0001752724-22-049008.txt : 20220228
0001752724-22-049008.hdr.sgml : 20220228
20220225200620
ACCESSION NUMBER: 0001752724-22-049008
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220228
PERIOD START: 20220630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nuveen Multi-Market Income Fund
CENTRAL INDEX KEY: 0000838131
IRS NUMBER: 411999198
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05642
FILM NUMBER: 22683402
BUSINESS ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen Multi-Market Income Fund, Inc.
DATE OF NAME CHANGE: 20140910
FORMER COMPANY:
FORMER CONFORMED NAME: AMERICAN INCOME FUND INC /VA
DATE OF NAME CHANGE: 20010710
FORMER COMPANY:
FORMER CONFORMED NAME: RAC INCOME FUND INC
DATE OF NAME CHANGE: 19920703
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000838131
XXXXXXXX
Nuveen Multi-Market Income Fund
811-05642
0000838131
G7V8IS406QV705LBK003
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Multi-Market Income Fund
G7V8IS406QV705LBK003
2022-06-30
2021-12-31
N
83577711.00
10944578.00
72633133.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
10658610.00000000
0.00000000
0.00000000
1058890.00000000
USD
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
200000.00000000
PA
USD
199858.00000000
0.275160924147
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2170
USD
XXXX
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
120000.00000000
PA
USD
119850.00000000
0.165007339006
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
200000.00000000
PA
USD
202500.00000000
0.278798382550
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAJ5
500000.00000000
PA
USD
497565.00000000
0.685038603525
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Variable
2.70388000
N
N
N
N
N
N
CALUMET SPECIALTY PROD
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp
131477AT8
250000.00000000
PA
USD
269687.50000000
0.371300932316
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
11.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
500000.00000000
PA
USD
529022.93000000
0.728349319586
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
CHL GMSR ISSUER TRUST
N/A
CHL GMSR Issuer Trust
17026XAA9
500000.00000000
PA
USD
501501.95000000
0.690458925956
Long
ABS-CBDO
USGSE
US
Y
2
2023-05-25
Variable
2.85188000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
250000.00000000
PA
USD
223385.00000000
0.307552477462
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
75000.00000000
PA
USD
76687.50000000
0.105581980058
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
50000.00000000
PA
USD
50687.50000000
0.069785644521
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
200000.00000000
PA
USD
215650.00000000
0.296903067639
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2170
USD
XXXX
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABX2
500000.00000000
PA
USD
485155.40000000
0.667953287929
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBA9
450000.00000000
PA
USD
466304.81000000
0.642000132363
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.52984400
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAG1
500000.00000000
PA
USD
498118.45000000
0.685800583598
Long
ABS-MBS
USGSE
US
Y
2
2036-05-15
Variable
1.71000000
N
N
N
N
N
N
Washington Mutual MSC Mortgage
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust
939336T29
11747.50000000
PA
USD
12171.23000000
0.016757132037
Long
ABS-CBDO
USGSE
US
N
2
2038-08-25
Variable
5.89218500
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K724 Mortgage Trust
30295XAU2
500000.00000000
PA
USD
512137.30000000
0.705101485846
Long
ABS-MBS
USGSE
US
Y
2
2049-12-25
Variable
3.52773200
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
180000.00000000
PA
USD
182841.30000000
0.251732635572
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
150000.00000000
PA
USD
160048.50000000
0.220351915702
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
920503.50000000
PA
USD
917125.34000000
1.262681784634
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
75000.00000000
PA
USD
72375.00000000
0.099644607096
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
475000.00000000
PA
USD
488224.00000000
0.672178081592
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Capital Corp 2005-1 Trust
595481AA0
477185.18000000
PA
USD
499483.52000000
0.687679987589
Long
ABS-O
CORP
US
N
2
2040-01-15
Fixed
5.74500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
200000.00000000
PA
USD
203082.00000000
0.279599669754
Long
DBT
CORP
FR
Y
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 4.75 11/26/2170
USD
XXXX
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
100000.00000000
PA
USD
107612.00000000
0.148158279224
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
200000.00000000
PA
USD
201000.00000000
0.276733209346
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACS76
325074.12000000
PA
USD
354668.04000000
0.488300621701
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSS0
1248441.40000000
PA
USD
1318342.99000000
1.815071077823
Long
ABS-MBS
MUN
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
250000.00000000
PA
USD
255000.00000000
0.351079444693
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAA6
500000.00000000
PA
USD
498731.80000000
0.686645032921
Long
ABS-MBS
USGSE
US
Y
2
2031-07-15
Variable
1.01000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAJ3
100000.00000000
PA
USD
102894.50000000
0.141663309498
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-1
576434LU6
240705.67000000
PA
USD
253783.11000000
0.349404052280
Long
ABS-CBDO
USGSE
US
N
2
2034-01-25
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F020620
2000000.00000000
PA
USD
1989384.66000000
2.738949261626
Long
ABS-O
USGSE
US
N
2
2052-02-25
Fixed
2.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
50000.00000000
PA
USD
52916.50000000
0.072854491902
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDYQ1
544734.74000000
PA
USD
581141.42000000
0.800105125576
Long
ABS-MBS
MUN
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722AAD5
500000.00000000
PA
USD
497500.00000000
0.684949112686
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAK7
220000.00000000
PA
USD
234300.00000000
0.322580054477
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.75000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
150000.00000000
PA
USD
152062.50000000
0.209356933563
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAPZ5
261963.87000000
PA
USD
282416.27000000
0.388825675466
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
483750.00000000
PA
USD
494191.74000000
0.680394359417
Long
ABS-O
CORP
US
Y
2
2048-09-05
Fixed
4.66600000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
200000.00000000
PA
USD
213276.95000000
0.293635894791
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan B
74839XAF6
298481.02000000
PA
USD
295626.05000000
0.407012664592
Long
LON
CORP
US
N
2
2027-01-31
Variable
2.60430000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
55000.00000000
PA
USD
55358.60000000
0.076216731556
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust 2006-C
07325DAF1
22748.33000000
PA
USD
22193.80000000
0.030556027371
Long
ABS-O
CORP
US
N
2
2036-11-28
Fixed
6.35200000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
200000.00000000
PA
USD
205210.00000000
0.282529462139
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSPD8
35535.55000000
PA
USD
38109.94000000
0.052469084598
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
596875.00000000
PA
USD
622751.32000000
0.857392892579
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
600000.00000000
PA
USD
582252.89000000
0.801635377617
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WD5B6
792818.30000000
PA
USD
830383.00000000
1.143256480482
Long
ABS-MBS
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
50000.00000000
PA
USD
49974.00000000
0.068803310467
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
50000.00000000
PA
USD
56625.00000000
0.077960288454
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
RAYONIER AM PROD INC
549300ZGRDDK1QM6MM16
Rayonier AM Products Inc
75508EAB4
298000.00000000
PA
USD
315880.00000000
0.434897941136
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
75000.00000000
PA
USD
77076.00000000
0.106116859918
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
1434437.50000000
PA
USD
1512073.56000000
2.081795865806
Long
ABS-O
CORP
US
Y
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
500000.00000000
PA
USD
490256.54000000
0.674976446355
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AQ3
500000.00000000
PA
USD
513750.00000000
0.707321822397
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
125000.00000000
PA
USD
127273.10000000
0.175227330480
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
250000.00000000
PA
USD
252500.00000000
0.347637489353
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
ALPHA 3 BV
549300RVASWYF4HCO804
Alpha 3 BV
N/A
248750.00000000
PA
USD
248585.83000000
0.342248530020
Long
LON
CORP
NL
N
2
2028-03-18
Variable
3.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBE4
425000.00000000
PA
USD
440355.80000000
0.606273998947
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.14216900
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 10yr Ultra Fut Mar22
N/A
-38.00000000
NC
USD
-5564625.00000000
-7.66127629383
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US 10yr Ultra Fut Mar22
2022-03-22
-5474299.00000000
USD
-90326.00000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
300000.00000000
PA
USD
294078.60000000
0.404882163075
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
219450.00000000
PA
USD
222760.18000000
0.306692236448
Long
ABS-O
CORP
US
Y
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
200000.00000000
PA
USD
206500.00000000
0.284305511095
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
400000.00000000
PA
USD
391424.84000000
0.538906727319
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
300000.00000000
PA
USD
320025.00000000
0.440604703090
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
100000.00000000
PA
USD
102125.00000000
0.140603875644
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
100000.00000000
PA
USD
103500.00000000
0.142496951081
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
100000.00000000
PA
USD
104250.00000000
0.143529537683
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
100000.00000000
PA
USD
106000.00000000
0.145938906421
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
500000.00000000
PA
USD
496250.00000000
0.683228135016
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust 2005-D
07325NCB6
61532.45000000
PA
USD
61345.83000000
0.084459842865
Long
ABS-O
CORP
US
N
2
2035-12-28
Variable
5.50000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
460000.00000000
PA
USD
476574.72000000
0.656139560990
Long
ABS-O
CORP
US
Y
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MTY9
108031.22000000
PA
USD
124320.94000000
0.171162849329
Long
ABS-MBS
USGSE
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund
26244QAQ6
400000.00000000
PA
USD
400010.80000000
0.550727723668
Long
ABS-O
CORP
KY
Y
2
2030-07-18
Variable
1.72225000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
500000.00000000
PA
USD
516875.00000000
0.711624266572
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
300000.00000000
PA
USD
300525.00000000
0.413757451437
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAC1
500000.00000000
PA
USD
434209.35000000
0.597811676387
Long
ABS-MBS
CORP
US
Y
2
2049-12-15
Variable
3.38860000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2006-2
61748HVK4
42429.79000000
PA
USD
41441.48000000
0.057055889355
Long
ABS-CBDO
USGSE
US
N
2
2036-02-25
Fixed
5.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EE1
50000.00000000
PA
USD
55468.50000000
0.076368039913
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
J.G. Wentworth XXXVII LLC
46620DAB0
455576.14000000
PA
USD
494020.07000000
0.680158007227
Long
ABS-O
CORP
US
Y
2
2069-06-17
Fixed
5.19000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust 2001-2
36228FEC6
56915.90000000
PA
USD
56173.67000000
0.077338905372
Long
ABS-CBDO
USGSE
US
Y
2
2032-06-19
Variable
7.50000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
135000.00000000
PA
USD
135754.65000000
0.186904577006
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AK6
250000.00000000
PA
USD
269761.14000000
0.371402318553
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
775000.00000000
PA
USD
803738.55000000
1.106572877697
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
4.10597100
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
170000.00000000
PA
USD
168087.50000000
0.231419867293
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-BCON
46590WAJ7
500000.00000000
PA
USD
504438.25000000
0.694501571342
Long
ABS-MBS
USGSE
US
Y
2
2031-01-05
Variable
3.75570000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
50000.00000000
PA
USD
52547.50000000
0.072346459294
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
497500.00000000
PA
USD
488865.39000000
0.673061135886
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
ALBION FINANCING 2SARL
2594009X2UW7EQPIKY23
Albion Financing 2SARL
013305AA5
455000.00000000
PA
USD
462507.50000000
0.636772063790
Long
DBT
CORP
LU
Y
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
ORGANON & CO/ORG
68622TAB7
200000.00000000
PA
USD
208936.00000000
0.287659352378
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
200000.00000000
PA
USD
197755.00000000
0.272265551315
Long
DBT
CORP
N/A
Y
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAL8
375000.00000000
PA
USD
372782.18000000
0.513239846063
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
2.22786000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES
46651CAJ7
280000.00000000
PA
USD
284632.71000000
0.391877230464
Long
ABS-MBS
USGSE
US
Y
2
2032-05-05
Fixed
4.34270000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KBD9
600000.00000000
PA
USD
601114.44000000
0.827603622715
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
2.60275000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC13 Mortgage Trust
12626GAT0
500000.00000000
PA
USD
482648.25000000
0.664501488597
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
5.26120700
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AB9
125000.00000000
PA
USD
130000.00000000
0.178981677686
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust 2003-3
36290PAS6
339299.71000000
PA
USD
384271.65000000
0.529058343111
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV35
567091.14000000
PA
USD
602609.13000000
0.829661485206
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXV LLC
46616VAB6
741691.88000000
PA
USD
908794.02000000
1.251211372088
Long
ABS-O
CORP
US
Y
2
2067-02-15
Fixed
7.14000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
75000.00000000
PA
USD
74250.00000000
0.102226073601
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
Start Ltd.
N/A
START Ireland
85573LAB7
323532.19000000
PA
USD
295771.96000000
0.407213550873
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
5.09500000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
50000.00000000
PA
USD
51185.50000000
0.070471282024
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC23
17322VAX4
150000.00000000
PA
USD
156007.56000000
0.214788421697
Long
ABS-MBS
USGSE
US
N
2
2047-07-10
Variable
4.57824000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
250000.00000000
PA
USD
260000.00000000
0.357963355373
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564ABF7
750000.00000000
PA
USD
761850.75000000
1.048902502938
Long
ABS-CBDO
USGSE
US
Y
2
2047-02-25
Variable
2.50275000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMRT2
685223.76000000
PA
USD
719144.24000000
0.990104942877
Long
ABS-MBS
MUN
US
N
2
2029-01-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RBL1
250000.00000000
PA
USD
255837.63000000
0.352232678714
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Variable
4.45174400
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTY6
367434.96000000
PA
USD
395129.62000000
0.544007402241
Long
ABS-MBS
MUN
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BK72
31662.41000000
PA
USD
36201.60000000
0.049841716176
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VU2
946270.88000000
PA
USD
1017710.51000000
1.401165649841
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
300000.00000000
PA
USD
312750.00000000
0.430588613050
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAG1
1639155.98000000
PA
USD
16.39000000
0.000022565459
Long
ABS-O
CORP
US
Y
2
2052-10-17
Variable
0.00000000
N
N
N
N
N
N
MASTR Asset Securitization Tru
N/A
MASTR Asset Securitization Trust 2003-11
55265K2U2
130779.72000000
PA
USD
135559.93000000
0.186636489988
Long
ABS-CBDO
USGSE
US
N
2
2033-12-25
Fixed
5.25000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
285000.00000000
PA
USD
288562.50000000
0.397287695134
Long
DBT
CORP
CA
Y
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
300000.00000000
PA
USD
301984.38000000
0.415766699751
Long
ABS-CBDO
USGSE
US
Y
2
2033-08-25
Variable
2.29967000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BJ9
100000.00000000
PA
USD
108701.00000000
0.149657594971
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.25000000
N
N
N
N
N
N
MACDONALD DETTWILER & AS
5493007AITUJ9X4UWV14
Maxar Technologies Ltd
C5400EAD3
250000.00000000
PA
USD
248437.50000000
0.342044311925
Long
LON
CORP
CA
N
2
2024-10-05
Variable
2.86000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28
61766LBX6
500000.00000000
PA
USD
506890.50000000
0.697877785335
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Variable
4.62413100
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust 2005-RP3
362341LP2
273534.97000000
PA
USD
289799.39000000
0.398990623191
Long
ABS-CBDO
USGSE
US
Y
2
2035-09-25
Fixed
8.00000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-5
576434RL0
169308.90000000
PA
USD
175948.08000000
0.242242173416
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Fixed
7.00000000
N
N
N
N
N
N
Mid-State Trust
5493001662PV30WKJE68
Mid-State Capital Corp 2004-1 Trust
59560UAA9
420483.95000000
PA
USD
436335.10000000
0.600738371013
Long
ABS-O
CORP
US
N
2
2037-08-15
Fixed
6.00500000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
500000.00000000
PA
USD
491312.50000000
0.676430273219
Long
ABS-O
CORP
US
Y
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AW4
365000.00000000
PA
USD
371843.75000000
0.511947832403
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAV88
249816.90000000
PA
USD
271414.49000000
0.373678621298
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT MORTGAGE TRUST
12654YAL3
250000.00000000
PA
USD
237972.35000000
0.327636080354
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
2.99680000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AR3
100000.00000000
PA
USD
63001.00000000
0.086738651353
Long
DBT
NUSS
SV
Y
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AJ9
400000.00000000
PA
USD
384837.28000000
0.529837092391
Long
ABS-MBS
USGSE
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
900000.00000000
PA
USD
861367.84000000
1.185915854683
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
MASTR Reperforming Loan Trust
N/A
MASTR Reperforming Loan Trust 2005-1
576436AU3
248572.92000000
PA
USD
236965.73000000
0.326250183920
Long
ABS-CBDO
USGSE
US
Y
2
2034-08-25
Fixed
7.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
350000.00000000
PA
USD
364696.41000000
0.502107502370
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACS68
1142917.93000000
PA
USD
1240770.17000000
1.708270205004
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2014-1
64828AAJ2
351649.77000000
PA
USD
373546.65000000
0.514292354702
Long
ABS-CBDO
CORP
US
Y
2
2054-01-25
Variable
6.07839500
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AU4
500000.00000000
PA
USD
516954.50000000
0.711733720752
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
5.65300000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC FMSR ISSUER TRUST 2018-FT1
69346MAA7
500000.00000000
PA
USD
499224.95000000
0.687323993032
Long
ABS-O
CORP
US
Y
2
2023-04-25
Variable
2.44163000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
1248MAAD9
70046.92000000
PA
USD
70344.87000000
0.096849560379
Long
ABS-O
CORP
US
Y
2
2037-12-25
Fixed
4.75923400
N
N
N
N
N
N
Illinois State, General Obligation Bonds, Pension Funding Series 2003
54930048FV8RWPR02D67
Illinois State, General Obligation Bonds, Pension Funding Series 2003
452151LF8
500000.00000000
PA
USD
578315.00000000
0.796213761011
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAK0
659431.58000000
PA
USD
694791.16000000
0.956576057375
Long
ABS-CBDO
CORP
US
Y
2
2055-08-25
Variable
5.46766400
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
200000.00000000
PA
USD
212250.00000000
0.292222008377
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.5 12/05/2170
USD
XXXX
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2003-J3
12669FEZ2
50506.63000000
PA
USD
51767.06000000
0.071271963444
Long
ABS-CBDO
USGSE
US
N
2
2033-11-25
Fixed
5.25000000
N
N
N
N
N
N
FRST STU BID/FRST TRANS
N/A
First Student Bidco Inc / First Transit Parent Inc
337120AA7
110000.00000000
PA
USD
106920.00000000
0.147205545986
Long
DBT
CORP
US
Y
2
2029-07-31
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBP7
108000.00000000
PA
USD
113364.60000000
0.156078356140
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.60918300
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
50000.00000000
PA
USD
53312.50000000
0.073399697628
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Salomon Brothers Mortgage Secu
549300VB2N1G56GWKB41
Citigroup Global Markets Mortgage Securities VII Inc
79549AYQ6
75745.83000000
PA
USD
69179.48000000
0.095245072245
Long
ABS-CBDO
CORP
US
Y
2
2033-09-25
Fixed
6.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
340000.00000000
PA
USD
343709.40000000
0.473212961913
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
321 Henderson Receivables VI LLC
88576XAB2
173037.48000000
PA
USD
198173.37000000
0.272841555657
Long
ABS-O
CORP
US
Y
2
2061-07-15
Fixed
9.31000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
913ZLW006
-8808000.00000000
PA
USD
-8808000.00000000
-12.1266970543
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.24000000
2022-01-13
8808000.00
USD
9440539.62
USD
AMBS
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
995000.00000000
PA
USD
993461.73000000
1.367780362716
Long
ABS-O
CORP
US
Y
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
ILIAD HOLDING SAS
N/A
Iliad Holding SASU
449691AA2
200000.00000000
PA
USD
210146.00000000
0.289325258763
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
75000.00000000
PA
USD
78562.50000000
0.108163446563
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAJ9
260000.00000000
PA
USD
270284.27000000
0.372122554592
Long
ABS-MBS
USGSE
US
N
2
2046-11-10
Variable
5.16100000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
250000.00000000
PA
USD
262500.00000000
0.361405310714
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
650000.00000000
PA
USD
709269.16000000
0.976509109141
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAQ2
250000.00000000
PA
USD
222450.18000000
0.306265433985
Long
ABS-MBS
USGSE
US
Y
2
2037-09-15
Fixed
4.37330000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
250000.00000000
PA
USD
274760.00000000
0.378284659702
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
400000.00000000
PA
USD
426592.01000000
0.587324258751
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAL1
430000.00000000
PA
USD
441737.88000000
0.608176822002
Long
ABS-MBS
USGSE
US
Y
2
2031-07-05
Variable
4.61320000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
295000.00000000
PA
USD
289041.00000000
0.397946485387
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO./COURTESY ACCOUNTS
N/A
GOLDMAN SACHS & CO
913ZLM008
-3648000.00000000
PA
USD
-3648000.00000000
-5.02250123232
Short
RA
CORP
US
N
N/A
Reverse repurchase
N
0.22000000
2022-01-13
3648000.00
USD
3786259.53
USD
AMBS
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AX2
325000.00000000
PA
USD
337252.50000000
0.464323217339
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
500000.00000000
PA
USD
570908.78000000
0.786017009620
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
Structured Receivables Finance
N/A
Structured Receivables Finance 2010-A LLC
86365FAA2
139704.98000000
PA
USD
146505.54000000
0.201706210304
Long
ABS-O
CORP
US
Y
2
2046-01-16
Fixed
5.21800000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
495000.00000000
PA
USD
518129.37000000
0.713351260780
Long
ABS-O
CORP
US
Y
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900CAN4
400000.00000000
PA
USD
392702.00000000
0.540665098392
Long
ABS-O
CORP
KY
Y
2
2034-04-20
Variable
1.63150000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2019-SFR1 Trust
00178XAD5
175000.00000000
PA
USD
178811.17000000
0.246184024582
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
540000.00000000
PA
USD
567692.87000000
0.781589402180
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.47837300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJRD2
518425.98000000
PA
USD
551485.84000000
0.759275852798
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Mid-State Trust
5493001662PV30WKJE68
Mid-State Capital Corp 2004-1 Trust
59560UAD3
28711.46000000
PA
USD
30690.77000000
0.042254503877
Long
ABS-O
CORP
US
N
2
2037-08-15
Fixed
8.90000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BC0
70000.00000000
PA
USD
74200.00000000
0.102157234495
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
25000.00000000
PA
USD
25250.00000000
0.034763748935
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
61690GAJ0
230000.00000000
PA
USD
242327.33000000
0.333631939021
Long
ABS-MBS
USGSE
US
N
2
2047-02-15
Variable
4.85937400
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05674RAG9
250000.00000000
PA
USD
270976.00000000
0.373074916099
Long
DBT
NUSS
BH
Y
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust 2005-RP3
362341LN7
414672.69000000
PA
USD
430435.68000000
0.592616154944
Long
ABS-CBDO
USGSE
US
Y
2
2035-09-25
Fixed
7.50000000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
50000.00000000
PA
USD
50022.00000000
0.068869396009
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
200000.00000000
PA
USD
197011.94000000
0.271242519581
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
35000.00000000
PA
USD
34475.00000000
0.047464564140
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAC6
25000.00000000
PA
USD
25250.00000000
0.034763748935
Long
DBT
CORP
US
Y
2
2029-09-30
Fixed
7.50000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
660000.00000000
PA
USD
652423.20000000
0.898244606906
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT2
69354WAD8
500000.00000000
PA
USD
500537.10000000
0.689130537712
Long
ABS-O
CORP
US
Y
2
2025-08-25
Variable
2.75188000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
400000.00000000
PA
USD
411000.01000000
0.565857471685
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291LT70
67358.97000000
PA
USD
75983.54000000
0.104612780506
Long
ABS-MBS
USGSE
US
N
2
2034-07-15
Fixed
6.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
100000.00000000
PA
USD
102250.00000000
0.140775973411
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding Inc 2013-SMV Trust
74932BAU7
485000.00000000
PA
USD
478971.98000000
0.659440065734
Long
ABS-MBS
USGSE
US
Y
2
2031-03-11
Variable
3.58440000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64132JAQ8
400000.00000000
PA
USD
400059.60000000
0.550794910636
Long
ABS-O
CORP
KY
Y
2
2031-04-20
Variable
1.68150000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
200000.00000000
PA
USD
226042.79000000
0.311211675255
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 12/27/2170
USD
XXXX
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
150000.00000000
PA
USD
147750.00000000
0.203419560601
Long
DBT
CORP
CA
Y
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAD2
45325.15000000
PA
USD
46744.02000000
0.064356331703
Long
ABS-O
CORP
US
Y
2
2042-09-25
Fixed
4.44000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBG4
250000.00000000
PA
USD
266875.00000000
0.367428732559
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXVI LLC
46616YAC8
317455.61000000
PA
USD
382346.27000000
0.526407514322
Long
ABS-O
CORP
US
Y
2
2061-10-17
Fixed
6.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Y5
2323516.69000000
PA
USD
2372799.57000000
3.266828060411
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
300000.00000000
PA
USD
299250.00000000
0.412002054214
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2015-ALDR
55352NAN7
500000.00000000
PA
USD
410931.10000000
0.565762597628
Long
ABS-MBS
USGSE
US
Y
2
2035-06-07
Variable
3.46175000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAB8
250000.00000000
PA
USD
256863.75000000
0.353645422399
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
4.62500000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAA9
50000.00000000
PA
USD
51187.50000000
0.070474035589
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards
44421MAG5
500000.00000000
PA
USD
505571.00000000
0.696061121306
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust 2005-RP1
36242DXL2
320655.51000000
PA
USD
366140.81000000
0.504096126488
Long
ABS-CBDO
USGSE
US
Y
2
2035-01-25
Fixed
8.50000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAH3
500000.00000000
PA
USD
515199.60000000
0.709317605781
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
300000.00000000
PA
USD
298658.40000000
0.411187549902
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
325000.00000000
PA
USD
334750.00000000
0.460877820043
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2017-1
553896AA9
204563.55000000
PA
USD
206656.99000000
0.284521652122
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
Toronto Dominion Holdings USA Inc
N/A
Toronto Dominion Holdings USA Inc
N/A
-10075000.00000000
PA
USD
-10075000.00000000
-13.8710800207
Short
RA
CORP
CA
N
N/A
Reverse repurchase
N
0.52880000
2022-01-27
10533000.00
USD
10823831.04
USD
CDS
495000.00
USD
572531.85
USD
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
50000.00000000
PA
USD
51375.00000000
0.070732182239
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
200000.00000000
PA
USD
221180.00000000
0.304516672852
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
SESAC Finance, LLC
N/A
Sesac Finance LLC
78396YAA1
273700.00000000
PA
USD
284094.30000000
0.391135957194
Long
ABS-O
CORP
US
Y
2
2049-07-25
Fixed
5.21600000
N
N
N
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
410000.00000000
PA
USD
402825.00000000
0.554602263955
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.87500000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TDY7
178341.60000000
PA
USD
173844.07000000
0.239345410034
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
8.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
200000.00000000
PA
USD
220500.00000000
0.303580460999
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
500000.00000000
PA
USD
479388.49000000
0.660013509261
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
500000.00000000
PA
USD
492500.00000000
0.678065202006
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
1534721.42000000
PA
USD
1534721.42000000
2.112977034874
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-01-03
1576000.00000000
USD
1565472.71000000
USD
UST
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89678QAB2
298567.19000000
PA
USD
295768.12000000
0.407208264030
Long
LON
CORP
US
N
2
2028-03-31
Variable
4.00000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
50000.00000000
PA
USD
49391.50000000
0.068001334872
Long
DBT
CORP
US
Y
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
100000.00000000
PA
USD
110612.28000000
0.152289011132
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137WAL2
315000.00000000
PA
USD
313031.25000000
0.430975833026
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
50000.00000000
PA
USD
51503.50000000
0.070909098744
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
325000.00000000
PA
USD
322968.75000000
0.444657605503
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAE2
250000.00000000
PA
USD
267063.81000000
0.367688682794
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.25000000
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Trust XI
59549WAB9
153624.28000000
PA
USD
159904.84000000
0.220154127180
Long
ABS-O
CORP
US
N
2
2038-07-15
Fixed
5.59800000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
50000.00000000
PA
USD
54812.50000000
0.075464870832
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
250000.00000000
PA
USD
262718.75000000
0.361706481806
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409YUJ4
12062.80000000
PA
USD
13266.29000000
0.018264791083
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KAV2
94423.34000000
PA
USD
52759.40000000
0.072638199428
Long
ABS-CBDO
USGSE
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
175000.00000000
PA
USD
179200.00000000
0.246719358780
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
275000.00000000
PA
USD
270875.00000000
0.372935861103
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
50000.00000000
PA
USD
51326.50000000
0.070665408306
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
50000.00000000
PA
USD
50875.00000000
0.070043791171
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
EVERARC ESCROW SARL
N/A
EverArc Escrow Sarl
29977LAA9
240000.00000000
PA
USD
240177.60000000
0.330672229160
Long
DBT
CORP
VG
Y
2
2029-10-30
Fixed
0.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
491000.00000000
PA
USD
585939.85000000
0.806711518281
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2003-3
161546FF8
77713.26000000
PA
USD
77979.61000000
0.107360934024
Long
ABS-O
CORP
US
N
2
2033-03-25
Fixed
5.16000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
75000.00000000
PA
USD
75801.75000000
0.104362495281
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAA8
225000.00000000
PA
USD
221494.50000000
0.304949670834
Long
DBT
CORP
N/A
Y
2
2024-10-15
Fixed
5.87500000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
N/A
Unifrax Escrow Issuer Corp
90473LAA0
25000.00000000
PA
USD
25268.75000000
0.034789563600
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407EHX4
17885.05000000
PA
USD
20207.88000000
0.027821848191
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2003-W1
31392GWE1
315700.41000000
PA
USD
152530.18000000
0.210000827033
Long
ABS-CBDO
USGSE
US
N
2
2042-12-25
Variable
2.89290000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
250000.00000000
PA
USD
245973.75000000
0.338652264938
Long
DBT
CORP
FR
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401JNR5
6917.85000000
PA
USD
7714.70000000
0.010621461145
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2002-W1
31392CMS0
60720.99000000
PA
USD
65672.68000000
0.090416972650
Long
ABS-CBDO
USGSE
US
N
2
2042-02-25
Variable
5.19900000
N
N
N
N
N
N
JOSEPH T RYERSON & SON I
54930086XMNNXPXPWJ34
Joseph T Ryerson & Son Inc
48088LAB3
57000.00000000
PA
USD
61987.50000000
0.085343282658
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW22
400000.00000000
PA
USD
410822.40000000
0.565612941410
Long
DBT
NUSS
EG
Y
2
2025-06-11
Fixed
5.87500000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
379866.67000000
PA
USD
392566.75000000
0.540478888608
Long
ABS-O
CORP
US
Y
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
22541NZ77
305046.64000000
PA
USD
307437.66000000
0.423274678238
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Variable
6.20962500
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
600000.00000000
PA
USD
612152.00000000
0.842799938149
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
500000.00000000
PA
USD
523465.00000000
0.720697260849
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT1
69354WAC0
500000.00000000
PA
USD
501262.15000000
0.690128773599
Long
ABS-O
CORP
US
Y
2
2023-02-25
Variable
2.95188000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AF8
1155000.00000000
PA
USD
1205508.15000000
1.659722085786
Long
ABS-O
CORP
US
Y
2
2047-11-20
Fixed
4.03000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
160000.00000000
PA
USD
166000.00000000
0.228545834584
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAD0
210027.47000000
PA
USD
210722.87000000
0.290119483073
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
4.18000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBA2
241000.00000000
PA
USD
244908.08000000
0.337185069519
Long
ABS-MBS
USGSE
US
N
2
2056-08-10
Fixed
3.50150000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
75000.00000000
PA
USD
78187.50000000
0.107647153262
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
CORE & MAIN LP
549300ZSLF8Q660SCD17
Core & Main LP
40416VAE5
248730.62000000
PA
USD
247694.66000000
0.341021583083
Long
LON
CORP
US
N
2
2028-06-10
Variable
2.60190000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404ECF1
59866.05000000
PA
USD
66876.39000000
0.092074219075
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
250000.00000000
PA
USD
255000.00000000
0.351079444693
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404BNC2
26408.78000000
PA
USD
29048.34000000
0.039993235594
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
400000.00000000
PA
USD
405226.00000000
0.557907917864
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
CAELUS RE VI LTD
N/A
Caelus Re VI Ltd
12765MAA9
250000.00000000
PA
USD
256725.00000000
0.353454393878
Long
ABS-O
CORP
KY
Y
2
2023-06-07
Variable
5.40788400
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
30000.00000000
PA
USD
30008.70000000
0.041315442086
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
100000.00000000
PA
USD
101772.00000000
0.140117871550
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
75000.00000000
PA
USD
75750.00000000
0.104291246806
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CU77
713243.43000000
PA
USD
754641.14000000
1.038976440683
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S1
46627MER4
207622.94000000
PA
USD
161200.34000000
0.221937748437
Long
ABS-CBDO
USGSE
US
N
2
2036-03-25
Fixed
6.50000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAC2
598300.00000000
PA
USD
621386.60000000
0.855513970463
Long
ABS-O
CORP
US
Y
2
2048-04-20
Fixed
4.73900000
N
N
N
N
N
N
Morgan Stanley
MBNUM2BPBDO7JBLYG310
Morgan Stanley
N/A
1.00000000
NC
USD
-824050.06000000
-1.13453740182
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Morgan Stanley
Morgan Stanley
Y
2027-07-01
0.00000000
USD
0.00000000
USD
17000000.00000000
USD
-797258.18000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
200000.00000000
PA
USD
214734.00000000
0.295641935203
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
577100.00000000
PA
USD
563772.45000000
0.776191837959
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust 2005-RP2
36242DT78
442027.35000000
PA
USD
458856.52000000
0.631745459747
Long
ABS-CBDO
USGSE
US
Y
2
2035-03-25
Fixed
7.50000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
100000.00000000
PA
USD
106250.00000000
0.146283101955
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
325000.00000000
PA
USD
328656.25000000
0.452488053902
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BBJ7
500000.00000000
PA
USD
496000.50000000
0.682884627873
Long
ABS-MBS
USGSE
US
Y
2
2037-01-16
Fixed
3.61960000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
100000.00000000
PA
USD
107846.00000000
0.148480446244
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US ULTRA BOND CBT Mar22
N/A
9.00000000
NC
USD
1774125.00000000
2.442583607125
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US ULTRA BOND CBT Mar22
2022-03-22
1736947.68000000
USD
37177.32000000
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1
00442QAE8
101773.64000000
PA
USD
102874.59000000
0.141635897765
Long
ABS-O
CORP
US
Y
2
2030-08-15
Variable
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DAZ2
49113.90000000
PA
USD
53230.25000000
0.073286457297
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
PECF USS INTERMEDIATE HO
N/A
PECF USS Intermediate Holding III Corp
69291HAA3
75000.00000000
PA
USD
77662.50000000
0.106924342641
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust 2013-GCJ14
36198FAT9
200000.00000000
PA
USD
199865.06000000
0.275170644229
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
4.73790700
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
45000.00000000
PA
USD
46479.83000000
0.063992599630
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030629
3225000.00000000
PA
USD
3336068.45000000
4.593039446611
Long
ABS-O
USGSE
US
N
2
2052-02-25
Fixed
3.00000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
100000.00000000
PA
USD
99250.00000000
0.136645627003
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-J2
12667FED3
62600.72000000
PA
USD
63610.59000000
0.087577923975
Long
ABS-CBDO
USGSE
US
N
2
2034-03-25
Fixed
6.50000000
N
N
N
N
N
N
INEOS US PETROCHEM LLC
N/A
INEOS US Petrochem LLC
N/A
199000.00000000
PA
USD
198668.67000000
0.273523475849
Long
LON
CORP
US
N
2
2026-01-29
Variable
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AEK0
877336.27000000
PA
USD
950716.23000000
1.308929121920
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
270000.00000000
PA
USD
268650.00000000
0.369872520850
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAJ5
1000000.00000000
PA
USD
998499.60000000
1.374716412136
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
2.86000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
50000.00000000
PA
USD
50667.50000000
0.069758108878
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
100000.00000000
PA
USD
102375.00000000
0.140948071178
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-II Ltd
12547LAQ1
400000.00000000
PA
USD
397034.40000000
0.546629869318
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
0.00001000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
46648KAC0
500000.00000000
PA
USD
462489.50000000
0.636747281712
Long
ABS-MBS
USGSE
US
Y
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
660000.00000000
PA
USD
702900.00000000
0.967740163432
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Trust 2016-350P
91831UAD9
250000.00000000
PA
USD
264395.83000000
0.364015455591
Long
ABS-MBS
USGSE
US
Y
2
2035-01-10
Variable
3.90263000
N
N
N
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAD8
210000.00000000
PA
USD
211050.00000000
0.290569869814
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GXD3
11817.76000000
PA
USD
13148.01000000
0.018101945292
Long
ABS-MBS
MUN
US
N
2
2028-11-01
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust 2016-C33
95000LBF9
195000.00000000
PA
USD
199864.82000000
0.275170313801
Long
ABS-MBS
USGSE
US
N
2
2059-03-15
Fixed
3.89600000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P5
17325DAL7
600000.00000000
PA
USD
518349.42000000
0.713654221689
Long
ABS-MBS
USGSE
US
Y
2
2049-10-10
Fixed
3.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
78442FET1
250000.00000000
PA
USD
266562.50000000
0.366998488141
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAE0
1140000.00000000
PA
USD
1170588.48000000
1.611645307934
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
4.47400000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
35000.00000000
PA
USD
35831.25000000
0.049331824912
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
200000.00000000
PA
USD
195090.00000000
0.268596426922
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
PUTNAM RE PTE LTD
N/A
Putnam RE PTE Ltd
74686TAA0
250000.00000000
PA
USD
255175.00000000
0.351320381567
Long
ABS-O
CORP
SG
Y
2
2024-06-07
Variable
5.52788400
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-TBR
17326MAL6
450000.00000000
PA
USD
445641.30000000
0.613550980927
Long
ABS-MBS
USGSE
US
Y
2
2036-12-15
Variable
1.91000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAP4
375000.00000000
PA
USD
393026.25000000
0.541111520000
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
30000.00000000
PA
USD
31200.00000000
0.042955602644
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAJ4
135000.00000000
PA
USD
131176.08000000
0.180600883621
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
01881UAJ4
200000.00000000
PA
USD
200036.00000000
0.275405991367
Long
LON
CORP
US
N
2
2027-11-12
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XTUG8
428569.17000000
PA
USD
459997.21000000
0.633315941362
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.50000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp
70137WAG3
125000.00000000
PA
USD
125098.75000000
0.172233724242
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
200000.00000000
PA
USD
205452.00000000
0.282862643416
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
100000.00000000
PA
USD
96000.00000000
0.132171085061
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
500000.00000000
PA
USD
506424.71000000
0.697236493984
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
450000.00000000
PA
USD
431595.00000000
0.594212286010
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
100000.00000000
PA
USD
103500.00000000
0.142496951081
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409TQL5
10499.47000000
PA
USD
11980.01000000
0.016493863757
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
2021-12-31
Nuveen Multi-Market Income Fund
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer