018592765596 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6TN7 68498.72000000 PA USD 13175.18000000 0.055138572536 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAP7 1000.00000000 PA USD 915.57000000 0.003831691320 Long DBT CORP CA N 2 2025-12-15 Fixed 9.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATEN0 76809.08610000 PA USD 7683.36000000 0.032155120665 Long ABS-MBS USGSE US N 2 2046-06-25 Floating 0.86651000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAA1 4000.00000000 PA USD 3028.10000000 0.012672700600 Long DBT CORP US N 2 2027-03-01 Fixed 8.25000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 65000.00000000 PA USD 58260.88000000 0.243823747222 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAQ3 4000.00000000 PA USD 3918.66000000 0.016399724228 Long DBT CORP N/A N 2 2025-04-30 Fixed 5.25000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 2000.00000000 PA USD 1850.02000000 0.007742396078 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31423XQF1 203111.44000000 PA USD 29514.12000000 0.123517587348 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 2.50000000 N N N N N N UPC HOLDING BV 213800G1DU7LKI6ZCD69 90320LAG2 7000.00000000 PA USD 6230.00000000 0.026072760061 Long DBT CORP NL N 2 2028-01-15 Fixed 5.50000000 N N N N N N BX Trust N/A 12434EAE0 100000.00000000 PA USD 97682.43000000 0.408804263177 Long ABS-MBS CORP US N 2 2036-11-15 Floating 6.78648000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 8000.00000000 PA USD 7052.01000000 0.029512899627 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EX7 110000.00000000 PA USD 84683.46000000 0.354403135431 Long DBT CORP AU N 2 2036-11-18 Fixed 3.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6PH4 66513.53000000 PA USD 10547.34000000 0.044140973532 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AG6 7000.00000000 PA USD 6093.86000000 0.025503009570 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 7000.00000000 PA USD 6475.00000000 0.027098093322 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N OIL STATES INTL INC 5493004TF4KQJGMYL777 678026AK1 171000.00000000 PA USD 184687.27000000 0.772922452180 Long DBT CORP US N 2 2026-04-01 Fixed 4.75000000 N N N N Y Oil States International Inc USD XXXX N N N SOTHEBY'S/BIDFAIR HLD N/A 83600GAA2 7000.00000000 PA USD 5425.00000000 0.022703807918 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 9000.00000000 PA USD 8557.42000000 0.035813091236 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAK3 132000.00000000 PA USD 202488.00000000 0.847419107429 Long DBT CORP US N 2 2026-02-15 Fixed 6.75000000 N N N N Y Helix Energy Solutions Group I USD XXXX N N N Fannie Mae - CAS N/A 20754LAF6 55000.00000000 PA USD 55289.58000000 0.231388756537 Long ABS-MBS CORP US N 2 2041-12-25 Floating 8.21901000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 5000.00000000 PA USD 4063.11000000 0.017004252348 Long DBT CORP NL N 2 2032-01-15 Fixed 5.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 4000.00000000 PA USD 3330.81000000 0.013939552157 Long DBT CORP US N 2 2031-08-15 Fixed 3.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 15000.00000000 PA USD 15528.25000000 0.064986249826 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 6000.00000000 PA USD 5400.00000000 0.022599182075 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AF3 4000.00000000 PA USD 3980.00000000 0.016656434196 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BX6 5000.00000000 PA USD 5191.15000000 0.021725137783 Long DBT CORP KY N 2 2030-02-15 Fixed 8.75000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 1000.00000000 PA USD 861.14000000 0.003603899935 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE58 144205.32000000 PA USD 134623.45000000 0.563403677443 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N CARNIVAL HLDGS BM LTD N/A 14366RAA7 6000.00000000 PA USD 6546.89000000 0.027398955396 Long DBT CORP US N 2 2028-05-01 Fixed 10.37500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDT4 1000.00000000 PA USD 993.32000000 0.004157077692 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N MGP INGREDIENTS INC 2549006OMHFVZ4MS8538 55303JAB2 16000.00000000 PA USD 20632.00000000 0.086345615663 Long DBT CORP US N 2 2041-11-15 Fixed 1.87500000 N N N N Y MGP Ingredients Inc USD XXXX N N N BRUNDAGE-BONE CONCRETE N/A 66981QAA4 4000.00000000 PA USD 3842.04000000 0.016079066944 Long DBT CORP US N 2 2026-02-01 Fixed 6.00000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAP7 9000.00000000 PA USD 8360.55000000 0.034989183648 Long DBT CORP US N 2 2029-04-01 Fixed 5.87500000 N N N N N N SPCM SA 969500F7036FEDYPRV54 7846ELAE7 13000.00000000 PA USD 10768.92000000 0.045068293303 Long DBT CORP FR N 2 2030-03-15 Fixed 3.37500000 N N N N N N ALLIED UNIVERSAL N/A 019576AA5 10000.00000000 PA USD 9549.16000000 0.039963556575 Long DBT CORP US N 2 2026-07-15 Fixed 6.62500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 4000.00000000 PA USD 3603.61000000 0.015081229355 Long DBT CORP US N 2 2032-07-15 Fixed 5.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -15595.50000000 -0.06526769334 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 762037.78000000 USD -15595.50000000 N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 6000.00000000 PA USD 5964.12000000 0.024960043296 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N ENERGIZER HOLDINGS INC 5493000D6NN0V57UME20 29272WAD1 8000.00000000 PA USD 6934.56000000 0.029021367417 Long DBT CORP US N 2 2029-03-31 Fixed 4.37500000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AF2 7000.00000000 PA USD 6006.99000000 0.025139455691 Long DBT CORP US N 2 2029-10-01 Fixed 3.75000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 125000.00000000 PA USD 107996.42000000 0.451968659091 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N WMG ACQUISITION CORP 549300NAS11NXI33CP80 92933BAT1 6000.00000000 PA USD 5239.45000000 0.021927274912 Long DBT CORP US N 2 2029-12-01 Fixed 3.75000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAC4 4000.00000000 PA USD 3848.69000000 0.016106897418 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 5000.00000000 PA USD 4441.59000000 0.018588203910 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XAZ5 4000.00000000 PA USD 3919.31000000 0.016402444500 Long DBT CORP US N 2 2026-07-01 Fixed 6.37500000 N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAA7 100000.00000000 PA USD 94080.08000000 0.393728306964 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.21000000 N N N N N N NICE LTD 254900YTY4EF5Z4W0A51 653656AB4 125000.00000000 PA USD 122407.75000000 0.512280561057 Long DBT CORP IL N 2 2025-09-15 None 0.00000000 N N N N N Nice Ltd USD XXXX N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 6000.00000000 PA USD 5429.27000000 0.022721678012 Long DBT CORP US N 2 2029-10-01 Fixed 5.12500000 N N N N N N BX Trust N/A 05609CAJ6 74501.16000000 PA USD 71491.11000000 0.299192705865 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.51348000 N N N N N N BXHPP Trust N/A 05609JAJ1 130000.00000000 PA USD 119431.31000000 0.499824059299 Long ABS-MBS CORP US N 2 2036-08-15 Floating 6.23648000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 31000.00000000 PA USD 25484.85000000 0.106654956540 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381YHP2 75079.87000000 PA USD 66577.74000000 0.278630086748 Long ABS-MBS USGA US N 2 2049-08-20 Floating 3.50000000 N N N N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAB1 162000.00000000 PA USD 177491.25000000 0.742806865846 Long DBT CORP US N 2 2027-03-15 Fixed 0.37500000 N N N N Y Exact Sciences Corp USD XXXX N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 5000.00000000 PA USD 4663.55000000 0.019517113994 Long DBT CORP US N 2 2030-01-15 Fixed 4.75000000 N N N N N N GARDA WORLD SECURITY COR 549300ZF1NDXLMCHNO20 36257BAA7 10000.00000000 PA USD 9788.55000000 0.040965411797 Long DBT CORP CA N 2 2027-11-01 Fixed 9.50000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CF9 8000.00000000 PA USD 6670.30000000 0.027915430407 Long DBT CORP US N 2 2030-08-15 Fixed 3.37500000 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 65000.00000000 PA USD 61733.45000000 0.258356569760 Long DBT CORP US N 2 2028-07-15 Fixed 4.45000000 N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 13000.00000000 PA USD 11752.01000000 0.049182558100 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 8000.00000000 PA USD 7061.98000000 0.029554624413 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAC6 7000.00000000 PA USD 6475.00000000 0.027098093322 Long DBT CORP US N 2 2028-06-01 Fixed 7.12500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362UAC8 9000.00000000 PA USD 8186.99000000 0.034262829196 Long DBT CORP US N 2 2028-04-15 Fixed 4.37500000 N N N N N N MIAMI-DADE CNTY FL TRANSIT SAL N/A 59334PJT5 300000.00000000 PA USD 216491.58000000 0.906024561898 Long DBT MUN US N 2 2042-07-01 Fixed 2.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383RA23 176416.91000000 PA USD 23038.27000000 0.096415936747 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 2000.00000000 PA USD 1537.49000000 0.006434447490 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAA8 15000.00000000 PA USD 14276.96000000 0.059749558986 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Freddie Mac STACR REMIC Trust 2020-HQA1 549300TCRXCIFPAC3B85 35565JBE0 45000.00000000 PA USD 44999.56000000 0.188324675881 Long ABS-MBS CORP US N 2 2050-01-25 Floating 10.28349000 N N N N N N ENFRAGEN ENERGIA SUR SA N/A 000000000 200000.00000000 PA USD 132300.00000000 0.553679960851 Long DBT CORP ES N 2 2030-12-30 Fixed 5.37500000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 7000.00000000 PA USD 6339.13000000 0.026529472790 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AT2 10000.00000000 PA USD 12176.77000000 0.050960193022 Long DBT CORP US N 2 2029-03-01 Fixed 0.50000000 N N N N Y ON Semiconductor Corp USD XXXX N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 12000.00000000 PA USD 11232.36000000 0.047007805329 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N Credit Suisse Mortgage Trust N/A 12655QAA3 100000.00000000 PA USD 73626.25000000 0.308128338757 Long ABS-MBS CORP US N 2 2035-02-15 Fixed 3.04030000 N N N N N N Flagship Credit Auto Trust N/A 33844TAG2 115000.00000000 PA USD 107096.03000000 0.448200496581 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.50000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 4000.00000000 PA USD 3303.90000000 0.013826932899 Long DBT CORP US N 2 2029-07-01 Fixed 4.12500000 N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 12000.00000000 PA USD 11131.83000000 0.046587083889 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAP5 60000.00000000 PA USD 57531.40000000 0.240770848826 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 18000.00000000 PA USD 17225.10000000 0.072087624290 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 11000.00000000 PA USD 10010.00000000 0.041892187514 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BG1 4000.00000000 PA USD 3618.33000000 0.015142833051 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 105000.00000000 PA USD 87281.25000000 0.365274974173 Long DBT CORP CH N 2 N/A Fixed 4.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 55000.00000000 PA USD 47101.21000000 0.197120151994 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05200000 N N N N N N BX Trust N/A 12434DAA0 100000.00000000 PA USD 97120.13000000 0.406451018717 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.84248000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 90000.00000000 PA USD 75402.22000000 0.315560833089 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 5000.00000000 PA USD 4676.61000000 0.019571770534 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 7000.00000000 PA USD 6319.07000000 0.026445521014 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N INDOFOOD CBP SUKSES MAKM 254900YKZW9GRKZZN285 000000000 200000.00000000 PA USD 167931.96000000 0.702800914879 Long DBT CORP ID N 2 2031-06-09 Fixed 3.39800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAE91 41437.85000000 PA USD 32322.57000000 0.135271045292 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AVJV0 41400.58000000 PA USD 36488.71000000 0.152706481665 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.00000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 40000.00000000 PA USD 26064.09000000 0.109079095471 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384ABU6 44293.61000000 PA USD 40092.91000000 0.167790180190 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 10000.00000000 PA USD 7337.82000000 0.030709024114 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAD6 15000.00000000 PA USD 13819.06000000 0.057833232046 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 4000.00000000 PA USD 3901.14000000 0.016326402437 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAF8 15000.00000000 PA USD 15027.77000000 0.062891724151 Long ABS-MBS CORP US N 2 2041-11-25 Floating 8.36901000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381YWY6 26212.44000000 PA USD 22949.36000000 0.096043845399 Long ABS-MBS USGA US N 2 2049-09-20 Floating 3.50000000 N N N N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 96771.67000000 PA USD 82188.40000000 0.343961225203 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 110000.00000000 PA USD 92125.00000000 0.385546231243 Long DBT CORP US N 2 N/A Fixed 4.15000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 4000.00000000 PA USD 3627.35000000 0.015180582055 Long DBT CORP US N 2 2028-03-15 Fixed 5.12500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 65000.00000000 PA USD 63970.45000000 0.267718490186 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 80000.00000000 PA USD 63418.72000000 0.265409481533 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N AUTONATION INC N/A 05329WAQ5 50000.00000000 PA USD 47050.68000000 0.196908682240 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AG3 4000.00000000 PA USD 3761.37000000 0.015741460274 Long DBT CORP US N 2 2029-05-01 Fixed 5.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 85000.00000000 PA USD 76285.76000000 0.319258477780 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381HGG0 40875.39000000 PA USD 25880.71000000 0.108311643988 Long ABS-MBS USGA US N 2 2061-09-16 Fixed 2.00000000 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 4000.00000000 PA USD 3603.65000000 0.015081396756 Long DBT CORP US N 2 2028-10-15 Fixed 6.87500000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAK5 5000.00000000 PA USD 4618.35000000 0.019327950470 Long DBT CORP CA N 2 2027-02-15 Fixed 4.62500000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BR1 75000.00000000 PA USD 61149.63000000 0.255913263374 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 6000.00000000 PA USD 5640.02000000 0.023603673868 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BT8 65000.00000000 PA USD 43321.32000000 0.181301184895 Long DBT CORP US N 2 2051-11-01 Fixed 3.25000000 N N N N N N GRAFTECH GLOBAL ENTERPRI N/A 38431AAA4 10000.00000000 PA USD 10157.80000000 0.042510735497 Long DBT CORP US N 2 2028-12-15 Fixed 9.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQTC0 34597.38000000 PA USD 33120.84000000 0.138611832158 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Firstkey Homes Trust N/A 33767JAA0 118132.41000000 PA USD 106708.56000000 0.446578921567 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.26600000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAE9 100000.00000000 PA USD 87510.37000000 0.366233849098 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 7000.00000000 PA USD 7144.91000000 0.029901689259 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBH2 6000.00000000 PA USD 5130.00000000 0.021469222971 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 3000.00000000 PA USD 2578.06000000 0.010789268026 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 64966QFX3 275000.00000000 PA USD 227664.39000000 0.952783148469 Long DBT MUN US N 2 2031-08-01 Fixed 2.36000000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAE2 8000.00000000 PA USD 7440.00000000 0.031136650859 Long DBT CORP US N 2 2026-12-31 Fixed 5.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 11000.00000000 PA USD 9887.78000000 0.041380692693 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N Hilton Grand Vacations Trust N/A 43284HAB5 35433.03000000 PA USD 32940.64000000 0.137857689082 Long ABS-O CORP US N 2 2033-07-25 Fixed 2.54000000 N N N N N N DISH DBS CORP N/A 25470XBE4 2000.00000000 PA USD 1638.01000000 0.006855127079 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAD8 12000.00000000 PA USD 10410.00000000 0.043566201001 Long DBT CORP US N 2 2029-12-01 Fixed 6.00000000 N N N N N N Hyundai Auto Receivables Trust N/A 44933LAF0 35000.00000000 PA USD 32014.92000000 0.133983519669 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.33000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 75111.67000000 PA USD 74737.92000000 0.312780715190 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N LCM INVESTMENTS HOLDINGS 549300P5V78NNQTG4428 50190EAA2 4000.00000000 PA USD 3489.95000000 0.014605558423 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAP4 7000.00000000 PA USD 6151.37000000 0.025743690860 Long DBT CORP CA N 2 2029-02-15 Fixed 3.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAC9 75000.00000000 PA USD 65333.99000000 0.273424951061 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 2000.00000000 PA USD 1806.90000000 0.007561937424 Long DBT CORP US N 2 2026-12-01 Fixed 4.62500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 2000.00000000 PA USD 1809.33000000 0.007572107056 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 2000.00000000 PA USD 1722.07000000 0.007206921014 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GF5 65000.00000000 PA USD 43369.51000000 0.181502861670 Long DBT CORP US N 2 2051-11-15 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6BU8 96264.94000000 PA USD 86327.88000000 0.361285088577 Long ABS-MBS USGSE US N 2 2049-05-25 Fixed 3.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1.00000000 NC USD 896.27000000 0.003750920170 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-09-29 -107716.58000000 USD 896.27000000 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 7000.00000000 PA USD 6264.59000000 0.026217520377 Long DBT CORP CA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJP5 90000.00000000 PA USD 88200.00000000 0.369119973901 Long ABS-MBS CORP US N 2 2041-09-25 Floating 7.16901000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KND7 50000.00000000 PA USD 50650.74000000 0.211975054726 Long ABS-MBS CORP US N 2 2041-11-25 Floating 8.71901000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 8000.00000000 PA USD 7844.51000000 0.032829538848 Long DBT CORP US N 2 2027-12-15 Fixed 5.87500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 5000.00000000 PA USD 4899.83000000 0.020505953761 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD -11548.61000000 -0.04833132224 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 273983.64000000 USD -11548.61000000 N N N GATES GLOBAL/GATES CORP N/A 36740LAA0 9000.00000000 PA USD 8887.91000000 0.037196203029 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBD3 4000.00000000 PA USD 3426.94000000 0.014341859448 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N TRI POINTE GROUP / HOMES N/A 962178AN9 5000.00000000 PA USD 4976.77000000 0.020827950255 Long DBT CORP US N 2 2024-06-15 Fixed 5.87500000 N N N N N N BX Trust N/A 05608RAL9 100000.00000000 PA USD 92984.85000000 0.389144732485 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.58098000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383V3J5 215485.39000000 PA USD 28687.57000000 0.120058447728 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XUW2 130000.00000000 PA USD 139070.67000000 0.582015443093 Long ABS-MBS CORP US N 2 2030-05-25 Floating 9.18349000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 60000.00000000 PA USD 60652.53000000 0.253832883113 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKK4 75000.00000000 PA USD 74720.30000000 0.312706974896 Long ABS-MBS CORP US N 2 2041-09-25 Floating 8.41901000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GL2 25000.00000000 PA USD 25136.15000000 0.105195635283 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N TITAN ACQ/CO-BORROWER N/A 88827AAA1 6000.00000000 PA USD 5572.99000000 0.023323151058 Long DBT CORP N/A N 2 2026-04-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP20 203363.36000000 PA USD 198641.76000000 0.831322463343 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAP81 9880.70000000 PA USD 7183.18000000 0.030061850500 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 1.50000000 N N N N N N LGI HOMES INC 549300W02B4WNV8CV109 50187TAF3 5000.00000000 PA USD 4200.51000000 0.017579275981 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869AAD9 4000.00000000 PA USD 3480.00000000 0.014563917337 Long DBT CORP US N 2 2030-02-01 Fixed 3.75000000 N N N N N N PATTERN ENERGY OP LP/PAT N/A 70339PAA7 5000.00000000 PA USD 4543.13000000 0.019013152233 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJA8 75000.00000000 PA USD 75234.75000000 0.314859965492 Long ABS-MBS CORP US N 2 2034-01-25 Floating 8.11901000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 5000.00000000 PA USD 4413.26000000 0.018469641904 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N BRITISH AIR 21-1 A PPT N/A 11042CAA8 95475.93000000 PA USD 80453.17000000 0.336699229145 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89680EAA7 4000.00000000 PA USD 3379.96000000 0.014145246564 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 100000.00000000 PA USD 89005.13000000 0.372489470098 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 15.00000000 NC USD -38594.39000000 -0.16151882346 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 1793360.02000000 USD -38594.39000000 N N N OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 67777LAD5 4000.00000000 PA USD 3612.63000000 0.015118978359 Long DBT CORP NL N 2 2030-02-15 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 35000.00000000 PA USD 30029.21000000 0.125673256365 Long DBT CORP US N 2 2029-06-14 Fixed 2.08700000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 5000.00000000 PA USD 4240.40000000 0.017746216976 Long DBT CORP US N 2 2050-02-01 Variable 5.50000000 N N N N N N FREMF Mortgage Trust N/A 35708WAS9 100000.00000000 PA USD 91930.48000000 0.384732158484 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.75200400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BHWC9 85027.46000000 PA USD 9945.06000000 0.041620411424 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 5000.00000000 PA USD 4329.54000000 0.018119270882 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382DM30 63448.85000000 PA USD 6720.73000000 0.028126481657 Long ABS-MBS USGA US N 2 2050-03-20 Floating 0.68095000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAK8 2000.00000000 PA USD 1962.50000000 0.008213128670 Long DBT CORP US N 2 2024-07-15 Fixed 4.25000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 2000.00000000 PA USD 1719.79000000 0.007197379137 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BT8 65000.00000000 PA USD 62850.84000000 0.263032884585 Long DBT CORP US N 2 2029-06-08 Fixed 4.60000000 N N N N N N PORT OF MORROW OR TRANSMISSION N/A 73474TAT7 250000.00000000 PA USD 182349.15000000 0.763137341144 Long DBT MUN US N 2 2040-09-01 Fixed 2.54300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 670000.00000000 PA USD 640478.13000000 2.680422569500 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAL4 5000.00000000 PA USD 4899.87000000 0.020506121162 Long DBT CORP US N 2 2025-06-01 Fixed 5.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 14.00000000 NC USD -39837.18000000 -0.16671994151 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-09-20 1599524.68000000 USD -39837.18000000 N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440AP6 10000.00000000 PA USD 8750.03000000 0.036619170580 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CAH8 76656.82000000 PA USD 77207.98000000 0.323117999575 Long ABS-MBS CORP US N 2 2050-12-25 Floating 7.06901000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAE8 70000.00000000 PA USD 46864.01000000 0.196127461996 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N PRESIDIO HOLDING INC N/A 74101XAF7 5000.00000000 PA USD 4849.10000000 0.020293647000 Long DBT CORP US N 2 2028-02-01 Fixed 8.25000000 N N N N N N New Economy Assets Phase 1 Iss N/A 643821AA9 100000.00000000 PA USD 85737.65000000 0.358814956126 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N WASH MULTIFAM ACQ INC 549300AS7PRY5PHG6L12 93710WAA3 7000.00000000 PA USD 6513.06000000 0.027257375705 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CK3 80000.00000000 PA USD 63860.84000000 0.267259768640 Long DBT CORP DE N 2 2032-05-28 Fixed 3.03500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4XC7 65390.51420000 PA USD 6121.40000000 0.025618265399 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 0.86651000 N N N N N N DT MIDSTREAM INC N/A 23345MAC1 55000.00000000 PA USD 48353.97000000 0.202362994834 Long DBT CORP US N 2 2032-04-15 Fixed 4.30000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AU8 4000.00000000 PA USD 4222.14000000 0.017669798260 Long DBT CORP US N 2 2025-07-01 Fixed 9.37500000 N N N N N N DREYFUS GOVERNMENT CASH MANAGEMENT N/A 000000000 195775.50000000 NS USD 195775.50000000 0.819327068599 Long STIV RF US N 1 N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 8000.00000000 PA USD 7330.00000000 0.030676297150 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAC2 1000.00000000 PA USD 997.22000000 0.004173399323 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 110000.00000000 PA USD 84326.18000000 0.352907906584 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N AHLSTROM HLDG 3 OY 743700UEY0YM039XN974 84612JAA0 5000.00000000 PA USD 4145.52000000 0.017349140977 Long DBT CORP FI N 2 2028-02-04 Fixed 4.87500000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 5000.00000000 PA USD 4708.91000000 0.019706947123 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AP0 65000.00000000 PA USD 58473.48000000 0.244713485391 Long DBT CORP US N 2 2052-05-15 Fixed 5.05000000 N N N N N N PFS Financing Corp. N/A 69335PEF8 100000.00000000 PA USD 94773.40000000 0.396629874541 Long ABS-O CORP US N 2 2027-02-15 Fixed 2.47000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384AQK2 98184.61000000 PA USD 73999.31000000 0.309689607436 Long ABS-MBS USGA US N 2 2052-07-20 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 256555.23000000 PA USD 239588.45000000 1.002685741621 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 7000.00000000 PA USD 6105.81000000 0.025553020723 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 117000.00000000 PA USD 101098.72000000 0.423101552016 Long DBT CORP US N 2 2026-12-15 Fixed 0.50000000 N N N N Y Lumentum Holdings Inc USD XXXX N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384A3B7 98877.58000000 PA USD 12255.64000000 0.051290266632 Long ABS-MBS USGA US N 2 2050-09-20 Floating 1.58168000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAP4 5000.00000000 PA USD 4987.00000000 0.020870763150 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AA2 8000.00000000 PA USD 7666.89000000 0.032086193159 Long DBT CORP FR N 2 2026-10-15 Fixed 6.50000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TBD1 20000.00000000 PA USD 20573.91000000 0.086102507054 Long ABS-MBS CORP US N 2 2049-07-25 Floating 8.43349000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BT9 5000.00000000 PA USD 3278.40000000 0.013720214540 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 55000.00000000 PA USD 47964.61000000 0.200733510106 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAK1 8000.00000000 PA USD 8326.82000000 0.034848022461 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 4000.00000000 PA USD 3544.24000000 0.014832763903 Long DBT CORP US N 2 2030-03-01 Fixed 6.62500000 N N N N N N VICTORIA'S SECRET & CO 5493006T3O70U3UWVF17 926400AA0 6000.00000000 PA USD 4501.89000000 0.018840561443 Long DBT CORP US N 2 2029-07-15 Fixed 4.62500000 N N N N N N TRIMAS CORP 75G1WUQ8QK4P5MZOYD78 896215AH3 5000.00000000 PA USD 4412.60000000 0.018466879782 Long DBT CORP US N 2 2029-04-15 Fixed 4.12500000 N N N N N N Freddie Mac - STACR 5493007222WHFWMBOC78 35563KBD1 70000.00000000 PA USD 75591.64000000 0.316353562176 Long ABS-MBS CORP US N 2 2049-01-25 Floating 9.83349000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAE1 4000.00000000 PA USD 3597.80000000 0.015056914309 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 7000.00000000 PA USD 6844.76000000 0.028645551389 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N Freddie Mac - STACR 549300Y6KOVOWQ8OJC33 35564LBD8 95000.00000000 PA USD 100937.10000000 0.422425166866 Long ABS-MBS CORP US N 2 2049-03-25 Floating 9.53349000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 94000.00000000 PA USD 103306.00000000 0.432339093240 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AU8 121000.00000000 PA USD 139074.38000000 0.582030969568 Long DBT CORP US N 2 2024-11-15 Fixed 0.12500000 N N N N Y Microchip Technology Inc USD XXXX N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382UYG0 107337.07000000 PA USD 10646.08000000 0.044554203761 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.98095000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H94H9 23397.71000000 PA USD 22157.61000000 0.092730344953 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383D6B9 608115.09000000 PA USD 15451.17000000 0.064663667427 Long ABS-MBS USGA US N 2 2051-12-20 Floating 0.00001080 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPD6 182018.49000000 PA USD 180761.17000000 0.756491591301 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N SONIC AUTOMOTIVE INC 549300NTLRGJ2JCBZU03 83545GBE1 9000.00000000 PA USD 7471.43000000 0.031268186469 Long DBT CORP US N 2 2031-11-15 Fixed 4.87500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAA6 130000.00000000 PA USD 103688.00000000 0.433937776121 Long DBT CORP FR N 2 N/A Fixed 5.37500000 N N N N N N STERICYCLE INC B8PTJH2P0AXSWSMP2136 858912AG3 5000.00000000 PA USD 4388.95000000 0.018367903735 Long DBT CORP US N 2 2029-01-15 Fixed 3.87500000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 5000.00000000 PA USD 5025.00000000 0.021029794431 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 4000.00000000 PA USD 2640.69000000 0.011051376687 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 120000.00000000 PA USD 103008.00000000 0.431091953192 Long DBT CORP US N 2 N/A Fixed 4.35000000 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 7000.00000000 PA USD 7012.67000000 0.029348260401 Long DBT CORP US N 2 2025-07-15 Fixed 7.00000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AM6 3000.00000000 PA USD 3058.20000000 0.012798670115 Long DBT CORP US N 2 2028-06-01 Fixed 9.37500000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE 5493002KQF9IH3CTQZ40 62548QAD3 75000.00000000 PA USD 72121.51000000 0.301830951121 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.93349000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0UD9 20903.71000000 PA USD 21121.65000000 0.088394817423 Long ABS-MBS CORP US N 2 2030-09-25 Floating 7.48349000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 000000000 341880.73000000 NS USD 341880.73000000 1.430782382482 Long STIV RF US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 90000.00000000 PA USD 72572.18000000 0.303717020267 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 1000.00000000 PA USD 850.04000000 0.003557446061 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 21000.00000000 PA USD 18202.10000000 0.076176402232 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AN7 4000.00000000 PA USD 3836.80000000 0.016057137368 Long DBT CORP US N 2 2027-07-15 Fixed 4.87500000 N N N N N N CAESARS RESORT / FINCO N/A 12770RAA1 4000.00000000 PA USD 4040.39000000 0.016909168382 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N GREAT LAKES DREDGE&DOCK 549300H65E3MZ1CX0P05 390607AF6 4000.00000000 PA USD 3340.00000000 0.013978012617 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 4000.00000000 PA USD 3337.76000000 0.013968638141 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MX4S0 52907.52000000 PA USD 51699.35000000 0.216363522933 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKBM1 23493.61000000 PA USD 23403.18000000 0.097943097401 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAL9 8000.00000000 PA USD 7640.00000000 0.031973657603 Long DBT CORP US N 2 2028-01-15 Fixed 5.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382XAJ4 242005.62000000 PA USD 28623.87000000 0.119791861081 Long ABS-MBS USGA US N 2 2051-08-20 Floating 0.93095000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 7000.00000000 PA USD 6243.20000000 0.026128002506 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AE3 4000.00000000 PA USD 3800.01000000 0.015903169977 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374JAC9 100000.00000000 PA USD 97868.24000000 0.409581884292 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.79000000 N N N N N N LAMAR MEDIA CORP N/A 513075BT7 7000.00000000 PA USD 6163.34000000 0.025793785713 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AJ5 8000.00000000 PA USD 6668.74000000 0.027908901754 Long DBT CORP US N 2 2032-02-15 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 95000.00000000 PA USD 64430.92000000 0.269645572662 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQU38 24861.85000000 PA USD 20158.87000000 0.084365550660 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Exeter Automobile Receivables N/A 30166AAF1 55000.00000000 PA USD 50540.37000000 0.211513152555 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.55000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381WS33 36066.64000000 PA USD 31954.56000000 0.133730911034 Long ABS-MBS USGA US N 2 2049-07-20 Floating 3.50000000 N N N N N N AIR CANADA 2020-1C PTT N/A 008911BD0 11000.00000000 PA USD 11921.47000000 0.049891753914 Long DBT CORP CA N 2 2026-07-15 Fixed 10.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 510000.00000000 PA USD 508007.81000000 2.126029813705 Long DBT UST US N 2 2030-07-31 Fixed 4.00000000 N N N N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 123000.00000000 PA USD 123520.60000000 0.516937875830 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AF1 7000.00000000 PA USD 6424.44000000 0.026886498017 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 60000.00000000 PA USD 52779.72000000 0.220884907810 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 5000.00000000 PA USD 4318.84000000 0.018074491021 Long DBT CORP N/A N 2 2028-09-01 Fixed 3.25000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAH3 7000.00000000 PA USD 6369.97000000 0.026658539230 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 4000.00000000 PA USD 3711.84000000 0.015534175554 Long DBT CORP CA N 2 2026-08-15 Fixed 3.87500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 15000.00000000 PA USD 14860.89000000 0.062193325725 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 4000.00000000 PA USD 3787.35000000 0.015850187450 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 7000.00000000 PA USD 6918.46000000 0.028953988374 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 8000.00000000 PA USD 6960.47000000 0.029129801641 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 9166.67000000 PA USD 9029.28000000 0.037787841246 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XYW8 100000.00000000 PA USD 105231.74000000 0.440398380072 Long ABS-MBS CORP US N 2 2030-07-25 Floating 8.73349000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 4000.00000000 PA USD 3315.18000000 0.013874140080 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 5000.00000000 PA USD 4625.69000000 0.019358668617 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N CD&R SMOKEY BUYER INC N/A 12510CAA9 5000.00000000 PA USD 4700.10000000 0.019670076976 Long DBT CORP US N 2 2025-07-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUNH3 10911.10000000 PA USD 7938.17000000 0.033221509106 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 1.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 200000.00000000 PA USD 183950.00000000 0.769836952371 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AD0 120000.00000000 PA USD 85246.23000000 0.356758346856 Long DBT CORP GB N 2 N/A Fixed 4.60000000 N N N N N N SOTHEBY'S 549300P5BAAMQQ7VL735 835898AH0 4000.00000000 PA USD 3543.45000000 0.014829457726 Long DBT CORP US N 2 2027-10-15 Fixed 7.37500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 10000.00000000 PA USD 8469.42000000 0.035444808269 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAA0 5000.00000000 PA USD 4737.50000000 0.019826597237 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 4000.00000000 PA USD 3147.03000000 0.013170426660 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3132HTPF7 16838.25000000 PA USD 12541.36000000 0.052486014465 Long ABS-MBS USGSE US N 2 2043-08-15 None 0.00000000 N N N N N N CDI ESCROW ISSUER INC N/A 12511VAA6 5000.00000000 PA USD 4643.75000000 0.019434250326 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 879369AF3 5000.00000000 PA USD 4718.75000000 0.019748127855 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N AMSR Trust N/A 00178UAA7 100000.00000000 PA USD 92283.70000000 0.386210396094 Long ABS-O CORP US N 2 2037-07-17 Fixed 1.63200000 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 7000.00000000 PA USD 6028.75000000 0.025230522025 Long DBT CORP US N 2 2028-12-01 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FW2G4 174419.33000000 PA USD 31385.03000000 0.131347408781 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N N N N N N BRINK'S CO/THE XFP140TFNOQMIVFTVQ13 109696AB0 4000.00000000 PA USD 3960.22000000 0.016573654229 Long DBT CORP US N 2 2025-07-15 Fixed 5.50000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AH5 85000.00000000 PA USD 84222.75000000 0.352475048547 Long DBT CORP US N 2 2025-04-23 Variable 5.37500000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 8000.00000000 PA USD 6934.08000000 0.029019358601 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 10000.00000000 PA USD 8737.50000000 0.036566732108 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N One Bryant Park Trust N/A 68236JAA9 100000.00000000 PA USD 81481.70000000 0.341003661875 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 8000.00000000 PA USD 7591.63000000 0.031771227522 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AR5 2000.00000000 PA USD 2025.32000000 0.008476032489 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 4000.00000000 PA USD 3510.00000000 0.014689468349 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 65000.00000000 PA USD 49075.00000000 0.205380529696 Long DBT CORP BM N 2 N/A Fixed 5.25000000 N N N N N N MIWD HLDCO II/MIWD FIN N/A 55337PAA0 4000.00000000 PA USD 3380.00000000 0.014145413965 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 4000.00000000 PA USD 3883.32000000 0.016251825136 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N TEXTRON FINANCIAL CORP 4E8B2CNXPE5P5AY03O18 883199AR2 100000.00000000 PA USD 75000.01000000 0.313877570677 Long DBT CORP US N 2 2042-02-15 Floating 7.05571000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 14000.00000000 PA USD 13162.60000000 0.055085924812 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N WASHINGTON ST 549300X3TODFMUKLQ364 93974CRF9 235000.00000000 PA USD 238863.38000000 0.999651299224 Long DBT MUN US N 2 2033-08-01 Fixed 5.09000000 N N N N N N CASCADES INC/USA INC N/A 14739LAB8 5000.00000000 PA USD 4700.00000000 0.019669658473 Long DBT CORP N/A N 2 2028-01-15 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP46 28129.49000000 PA USD 28297.50000000 0.118425991626 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CD0 40000.00000000 PA USD 34782.19000000 0.145564637925 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAC9 7000.00000000 PA USD 5530.00000000 0.023143236458 Long DBT CORP US N 2 2030-11-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382HNF3 95877.58000000 PA USD 12373.08000000 0.051781756991 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 2.50000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 1000.00000000 PA USD 1022.60000000 0.004279615479 Long DBT CORP US N 2 2028-07-15 Fixed 8.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 370549.97000000 PA USD 354754.18000000 1.484658204795 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HADW3 80000.00000000 PA USD 53953.13000000 0.225795668225 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 0.25000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 4000.00000000 PA USD 3196.15000000 0.013375995516 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAC3 4000.00000000 PA USD 3565.49000000 0.014921695870 Long DBT CORP US N 2 2028-07-01 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383GFG1 91905.96000000 PA USD 10857.95000000 0.045440886855 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 5000.00000000 PA USD 4415.57000000 0.018479309332 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 75000.00000000 PA USD 63008.68000000 0.263693450307 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 10000.00000000 PA USD 6690.00000000 0.027997875571 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Hudson Yards N/A 44421GAA1 100000.00000000 PA USD 86338.85000000 0.361330998397 Long ABS-MBS CORP US N 2 2039-07-10 Fixed 3.22800000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DD3 90000.00000000 PA USD 70727.85000000 0.295998437030 Long DBT CORP US N 2 2031-12-15 Fixed 2.20000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AJ4 2000.00000000 PA USD 2030.05000000 0.008495827698 Long DBT CORP US N 2 2028-07-15 Fixed 7.25000000 N N N N N N Banc of America Merrill Lynch N/A 05530SAJ5 100000.00000000 PA USD 96096.80000000 0.402168348163 Long ABS-MBS CORP US N 2 2039-01-15 Floating 7.37200000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 100000.00000000 PA USD 89842.33000000 0.375993180326 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XR30 75000.00000000 PA USD 81390.58000000 0.340622321603 Long ABS-MBS CORP US N 2 2030-12-25 Floating 9.68349000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAC1 80000.00000000 PA USD 63873.59000000 0.267313127820 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAU7 9000.00000000 PA USD 8124.26000000 0.034000302031 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 10000.00000000 PA USD 8786.80000000 0.036773054270 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N RAIN CII CARBON LLC/CII N/A 75079RAC2 3000.00000000 PA USD 2985.00000000 0.012492325647 Long DBT CORP US N 2 2025-04-01 Fixed 7.25000000 N N N N N N QATAR ENERGY N/A 000000000 200000.00000000 PA USD 151632.80000000 0.634588380709 Long DBT CORP QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAX0 1000.00000000 PA USD 783.19000000 0.003277676557 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 4000.00000000 PA USD 3520.00000000 0.014731318686 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 90000.00000000 PA USD 74234.93000000 0.310675685081 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 90000.00000000 PA USD 86911.45000000 0.363727348704 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHU0 159019.68000000 PA USD 159969.46000000 0.669477583902 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N ALLEGIANT TRAVEL CO 549300JM9OZXOHWL2K18 01748XAD4 3000.00000000 PA USD 2959.63000000 0.012386151341 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 4000.00000000 PA USD 3534.68000000 0.014792754981 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CE2 5000.00000000 PA USD 4750.00000000 0.019878910159 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 15138AAC4 10000.00000000 PA USD 9900.00000000 0.041431833805 Long DBT CORP US N 2 2027-04-01 Fixed 6.87500000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAJ4 3000.00000000 PA USD 3039.99000000 0.012722460651 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAJ3 59100.00000000 PA USD 45816.57000000 0.191743890279 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.54200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3S2 83743.57000000 PA USD 73376.19000000 0.307081829226 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 7000.00000000 PA USD 6966.70000000 0.029155874401 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 2000.00000000 PA USD 1813.66000000 0.007590228252 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 7000.00000000 PA USD 6562.50000000 0.027464283772 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382WR25 605460.25000000 PA USD 8745.57000000 0.036600505330 Long ABS-MBS USGA US N 2 2051-08-20 Floating 0.00001080 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 70000.00000000 PA USD 63845.22000000 0.267194398414 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BT8 3000.00000000 PA USD 3032.45000000 0.012690905497 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N N PFS Financing Corp. N/A 69335PEQ4 100000.00000000 PA USD 96931.31000000 0.405660800650 Long ABS-O CORP US N 2 2027-08-15 Fixed 4.90000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAC2 4000.00000000 PA USD 3947.09000000 0.016518704736 Long DBT CORP N/A N 2 2027-06-15 Fixed 6.00000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAA7 4000.00000000 PA USD 3319.43000000 0.013891926473 Long DBT CORP US N 2 2027-09-15 Fixed 3.87500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 4000.00000000 PA USD 3663.32000000 0.015331117718 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N TEMPO ACQUISITION LLC/FI N/A 88023JAD8 4000.00000000 PA USD 4030.00000000 0.016865685882 Long DBT CORP US N 2 2025-06-01 Fixed 5.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 3000.00000000 PA USD 2753.67000000 0.011524201797 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 4000.00000000 PA USD 3360.00000000 0.014061713291 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAB5 5000.00000000 PA USD 4575.00000000 0.019146529258 Long DBT CORP US N 2 2032-02-15 Fixed 5.12500000 N N N N N N BX Trust N/A 05605NAA5 100000.00000000 PA USD 81784.85000000 0.342272354847 Long ABS-MBS CORP US N 2 2044-03-09 Variable 3.54237500 N N N N N N ENERSYS 7ZS3DE5PN30BYUJFWP05 29275YAC6 4000.00000000 PA USD 3708.78000000 0.015521369351 Long DBT CORP US N 2 2027-12-15 Fixed 4.37500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 4000.00000000 PA USD 4079.12000000 0.017071254738 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 95000.00000000 PA USD 86537.61000000 0.362162815699 Long DBT CORP US N 2 2052-03-01 Fixed 5.12500000 N N N N N N MVW Owner Trust N/A 55389TAB7 50793.00000000 PA USD 45777.19000000 0.191579083651 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.44000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 75000.00000000 PA USD 75187.50000000 0.314662222649 Long ABS-MBS CORP US N 2 2042-02-25 Floating 7.46901000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325URK4 90926.44810000 PA USD 8888.98000000 0.037200681015 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 0.76758000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383X4E1 102865.93000000 PA USD 113263.95000000 0.474013449750 Long ABS-MBS USGA US N 2 2051-07-20 Variable 7.46602000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBE0 70000.00000000 PA USD 49757.62000000 0.208237317412 Long DBT CORP US N 2 2041-12-15 Fixed 3.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383HHS1 68487.98000000 PA USD 59386.02000000 0.248532496060 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XJ62 185000.00000000 PA USD 197276.38000000 0.825608302006 Long ABS-MBS CORP US N 2 2030-10-25 Floating 8.93349000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 4000.00000000 PA USD 3051.30000000 0.012769793382 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 4000.00000000 PA USD 4022.75000000 0.016835344387 Long DBT CORP US N 2 2025-10-02 Fixed 7.12500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BR7 9000.00000000 PA USD 9026.86000000 0.037777713464 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 13000.00000000 PA USD 12086.49000000 0.050582368178 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAW0 10000.00000000 PA USD 9855.85000000 0.041247064566 Long DBT CORP US N 2 2024-12-01 Fixed 5.12500000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KGR4 90000.00000000 PA USD 89240.09000000 0.373472785620 Long ABS-MBS CORP US N 2 2033-12-25 Floating 8.21901000 N N N N N N Onslow Bay Financial LLC N/A 67112VAE5 27104.23000000 PA USD 25000.48000000 0.104627851758 Long ABS-MBS CORP US N 2 2049-05-27 Variable 4.00000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAH9 65000.00000000 PA USD 62466.16000000 0.261422985815 Long DBT CORP N/A N 2 2033-04-01 Fixed 5.75000000 N N N N N N VALARIS LTD N/A 91889FAC5 1000.00000000 PA USD 1023.20000000 0.004282126499 Long DBT CORP BM N 2 2030-04-30 Fixed 8.37500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 4000.00000000 PA USD 3867.72000000 0.016186538610 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ASK0 135000.00000000 PA USD 103238.37000000 0.432056059410 Long DBT CORP FR N 2 N/A Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLVT2 49605.08000000 PA USD 41810.19000000 0.174977054893 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133APUD9 85388.59000000 PA USD 69210.99000000 0.289650326785 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 5000.00000000 PA USD 4734.68000000 0.019814795442 Long DBT CORP US N 2 2027-07-15 Variable 4.15000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 13000.00000000 PA USD 12492.31000000 0.052280738561 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N CENCOSUD SA 549300NLTGCFV7482429 000000000 200000.00000000 PA USD 190048.88000000 0.795360970811 Long DBT CORP CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N DISH DBS CORP N/A 25470XBB0 2000.00000000 PA USD 1125.00000000 0.004708162932 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 20000.00000000 PA USD 16411.04000000 0.068680755742 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AP0 130000.00000000 PA USD 106132.00000000 0.444165998527 Long DBT CORP FR N 2 N/A Fixed 4.75000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FW3 85000.00000000 PA USD 57316.44000000 0.239871233978 Long DBT CORP US N 2 2052-03-15 Fixed 3.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 4000.00000000 PA USD 3246.11000000 0.013585079801 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 4000.00000000 PA USD 3512.12000000 0.014698340620 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 5000.00000000 PA USD 5057.38000000 0.021165305823 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 7000.00000000 PA USD 3516.49000000 0.014716629217 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EAZ1 4000.00000000 PA USD 3561.94000000 0.014906839000 Long DBT CORP US N 2 2030-10-01 Fixed 5.25000000 N N N N N N CNTRL PARENT/CDK GLB INC N/A 15477CAA3 5000.00000000 PA USD 4944.92000000 0.020694656931 Long DBT CORP US N 2 2029-06-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGVA4 159565.86000000 PA USD 139799.65000000 0.585066248972 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N SEALED AIR/SEALED AIR US N/A 812127AA6 3000.00000000 PA USD 2986.53000000 0.012498728748 Long DBT CORP US N 2 2028-02-01 Fixed 6.12500000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDY7 100000.00000000 PA USD 90836.27000000 0.380152852740 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 1000.00000000 PA USD 966.38000000 0.004044332884 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 50000.00000000 PA USD 48773.79000000 0.204119955690 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 7000.00000000 PA USD 7715.01000000 0.032287576982 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 55000.00000000 PA USD 58354.90000000 0.244217224093 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPSF5 143880.79000000 PA USD 130430.18000000 0.545854701105 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N FLEX INTERMEDIATE HOLDCO 549300290TQIGM30A243 33939HAA7 60000.00000000 PA USD 47876.32000000 0.200364013479 Long DBT CORP US N 2 2031-06-30 Fixed 3.36300000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAG1 65000.00000000 PA USD 64830.87000000 0.271319376897 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383VFN3 109424.06000000 PA USD 97829.95000000 0.409421639351 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N MOSS CREEK RESOURCES HLD 54930037SLMSPWKYIX36 61965RAA3 10000.00000000 PA USD 9339.69000000 0.039086917562 Long DBT CORP US N 2 2026-01-15 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384CBE8 120000.00000000 PA USD 89589.07000000 0.374933278687 Long ABS-MBS USGA US N 2 2051-01-20 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382AEQ4 39385.65000000 PA USD 34883.99000000 0.145990674357 Long ABS-MBS USGA US N 2 2049-10-20 Floating 3.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 115000.00000000 PA USD 101744.50000000 0.425804163090 Long DBT CORP FR N 2 2027-10-19 Fixed 2.04500000 N N N N N N WILLIAMS SCOTSMAN INTL 549300V3TCHCBOBTGH07 96950GAE2 8000.00000000 PA USD 7357.74000000 0.030792389986 Long DBT CORP US N 2 2028-08-15 Fixed 4.62500000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 13000.00000000 PA USD 10269.99000000 0.042980254430 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 4000.00000000 PA USD 3648.65000000 0.015269723274 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 2000.00000000 PA USD 2049.70000000 0.008578063611 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N TELEFLEX INC UUL85LWXB4NGSWWXIQ25 879369AG1 5000.00000000 PA USD 4597.26000000 0.019239688109 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CH7 65000.00000000 PA USD 60240.23000000 0.252107393712 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AH4 13000.00000000 PA USD 12643.18000000 0.052912134598 Long DBT CORP US N 2 2027-04-15 Fixed 5.25000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 1000.00000000 PA USD 900.04000000 0.003766697747 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N Multifamily Connecticut Avenue 549300HG8ZEWVWVSN227 62547NAB5 93708.57000000 PA USD 92247.65000000 0.386059525628 Long ABS-MBS USGA US N 2 2049-10-25 Floating 8.43349000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 4000.00000000 PA USD 3887.00000000 0.016267226060 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N HOLLY NRG PRTNR/FIN CORP N/A 435765AJ1 4000.00000000 PA USD 3984.20000000 0.016674011338 Long DBT CORP US N 2 2027-04-15 Fixed 6.37500000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 4000.00000000 PA USD 3542.18000000 0.014824142734 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 4000.00000000 PA USD 3697.07000000 0.015472362606 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHV8 163477.39000000 PA USD 166709.83000000 0.697686259622 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 70000.00000000 PA USD 63406.49000000 0.265358298571 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382PCP5 163677.36000000 PA USD 15611.56000000 0.065334904985 Long ABS-MBS USGA US N 2 2050-10-20 Floating 2.00000000 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AH9 7000.00000000 PA USD 5985.00000000 0.025047426800 Long DBT CORP US N 2 2029-07-31 Fixed 7.75000000 N N N N N N Manhattan West N/A 563136AA8 100000.00000000 PA USD 85735.00000000 0.358803865787 Long ABS-MBS CORP US N 2 2039-09-10 Fixed 2.13000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382AGG4 51019.52000000 PA USD 45077.74000000 0.188651861817 Long ABS-MBS USGA US N 2 2049-10-20 Floating 3.50000000 N N N N N N DYCOM INDUSTRIES INC 549300F56EKTHQI3WT60 267475AD3 8000.00000000 PA USD 7229.02000000 0.030253692445 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 60000.00000000 PA USD 50969.91000000 0.213310791938 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAD21 49188.57000000 PA USD 43882.38000000 0.183649239912 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.50000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAJ7 4000.00000000 PA USD 3776.96000000 0.015806704950 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NE7 90000.00000000 PA USD 72435.37000000 0.303144465804 Long DBT CORP US N 2 2032-11-03 Fixed 2.52000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 65000.00000000 PA USD 53692.83000000 0.224706303948 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CD4 30000.00000000 PA USD 29820.12000000 0.124798207665 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 6000.00000000 PA USD 5737.09000000 0.024009915091 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N N INNOPHOS HOLDINGS INC XQ0331QX53IRX25OY417 45774NAB4 7000.00000000 PA USD 6960.25000000 0.029128880933 Long DBT CORP US N 2 2028-02-15 Fixed 9.37500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAL4 13000.00000000 PA USD 11606.43000000 0.048573300892 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382WBD8 99662.28000000 PA USD 12563.11000000 0.052577038949 Long ABS-MBS USGA US N 2 2051-07-20 Floating 0.93095000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 5000.00000000 PA USD 4700.55000000 0.019671960241 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 4000.00000000 PA USD 3532.32000000 0.014782878301 Long DBT CORP US N 2 2029-05-15 Fixed 3.87500000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAU7 12000.00000000 PA USD 12194.64000000 0.051034979575 Long DBT CORP US N 2 2031-05-15 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYZH5 78277.81000000 PA USD 76981.80000000 0.322171428649 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGT1 146870.78000000 PA USD 143532.85000000 0.600689816847 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAK4 5000.00000000 PA USD 4187.50000000 0.017524828692 Long DBT CORP US N 2 2030-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383XXB5 73278.89000000 PA USD 80018.60000000 0.334880539043 Long ABS-MBS USGA US N 2 2051-09-20 Variable 6.93294000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383FBP7 1508073.46000000 PA USD 10061.11000000 0.042106084587 Long ABS-MBS USGA US N 2 2051-12-20 Floating 0.00001080 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AB6 4000.00000000 PA USD 3458.69000000 0.014474734269 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74333EAA0 99776.94000000 PA USD 88588.65000000 0.370746487255 Long ABS-O CORP US N 2 2038-05-17 Fixed 1.55800000 N N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAC8 5000.00000000 PA USD 4962.01000000 0.020766179157 Long DBT CORP US N 2 2026-02-15 Fixed 8.25000000 N N N N N N PRIMO WATER HOLDINGS INC 9845008F9A5F2E1D4832 74168LAA4 10000.00000000 PA USD 8780.40000000 0.036746270054 Long DBT CORP US N 2 2029-04-30 Fixed 4.37500000 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAA6 2000.00000000 PA USD 1789.44000000 0.007488866735 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 5000.00000000 PA USD 4262.41000000 0.017838329568 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DQXV3 145000.00000000 PA USD 144074.82000000 0.602957979571 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 5000.00000000 PA USD 4761.86000000 0.019928544658 Long DBT CORP US N 2 2029-07-15 Fixed 5.12500000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 4000.00000000 PA USD 3577.00000000 0.014969865608 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 19240CAE3 4000.00000000 PA USD 3860.54000000 0.016156490068 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N AFFINITY INTERACTIVE N/A 00842XAA7 7000.00000000 PA USD 6192.76000000 0.025916909405 Long DBT CORP US N 2 2027-12-15 Fixed 6.87500000 N N N N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565BT0 4000.00000000 PA USD 4128.72000000 0.017278832410 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 6000.00000000 PA USD 6088.30000000 0.025479740783 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N KRONOS ACQ / KIK CUSTOM N/A 50106GAF9 10000.00000000 PA USD 8802.20000000 0.036837503789 Long DBT CORP US N 2 2027-12-31 Fixed 7.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 60000.00000000 PA USD 48108.46000000 0.201335527206 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N COGENT COMMUNICATIONS GR 549300KFWFYF8Q1U0Y26 19240CAC7 4000.00000000 PA USD 3709.46000000 0.015524215174 Long DBT CORP US N 2 2026-05-01 Fixed 3.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 65000.00000000 PA USD 61467.97000000 0.257245527008 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AU8 5000.00000000 PA USD 4575.91000000 0.019150337639 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AV4 4000.00000000 PA USD 3461.10000000 0.014484820200 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAB5 10000.00000000 PA USD 8751.09000000 0.036623606716 Long DBT CORP US N 2 2029-11-01 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBKV7 91692.92000000 PA USD 81685.30000000 0.341855734740 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 3.50000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 4000.00000000 PA USD 3340.00000000 0.013978012617 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N FREMF Mortgage Trust N/A 30314FAA2 100000.00000000 PA USD 89178.02000000 0.373213020577 Long ABS-MBS CORP US N 2 2052-10-25 Variable 3.64551400 N N N N N N BX Trust 2019-OC11 N/A 05606FAN3 100000.00000000 PA USD 80189.13000000 0.335594212843 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94399000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 2000.00000000 PA USD 1804.04000000 0.007549968228 Long DBT CORP US N 2 2029-09-15 Fixed 4.87500000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAG4 140000.00000000 PA USD 121278.05000000 0.507552728467 Long ABS-O CORP US N 2 2027-12-27 Fixed 2.52000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 25000.00000000 PA USD 23625.00000000 0.098871421580 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 89945.22000000 PA USD 81010.71000000 0.339032552844 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE63 149379.74000000 PA USD 143023.68000000 0.598558923229 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BM0 125000.00000000 PA USD 102649.22000000 0.429590446795 Long DBT CORP US N 2 2052-04-01 Fixed 4.12500000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 128000.00000000 PA USD 130222.67000000 0.544986264759 Long ABS-MBS CORP US N 2 2042-04-25 Floating 7.96901000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 55000.00000000 PA USD 52623.27000000 0.220230159285 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ESJ0 82130.48000000 PA USD 80783.43000000 0.338081378381 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 5.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 200000.00000000 PA USD 170753.70000000 0.714609991922 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 350392AA4 6000.00000000 PA USD 5196.68000000 0.021748281020 Long DBT CORP US N 2 2029-03-01 Fixed 6.00000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 7000.00000000 PA USD 5737.70000000 0.024012467962 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAW2 4000.00000000 PA USD 3429.26000000 0.014351568726 Long DBT CORP US N 2 2027-02-15 Fixed 4.95000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 5000.00000000 PA USD 4869.14000000 0.020377515076 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 000000000 200000.00000000 PA USD 199970.80000000 0.836884540555 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 5000.00000000 PA USD 4340.43000000 0.018164845899 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N ARKO CORP N/A 041242AA6 7000.00000000 PA USD 5819.07000000 0.024353004155 Long DBT CORP US N 2 2029-11-15 Fixed 5.12500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 6000.00000000 PA USD 5593.36000000 0.023408400195 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBL4 3000.00000000 PA USD 3127.58000000 0.013089027754 Long DBT CORP BM N 2 2028-02-01 Fixed 8.37500000 N N N N N N NMI HOLDINGS 529900KNNGFXJX1C3Z08 629209AA5 4000.00000000 PA USD 4039.30000000 0.016904606695 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 55000.00000000 PA USD 55207.78000000 0.231046420779 Long DBT CORP US N 2 2029-06-08 Fixed 6.31200000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBW2 10000.00000000 PA USD 8268.48000000 0.034603867594 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382QAU4 106067.55000000 PA USD 10576.57000000 0.044263302067 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 9000.00000000 PA USD 8420.74000000 0.035241080827 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 125000.00000000 PA USD 90905.22000000 0.380441410815 Long DBT CORP GB N 2 N/A Fixed 4.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382GXQ0 19487.88000000 PA USD 14677.88000000 0.061427422704 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NK4E8 108599.25000000 PA USD 107916.79000000 0.451635404856 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 2000.00000000 PA USD 1540.77000000 0.006448174401 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 105000.00000000 PA USD 98155.31000000 0.410783281921 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 2000.00000000 PA USD 1687.02000000 0.007060235582 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 4000.00000000 PA USD 4026.31000000 0.016850243107 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KT7 60000.00000000 PA USD 59117.68000000 0.247409484112 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 75000.00000000 PA USD 48576.01000000 0.203292239721 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 2000.00000000 PA USD 1649.94000000 0.006905054532 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N Navient Student Loan Trust N/A 63942BAA2 69557.23000000 PA USD 60289.98000000 0.252315599139 Long ABS-O CORP US N 2 2069-05-15 Fixed 0.84000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 4000.00000000 PA USD 3997.03000000 0.016727705320 Long DBT CORP N/A N 2 2026-05-15 Fixed 6.25000000 N N N N N N CROWN AMERICAS LLC RPPGGRL1J75WGF2DFO04 228180AB1 5000.00000000 PA USD 4770.35000000 0.019964075595 Long DBT CORP US N 2 2030-04-01 Fixed 5.25000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 14000.00000000 PA USD 11830.00000000 0.049508948880 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 7000.00000000 PA USD 6546.07000000 0.027395523668 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 100000.00000000 PA USD 98763.08000000 0.413326819864 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.56901000 N N N N N N CARPENTER TECHNOLOGY DX6I6ZD3X5WNNCDJKP85 144285AM5 4000.00000000 PA USD 4079.76000000 0.017073933160 Long DBT CORP US N 2 2030-03-15 Fixed 7.62500000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139X83 200000.00000000 PA USD 240403.24000000 1.006095665244 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N ALLIED UNIVERSAL N/A 019576AB3 5000.00000000 PA USD 4585.44000000 0.019190221010 Long DBT CORP US N 2 2027-07-15 Fixed 9.75000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 5000.00000000 PA USD 4290.00000000 0.017953794648 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N WEEKLEY HOMES LLC/ FINAN N/A 948565AD8 6000.00000000 PA USD 5385.26000000 0.022537494678 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 5000.00000000 PA USD 4731.29000000 0.019800608178 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAA9 9000.00000000 PA USD 7595.01000000 0.031785372936 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKU3 252845.66000000 PA USD 247122.21000000 1.034214781242 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 20000.00000000 PA USD 17147.52000000 0.071762949374 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 2000.00000000 PA USD 1739.80000000 0.007281121662 Long DBT CORP US N 2 2029-06-01 Fixed 4.87500000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 8000.00000000 PA USD 7894.16000000 0.033037325772 Long DBT CORP US N 2 2028-08-28 Variable 6.65000000 N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 7000.00000000 PA USD 6366.50000000 0.026644017163 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 6000.00000000 PA USD 5962.84000000 0.024954686453 Long DBT CORP US N 2 2028-04-15 Fixed 6.87500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 4000.00000000 PA USD 4124.84000000 0.017262594480 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 4000.00000000 PA USD 2850.00000000 0.011927346095 Long DBT CORP US N 2 2029-05-01 Fixed 7.87500000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 7000.00000000 PA USD 7087.41000000 0.029661049821 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBF8 4000.00000000 PA USD 3883.27000000 0.016251615884 Long DBT CORP US N 2 2030-06-15 Fixed 7.50000000 N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 4000.00000000 PA USD 3940.00000000 0.016489032847 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N TRANSOCEAN TITAN FIN LTD N/A 89386MAA6 2000.00000000 PA USD 2065.00000000 0.008642094627 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N Santander Drive Auto Receivabl N/A 80285VAF6 100000.00000000 PA USD 93175.30000000 0.389941772156 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382WHE0 79495.47000000 PA USD 70534.76000000 0.295190348869 Long ABS-MBS USGA US N 2 2051-07-20 Floating 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 790000.00000000 PA USD 753585.94000000 3.153782568085 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N COMPASS MINERALS INTERNA 2549008X9G8XP7YJGC47 20451NAG6 4000.00000000 PA USD 3896.75000000 0.016308030139 Long DBT CORP US N 2 2027-12-01 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382XTS4 51487.41000000 PA USD 42369.66000000 0.177318455707 Long ABS-MBS USGA US N 2 2051-08-20 Floating 2.50000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAA5 4000.00000000 PA USD 3822.44000000 0.015997040283 Long DBT CORP US N 2 2025-10-15 Fixed 5.37500000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 94244.79000000 PA USD 82065.72000000 0.343447805267 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 60000.00000000 PA USD 60348.23000000 0.252559377353 Long ABS-MBS CORP US N 2 2041-10-25 Floating 8.16901000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 3000.00000000 PA USD 2872.39000000 0.012021049000 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 100000.00000000 PA USD 82047.36000000 0.343370968048 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBG2 7000.00000000 PA USD 5764.99000000 0.024126677532 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N Home Partners of America Trust N/A 43732VAT3 114036.58000000 PA USD 100724.59000000 0.421535805351 Long ABS-O CORP US N 2 2026-12-17 Fixed 1.90100000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 71999.01000000 PA USD 71995.01000000 0.301301544356 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAB6 5000.00000000 PA USD 5100.00000000 0.021343671960 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N FREMF Mortgage Trust N/A 30296XAJ6 45000.00000000 PA USD 41406.35000000 0.173286970876 Long ABS-MBS CORP US N 2 2051-06-25 Variable 4.12867100 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 10000.00000000 PA USD 8899.08000000 0.037242949856 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAA6 3000.00000000 PA USD 2988.21000000 0.012505759605 Long DBT CORP US N 2 2028-02-15 Fixed 6.50000000 N N N N N N 2023-09-26 IndexIQ Active ETF Trust Adefolahan Oyefeso Adefolahan Oyefeso Director and Vice President, IndexIQ XXXX