NPORT-P
		false
		
			
			
				
					0001635295
					XXXXXXXX
				
			
			
			
			
				S000059721
				C000195444
				C000195445
				C000195446
				C000195447
			
			
			
		
	
	
		
			BNY Mellon Absolute Insight Funds, Inc.
			811-23036
			0001635295
			549300FDPJFMG9QZEW26
			240 Greenwich Street
			New York
			
			10286
			212 495 1784
			BNY Mellon Core Plus Fund
			S000059721
			549300E4WKPQ5Z055X94
			2022-04-30
			2021-07-31
			N
		
		
			1671890643.67
			9053233.28
			1662837410.39
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			0.00
			3.23
			
				
					JPY
					
					
				
				
					USD
					
					
				
				
					EUR
					
					
				
				
					GBP
					
					
				
			
			
			
			
				
				
				
				
			
			
				
					
						UST
					
				
			
			
				
					
					
					
					
				
				
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
					
						
						
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
						
							
							
							
						
					
				
				
				
				
			
			
			
			
		
		
			
				CSC HOLDINGS LLC
				3HG2WD2W22M120IUNG49
				CSC HOLDINGS LLC
				126307AY3
				
					
					
				
				1250000.00
				PA
				USD
				1365625.00
				0.0821261893355
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-04-01
					Fixed
					7.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CSC HOLDINGS LLC
				3HG2WD2W22M120IUNG49
				CSC HOLDINGS LLC
				126307AZ0
				
					
					
				
				2408000.00
				PA
				USD
				2662850.68
				0.1601389686905
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-02-01
					Fixed
					6.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY
				IGJSJL3JD5P30I6NJZ34
				MORGAN STANLEY
				6174467Y9
				
					
					
				
				2500000.00
				PA
				USD
				2849381.00
				0.1713565609118
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-09-08
					Fixed
					4.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				46647PBA3
				
					
					
				
				2670000.00
				PA
				USD
				2989784.83
				0.1798001904045
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-01-29
					Variable
					3.96
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ARIZONA PUBLIC SERVICE
				YG6VT0TPHRH4TFVAQV64
				ARIZONA PUBLIC SERVICE CO
				040555CY8
				
					
					
				
				4338000.00
				PA
				USD
				5403427.12
				0.3249522224023
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2049-03-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALTRIA GROUP INC
				XSGZFLO9YTNO9VCQV219
				ALTRIA GROUP INC
				02209SBD4
				
					
					
				
				247000.00
				PA
				USD
				289369.74
				0.0174021668138
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-02-14
					Fixed
					4.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED AIR 2019-1 AA PTT
				N/A
				UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST
				90931CAA6
				
					
					
				
				1002672.06
				PA
				USD
				1092446.90
				0.0656977581316
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-08-25
					Fixed
					4.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHARTER COMM OPT LLC/CAP
				N/A
				CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
				161175BN3
				
					
					
				
				4289000.00
				PA
				USD
				5553939.72
				0.3340037748307
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2048-04-01
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GPMT LTD.
				N/A
				GPMT 2019-FL2 LTD
				36259BAG2
				
					
					
				
				6132000.00
				OU
				Other Units
				USD
				6131405.20
				0.368731492429
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2036-02-22
					Variable
					2.43525
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ING GROEP NV
				549300NYKK9MWM7GGW15
				ING GROEP NV
				456837AP8
				
					
					
				
				4508000.00
				PA
				USD
				4856887.24
				0.2920843138151
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2024-04-09
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LANARK MASTER ISSUER PLC
				213800KIOPB5OYXIVY33
				LANARK MASTER ISSUER PLC
				513770BB2
				
					
					
				
				686000.00
				OU
				Other Units
				USD
				686515.87
				0.0412858085649
				Long
				ABS-CBDO
				CORP
				GB
				
				Y
				
				2
				
					2069-12-22
					Variable
					0.92013
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PNC FINANCIAL SERVICES
				CFGNEKW0P8842LEUIA51
				PNC FINANCIAL SERVICES GROUP INC/THE
				693475AW5
				
					
					
				
				2091000.00
				PA
				USD
				2362243.77
				0.1420610190292
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-04-23
					Fixed
					3.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEXTGEAR FLOORPLAN MASTER OWNE
				N/A
				NEXTGEAR FLOORPLAN MASTER OWNER TRUST
				65341KBG0
				
					
					
				
				2535000.00
				OU
				Other Units
				USD
				2575681.17
				0.15489675382
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-02-15
					Fixed
					3.21
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SMB PRIVATE EDUCATION LOAN TRU
				549300XC4C7GRVLU6076
				SMB PRIVATE EDUCATION LOAN TRUST 2014-A
				784456AC9
				
					
					
				
				63771.03
				OU
				Other Units
				USD
				63790.55
				0.0038362469837
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2026-05-15
					Variable
					1.24313
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NGPL PIPECO LLC
				549300K3NT1HSQFEM073
				NGPL PIPECO LLC
				62912XAC8
				
					
					
				
				2180000.00
				PA
				USD
				3193393.21
				0.192044825913
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2037-12-15
					Fixed
					7.768
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANHEUSER-BUSCH CO/INBEV
				N/A
				ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
				03522AAJ9
				
					
					
				
				1800000.00
				PA
				USD
				2311981.27
				0.1390383242254
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2046-02-01
					Fixed
					4.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANGEL OAK MORTGAGE TRUST
				N/A
				ANGEL OAK MORTGAGE TRUST I LLC 2019-2
				03463WAA1
				
					
					
				
				210390.74
				OU
				Other Units
				USD
				212978.04
				0.0128081097207
				Long
				ABS-CBDO
				CORP
				US
				
				Y
				
				2
				
					2049-03-01
					Variable
					3.628
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANHEUSER-BUSCH CO/INBEV
				N/A
				ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
				03522AAH3
				
					
					
				
				1385000.00
				PA
				USD
				1724887.42
				0.1037315740686
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2036-02-01
					Fixed
					4.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRINCIPAL FINANCIAL GROUP INC
				CUMYEZJOAF02RYZ1JJ85
				PRINCIPAL FINANCIAL GROUP INC
				74251VAL6
				
					
					
				
				3110000.00
				PA
				USD
				3121692.67
				0.1877328866006
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2055-05-15
					Variable
					3.19988
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36179SQU4
				
					
					
				
				3992310.38
				OU
				Other Units
				USD
				4162615.15
				0.250332060368
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2046-11-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PIEDMONT NATURAL GAS CO
				VXB4M3BDPKF3I2AZ3G89
				PIEDMONT NATURAL GAS CO INC
				720186AL9
				
					
					
				
				3262000.00
				PA
				USD
				3630044.71
				0.2183042483479
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-06-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MIZUHO FINANCIAL GROUP INC
				353800CI5L6DDAN5XZ33
				MIZUHO FINANCIAL GROUP INC
				60687YAY5
				
					
					
				
				3983000.00
				PA
				USD
				4008103.34
				0.2410400027661
				Long
				DBT
				CORP
				JP
				
				N
				
				2
				
					2023-07-16
					Variable
					0.96638
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CVS HEALTH CORP
				549300EJG376EN5NQE29
				CVS HEALTH CORP
				126650DG2
				
					
					
				
				1963000.00
				PA
				USD
				2160996.03
				0.129958348092
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-08-15
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMER AIRLINE 19-1AA PTT
				N/A
				AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST
				02377LAA2
				
					
					
				
				2134805.76
				PA
				USD
				2203873.13
				0.1325368984501
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-02-15
					Fixed
					3.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WELLS FARGO & CO
				PBLD0EJDB5FWOLXP3B76
				WELLS FARGO & CO
				94974BGH7
				
					
					
				
				3000000.00
				PA
				USD
				3217730.67
				0.1935084362364
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-02-19
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NISOURCE INC
				549300D8GOWWH0SJB189
				NISOURCE INC
				65473PAG0
				
					
					
				
				134000.00
				PA
				USD
				140867.50
				0.0084715137583
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-06-15
					Variable
					5.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROCHESTER GAS & ELECTRIC
				549300DD8M80WFTQO509
				ROCHESTER GAS AND ELECTRIC CORP
				771367CD9
				
					
					
				
				1969000.00
				PA
				USD
				2151641.09
				0.1293957591136
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-06-01
					Fixed
					3.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARLETTE FUNDING TRUST
				549300Y3KZXU3NUCX480
				MARLETTE FUNDING TRUST 2019-2
				57109HAA0
				
					
					
				
				247564.04
				OU
				Other Units
				USD
				248224.49
				0.0149277667467
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2029-07-16
					Fixed
					3.13
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD MOTOR CREDIT CO LLC
				UDSQCVRUX5BONN0VY111
				FORD MOTOR CREDIT CO LLC
				345397ZW6
				
					
					
				
				3004000.00
				PA
				USD
				3267180.44
				0.1964822549448
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-08-01
					Fixed
					4.542
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UPSTART SECURITIZATION TRUST
				549300PN2KS41LBX8D66
				UPSTART SECURITIZATION TRUST 2019-2
				916780AA7
				
					
					
				
				88374.94
				OU
				Other Units
				USD
				88483.68
				0.0053212466502
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2029-09-20
					Fixed
					2.897
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED AIR 2019-2 AA PTT
				N/A
				UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST
				90932JAA0
				
					
					
				
				2487340.44
				PA
				USD
				2520188.76
				0.151559541796
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-05-01
					Fixed
					2.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT SUISSE GROUP AG
				549300506SI9CRFV9Z86
				CREDIT SUISSE GROUP AG
				225401AM0
				
					
					
				
				2867000.00
				PA
				USD
				2991276.11
				0.1798898732557
				Long
				DBT
				CORP
				CH
				
				Y
				
				2
				
					2025-09-11
					Variable
					2.593
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KROGER CO
				6CPEOKI6OYJ13Q6O7870
				KROGER CO/THE
				501044DM0
				
					
					
				
				209000.00
				PA
				USD
				292224.32
				0.0175738360331
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2049-01-15
					Fixed
					5.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALCON FINANCE CORP
				549300CUZUI9VU7XNK42
				ALCON FINANCE CORP
				01400EAC7
				
					
					
				
				3237000.00
				PA
				USD
				3707713.89
				0.2229751307513
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2049-09-23
					Fixed
					3.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IRON MOUNTAIN INC
				SQL3F6CKNNBM3SQGHX24
				IRON MOUNTAIN INC
				46284VAF8
				
					
					
				
				1885000.00
				PA
				USD
				1977308.45
				0.1189117130541
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-09-15
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VEU4
				
					
					
				
				2045000.00
				PA
				USD
				2369137.65
				0.1424756043613
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-12-03
					Fixed
					4.016
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				9128286S4
				
					
					
				
				20143700.00
				PA
				USD
				21761490.91
				1.3086962546083
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2026-04-30
					Fixed
					2.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROLEOS MEXICANOS
				549300CAZKPF4HKMPX17
				PETROLEOS MEXICANOS
				71654QCL4
				
					
					
				
				2835000.00
				PA
				USD
				2427086.03
				0.1459605139284
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2048-02-12
					Fixed
					6.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BRF SA
				254900MTXR9LUVQFU480
				BRF SA
				10552TAG2
				
					
					
				
				1853000.00
				PA
				USD
				1922700.60
				0.1156276968503
				Long
				DBT
				CORP
				BR
				
				Y
				
				2
				
					2030-01-24
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BLACK HILLS CORP
				3MGELCRSTNSAMJ962671
				BLACK HILLS CORP
				092113AS8
				
					
					
				
				1774000.00
				PA
				USD
				1979843.34
				0.1190641567016
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2049-10-15
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOFI CONSUMER LOAN PROGRAM TRU
				N/A
				SOFI CONSUMER LOAN PROGRAM 2019-4 TRUST
				83405BAA0
				
					
					
				
				942747.95
				OU
				Other Units
				USD
				947956.44
				0.0570083661864
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2028-08-25
					Fixed
					2.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				31418DFJ6
				
					
					
				
				4219595.12
				OU
				Other Units
				USD
				4451245.87
				0.267689783871
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2034-09-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEXTGEAR FLOORPLAN MASTER OWNE
				N/A
				NEXTGEAR FLOORPLAN MASTER OWNER TRUST
				65341KBK1
				
					
					
				
				2709000.00
				OU
				Other Units
				USD
				2767621.13
				0.1664396718949
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2024-10-15
					Fixed
					2.07
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORTRESS CREDIT OPPORTUNITIES
				2549008RD44HDM6DNP14
				FORTRESS CREDIT OPPORTUNITIES IX CLO LTD
				34961JAC8
				
					
					
				
				1800000.00
				OU
				Other Units
				USD
				1800979.20
				0.1083075945216
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2029-11-15
					Variable
					1.70588
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				METLIFE INC
				C4BXATY60WC6XEOZDX54
				METLIFE INC
				59156RBS6
				
					
					
				
				6360000.00
				PA
				USD
				9734947.04
				0.5854419066574
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2038-04-08
					Fixed
					9.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US AIRWAYS 2013-1B PTT
				N/A
				US AIRWAYS 2013-1 CLASS B PASS THROUGH TRUST
				90346WAB9
				
					
					
				
				1447480.81
				PA
				USD
				1451161.17
				0.0872701781264
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2021-11-15
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NBM US HOLDINGS INC
				5493008K1QMSP0J8UC24
				NBM US HOLDINGS INC
				62877VAB7
				
					
					
				
				1525000.00
				PA
				USD
				1708724.38
				0.1027595584104
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-08-06
					Fixed
					6.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AES GENER SA
				549300IF4IFG0FS0RM26
				AES ANDES SA
				00105DAG0
				
					
					
				
				3750000.00
				PA
				USD
				3968306.25
				0.2386466785751
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2079-10-07
					Variable
					6.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ASHTEAD CAPITAL INC
				213800J1134IW58IC398
				ASHTEAD CAPITAL INC
				045054AL7
				
					
					
				
				200000.00
				PA
				USD
				217250.00
				0.0130650175803
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-11-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CERBERUS
				5493006EIGNTETP6G413
				CERBERUS LOAN FUNDING XXVII LP
				15673FAA8
				
					
					
				
				5000000.00
				OU
				Other Units
				USD
				5012940.00
				0.3014690413312
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-01-15
					Variable
					1.92613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TARGA RESOURCES PARTNERS
				N/A
				TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
				87612BBG6
				
					
					
				
				1136000.00
				PA
				USD
				1195980.80
				0.071924097481
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-01-15
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DRB PRIME STUDENT LOAN TRUST
				N/A
				LAUREL ROAD PRIME STUDENT LOAN TRUST 2017-C
				518889AC4
				
					
					
				
				817522.15
				OU
				Other Units
				USD
				829139.96
				0.0498629604325
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2042-11-25
					Fixed
					2.81
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140K0GS1
				
					
					
				
				5451650.27
				OU
				Other Units
				USD
				5726254.69
				0.3443664819073
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2049-11-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EDISON INTERNATIONAL
				549300I7ROF15MAEVP56
				EDISON INTERNATIONAL
				281020AQ0
				
					
					
				
				1484000.00
				PA
				USD
				1583740.28
				0.0952432432722
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-11-15
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29278NAR4
				
					
					
				
				1703000.00
				PA
				USD
				2004935.28
				0.120573140072
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-05-15
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VALE OVERSEAS LIMITED
				254900BA3U6G5DNV5V04
				VALE OVERSEAS LTD
				91911TAH6
				
					
					
				
				1975000.00
				PA
				USD
				2758097.38
				0.1658669309919
				Long
				DBT
				CORP
				KY
				
				N
				
				2
				
					2036-11-21
					Fixed
					6.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMMONBOND STUDENT LOAN TRUST
				N/A
				COMMONBOND STUDENT LOAN TRUST 2019-A-GS
				20268CAA6
				
					
					
				
				4085438.84
				OU
				Other Units
				USD
				4193300.96
				0.2521774488472
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2047-01-25
					Fixed
					2.54
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INVERSIONES CMPC SA
				549300G475ACIABB4385
				INVERSIONES CMPC SA
				46128MAN1
				
					
					
				
				3149000.00
				PA
				USD
				3377223.78
				0.2031000601079
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2030-01-13
					Fixed
					3.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CVS HEALTH CORP
				549300EJG376EN5NQE29
				CVS HEALTH CORP
				126650CZ1
				
					
					
				
				700000.00
				PA
				USD
				934329.63
				0.0561888747608
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2048-03-25
					Fixed
					5.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAUSCH HEALTH COS INC
				B3BS7ACMDUWISF18KY76
				BAUSCH HEALTH COS INC
				071734AJ6
				
					
					
				
				1883000.00
				PA
				USD
				1774558.03
				0.1067186736906
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2030-01-30
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ASHTEAD CAPITAL INC
				213800J1134IW58IC398
				ASHTEAD CAPITAL INC
				045054AJ2
				
					
					
				
				1386000.00
				PA
				USD
				1462230.00
				0.0879358373141
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-05-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36179UH21
				
					
					
				
				3517843.18
				OU
				Other Units
				USD
				3710099.78
				0.2231186138114
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2048-12-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SMB PRIVATE EDUCATION LOAN TRU
				549300GD7VLLBVPDNJ81
				SMB PRIVATE EDUCATION LOAN TRUST 2015-C
				78448RAB2
				
					
					
				
				1282674.43
				OU
				Other Units
				USD
				1294468.88
				0.077846990446
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2027-07-15
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLY FINANCIAL INC
				549300JBN1OSM8YNAI90
				ALLY FINANCIAL INC
				36186CBY8
				
					
					
				
				4581000.00
				PA
				USD
				6671854.94
				0.4012331511374
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-11-01
					Fixed
					8.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CCO HLDGS LLC/CAP CORP
				N/A
				CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
				1248EPCE1
				
					
					
				
				5980000.00
				PA
				USD
				6286475.00
				0.3780571065288
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-08-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENTERPRISE PRODUCTS OPER
				5493004LGN656HWLDA30
				ENTERPRISE PRODUCTS OPERATING LLC
				29379VBZ5
				
					
					
				
				4261000.00
				PA
				USD
				4813186.95
				0.2894562583163
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2060-01-31
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NXP BV/NXP FDG/NXP USA
				N/A
				NXP BV / NXP FUNDING LLC / NXP USA INC
				62954HAB4
				
					
					
				
				1708000.00
				PA
				USD
				1986657.62
				0.1194739550353
				Long
				DBT
				CORP
				CN
				
				Y
				
				2
				
					2029-06-18
					Fixed
					4.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAUSCH HEALTH COS INC
				B3BS7ACMDUWISF18KY76
				BAUSCH HEALTH COS INC
				071734AH0
				
					
					
				
				223000.00
				PA
				USD
				212965.00
				0.0128073255189
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2028-01-30
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FIFTH THIRD BANCORP
				THRNG6BD57P9QWTQLG42
				FIFTH THIRD BANCORP
				316773CY4
				
					
					
				
				3333000.00
				PA
				USD
				3504269.94
				0.2107403837623
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-01-28
					Fixed
					2.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOFI CONSUMER LOAN PROGRAM TRU
				N/A
				SOFI CONSUMER LOAN PROGRAM 2017-4 LLC
				83405JAB1
				
					
					
				
				1144254.55
				OU
				Other Units
				USD
				1152213.76
				0.0692920277593
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2026-05-26
					Variable
					3.59
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VODAFONE GROUP PLC
				213800TB53ELEUKM7Q61
				VODAFONE GROUP PLC
				92857WBS8
				
					
					
				
				4068000.00
				PA
				USD
				5198487.76
				0.3126275441915
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2049-06-19
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PFP III
				N/A
				PFP 2019-6 LTD
				69346WAA5
				
					
					
				
				1440486.56
				OU
				Other Units
				USD
				1441764.27
				0.0867050657503
				Long
				ABS-MBS
				CORP
				KY
				
				Y
				
				2
				
					2037-04-14
					Variable
					1.14113
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CVS HEALTH CORP
				549300EJG376EN5NQE29
				CVS HEALTH CORP
				126650DL1
				
					
					
				
				1660000.00
				PA
				USD
				2042752.06
				0.1228473720422
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-04-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TAKEDA PHARMACEUTICAL CO LTD
				549300ZLMVP4X0OGR454
				TAKEDA PHARMACEUTICAL CO LTD
				874060AW6
				
					
					
				
				1611000.00
				PA
				USD
				1960833.23
				0.1179209234617
				Long
				DBT
				CORP
				JP
				
				N
				
				2
				
					2028-11-26
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ORACLE CORP
				1Z4GXXU7ZHVWFCD8TV52
				ORACLE CORP
				68389XBW4
				
					
					
				
				9033000.00
				PA
				USD
				9687696.30
				0.5826003335905
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2040-04-01
					Fixed
					3.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY
				IGJSJL3JD5P30I6NJZ34
				MORGAN STANLEY
				6174468G7
				
					
					
				
				6852000.00
				PA
				USD
				8059444.98
				0.4846802777975
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-01-23
					Variable
					4.431
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PHILLIPS 66
				5493005JBO5YSIGK1814
				PHILLIPS 66
				718546AV6
				
					
					
				
				1636000.00
				PA
				USD
				1801602.74
				0.1083450930766
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-04-09
					Fixed
					3.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GENERAL ELECTRIC CO
				3C7474T6CDKPR9K6YT90
				GENERAL ELECTRIC CO
				369604BW2
				
					
					
				
				2342000.00
				PA
				USD
				2648293.74
				0.1592635409482
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-05-01
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				46647PBN5
				
					
					
				
				5290000.00
				PA
				USD
				5534095.04
				0.3328103520777
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2051-04-22
					Variable
					3.109
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERUS SECURITIZATION TRUST
				N/A
				VERUS SECURITIZATION TRUST 2020-1
				92536PAA2
				
					
					
				
				1017763.47
				OU
				Other Units
				USD
				1033975.63
				0.0621814029164
				Long
				ABS-CBDO
				CORP
				US
				
				Y
				
				2
				
					2060-01-01
					Variable
					2.417
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD MOTOR CO
				20S05OYHG0MQM4VUIC57
				FORD MOTOR CO
				345370CW8
				
					
					
				
				1302000.00
				PA
				USD
				1604324.40
				0.0964811345941
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-04-22
					Fixed
					9.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WOODMONT TRUST
				549300NKSBVFZBWCM260
				WOODMONT 2017-3 LP
				97988AAQ2
				
					
					
				
				3500500.00
				OU
				Other Units
				USD
				3504522.07
				0.2107555463993
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-04-20
					Variable
					2.33425
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FORD MOTOR CO
				20S05OYHG0MQM4VUIC57
				FORD MOTOR CO
				345370CV0
				
					
					
				
				3555000.00
				PA
				USD
				3951311.40
				0.2376246393851
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-04-21
					Fixed
					8.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				J M SMUCKER CO/THE
				5493000WDH6A0LHDJD55
				J M SMUCKER CO/THE
				832696AM0
				
					
					
				
				6000000.00
				PA
				USD
				7196232.30
				0.4327682463141
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2035-03-15
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BRASKEM NETHERLANDS
				N/A
				BRASKEM NETHERLANDS FINANCE BV
				10554TAE5
				
					
					
				
				3383000.00
				PA
				USD
				3795303.13
				0.2282425874162
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2050-01-31
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					
				
			
			
				MASS MUTUAL LIFE INS CO
				R6ZXK5P01NP6HXSY1S07
				MASSACHUSETTS MUTUAL LIFE INSURANCE CO
				575767AQ1
				
					
					
				
				2673000.00
				PA
				USD
				2875009.76
				0.172897827655
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2050-04-15
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NISOURCE INC
				549300D8GOWWH0SJB189
				NISOURCE INC
				65473PAJ4
				
					
					
				
				1297000.00
				PA
				USD
				1453767.61
				0.08742692466
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-05-01
					Fixed
					3.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HSBC HOLDINGS PLC
				MLU0ZO3ML4LN2LL2TL39
				HSBC HOLDINGS PLC
				404280CF4
				
					
					
				
				2992000.00
				PA
				USD
				3644943.68
				0.2192002451487
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2030-03-31
					Fixed
					4.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED MEXICAN STATES
				254900EGTWEU67VP6075
				MEXICO GOVERNMENT INTERNATIONAL BOND
				91087BAL4
				
					
					
				
				2784000.00
				PA
				USD
				3197368.32
				0.1922838817566
				Long
				DBT
				USGSE
				MX
				
				N
				
				2
				
					2051-04-27
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				GLOBAL PART/GLP FINANCE
				N/A
				GLOBAL PARTNERS LP / GLP FINANCE CORP
				37954FAG9
				
					
					
				
				725000.00
				PA
				USD
				760409.00
				0.045729606229
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-08-01
					Fixed
					7.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140J9ZW4
				
					
					
				
				3958717.48
				OU
				Other Units
				USD
				4314349.89
				0.2594571100603
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2049-01-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CON EDISON CO OF NY INC
				VZFZPMWDHTQCFKYOBP05
				CONSOLIDATED EDISON CO OF NEW YORK INC
				209111FY4
				
					
					
				
				1753000.00
				PA
				USD
				2056964.33
				0.1237020719612
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-04-01
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AXALTA COAT/DUTCH HLD BV
				N/A
				AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV
				05454NAA7
				
					
					
				
				150000.00
				PA
				USD
				158545.50
				0.0095346363396
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-06-15
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLUB CAPITAL PARTNERS CLO LTD
				N/A
				GOLUB CAPITAL PARTNERS CLO 47M LTD
				38176VAG4
				
					
					
				
				6030000.00
				OU
				Other Units
				USD
				6027545.79
				0.3624855775037
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2032-05-05
					Variable
					3.42638
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BRASKEM NETHERLANDS
				N/A
				BRASKEM NETHERLANDS FINANCE BV
				10554TAD7
				
					
					
				
				4084000.00
				PA
				USD
				4316420.44
				0.2595816291496
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2030-01-31
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DANSKE BANK A/S
				MAES062Z21O4RZ2U7M96
				DANSKE BANK A/S
				23636AAX9
				
					
					
				
				1977000.00
				PA
				USD
				2014892.51
				0.1211719496692
				Long
				DBT
				CORP
				DK
				
				Y
				
				2
				
					2023-01-12
					Variable
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNION PACIFIC CORP
				549300LMMRSZZCZ8CL11
				UNION PACIFIC CORP
				907818FG8
				
					
					
				
				98000.00
				PA
				USD
				115572.85
				0.0069503397793
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2060-03-20
					Fixed
					3.839
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CSC HOLDINGS LLC
				3HG2WD2W22M120IUNG49
				CSC HOLDINGS LLC
				126307BB2
				
					
					
				
				1875000.00
				PA
				USD
				1882275.00
				0.1131965752176
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-12-01
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PHILIP MORRIS INTERNATIONAL INC
				HL3H1H2BGXWVG3BSWR90
				PHILIP MORRIS INTERNATIONAL INC
				718172CN7
				
					
					
				
				3457000.00
				PA
				USD
				3539833.00
				0.2128790811345
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-05-01
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140KHMT5
				
					
					
				
				5631623.82
				OU
				Other Units
				USD
				5748385.23
				0.3456973720991
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-07-01
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912828ZV5
				
					
					
				
				5149900.00
				PA
				USD
				5049517.17
				0.3036687254237
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2027-06-30
					Fixed
					0.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VIACOMCBS INC
				5KYC8KF17ROCY24M3H09
				VIACOMCBS INC
				92556HAD9
				
					
					
				
				2657000.00
				PA
				USD
				3113476.32
				0.1872387703419
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-05-19
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CEMEX SAB DE CV
				549300RIG2CXWN6IV731
				CEMEX SAB DE CV
				151290BW2
				
					
					
				
				285000.00
				PA
				USD
				322919.25
				0.0194197729725
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2027-06-05
					Fixed
					7.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CF HIPPOLYTA ISSUER LLC
				N/A
				CF HIPPOLYTA LLC
				12530MAA3
				
					
					
				
				3428425.89
				OU
				Other Units
				USD
				3508453.58
				0.2109919802187
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2060-07-15
					Fixed
					1.69
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALCON FINANCE CORP
				549300CUZUI9VU7XNK42
				ALCON FINANCE CORP
				01400EAD5
				
					
					
				
				4057000.00
				PA
				USD
				4219713.45
				0.253765847679
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-05-27
					Fixed
					2.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAUSCH HEALTH COS INC
				B3BS7ACMDUWISF18KY76
				BAUSCH HEALTH COS INC
				071734AK3
				
					
					
				
				375000.00
				PA
				USD
				373582.50
				0.0224665681482
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2029-02-15
					Fixed
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IRON MOUNTAIN INC
				SQL3F6CKNNBM3SQGHX24
				IRON MOUNTAIN INC
				46284VAJ0
				
					
					
				
				1816000.00
				PA
				USD
				1937445.00
				0.1165143980941
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2030-07-15
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEWCREST FINANCE PTY LTD
				549300I0XDZ4K7PDSS04
				NEWCREST FINANCE PTY LTD
				65120FAD6
				
					
					
				
				1171000.00
				PA
				USD
				1274212.77
				0.0766288250455
				Long
				DBT
				CORP
				AU
				
				Y
				
				2
				
					2030-05-13
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TAKEDA PHARMACEUTICAL CO LTD
				549300ZLMVP4X0OGR454
				TAKEDA PHARMACEUTICAL CO LTD
				874060AZ9
				
					
					
				
				2898000.00
				PA
				USD
				3028412.78
				0.1821232046547
				Long
				DBT
				CORP
				JP
				
				N
				
				2
				
					2050-07-09
					Fixed
					3.175
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CONSUMERS ENERGY CO
				7NKTFWJ1G6MELP9TU740
				CONSUMERS ENERGY CO
				210518DJ2
				
					
					
				
				2474000.00
				PA
				USD
				2329906.22
				0.1401162979279
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2060-05-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENTERGY CORP
				4XM3TW50JULSLG8BNC79
				ENTERGY CORP
				29364GAL7
				
					
					
				
				1719000.00
				PA
				USD
				1823996.83
				0.1096918326832
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-06-15
					Fixed
					2.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BOEING CO/THE
				RVHJWBXLJ1RFUBSY1F30
				BOEING CO/THE
				097023CT0
				
					
					
				
				6702000.00
				PA
				USD
				7520645.01
				0.452277833239
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-05-01
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PACIFIC GAS & ELECTRIC
				1HNPXZSMMB7HMBMVBS46
				PACIFIC GAS AND ELECTRIC CO
				694308JF5
				
					
					
				
				2060000.00
				PA
				USD
				2006409.70
				0.1206618089936
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-08-01
					Fixed
					2.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TENET HEALTHCARE CORP
				0W9AIBT6U6ADJ2I8HK17
				TENET HEALTHCARE CORP
				88033GDG2
				
					
					
				
				419000.00
				PA
				USD
				434136.38
				0.026108167719
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-06-15
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GENERAL MOTORS FINL CO
				5493008B6JBRUJ90QL97
				GENERAL MOTORS FINANCIAL CO INC
				37045XCY0
				
					
					
				
				4332000.00
				PA
				USD
				4764240.72
				0.2865127215824
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-06-21
					Fixed
					3.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CCO HLDGS LLC/CAP CORP
				N/A
				CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
				1248EPCK7
				
					
					
				
				398000.00
				PA
				USD
				411141.96
				0.0247253253644
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANHEUSER-BUSCH INBEV WOR
				549300CRGMZK3K53BF92
				ANHEUSER-BUSCH INBEV WORLDWIDE INC
				035240AT7
				
					
					
				
				2785000.00
				PA
				USD
				3467577.82
				0.2085337867871
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-06-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UKRAINE GOVERNMENT
				6354001WLTJXOMEXPY07
				UKRAINE GOVERNMENT INTERNATIONAL BOND
				903724BY7
				
					
					
				
				2223000.00
				PA
				USD
				2298006.24
				0.138197891486
				Long
				DBT
				USGSE
				UA
				
				Y
				
				2
				
					2033-03-15
					Fixed
					7.253
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SN9
				
					
					
				
				5820000.00
				PA
				USD
				4955866.42
				0.2980367406358
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2050-05-15
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PACIFIC GAS & ELECTRIC
				1HNPXZSMMB7HMBMVBS46
				PACIFIC GAS AND ELECTRIC CO
				694308JJ7
				
					
					
				
				2598000.00
				PA
				USD
				2329407.09
				0.1400862811628
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-08-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPLX LP
				5493000CZJ19CK4P3G36
				MPLX LP
				55336VBK5
				
					
					
				
				595000.00
				PA
				USD
				617347.40
				0.0371261433103
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-12-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BOEING CO/THE
				RVHJWBXLJ1RFUBSY1F30
				BOEING CO/THE
				097023CW3
				
					
					
				
				791000.00
				PA
				USD
				1080749.44
				0.0649942942856
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-05-01
					Fixed
					5.805
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPLX LP
				5493000CZJ19CK4P3G36
				MPLX LP
				55336VBN9
				
					
					
				
				168000.00
				PA
				USD
				192434.72
				0.0115726720362
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-12-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC POOL
				3133A7JY6
				
					
					
				
				4892324.19
				OU
				Other Units
				USD
				5178559.65
				0.3114291041109
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-07-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VIRGIN MEDIA FINANCE PLC
				2138001LVYC87DDHT482
				VIRGIN MEDIA FINANCE PLC
				92769VAJ8
				
					
					
				
				397000.00
				PA
				USD
				404443.75
				0.0243225072681
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2030-07-15
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN INTERNATIONAL GROUP INC
				ODVCVCQG2BP6VHV36M30
				AMERICAN INTERNATIONAL GROUP INC
				026874DP9
				
					
					
				
				4150000.00
				PA
				USD
				5256485.87
				0.3161154444298
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-06-30
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810QU5
				
					
					
				
				61451500.00
				PA
				USD
				75580544.41
				4.5452756798557
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2042-02-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ARAB REPUBLIC OF EGYPT
				529900GFIVH4086NMH82
				EGYPT GOVERNMENT INTERNATIONAL BOND
				03846JX54
				
					
					
				
				1356000.00
				PA
				USD
				1435313.80
				0.0863171462845
				Long
				DBT
				USGSE
				EG
				
				Y
				
				2
				
					2032-05-29
					Fixed
					7.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IRON MOUNTAIN INC
				SQL3F6CKNNBM3SQGHX24
				IRON MOUNTAIN INC
				46284VAG6
				
					
					
				
				312000.00
				PA
				USD
				324723.36
				0.0195282688476
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-07-15
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CEMEX SAB DE CV
				549300RIG2CXWN6IV731
				CEMEX SAB DE CV
				151290BX0
				
					
					
				
				4230000.00
				PA
				USD
				4641240.60
				0.2791157193721
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2030-09-17
					Fixed
					5.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANGLOGOLD HOLDINGS PLC
				213800745ZIXC4L6A131
				ANGLOGOLD ASHANTI HOLDINGS PLC
				03512TAE1
				
					
					
				
				2163000.00
				PA
				USD
				2261416.50
				0.1359974514567
				Long
				DBT
				CORP
				IM
				
				N
				
				2
				
					2030-10-01
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPLX LP
				5493000CZJ19CK4P3G36
				MPLX LP
				55336VBP4
				
					
					
				
				1180000.00
				PA
				USD
				1444628.09
				0.0868772906463
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-12-01
					Fixed
					5.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELTA AIR LINES/SKYMILES
				N/A
				DELTA AIR LINES INC / SKYMILES IP LTD
				830867AA5
				
					
					
				
				719000.00
				PA
				USD
				773337.22
				0.0465070857299
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-10-20
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SCENTRE GROUP TRUST 2
				549300VRF0U0JH8TBJ74
				SCENTRE GROUP TRUST 2
				76025LAA2
				
					
					
				
				9348000.00
				PA
				USD
				9993425.65
				0.6009863374228
				Long
				DBT
				CORP
				AU
				
				Y
				
				2
				
					2080-09-24
					Variable
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FRONTIER COMMUNICATIONS
				N/A
				FRONTIER COMMUNICATIONS HOLDINGS LLC
				35906ABE7
				
					
					
				
				166000.00
				PA
				USD
				177690.55
				0.0106859846242
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-10-15
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140KEQB7
				
					
					
				
				5753317.57
				OU
				Other Units
				USD
				6000776.68
				0.3608757321975
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-09-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAT INTL FINANCE PLC
				21380041YBGOQDFAC823
				BAT INTERNATIONAL FINANCE PLC
				05530QAN0
				
					
					
				
				1998000.00
				PA
				USD
				2019536.82
				0.1214512499767
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2026-03-25
					Fixed
					1.668
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIR CANADA 2020-2A PTT
				N/A
				AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST
				00909DAA1
				
					
					
				
				1498500.26
				PA
				USD
				1631435.81
				0.0981115651961
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2029-04-01
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC POOL
				3133A3GS1
				
					
					
				
				7158064.80
				OU
				Other Units
				USD
				7537888.25
				0.4533148101492
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-03-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CAH4
				
					
					
				
				2473000.00
				PA
				USD
				2418806.53
				0.1454625999443
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2027-08-31
					Fixed
					0.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CVS HEALTH CORP
				549300EJG376EN5NQE29
				CVS HEALTH CORP
				126650DM9
				
					
					
				
				2627000.00
				PA
				USD
				2611532.30
				0.1570527751951
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-08-21
					Fixed
					1.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36179SJS7
				
					
					
				
				7013373.19
				OU
				Other Units
				USD
				7409622.81
				0.4456011612261
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2046-08-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROYALTY PHARMA PLC
				549300FGFN7VOK8BZR03
				ROYALTY PHARMA PLC
				78081BAD5
				
					
					
				
				4242000.00
				PA
				USD
				4228637.49
				0.2543025231196
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2030-09-02
					Fixed
					2.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				00206RMD1
				
					
					
				
				16331000.00
				PA
				USD
				16908219.20
				1.0168293721533
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2055-09-15
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SP4
				
					
					
				
				25891100.00
				PA
				USD
				22748769.95
				1.3680694100251
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2050-08-15
					Fixed
					1.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EXELON CORP
				3SOUA6IRML7435B56G12
				EXELON CORP
				30161NAX9
				
					
					
				
				5833000.00
				PA
				USD
				6746850.80
				0.4057432649664
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-04-15
					Fixed
					4.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEWELL BRANDS INC
				549300LWGYFM1TVO1Z12
				NEWELL BRANDS INC
				651229AV8
				
					
					
				
				2703000.00
				PA
				USD
				2832068.25
				0.1703154037974
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-04-01
					Variable
					4.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				31418DTL6
				
					
					
				
				11769567.19
				OU
				Other Units
				USD
				12003170.62
				0.721848723453
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2035-10-01
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANGLO AMERICAN CAPITAL
				TINT358G1SSHR3L3PW36
				ANGLO AMERICAN CAPITAL PLC
				034863AX8
				
					
					
				
				3251000.00
				PA
				USD
				3337756.25
				0.2007265550524
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2030-09-10
					Fixed
					2.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				3617NWPM8
				
					
					
				
				9479489.49
				OU
				Other Units
				USD
				9717823.76
				0.5844121439221
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-10-01
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				31418DT93
				
					
					
				
				13076124.60
				OU
				Other Units
				USD
				13092523.24
				0.7873603972458
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2040-11-01
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AIB GROUP PLC
				635400AKJBGNS5WNQL34
				AIB GROUP PLC
				00135TAB0
				
					
					
				
				1504000.00
				PA
				USD
				1621511.75
				0.0975147503819
				Long
				DBT
				CORP
				IE
				
				Y
				
				2
				
					2025-04-10
					Variable
					4.263
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140X75L9
				
					
					
				
				3065189.60
				OU
				Other Units
				USD
				3128740.70
				0.1881567422317
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-09-01
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BROADCOM INC
				549300WV6GIDOZJTV909
				BROADCOM INC
				11135FBA8
				
					
					
				
				6329000.00
				PA
				USD
				7440783.41
				0.4474751027074
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-04-15
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GENERAL MOTORS CO
				54930070NSV60J38I987
				GENERAL MOTORS CO
				37045VAU4
				
					
					
				
				2355000.00
				PA
				USD
				2999791.04
				0.1804019455694
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-10-01
					Fixed
					6.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CSC HOLDINGS LLC
				3HG2WD2W22M120IUNG49
				CSC HOLDINGS LLC
				126307BF3
				
					
					
				
				2801000.00
				PA
				USD
				2664661.33
				0.1602478578693
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRIME SECSRVC BRW/FINANC
				N/A
				PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC
				74166MAF3
				
					
					
				
				2188000.00
				PA
				USD
				2131112.00
				0.1281611771953
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-08-31
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RADIATE HOLDCO / FINANCE
				N/A
				RADIATE HOLDCO LLC / RADIATE FINANCE INC
				75026JAC4
				
					
					
				
				488000.00
				PA
				USD
				505694.88
				0.0304115650057
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-09-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BROADCOM INC
				549300WV6GIDOZJTV909
				BROADCOM INC
				11135FAQ4
				
					
					
				
				7264000.00
				PA
				USD
				8245066.61
				0.4958432230644
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-11-15
					Fixed
					4.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SEG HLD LLC/SEG FIN CORP
				N/A
				SEG HOLDING LLC / SEG FINANCE CORP
				78397KAA0
				
					
					
				
				382000.00
				PA
				USD
				402072.19
				0.0241798859881
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-10-15
					Fixed
					5.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROBRAS GLOBAL FINANCE
				549300FNENFFSMO3GT38
				PETROBRAS GLOBAL FINANCE BV
				71647NBH1
				
					
					
				
				2468000.00
				PA
				USD
				2749969.00
				0.1653781050881
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2031-01-03
					Fixed
					5.60
					N
					N
					N
				
				
					N
					N
					
				
			
			
				SUZANO AUSTRIA GMBH
				254900287ZNSGVP1R341
				SUZANO AUSTRIA GMBH
				86964WAJ1
				
					
					
				
				1516000.00
				PA
				USD
				1581263.80
				0.0950943122953
				Long
				DBT
				CORP
				AT
				
				N
				
				2
				
					2031-01-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DAVITA INC
				M2XHYMU3TZNEZURC6H66
				DAVITA INC
				23918KAT5
				
					
					
				
				5021000.00
				PA
				USD
				4882395.30
				0.2936183218812
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELTA AIR LINES/SKYMILES
				N/A
				DELTA AIR LINES INC / SKYMILES IP LTD
				830867AB3
				
					
					
				
				2009000.00
				PA
				USD
				2247196.00
				0.1351422566005
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-10-20
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36179VVY3
				
					
					
				
				12029107.91
				OU
				Other Units
				USD
				12514324.71
				0.7525885953615
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-10-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SR0
				
					
					
				
				67441500.00
				PA
				USD
				60278474.89
				3.6250372112967
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2040-05-15
					Fixed
					1.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29278NAQ6
				
					
					
				
				1690000.00
				PA
				USD
				1845343.55
				0.1109755853741
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-05-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC POOL
				3133AAH96
				
					
					
				
				10129635.34
				OU
				Other Units
				USD
				10339654.79
				0.6218079245387
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2050-09-01
					Fixed
					2.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALBERTSONS COS/SAFEWAY
				N/A
				ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
				013092AG6
				
					
					
				
				3944000.00
				PA
				USD
				3989001.04
				0.2398912253883
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-03-15
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CABLEVISION LIGHTPATH
				5493002ZVBLRLGES1R71
				CABLEVISION LIGHTPATH LLC
				12687GAA7
				
					
					
				
				200000.00
				PA
				USD
				199176.00
				0.0119780802834
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-09-15
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AES PANAMA GENERATION HL
				N/A
				AES PANAMA GENERATION HOLDINGS SRL
				00109AAB3
				
					
					
				
				2032000.00
				PA
				USD
				2107702.16
				0.1267533522417
				Long
				DBT
				CORP
				PA
				
				Y
				
				2
				
					2030-05-31
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRANSMANTARO
				549300NL65DC6HVEJX96
				CONSORCIO TRANSMANTARO SA
				210314AB6
				
					
					
				
				730000.00
				PA
				USD
				821983.65
				0.0494325930403
				Long
				DBT
				CORP
				PE
				
				Y
				
				2
				
					2034-04-16
					Fixed
					4.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LOANCORE 2018-CRE1 ISSUER, LTD
				N/A
				LOANCORE 2018-CRE1 ISSUER LTD
				53946MAA5
				
					
					
				
				34616.54
				OU
				Other Units
				USD
				34616.54
				0.0020817753908
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2028-05-15
					Variable
					1.22313
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967LD1
				
					
					
				
				2745000.00
				PA
				USD
				3074756.44
				0.1849102275897
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-01-10
					Variable
					3.887
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRICOA GLOBAL FUNDING 1
				635400IBXEBMD9ADYA79
				PRICOA GLOBAL FUNDING I
				74153WCN7
				
					
					
				
				150000.00
				PA
				USD
				153757.23
				0.0092466785411
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2022-09-21
					Fixed
					2.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GHC6
				
					
					
				
				353000.00
				PA
				USD
				365522.94
				0.0219818809533
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-12-20
					Variable
					3.004
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TEVA PHARMACEUTICALS NE
				5493004T21MOAFINJP35
				TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
				88167AAN1
				
					
					
				
				1621000.00
				PA
				USD
				1782208.45
				0.1071787559543
				Long
				DBT
				CORP
				NL
				
				N
				
				2
				
					2025-01-31
					Fixed
					7.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPLX LP
				5493000CZJ19CK4P3G36
				MPLX LP
				55336VAP5
				
					
					
				
				535000.00
				PA
				USD
				655281.22
				0.0394074138521
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2058-04-15
					Fixed
					4.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ERAC USA FINANCE LLC
				LTKX5ODQW6Z7BQ2K1V47
				ERAC USA FINANCE LLC
				26884TAN2
				
					
					
				
				3160000.00
				PA
				USD
				3953446.93
				0.2377530662527
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2045-02-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38141GVX9
				
					
					
				
				250000.00
				PA
				USD
				264109.33
				0.0158830519658
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-10-28
					Variable
					1.88163
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CALIFORNIA ST
				549300X618YEC5LGBQ98
				STATE OF CALIFORNIA
				13063A5G5
				
					
					
				
				270000.00
				PA
				USD
				469093.22
				0.0282104081294
				Long
				DBT
				MUN
				US
				
				N
				
				2
				
					2039-04-01
					Fixed
					7.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP COMMERCIAL MORTGAGE
				N/A
				CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6
				17291EBA8
				
					
					
				
				67000.00
				OU
				Other Units
				USD
				67823.70
				0.0040787932467
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2049-12-01
					Variable
					4.277606
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				46625HRL6
				
					
					
				
				260000.00
				PA
				USD
				269869.65
				0.0162294670731
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-05-18
					Fixed
					2.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GGZ6
				
					
					
				
				588000.00
				PA
				USD
				633314.69
				0.0380863869217
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-01-23
					Variable
					3.366
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FIRSTENERGY CORP
				549300SVYJS666PQJH88
				FIRSTENERGY CORP
				337932AJ6
				
					
					
				
				1379000.00
				PA
				USD
				1736308.48
				0.1044184157242
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-07-15
					Variable
					5.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BLACK HILLS CORP
				3MGELCRSTNSAMJ962671
				BLACK HILLS CORP
				092113AH2
				
					
					
				
				100000.00
				PA
				USD
				107441.27
				0.0064613214333
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-11-30
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOUTHERN CO GAS CAPITAL
				E8CD46SWUD2TSN8PA636
				SOUTHERN CO GAS CAPITAL CORP
				8426EPAB4
				
					
					
				
				98000.00
				PA
				USD
				112540.44
				0.0067679761891
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2046-10-01
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967HS3
				
					
					
				
				174000.00
				PA
				USD
				237734.04
				0.014296890274
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2044-05-06
					Fixed
					5.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SYDNEY AIRPORT FINANCE
				549300MJAANHLHOVTO40
				SYDNEY AIRPORT FINANCE CO PTY LTD
				87124VAE9
				
					
					
				
				70000.00
				PA
				USD
				75211.74
				0.0045230964572
				Long
				DBT
				CORP
				AU
				
				Y
				
				2
				
					2025-04-30
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SMB PRIVATE EDUCATION LOAN TRU
				549300NWENTZ8X7JUC78
				SMB PRIVATE EDUCATION LOAN TRUST 2017-B
				83189DAC4
				
					
					
				
				89827.81
				OU
				Other Units
				USD
				90249.07
				0.0054274139754
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2035-10-15
					Variable
					0.84313
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DRB PRIME STUDENT LOAN TRUST
				N/A
				DRB PRIME STUDENT LOAN TRUST 2017-A
				23342KAC8
				
					
					
				
				67973.16
				OU
				Other Units
				USD
				68828.14
				0.0041391984309
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2042-05-27
					Fixed
					2.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MASS MUTUAL LIFE INS CO
				R6ZXK5P01NP6HXSY1S07
				MASSACHUSETTS MUTUAL LIFE INSURANCE CO
				575767AL2
				
					
					
				
				179000.00
				PA
				USD
				240143.60
				0.0144417968046
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2077-04-01
					Fixed
					4.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EXELON CORP
				3SOUA6IRML7435B56G12
				EXELON CORP
				30161NAU5
				
					
					
				
				91000.00
				PA
				USD
				99997.15
				0.0060136456742
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-04-15
					Fixed
					3.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VCZ5
				
					
					
				
				953000.00
				PA
				USD
				1250268.92
				0.0751888857075
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2055-03-15
					Fixed
					4.672
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOUTHERN CO GAS CAPITAL
				E8CD46SWUD2TSN8PA636
				SOUTHERN CO GAS CAPITAL CORP
				8426EPAC2
				
					
					
				
				211000.00
				PA
				USD
				256106.40
				0.0154017703955
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-05-30
					Fixed
					4.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DB MASTER FINANCE LLC
				549300F17UZJL70BPB08
				DB MASTER FINANCE LLC
				233046AE1
				
					
					
				
				59985.00
				OU
				Other Units
				USD
				60801.25
				0.00365647595
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2047-11-20
					Fixed
					3.629
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOFI CONSUMER LOAN PROGRAM TRU
				N/A
				SOFI CONSUMER LOAN PROGRAM 2018-1 TRUST
				83405RAC1
				
					
					
				
				88694.54
				OU
				Other Units
				USD
				89853.56
				0.0054036287275
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2027-02-25
					Fixed
					3.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				METLIFE INC
				C4BXATY60WC6XEOZDX54
				METLIFE INC
				59156RAP3
				
					
					
				
				3862000.00
				PA
				USD
				4968653.71
				0.2988057448644
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2036-12-15
					Fixed
					6.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967KJ9
				
					
					
				
				181000.00
				PA
				USD
				207530.12
				0.0124804817779
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-03-09
					Fixed
					4.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN INTERNATIONAL GROUP INC
				ODVCVCQG2BP6VHV36M30
				AMERICAN INTERNATIONAL GROUP INC
				026874BS5
				
					
					
				
				2825000.00
				PA
				USD
				4196523.38
				0.2523712392912
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2058-05-15
					Variable
					8.175
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CLEVELAND ELEC ILLUMINAT
				N/A
				CLEVELAND ELECTRIC ILLUMINATING CO/THE
				186108CK0
				
					
					
				
				150000.00
				PA
				USD
				162763.67
				0.009788309367
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-04-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NXP BV/NXP FUNDING LLC
				N/A
				NXP BV / NXP FUNDING LLC
				62947QAW8
				
					
					
				
				448000.00
				PA
				USD
				463701.48
				0.027886158749
				Long
				DBT
				CORP
				CN
				
				Y
				
				2
				
					2022-09-01
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DRB PRIME STUDENT LOAN TRUST
				N/A
				DRB PRIME STUDENT LOAN TRUST 2016-B
				23341BAC9
				
					
					
				
				9894.17
				OU
				Other Units
				USD
				9937.43
				0.0005976188614
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2040-06-25
					Fixed
					2.89
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PNMAC GMSR ISSUER TRUST
				N/A
				PNMAC FMSR ISSUER TRUST 2018-FT1
				69346MAA7
				
					
					
				
				125000.00
				OU
				Other Units
				USD
				124722.24
				0.0075005673567
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2023-04-25
					Variable
					2.43925
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MVW OWNER TRUST
				N/A
				MVW OWNER TRUST 2016-1
				553894AA4
				
					
					
				
				30640.13
				OU
				Other Units
				USD
				30947.10
				0.0018611019818
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2033-12-20
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EVERGY METRO
				1128SIJQ26096WL7IO82
				EVERGY METRO INC
				485134BQ2
				
					
					
				
				167000.00
				PA
				USD
				208765.64
				0.0125547836905
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-06-15
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLSTATE CORP/THE
				OBT0W1ED8G0NWVOLOJ77
				ALLSTATE CORP/THE
				020002AU5
				
					
					
				
				2325000.00
				PA
				USD
				3108513.38
				0.1869403082091
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2057-05-15
					Variable
					6.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HSBC CAPITAL FUNDING USD
				213800HMY2DB765NHE46
				HSBC CAPITAL FUNDING DOLLAR 1 LP
				40427LAB0
				
					
					
				
				325000.00
				PA
				USD
				544856.00
				0.0327666431243
				Long
				DBT
				CORP
				JE
				
				Y
				
				2
				
					2169-12-31
					Variable
					10.176
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENTERPRISE PRODUCTS OPER
				5493004LGN656HWLDA30
				ENTERPRISE PRODUCTS OPERATING LLC
				29379VBR3
				
					
					
				
				64000.00
				PA
				USD
				66151.04
				0.0039782025342
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2078-02-15
					Variable
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38145GAH3
				
					
					
				
				182000.00
				PA
				USD
				198929.04
				0.0119632285608
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-11-16
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED AIR 2018-1 B PTT
				N/A
				UNITED AIRLINES 2018-1 CLASS B PASS THROUGH TRUST
				90932NAA1
				
					
					
				
				132661.44
				PA
				USD
				137648.71
				0.0082779416159
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-03-01
					Fixed
					4.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CVS HEALTH CORP
				549300EJG376EN5NQE29
				CVS HEALTH CORP
				126650CX6
				
					
					
				
				914000.00
				PA
				USD
				1059148.59
				0.0636952586814
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-03-25
					Fixed
					4.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMER AIRLINE 17-2 AA PTT
				N/A
				AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST
				02376AAA7
				
					
					
				
				241238.38
				PA
				USD
				249369.71
				0.0149966381825
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-10-15
					Fixed
					3.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ARBOR REALTY COLLATERALIZED LO
				N/A
				ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2018-FL1 LTD
				03879XAA7
				
					
					
				
				415000.00
				OU
				Other Units
				USD
				415628.79
				0.0249951551127
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2028-06-15
					Variable
					1.24313
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GGL7
				
					
					
				
				230000.00
				PA
				USD
				256145.61
				0.0154041284132
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-04-24
					Variable
					3.705
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MOTIVA ENTERPRISES LLC
				UQZ4EDMHL4ZESPZY3752
				MOTIVA ENTERPRISES LLC
				61980AAD5
				
					
					
				
				300000.00
				PA
				USD
				392816.41
				0.0236232603106
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2040-01-15
					Fixed
					6.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPLX LP
				5493000CZJ19CK4P3G36
				MPLX LP
				55336VAL4
				
					
					
				
				5127000.00
				PA
				USD
				6376883.34
				0.3834940987107
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-03-01
					Fixed
					5.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRUDENTIAL FINANCIAL INC
				5PRBRS5FEH7NREC8OR45
				PRUDENTIAL FINANCIAL INC
				744320BF8
				
					
					
				
				264000.00
				PA
				USD
				312409.08
				0.0187877105751
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2048-09-15
					Variable
					5.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PNMAC GMSR ISSUER TRUST
				N/A
				PNMAC GMSR ISSUER TRUST 2018-GT2
				69354WAD8
				
					
					
				
				125000.00
				OU
				Other Units
				USD
				124970.70
				0.0075155092866
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2025-08-25
					Variable
					2.73925
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMER AIRLINE 17-1 AA PTT
				N/A
				AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST
				023761AA7
				
					
					
				
				161000.02
				PA
				USD
				168593.38
				0.010138897462
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-02-15
					Fixed
					3.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMCAST CORP
				51M0QTTNCGUN7KFCFZ59
				COMCAST CORP
				20030NCT6
				
					
					
				
				55000.00
				PA
				USD
				64033.30
				0.0038508455246
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-10-15
					Fixed
					4.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29278NAF0
				
					
					
				
				225000.00
				PA
				USD
				262897.69
				0.0158101861527
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-06-15
					Fixed
					4.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WILLIAMS COMPANIES INC
				D71FAKCBLFS2O0RBPG08
				WILLIAMS COS INC/THE
				969457BB5
				
					
					
				
				145000.00
				PA
				USD
				204771.40
				0.0123145774036
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-01-15
					Fixed
					7.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BERKSHIRE HATHAWAY FIN
				549300RLHFT5RU20WM87
				BERKSHIRE HATHAWAY FINANCE CORP
				084664CQ2
				
					
					
				
				2800000.00
				PA
				USD
				3539035.16
				0.2128311004964
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2048-08-15
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MEDTRONIC INC
				D56MRZY2INAN94ZONZ37
				MEDTRONIC INC
				585055BU9
				
					
					
				
				202000.00
				PA
				USD
				272011.95
				0.0163583010762
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2045-03-15
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				N/A
				OSCAR US FUNDING TRUST VII LLC
				68784AAE6
				
					
					
				
				352010.90
				OU
				Other Units
				USD
				355289.23
				0.0213664443546
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2024-12-10
					Fixed
					2.76
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEW YORK NY
				549300ABYZD2SFD5JB29
				CITY OF NEW YORK NY
				64966HTX8
				
					
					
				
				980000.00
				PA
				USD
				1358942.38
				0.0817243087934
				Long
				DBT
				MUN
				US
				
				N
				
				2
				
					2036-12-01
					Fixed
					5.985
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANHEUSER-BUSCH INBEV WOR
				549300CRGMZK3K53BF92
				ANHEUSER-BUSCH INBEV WORLDWIDE INC
				035240AL4
				
					
					
				
				605000.00
				PA
				USD
				693880.37
				0.0417286961229
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-04-13
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GHG7
				
					
					
				
				5190000.00
				PA
				USD
				5890455.43
				0.3542412140353
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-03-05
					Variable
					3.97
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MPLX LP
				5493000CZJ19CK4P3G36
				MPLX LP
				55336VAK6
				
					
					
				
				855000.00
				PA
				USD
				964861.62
				0.0580250127866
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-03-01
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WILLIS ENGINE SECURITIZATION T
				N/A
				WILLIS ENGINE STRUCTURED TRUST IV
				97064EAA6
				
					
					
				
				872899.43
				OU
				Other Units
				USD
				876038.46
				0.0526833504301
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2043-09-15
					Variable
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HEWLETT PACKARD ENTERPRISE CO
				549300BX44RGX6ANDV88
				HEWLETT PACKARD ENTERPRISE CO
				42824CAN9
				
					
					
				
				900000.00
				PA
				USD
				936313.97
				0.0563082093384
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-10-15
					Variable
					4.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WILLIAMS COMPANIES INC
				D71FAKCBLFS2O0RBPG08
				WILLIAMS COS INC/THE
				96950FAF1
				
					
					
				
				920000.00
				PA
				USD
				1275939.74
				0.0767326818621
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2040-04-15
					Fixed
					6.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMAZON.COM INC
				ZXTILKJKG63JELOEG630
				AMAZON.COM INC
				023135BJ4
				
					
					
				
				2883000.00
				PA
				USD
				3569384.67
				0.2146562645089
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-08-22
					Fixed
					4.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DUKE ENERGY CORP
				I1BZKREC126H0VB1BL91
				DUKE ENERGY CORP
				26441CAX3
				
					
					
				
				355000.00
				PA
				USD
				387900.92
				0.023327651734
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-08-15
					Fixed
					3.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3138WERM3
				
					
					
				
				3336142.09
				OU
				Other Units
				USD
				3630465.75
				0.2183295689233
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2045-05-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				STATE OF QATAR
				52990074F6OJOAXK4P65
				QATAR GOVERNMENT INTERNATIONAL BOND
				AS1975802
				
					
					
				
				1345000.00
				PA
				USD
				1806503.13
				0.1086397935668
				Long
				DBT
				USGSE
				QA
				
				N
				
				2
				
					2048-04-23
					Fixed
					5.103
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KINDER MORGAN INC
				549300WR7IX8XE0TBO16
				KINDER MORGAN INC
				28368EAE6
				
					
					
				
				2290000.00
				PA
				USD
				3364311.32
				0.2023235283845
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-01-15
					Fixed
					7.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GFF1
				
					
					
				
				1146000.00
				PA
				USD
				1249596.00
				0.0751484175297
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2024-04-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UBS COMMERCIAL MORTGAGE TRUST
				N/A
				UBS COMMERCIAL MORTGAGE TRUST 2012-C1
				90269GAC5
				
					
					
				
				1431132.28
				OU
				Other Units
				USD
				1440561.72
				0.0866327465931
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2045-05-01
					Fixed
					3.40
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140F03P7
				
					
					
				
				2480628.50
				OU
				Other Units
				USD
				2711641.77
				0.1630731755887
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2046-03-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ERAC USA FINANCE LLC
				LTKX5ODQW6Z7BQ2K1V47
				ERAC USA FINANCE LLC
				26884TAL6
				
					
					
				
				1895000.00
				PA
				USD
				2065584.92
				0.124220498474
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2024-11-15
					Fixed
					3.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UKRAINE GOVERNMENT
				6354001WLTJXOMEXPY07
				UKRAINE GOVERNMENT INTERNATIONAL BOND
				903724BM3
				
					
					
				
				1255000.00
				PA
				USD
				1309065.40
				0.0787247984571
				Long
				DBT
				USGSE
				UA
				
				Y
				
				2
				
					2032-09-25
					Fixed
					7.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TELEFONICA EMISIONES SAU
				549300Y5MFC4SW5Z3K71
				TELEFONICA EMISIONES SA
				87938WAU7
				
					
					
				
				1010000.00
				PA
				USD
				1269916.64
				0.0763704636463
				Long
				DBT
				CORP
				ES
				
				N
				
				2
				
					2047-03-08
					Fixed
					5.213
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967KR1
				
					
					
				
				830000.00
				PA
				USD
				1071262.71
				0.0644237796976
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2046-05-18
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ORACLE CORP
				1Z4GXXU7ZHVWFCD8TV52
				ORACLE CORP
				68389XBM6
				
					
					
				
				975000.00
				PA
				USD
				1035837.47
				0.0622933705681
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-07-15
					Fixed
					2.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DISCOVER FINANCIAL SERVICES
				Z1YLO2USPORE63VVUL20
				DISCOVER FINANCIAL SERVICES
				254709AG3
				
					
					
				
				1825000.00
				PA
				USD
				1889115.77
				0.1136079666115
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2022-04-27
					Fixed
					5.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GLENCORE FUNDING LLC
				213800STG1QDNBY87K49
				GLENCORE FUNDING LLC
				378272AH1
				
					
					
				
				1170000.00
				PA
				USD
				1285651.08
				0.0773167040846
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2024-04-29
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AETNA INC
				549300QKBENKLBXQ8968
				AETNA INC
				00817YAV0
				
					
					
				
				2640000.00
				PA
				USD
				2745939.58
				0.1651357831404
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-06-15
					Fixed
					2.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GHD4
				
					
					
				
				1282000.00
				PA
				USD
				1409586.79
				0.084769970966
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-12-20
					Variable
					3.419
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3138YXQD0
				
					
					
				
				6611532.04
				OU
				Other Units
				USD
				7205417.60
				0.4333206334532
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2045-07-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SIMON PROPERTY GROUP LP
				MR92GTD0MJTTTTQDVG45
				SIMON PROPERTY GROUP LP
				828807CV7
				
					
					
				
				2040000.00
				PA
				USD
				2237836.77
				0.1345794096294
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-09-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABU DHABI CRUDE OIL
				549300DONDFW2383FV66
				ABU DHABI CRUDE OIL PIPELINE LLC
				00401MAB2
				
					
					
				
				535000.00
				PA
				USD
				638474.35
				0.0383966794354
				Long
				DBT
				CORP
				AE
				
				Y
				
				2
				
					2047-11-02
					Fixed
					4.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITEDHEALTH GROUP INC
				549300GHBMY8T5GXDE41
				UNITEDHEALTH GROUP INC
				91324PCR1
				
					
					
				
				1735000.00
				PA
				USD
				2336414.54
				0.1405076963869
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2045-07-15
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CD COMMERCIAL MORTGAGE TRUST
				N/A
				CD 2017-CD3 MORTGAGE TRUST
				12515GAD9
				
					
					
				
				4375000.00
				OU
				Other Units
				USD
				4876927.13
				0.2932894761404
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2050-02-01
					Fixed
					3.631
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				353800N5RGHXWI4JYR18
				OSCAR US FUNDING TRUST VIII LLC
				68784CAE2
				
					
					
				
				2263251.90
				OU
				Other Units
				USD
				2308625.12
				0.1388364915039
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2025-05-12
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SABIC CAPITAL II BV
				2138005PCUTH59D4RJ83
				SABIC CAPITAL II BV
				78520LAA8
				
					
					
				
				745000.00
				PA
				USD
				797542.62
				0.0479627542065
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2023-10-10
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				OSCAR US FUNDING TRUST
				N/A
				OSCAR US FUNDING TRUST IX LLC
				68784XAE6
				
					
					
				
				1870000.00
				OU
				Other Units
				USD
				1917429.99
				0.1153107320065
				Long
				ABS-MBS
				CORP
				JP
				
				Y
				
				2
				
					2025-09-10
					Fixed
					3.63
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SIERRA PACIFIC POWER CO
				QB888G5GSVGE1LD1WV84
				SIERRA PACIFIC POWER CO
				826418BE4
				
					
					
				
				550000.00
				PA
				USD
				818056.28
				0.0491964081929
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2037-07-01
					Fixed
					6.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LOUISVILLE GAS & ELEC
				KO3GRIB3RPH1XDX50U72
				LOUISVILLE GAS AND ELECTRIC CO
				546676AX5
				
					
					
				
				1410000.00
				PA
				USD
				1721585.97
				0.103533030905
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2045-10-01
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CHARTER COMM OPT LLC/CAP
				N/A
				CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
				161175BL7
				
					
					
				
				1446000.00
				PA
				USD
				1793638.44
				0.1078661346438
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-05-01
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				00206RDS8
				
					
					
				
				3190000.00
				PA
				USD
				4293774.45
				0.2582197407377
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2047-03-01
					Fixed
					5.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EXELON GENERATION CO LLC
				S2PEWKCZFFECR4533P43
				EXELON GENERATION CO LLC
				30161MAG8
				
					
					
				
				355000.00
				PA
				USD
				447349.26
				0.0269027661516
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2039-10-01
					Fixed
					6.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HOUSTON GALLERIA MALL TRUST
				N/A
				HOUSTON GALLERIA MALL TRUST 2015-HGLR
				44217NAC0
				
					
					
				
				865000.00
				OU
				Other Units
				USD
				904738.27
				0.0544093045024
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2037-03-01
					Fixed
					3.086563
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROGERS COMMUNICATIONS INC
				54930030NVF3Y2OL0A78
				ROGERS COMMUNICATIONS INC
				775109AY7
				
					
					
				
				1025000.00
				PA
				USD
				1093956.96
				0.0657885703776
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2023-10-01
					Fixed
					4.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JPMORGAN CHASE & CO
				8I5DZWZKVSZI1NUHU748
				JPMORGAN CHASE & CO
				46625HNJ5
				
					
					
				
				2360000.00
				PA
				USD
				2715825.46
				0.163324775052
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-10-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ECOPETROL SA
				254900IDGKCJICKBPA66
				ECOPETROL SA
				279158AJ8
				
					
					
				
				525000.00
				PA
				USD
				560427.00
				0.0337030545799
				Long
				DBT
				CORP
				CO
				
				N
				
				2
				
					2045-05-28
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRICON AMERICAN HOMES
				N/A
				TRICON AMERICAN HOMES 2017-SFR2 TRUST
				89613FAA6
				
					
					
				
				1660132.62
				OU
				Other Units
				USD
				1701594.76
				0.1023307961059
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2036-01-01
					Fixed
					2.928
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DP WORLD PLC
				549300M3U2DNF4QVSS04
				DP WORLD LTD/UNITED ARAB EMIRATES
				EG5889142
				
					
					
				
				690000.00
				PA
				USD
				936787.47
				0.0563366847622
				Long
				DBT
				CORP
				AE
				
				N
				
				2
				
					2037-07-02
					Fixed
					6.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36179T4Q5
				
					
					
				
				3093405.05
				OU
				Other Units
				USD
				3324180.15
				0.1999101132335
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2048-07-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38141EB81
				
					
					
				
				1125000.00
				PA
				USD
				1159424.20
				0.0697256504307
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-11-29
					Variable
					1.735
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VIACOMCBS INC
				5KYC8KF17ROCY24M3H09
				VIACOMCBS INC
				92553PBD3
				
					
					
				
				2890000.00
				PA
				USD
				2950805.60
				0.1774560508178
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2057-02-28
					Variable
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EATON CORP
				0NZWDMRCE180888QQE14
				EATON CORP
				278062AG9
				
					
					
				
				4300000.00
				PA
				USD
				4714724.94
				0.2835349331534
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-09-15
					Fixed
					3.103
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BANK OF AMERICA CORP
				9DJT3UXIJIZJI4WXO774
				BANK OF AMERICA CORP
				06051GFX2
				
					
					
				
				1635000.00
				PA
				USD
				1807304.67
				0.1086879967161
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-04-19
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140E7DJ6
				
					
					
				
				2493846.93
				OU
				Other Units
				USD
				2643485.43
				0.1589743779808
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2030-10-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CARMAX AUTO OWNER TRUST
				5493003IB59OF448TR74
				CARMAX AUTO OWNER TRUST 2017-4
				14314RAD4
				
					
					
				
				961192.87
				OU
				Other Units
				USD
				965670.49
				0.0580736567487
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2023-05-15
					Fixed
					2.33
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRUDENTIAL FINANCIAL INC
				5PRBRS5FEH7NREC8OR45
				PRUDENTIAL FINANCIAL INC
				744320AM4
				
					
					
				
				7145000.00
				PA
				USD
				7657485.41
				0.4605071645702
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2043-06-15
					Variable
					5.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABBVIE INC
				FR5LCKFTG8054YNNRU85
				ABBVIE INC
				00287YAY5
				
					
					
				
				4425000.00
				PA
				USD
				4829208.17
				0.2904197451792
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-05-14
					Fixed
					3.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967JU6
				
					
					
				
				2810000.00
				PA
				USD
				3674547.95
				0.2209805917908
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2045-07-30
					Fixed
					4.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WILLIAMS COMPANIES INC
				D71FAKCBLFS2O0RBPG08
				WILLIAMS COS INC/THE
				96950FAL8
				
					
					
				
				980000.00
				PA
				USD
				1057934.19
				0.0636222268869
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-11-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PRUDENTIAL HOME MORTGAGE SECUR
				N/A
				PRUDENTIAL HOME MORTGAGE SECURITIES CO INC/THE
				74434UCQ5
				
					
					
				
				78.33
				OU
				Other Units
				USD
				78.93
				0.0000047467058
				Long
				ABS-CBDO
				CORP
				US
				
				Y
				
				2
				
					2024-04-01
					Variable
					6.73022
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABN AMRO BANK NV
				BFXS5XCH7N0Y05NIXW11
				ABN AMRO BANK NV
				00084DAL4
				
					
					
				
				800000.00
				PA
				USD
				914023.24
				0.054967685613
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2026-04-18
					Fixed
					4.80
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMM MORTGAGE TRUST
				N/A
				COMM 2015-DC1 MORTGAGE TRUST
				12629NAF2
				
					
					
				
				2570000.00
				OU
				Other Units
				USD
				2776527.26
				0.166975270261
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2048-02-01
					Fixed
					3.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SKY LTD
				2138003TS48MQKF4BZ29
				SKY LTD
				111013AL2
				
					
					
				
				3030000.00
				PA
				USD
				3315913.16
				0.1994129515778
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2024-09-16
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38141GWL4
				
					
					
				
				700000.00
				PA
				USD
				781828.04
				0.0470177081123
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-06-05
					Variable
					3.691
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOLDMAN SACHS GROUP INC
				784F5XWPLTWKTBV3E584
				GOLDMAN SACHS GROUP INC/THE
				38141GWV2
				
					
					
				
				1205000.00
				PA
				USD
				1359275.27
				0.081744328189
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-04-23
					Variable
					3.814
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CALIFORNIA ST
				549300X618YEC5LGBQ98
				STATE OF CALIFORNIA
				13063A7D0
				
					
					
				
				3705000.00
				PA
				USD
				6023064.00
				0.3622160508517
				Long
				DBT
				MUN
				US
				
				N
				
				2
				
					2039-10-01
					Fixed
					7.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABN AMRO BANK NV
				BFXS5XCH7N0Y05NIXW11
				ABN AMRO BANK NV
				00080QAF2
				
					
					
				
				635000.00
				PA
				USD
				715168.20
				0.0430089072768
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2025-07-28
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KENTUCKY UTILITIES CO
				AGX0G2MXE54NFNNICD28
				KENTUCKY UTILITIES CO
				491674BL0
				
					
					
				
				1210000.00
				PA
				USD
				1513683.85
				0.0910301777276
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2045-10-01
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENERGY TRANSFER LP
				MTLVN9N7JE8MIBIJ1H73
				ENERGY TRANSFER LP
				29273RAT6
				
					
					
				
				1085000.00
				PA
				USD
				1261307.82
				0.0758527449598
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2043-02-01
					Fixed
					5.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOVERNMENT NATIONAL MORTGAGE A
				549300M8ZYFG0OCMTT87
				GINNIE MAE II POOL
				36179TQQ1
				
					
					
				
				1475638.18
				OU
				Other Units
				USD
				1572238.87
				0.0945515695146
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2048-01-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DUKE ENERGY CAROLINAS
				MWIUSDMN17TCR56VW396
				DUKE ENERGY CAROLINAS LLC
				26442CAX2
				
					
					
				
				4445000.00
				PA
				USD
				5152645.47
				0.3098706727311
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-11-15
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KREF 2018--FL1 LTD.
				549300N45646UZ8P3S07
				KREF 2018-FL1 LTD
				48275PAG6
				
					
					
				
				2062500.00
				OU
				Other Units
				USD
				2071655.44
				0.1245855684419
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2036-06-15
					Variable
					2.09113
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140HP7A9
				
					
					
				
				3664025.35
				OU
				Other Units
				USD
				3946229.13
				0.2373190009644
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2048-08-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AT&T INC
				549300Z40J86GGSTL398
				AT&T INC
				00206RFW7
				
					
					
				
				1065000.00
				PA
				USD
				1336428.62
				0.0803703724519
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2037-08-15
					Fixed
					4.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC POOL
				3132A5HK4
				
					
					
				
				3936298.88
				OU
				Other Units
				USD
				4158446.47
				0.2500813635786
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2047-09-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WESTPAC BANKING CORP
				EN5TNI6CI43VEPAMHL14
				WESTPAC BANKING CORP
				961214EP4
				
					
					
				
				4651000.00
				PA
				USD
				4650429.09
				0.2796682983521
				Long
				DBT
				CORP
				AU
				
				N
				
				2
				
					2035-11-15
					Variable
					2.668
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WEA FINANCE LLC
				3CYEJKBUJZO3UW777J80
				WEA FINANCE LLC
				92928QAD0
				
					
					
				
				148000.00
				PA
				USD
				163568.45
				0.009836707364
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2048-09-20
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY
				IGJSJL3JD5P30I6NJZ34
				MORGAN STANLEY
				61761JQK8
				
					
					
				
				2710000.00
				PA
				USD
				2720894.93
				0.1636296437041
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-07-15
					Variable
					3.73613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMMONSPIRIT HEALTH
				4SXHN5XW08IBO0UG2V58
				COMMONSPIRIT HEALTH
				20268JAF0
				
					
					
				
				2605000.00
				PA
				USD
				2758885.69
				0.1659143385132
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-10-01
					Fixed
					2.782
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAYER US FINANCE II LLC
				529900XWNEXYNJ3X6T40
				BAYER US FINANCE II LLC
				07274NAN3
				
					
					
				
				1807000.00
				PA
				USD
				2195088.11
				0.1320085834179
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2038-06-25
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KRATON POLYMERS LLC/CAP
				N/A
				KRATON POLYMERS LLC / KRATON POLYMERS CAPITAL CORP
				50076XAC5
				
					
					
				
				1806000.00
				PA
				USD
				1855665.00
				0.1115962984958
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-12-15
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP INC
				6SHGI4ZSSLCXXQSBB395
				CITIGROUP INC
				172967MU2
				
					
					
				
				3944000.00
				PA
				USD
				4085195.20
				0.2456761662008
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-03-10
					Variable
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FRONTIER COMMUNICATIONS
				N/A
				FRONTIER COMMUNICATIONS HOLDINGS LLC
				35906ABF4
				
					
					
				
				1271000.00
				PA
				USD
				1316406.48
				0.0791662775791
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-05-01
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ABBVIE INC
				FR5LCKFTG8054YNNRU85
				ABBVIE INC
				00287YCA5
				
					
					
				
				2088000.00
				PA
				USD
				2467269.39
				0.1483770676906
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2039-11-21
					Fixed
					4.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED AIR 2020-1 A PTT
				N/A
				UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
				90931GAA7
				
					
					
				
				1777042.10
				PA
				USD
				1980510.93
				0.1191043043429
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2027-10-15
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BERRY GLOBAL INC
				549300AP2Q7ERHX6RI89
				BERRY GLOBAL INC
				08576PAC5
				
					
					
				
				6604000.00
				PA
				USD
				6628765.00
				0.3986418009711
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2024-02-15
					Fixed
					0.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRANSCONT GAS PIPE CORP
				N/A
				TRANSCONTINENTAL GAS PIPE LINE CO LLC
				893574AR4
				
					
					
				
				1583000.00
				PA
				USD
				1818670.19
				0.1093714982978
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-05-15
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SEAGATE HDD CAYMAN
				529900BD50TRWEG1SF63
				SEAGATE HDD CAYMAN
				81180WBA8
				
					
					
				
				1303000.00
				PA
				USD
				1278790.26
				0.0769041069204
				Long
				DBT
				CORP
				KY
				
				Y
				
				2
				
					2029-07-15
					Fixed
					3.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JETBLUE AIRWAYS CORP
				N/A
				JETBLUE 2020-1 CLASS A PASS THROUGH TRUST
				477164AA5
				
					
					
				
				7690855.30
				PA
				USD
				8544253.37
				0.5138357675027
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2032-11-15
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GFL ENVIRONMENTAL INC
				549300FYK4MBXWIVZU26
				GFL ENVIRONMENTAL INC
				36168QAM6
				
					
					
				
				1712000.00
				PA
				USD
				1719806.72
				0.1034260300648
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2028-09-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				31418CR89
				
					
					
				
				5564566.94
				OU
				Other Units
				USD
				5929555.01
				0.3565925912509
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2047-12-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SAUDI ARABIAN OIL CO
				5586006WD91QHB7J4X50
				SAUDI ARABIAN OIL CO
				80414L2K0
				
					
					
				
				3988000.00
				PA
				USD
				3957093.00
				0.2379723342327
				Long
				DBT
				CORP
				SA
				
				Y
				
				2
				
					2030-11-24
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GENERAL MOTORS FINL CO
				5493008B6JBRUJ90QL97
				GENERAL MOTORS FINANCIAL CO INC
				37045XDE3
				
					
					
				
				7880000.00
				PA
				USD
				7897066.11
				0.4749151095985
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-01-08
					Fixed
					2.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SCRIPPS ESCROW II INC
				N/A
				SCRIPPS ESCROW II INC
				81105DAA3
				
					
					
				
				266000.00
				PA
				USD
				266464.17
				0.0160246677357
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-01-15
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MARB BONDCO PLC
				254900PVA1EU6QM1JN57
				MARB BONDCO PLC
				566007AC4
				
					
					
				
				3199000.00
				PA
				USD
				3113426.75
				0.1872357892928
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2031-01-29
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					
				
			
			
				BRASKEM IDESA SAPI
				YH0V7ZHY352ITDGEYB83
				BRASKEM IDESA SAPI
				10554NAA6
				
					
					
				
				2904000.00
				PA
				USD
				3009763.68
				0.1810016818958
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2029-11-15
					Fixed
					7.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CODELCO INC
				549300UVMBCBCIPSUI70
				CORP NACIONAL DEL COBRE DE CHILE
				21987BBD9
				
					
					
				
				2174000.00
				PA
				USD
				2095945.33
				0.1260463179925
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2051-01-15
					Fixed
					3.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CAV3
				
					
					
				
				1535000.00
				PA
				USD
				1490748.84
				0.0896509081817
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2030-11-15
					Fixed
					0.875
					N
					N
					N
				
				
					N
					N
					
				
			
			
				OMAN GOV INTERNTL BOND
				549300SZ20F0QTKNQC75
				OMAN GOVERNMENT INTERNATIONAL BOND
				68205LAT0
				
					
					
				
				2310000.00
				PA
				USD
				2394924.84
				0.1440263987949
				Long
				DBT
				USGSE
				OM
				
				Y
				
				2
				
					2051-01-25
					Fixed
					7.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CEMEX SAB DE CV
				549300RIG2CXWN6IV731
				CEMEX SAB DE CV
				151290BZ5
				
					
					
				
				3648000.00
				PA
				USD
				3784125.12
				0.227570362343
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-07-11
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				COMM MORTGAGE TRUST
				N/A
				COMM 2020-CX MORTGAGE TRUST
				12656KAJ6
				
					
					
				
				705000.00
				OU
				Other Units
				USD
				714972.93
				0.0429971640962
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2046-11-01
					Variable
					2.683498
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3140X86F9
				
					
					
				
				10927716.14
				OU
				Other Units
				USD
				11607428.28
				0.6980495030646
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2049-02-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KINGDOM OF MOROCCO
				529900F3MBW9XY5K1X07
				MOROCCO GOVERNMENT INTERNATIONAL BOND
				617726AL8
				
					
					
				
				3842000.00
				PA
				USD
				3744797.40
				0.2252052652051
				Long
				DBT
				USGSE
				MA
				
				Y
				
				2
				
					2032-12-15
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROLEOS MEXICANOS
				549300CAZKPF4HKMPX17
				PETROLEOS MEXICANOS
				71654QDF6
				
					
					
				
				232000.00
				PA
				USD
				208498.40
				0.0125387123658
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2060-01-28
					Fixed
					6.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROLEOS MEXICANOS
				549300CAZKPF4HKMPX17
				PETROLEOS MEXICANOS
				71654QDE9
				
					
					
				
				712000.00
				PA
				USD
				700786.00
				0.0421439880785
				Long
				DBT
				CORP
				MX
				
				N
				
				2
				
					2031-01-28
					Fixed
					5.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLIANZ SE
				529900K9B0N5BT694847
				ALLIANZ SE
				018820AA8
				
					
					
				
				1600000.00
				PA
				USD
				1670160.00
				0.1004403671437
				Long
				DBT
				CORP
				DE
				
				Y
				
				2
				
					2170-04-30
					Variable
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ALLISON TRANSMISSION INC
				MWKQ3I0U1GXP2YDSZW75
				ALLISON TRANSMISSION INC
				019736AG2
				
					
					
				
				1363000.00
				PA
				USD
				1359831.03
				0.0817777505788
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-01-30
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SS8
				
					
					
				
				6345500.00
				PA
				USD
				5933538.21
				0.3568321336124
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2050-11-15
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CMS ENERGY CORP
				549300IA9XFBAGNIBW29
				CMS ENERGY CORP
				125896BV1
				
					
					
				
				1186000.00
				PA
				USD
				1214523.30
				0.0730392095108
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-12-01
					Variable
					3.75
					N
					N
					N
				
				
					N
					N
					
				
			
			
				HSBC HOLDINGS PLC
				MLU0ZO3ML4LN2LL2TL39
				HSBC HOLDINGS PLC
				404280CN7
				
					
					
				
				6823000.00
				PA
				USD
				7024278.50
				0.4224272593405
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2170-06-17
					Variable
					4.60
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SIMPAR EUROPE SA
				54930068BSUST41D5C30
				SIMPAR EUROPE SA
				82883PAA2
				
					
					
				
				3614000.00
				PA
				USD
				3695206.58
				0.2222229640078
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2031-01-26
					Fixed
					5.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PENSKE TRUCK LEASING/PTL
				N/A
				PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
				709599BL7
				
					
					
				
				5970000.00
				PA
				USD
				5959502.77
				0.3583935947533
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2025-11-15
					Fixed
					1.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TARGA RESOURCES PARTNERS
				N/A
				TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
				87612BBQ4
				
					
					
				
				4495000.00
				PA
				USD
				4960906.75
				0.2983398568616
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-03-01
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAUSCH HEALTH COS INC
				B3BS7ACMDUWISF18KY76
				BAUSCH HEALTH COS INC
				071734AM9
				
					
					
				
				121000.00
				PA
				USD
				114501.09
				0.0068858860935
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2029-02-15
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LAMAR MEDIA CORP
				N/A
				LAMAR MEDIA CORP
				513075BX8
				
					
					
				
				1889000.00
				PA
				USD
				1867984.88
				0.112337193542
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-01-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BROADCOM INC
				549300WV6GIDOZJTV909
				BROADCOM INC
				11135FBG5
				
					
					
				
				1103000.00
				PA
				USD
				1167392.18
				0.0702048301719
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2051-02-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BRITISH AIR 20-1 A PTT
				N/A
				BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST
				11044MAA4
				
					
					
				
				628835.64
				PA
				USD
				678003.92
				0.040773915463
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2032-11-15
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TECK RESOURCES LTD
				T8KI5SQ2JRWHL7XY0E11
				TECK RESOURCES LTD
				878742AE5
				
					
					
				
				3096000.00
				PA
				USD
				4053741.59
				0.2437846036341
				Long
				DBT
				CORP
				CA
				
				N
				
				2
				
					2035-10-01
					Fixed
					6.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KENBOURNE INVEST SA
				222100QGH6Y9KFYZ4B27
				KENBOURNE INVEST SA
				48855KAC4
				
					
					
				
				3072000.00
				PA
				USD
				3094364.16
				0.1860894000017
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2028-01-22
					Fixed
					4.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PETROLEOS DEL PERU SA
				549300ZMGDLC9JT2OR80
				PETROLEOS DEL PERU SA
				716564AB5
				
					
					
				
				5412000.00
				PA
				USD
				5594655.00
				0.3364523172886
				Long
				DBT
				CORP
				PE
				
				Y
				
				2
				
					2047-06-19
					Fixed
					5.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SRM ESCROW ISSUER LLC
				N/A
				SRM ESCROW ISSUER LLC
				85236FAA1
				
					
					
				
				1552000.00
				PA
				USD
				1658870.72
				0.0997614504962
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-11-01
					Fixed
					6.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BCC FUNDING CORP
				N/A
				BCC FUNDING XVII LLC
				05493CAB2
				
					
					
				
				1236000.00
				OU
				Other Units
				USD
				1240664.66
				0.0746113030803
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2025-08-20
					Fixed
					0.91
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INSTAR LEASING III, LLC
				N/A
				INSTAR LEASING III LLC
				45783NAA5
				
					
					
				
				1643578.71
				OU
				Other Units
				USD
				1670336.17
				0.1004509616853
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2054-02-15
					Fixed
					2.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HILLENBRAND INC
				U246OE781574J2BUD366
				HILLENBRAND INC
				431571AE8
				
					
					
				
				3411000.00
				PA
				USD
				3475502.01
				0.2090103330778
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-01
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LSEGA FINANCING PLC
				2138009YFYTGEHZNNZ09
				LSEGA FINANCING PLC
				50220PAB9
				
					
					
				
				3953000.00
				PA
				USD
				3987975.35
				0.239829542268
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2026-04-06
					Fixed
					1.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF GHANA
				213800PP4399SNNXZ126
				GHANA GOVERNMENT INTERNATIONAL BOND
				37443GAM3
				
					
					
				
				2293000.00
				PA
				USD
				2322366.45
				0.1396628699528
				Long
				DBT
				USGSE
				GH
				
				Y
				
				2
				
					2034-04-07
					Fixed
					8.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MASCO CORP
				5GCSNMQXHEYA1JO8QN11
				MASCO CORP
				574599BS4
				
					
					
				
				3305000.00
				PA
				USD
				3278016.36
				0.1971339073512
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-02-15
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MURPHY OIL USA INC
				N32S6DTR2ZZ5222WHV58
				MURPHY OIL USA INC
				626738AF5
				
					
					
				
				643000.00
				PA
				USD
				642263.77
				0.0386245682221
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-02-15
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DIAMONDBACK ENERGY INC
				549300R22LSX6OHWEN64
				DIAMONDBACK ENERGY INC
				25278XAS8
				
					
					
				
				2485000.00
				PA
				USD
				2485380.06
				0.1494662102542
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2023-03-24
					Fixed
					0.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DAIMLER FINANCE NA LLC
				549300423Z16BB673J12
				DAIMLER FINANCE NORTH AMERICA LLC
				233851EB6
				
					
					
				
				11770000.00
				PA
				USD
				11808314.17
				0.7101304130047
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2024-03-01
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC POOL
				3132D56Z0
				
					
					
				
				14081180.85
				OU
				Other Units
				USD
				14361248.64
				0.8636592218978
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2036-02-01
					Fixed
					1.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CBS9
				
					
					
				
				4091100.00
				PA
				USD
				4167808.13
				0.2506443566856
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2028-03-31
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BROADCOM INC
				549300WV6GIDOZJTV909
				BROADCOM INC
				11135FBL4
				
					
					
				
				5975000.00
				PA
				USD
				6369148.22
				0.3830289227439
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2034-04-15
					Fixed
					3.469
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PARKLAND CORP/CANADA
				549300Q72GWZCL8MQC95
				PARKLAND CORP/CANADA
				70137WAG3
				
					
					
				
				4311000.00
				PA
				USD
				4440330.00
				0.2670333234178
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2029-10-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMEREN CORP
				XRZQ5S7HYJFPHJ78L959
				AMEREN CORP
				023608AK8
				
					
					
				
				3952000.00
				PA
				USD
				3966263.08
				0.2385238060689
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-03-15
					Fixed
					1.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VGB4
				
					
					
				
				4435000.00
				PA
				USD
				4840726.04
				0.2911124088111
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2051-03-22
					Fixed
					3.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ARAB REPUBLIC OF EGYPT
				529900GFIVH4086NMH82
				EGYPT GOVERNMENT INTERNATIONAL BOND
				03846JAB6
				
					
					
				
				2610000.00
				PA
				USD
				2519302.50
				0.1515062437408
				Long
				DBT
				USGSE
				EG
				
				Y
				
				2
				
					2031-02-16
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LSEGA FINANCING PLC
				2138009YFYTGEHZNNZ09
				LSEGA FINANCING PLC
				50220PAD5
				
					
					
				
				1701000.00
				PA
				USD
				1770977.69
				0.1065033585926
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2031-04-06
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TEXTAINER MARINE CONTAINERS LI
				549300X48KLHDDGPK024
				TEXTAINER MARINE CONTAINERS VII LTD
				88315LAL2
				
					
					
				
				6742766.48
				OU
				Other Units
				USD
				6746767.64
				0.4057382638761
				Long
				ABS-MBS
				CORP
				BM
				
				Y
				
				2
				
					2046-02-20
					Fixed
					1.68
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ORGANON & CO/ORG
				N/A
				ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
				68622TAA9
				
					
					
				
				400000.00
				PA
				USD
				410686.00
				0.0246979047641
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-04-30
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN AIRLINES/AADVAN
				N/A
				AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
				00253XAA9
				
					
					
				
				2406000.00
				PA
				USD
				2520285.00
				0.1515653294935
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-04-20
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC REMICS
				3137FVPE6
				
					
					
				
				11279159.33
				OU
				Other Units
				USD
				11374086.99
				0.6840167847397
				Long
				ABS-CBDO
				USGA
				US
				
				N
				
				2
				
					2047-08-01
					Fixed
					1.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ORGANON & CO/ORG
				N/A
				ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
				68622TAB7
				
					
					
				
				200000.00
				PA
				USD
				206250.00
				0.0124034977028
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-04-30
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					
				
			
			
				ALPEK SA DE CV
				549300PWKJTP62D4IQ66
				ALPEK SAB DE CV
				020564AE0
				
					
					
				
				2369000.00
				PA
				USD
				2410161.38
				0.144942696438
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-02-25
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN AIRLINES GROUP INC
				IWUQB36BXD6OWD6X4T14
				AMERICAN AIRLINES GROUP INC
				02376RAC6
				
					
					
				
				1730000.00
				PA
				USD
				1727837.50
				0.1039089864832
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2022-06-01
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HIDROVIAS INT FIN SARL
				222100RBWNBUZOTA9381
				HIDROVIAS INTERNATIONAL FINANCE SARL
				42953LAB8
				
					
					
				
				1013000.00
				PA
				USD
				1030616.07
				0.0619793651237
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2031-02-08
					Fixed
					4.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PMT ISSUER TRUST FR 1/64 5/16
				N/A
				PMT ISSUER TRUST - FMSR
				69346MAD1
				
					
					
				
				3714000.00
				OU
				Other Units
				USD
				3760946.45
				0.2261764395304
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2026-03-25
					Variable
					3.08925
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMC NETWORKS INC
				549300VGG9K75226LR46
				AMC NETWORKS INC
				00164VAF0
				
					
					
				
				6494000.00
				PA
				USD
				6502344.79
				0.3910391208046
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-02-15
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ENDO LUX FIN CO I SARL
				N/A
				ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC
				29280BAA3
				
					
					
				
				1826000.00
				PA
				USD
				1817317.37
				0.1092901421777
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2029-04-01
					Fixed
					6.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				T-MOBILE USA INC
				549300V2JRLO5DIFGE82
				T-MOBILE USA INC
				87264ABV6
				
					
					
				
				7306000.00
				PA
				USD
				7617381.72
				0.458095402016
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2029-04-15
					Fixed
					3.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CLEVELAND-CLIFFS INC
				549300TM2WLI2BJMDD86
				CLEVELAND-CLIFFS INC
				185899AK7
				
					
					
				
				2216000.00
				PA
				USD
				2354732.68
				0.1416093158168
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-03-01
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					
				
			
			
				DOMINOS PIZZA MASTER ISSUER LL
				N/A
				DOMINO'S PIZZA MASTER ISSUER LLC
				25755TAN0
				
					
					
				
				3515190.00
				OU
				Other Units
				USD
				3682018.81
				0.2214298756446
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-04-25
					Fixed
					2.662
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INTERNATIONAL GAME TECHNOLOGY PLC
				549300UQ6KHRCZDRGZ76
				INTERNATIONAL GAME TECHNOLOGY PLC
				460599AF0
				
					
					
				
				1550000.00
				PA
				USD
				1616719.75
				0.097226568268
				Long
				DBT
				CORP
				GB
				
				Y
				
				2
				
					2026-04-15
					Fixed
					4.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REALOGY GROUP/CO-ISSUER
				N/A
				REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
				75606DAL5
				
					
					
				
				1963000.00
				PA
				USD
				2061199.08
				0.1239567420795
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-01-15
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				STERIS PLC
				N/A
				STERIS IRISH FINCO UNLTD CO
				85917PAA5
				
					
					
				
				1724000.00
				PA
				USD
				1792161.10
				0.1077772901188
				Long
				DBT
				CORP
				IE
				
				N
				
				2
				
					2031-03-15
					Fixed
					2.70
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LIONS GATE CAPITAL HOLD
				549300MWJHNLR35C0837
				LIONS GATE CAPITAL HOLDINGS LLC
				53627NAE1
				
					
					
				
				2511000.00
				PA
				USD
				2573862.89
				0.154787405787
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-04-15
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IVY HILL MIDDLE MARKET CREDIT
				N/A
				IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD
				46603PAA6
				
					
					
				
				7850000.00
				OU
				Other Units
				USD
				7859561.30
				0.4726596389334
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2033-04-22
					Variable
					1.68375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AVIS BUDGET CAR/FINANCE
				N/A
				AVIS BUDGET CAR RENTAL LLC / AVIS BUDGET FINANCE INC
				053773BF3
				
					
					
				
				3548000.00
				PA
				USD
				3694603.36
				0.2221866874605
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-03-01
					Fixed
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WELLS FARGO & CO
				PBLD0EJDB5FWOLXP3B76
				WELLS FARGO & CO
				949746TD3
				
					
					
				
				6274000.00
				PA
				USD
				6517211.61
				0.3919331841632
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2170-03-15
					Variable
					3.90
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ARDAGH METAL PACKAGING
				N/A
				ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
				03969YAB4
				
					
					
				
				797000.00
				PA
				USD
				799988.75
				0.04810985999
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-09-01
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SUPERIOR PLUS/GEN PRTNR
				N/A
				SUPERIOR PLUS LP / SUPERIOR GENERAL PARTNER INC
				86828LAC6
				
					
					
				
				665000.00
				PA
				USD
				685046.43
				0.0411974391314
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2029-03-15
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EDISON INTERNATIONAL
				549300I7ROF15MAEVP56
				EDISON INTERNATIONAL
				281020AS6
				
					
					
				
				4365000.00
				PA
				USD
				4433203.13
				0.2666047264933
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2169-09-15
					Variable
					5.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF PERU
				254900STKLK2DBJJZ530
				PERUVIAN GOVERNMENT INTERNATIONAL BOND
				715638DF6
				
					
					
				
				3733000.00
				PA
				USD
				3756853.87
				0.2259303192558
				Long
				DBT
				USGSE
				PE
				
				N
				
				2
				
					2031-01-23
					Fixed
					2.783
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				31418DYC0
				
					
					
				
				7361169.38
				OU
				Other Units
				USD
				7675857.24
				0.4616120128184
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2051-04-01
					Fixed
					2.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CROWN CASTLE INTL CORP
				54930012H97VSM0I2R19
				CROWN CASTLE INTERNATIONAL CORP
				22822VAV3
				
					
					
				
				15830000.00
				PA
				USD
				15633258.74
				0.9401555823989
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-07-15
					Fixed
					1.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CBT7
				
					
					
				
				1400000.00
				PA
				USD
				1406507.82
				0.0845848073426
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2026-03-31
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CBL4
				
					
					
				
				17437100.00
				PA
				USD
				17288612.28
				1.0397055161241
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2031-02-15
					Fixed
					1.125
					N
					N
					N
				
				
					N
					N
					
				
			
			
				TRINSEO OP / TRINSEO FIN
				N/A
				TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC
				89668QAF5
				
					
					
				
				690000.00
				PA
				USD
				703617.15
				0.0423142482604
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2029-04-01
					Fixed
					5.125
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NAVIENT STUDENT LOAN TRUST
				N/A
				NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A
				63942BAA2
				
					
					
				
				1238157.61
				OU
				Other Units
				USD
				1238578.96
				0.0744858728977
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2069-05-15
					Fixed
					0.84
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MACY'S RETAIL HLDGS LLC
				549300JMONK27O4SQQ19
				MACY'S RETAIL HOLDINGS LLC
				55617LAP7
				
					
					
				
				529000.00
				PA
				USD
				558716.58
				0.03360019305
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-04-01
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VERIZON COMMUNICATIONS
				2S72QS2UO2OESLG6Y829
				VERIZON COMMUNICATIONS INC
				92343VGJ7
				
					
					
				
				3008000.00
				PA
				USD
				3129982.61
				0.1882314284272
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-21
					Fixed
					2.55
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMERICAN AIRLINES/AADVAN
				N/A
				AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
				00253XAB7
				
					
					
				
				1105000.00
				PA
				USD
				1193322.65
				0.0717642412026
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-04-20
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ANTARES CLO
				N/A
				ANTARES CLO 2017-1 LTD
				03665JAK4
				
					
					
				
				275000.00
				OU
				Other Units
				USD
				275371.80
				0.016560356309
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2033-04-20
					Variable
					2.19268
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CIGNA CORP
				549300VIWYMSIGT1U456
				CIGNA CORP
				125523CM0
				
					
					
				
				7046000.00
				PA
				USD
				7295985.03
				0.4387671930167
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-03-15
					Fixed
					2.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ATENTO LUXCO 1 SA
				549300MLFF3HYCZQTC48
				ATENTO LUXCO 1 SA
				04684LAC2
				
					
					
				
				1444000.00
				PA
				USD
				1597899.89
				0.0960947763152
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2026-02-10
					Fixed
					8.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KRAFT HEINZ FOODS CO
				5493003STKEZ2S0RNU91
				KRAFT HEINZ FOODS CO
				50077LBJ4
				
					
					
				
				1351000.00
				PA
				USD
				1812790.25
				0.1090178894624
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2050-06-01
					Fixed
					5.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FRESH MARKET INC
				529900QM5ZSBEBR6CS58
				FRESH MARKET INC/THE
				35804HAA4
				
					
					
				
				3742000.00
				PA
				USD
				3868760.25
				0.2326601642365
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2023-05-01
					Fixed
					9.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TIF FUNDING II LLC
				N/A
				TIF FUNDING II LLC
				872480AE8
				
					
					
				
				3559508.75
				OU
				Other Units
				USD
				3554523.30
				0.2137625289033
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2046-02-20
					Fixed
					1.65
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NAVIENT STUDENT LOAN TRUST
				N/A
				NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A
				63942BAB0
				
					
					
				
				766000.00
				OU
				Other Units
				USD
				782446.33
				0.0470548909418
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2069-05-15
					Fixed
					2.24
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED AIRLINES INC
				K1OQBWM7XEOO08LDNP29
				UNITED AIRLINES INC
				90932LAH0
				
					
					
				
				511000.00
				PA
				USD
				526330.00
				0.0316525233742
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-04-15
					Fixed
					4.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				EXETER AUTOMOBILE RECEIVABLES
				N/A
				EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2
				30166RAB3
				
					
					
				
				1702201.00
				OU
				Other Units
				USD
				1702389.26
				0.1023785758825
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2023-06-15
					Fixed
					0.30
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITED AIRLINES INC
				K1OQBWM7XEOO08LDNP29
				UNITED AIRLINES INC
				90932LAG2
				
					
					
				
				424000.00
				PA
				USD
				436775.12
				0.0262668567155
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-04-15
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LIGHT SERVICOS ENERGIA
				N/A
				LIGHT SERVICOS DE ELETRICIDADE SA/LIGHT ENERGIA SA
				53227QAB4
				
					
					
				
				4082000.00
				PA
				USD
				4150577.60
				0.2496081441315
				Long
				DBT
				CORP
				BR
				
				Y
				
				2
				
					2026-06-18
					Fixed
					4.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BOEING CO/THE
				RVHJWBXLJ1RFUBSY1F30
				BOEING CO/THE
				097023DG7
				
					
					
				
				7987000.00
				PA
				USD
				8061055.30
				0.4847771194965
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-02-04
					Fixed
					2.196
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CREDIT SUISSE GROUP AG
				549300506SI9CRFV9Z86
				CREDIT SUISSE GROUP AG
				225401AU2
				
					
					
				
				722000.00
				PA
				USD
				755283.37
				0.0454213602172
				Long
				DBT
				CORP
				CH
				
				Y
				
				2
				
					2032-05-14
					Variable
					3.091
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LADDER CAP FIN LLLP/CORP
				N/A
				LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
				505742AP1
				
					
					
				
				1347000.00
				PA
				USD
				1343632.50
				0.0808036006169
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-06-15
					Fixed
					4.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				GOODYEAR TIRE & RUBBER CO/THE
				5493002BI0S2ZQUY3437
				GOODYEAR TIRE & RUBBER CO/THE
				382550BL4
				
					
					
				
				2289000.00
				PA
				USD
				2411198.27
				0.1450050531058
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-07-15
					Fixed
					5.00
					N
					N
					N
				
				
					N
					N
					
				
			
			
				BALTIMORE GAS & ELECTRIC
				88V8C2WYSOD1SPSSLH72
				BALTIMORE GAS AND ELECTRIC CO
				059165EN6
				
					
					
				
				5026000.00
				PA
				USD
				5177295.67
				0.311353090666
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-06-15
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SU3
				
					
					
				
				49417600.00
				PA
				USD
				49081714.50
				2.9516845238939
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2051-02-15
					Fixed
					1.875
					N
					N
					N
				
				
					N
					N
					
				
			
			
				REPUBLIC OF PHILIPPINES
				529900RAHBALMYIJ3T08
				PHILIPPINE GOVERNMENT INTERNATIONAL BOND
				718286CP0
				
					
					
				
				2121000.00
				PA
				USD
				2175341.78
				0.1308210752541
				Long
				DBT
				USGSE
				PH
				
				N
				
				2
				
					2046-07-06
					Fixed
					3.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CCE9
				
					
					
				
				12575000.00
				PA
				USD
				12800957.03
				0.7698261387442
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2028-05-31
					Fixed
					1.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SW9
				
					
					
				
				2555000.00
				PA
				USD
				2584542.19
				0.1554296393532
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2041-02-15
					Fixed
					1.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CCB5
				
					
					
				
				32302800.00
				PA
				USD
				33491442.26
				2.0141140709689
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2031-05-15
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELL INT LLC / EMC CORP
				N/A
				DELL INTERNATIONAL LLC / EMC CORP
				24703TAC0
				
					
					
				
				1233000.00
				PA
				USD
				1452293.35
				0.0873382653604
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2025-07-15
					Fixed
					5.85
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SIRIUS XM RADIO INC
				WP5O65E6BMU84LNO4227
				SIRIUS XM RADIO INC
				82967NBJ6
				
					
					
				
				2276000.00
				PA
				USD
				2350937.30
				0.1413810686066
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-07-15
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				AMAZON.COM INC
				ZXTILKJKG63JELOEG630
				AMAZON.COM INC
				023135BZ8
				
					
					
				
				15649000.00
				PA
				USD
				16184992.02
				0.9733358125617
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-05-12
					Fixed
					2.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELL INT LLC / EMC CORP
				N/A
				DELL INTERNATIONAL LLC / EMC CORP
				24703TAD8
				
					
					
				
				1265000.00
				PA
				USD
				1523536.10
				0.0916226740197
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-06-15
					Fixed
					6.02
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NGPL PIPECO LLC
				549300K3NT1HSQFEM073
				NGPL PIPECO LLC
				62928CAA0
				
					
					
				
				2644000.00
				PA
				USD
				2760856.44
				0.1660328558131
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-07-15
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				PUGET ENERGY INC
				SYBSJ96YIDMIUY7WDR33
				PUGET ENERGY INC
				745310AL6
				
					
					
				
				1709000.00
				PA
				USD
				1747764.00
				0.1051073297412
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-06-15
					Fixed
					2.379
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SA GLOBAL SUKUK LTD
				5493007DFAVKU7UOGR47
				SA GLOBAL SUKUK LTD
				78397PAD3
				
					
					
				
				3218000.00
				PA
				USD
				3304580.29
				0.1987314135075
				Long
				DBT
				CORP
				KY
				
				Y
				
				2
				
					2031-06-17
					Fixed
					2.694
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				QATAR PETROLEUM
				254900QTESJKJ3P87J26
				QATAR PETROLEUM
				74730DAC7
				
					
					
				
				3062000.00
				PA
				USD
				3102957.31
				0.1866061763231
				Long
				DBT
				CORP
				QA
				
				Y
				
				2
				
					2031-07-12
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				RENEWABLE ENERGY GROUP INC
				549300HPU3BD8ZI0X358
				RENEWABLE ENERGY GROUP INC
				75972AAD5
				
					
					
				
				217000.00
				PA
				USD
				226594.66
				0.0136269883383
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2028-06-01
					Fixed
					5.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JBS USA/FOOD/FINANCE
				N/A
				JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE INC
				46590XAC0
				
					
					
				
				368000.00
				PA
				USD
				378876.24
				0.0227849239879
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2031-12-01
					Fixed
					3.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				LUNDIN ENERGY FI
				549300JSNI1KL271GM17
				LUNDIN ENERGY FINANCE BV
				55037AAB4
				
					
					
				
				2948000.00
				PA
				USD
				3018041.92
				0.1814995201059
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2031-07-15
					Fixed
					3.10
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WILLIS ENGINE SECURITIZATION T
				N/A
				WILLIS ENGINE STRUCTURED TRUST VI
				97064GAA1
				
					
					
				
				4569204.87
				OU
				Other Units
				USD
				4664967.18
				0.2805425924898
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2046-05-15
					Fixed
					3.104
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UNITEDHEALTH GROUP INC
				549300GHBMY8T5GXDE41
				UNITEDHEALTH GROUP INC
				91324PEE8
				
					
					
				
				2964000.00
				PA
				USD
				3181973.36
				0.1913580570245
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2041-05-15
					Fixed
					3.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DELL INT LLC / EMC CORP
				N/A
				DELL INTERNATIONAL LLC / EMC CORP
				24703TAK2
				
					
					
				
				2224000.00
				PA
				USD
				3652650.90
				0.2196637432605
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2046-07-15
					Fixed
					8.35
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912810SX7
				
					
					
				
				1478100.00
				PA
				USD
				1640113.62
				0.098633432815
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2051-05-15
					Fixed
					2.375
					N
					N
					N
				
				
					N
					N
					
				
			
			
				STONECO LTD
				549300O1A9LEF0XZCR35
				STONECO LTD
				861787AA7
				
					
					
				
				3356000.00
				PA
				USD
				3336216.38
				0.2006339500876
				Long
				DBT
				CORP
				KY
				
				Y
				
				2
				
					2028-06-16
					Fixed
					3.95
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IVY HILL MIDDLE MARKET CREDIT
				5493003XZKSFJKWICW70
				IVY HILL MIDDLE MARKET CREDIT FUND XII LTD
				46600CAQ3
				
					
					
				
				340000.00
				OU
				Other Units
				USD
				339996.94
				0.0204467940085
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2033-07-20
					Variable
					2.04157
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BENCHMARK MORTGAGE TRUST
				N/A
				BENCHMARK 2021-B27 MORTGAGE TRUST
				08163HAE8
				
					
					
				
				12119000.00
				OU
				Other Units
				USD
				12678230.04
				0.7624455620725
				Long
				ABS-MBS
				CORP
				US
				
				N
				
				2
				
					2054-07-01
					Fixed
					2.39
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				TRITON INTERNATIONAL LTD
				549300O4LZFLCX53XZ54
				TRITON CONTAINER INTERNATIONAL LTD
				89680YAC9
				
					
					
				
				4847000.00
				PA
				USD
				4958014.96
				0.298165949901
				Long
				DBT
				CORP
				BM
				
				Y
				
				2
				
					2031-06-15
					Fixed
					3.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SLAM 2021-1 LLC
				N/A
				SLAM 2021-1 LTD
				78449AAA0
				
					
					
				
				9219806.40
				OU
				Other Units
				USD
				9333831.43
				0.5613195476406
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2046-06-15
					Fixed
					2.434
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IPALCO ENTERPRISES INC
				5493000YFVK2DZX0JV43
				IPALCO ENTERPRISES INC
				462613AP5
				
					
					
				
				1814000.00
				PA
				USD
				2069234.37
				0.124439969721
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-05-01
					Fixed
					4.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAUSCH HEALTH COS INC
				B3BS7ACMDUWISF18KY76
				BAUSCH HEALTH COS INC
				071734AL1
				
					
					
				
				2432000.00
				PA
				USD
				2283149.44
				0.1373044307118
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2031-02-15
					Fixed
					5.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				UPC BROADBAND FINCO BV
				213800MNFBDEQRS6HZ22
				UPC BROADBAND FINCO BV
				90320BAA7
				
					
					
				
				4750000.00
				PA
				USD
				4851650.00
				0.2917693557821
				Long
				DBT
				CORP
				NL
				
				Y
				
				2
				
					2031-07-15
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ASTRAZENECA FINANCE LLC
				549300C3HATU4Q460S18
				ASTRAZENECA FINANCE LLC
				04636NAE3
				
					
					
				
				3277000.00
				PA
				USD
				3337399.08
				0.200705075502
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2028-05-28
					Fixed
					1.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BIMBO BAKERIES USA INC
				549300HOXXHHT7926W92
				BIMBO BAKERIES USA INC
				09031WAA1
				
					
					
				
				2595000.00
				PA
				USD
				2895639.91
				0.1741384871369
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2051-05-17
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MASONITE INTERNATIONAL CORP
				549300H0H07ZFT4JYM32
				MASONITE INTERNATIONAL CORP
				575385AE9
				
					
					
				
				368000.00
				PA
				USD
				371359.84
				0.0223329014418
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2030-02-15
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				INTERNATIONAL FLAVORS & FRAGRANCES INC
				BZLRL03D3GPGMOGFO832
				INTERNATIONAL FLAVORS & FRAGRANCES INC
				459506AP6
				
					
					
				
				1245000.00
				PA
				USD
				1260969.02
				0.0758323701476
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2027-10-15
					Fixed
					1.832
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HP INC
				WHKXQACZ14C5XRO8LW03
				HP INC
				40434LAD7
				
					
					
				
				11797000.00
				PA
				USD
				11799959.16
				0.7096279579873
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2026-06-17
					Fixed
					1.45
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912828YG9
				
					
					
				
				3134100.00
				PA
				USD
				3277950.30
				0.1971299346236
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2026-09-30
					Fixed
					1.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ROYALTY PHARMA PLC
				549300FGFN7VOK8BZR03
				ROYALTY PHARMA PLC
				78081BAN3
				
					
					
				
				2258000.00
				PA
				USD
				2226833.91
				0.1339177177567
				Long
				DBT
				CORP
				GB
				
				N
				
				2
				
					2031-09-02
					Fixed
					2.15
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				ORBIA ADVANCE CORP SAB DE CV
				549300MVHZ20SBIOEQ79
				ORBIA ADVANCE CORP SAB DE CV
				68560EAB4
				
					
					
				
				3896000.00
				PA
				USD
				3971972.00
				0.2388671300742
				Long
				DBT
				CORP
				MX
				
				Y
				
				2
				
					2031-05-11
					Fixed
					2.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				NEW RESIDENTIAL MORTGAGE LOAN
				N/A
				NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R
				64831EAA8
				
					
					
				
				3446649.32
				OU
				Other Units
				USD
				3455914.60
				0.2078323820721
				Long
				ABS-CBDO
				CORP
				US
				
				Y
				
				2
				
					2058-09-01
					Variable
					0.94054
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAUSCH HEALTH COS INC
				B3BS7ACMDUWISF18KY76
				BAUSCH HEALTH COS INC
				071734AN7
				
					
					
				
				551000.00
				PA
				USD
				569232.53
				0.034232603046
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2028-06-01
					Fixed
					4.875
					N
					N
					N
				
				
					N
					N
					
				
			
			
				VMWARE INC
				549300BUDHS3LRWBE814
				VMWARE INC
				928563AL9
				
					
					
				
				3657000.00
				PA
				USD
				3655798.16
				0.2198530137196
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-08-15
					Fixed
					2.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				HCRX INVESTMENTS HOLDCO
				N/A
				HCRX INVESTMENTS HOLDCO LP
				40390FAA8
				
					
					
				
				572000.00
				PA
				USD
				584155.00
				0.0351300130938
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2029-08-01
					Fixed
					4.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BAUSCH HEALTH COS INC
				B3BS7ACMDUWISF18KY76
				BAUSCH HEALTH COS INC
				071734AC1
				
					
					
				
				2451000.00
				PA
				USD
				2587753.55
				0.155622764669
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2027-08-15
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				91282CCF6
				
					
					
				
				1985000.00
				PA
				USD
				1991978.51
				0.1197939436263
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2026-05-31
					Fixed
					0.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				BLACKBIRD CAPITAL AIRCRAFT
				N/A
				BLACKBIRD CAPITAL AIRCRAFT
				09229CAA7
				
					
					
				
				5263000.00
				OU
				Other Units
				USD
				5337171.46
				0.3209677282127
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2046-07-15
					Fixed
					2.443
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KB HOME
				549300LGUCWQURMWLG09
				KB HOME
				48666KAZ2
				
					
					
				
				4497000.00
				PA
				USD
				4682546.22
				0.2815997637978
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2031-06-15
					Fixed
					4.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JBS FINANCE LUXEMBOURG
				N/A
				JBS FINANCE LUXEMBOURG SARL
				46592QAA7
				
					
					
				
				1477000.00
				PA
				USD
				1488816.00
				0.0895346707199
				Long
				DBT
				CORP
				LU
				
				Y
				
				2
				
					2032-01-15
					Fixed
					3.625
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				REPUBLIC OF COLOMBIA
				549300MHDRBVRF6B9117
				COLOMBIA GOVERNMENT INTERNATIONAL BOND
				195325DZ5
				
					
					
				
				1166000.00
				PA
				USD
				1142924.86
				0.0687334103056
				Long
				DBT
				USGSE
				CO
				
				N
				
				2
				
					2032-04-22
					Fixed
					3.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SA GLOBAL SUKUK LTD
				5493007DFAVKU7UOGR47
				SA GLOBAL SUKUK LTD
				78397PAB7
				
					
					
				
				3029000.00
				PA
				USD
				3033813.08
				0.1824479688178
				Long
				DBT
				CORP
				KY
				
				Y
				
				2
				
					2026-06-17
					Fixed
					1.602
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CITIGROUP COMMERCIAL MORTGAGE
				N/A
				CGMS COMMERCIAL MORTGAGE TRUST 2017-MDDR
				125333AS3
				
					
					
				
				10154.72
				OU
				Other Units
				USD
				10110.06
				0.0006080005138
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2030-07-15
					Variable
					1.193
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				JERSEY CENTRAL PWR & LT
				549300W9UGH9ZPLNPF79
				JERSEY CENTRAL POWER & LIGHT CO
				476556DD4
				
					
					
				
				1810000.00
				PA
				USD
				1896145.72
				0.1140307349445
				Long
				DBT
				CORP
				US
				
				Y
				
				2
				
					2032-03-01
					Fixed
					2.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				MORGAN STANLEY BAML TRUST
				N/A
				MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CKSV
				553514AL4
				
					
					
				
				540000.00
				OU
				Other Units
				USD
				432913.73
				0.0260346397846
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2030-10-01
					Variable
					4.282561
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				00891BK48
				N/A
				AIR CANADA 144A 3.875% 15/08/2026
				00891BK48
				
					
					
				
				392000.00
				PA
				USD
				392000.00
				0.0235741629067
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2026-07-28
					Fixed
					3.875
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SOCIAL PROFESSIONAL LOAN PROGR
				N/A
				SOFI PROFESSIONAL LOAN PROGRAM 2017-C LLC
				83405DAD0
				
					
					
				
				2201000.00
				OU
				Other Units
				USD
				2284286.72
				0.1373728246506
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2040-07-25
					Variable
					3.56
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				SMB PRIVATE EDUCATION LOAN TRU
				5493000RGRVHYZAIY180
				SMB PRIVATE EDUCATION LOAN TRUST 2017-A
				78448WAB1
				
					
					
				
				157632.70
				OU
				Other Units
				USD
				162553.80
				0.0097756881691
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2034-09-15
					Fixed
					2.88
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VCP CLO II LTD
				N/A
				VCP CLO II LTD
				91824DAA2
				
					
					
				
				12500000.00
				OU
				Other Units
				USD
				12485637.50
				0.7508633990301
				Long
				ABS-CBDO
				CORP
				KY
				
				Y
				
				2
				
					2031-04-15
					Variable
					1.79613
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				KINDER MORGAN INC
				549300WR7IX8XE0TBO16
				KINDER MORGAN INC
				28368EAA4
				
					
					
				
				238000.00
				PA
				USD
				334747.98
				0.0201311311562
				Long
				DBT
				CORP
				US
				
				N
				
				2
				
					2030-10-15
					Fixed
					8.05
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				VSE VOI MORTGAGE LLC
				N/A
				VSE 2016-A VOI MORTGAGE LLC
				918290AA5
				
					
					
				
				56562.43
				OU
				Other Units
				USD
				56608.05
				0.0034043045727
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2033-07-01
					Fixed
					2.54
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FANNIE MAE
				B1V7KEBTPIMZEU4LTD58
				FANNIE MAE POOL
				3138WF6M3
				
					
					
				
				3705720.72
				OU
				Other Units
				USD
				3927248.00
				0.2361775105287
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2030-12-01
					Fixed
					3.00
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				FREDDIE MAC
				S6XOOCT0IEG5ABCC6L87
				FREDDIE MAC GOLD POOL
				3132XCRV9
				
					
					
				
				5432189.73
				OU
				Other Units
				USD
				5952832.96
				0.3579924845811
				Long
				ABS-MBS
				USGA
				US
				
				N
				
				2
				
					2046-08-01
					Fixed
					3.50
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY FRN
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY FLOATING RATE NOTE
				91282CAA9
				
					
					
				
				20465000.00
				PA
				USD
				20475430.40
				1.2313549281524
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2022-07-31
					Variable
					0.105006
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				US TREASURY N/B
				254900HROIFWPRGM1V77
				UNITED STATES TREASURY NOTE/BOND
				912828D56
				
					
					
				
				659800.00
				PA
				USD
				700161.21
				0.0421064143508
				Long
				DBT
				UST
				US
				
				N
				
				2
				
					2024-08-15
					Fixed
					2.375
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				IAMGOLD CORP
				254900E7II30XAB9LA72
				IAMGOLD CORP
				450913AF5
				
					
					
				
				2809000.00
				PA
				USD
				2895559.34
				0.1741336418045
				Long
				DBT
				CORP
				CA
				
				Y
				
				2
				
					2028-10-15
					Fixed
					5.75
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				CELULOSA ARAUCO CONSTITU
				549300QEKV8G0AMNQD28
				CELULOSA ARAUCO Y CONSTITUCION SA
				151191BJ1
				
					
					
				
				1420000.00
				PA
				USD
				1550654.20
				0.093253506946
				Long
				DBT
				CORP
				CL
				
				Y
				
				2
				
					2030-01-29
					Fixed
					4.20
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				USQ RAIL I LLC
				25490077I8NB6ADB4I38
				ITE RAIL FUND LEVERED LP
				90352WAD6
				
					
					
				
				1327231.11
				OU
				Other Units
				USD
				1350740.75
				0.0812310777686
				Long
				ABS-MBS
				CORP
				US
				
				Y
				
				2
				
					2051-02-28
					Fixed
					2.25
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				DREYFUS INSTITUTIONAL PREFERRE
				549300RBWL04JG8SIX57
				Dreyfus Institutional Preferred Government Plus Money Market Fund
				N/A
				
					
					
				
				24782395.92
				OU
				Other Units
				USD
				24782395.92
				1.4903679557093
				Long
				STIV
				RF
				US
				
				N
				
				1
				
					2099-12-01
					Variable
					0.05358
					N
					N
					N
				
				
					N
					N
					N
				
			
			
				WNU1 COMDTY
				N/A
				US ULTRA BOND CBT SEP21
				N/A
				
					
					
				
				-553.00
				NC
				USD
				-110340781.25
				-6.6356927358352
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								WNU1 COMDTY_REF
								US ULTRA BOND CBT SEP21
								
									
									
									
								
							
						
						2021-09-21
						-110340781.25
						USD
						-8521934.65
					
				
				
					N
					N
					N
				
			
			
				UXYU1 COMDTY
				N/A
				US 10YR ULTRA FUT SEP21
				N/A
				
					
					
				
				-1010.00
				NC
				USD
				-151752500.00
				-9.1261177461967
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								UXYU1 COMDTY_REF
								US 10YR ULTRA FUT SEP21
								
									
									
									
								
							
						
						2021-09-21
						-151752500.00
						USD
						-5049687.04
					
				
				
					N
					N
					N
				
			
			
				FVU1 COMDTY
				N/A
				US 5YR NOTE (CBT) SEP21
				N/A
				
					
					
				
				-60.00
				NC
				USD
				-7466718.60
				-0.4490347975902
				Short
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Short
						
							
								FVU1 COMDTY_REF
								US 5YR NOTE (CBT) SEP21
								
									
									
									
								
							
						
						2021-09-30
						-7466718.60
						USD
						-60097.20
					
				
				
					N
					N
					N
				
			
			
				USU1 COMDTY
				N/A
				US LONG BOND(CBT) SEP21
				N/A
				
					
					
				
				163.00
				NC
				USD
				26849156.25
				1.6146591411906
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								USU1 COMDTY_REF
								US LONG BOND(CBT) SEP21
								
									
									
									
								
							
						
						2021-09-21
						26849156.25
						USD
						1114351.14
					
				
				
					N
					N
					N
				
			
			
				TYU1 COMDTY
				N/A
				US 10YR NOTE (CBT)SEP21
				N/A
				
					
					
				
				16.00
				NC
				USD
				2151250.08
				0.1293722444875
				Long
				DIR
				
				US
				
				N
				
				1
				
					
						
							N/A
							N/A
						
						Long
						
							
								TYU1 COMDTY_REF
								US 10YR NOTE (CBT)SEP21
								
									
									
									
								
							
						
						2021-09-21
						2151250.08
						USD
						8472.48
					
				
				
					N
					N
					N
				
			
			
				99VVB9HH4
				N/A
				DREYFUS INST PREF GOVT PLUS MMF - SL #4134
				99VVB9HH4
				
					
					
				
				18096726.46
				OU
				Other Units
				USD
				18096726.46
				1.0883040246102
				Long
				
				RF
				US
				
				N
				1
				
					
					N
					N
				
			
		
		
			2021-09-27
			BNY Mellon Advantage Funds, Inc.
			James Windels
			James Windels
			Fund Treasurer
		
	
	XXXX




Untitled Document

STATEMENT OF INVESTMENTS
BNY Mellon Insight Core Plus Fund

July 31, 2021 (Unaudited)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4%

     

Advertising - .1%

     

Lamar Media, Gtd. Notes

 

3.63

 

1/15/2031

 

1,889,000

a 

1,867,985

 

Aerospace & Defense - 1.0%

     

The Boeing Company, Sr. Unscd. Notes

 

2.20

 

2/4/2026

 

7,987,000

 

8,061,055

 

The Boeing Company, Sr. Unscd. Notes

 

4.88

 

5/1/2025

 

6,702,000

 

7,520,645

 

The Boeing Company, Sr. Unscd. Notes

 

5.81

 

5/1/2050

 

791,000

 

1,080,749

 
 

16,662,449

 

Agriculture - .4%

     

Altria Group, Gtd. Notes

 

4.80

 

2/14/2029

 

247,000

 

289,370

 

BAT International Finance, Gtd. Notes

 

1.67

 

3/25/2026

 

1,998,000

 

2,019,537

 

Philip Morris International, Sr. Unscd. Notes

 

1.50

 

5/1/2025

 

3,457,000

 

3,539,833

 
 

5,848,740

 

Airlines - 1.8%

     

Air Canada, Sr. Scd. Notes

 

3.88

 

8/15/2026

 

392,000

 

392,000

 

Air Canada Pass Through Trust, Ser. 2020-2, Cl. A

 

5.25

 

4/1/2029

 

1,498,500

a 

1,631,436

 

American Airlines, Sr. Scd. Notes

 

5.50

 

4/20/2026

 

2,406,000

a 

2,520,285

 

American Airlines, Sr. Scd. Notes

 

5.75

 

4/20/2029

 

1,105,000

a 

1,193,323

 

American Airlines Group, Gtd. Notes

 

5.00

 

6/1/2022

 

1,730,000

a 

1,727,838

 

American Airlines Pass Through Trust, Ser. 2017-1, Cl. AA

 

3.65

 

2/15/2029

 

161,000

 

168,593

 

American Airlines Pass Through Trust, Ser. 2017-2, Cl. AA

 

3.35

 

10/15/2029

 

241,238

 

249,370

 

American Airlines Pass Through Trust, Ser. 2019-1, Cl. AA

 

3.15

 

2/15/2032

 

2,134,806

 

2,203,873

 

British Airways Pass Through Trust, Ser. 2020-1, Cl. A

 

4.25

 

11/15/2032

 

628,836

a 

678,004

 

Delta Air Lines, Sr. Scd. Notes

 

4.50

 

10/20/2025

 

719,000

a 

773,337

 

Delta Air Lines, Sr. Scd. Notes

 

4.75

 

10/20/2028

 

2,009,000

a 

2,247,196

 

JetBlue Pass Through Trust, Sr. Scd. Notes, Ser. 1A

 

4.00

 

11/15/2032

 

7,690,855

 

8,544,253

 

United Airlines, Sr. Scd. Notes

 

4.38

 

4/15/2026

 

424,000

a 

436,775

 

United Airlines, Sr. Scd. Notes

 

4.63

 

4/15/2029

 

511,000

a 

526,330

 

United Airlines Pass Through Trust, Ser. 2018-1, Cl. B

 

4.60

 

3/1/2026

 

132,661

 

137,649

 

United Airlines Pass Through Trust, Ser. 2019-1, Cl. AA

 

4.15

 

8/25/2031

 

1,002,672

 

1,092,447

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Airlines - 1.8% (continued)

     

United Airlines Pass Through Trust, Ser. 2019-2, Cl. AA

 

2.70

 

5/1/2032

 

2,487,340

 

2,520,189

 

United Airlines Pass Through Trust, Ser. 2020-1, Cl. A

 

5.88

 

10/15/2027

 

1,777,042

 

1,980,511

 

US Airways Pass Through Trust, Ser. 2013-1, Cl. B

 

5.38

 

11/15/2021

 

1,447,481

 

1,451,161

 
 

30,474,570

 

Asset-Backed Certificates - 2.9%

     

BCC Funding XVII, Ser. 2020-1, Cl. A2

 

0.91

 

8/20/2025

 

1,236,000

a 

1,240,665

 

Blackbird Capital Aircraft, Ser. 2021-1A, Cl. A

 

2.44

 

7/15/2046

 

5,263,000

a 

5,337,171

 

CF Hippolyta, Ser. 2020-1, Cl. A1

 

1.69

 

7/15/2060

 

3,428,426

a 

3,508,454

 

DB Master Finance, Ser. 2017-1A, Cl. A2I

 

3.63

 

11/20/2047

 

59,985

a 

60,801

 

Domino's Pizza Master Issuer, Ser. 2021-1A, Cl. A2I

 

2.66

 

4/25/2051

 

3,515,190

a 

3,682,019

 

InStar Leasing III, Ser. 2021-1A, Cl. A

 

2.30

 

2/15/2054

 

1,643,579

a 

1,670,336

 

ITE Rail Fund Levered, Ser. 2021-1A, Cl. A

 

2.25

 

2/28/2051

 

1,327,231

a 

1,350,741

 

Marlette Funding Trust, Ser. 2019-2A, Cl. A

 

3.13

 

7/16/2029

 

247,564

a 

248,225

 

MVW Owner Trust, Ser. 2016-1A, Cl. A

 

2.25

 

12/20/2033

 

30,640

a 

30,947

 

PMT Issuer Trust - FMSR, Ser. 2021-FT1, Cl. A, 1 Month LIBOR +3.00%

 

3.09

 

3/25/2026

 

3,714,000

a,b 

3,760,946

 

PNMAC FMSR Issuer Trust, Ser. 2018-FT1, Cl. A, 1 Month LIBOR +2.35%

 

2.44

 

4/25/2023

 

125,000

a,b 

124,722

 

PNMAC GMSR Issuer Trust, Ser. 2018-GT2, Cl. A, 1 Month LIBOR +2.65%

 

2.74

 

8/25/2025

 

125,000

a,b 

124,971

 

Slam, Ser. 2021-1A, Cl. A

 

2.43

 

6/15/2046

 

9,219,806

a 

9,333,831

 

SoFi Consumer Loan Program, Ser. 2017-4, Cl. B

 

3.59

 

5/26/2026

 

1,144,255

a 

1,152,214

 

SoFi Consumer Loan Program Trust, Ser. 2018-1, Cl. B

 

3.65

 

2/25/2027

 

88,695

a 

89,854

 

SoFi Consumer Loan Program Trust, Ser. 2019-4, Cl. A

 

2.45

 

8/25/2028

 

942,748

a 

947,956

 

Textainer Marine Containers VII, Ser. 2021-1A, Cl. A

 

1.68

 

2/20/2046

 

6,742,767

a 

6,746,768

 

TIF Funding II, Ser. 2021-1A, Cl. A

 

1.65

 

2/20/2046

 

3,559,509

a 

3,554,523

 

Upstart Securitization Trust, Ser. 2019-2, Cl. A

 

2.90

 

9/20/2029

 

88,375

a 

88,484

 

VSE VOI Mortgage, Ser. 2016-A, Cl. A

 

2.54

 

7/20/2033

 

56,562

a 

56,608

 

Willis Engine Structured Trust IV, Ser. 2018-A, Cl. A

 

4.75

 

9/15/2043

 

872,899

a 

876,038

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Asset-Backed Certificates - 2.9% (continued)

     

Willis Engine Structured Trust VI, Ser. 2021-A, Cl. A

 

3.10

 

5/15/2046

 

4,569,205

a 

4,664,967

 
 

48,651,241

 

Asset-Backed Certificates/Auto Receivables - .8%

     

CarMax Auto Owner Trust, Ser. 2017-4, Cl. A4

 

2.33

 

5/15/2023

 

961,193

 

965,671

 

Exeter Automobile Receivables Trust, Ser. 2021-1A, Cl. A2

 

0.30

 

6/15/2023

 

1,702,201

 

1,702,389

 

NextGear Floorplan Master Owner Trust, Ser. 2019-1A, Cl. A2

 

3.21

 

2/15/2024

 

2,535,000

a 

2,575,681

 

NextGear Floorplan Master Owner Trust, Ser. 2019-2A, Cl. A2

 

2.07

 

10/15/2024

 

2,709,000

a 

2,767,621

 

OSCAR US Funding Trust IX, Ser. 2018-2A, Cl. A4

 

3.63

 

9/10/2025

 

1,870,000

a 

1,917,430

 

OSCAR US Funding Trust VII, Ser. 2017-2A, Cl. A4

 

2.76

 

12/10/2024

 

352,011

a 

355,289

 

OSCAR US Funding Trust VIII, Ser. 2018-1A, Cl. A4

 

3.50

 

5/12/2025

 

2,263,252

a 

2,308,625

 
 

12,592,706

 

Asset-Backed Certificates/Student Loans - .7%

     

Commonbond Student Loan Trust, Ser. 2019-AGS, Cl. A1

 

2.54

 

1/25/2047

 

4,085,439

a 

4,193,301

 

DRB Prime Student Loan Trust, Ser. 2016-B, Cl. A2

 

2.89

 

6/25/2040

 

9,894

a 

9,937

 

DRB Prime Student Loan Trust, Ser. 2017-A, Cl. A2B

 

2.85

 

5/27/2042

 

67,973

a 

68,828

 

Laurel Road Prime Student Loan Trust, Ser. 2017-C, Cl. A2B

 

2.81

 

11/25/2042

 

817,522

a 

829,140

 

Navient Private Education Refi Loan Trust, Ser. 2021-A, Cl. A

 

0.84

 

5/15/2069

 

1,238,158

a 

1,238,579

 

Navient Private Education Refi Loan Trust, Ser. 2021-A, Cl. B

 

2.24

 

5/15/2069

 

766,000

a 

782,446

 

SMB Private Education Loan Trust, Ser. 2014-A, Cl. A2B, 1 Month LIBOR +1.15%

 

1.24

 

5/15/2026

 

63,771

a,b 

63,791

 

SMB Private Education Loan Trust, Ser. 2015-C, Cl. A2A

 

2.75

 

7/15/2027

 

1,282,674

a 

1,294,469

 

SMB Private Education Loan Trust, Ser. 2017-A, Cl. A2A

 

2.88

 

9/15/2034

 

157,633

a 

162,554

 

SMB Private Education Loan Trust, Ser. 2017-B, Cl. A2B, 1 Month LIBOR +.75%

 

0.84

 

10/15/2035

 

89,828

a,b 

90,249

 

SoFi Professional Loan Program, Ser. 2017-C, Cl. B

 

3.56

 

7/25/2040

 

2,201,000

a 

2,284,287

 
 

11,017,581

 

Automobiles & Components - 2.4%

     

Allison Transmission, Gtd. Notes

 

3.75

 

1/30/2031

 

1,363,000

a 

1,359,831

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Automobiles & Components - 2.4% (continued)

     

Daimler Finance North America, Gtd. Notes

 

0.75

 

3/1/2024

 

11,770,000

a 

11,808,314

 

Ford Motor, Sr. Unscd. Notes

 

8.50

 

4/21/2023

 

3,555,000

 

3,951,311

 

Ford Motor, Sr. Unscd. Notes

 

9.00

 

4/22/2025

 

1,302,000

 

1,604,324

 

Ford Motor Credit, Sr. Unscd. Notes

 

4.54

 

8/1/2026

 

3,004,000

 

3,267,180

 

General Motors, Sr. Unscd. Notes

 

6.80

 

10/1/2027

 

2,355,000

 

2,999,791

 

General Motors Financial, Sr. Unscd. Notes

 

2.35

 

1/8/2031

 

7,880,000

 

7,897,066

 

General Motors Financial, Sr. Unscd. Notes

 

3.60

 

6/21/2030

 

4,332,000

 

4,764,241

 

The Goodyear Tire & Rubber Company, Gtd. Notes

 

5.00

 

7/15/2029

 

2,289,000

a,c 

2,411,198

 
 

40,063,256

 

Banks - 6.1%

     

ABN AMRO Bank, Sub. Notes

 

4.75

 

7/28/2025

 

635,000

a 

715,168

 

ABN AMRO Bank, Sub. Notes

 

4.80

 

4/18/2026

 

800,000

a 

914,023

 

AIB Group, Sr. Unscd. Notes

 

4.26

 

4/10/2025

 

1,504,000

a 

1,621,511

 

Bank of America, Sr. Unscd. Notes

 

3.00

 

12/20/2023

 

353,000

 

365,523

 

Bank of America, Sr. Unscd. Notes

 

3.37

 

1/23/2026

 

588,000

 

633,315

 

Bank of America, Sr. Unscd. Notes

 

3.42

 

12/20/2028

 

1,282,000

 

1,409,587

 

Bank of America, Sr. Unscd. Notes

 

3.50

 

4/19/2026

 

1,635,000

 

1,807,305

 

Bank of America, Sr. Unscd. Notes

 

3.71

 

4/24/2028

 

230,000

 

256,146

 

Bank of America, Sr. Unscd. Notes

 

3.97

 

3/5/2029

 

5,190,000

 

5,890,455

 

Bank of America, Sr. Unscd. Notes

 

4.00

 

4/1/2024

 

1,146,000

 

1,249,596

 

Citigroup, Jr. Sub. Bonds, Ser. W

 

4.00

 

12/10/2025

 

3,944,000

d 

4,085,195

 

Citigroup, Sr. Unscd. Notes

 

3.89

 

1/10/2028

 

2,745,000

 

3,074,756

 

Citigroup, Sr. Unscd. Notes

 

4.65

 

7/30/2045

 

2,810,000

 

3,674,548

 

Citigroup, Sub. Notes

 

4.60

 

3/9/2026

 

181,000

 

207,530

 

Citigroup, Sub. Notes

 

4.75

 

5/18/2046

 

830,000

 

1,071,263

 

Citigroup, Sub. Notes

 

5.30

 

5/6/2044

 

174,000

 

237,734

 

Credit Suisse Group, Sr. Unscd. Notes

 

2.59

 

9/11/2025

 

2,867,000

a 

2,991,276

 

Credit Suisse Group, Sr. Unscd. Notes

 

3.09

 

5/14/2032

 

722,000

a 

755,283

 

Danske Bank, Sr. Unscd. Notes

 

5.00

 

1/12/2023

 

1,977,000

a 

2,014,893

 

Fifth Third Bancorp, Sr. Unscd. Notes

 

2.38

 

1/28/2025

 

3,333,000

 

3,504,270

 

HSBC Capital Funding Dollar 1, Gtd. Notes

 

10.18

 

6/30/2030

 

325,000

a,d 

544,856

 

HSBC Holdings, Jr. Sub. Notes

 

4.60

 

12/17/2030

 

6,823,000

d 

7,024,279

 

HSBC Holdings, Sr. Unscd. Notes

 

4.95

 

3/31/2030

 

2,992,000

 

3,644,944

 

ING Groep, Sr. Unscd. Notes

 

3.55

 

4/9/2024

 

4,508,000

 

4,856,887

 

JPMorgan Chase & Co., Sr. Unscd. Notes

 

2.70

 

5/18/2023

 

260,000

 

269,870

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Banks - 6.1% (continued)

     

JPMorgan Chase & Co., Sr. Unscd. Notes

 

3.11

 

4/22/2051

 

5,290,000

 

5,534,095

 

JPMorgan Chase & Co., Sr. Unscd. Notes

 

3.96

 

1/29/2027

 

2,670,000

 

2,989,785

 

JPMorgan Chase & Co., Sub. Notes

 

4.25

 

10/1/2027

 

2,360,000

 

2,715,825

 

Mizuho Financial Group, Sr. Unscd. Notes, 3 Month LIBOR +.84%

 

0.97

 

7/16/2023

 

3,983,000

b 

4,008,103

 

Morgan Stanley, Jr. Sub. Debs., Ser. H, 3 Month LIBOR +3.61%

 

3.74

 

10/15/2021

 

2,710,000

b,d 

2,720,895

 

Morgan Stanley, Sr. Unscd. Notes

 

4.43

 

1/23/2030

 

6,852,000

 

8,059,445

 

Morgan Stanley, Sub. Notes

 

4.35

 

9/8/2026

 

2,500,000

 

2,849,381

 

The Goldman Sachs Group, Sr. Unscd. Notes

 

3.50

 

11/16/2026

 

182,000

 

198,929

 

The Goldman Sachs Group, Sr. Unscd. Notes

 

3.69

 

6/5/2028

 

700,000

 

781,828

 

The Goldman Sachs Group, Sr. Unscd. Notes

 

3.81

 

4/23/2029

 

1,205,000

 

1,359,275

 

The Goldman Sachs Group, Sr. Unscd. Notes, 3 Month LIBOR +1.60%

 

1.74

 

11/29/2023

 

1,125,000

b 

1,159,424

 

The Goldman Sachs Group, Sr. Unscd. Notes, 3 Month LIBOR +1.75%

 

1.88

 

10/28/2027

 

250,000

b 

264,109

 

The PNC Financial Services Group, Sr. Unscd. Notes

 

3.45

 

4/23/2029

 

2,091,000

 

2,362,244

 

Wells Fargo & Co., Jr. Sub. Notes, Ser. BB

 

3.90

 

3/15/2026

 

6,274,000

d 

6,517,212

 

Wells Fargo & Co., Sr. Unscd. Notes

 

3.00

 

2/19/2025

 

3,000,000

 

3,217,731

 

Westpac Banking, Sub. Notes

 

2.67

 

11/15/2035

 

4,651,000

 

4,650,429

 
 

102,208,923

 

Beverage Products - .5%

     

Anheuser-Busch InBev Worldwide, Gtd. Notes

 

4.00

 

4/13/2028

 

605,000

 

693,880

 

Anheuser-Busch InBev Worldwide, Gtd. Notes

 

4.50

 

6/1/2050

 

2,785,000

 

3,467,578

 

Anheuser-Busch InBev Worldwide, Gtd. Notes

 

4.70

 

2/1/2036

 

1,385,000

 

1,724,887

 

Anheuser-Busch InBev Worldwide, Gtd. Notes

 

4.90

 

2/1/2046

 

1,800,000

 

2,311,981

 
 

8,198,326

 

Building Materials - .8%

     

CEMEX, Sr. Scd. Notes

 

3.88

 

7/11/2031

 

3,648,000

a 

3,784,125

 

CEMEX, Sr. Scd. Notes

 

5.20

 

9/17/2030

 

4,230,000

a 

4,641,241

 

CEMEX, Sr. Scd. Notes

 

7.38

 

6/5/2027

 

285,000

a 

322,919

 

Masco, Sr. Unscd. Notes

 

1.50

 

2/15/2028

 

3,305,000

 

3,278,016

 

Masonite International, Gtd. Notes

 

3.50

 

2/15/2030

 

368,000

a 

371,360

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Building Materials - .8% (continued)

     

SRM Escrow Issuer, Sr. Scd. Notes

 

6.00

 

11/1/2028

 

1,552,000

a 

1,658,871

 
 

14,056,532

 

Chemicals - 1.3%

     

Alpek, Gtd. Notes

 

3.25

 

2/25/2031

 

2,369,000

a 

2,410,161

 

Axalta Coating Systems, Gtd. Notes

 

4.75

 

6/15/2027

 

150,000

a 

158,546

 

Braskem Idesa, Sr. Scd. Notes

 

7.45

 

11/15/2029

 

2,904,000

a 

3,009,764

 

Braskem Netherlands Finance, Gtd. Notes

 

4.50

 

1/31/2030

 

4,084,000

a 

4,316,420

 

Braskem Netherlands Finance, Gtd. Notes

 

5.88

 

1/31/2050

 

3,383,000

a,c 

3,795,303

 

International Flavors & Fragrances, Sr. Unscd. Notes

 

1.83

 

10/15/2027

 

1,245,000

a 

1,260,969

 

Kraton Polymers, Gtd. Notes

 

4.25

 

12/15/2025

 

1,806,000

a 

1,855,665

 

Orbia Advance, Gtd. Notes

 

2.88

 

5/11/2031

 

3,896,000

a 

3,971,972

 

SABIC Capital II, Gtd. Bonds

 

4.00

 

10/10/2023

 

745,000

a 

797,543

 

Trinseo Materials Finance, Gtd. Bonds

 

5.13

 

4/1/2029

 

690,000

a 

703,617

 
 

22,279,960

 

Collateralized Loan Obligations Debt - 2.8%

     

Antares CLO, Ser. 2017-1A, Cl. BR, 3 Month LIBOR +2.00%

 

2.19

 

4/20/2033

 

275,000

a,b 

275,372

 

Arbor Realty Commercial Real Estate CLO, Ser. 2018-FL1, Cl. A, 1 Month LIBOR +1.15%

 

1.24

 

6/15/2028

 

415,000

a,b 

415,629

 

Cerberus Loan Funding XXVII CLO, Ser. 2019-2A, Cl. A1, 3 Month LIBOR +1.80%

 

1.93

 

1/15/2032

 

5,000,000

a,b 

5,012,940

 

Fortress Credit Opportunities IX CLO, Ser. 2017-9A, Cl. A1T, 3 Month LIBOR +1.55%

 

1.71

 

11/15/2029

 

1,800,000

a,b 

1,800,979

 

Golub Capital Partners CLO, Ser. 2020-47A, Cl. C1, 3 Month LIBOR +3.25%

 

3.43

 

5/5/2032

 

6,030,000

a,b 

6,027,546

 

GPMT CLO, Ser. 2019-FL2, Cl. C, 1 Month LIBOR +2.35%

 

2.44

 

2/22/2036

 

6,132,000

a,b 

6,131,405

 

IVY Hill Middle Market Credit Fund XII CLO, Ser. 12A, CI. A2AR, 3 Month LIBOR +1.90%

 

2.04

 

7/20/2033

 

340,000

a,b 

339,997

 

IVY Hill Middle Market Credit Fund XVIII CLO, Ser. 18A, Cl. A, 3 Month LIBOR +1.50%

 

1.68

 

4/22/2033

 

7,850,000

a,b 

7,859,561

 

KREF CLO, Ser. 2018-FL1, Cl. C, 1 Month LIBOR +2.00%

 

2.09

 

6/15/2036

 

2,062,500

a,b 

2,071,655

 

LoanCore Issuer CLO, Ser. 2018-CRE1, Cl. A, 1 Month LIBOR +1.13%

 

1.22

 

5/15/2028

 

34,617

a,b 

34,617

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Collateralized Loan Obligations Debt - 2.8% (continued)

     

VCP II CLO, Ser. 2021-2A, Cl. A1, 3 Month LIBOR +1.67%

 

1.80

 

4/15/2031

 

12,500,000

a,b 

12,485,638

 

Woodmont CLO, Ser. 2017-3A, Cl. BR, 3 Month LIBOR +2.20%

 

2.33

 

4/20/2032

 

3,500,500

a,b 

3,504,522

 
 

45,959,861

 

Commercial & Professional Services - 1.5%

     

Ashtead Capital, Gtd. Notes

 

4.00

 

5/1/2028

 

1,386,000

a 

1,462,230

 

Ashtead Capital, Gtd. Notes

 

4.25

 

11/1/2029

 

200,000

a 

217,250

 

Atento Luxco 1, Sr. Scd. Notes

 

8.00

 

2/10/2026

 

1,444,000

a 

1,597,900

 

Avis Budget Finance, Gtd. Notes

 

5.38

 

3/1/2029

 

3,548,000

a 

3,694,603

 

DP World, Sr. Unscd. Notes

 

6.85

 

7/2/2037

 

690,000

 

936,787

 

ERAC USA Finance, Gtd. Bonds

 

4.50

 

2/15/2045

 

3,160,000

a 

3,953,447

 

ERAC USA Finance, Gtd. Notes

 

3.85

 

11/15/2024

 

1,895,000

a 

2,065,585

 

Prime Security Services Borrower, Sr. Scd. Notes

 

3.38

 

8/31/2027

 

2,188,000

a 

2,131,112

 

StoneCo, Gtd. Notes

 

3.95

 

6/16/2028

 

3,356,000

a 

3,336,216

 

Triton Container International, Sr. Scd. Notes

 

3.15

 

6/15/2031

 

4,847,000

a 

4,958,015

 
 

24,353,145

 

Commercial Mortgage Pass-Through Certificates - 2.0%

     

Angel Oak Mortgage Trust I, Ser. 2019-2, Cl. A1

 

3.63

 

3/25/2049

 

210,391

a 

212,978

 

Benchmark Mortgage Trust, Ser. 2021-B27, Cl. A5

 

2.39

 

7/15/2054

 

12,119,000

 

12,678,230

 

CD Mortgage Trust, Ser. 2017-CD3, Cl. A4

 

3.63

 

2/10/2050

 

4,375,000

 

4,876,927

 

CGMS Commercial Mortgage Trust, Ser. 2017-MDRB, Cl. A, 1 Month LIBOR +1.10%

 

1.19

 

7/15/2030

 

10,155

a,b 

10,110

 

Citigroup Commercial Mortgage Trust, Ser. 2016-P6, Cl. C

 

4.28

 

12/10/2049

 

67,000

 

67,824

 

Commercial Mortgage Trust, Ser. 2015-DC1, Cl. A5

 

3.35

 

2/10/2048

 

2,570,000

 

2,776,527

 

Commercial Mortgage Trust, Ser. 2020-CX, Cl. D

 

2.68

 

11/10/2046

 

705,000

a 

714,973

 

Houston Galleria Mall Trust, Ser. 2015-HGLR, Cl. A1A2

 

3.09

 

3/5/2037

 

865,000

a 

904,738

 

Lanark Master Issuer, Ser. 2019-1A, Cl. 1A1, 3 Month LIBOR +.77%

 

0.92

 

12/22/2069

 

686,000

a,b 

686,516

 

MSBAM Commercial Mortgage Securities Trust, Ser. 2012-CKSV, Cl. C

 

4.28

 

10/15/2030

 

540,000

a 

432,914

 

New Residential Mortgage Loan Trust, Ser. 2021-NQ2R, Cl. A1

 

0.94

 

9/25/2058

 

3,446,649

a 

3,455,915

 

PFP, Ser. 2019-6, Cl. A, 1 Month LIBOR +1.05%

 

1.14

 

4/14/2037

 

1,440,487

a,b 

1,441,764

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Commercial Mortgage Pass-Through Certificates - 2.0% (continued)

     

The Prudential Home Mortgage Securities Company, Ser. 1994-A, Cl. 5B

 

6.73

 

4/28/2024

 

78

a 

79

 

Tricon American Homes Trust, Ser. 2017-SFR2, Cl. A

 

2.93

 

1/17/2036

 

1,660,133

a 

1,701,595

 

UBS Commercial Mortgage Trust, Ser. 2012-C1, Cl. A3

 

3.40

 

5/10/2045

 

1,431,132

 

1,440,562

 

Verus Securitization Trust, Ser. 2020-1, Cl. A1

 

2.42

 

1/25/2060

 

1,017,763

a 

1,033,976

 
 

32,435,628

 

Consumer Discretionary - .5%

     

International Game Technology, Sr. Scd. Notes

 

4.13

 

4/15/2026

 

1,550,000

a 

1,616,720

 

KB Home, Gtd. Notes

 

4.00

 

6/15/2031

 

4,497,000

 

4,682,546

 

Lions Gate Capital Holdings, Gtd. Notes

 

5.50

 

4/15/2029

 

2,511,000

a 

2,573,863

 
 

8,873,129

 

Consumer Staples - .2%

     

Newell Brands, Sr. Unscd. Notes

 

4.35

 

4/1/2023

 

2,703,000

 

2,832,068

 

Diversified Financials - .9%

     

Ally Financial, Gtd. Notes

 

8.00

 

11/1/2031

 

4,581,000

 

6,671,855

 

Discover Financial Services, Sr. Unscd. Notes

 

5.20

 

4/27/2022

 

1,825,000

 

1,889,116

 

LSEGA Financing, Gtd. Notes

 

1.38

 

4/6/2026

 

3,953,000

a 

3,987,975

 

LSEGA Financing, Gtd. Notes

 

2.50

 

4/6/2031

 

1,701,000

a 

1,770,978

 
 

14,319,924

 

Energy - 4.8%

     

Abu Dhabi Crude Oil Pipeline, Sr. Scd. Bonds

 

4.60

 

11/2/2047

 

535,000

a 

638,474

 

Diamondback Energy, Gtd. Notes

 

0.90

 

3/24/2023

 

2,485,000

 

2,485,380

 

Ecopetrol, Sr. Unscd. Notes

 

5.88

 

5/28/2045

 

525,000

 

560,427

 

Energy Transfer, Sr. Unscd. Notes

 

3.75

 

5/15/2030

 

1,690,000

 

1,845,344

 

Energy Transfer, Sr. Unscd. Notes

 

4.95

 

6/15/2028

 

225,000

 

262,898

 

Energy Transfer, Sr. Unscd. Notes

 

5.00

 

5/15/2050

 

1,703,000

 

2,004,935

 

Energy Transfer, Sr. Unscd. Notes

 

5.15

 

2/1/2043

 

1,085,000

 

1,261,308

 

Enterprise Products Operating, Gtd. Notes

 

3.95

 

1/31/2060

 

4,261,000

 

4,813,187

 

Enterprise Products Operating, Gtd. Notes

 

5.38

 

2/15/2078

 

64,000

 

66,151

 

Global Partners, Gtd. Notes

 

7.00

 

8/1/2027

 

725,000

 

760,409

 

Kinder Morgan, Gtd. Notes

 

7.75

 

1/15/2032

 

2,290,000

 

3,364,311

 

Kinder Morgan, Gtd. Notes

 

8.05

 

10/15/2030

 

238,000

 

334,748

 

Lundin Energy Finance, Gtd. Notes

 

3.10

 

7/15/2031

 

2,948,000

a 

3,018,042

 

Motiva Enterprises, Sr. Unscd. Notes

 

6.85

 

1/15/2040

 

300,000

a 

392,816

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Energy - 4.8% (continued)

     

MPLX, Sr. Unscd. Notes

 

3.50

 

12/1/2022

 

595,000

 

617,347

 

MPLX, Sr. Unscd. Notes

 

4.13

 

3/1/2027

 

855,000

 

964,862

 

MPLX, Sr. Unscd. Notes

 

4.25

 

12/1/2027

 

168,000

 

192,435

 

MPLX, Sr. Unscd. Notes

 

4.90

 

4/15/2058

 

535,000

 

655,281

 

MPLX, Sr. Unscd. Notes

 

5.20

 

12/1/2047

 

1,180,000

 

1,444,628

 

MPLX, Sr. Unscd. Notes

 

5.20

 

3/1/2047

 

5,127,000

 

6,376,883

 

NGPL PipeCo, Sr. Unscd. Notes

 

3.25

 

7/15/2031

 

2,644,000

a 

2,760,856

 

NGPL PipeCo, Sr. Unscd. Notes

 

7.77

 

12/15/2037

 

2,180,000

a 

3,193,393

 

Parkland, Gtd. Notes

 

4.50

 

10/1/2029

 

4,311,000

a 

4,440,330

 

Petrobras Global Finance, Gtd. Notes

 

5.60

 

1/3/2031

 

2,468,000

c 

2,749,969

 

Petroleos del Peru, Sr. Unscd. Notes

 

5.63

 

6/19/2047

 

5,412,000

a 

5,594,655

 

Petroleos Mexicanos, Gtd. Notes

 

5.95

 

1/28/2031

 

712,000

 

700,786

 

Petroleos Mexicanos, Gtd. Notes

 

6.35

 

2/12/2048

 

2,835,000

 

2,427,086

 

Petroleos Mexicanos, Gtd. Notes

 

6.95

 

1/28/2060

 

232,000

 

208,498

 

Phillips 66, Gtd. Notes

 

3.85

 

4/9/2025

 

1,636,000

 

1,801,603

 

Qatar Petroleum, Sr. Unscd. Notes

 

2.25

 

7/12/2031

 

3,062,000

a 

3,102,957

 

Renewable Energy Group, Sr. Scd. Notes

 

5.88

 

6/1/2028

 

217,000

a 

226,595

 

SA Global Sukuk, Sr. Unscd. Notes

 

1.60

 

6/17/2026

 

3,029,000

a 

3,033,813

 

SA Global Sukuk, Sr. Unscd. Notes

 

2.69

 

6/17/2031

 

3,218,000

a 

3,304,580

 

Saudi Arabian Oil, Sr. Unscd. Notes

 

2.25

 

11/24/2030

 

3,988,000

a 

3,957,093

 

Targa Resources Partners, Gtd. Notes

 

5.00

 

1/15/2028

 

1,136,000

 

1,195,981

 

Targa Resources Partners, Gtd. Notes

 

5.50

 

3/1/2030

 

4,495,000

 

4,960,907

 

The Williams Companies, Sr. Unscd. Debs., Ser. A

 

7.50

 

1/15/2031

 

145,000

 

204,771

 

The Williams Companies, Sr. Unscd. Notes

 

4.50

 

11/15/2023

 

980,000

 

1,057,934

 

The Williams Companies, Sr. Unscd. Notes

 

6.30

 

4/15/2040

 

920,000

 

1,275,940

 

Transcontinental Gas Pipe Line, Sr. Unscd. Notes

 

3.95

 

5/15/2050

 

1,583,000

 

1,818,670

 
 

80,076,283

 

Environmental Control - .1%

     

GFL Environmental, Sr. Scd. Notes

 

3.50

 

9/1/2028

 

1,712,000

a 

1,719,807

 

Food Products - 1.8%

     

Albertsons, Gtd. Notes

 

3.50

 

3/15/2029

 

3,944,000

a 

3,989,001

 

Bimbo Bakeries USA, Gtd. Notes

 

4.00

 

5/17/2051

 

2,595,000

a 

2,895,640

 

BRF, Sr. Unscd. Notes

 

4.88

 

1/24/2030

 

1,853,000

a 

1,922,701

 

JBS Finance Luxembourg, Gtd. Notes

 

3.63

 

1/15/2032

 

1,477,000

a 

1,488,816

 

JBS USA Finance, Gtd. Notes

 

3.75

 

12/1/2031

 

368,000

a 

378,876

 

Kraft Heinz Foods, Gtd. Notes

 

5.50

 

6/1/2050

 

1,351,000

 

1,812,790

 

MARB BondCo, Gtd. Bonds

 

3.95

 

1/29/2031

 

3,199,000

a,c 

3,113,427

 

NBM US Holdings, Gtd. Notes

 

6.63

 

8/6/2029

 

1,525,000

a 

1,708,724

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Food Products - 1.8% (continued)

     

SEG Holding, Sr. Scd. Notes

 

5.63

 

10/15/2028

 

382,000

a 

402,072

 

The Fresh Market, Sr. Scd. Notes

 

9.75

 

5/1/2023

 

3,742,000

a 

3,868,760

 

The J.M. Smucker Company, Sr. Unscd. Notes

 

4.25

 

3/15/2035

 

6,000,000

 

7,196,232

 

The Kroger Company, Sr. Unscd. Notes

 

5.40

 

1/15/2049

 

209,000

 

292,224

 
 

29,069,263

 

Foreign Governmental - 1.7%

     

Colombia, Sr. Unscd. Notes

 

3.25

 

4/22/2032

 

1,166,000

 

1,142,925

 

Egypt, Sr. Unscd. Notes

 

5.88

 

2/16/2031

 

2,610,000

a 

2,519,303

 

Egypt, Sr. Unscd. Notes

 

7.63

 

5/29/2032

 

1,356,000

a 

1,435,314

 

Ghana, Sr. Unscd. Notes

 

8.63

 

4/7/2034

 

2,293,000

a 

2,322,366

 

Mexico, Sr. Unscd. Notes

 

5.00

 

4/27/2051

 

2,784,000

c 

3,197,368

 

Morocco, Sr. Unscd. Bonds

 

3.00

 

12/15/2032

 

3,842,000

a 

3,744,797

 

Oman, Sr. Unscd. Notes

 

7.00

 

1/25/2051

 

2,310,000

a 

2,394,925

 

Peru, Sr. Unscd. Bonds

 

2.78

 

1/23/2031

 

3,733,000

 

3,756,854

 

Philippine, Sr. Unscd. Notes

 

3.20

 

7/6/2046

 

2,121,000

 

2,175,342

 

Qatar, Sr. Unscd. Notes

 

5.10

 

4/23/2048

 

1,345,000

 

1,806,503

 

Ukraine, Sr. Unscd. Notes

 

7.25

 

3/15/2033

 

2,223,000

a 

2,298,006

 

Ukraine, Sr. Unscd. Notes

 

7.38

 

9/25/2032

 

1,255,000

a 

1,309,065

 
 

28,102,768

 

Forest Products & Paper - .4%

     

Celulosa Arauco y Constitucion, Sr. Unscd. Notes

 

4.20

 

1/29/2030

 

1,420,000

a 

1,550,654

 

Inversiones CMPC, Gtd. Notes

 

3.85

 

1/13/2030

 

3,149,000

a 

3,377,224

 

Suzano Austria GmbH, Gtd. Notes

 

3.75

 

1/15/2031

 

1,516,000

 

1,581,264

 
 

6,509,142

 

Health Care - 4.8%

     

AbbVie, Sr. Unscd. Notes

 

3.20

 

5/14/2026

 

4,425,000

 

4,829,208

 

AbbVie, Sr. Unscd. Notes

 

4.05

 

11/21/2039

 

2,088,000

 

2,467,269

 

Aetna, Sr. Unscd. Notes

 

2.80

 

6/15/2023

 

2,640,000

 

2,745,940

 

Alcon Finance, Gtd. Notes

 

2.60

 

5/27/2030

 

4,057,000

a 

4,219,713

 

Alcon Finance, Gtd. Notes

 

3.80

 

9/23/2049

 

3,237,000

a 

3,707,714

 

Astrazeneca Finance, Gtd. Notes

 

1.75

 

5/28/2028

 

3,277,000

 

3,337,399

 

Bausch Health, Gtd. Notes

 

5.00

 

1/30/2028

 

223,000

a 

212,965

 

Bausch Health, Gtd. Notes

 

5.00

 

2/15/2029

 

121,000

a 

114,501

 

Bausch Health, Gtd. Notes

 

5.25

 

2/15/2031

 

2,432,000

a 

2,283,149

 

Bausch Health, Gtd. Notes

 

5.25

 

1/30/2030

 

1,883,000

a 

1,774,558

 

Bausch Health, Gtd. Notes

 

6.25

 

2/15/2029

 

375,000

a 

373,583

 

Bausch Health, Sr. Scd. Notes

 

4.88

 

6/1/2028

 

551,000

a,c 

569,233

 

Bausch Health, Sr. Scd. Notes

 

5.75

 

8/15/2027

 

2,451,000

a 

2,587,754

 

Bayer US Finance II, Gtd. Notes

 

4.63

 

6/25/2038

 

1,807,000

a 

2,195,088

 

Cigna, Sr. Unscd. Notes

 

2.38

 

3/15/2031

 

7,046,000

 

7,295,985

 

CommonSpirit Health, Sr. Scd. Bonds

 

2.78

 

10/1/2030

 

2,605,000

 

2,758,886

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Health Care - 4.8% (continued)

     

CVS Health, Sr. Unscd. Notes

 

1.30

 

8/21/2027

 

2,627,000

 

2,611,532

 

CVS Health, Sr. Unscd. Notes

 

3.25

 

8/15/2029

 

1,963,000

 

2,160,996

 

CVS Health, Sr. Unscd. Notes

 

4.25

 

4/1/2050

 

1,660,000

 

2,042,752

 

CVS Health, Sr. Unscd. Notes

 

4.30

 

3/25/2028

 

914,000

 

1,059,149

 

CVS Health, Sr. Unscd. Notes

 

5.05

 

3/25/2048

 

700,000

 

934,330

 

DaVita, Gtd. Notes

 

3.75

 

2/15/2031

 

5,021,000

a 

4,882,395

 

Endo Luxembourg Finance, Sr. Scd. Notes

 

6.13

 

4/1/2029

 

1,826,000

a 

1,817,317

 

HCRX Investments Holdco, Sr. Unscd. Notes

 

4.50

 

8/1/2029

 

572,000

a 

584,155

 

Medtronic, Gtd. Notes

 

4.63

 

3/15/2045

 

202,000

 

272,012

 

Organon & Co., Sr. Scd. Notes

 

4.13

 

4/30/2028

 

400,000

a 

410,686

 

Organon & Co., Sr. Unscd. Notes

 

5.13

 

4/30/2031

 

200,000

a,c 

206,250

 

Royalty Pharma, Gtd. Notes

 

2.15

 

9/2/2031

 

2,258,000

 

2,226,834

 

Royalty Pharma, Gtd. Notes

 

2.20

 

9/2/2030

 

4,242,000

a 

4,228,638

 

STERIS Irish FinCo Unlimited, Gtd. Notes

 

2.70

 

3/15/2031

 

1,724,000

 

1,792,161

 

Takeda Pharmaceutical, Sr. Unscd. Notes

 

3.18

 

7/9/2050

 

2,898,000

 

3,028,413

 

Takeda Pharmaceutical, Sr. Unscd. Notes

 

5.00

 

11/26/2028

 

1,611,000

 

1,960,833

 

Tenet Healthcare, Sr. Scd. Notes

 

4.63

 

6/15/2028

 

419,000

a 

434,136

 

Teva Pharmaceutical Finance Netherlands III, Gtd. Notes

 

7.13

 

1/31/2025

 

1,621,000

 

1,782,208

 

UnitedHealth Group, Sr. Unscd. Notes

 

3.05

 

5/15/2041

 

2,964,000

 

3,181,973

 

UnitedHealth Group, Sr. Unscd. Notes

 

4.75

 

7/15/2045

 

1,735,000

 

2,336,415

 
 

79,426,130

 

Industrial - 1.0%

     

Eaton, Gtd. Notes

 

3.10

 

9/15/2027

 

4,300,000

 

4,714,725

 

General Electric, Sr. Unscd. Notes

 

3.63

 

5/1/2030

 

2,342,000

 

2,648,294

 

Hillenbrand, Gtd. Notes

 

3.75

 

3/1/2031

 

3,411,000

 

3,475,502

 

Penske Truck Leasing, Sr. Unscd. Notes

 

1.20

 

11/15/2025

 

5,970,000

a 

5,959,503

 

Sydney Airport Finance, Sr. Scd. Notes

 

3.38

 

4/30/2025

 

70,000

a 

75,212

 
 

16,873,236

 

Information Technology - .9%

     

Oracle, Sr. Unscd. Notes

 

2.65

 

7/15/2026

 

975,000

 

1,035,837

 

Oracle, Sr. Unscd. Notes

 

3.60

 

4/1/2040

 

9,033,000

 

9,687,696

 

Vmware, Sr. Unscd. Notes

 

2.20

 

8/15/2031

 

3,657,000

 

3,655,798

 
 

14,379,331

 

Insurance - 2.8%

     

Allianz, Jr. Sub. Notes

 

3.50

 

11/17/2025

 

1,600,000

a,d 

1,670,160

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Insurance - 2.8% (continued)

     

American International Group, Jr. Sub. Debs.

 

8.18

 

5/15/2058

 

2,825,000

 

4,196,523

 

American International Group, Sr. Unscd. Notes

 

4.38

 

6/30/2050

 

4,150,000

 

5,256,486

 

Berkshire Hathaway Finance, Gtd. Notes

 

4.20

 

8/15/2048

 

2,800,000

 

3,539,035

 

Massachusetts Mutual Life Insurance, Sub. Notes

 

3.38

 

4/15/2050

 

2,673,000

a 

2,875,010

 

Massachusetts Mutual Life Insurance, Sub. Notes

 

4.90

 

4/1/2077

 

179,000

a 

240,144

 

MetLife, Jr. Sub. Bonds

 

9.25

 

4/8/2038

 

6,360,000

a 

9,734,947

 

MetLife, Jr. Sub. Debs.

 

6.40

 

12/15/2036

 

3,862,000

 

4,968,654

 

Pricoa Global Funding I, Scd. Notes

 

2.45

 

9/21/2022

 

150,000

a 

153,757

 

Principal Financial Group, Gtd. Bonds, 3 Month LIBOR +3.04%

 

3.20

 

5/15/2055

 

3,110,000

b 

3,121,693

 

Prudential Financial, Jr. Sub. Notes

 

5.63

 

6/15/2043

 

7,145,000

 

7,657,485

 

Prudential Financial, Jr. Sub. Notes

 

5.70

 

9/15/2048

 

264,000

 

312,409

 

The Allstate, Jr. Sub. Bonds

 

6.50

 

5/15/2057

 

2,325,000

 

3,108,513

 
 

46,834,816

 

Internet Software & Services - 1.2%

     

Amazon.com, Sr. Unscd. Notes

 

2.10

 

5/12/2031

 

15,649,000

 

16,184,992

 

Amazon.com, Sr. Unscd. Notes

 

4.05

 

8/22/2047

 

2,883,000

 

3,569,385

 

Cablevision Lightpath, Sr. Scd. Notes

 

3.88

 

9/15/2027

 

200,000

a 

199,176

 
 

19,953,553

 

Materials - .4%

     

Ardagh Metal Packaging Finance USA, Sr. Unscd. Notes

 

4.00

 

9/1/2029

 

797,000

a 

799,989

 

Berry Global, Sr. Scd. Notes

 

0.95

 

2/15/2024

 

6,604,000

a 

6,628,765

 
 

7,428,754

 

Media - 2.8%

     

AMC Networks, Gtd. Notes

 

4.25

 

2/15/2029

 

6,494,000

 

6,502,345

 

CCO Holdings, Sr. Unscd. Notes

 

4.25

 

2/1/2031

 

398,000

a 

411,142

 

CCO Holdings, Sr. Unscd. Notes

 

4.50

 

8/15/2030

 

5,980,000

a 

6,286,475

 

Charter Communications Operating, Sr. Scd. Notes

 

5.38

 

5/1/2047

 

1,446,000

 

1,793,638

 

Charter Communications Operating, Sr. Scd. Notes

 

5.75

 

4/1/2048

 

4,289,000

 

5,553,940

 

Comcast, Gtd. Notes

 

4.15

 

10/15/2028

 

55,000

 

64,033

 

CSC Holdings, Gtd. Notes

 

3.38

 

2/15/2031

 

2,801,000

a 

2,664,661

 

CSC Holdings, Gtd. Notes

 

4.13

 

12/1/2030

 

1,875,000

a 

1,882,275

 

CSC Holdings, Gtd. Notes

 

6.50

 

2/1/2029

 

2,408,000

a 

2,662,851

 

CSC Holdings, Sr. Unscd. Notes

 

7.50

 

4/1/2028

 

1,250,000

a 

1,365,625

 

Radiate Holdco, Sr. Scd. Notes

 

4.50

 

9/15/2026

 

488,000

a 

505,695

 

Scripps Escrow II, Sr. Scd. Notes

 

3.88

 

1/15/2029

 

266,000

a 

266,464

 

Sirius XM Radio, Gtd. Notes

 

4.00

 

7/15/2028

 

2,276,000

a 

2,350,937

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Media - 2.8% (continued)

     

Sky, Gtd. Notes

 

3.75

 

9/16/2024

 

3,030,000

a 

3,315,913

 

UPC Broadband Finco, Sr. Scd. Notes

 

4.88

 

7/15/2031

 

4,750,000

a 

4,851,650

 

ViacomCBS, Jr. Sub. Debs.

 

5.88

 

2/28/2057

 

2,890,000

 

2,950,806

 

ViacomCBS, Sr. Unscd. Notes

 

4.20

 

5/19/2032

 

2,657,000

 

3,113,476

 

Virgin Media Finance, Gtd. Notes

 

5.00

 

7/15/2030

 

397,000

a 

404,444

 
 

46,946,370

 

Metals & Mining - 1.3%

     

Anglo American Capital, Gtd. Notes

 

2.63

 

9/10/2030

 

3,251,000

a 

3,337,756

 

AngloGold Ashanti Holdings, Gtd. Notes

 

3.75

 

10/1/2030

 

2,163,000

 

2,261,417

 

Cleveland-Cliffs, Gtd. Notes

 

4.63

 

3/1/2029

 

2,216,000

a,c 

2,354,733

 

Corp. Nacional del Cobre de Chile, Sr. Unscd. Notes

 

3.15

 

1/15/2051

 

2,174,000

a 

2,095,945

 

Glencore Funding, Gtd. Bonds

 

4.63

 

4/29/2024

 

1,170,000

a 

1,285,651

 

IAMGOLD, Gtd. Notes

 

5.75

 

10/15/2028

 

2,809,000

a 

2,895,559

 

Newcrest Finance, Gtd. Notes

 

3.25

 

5/13/2030

 

1,171,000

a 

1,274,213

 

Teck Resources, Sr. Unscd. Notes

 

6.13

 

10/1/2035

 

3,096,000

 

4,053,742

 

Vale Overseas, Gtd. Notes

 

6.88

 

11/21/2036

 

1,975,000

 

2,758,097

 
 

22,317,113

 

Municipal Securities - .5%

     

California, GO (Build America Bonds)

 

7.30

 

10/1/2039

 

3,705,000

 

6,023,064

 

California, GO (Build America Bonds)

 

7.55

 

4/1/2039

 

270,000

 

469,093

 

New York City, GO (Build America Bonds) Ser. D

 

5.99

 

12/1/2036

 

980,000

 

1,358,942

 
 

7,851,099

 

Real Estate - 2.1%

     

Crown Castle International, Sr. Unscd. Notes

 

1.05

 

7/15/2026

 

15,830,000

 

15,633,259

 

Iron Mountain, Gtd. Notes

 

4.88

 

9/15/2029

 

1,885,000

a 

1,977,308

 

Iron Mountain, Gtd. Notes

 

5.00

 

7/15/2028

 

312,000

a 

324,723

 

Iron Mountain, Gtd. Notes

 

5.25

 

7/15/2030

 

1,816,000

a 

1,937,445

 

Ladder Capital Finance Holdings, Gtd. Notes

 

4.75

 

6/15/2029

 

1,347,000

a 

1,343,633

 

Realogy Group, Gtd. Notes

 

5.75

 

1/15/2029

 

1,963,000

a 

2,061,199

 

Scentre Group Trust 2, Gtd. Bonds

 

4.75

 

9/24/2080

 

9,348,000

a 

9,993,426

 

Simon Property Group, Sr. Unscd. Notes

 

3.50

 

9/1/2025

 

2,040,000

 

2,237,837

 

WEA Finance, Gtd. Notes

 

4.63

 

9/20/2048

 

148,000

a 

163,568

 
 

35,672,398

 

Retailing - .1%

     

Macy's Retail Holdings, Gtd. Notes

 

5.88

 

4/1/2029

 

529,000

a 

558,717

 

Murphy Oil USA, Gtd. Notes

 

3.75

 

2/15/2031

 

643,000

a 

642,264

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Retailing - .1% (continued)

     

Superior Plus, Gtd. Notes

 

4.50

 

3/15/2029

 

665,000

a 

685,046

 
 

1,886,027

 

Semiconductors & Semiconductor Equipment - 1.5%

     

Broadcom, Gtd. Notes

 

3.75

 

2/15/2051

 

1,103,000

a 

1,167,392

 

Broadcom, Gtd. Notes

 

4.15

 

11/15/2030

 

7,264,000

 

8,245,067

 

Broadcom, Gtd. Notes

 

4.75

 

4/15/2029

 

6,329,000

 

7,440,783

 

Broadcom, Sr. Unscd. Notes

 

3.47

 

4/15/2034

 

5,975,000

a 

6,369,148

 

NXP Funding, Gtd. Notes

 

3.88

 

9/1/2022

 

448,000

a 

463,702

 

NXP Funding, Gtd. Notes

 

4.30

 

6/18/2029

 

1,708,000

a 

1,986,658

 
 

25,672,750

 

Technology Hardware & Equipment - 1.2%

     

Dell International, Sr. Scd. Notes

 

5.85

 

7/15/2025

 

1,233,000

 

1,452,293

 

Dell International, Sr. Scd. Notes

 

6.02

 

6/15/2026

 

1,265,000

 

1,523,536

 

Dell International, Sr. Scd. Notes

 

8.35

 

7/15/2046

 

2,224,000

 

3,652,651

 

Hewlett Packard Enterprise, Sr. Unscd. Notes

 

4.40

 

10/15/2022

 

900,000

 

936,314

 

HP, Sr. Unscd. Notes

 

1.45

 

6/17/2026

 

11,797,000

a 

11,799,959

 

Seagate HDD Cayman, Gtd. Notes

 

3.13

 

7/15/2029

 

1,303,000

a 

1,278,790

 
 

20,643,543

 

Telecommunication Services - 3.2%

     

AT&T, Sr. Unscd. Bonds

 

4.90

 

8/15/2037

 

1,065,000

 

1,336,429

 

AT&T, Sr. Unscd. Notes

 

3.55

 

9/15/2055

 

16,331,000

a 

16,908,219

 

AT&T, Sr. Unscd. Notes

 

5.45

 

3/1/2047

 

3,190,000

 

4,293,774

 

Frontier Communications Holdings, Sr. Scd. Notes

 

5.00

 

5/1/2028

 

1,271,000

a 

1,316,407

 

Frontier Communications Holdings, Sr. Scd. Notes

 

5.88

 

10/15/2027

 

166,000

a 

177,691

 

Kenbourne Invest, Gtd. Notes

 

4.70

 

1/22/2028

 

3,072,000

a 

3,094,364

 

Rogers Communications, Gtd. Notes

 

4.10

 

10/1/2023

 

1,025,000

 

1,093,957

 

Telefonica Emisiones, Gtd. Notes

 

5.21

 

3/8/2047

 

1,010,000

 

1,269,917

 

T-Mobile USA, Gtd. Notes

 

3.38

 

4/15/2029

 

7,306,000

 

7,617,382

 

Verizon Communications, Sr. Unscd. Notes

 

2.55

 

3/21/2031

 

3,008,000

 

3,129,983

 

Verizon Communications, Sr. Unscd. Notes

 

3.55

 

3/22/2051

 

4,435,000

 

4,840,726

 

Verizon Communications, Sr. Unscd. Notes

 

4.02

 

12/3/2029

 

2,045,000

 

2,369,138

 

Verizon Communications, Sr. Unscd. Notes

 

4.67

 

3/15/2055

 

953,000

 

1,250,269

 

Vodafone Group, Sr. Unscd. Notes

 

4.88

 

6/19/2049

 

4,068,000

 

5,198,488

 
 

53,896,744

 

Transportation - .3%

     

Hidrovias International Finance, Sr. Unscd. Notes

 

4.95

 

2/8/2031

 

1,013,000

a 

1,030,616

 

Simpar Europe, Gtd. Notes

 

5.20

 

1/26/2031

 

3,614,000

a 

3,695,207

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Transportation - .3% (continued)

     

Union Pacific, Sr. Unscd. Notes

 

3.84

 

3/20/2060

 

98,000

 

115,573

 
 

4,841,396

 

U.S. Government Agencies Collateralized Mortgage Obligations - .7%

     

Federal Home Loan Mortgage Corp., REMIC, Ser. 5010, Cl. EA

 

1.00

 

8/15/2047

 

11,279,159

e 

11,374,087

 

U.S. Government Agencies Mortgage-Backed - 11.7%

     

Federal Home Loan Mortgage Corp.:

   

1.50%, 2/1/2036

  

14,081,181

e 

14,361,249

 

2.00%, 9/1/2050

  

10,129,635

e 

10,339,655

 

2.50%, 7/1/2050

  

4,892,324

e 

5,178,560

 

3.00%, 9/1/2047-3/1/2050

  

11,094,364

e 

11,696,335

 

3.50%, 8/1/2046

  

5,432,190

e 

5,952,833

 

Federal National Mortgage Association:

   

1.50%, 10/1/2035-11/1/2040

  

24,845,692

e 

25,095,694

 

2.00%, 7/1/2050-9/1/2050

  

8,696,814

e 

8,877,126

 

2.50%, 9/1/2050-4/1/2051

  

13,114,487

e 

13,676,634

 

3.00%, 10/1/2030-11/1/2049

  

26,798,529

e 

28,355,662

 

3.50%, 5/1/2045-12/1/2047

  

17,992,870

e 

19,477,081

 

4.50%, 8/1/2048-1/1/2049

  

7,622,742

e 

8,260,579

 

Government National Mortgage Association II:

   

2.00%, 10/20/2050

  

9,479,490

 

9,717,824

 

2.50%, 11/20/2046-10/20/2050

  

16,021,418

 

16,676,940

 

3.00%, 8/20/2046-12/20/2048

  

10,531,216

 

11,119,723

 

4.00%, 1/20/2048

  

1,475,638

 

1,572,239

 

4.50%, 7/20/2048

  

3,093,405

 

3,324,180

 
 

193,682,314

 

U.S. Treasury Securities - 21.7%

     

U.S. Treasury Bonds

 

1.13

 

5/15/2040

 

67,441,500

 

60,278,475

 

U.S. Treasury Bonds

 

1.25

 

5/15/2050

 

5,820,000

 

4,955,866

 

U.S. Treasury Bonds

 

1.38

 

8/15/2050

 

25,891,100

 

22,748,770

 

U.S. Treasury Bonds

 

1.63

 

11/15/2050

 

6,345,500

 

5,933,538

 

U.S. Treasury Bonds

 

1.88

 

2/15/2041

 

2,555,000

 

2,584,542

 

U.S. Treasury Bonds

 

1.88

 

2/15/2051

 

51,242,600

c 

50,894,310

 

U.S. Treasury Bonds

 

2.38

 

5/15/2051

 

1,478,100

c 

1,640,114

 

U.S. Treasury Bonds

 

3.13

 

2/15/2042

 

61,451,500

 

75,580,544

 

U.S. Treasury Floating Rate Notes, 3 Month U.S. T-BILL +.06%

 

0.11

 

7/31/2022

 

30,465,000

b 

30,480,527

 

U.S. Treasury Notes

 

0.50

 

6/30/2027

 

5,149,900

 

5,049,517

 

U.S. Treasury Notes

 

0.50

 

8/31/2027

 

2,473,000

 

2,418,807

 

U.S. Treasury Notes

 

0.75

 

3/31/2026

 

1,400,000

 

1,406,508

 

U.S. Treasury Notes

 

0.75

 

5/31/2026

 

1,985,000

 

1,991,979

 

U.S. Treasury Notes

 

0.88

 

11/15/2030

 

1,535,000

c 

1,490,749

 

U.S. Treasury Notes

 

1.13

 

2/15/2031

 

17,437,100

c 

17,288,612

 


STATEMENT OF INVESTMENTS (Unaudited) (continued)

          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

U.S. Treasury Securities - 21.7% (continued)

     

U.S. Treasury Notes

 

1.25

 

5/31/2028

 

12,575,000

 

12,800,957

 

U.S. Treasury Notes

 

1.25

 

3/31/2028

 

4,091,100

 

4,167,808

 

U.S. Treasury Notes

 

1.63

 

9/30/2026

 

3,134,100

 

3,277,950

 

U.S. Treasury Notes

 

1.63

 

5/15/2031

 

32,302,800

 

33,491,442

 

U.S. Treasury Notes

 

2.38

 

4/30/2026

 

20,143,700

 

21,761,491

 

U.S. Treasury Notes

 

2.38

 

8/15/2024

 

659,800

 

700,161

 
 

360,942,667

 

Utilities - 4.7%

     

AES Andes, Jr. Sub. Notes

 

6.35

 

10/7/2079

 

3,750,000

a 

3,968,306

 

AES Panama Generation Holdings, Sr. Scd. Notes

 

4.38

 

5/31/2030

 

2,032,000

a 

2,107,702

 

Ameren, Sr. Unscd. Notes

 

1.75

 

3/15/2028

 

3,952,000

 

3,966,263

 

Arizona Public Service, Sr. Unscd. Notes

 

4.25

 

3/1/2049

 

4,338,000

 

5,403,427

 

Baltimore Gas & Electric, Sr. Unscd. Notes

 

2.25

 

6/15/2031

 

5,026,000

 

5,177,296

 

Black Hills, Sr. Unscd. Notes

 

3.88

 

10/15/2049

 

1,774,000

 

1,979,843

 

Black Hills, Sr. Unscd. Notes

 

4.25

 

11/30/2023

 

100,000

 

107,441

 

CMS Energy, Jr. Sub. Notes

 

3.75

 

12/1/2050

 

1,186,000

c 

1,214,523

 

Consolidated Edison Company of New York, Sr. Unscd. Debs., Ser. 20B

 

3.95

 

4/1/2050

 

1,753,000

 

2,056,964

 

Consorcio Transmantaro, Sr. Unscd. Notes

 

4.70

 

4/16/2034

 

730,000

a 

821,984

 

Consumers Energy, First Mortgage Bonds

 

2.50

 

5/1/2060

 

2,474,000

 

2,329,906

 

Duke Energy, Sr. Unscd. Notes

 

3.15

 

8/15/2027

 

355,000

 

387,901

 

Duke Energy Carolinas, First Mortgage Bonds

 

3.95

 

11/15/2028

 

4,445,000

 

5,152,646

 

Edison International, Jr. Sub. Bonds, Ser. A

 

5.38

 

3/15/2026

 

4,365,000

d 

4,433,203

 

Edison International, Sr. Unscd. Notes

 

3.55

 

11/15/2024

 

1,484,000

 

1,583,740

 

Entergy, Sr. Unscd. Notes

 

2.80

 

6/15/2030

 

1,719,000

 

1,823,997

 

Evergy Metro, Sr. Scd. Notes

 

4.20

 

6/15/2047

 

167,000

 

208,766

 

Exelon, Sr. Unscd. Notes

 

3.40

 

4/15/2026

 

91,000

 

99,997

 

Exelon, Sr. Unscd. Notes

 

4.05

 

4/15/2030

 

5,833,000

 

6,746,851

 

Exelon Generation, Sr. Unscd. Notes

 

6.25

 

10/1/2039

 

355,000

 

447,349

 

FirstEnergy, Sr. Unscd. Notes, Ser. C

 

5.60

 

7/15/2047

 

1,379,000

 

1,736,309

 

IPALCO Enterprises, Sr. Scd. Notes

 

4.25

 

5/1/2030

 

1,814,000

 

2,069,234

 

Jersey Central Power & Light, Sr. Unscd. Notes

 

2.75

 

3/1/2032

 

1,810,000

a 

1,896,146

 

Kentucky Utilities, First Mortgage Bonds

 

4.38

 

10/1/2045

 

1,210,000

 

1,513,684

 

Light Servicos de Eletricidade/Light Energia, Gtd. Notes

 

4.38

 

6/18/2026

 

4,082,000

a 

4,150,578

 


          
 

Description

Coupon
Rate (%)

 

Maturity

Date

 

Principal

Amount ($)

 

Value ($)

 

Bonds and Notes - 98.4% (continued)

     

Utilities - 4.7% (continued)

     

Louisville Gas & Electric, First Mortgage Bonds

 

4.38

 

10/1/2045

 

1,410,000

 

1,721,586

 

NiSource, Jr. Sub. Bonds

 

5.65

 

6/15/2023

 

134,000

d 

140,868

 

NiSource, Sr. Unscd. Notes

 

3.60

 

5/1/2030

 

1,297,000

 

1,453,768

 

Pacific Gas & Electric, First Mortgage Bonds

 

2.10

 

8/1/2027

 

2,060,000

 

2,006,410

 

Pacific Gas & Electric, First Mortgage Bonds

 

3.50

 

8/1/2050

 

2,598,000

 

2,329,407

 

Piedmont Natural Gas, Sr. Unscd. Notes

 

3.50

 

6/1/2029

 

3,262,000

 

3,630,045

 

Puget Energy, Sr. Scd. Notes

 

2.38

 

6/15/2028

 

1,709,000

a 

1,747,764

 

Rochester Gas & Electric, First Mortgage Bonds

 

3.10

 

6/1/2027

 

1,969,000

a 

2,151,641

 

Sierra Pacific Power, Mortgage Notes, Ser. P

 

6.75

 

7/1/2037

 

550,000

 

818,056

 

Southern Co. Gas Capital, Gtd. Notes

 

3.95

 

10/1/2046

 

98,000

 

112,540

 

Southern Co. Gas Capital, Gtd. Notes

 

4.40

 

5/30/2047

 

211,000

 

256,106

 

The Cleveland Electric Illuminating Company, Sr. Unscd. Notes

 

3.50

 

4/1/2028

 

150,000

a 

162,764

 
 

77,915,011

 

Total Bonds and Notes
(cost $1,570,496,321)

 

1,636,710,626

 

Description

1-Day
Yield (%)

   

Shares

 

Value ($)

 

Investment Companies - 1.5%

     

Registered Investment Companies - 1.5%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares
(cost $24,782,396)

 

0.05

   

24,782,396

f 

24,782,396

 
      

 

  

Investment of Cash Collateral for Securities Loaned - 1.1%

     

Registered Investment Companies - 1.1%

     

Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares
(cost $18,096,726)

 

0.01

   

18,096,726

f 

18,096,726

 

Total Investments (cost $1,613,375,443)

 

101.0%

1,679,589,748

 

Liabilities, Less Cash and Receivables

 

(1.0%)

(16,752,338)

 

Net Assets

 

100.0%

1,662,837,410

 

GO—General Obligation

LIBOR—London Interbank Offered Rate

REMIC—Real Estate Mortgage Investment Conduit

a Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2021, these securities were valued at $492,548,055 or 29.62% of net assets.


STATEMENT OF INVESTMENTS (Unaudited) (continued)

b Variable rate security—interest rate resets periodically and rate shown is the interest rate in effect at period end. Security description also includes the reference rate and spread if published and available.

c Security, or portion thereof, on loan. At July 31, 2021, the value of the fund’s securities on loan was $85,161,513 and the value of the collateral was $87,324,507, consisting of cash collateral of $18,096,726 and U.S. Government & Agency securities valued at $69,227,781.

d Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.

e The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.

f Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company’s prospectus.


STATEMENT OF INVESTMENTS
BNY Mellon Insight Core Plus Fund

July 31, 2021 (Unaudited)

The following is a summary of the inputs used as of July 31, 2021 in valuing the fund’s investments:

      
 

Level 1 - Unadjusted Quoted Prices

Level 2 - Other Significant Observable Inputs

 

Level 3 -Significant Unobservable Inputs

Total

Assets ($)

 

 

 

 

 

Investments in Securities:

 

 

 

 

 

Asset-Backed Securities

-

72,261,528

 

-

72,261,528

Collateralized Loan Obligations

-

45,959,861

 

-

45,959,861

Commercial Mortgage-Backed

-

32,435,628

 

-

32,435,628

Corporate Bonds

-

884,100,674

 

-

884,100,674

Foreign Governmental

-

28,102,768

 

-

28,102,768

Investment Companies

42,879,122

-

 

-

42,879,122

Municipal Securities

-

7,851,099

 

-

7,851,099

U.S. Government Agencies Collateralized Mortgage Obligations

-

11,374,087

 

-

11,374,087

U.S. Government Agencies Mortgage-Backed

-

193,682,314

 

-

193,682,314

U.S. Treasury Securities

-

360,942,667

 

-

360,942,667

Other Financial Instruments:

     

Futures††

1,114,351

-

 

-

1,114,351

Liabilities ($)

     

Other Financial Instruments:

     

Futures††

(13,633,521)

-

 

-

(13,633,521)

See Statement of Investments for additional detailed categorizations, if any.

Amount shown represents unrealized appreciation (depreciation) at period end.


STATEMENT OF FUTURES
BNY Mellon Insight Core Plus Fund

July 31, 2021 (Unaudited)

       

Description

Number of
Contracts

Expiration

Notional
Value ($)

Market
Value ($)

Unrealized Appreciation (Depreciation) ($)

 

Futures Long

  

U.S. Treasury 10 Year Notes

176

9/21/2021

23,665,554

23,663,751

(1,803)

 

U.S. Treasury Long Bond

163

9/21/2021

25,734,805

26,849,156

1,114,351

 

Futures Short

  

U.S. Treasury 5 Year Notes

60

9/30/2021

7,406,622

7,466,719

(60,097)

 

U.S. Treasury Ultra Long Bond

553

9/21/2021

101,818,847

110,340,781

(8,521,934)

 

Ultra 10 Year U.S. Treasury Notes

1,010

9/21/2021

146,702,813

151,752,500

(5,049,687)

 

Gross Unrealized Appreciation

 

1,114,351

 

Gross Unrealized Depreciation

 

(13,633,521)

 

See notes to financial statements.


The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund’s investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

Level 1—unadjusted quoted prices in active markets for identical investments.

Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

Level 3—significant unobservable inputs (including the fund’s own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund’s investments are as follows:

Registered investment companies that are not traded on an exchange are valued at their net asset value and are generally categorized within Level 1 of the fair value hierarchy.

Investments in debt securities, excluding short-term investments (other than U.S. Treasury Bills), financial futures, options and forward foreign currency exchange contracts (“forward contracts”) are valued each business day by one or more


independent pricing services (each, a “Service”) approved by the fund's Board (the “Board”). Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. These securities are generally categorized within Level 2 of the fair value hierarchy.

U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 of the fair value hierarchy.

Each Service and independent valuation firm is engaged under the general oversight of the Board.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Financial futures and options, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy. Options traded over-the-counter (“OTC”) are valued at the mean between the bid and asked price and are generally categorized within Level 2 of the fair value hierarchy. Investments in swap transactions are valued each business day by the Service. Swaps are valued by the Service by using a swap pricing model which incorporates among other factors, default probabilities, recovery rates, credit curves of the underlying issuer and swap spreads on interest rates and are generally categorized within Level 2 of the fair value hierarchy.


Forward contracts are valued at the forward rate and are generally categorized within Level 2 of the fair value hierarchy.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund’s policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund’s rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

Derivatives: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at July 31, 2021 is discussed below.

Futures: In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

At July 31, 2021, accumulated net unrealized appreciation on investments was $66,214,305, consisting of $72,589,877 gross unrealized appreciation and $6,375,572 gross unrealized depreciation.

At July 31, 2021, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.