NPORT-P
false
0001562565
XXXXXXXX
S000042567
C000131659
Fidelity Merrimack Street Trust
811-22796
0001562565
549300782HVYOIE6CE74
245 SUMMER STREET
BOSTON
02210
1-800-FIDELITY
Fidelity Total Bond ETF
S000042567
549300VK0I6RC7ZFUM07
2022-08-31
2021-11-30
N
2272903160.13
129287017.90
2143616142.23
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
54986336.43000000
0.00000000
0.00000000
0.00000000
USD
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd
55955KAA2
1460000.00000000
PA
USD
1461349.04000000
0.068172141980
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YUAV3
114453.48000000
PA
USD
124152.39000000
0.005791726772
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
1591000.00000000
PA
USD
1647739.50000000
0.076867283630
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EP5H3
19678.67000000
PA
USD
21628.41000000
0.001008968423
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
INTELLIGENT PACKAGING
N/A
Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
45827MAA5
65000.00000000
PA
USD
65812.50000000
0.003070162549
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBU8
1191000.00000000
PA
USD
1233958.97000000
0.057564362652
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
5000.00000000
PA
USD
6015.25000000
0.000280612273
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMXR9
9336.01000000
PA
USD
9688.69000000
0.000451978775
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPNK9
19911.38000000
PA
USD
21679.35000000
0.001011344781
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
157000.00000000
PA
USD
210261.76000000
0.009808741213
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
Cascade Funding Mortgage Trust 2021-HB6
12527LAA0
1104363.44000000
PA
USD
1103643.84000000
0.051485143177
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
0.90000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAF3
374000.00000000
PA
USD
450422.18000000
0.021012259197
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.10000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
1770000.00000000
PA
USD
1932459.45000000
0.090149510069
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAR1
308000.00000000
PA
USD
314985.66000000
0.014694126144
Long
DBT
US
N
2
2028-01-15
Fixed
2.33000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
80000.00000000
PA
USD
87100.00000000
0.004063227472
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H4
61691RAE6
185000.00000000
PA
USD
210996.81000000
0.009843031401
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.31000000
N
N
N
N
N
N
DUQUESNE LIGHT H
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AJ4
998000.00000000
PA
USD
997469.59000000
0.046532099210
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
2.78000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
435000.00000000
PA
USD
444765.75000000
0.020748385927
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
350000.00000000
PA
USD
357273.00000000
0.016666836611
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.63000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
610000.00000000
PA
USD
610000.00000000
0.028456587351
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
205000.00000000
PA
USD
221580.40000000
0.010336757390
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326C9
7625000.00000000
PA
USD
7963033.79000000
0.371476666606
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.50000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BF6
1899000.00000000
PA
USD
2087907.77000000
0.097401196458
Long
DBT
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J2VZ3
173334.84000000
PA
USD
183080.04000000
0.008540710082
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
21H032613
6500000.00000000
PA
USD
6781050.25000000
0.316336965206
Long
ABS-MBS
USGA
US
N
2
2052-01-21
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0124C7
5500000.00000000
PA
USD
5527903.15000000
0.257877473541
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Fixed
1.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
20000.00000000
PA
USD
20226.20000000
0.000943555126
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
4.13000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UBE5
5208000.00000000
PA
USD
5055757.66000000
0.235851818821
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
3.02000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG44
3232225.22000000
PA
USD
3353917.21000000
0.156460718126
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAA1
339000.00000000
PA
USD
339229.50000000
0.015825104752
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183YKH0
6573.69000000
PA
USD
6920.21000000
0.000322828787
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
510000.00000000
PA
USD
510795.60000000
0.023828687885
Long
LON
CORP
LU
N
2
2023-11-27
Floating
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUJ91
4244.21000000
PA
USD
4632.89000000
0.000216124981
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
205000.00000000
PA
USD
208213.38000000
0.009713183993
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
50000.00000000
PA
USD
47699.50000000
0.002225188505
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
3521000.00000000
PA
USD
3730626.29000000
0.174034250652
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
68000.00000000
PA
USD
75339.24000000
0.003514586334
Long
DBT
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
1473000.00000000
PA
USD
1488802.33000000
0.069452841890
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPEX3
43406.35000000
PA
USD
47245.82000000
0.002204024268
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
241000.00000000
PA
USD
237331.45000000
0.011071546128
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
2278000.00000000
PA
USD
2274583.00000000
0.106109622669
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H5XH9
9839.37000000
PA
USD
10617.98000000
0.000495330287
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QG5L7
949771.17000000
PA
USD
977379.69000000
0.045594902498
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
1164000.00000000
PA
USD
1220170.54000000
0.056921130418
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9V26
1617238.73000000
PA
USD
1757636.88000000
0.081994012144
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FDB1
17206.17000000
PA
USD
18878.22000000
0.000880671666
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
4.50000000
N
N
N
N
N
N
VOYA CLO LTD
N/A
Voya CLO 2020-2 Ltd
92918HAF7
960000.00000000
PA
USD
959451.84000000
0.044758565729
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Floating
1.28000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
515000.00000000
PA
USD
519645.56000000
0.024241539787
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CE4
146000.00000000
PA
USD
195339.43000000
0.009112612382
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBF6
2697000.00000000
PA
USD
3054301.69000000
0.142483611213
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
590000.00000000
PA
USD
613231.25000000
0.028607325626
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AP4
106000.00000000
PA
USD
147087.96000000
0.006861674396
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
624000.00000000
PA
USD
732986.68000000
0.034193933585
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
350000.00000000
PA
USD
361312.00000000
0.016855256539
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
3772000.00000000
PA
USD
3939176.17000000
0.183763132418
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
170000.00000000
PA
USD
176385.20000000
0.008228394838
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0206C4
15200000.00000000
PA
USD
15394254.48000000
0.718144175943
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.00000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
1139000.00000000
PA
USD
1215199.10000000
0.056689212031
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617A0JA5
8237.75000000
PA
USD
8671.98000000
0.000404549108
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
1621000.00000000
PA
USD
1695695.68000000
0.079104446294
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184BZH3
4029.96000000
PA
USD
4242.39000000
0.000197908101
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4G37
584365.70000000
PA
USD
617219.79000000
0.028793391589
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
305000.00000000
PA
USD
323989.30000000
0.015114147240
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FUF1
22921.50000000
PA
USD
25255.55000000
0.001178175024
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AA8
350000.00000000
PA
USD
353948.60000000
0.016511752875
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
2.26000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
1750000.00000000
PA
USD
1836406.81000000
0.085668640659
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FY75
2041.08000000
PA
USD
2248.92000000
0.000104912440
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
4414000.00000000
PA
USD
4646698.84000000
0.216769166291
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BL3
1605000.00000000
PA
USD
1679117.39000000
0.078331066692
Long
DBT
US
N
2
2029-10-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KFL34
105914.73000000
PA
USD
110279.84000000
0.005144570328
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ETE8
40053.96000000
PA
USD
43624.74000000
0.002035100368
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
2467000.00000000
PA
USD
3299390.47000000
0.153917037896
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BS7
300000.00000000
PA
USD
336165.00000000
0.015682145388
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Invesco CLO LTD
N/A
Invesco CLO 2021-3 Ltd
46146JAA4
1056000.00000000
PA
USD
1056000.00000000
0.049262551218
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Floating
0.00000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
200000.00000000
PA
USD
224106.00000000
0.010454576991
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Pine Street Trust I
N/A
Pine Street Trust I
722844AA5
514000.00000000
PA
USD
586323.75000000
0.027352086898
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57000000
N
N
N
N
N
N
AASET 2021-1 Trust
N/A
Aaset 2021-1 Trust
00038PAA8
1583596.26000000
PA
USD
1561881.99000000
0.072862018494
Long
ABS-O
CORP
US
N
2
2041-11-16
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAA4
1021000.00000000
PA
USD
1020694.82000000
0.047615559516
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
1.29000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFP0
460107.67000000
PA
USD
476891.34000000
0.022247049301
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
211000.00000000
PA
USD
302715.23000000
0.014121708828
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
Peace Park CLO, Ltd.
549300XHXTUZ93V6SK42
Peace Park CLO Ltd
70470MAC9
574000.00000000
PA
USD
573661.91000000
0.026761410249
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.27000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft
09229CAA7
1964208.40000000
PA
USD
1950180.22000000
0.090976186528
Long
ABS-O
CORP
US
N
2
2046-07-15
Fixed
2.44000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300RI4HRUG7CFWM27
Magnetite CLO Ltd
55953UAA2
1800000.00000000
PA
USD
1798925.40000000
0.083920127515
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
1.26000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
55000.00000000
PA
USD
65267.40000000
0.003044733556
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
12905000.00000000
PA
USD
12669080.47000000
0.591014418132
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P73X9
345547.59000000
PA
USD
365406.83000000
0.017046280945
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4Y83
7157.00000000
PA
USD
7523.60000000
0.000350977017
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAC7
72000.00000000
PA
USD
75448.70000000
0.003519692659
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J23P6
114939.70000000
PA
USD
121401.82000000
0.005663412287
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
180000.00000000
PA
USD
194111.99000000
0.009055352130
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAG7
149000.00000000
PA
USD
148863.44000000
0.006944500793
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXII Ltd
55817AAQ7
390000.00000000
PA
USD
390046.41000000
0.018195720880
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
1.33000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
5138400.00000000
PA
USD
5312021.71000000
0.247806573450
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.13000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
590000.00000000
PA
USD
647318.50000000
0.030197500720
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132Y4BD3
87266.69000000
PA
USD
94967.52000000
0.004430248407
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSW73
7401.38000000
PA
USD
8000.83000000
0.000373239865
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
221000.00000000
PA
USD
233351.01000000
0.010885858032
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
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
365000.00000000
PA
USD
377209.25000000
0.017596865528
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMU68
64125.16000000
PA
USD
66647.74000000
0.003109126614
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAN5
200000.00000000
PA
USD
218738.26000000
0.010204171152
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.38000000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
1384000.00000000
PA
USD
1447138.08000000
0.067509198661
Long
DBT
US
N
2
2025-02-15
Fixed
7.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNS0
47759.72000000
PA
USD
50864.90000000
0.002372854868
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAF2
283000.00000000
PA
USD
296337.31000000
0.013824177946
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
370000.00000000
PA
USD
380835.45000000
0.017766028277
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
N/A
SANCHEZ ENERGY CORP
799ESCAK4
269000.00000000
PA
USD
0.03000000
0.000000001399
Long
DBT
CORP
US
N
3
2023-07-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAD30
569147.38000000
PA
USD
615554.12000000
0.028715687845
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2020-3 Ltd
92918NAQ0
1995000.00000000
PA
USD
1993812.98000000
0.093011661030
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8WF8
8033.17000000
PA
USD
8668.10000000
0.000404368106
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
59151KAJ7
181000.00000000
PA
USD
182616.33000000
0.008519077945
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
5.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
2310000.00000000
PA
USD
2635002.17000000
0.122923228561
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
150000.00000000
PA
USD
153792.00000000
0.007174418822
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
2140000.00000000
PA
USD
2099749.30000000
0.097953605528
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd
26253LAA0
2400000.00000000
PA
USD
2401192.80000000
0.112015987969
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
1.30000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
200000.00000000
PA
USD
206000.00000000
0.009609929499
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Series 2018-B
00900PAL9
409000.00000000
PA
USD
409026.59000000
0.019081148995
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
1.22000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
323549.59000000
PA
USD
347141.05000000
0.016194179692
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HTN4
4322.70000000
PA
USD
4564.07000000
0.000212914519
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
400000.00000000
PA
USD
413170.00000000
0.019274439665
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
3589000.00000000
PA
USD
3220445.59000000
0.150234247940
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
1852000.00000000
PA
USD
2436927.20000000
0.113683002846
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FFNR8
12026.52000000
PA
USD
13000.56000000
0.000606477985
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
510000.00000000
PA
USD
526677.00000000
0.024569557469
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPK4
18803.71000000
PA
USD
19729.66000000
0.000920391464
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAC6
26000.00000000
PA
USD
27151.02000000
0.001266598971
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
555000.00000000
PA
USD
571688.85000000
0.026669366718
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AU3
95000.00000000
PA
USD
95712.50000000
0.004465001830
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
09228YAB8
261887.05000000
PA
USD
262312.98000000
0.012236938080
Long
ABS-O
CORP
KY
N
2
2041-12-16
Variable
4.21000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
193000.00000000
PA
USD
244450.35000000
0.011403643832
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
3663000.00000000
PA
USD
3800362.50000000
0.177287454835
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AJ4
1256000.00000000
PA
USD
1412629.48000000
0.065899367529
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
564000.00000000
PA
USD
589336.17000000
0.027492616723
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
CHC Commercial Mortgage Trust 2019-CHC
N/A
CHC Commercial Mortgage Trust 2019 - CHC
162665AA1
821007.38000000
PA
USD
819462.90000000
0.038228061631
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
1.21000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
90000.00000000
PA
USD
94274.10000000
0.004397900265
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
US Renal Care Inc
54930058SS5MF69JGN89
US Renal Care Inc
07335BAA4
215000.00000000
PA
USD
219837.50000000
0.010255450855
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
10.63000000
N
N
N
N
N
N
Milos CLO, LTD
254900GFWI4EEB8IJS18
Milos CLO Ltd
60162PAE2
1085000.00000000
PA
USD
1085028.21000000
0.050616721372
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
1.20000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAA0
1076000.00000000
PA
USD
1105777.87000000
0.051584695982
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.17000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BK5
283000.00000000
PA
USD
313725.20000000
0.014635325505
Long
DBT
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBNR7
6849317.43000000
PA
USD
7204114.81000000
0.336072987512
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCY9
406932.96000000
PA
USD
434503.12000000
0.020269632768
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XC24
2362.47000000
PA
USD
2494.38000000
0.000116363184
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
3.00000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
215000.00000000
PA
USD
224675.00000000
0.010481120923
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
775000.00000000
PA
USD
796800.75000000
0.037170869089
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
476000.00000000
PA
USD
486773.23000000
0.022708040885
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
380000.00000000
PA
USD
385700.00000000
0.017992960232
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
CLECO CORPORATE HOLDINGS
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAC3
4110000.00000000
PA
USD
4382345.99000000
0.204437067983
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.74000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
178000.00000000
PA
USD
184045.77000000
0.008585761525
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
32757000.00000000
PA
USD
32392322.54000000
1.511106485058
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAP8
2953000.00000000
PA
USD
3432772.94000000
0.160139349222
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
5.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
1875000.00000000
PA
USD
2020473.56000000
0.094255380905
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
1146000.00000000
PA
USD
1091565.00000000
0.050921663561
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XVK77
18775.32000000
PA
USD
20385.21000000
0.000950972965
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.50000000
N
N
N
N
N
N
CHC Commercial Mortgage Trust 2019-CHC
N/A
CHC Commercial Mortgage Trust 2019 - CHC
162665AJ2
182666.70000000
PA
USD
180376.41000000
0.008414585356
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
1.84000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
135000.00000000
PA
USD
138543.75000000
0.006463085776
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPX33
192633.75000000
PA
USD
211900.32000000
0.009885180272
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMFP5
636452.74000000
PA
USD
655699.39000000
0.030588470439
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
500000.00000000
PA
USD
519100.00000000
0.024216089334
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F1ZN5
16218.62000000
PA
USD
17537.25000000
0.000818115223
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-SBX Mortgage Trust
12598EAA0
3174000.00000000
PA
USD
3167801.50000000
0.147778393602
Long
ABS-MBS
CORP
US
N
2
2038-01-10
Fixed
1.67000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
35000.00000000
PA
USD
36400.00000000
0.001698065212
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186NLA5
3505.57000000
PA
USD
3690.36000000
0.000172155822
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
281000.00000000
PA
USD
303795.86000000
0.014172120372
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
229000.00000000
PA
USD
245713.59000000
0.011462574159
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
Symphony CLO Ltd
5493006CLZCEH6WYKR81
Symphony CLO XXV Ltd
87167WAC9
1566000.00000000
PA
USD
1566648.32000000
0.073084368471
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
1.10000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
227000.00000000
PA
USD
266909.41000000
0.012451362197
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HAYB0
8728.89000000
PA
USD
9418.80000000
0.000439388368
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAS5
50000.00000000
PA
USD
53236.72000000
0.002483500611
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
200000.00000000
PA
USD
186969.00000000
0.008722130623
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
2120000.00000000
PA
USD
1733100.00000000
0.080849363179
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAB9
1600500.00000000
PA
USD
1640061.16000000
0.076509087970
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.67000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
18170000.00000000
PA
USD
18527721.88000000
0.864320878864
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
1974000.00000000
PA
USD
2236572.34000000
0.104336419937
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241L6P6
3797.77000000
PA
USD
4184.49000000
0.000195207057
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
2339000.00000000
PA
USD
2332962.53000000
0.108833036103
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180NCL7
14842.28000000
PA
USD
15887.39000000
0.000741149018
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAD2
415000.00000000
PA
USD
434712.50000000
0.020279400375
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBE1
4000000.00000000
PA
USD
3945345.48000000
0.184050931613
Long
DBT
CORP
FR
N
2
2025-06-18
Fixed
1.04000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAC7
2320665.00000000
PA
USD
2406808.08000000
0.112277941585
Long
ABS-O
CORP
US
N
2
2049-12-05
Fixed
3.86000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36185B6Q4
4827.53000000
PA
USD
5127.26000000
0.000239187413
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAX8
268000.00000000
PA
USD
274539.27000000
0.012807296259
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
166000.00000000
PA
USD
164201.26000000
0.007660012292
Long
DBT
US
N
2
2031-07-15
Fixed
2.38000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
1528000.00000000
PA
USD
1630070.40000000
0.076043017585
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CH6
190000.00000000
PA
USD
188207.35000000
0.008779899828
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
105000.00000000
PA
USD
108806.25000000
0.005075827143
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
975000.00000000
PA
USD
1094430.00000000
0.051055316221
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183S7J4
2049.28000000
PA
USD
2157.30000000
0.000100638353
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAL4
220000.00000000
PA
USD
216968.11000000
0.010121593401
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA5H1
4832772.66000000
PA
USD
5140501.39000000
0.239805125961
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAA6
496000.00000000
PA
USD
508272.73000000
0.023710995638
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
3.11000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
1178000.00000000
PA
USD
1230821.52000000
0.057418000161
Long
DBT
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERB41
294278.96000000
PA
USD
315201.40000000
0.014704190446
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335APZ5
111983.85000000
PA
USD
120550.41000000
0.005623693889
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L9G25
392389.11000000
PA
USD
414328.49000000
0.019328483390
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AA1
105000.00000000
PA
USD
106893.15000000
0.004986580754
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
14162VAB2
195000.00000000
PA
USD
215796.81000000
0.010066952088
Long
DBT
US
N
2
2026-08-15
Fixed
5.13000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RAG7
290000.00000000
PA
USD
394346.14000000
0.018396303901
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.30000000
N
N
N
N
N
N
Magnetite CLO Ltd
5493007R5RBJT1RFJC86
Magnetite XXI Ltd
55954PAN4
1238000.00000000
PA
USD
1239356.85000000
0.057816174527
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.15000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAL0
349000.00000000
PA
USD
372314.05000000
0.017368503747
Long
DBT
CORP
US
N
2
2025-11-05
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFYZ6
9028.06000000
PA
USD
9725.82000000
0.000453710895
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
1241000.00000000
PA
USD
1237768.30000000
0.057742068442
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFCD9
6296.90000000
PA
USD
6785.35000000
0.000316537549
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
1317000.00000000
PA
USD
1359233.16000000
0.063408421555
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156686AM9
15000.00000000
PA
USD
16459.05000000
0.000767817039
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.88000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
954000.00000000
PA
USD
956400.06000000
0.044616199755
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAA3
725000.00000000
PA
USD
742671.88000000
0.034645749552
Long
DBT
CORP
AU
N
2
2026-04-30
Fixed
5.75000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
1593000.00000000
PA
USD
1708795.17000000
0.079715539379
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LVIII CLO Ltd
04018AAC3
1717000.00000000
PA
USD
1717578.63000000
0.080125289046
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.34000000
N
N
N
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167NAC9
860000.00000000
PA
USD
860000.00000000
0.040119123151
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
34606000.00000000
PA
USD
34088261.71000000
1.590222290196
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
CLECO CORPORATE HOLDINGS
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAE9
2762000.00000000
PA
USD
2805586.68000000
0.130881020380
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.38000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHL6
250000.00000000
PA
USD
261143.57000000
0.012182384936
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVXG7
45359.03000000
PA
USD
49075.23000000
0.002289366507
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AF8
281050.00000000
PA
USD
293110.14000000
0.013673630004
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
4.03000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
1892000.00000000
PA
USD
2163905.03000000
0.100946479519
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295GKV3
5706.69000000
PA
USD
6007.50000000
0.000280250735
Long
ABS-MBS
USGA
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
268000.00000000
PA
USD
347240.00000000
0.016198795724
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding XII CLO Ltd
15033TAN5
921000.00000000
PA
USD
920454.77000000
0.042939346829
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
1.30000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
600000.00000000
PA
USD
616029.00000000
0.028737841065
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB97
204621.88000000
PA
USD
220659.34000000
0.010293789809
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.00000000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
198180290.53600000
NS
USD
198219926.59000000
9.246987960437
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5CR2
7054.45000000
PA
USD
7687.26000000
0.000358611779
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184BJC2
3095.48000000
PA
USD
3258.65000000
0.000152016489
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
2944000.00000000
PA
USD
2816447.34000000
0.131387671725
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
2800000.00000000
PA
USD
3001557.10000000
0.140023068536
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEZ23
52835.98000000
PA
USD
57032.67000000
0.002660582222
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
515000.00000000
PA
USD
527875.00000000
0.024625444341
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2020-1 Ltd
92918EAL1
953000.00000000
PA
USD
952997.14000000
0.044457453049
Long
ABS-CBDO
CORP
KY
N
2
2034-07-16
Floating
1.27000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286X3
13969200.00000000
PA
USD
14590720.30000000
0.680659191380
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.13000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-FOX
12433AAA7
852074.53000000
PA
USD
851049.23000000
0.039701568449
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
1.09000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
460000.00000000
PA
USD
458104.80000000
0.021370654520
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4V45
1611989.78000000
PA
USD
1751932.25000000
0.081727890338
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VJ5
1148955.37000000
PA
USD
1212780.30000000
0.056576374664
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMW33
12997.69000000
PA
USD
13496.81000000
0.000629628119
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
500000.00000000
PA
USD
642377.93000000
0.029967022422
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
34000.00000000
PA
USD
37217.40000000
0.001736197039
Long
DBT
US
N
2
2026-01-15
Fixed
4.13000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAA0
469000.00000000
PA
USD
496468.64000000
0.023160333150
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900END3IQSN7CTN87
Madison Park Funding XIX Ltd
55819QAY3
1945972.40000000
PA
USD
1948875.79000000
0.090915334681
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Floating
1.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4AD1
271309.42000000
PA
USD
289509.40000000
0.013505654967
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180C5Q8
26995.07000000
PA
USD
28825.89000000
0.001344731896
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNAB9
798937.78000000
PA
USD
801943.62000000
0.037410784711
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339U6U9
1051063.17000000
PA
USD
1099462.32000000
0.051290074670
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCVQ6
392588.06000000
PA
USD
411524.66000000
0.019197684319
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HGSC2
14191.27000000
PA
USD
15312.92000000
0.000714349910
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
195000.00000000
PA
USD
210600.00000000
0.009824520157
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QAX1
215000.00000000
PA
USD
227321.63000000
0.010604586591
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.83000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945DS4
69409.85000000
PA
USD
75733.02000000
0.003532956227
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E76B1
29374.09000000
PA
USD
31817.39000000
0.001484285799
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AH2
3324350.00000000
PA
USD
3310810.92000000
0.154449803524
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.89000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BM7
190000.00000000
PA
USD
194585.08000000
0.009077421846
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.45000000
N
N
N
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252AN8
81000.00000000
PA
USD
86520.12000000
0.004036175987
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
1731000.00000000
PA
USD
2133502.87000000
0.099528214402
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
125000.00000000
PA
USD
130312.50000000
0.006079096785
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMAB0
1043665.07000000
PA
USD
1049874.67000000
0.048976803697
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUA0
662158.99000000
PA
USD
698942.19000000
0.032605753251
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
310000.00000000
PA
USD
458304.00000000
0.021379947228
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBJ8
832000.00000000
PA
USD
940280.87000000
0.043864237233
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183L4Q6
6862.57000000
PA
USD
7245.76000000
0.000338015741
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
6606000.00000000
PA
USD
9329519.70000000
0.435223429988
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust 2015-C26
94989CAX9
624000.00000000
PA
USD
653391.02000000
0.030480784648
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.17000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAC3
182000.00000000
PA
USD
194944.19000000
0.009094174379
Long
DBT
US
N
2
2025-02-01
Fixed
4.00000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
362116.12000000
PA
USD
362007.34000000
0.016887694250
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.79000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
207000.00000000
PA
USD
235059.26000000
0.010965548139
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AMRJ3
46187.38000000
PA
USD
50350.47000000
0.002348856635
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
4.00000000
N
N
N
N
N
N
NIELSEN CO LUX SARL/THE
549300MFMRJBOPHHM352
Nielsen Co Luxembourg SARL/The
65410CAC4
766000.00000000
PA
USD
775575.00000000
0.036180684812
Long
DBT
CORP
LU
N
2
2025-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEDW9
1727488.86000000
PA
USD
1812164.32000000
0.084537725029
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AX4
55000.00000000
PA
USD
67137.95000000
0.003131994981
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFQ2
319000.00000000
PA
USD
353867.35000000
0.016507962551
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
3100000.00000000
PA
USD
3129050.07000000
0.145970633844
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
60000.00000000
PA
USD
56669.40000000
0.002643635625
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
122000.00000000
PA
USD
157103.40000000
0.007328896107
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
100000.00000000
PA
USD
92312.50000000
0.004306391344
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8KM6
8888.62000000
PA
USD
9596.02000000
0.000447655707
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLCE1
25555.78000000
PA
USD
27617.58000000
0.001288364061
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
1250000.00000000
PA
USD
1269017.61000000
0.059199853229
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.22000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
400000.00000000
PA
USD
427768.00000000
0.019955438456
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AF5
250000.00000000
PA
USD
267765.07000000
0.012491278859
Long
DBT
CORP
CH
N
2
2029-01-12
Fixed
3.87000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
250000.00000000
PA
USD
296250.00000000
0.013820104922
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493001O5CL3BBUIEH94
Eaton Vance CLO 2013-1 Ltd
27830BBN3
330000.00000000
PA
USD
330186.12000000
0.015403229780
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8DB6
263287.55000000
PA
USD
281842.03000000
0.013147971059
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HLS1
10010.28000000
PA
USD
10537.95000000
0.000491596876
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
180000.00000000
PA
USD
218588.40000000
0.010197180161
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVAV9
57620.23000000
PA
USD
59902.67000000
0.002794468133
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFMN3
382840.55000000
PA
USD
410777.31000000
0.019162820334
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQB76
9421.28000000
PA
USD
10147.05000000
0.000473361335
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCVU7
369896.51000000
PA
USD
385195.54000000
0.017969427100
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
594000.00000000
PA
USD
606919.50000000
0.028312881585
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAG5
320000.00000000
PA
USD
317094.21000000
0.014792490304
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.49000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF94
3034.22000000
PA
USD
3343.19000000
0.000155960292
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
549000.00000000
PA
USD
618142.22000000
0.028836423080
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFXP9
5577.18000000
PA
USD
6004.22000000
0.000280097722
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186S6R4
10617.16000000
PA
USD
11176.82000000
0.000521400253
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KFMW9
187905.17000000
PA
USD
195414.50000000
0.009116114408
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XJKZ9
31880.40000000
PA
USD
35039.08000000
0.001634578099
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
197000.00000000
PA
USD
214616.50000000
0.010011890457
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAN8
1381000.00000000
PA
USD
1377664.47000000
0.064268244806
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLQ6
4188864.13000000
PA
USD
4332881.89000000
0.202129560635
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186QNF5
7701.51000000
PA
USD
8107.48000000
0.000378215102
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAH8
145000.00000000
PA
USD
165698.34000000
0.007729851288
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.71000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
963000.00000000
PA
USD
942655.46000000
0.043975012196
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
955000.00000000
PA
USD
935307.90000000
0.043632247470
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AK0
1386000.00000000
PA
USD
1529528.42000000
0.071352719820
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDT22
1426840.00000000
PA
USD
1437112.96000000
0.067041525377
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
3453234.77000000
PA
USD
3460831.20000000
0.161448271069
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
438000.00000000
PA
USD
468015.30000000
0.021832980764
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.88000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
530000.00000000
PA
USD
545900.00000000
0.025466313172
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MC32
38879.21000000
PA
USD
42838.19000000
0.001998407697
Long
ABS-MBS
USGA
US
N
2
2042-05-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAC2
184000.00000000
PA
USD
184055.20000000
0.008586201436
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.24000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAL8
51000.00000000
PA
USD
53901.79000000
0.002514526222
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.50000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q305
1296.00000000
NS
USD
50634.72000000
0.002362116938
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
400000.00000000
PA
USD
373500.00000000
0.017423828485
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAT4
490000.00000000
PA
USD
483385.00000000
0.022549979470
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAL9
66000.00000000
PA
USD
72406.34000000
0.003377766129
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAB4
400000.00000000
PA
USD
381040.00000000
0.017775570564
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAA6
2043000.00000000
PA
USD
2037254.06000000
0.095038193632
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
0.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER5G1
594305.61000000
PA
USD
653188.87000000
0.030471354321
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUGU7
44167.15000000
PA
USD
47799.50000000
0.002229853519
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
LEXINGTON REALTY TRUST
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043AE1
350000.00000000
PA
USD
352091.26000000
0.016425107698
Long
DBT
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAH8
1066000.00000000
PA
USD
1104680.85000000
0.051533519842
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
7411000.00000000
PA
USD
9341083.79000000
0.435762896442
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
2904000.00000000
PA
USD
3175825.06000000
0.148152693825
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAG5
4389000.00000000
PA
USD
4594465.29000000
0.214332463704
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
7319000.00000000
PA
USD
8182146.94000000
0.381698326431
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
6000.00000000
PA
USD
6071.84000000
0.000283252205
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
162000.00000000
PA
USD
161676.62000000
0.007542237475
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
1936000.00000000
PA
USD
2437760.98000000
0.113721898803
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206C8
14850000.00000000
PA
USD
14863428.86000000
0.693381084756
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
2.00000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIV CLO Ltd
04017WAC6
674000.00000000
PA
USD
674281.73000000
0.031455339261
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.44000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CT5
562000.00000000
PA
USD
625856.92000000
0.029196314940
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.45000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
195000.00000000
PA
USD
199387.50000000
0.009301455427
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
465000.00000000
PA
USD
494441.48000000
0.023065765845
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET6G6
105380.78000000
PA
USD
112873.07000000
0.005265544878
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
AASET 2017-1 Trust
549300UGVCXV1Y1NM635
AASET 2017-1 Trust
000366AA2
751198.39000000
PA
USD
692064.28000000
0.032284897765
Long
ABS-O
CORP
US
N
2
2042-05-16
Fixed
3.97000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AZ9
205000.00000000
PA
USD
213544.40000000
0.009961876839
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA61
53496.02000000
PA
USD
56593.96000000
0.002640116338
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AJQ2
285330.48000000
PA
USD
307871.07000000
0.014362229502
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YNA49
11039.81000000
PA
USD
11975.34000000
0.000558651325
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BP1
2182000.00000000
PA
USD
2458671.56000000
0.114697380354
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.65000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAA4
504000.00000000
PA
USD
504754.69000000
0.023546878569
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
1.13000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BK2
150000.00000000
PA
USD
168704.13000000
0.007870071822
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
95000.00000000
PA
USD
101175.00000000
0.004719828238
Long
DBT
US
N
2
2025-06-15
Fixed
4.63000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XXVI Ltd
87190GAC5
1300000.00000000
PA
USD
1297572.90000000
0.060531961596
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Floating
1.21000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
35000.00000000
PA
USD
42000.00000000
0.001959306014
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
300000.00000000
PA
USD
303588.23000000
0.014162434403
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AH3
160000.00000000
PA
USD
166358.40000000
0.007760643182
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
115000.00000000
PA
USD
117347.15000000
0.005474261351
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAA2
2789000.00000000
PA
USD
2775907.04000000
0.129496460924
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
0.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0226C0
12350000.00000000
PA
USD
12687908.35000000
0.591892741430
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
1528000.00000000
PA
USD
1596760.00000000
0.074489082655
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-SOAR
05608WAA2
306000.00000000
PA
USD
304283.00000000
0.014194845523
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
0.76000000
N
N
N
N
N
N
Cent CLO LP
549300CTF5B701OF6K35
Columbia Cent CLO 29 Ltd
197363AU8
1501000.00000000
PA
USD
1497421.62000000
0.069854933003
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.32000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
586000.00000000
PA
USD
622290.11000000
0.029029922743
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H3LN4
13343.23000000
PA
USD
14399.10000000
0.000671720076
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
6075000.00000000
PA
USD
6205085.49000000
0.289468126674
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EDD8
31740.36000000
PA
USD
34534.20000000
0.001611025375
Long
ABS-MBS
USGA
US
N
2
2035-04-20
Fixed
4.50000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
2196000.00000000
PA
USD
2444550.81000000
0.114038645345
Long
DBT
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
285000.00000000
PA
USD
296400.00000000
0.013827102444
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
674000.00000000
PA
USD
924095.24000000
0.043109175276
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AU48
130724.92000000
PA
USD
140112.37000000
0.006536262124
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAT6
500000.00000000
PA
USD
530625.00000000
0.024753732235
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
3.25000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAM0
545000.00000000
PA
USD
569525.00000000
0.026568422805
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.13000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AF2
450000.00000000
PA
USD
484715.21000000
0.022612033957
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945SK5
116919.13000000
PA
USD
127496.08000000
0.005947710389
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
38253600.00000000
PA
USD
47285035.88000000
2.205853695000
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAM5
448000.00000000
PA
USD
454684.16000000
0.021211081174
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
130000.00000000
PA
USD
133810.30000000
0.006242269656
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.63000000
N
N
N
N
N
N
SUN COMMUNITIES
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
956000.00000000
PA
USD
957489.01000000
0.044666999428
Long
DBT
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
630000.00000000
PA
USD
623700.00000000
0.029095694313
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFM29
19803.38000000
PA
USD
21450.60000000
0.001000673561
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
2806000.00000000
PA
USD
3870357.33000000
0.180552723678
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYDE4
9510.05000000
PA
USD
10312.12000000
0.000481061874
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
686000.00000000
PA
USD
735088.66000000
0.034291991253
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YGLA8
80784.34000000
PA
USD
87731.07000000
0.004092666978
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
1069000.00000000
PA
USD
1077156.47000000
0.050249503573
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
442262.66000000
PA
USD
454815.14000000
0.021217191410
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BU9
287000.00000000
PA
USD
353749.29000000
0.016502455035
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
5.50000000
N
N
N
N
N
N
InterGen NV
549300E3XRGX2JMPEC79
InterGen NV
45867XAG9
235000.00000000
PA
USD
230300.00000000
0.010743527978
Long
DBT
CORP
NL
N
2
2023-06-30
Fixed
7.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAJ9
210000.00000000
PA
USD
207642.67000000
0.009686560289
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.69000000
N
N
N
N
N
N
Vizient Inc
5493007V6T3HZ7777P70
Vizient Inc
92856JAB6
20000.00000000
PA
USD
20850.00000000
0.000972655485
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.25000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BN9
1589000.00000000
PA
USD
1546001.10000000
0.072121172701
Long
DBT
US
N
2
2033-04-15
Fixed
3.25000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
15000.00000000
PA
USD
15975.00000000
0.000745236037
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
204000.00000000
PA
USD
233381.68000000
0.010887288792
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
650000.00000000
PA
USD
653250.00000000
0.030474206045
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HV6
115000.00000000
PA
USD
122780.52000000
0.005727728840
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAY8
385000.00000000
PA
USD
346500.00000000
0.016164274618
Long
DBT
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
MESQUITE ENERGY INC
N/A
MESQUITE ENERGY INC
59073XAE5
50546.00000000
PA
USD
173372.78000000
0.008087865013
Long
DBT
CORP
US
N
3
2023-07-15
Fixed
13.00000000
N
N
N
N
N
Mesquite Energy Inc
Mesquite Energy Inc
USD
XXXX
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
2615000.00000000
PA
USD
2610283.66000000
0.121770106530
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
Babson CLO Ltd
549300VMZDDY0435KV08
Barings CLO Ltd 2020-I
06762LAM0
987000.00000000
PA
USD
986411.75000000
0.046016249391
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Floating
1.27000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAM9
4720000.00000000
PA
USD
5209465.84000000
0.243022327429
Long
DBT
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
158000000.00000000
PA
USD
155518907.04000000
7.254979283661
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
102000.00000000
PA
USD
105317.94000000
0.004913096982
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300BLIFMJ8T7AGX24
Dryden 90 Clo Ltd
262484AC2
784000.00000000
PA
USD
784000.00000000
0.036573712268
Long
ABS-CBDO
CORP
KY
N
2
2035-02-20
Floating
0.00000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAY3
18000.00000000
PA
USD
19199.28000000
0.000895649161
Long
DBT
US
N
2
2024-12-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMF8
343130.83000000
PA
USD
364202.43000000
0.016990095513
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
600000.00000000
PA
USD
618000.00000000
0.028829788497
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVK79
628504.37000000
PA
USD
660686.31000000
0.030821110971
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BB9
604000.00000000
PA
USD
726040.95000000
0.033869914286
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
871503AU2
867000.00000000
PA
USD
875670.00000000
0.040850130895
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YUWK3
31954.22000000
PA
USD
34662.06000000
0.001616990062
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
53000.00000000
PA
USD
57330.52000000
0.002674476967
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWW3
416450.65000000
PA
USD
435773.79000000
0.020328909706
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
3.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
1301000.00000000
PA
USD
1392070.00000000
0.064940264843
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
495000.00000000
PA
USD
513562.50000000
0.023957764166
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
195000.00000000
PA
USD
190499.40000000
0.008886824289
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XRQ5
3115.02000000
PA
USD
3279.22000000
0.000152976082
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
180000.00000000
PA
USD
190919.26000000
0.008906410818
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBF8
350000.00000000
PA
USD
364133.00000000
0.016986856593
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
136000.00000000
PA
USD
132600.00000000
0.006185808988
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPTT9
33585.37000000
PA
USD
33764.21000000
0.001575105231
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J2LR2
66540.95000000
PA
USD
70282.00000000
0.003278665364
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVS99
132252.96000000
PA
USD
144493.45000000
0.006740640133
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L83E5
29315.18000000
PA
USD
31092.82000000
0.001450484505
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
3105000.00000000
PA
USD
3177815.82000000
0.148245563064
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD
N/A
NSG Holdings LLC / NSG Holdings Inc
62940QAA3
120152.78000000
PA
USD
127962.71000000
0.005969478745
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6CW5
23720.61000000
PA
USD
24888.69000000
0.001161060952
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGNW5
143681.54000000
PA
USD
153807.11000000
0.007175123706
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
1218000.00000000
PA
USD
1244065.20000000
0.058035819729
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BSG2
110907.43000000
PA
USD
119495.62000000
0.005574487784
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
420000.00000000
PA
USD
452046.00000000
0.021088010632
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
1235000.00000000
PA
USD
1373320.00000000
0.064065574658
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAA8
862512.86000000
PA
USD
861995.61000000
0.040212218643
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.17000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
13129000.00000000
PA
USD
13452367.27000000
0.627554859519
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
60000.00000000
PA
USD
64710.00000000
0.003018730766
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HLHW6
76236.12000000
PA
USD
82139.52000000
0.003831820370
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFPA1
239735.60000000
PA
USD
240412.81000000
0.011215292013
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
8288000.00000000
PA
USD
10232116.16000000
0.477329684098
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36182QCS3
4448.13000000
PA
USD
4696.50000000
0.000219092397
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2020-2PAC
63875DAN1
2266000.00000000
PA
USD
2312068.23000000
0.107858314016
Long
ABS-MBS
CORP
US
N
2
2037-01-15
Variable
3.62000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186NK40
3424.81000000
PA
USD
3605.34000000
0.000168189627
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4G1
13787.21000000
PA
USD
15169.59000000
0.000707663545
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.50000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
1448000.00000000
PA
USD
1480173.66000000
0.069050313199
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.38000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
70000.00000000
PA
USD
87131.45000000
0.004064694619
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.38000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AN6
311000.00000000
PA
USD
391346.25000000
0.018256358603
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BX7
1909000.00000000
PA
USD
2025158.76000000
0.094473946155
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AK7
20000.00000000
PA
USD
23450.00000000
0.001093945858
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
Thunderbolt Aircraft Lease Limited/ US LLC
N/A
Thunderbolt Aircraft Lease Ltd
88606WAA0
144417.98000000
PA
USD
145253.55000000
0.006776098907
Long
ABS-O
CORP
KY
N
2
2032-05-17
Variable
4.21000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAC7
833000.00000000
PA
USD
908017.61000000
0.042359151534
Long
DBT
US
N
2
2026-06-15
Fixed
4.13000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
675000.00000000
PA
USD
689343.75000000
0.032157984651
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAV7
135000.00000000
PA
USD
141031.80000000
0.006579153665
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AU4
670000.00000000
PA
USD
832678.49000000
0.038844570797
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
505000.00000000
PA
USD
516362.50000000
0.024088384567
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0H80
128401.47000000
PA
USD
140285.49000000
0.006544338197
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
179000.00000000
PA
USD
190926.11000000
0.008906730372
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.63000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAE8
679000.00000000
PA
USD
675108.24000000
0.031493896071
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.43000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SV1
1563423.68000000
PA
USD
1880776.03000000
0.087738471125
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.13000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AP8
151000.00000000
PA
USD
167930.06000000
0.007833961346
Long
DBT
US
N
2
2029-10-01
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7Q44
140842.88000000
PA
USD
149122.93000000
0.006956606038
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDS56
923082.00000000
PA
USD
928862.62000000
0.043331574235
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANTU8
43835.77000000
PA
USD
44069.19000000
0.002055834024
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCY5
45040000.00000000
PA
USD
44709237.50000000
2.085692331719
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
PRIMA Capital LTD
N/A
Prima Capital CRE Securitization 2021-1X
74167CAB3
499000.00000000
PA
USD
498999.45000000
0.023278395799
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WGTP2
69358.37000000
PA
USD
74317.37000000
0.003466915952
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
995000.00000000
PA
USD
1005338.05000000
0.046899163996
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ATJ7
58883.43000000
PA
USD
63351.10000000
0.002955337886
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPF7
194984.57000000
PA
USD
210848.14000000
0.009836095924
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q75R4
246417.46000000
PA
USD
262724.23000000
0.012256122951
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7RM3
20530.06000000
PA
USD
22226.25000000
0.001036857745
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
Olin Corp
680665AL0
505000.00000000
PA
USD
544657.65000000
0.025408357367
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5AQ6
119127.05000000
PA
USD
127559.43000000
0.005950665675
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AA3
265000.00000000
PA
USD
255725.00000000
0.011929607869
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.38000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BB5
600000.00000000
PA
USD
644071.19000000
0.030046013244
Long
DBT
US
N
2
2024-04-01
Fixed
4.95000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
3220000.00000000
PA
USD
3569229.87000000
0.166505084547
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
9949000.00000000
PA
USD
11284342.34000000
0.526416186074
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
1434000.00000000
PA
USD
1526972.74000000
0.071233496982
Long
DBT
US
N
2
2024-10-01
Fixed
4.10000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300XQII222AK58E79
Madison Park Funding L Ltd
55821FAA5
1700000.00000000
PA
USD
1703296.30000000
0.079459016306
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
1.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133LPSF5
437722.51000000
PA
USD
455198.27000000
0.021235064479
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
100000.00000000
PA
USD
106065.50000000
0.004947970763
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.13000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
525000.00000000
PA
USD
563062.50000000
0.026266946255
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
157000.00000000
PA
USD
153294.80000000
0.007151224371
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
Pacific LifeCorp
VFN8KLUEIK7XMVX1JM30
Pacific LifeCorp
694476AD4
554000.00000000
PA
USD
714055.18000000
0.033310776399
Long
DBT
CORP
US
N
2
2043-01-30
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XCV0
3957.40000000
PA
USD
4178.37000000
0.000194921558
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLQ0
131192.70000000
PA
USD
141844.05000000
0.006617045244
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQP92
1976873.90000000
PA
USD
2027388.96000000
0.094577985305
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAA8
840000.00000000
PA
USD
803653.20000000
0.037490536862
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
838000.00000000
PA
USD
860411.40000000
0.040138315020
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
Horizon Aircraft Finance I Limited
N/A
Horizon Aircraft Finance I Ltd
440405AE8
200631.13000000
PA
USD
198495.35000000
0.009259836501
Long
ABS-O
CORP
US
N
2
2038-12-15
Fixed
4.46000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2L6
3240000.00000000
PA
USD
3744057.75000000
0.174660830185
Long
DBT
CORP
US
N
2
2031-04-04
Fixed
4.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAEW5
78472.92000000
PA
USD
85593.93000000
0.003992969091
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252AM0
138000.00000000
PA
USD
147306.38000000
0.006871863721
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJJV5
740892.06000000
PA
USD
761687.94000000
0.035532851474
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
1045000.00000000
PA
USD
1011037.50000000
0.047165044155
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.63000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBW4
519000.00000000
PA
USD
568143.41000000
0.026503971434
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAJ6
188000.00000000
PA
USD
213522.05000000
0.009960834208
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.20000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAJ0
35000.00000000
PA
USD
37012.50000000
0.001726638425
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAE2
155000.00000000
PA
USD
156846.69000000
0.007316920548
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
3912000.00000000
PA
USD
3871266.97000000
0.180595158514
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDC3
29000.00000000
PA
USD
30999.16000000
0.001446115253
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
926000.00000000
PA
USD
1009918.75000000
0.047112854307
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
MESQUITE ENERGY INC DEL
N/A
MESQUITE ENERGY INC DEL
59073XAB1
29213.00000000
PA
USD
111009.40000000
0.005178604406
Long
DBT
CORP
US
N
3
2023-07-15
Fixed
15.00000000
N
N
N
N
N
Mesquite Energy Inc
Mesquite Energy Inc
USD
XXXX
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AY2
220000.00000000
PA
USD
234513.92000000
0.010940107950
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36198TUD2
8346.12000000
PA
USD
8812.15000000
0.000411088059
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
550000.00000000
PA
USD
702458.63000000
0.032769795681
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8E35
61161.50000000
PA
USD
64559.05000000
0.003011688927
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BJ2
160000.00000000
PA
USD
161468.91000000
0.007532547773
Long
DBT
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665AK2
370000.00000000
PA
USD
386650.00000000
0.018037277868
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
792000.00000000
PA
USD
827640.00000000
0.038609524517
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQ36
118066.99000000
PA
USD
127505.10000000
0.005948131173
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
858000.00000000
PA
USD
1065412.92000000
0.049701665284
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAS8
500000.00000000
PA
USD
523750.00000000
0.024433012500
Long
DBT
NUSS
SA
N
2
2025-10-22
Fixed
2.90000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAB8
185000.00000000
PA
USD
186761.50000000
0.008712450719
Long
DBT
US
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
156000.00000000
PA
USD
166530.00000000
0.007768648347
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
826000.00000000
PA
USD
885885.00000000
0.041326662108
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAG9
380000.00000000
PA
USD
390450.00000000
0.018214548412
Long
DBT
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XXII Ltd
87167GAA8
2900000.00000000
PA
USD
2903114.60000000
0.135430711814
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Floating
1.41000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
1090000.00000000
PA
USD
1117250.00000000
0.052119872489
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
1624000.00000000
PA
USD
1562420.70000000
0.072887149393
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBK7
2903000.00000000
PA
USD
3185460.74000000
0.148602199677
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
16000.00000000
PA
USD
19601.92000000
0.000914432374
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
200000.00000000
PA
USD
213807.47000000
0.009974149092
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
728000.00000000
PA
USD
809604.85000000
0.037768182187
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAA7
85000.00000000
PA
USD
82556.25000000
0.003851260884
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFQ8
97123.74000000
PA
USD
101443.51000000
0.004732354268
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AF1
303000.00000000
PA
USD
408103.49000000
0.019038086248
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
7.88000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
86000.00000000
PA
USD
97368.18000000
0.004542239540
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
690872AB2
100000.00000000
PA
USD
103617.00000000
0.004833747887
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2Q9
453382.73000000
PA
USD
484808.32000000
0.022616377552
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
2050000.00000000
PA
USD
2011694.93000000
0.093845856558
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FTL0
55100.12000000
PA
USD
60710.84000000
0.002832169379
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.50000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
200000.00000000
PA
USD
205500.00000000
0.009586604427
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAR9
467622.97000000
PA
USD
465572.30000000
0.021719014464
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.34000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
2667000.00000000
PA
USD
2939813.32000000
0.137142712358
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
155000.00000000
PA
USD
166427.72000000
0.007763876970
Long
DBT
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
360000.00000000
PA
USD
372211.20000000
0.017363705780
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
2307000.00000000
PA
USD
2485821.13000000
0.115963911683
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAE6
128000.00000000
PA
USD
127518.73000000
0.005948767015
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.52000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZJ5
275000.00000000
PA
USD
291567.38000000
0.013601660029
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.69000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
76000.00000000
PA
USD
78795.32000000
0.003675812961
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH3U4
55287.31000000
PA
USD
57546.45000000
0.002684550133
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AK8
560000.00000000
PA
USD
608171.67000000
0.028371295495
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.10000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAN4
125000.00000000
PA
USD
133718.98000000
0.006238009565
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
276000.00000000
PA
USD
299418.96000000
0.013967937360
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH6N1
770853.24000000
PA
USD
774476.10000000
0.036129420969
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
200000.00000000
PA
USD
212744.00000000
0.009924538064
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P73S0
73514.49000000
PA
USD
77647.61000000
0.003622272125
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AXFN6
93676.80000000
PA
USD
101849.27000000
0.004751283030
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAA6
1910000.00000000
PA
USD
1899052.26000000
0.088591059872
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
0.83000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
1029000.00000000
PA
USD
1100832.87000000
0.051354011024
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CC8
1240000.00000000
PA
USD
1267331.89000000
0.059121214149
Long
DBT
NUSS
XX
N
2
2023-05-12
Fixed
2.38000000
N
N
N
N
N
N
Sanchez Energy Corporation
549300SB0HTIM17TVR61
Sanchez Energy Corporation DIP New Money Term Loan
000000000
71751.17000000
PA
USD
0.01000000
0.000000000466
Long
LON
CORP
US
N
3
2020-06-30
Floating
12.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AY7
6302000.00000000
PA
USD
6751696.98000000
0.314967630957
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
6.10000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAF2
57000.00000000
PA
USD
57271.60000000
0.002671728341
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
3.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7BY2
5919.90000000
PA
USD
6417.18000000
0.000299362365
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABE7
170000.00000000
PA
USD
175554.75000000
0.008189654226
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
250000.00000000
PA
USD
258875.00000000
0.012076555820
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BF2
13000.00000000
PA
USD
17760.07000000
0.000828509808
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
6.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617GM3Q3
69800.26000000
PA
USD
75227.31000000
0.003509364784
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Babson CLO Ltd
549300Q89L7I93JSRH83
Barings CLO Ltd 2020-IV
06762BAC4
1550000.00000000
PA
USD
1550038.75000000
0.072309529652
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
1.35000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
249000.00000000
PA
USD
314486.62000000
0.014670845857
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
13057Q123
225.00000000
NS
USD
2700.00000000
0.000125955386
N/A
DE
US
N
1
N/A
N/A
Call
Purchased
California Resources Corp
California Resources Corp
36.00000000
36.00000000
USD
2024-10-27
XXXX
2700.00000000
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
392000.00000000
PA
USD
391212.71000000
0.018250128943
Long
DBT
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVR8
75435.66000000
PA
USD
79407.32000000
0.003704362849
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
630000.00000000
PA
USD
667989.00000000
0.031161782505
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
2281000.00000000
PA
USD
2481974.05000000
0.115784444850
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RGA1
215331.93000000
PA
USD
232814.43000000
0.010860826498
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
4.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
200000.00000000
PA
USD
195086.00000000
0.009100789836
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
Pine Street Trust II
N/A
Pine Street Trust II
72284LAA7
800000.00000000
PA
USD
1078148.84000000
0.050295797776
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.57000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
269000.00000000
PA
USD
291280.84000000
0.013588292897
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
Lucali CLO Ltd
N/A
Lucali CLO Ltd
54929JAC7
760000.00000000
PA
USD
760235.60000000
0.035465099605
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.33000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VVZ0
18670.77000000
PA
USD
19343.09000000
0.000902357918
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BL2
247000.00000000
PA
USD
252908.48000000
0.011798216808
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.30000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493007R7GEORNX00105
Eaton Vance CLO 2019-1 Ltd
27830XAL0
684000.00000000
PA
USD
684469.91000000
0.031930619317
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
1.22000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
268000.00000000
PA
USD
328421.24000000
0.015320897875
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CH8
2000000.00000000
PA
USD
2164725.10000000
0.100984735902
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
5.13000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAQ2
59000.00000000
PA
USD
63028.75000000
0.002940300213
Long
DBT
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
95826.00000000
PA
USD
31478.84000000
0.001468492393
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
105000.00000000
PA
USD
107362.50000000
0.005008475999
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
290000.00000000
PA
USD
370501.69000000
0.017283956894
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.38000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
1107000.00000000
PA
USD
1110848.18000000
0.051821226670
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG
N/A
JBS Finance Luxembourg Sarl
46592QAB5
2375000.00000000
PA
USD
2355050.00000000
0.109863419742
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469AAD6
270000.00000000
PA
USD
255989.70000000
0.011941956162
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QLYS6
31055.24000000
PA
USD
33756.88000000
0.001574763285
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
1364000.00000000
PA
USD
1380381.64000000
0.064395001176
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
260000.00000000
PA
USD
270218.00000000
0.012605708395
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
34919000.00000000
PA
USD
34706212.34000000
1.619049775576
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
1670000.00000000
PA
USD
1952524.76000000
0.091085559654
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
45000.00000000
PA
USD
45436.50000000
0.002119619231
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
8990000.00000000
PA
USD
8776136.35000000
0.409408017466
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AZ3
300000.00000000
PA
USD
318520.26000000
0.014859015740
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300XS2BVK8BZTXN05
Dryden 85 CLO Ltd
26246BAL8
1320000.00000000
PA
USD
1319205.36000000
0.061541118953
Long
ABS-CBDO
CORP
KY
N
2
2035-10-15
Floating
1.27000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
67000.00000000
PA
USD
65827.50000000
0.003070862301
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31346YWP4
2831232.30000000
PA
USD
2961604.32000000
0.138159265628
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFD55
339833.94000000
PA
USD
342493.07000000
0.015977350760
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
377000.00000000
PA
USD
494103.65000000
0.023050006027
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AP6
2787000.00000000
PA
USD
2973765.84000000
0.138726602278
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 19 Ltd
33883JAN1
1500000.00000000
PA
USD
1500000.00000000
0.069975214799
Long
ABS-CBDO
CORP
KY
N
2
2034-11-16
Floating
1.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVTX5
563280.91000000
PA
USD
585241.43000000
0.027301596515
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
1733000.00000000
PA
USD
1897635.00000000
0.088524944490
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183X2G4
4194.68000000
PA
USD
4415.79000000
0.000205997235
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBM6
5000000.00000000
PA
USD
4979675.15000000
0.232302558834
Long
DBT
CORP
GB
N
2
2031-06-24
Fixed
2.65000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAE8
144000.00000000
PA
USD
88279.20000000
0.004118237321
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAV9
2203000.00000000
PA
USD
2580872.46000000
0.120398069838
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.75000000
N
N
N
N
N
N
Cenovus Energy Inc
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAM1
367000.00000000
PA
USD
399926.65000000
0.018656635491
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417D4J9
77682.45000000
PA
USD
84006.56000000
0.003918918053
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
CIM Retail Portfolio Trust
N/A
CIM Retail Portfolio Trust 2021-RETL
12566BAL0
283000.00000000
PA
USD
281757.09000000
0.013144008596
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
2.39000000
N
N
N
N
N
N
Cent CLO LP
5493007YZPNOMQEILE23
Columbia Cent CLO 31 Ltd
19737LAC7
1590000.00000000
PA
USD
1586581.50000000
0.074014254172
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.33000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAM7
666000.00000000
PA
USD
687430.17000000
0.032068715870
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9BS9
39860.82000000
PA
USD
43847.56000000
0.002045494952
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVVB0
257949.58000000
PA
USD
272104.80000000
0.012693727885
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
595000.00000000
PA
USD
618669.10000000
0.028861002108
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAK2
487000.00000000
PA
USD
515558.41000000
0.024050873654
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLV5
4552309.10000000
PA
USD
4702421.04000000
0.219368614900
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAA6
1253331.57000000
PA
USD
1249470.43000000
0.058287974483
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.97000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
210000.00000000
PA
USD
217820.40000000
0.010161352851
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAGN8
429924.83000000
PA
USD
472103.51000000
0.022023696346
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7L3
8399.69000000
PA
USD
8945.27000000
0.000417298126
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K5JZ1
190117.26000000
PA
USD
197885.79000000
0.009231400440
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
185000.00000000
PA
USD
185925.00000000
0.008673427874
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXE4
3958.16000000
PA
USD
4268.39000000
0.000199121004
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.00000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAE6
620000.00000000
PA
USD
637050.00000000
0.029718473725
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WN2J0
32833.00000000
PA
USD
35799.61000000
0.001670056932
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
11201000.00000000
PA
USD
8795585.25000000
0.410315311436
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKY33
20304.87000000
PA
USD
22335.69000000
0.001041963136
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
35000.00000000
PA
USD
36312.50000000
0.001693983324
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
389300.00000000
PA
USD
388206.50000000
0.018109888816
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLW3
3693311.90000000
PA
USD
3715286.37000000
0.173318641188
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BL6
106000.00000000
PA
USD
106772.74000000
0.004980963610
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.83000000
N
N
N
N
N
N
Aimco
N/A
Aimco CLO 14 Ltd
00144GAC5
2114000.00000000
PA
USD
2113993.66000000
0.098618106962
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.12000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFY28
35698.71000000
PA
USD
37625.36000000
0.001755228431
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
9442000.00000000
PA
USD
10059380.56000000
0.469271543623
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAU1
1026000.00000000
PA
USD
1060704.13000000
0.049481999556
Long
DBT
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
400000.00000000
PA
USD
410000.00000000
0.019126558711
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178DZE4
12359.94000000
PA
USD
13230.26000000
0.000617193523
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
325000.00000000
PA
USD
311015.25000000
0.014508905949
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.13000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
1275000.00000000
PA
USD
1313380.74000000
0.061269399596
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
3.85000000
N
N
N
N
N
N
CIM Retail Portfolio Trust
N/A
CIM Retail Portfolio Trust 2021-RETL
12566BAN6
349000.00000000
PA
USD
347249.77000000
0.016199251496
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
3.14000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
100000.00000000
PA
USD
103220.00000000
0.004815227781
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAC0
530000.00000000
PA
USD
528672.46000000
0.024662645964
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.32000000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
570000.00000000
PA
USD
587100.00000000
0.027388299072
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.63000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AP3
5267000.00000000
PA
USD
5777780.28000000
0.269534277437
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
514000.00000000
PA
USD
514000.00000000
0.023978173604
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAR6
410000.00000000
PA
USD
400705.30000000
0.018692959625
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
699000.00000000
PA
USD
721064.49000000
0.033637761714
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
521000.00000000
PA
USD
556834.68000000
0.025976417560
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HHHN8
8359.77000000
PA
USD
9020.51000000
0.000420808083
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2020-JGDN
05493DAA2
1169000.00000000
PA
USD
1184441.20000000
0.055254351591
Long
ABS-MBS
CORP
US
N
2
2030-11-15
Floating
2.84000000
N
N
N
N
N
N
USI Inc/NY
N/A
USI Inc/NY
91739VAA6
1072000.00000000
PA
USD
1074680.00000000
0.050133975893
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
1467000.00000000
PA
USD
1509176.25000000
0.070403288175
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XCG3
1914.51000000
PA
USD
2021.41000000
0.000094299065
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
464000.00000000
PA
USD
460366.66000000
0.021476170613
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AG6
1246000.00000000
PA
USD
1568004.95000000
0.073147655455
Long
DBT
CORP
CA
N
2
2035-02-01
Fixed
5.85000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAH6
98000.00000000
PA
USD
104363.34000000
0.004868564755
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAX1
998000.00000000
PA
USD
1051460.96000000
0.049050804352
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BC20
470753.06000000
PA
USD
496810.09000000
0.023176261841
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5M30
57216.55000000
PA
USD
61868.46000000
0.002886172518
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
1039000.00000000
PA
USD
1146216.51000000
0.053471164329
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFTS7
248956.14000000
PA
USD
258516.28000000
0.012059821481
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
2.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
2197000.00000000
PA
USD
2345472.03000000
0.109416606070
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGJQ2
1683178.25000000
PA
USD
1830089.75000000
0.085373948905
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207FBX8
263960.42000000
PA
USD
287216.49000000
0.013398690387
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
Thunderbolt Aircraft Lease Limited/ US LLC
N/A
Thunderbolt II Aircraft Lease Ltd
886065AA9
2569466.47000000
PA
USD
2564823.70000000
0.119649392886
Long
ABS-O
CORP
KY
N
2
2038-09-15
Variable
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
12463600.00000000
PA
USD
12967986.31000000
0.604958418371
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BH4
142000.00000000
PA
USD
180503.01000000
0.008420491264
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
47000.00000000
PA
USD
47917.97000000
0.002235380162
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CT1
1500000.00000000
PA
USD
1665165.00000000
0.077680185700
Long
DBT
NUSS
ID
N
2
2050-10-15
Fixed
4.20000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A7D0
450000.00000000
PA
USD
718878.06000000
0.033535764442
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
1098000.00000000
PA
USD
1142134.23000000
0.053280725382
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
75000.00000000
PA
USD
78387.04000000
0.003656766640
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJ76
114327.71000000
PA
USD
121562.92000000
0.005670927625
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 20 Ltd
33883MAA2
1360000.00000000
PA
USD
1361463.36000000
0.063512460705
Long
ABS-CBDO
CORP
KY
N
2
2033-11-20
Floating
1.46000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178XAS6
134332.74000000
PA
USD
145490.90000000
0.006787171319
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QUJM6
65912.02000000
PA
USD
70748.20000000
0.003300413661
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
180000.00000000
PA
USD
177750.00000000
0.008292062953
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
1043000.00000000
PA
USD
1038306.50000000
0.048437146910
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
434000.00000000
PA
USD
436803.64000000
0.020376952356
Long
DBT
CORP
IT
N
2
2022-01-14
Fixed
6.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWQ2
8850.69000000
PA
USD
9196.10000000
0.000428999381
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKVF4
48468.48000000
PA
USD
48672.04000000
0.002270557635
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAU2
355727.47000000
PA
USD
353944.07000000
0.016511541550
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.69000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAJ4
60000.00000000
PA
USD
67950.00000000
0.003169877230
Long
DBT
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAL2
397000.00000000
PA
USD
396040.77000000
0.018475358633
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLRE8
935744.56000000
PA
USD
964334.36000000
0.044986335986
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5X81
598209.01000000
PA
USD
621531.27000000
0.028994522748
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
246000.00000000
PA
USD
278110.16000000
0.012973878789
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBL3
402000.00000000
PA
USD
403777.73000000
0.018836288925
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
1192000.00000000
PA
USD
1234962.00000000
0.057611154146
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
740149.44000000
PA
USD
740148.70000000
0.034528042843
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.34000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
235000.00000000
PA
USD
245575.00000000
0.011456108916
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
525000.00000000
PA
USD
515156.25000000
0.024032112832
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XTLQ9
9586.65000000
PA
USD
10359.22000000
0.000483259096
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Bristol Park CLO, Ltd.
549300XRS6MFERKEPO61
Bristol Park CLO LTD
11014PAJ4
1087000.00000000
PA
USD
1084715.13000000
0.050602116145
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.11000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440AM3
500000.00000000
PA
USD
518750.00000000
0.024199761784
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.63000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 76 CLO Ltd
26252WAU3
995000.00000000
PA
USD
995000.00000000
0.046416892483
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.31000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
6250000.00000000
PA
USD
6757508.56000000
0.315238741996
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAG3
447000.00000000
PA
USD
444437.04000000
0.020733051559
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.68000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
1824000.00000000
PA
USD
2047959.42000000
0.095537600209
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
196000.00000000
PA
USD
205427.15000000
0.009583205964
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust
N/A
Castlelake Aircraft Securitization Trust 2018-1
14856CAA7
259164.59000000
PA
USD
256201.74000000
0.011951847858
Long
ABS-O
CORP
US
N
2
2043-06-15
Fixed
4.13000000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
Aaset 2021-2 Trust
00258BAA2
2789000.00000000
PA
USD
2784269.86000000
0.129886587675
Long
ABS-O
CORP
US
N
2
2047-01-15
Fixed
2.80000000
N
N
N
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
22025YAP5
238000.00000000
PA
USD
238000.00000000
0.011102734081
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7KK4
672570.39000000
PA
USD
675731.34000000
0.031522963775
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYUS4
19969.09000000
PA
USD
21548.73000000
0.001005251340
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1283239.00000000
PA
USD
357382.06000000
0.016671924275
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7RY1
84814.33000000
PA
USD
90212.30000000
0.004208416713
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QP5H3
69751.10000000
PA
USD
74868.96000000
0.003492647705
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BB1
570000.00000000
PA
USD
570997.50000000
0.026637115141
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
573000.00000000
PA
USD
606861.81000000
0.028310190338
Long
DBT
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YS6V3
20183.29000000
PA
USD
21893.64000000
0.001021341441
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QADB3
735620.34000000
PA
USD
805918.79000000
0.037596226960
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAN8
302284.85000000
PA
USD
301344.99000000
0.014057786935
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.21000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
1354000.00000000
PA
USD
1451230.74000000
0.067700121836
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.13000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FS0
1346000.00000000
PA
USD
1803476.56000000
0.084132439781
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
1432000.00000000
PA
USD
1555168.22000000
0.072548820162
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VX21
5591487.90000000
PA
USD
5838869.86000000
0.272384115092
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617GSS91
61269.54000000
PA
USD
66033.31000000
0.003080463367
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-BOP
61768FAG5
288066.56000000
PA
USD
287481.84000000
0.013411069003
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Floating
1.34000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-SITE
12690CAE3
100000.00000000
PA
USD
102149.93000000
0.004765308862
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
4.53000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
135000.00000000
PA
USD
141430.05000000
0.006597732085
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.13000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
542000.00000000
PA
USD
613135.57000000
0.028602862141
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQ4C7
160047.00000000
PA
USD
169875.45000000
0.007924714068
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Sanchez Energy Corporation
549300SB0HTIM17TVR61
Sanchez Energy Corporation Roll-Up Term Loan
000000000
31000.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
3
2022-05-11
Floating
7.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
5303000.00000000
PA
USD
5447760.50000000
0.254138807442
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
160000.00000000
PA
USD
171934.83000000
0.008020784440
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
475000.00000000
PA
USD
480082.50000000
0.022395917372
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
1131000.00000000
PA
USD
1264561.02000000
0.058991952667
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
390000.00000000
PA
USD
435587.10000000
0.020320200590
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDT2
1550000.00000000
PA
USD
1708715.82000000
0.079711837690
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XQ60
2462.81000000
PA
USD
2592.63000000
0.000120946560
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAL9
35000.00000000
PA
USD
36302.09000000
0.001693497696
Long
DBT
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
1207000.00000000
PA
USD
1234177.79000000
0.057574570637
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KLDQ2
48787.13000000
PA
USD
48985.93000000
0.002285200649
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
397000.00000000
PA
USD
420700.90000000
0.019625757229
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBW7
1068000.00000000
PA
USD
1566104.48000000
0.073058998257
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
5.80000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAC2
1094000.00000000
PA
USD
1087732.04000000
0.050742855428
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XJ5X1
26600.31000000
PA
USD
28912.64000000
0.001348778796
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNEF6
599978.00000000
PA
USD
618027.92000000
0.028831090969
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BD3
811000.00000000
PA
USD
836369.21000000
0.039016743414
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
3.13000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
2533000.00000000
PA
USD
2641919.00000000
0.123245899671
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
83000.00000000
PA
USD
94146.00000000
0.004391924381
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
350000.00000000
PA
USD
341250.00000000
0.015919361366
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
ARES CLO Ltd
549300X38KZ67Q2FQG11
Ares XLI Clo Ltd
04016DAS4
1478000.00000000
PA
USD
1478199.53000000
0.068958219752
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.19000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
1356000.00000000
PA
USD
1718191.17000000
0.080153864124
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYPZ4
14349.48000000
PA
USD
15498.71000000
0.000723017040
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
2767000.00000000
PA
USD
3062632.01000000
0.142872221834
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAR4
532000.00000000
PA
USD
620798.18000000
0.028960323995
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.38000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
180000.00000000
PA
USD
179550.00000000
0.008376033211
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
418000.00000000
PA
USD
385292.34000000
0.017973942834
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.38000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
1185000.00000000
PA
USD
1447181.25000000
0.067511212548
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Incremental Term Loan
90385KAG6
217804.11000000
PA
USD
216510.35000000
0.010100238831
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.00000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
1359000.00000000
PA
USD
1382931.99000000
0.064513975368
Long
DBT
CORP
LU
N
2
2024-02-15
None
0.00000000
Y
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AC9
101000.00000000
PA
USD
108492.51000000
0.005061191127
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.88000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
530000.00000000
PA
USD
832551.93000000
0.038838666755
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
130000.00000000
PA
USD
150966.89000000
0.007042627036
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
2024501.25000000
PA
USD
2028954.75000000
0.094651029633
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F3P9
2339.91000000
PA
USD
2578.18000000
0.000120272466
Long
ABS-MBS
USGA
US
N
2
2042-02-20
Fixed
4.50000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BD1
549000.00000000
PA
USD
589615.90000000
0.027505666167
Long
DBT
US
N
2
2025-01-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M83H5
20013.43000000
PA
USD
21819.01000000
0.001017859940
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
PRIMA Capital LTD
N/A
Prima Capital CRE Securitization 2021-1X
74167CAA5
564756.24000000
PA
USD
564749.46000000
0.026345643180
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.54000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
634000.00000000
PA
USD
612839.78000000
0.028589063495
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
247000.00000000
PA
USD
266458.60000000
0.012430331846
Long
DBT
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
1165589.00000000
PA
USD
360167.00000000
0.016801842125
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
JONAH ENERGY PARENT LLC
N/A
JONAH ENERGY PARENT LLC
000000000
2692.00000000
NS
USD
139364.84000000
0.006501389742
Long
EC
CORP
US
N
3
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAJ4
143000.00000000
PA
USD
184804.34000000
0.008621148924
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.48000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
21900.00000000
PA
USD
22466.32000000
0.001048057045
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
130000.00000000
PA
USD
134946.50000000
0.006295273549
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
703000.00000000
PA
USD
687383.20000000
0.032066524712
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
3770000.00000000
PA
USD
4013536.16000000
0.187232036600
Long
DBT
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
324000.00000000
PA
USD
411868.80000000
0.019213738499
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFW22
25089.03000000
PA
USD
28309.40000000
0.001320637563
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
263000.00000000
PA
USD
263682.29000000
0.012300816587
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.20000000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
270000.00000000
PA
USD
269805.60000000
0.012586469876
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.13000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
1509000.00000000
PA
USD
1659791.10000000
0.077429492496
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVB63
26568.14000000
PA
USD
28728.23000000
0.001340176043
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183QUL7
6682.13000000
PA
USD
7055.24000000
0.000329127956
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAK4
379943.66000000
PA
USD
378991.29000000
0.017679997949
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.09000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CN3
210000.00000000
PA
USD
201735.45000000
0.009410987630
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
1622000.00000000
PA
USD
1848402.80000000
0.086228255310
Long
DBT
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
190000.00000000
PA
USD
202735.19000000
0.009457625645
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BP42
63685.81000000
PA
USD
68576.85000000
0.003199119872
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
210000.00000000
PA
USD
210590.10000000
0.009824058321
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
2729000.00000000
PA
USD
3111621.46000000
0.145157586691
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
1869000.00000000
PA
USD
2346016.57000000
0.109442008939
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
16215900.00000000
PA
USD
15721188.40000000
0.733395690127
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
274000.00000000
PA
USD
307109.89000000
0.014326720346
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
197000.00000000
PA
USD
269222.27000000
0.012559257448
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAE1
515000.00000000
PA
USD
487668.95000000
0.022749826351
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
5.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
227000.00000000
PA
USD
244450.57000000
0.011403654095
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAC7
375000.00000000
PA
USD
377812.50000000
0.017625007227
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
4.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AZ5
149000.00000000
PA
USD
165948.75000000
0.007741532951
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAA8
500000.00000000
PA
USD
498903.75000000
0.023273931380
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.09000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
155000.00000000
PA
USD
156691.05000000
0.007309659920
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
172000.00000000
PA
USD
184827.76000000
0.008622241471
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
325000.00000000
PA
USD
359807.50000000
0.016785071399
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
1000000.00000000
PA
USD
1007002.88000000
0.046976828554
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCN4
5982.74000000
PA
USD
6569.17000000
0.000306452721
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
19862700.00000000
PA
USD
24594057.11000000
1.147316286040
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMDT9
710977.37000000
PA
USD
760026.21000000
0.035455331531
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAB5
233783.46000000
PA
USD
204475.69000000
0.009538820219
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
4.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0JE5
37515.94000000
PA
USD
40171.50000000
0.001874006227
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAG9
422000.00000000
PA
USD
434660.00000000
0.020276951243
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HJ39
14705.26000000
PA
USD
15480.41000000
0.000722163343
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBE0
162000.00000000
PA
USD
202050.93000000
0.009425704818
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEDX7
1518684.08000000
PA
USD
1590277.13000000
0.074186655841
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLV Ltd
55820BAJ6
1689000.00000000
PA
USD
1688044.03000000
0.078747495726
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.24000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLN4
65104.97000000
PA
USD
70394.81000000
0.003283927967
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
45766.18000000
PA
USD
49103.20000000
0.002290671311
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
VLS Commercial Mortgage Trust
N/A
VLS Commercial Mortgage Trust 2020-LAB
92858TAC0
80000.00000000
PA
USD
79838.94000000
0.003724497983
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
2.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XRB8
5961.27000000
PA
USD
6275.50000000
0.000292752973
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
150000.00000000
PA
USD
173604.00000000
0.008098651460
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
340000.00000000
PA
USD
333295.20000000
0.015548268807
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
85000.00000000
PA
USD
84269.00000000
0.003931160917
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7LX1
508985.13000000
PA
USD
544695.42000000
0.025410119343
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180M2R7
14382.21000000
PA
USD
15394.93000000
0.000718175689
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
200000.00000000
PA
USD
203000.00000000
0.009469979069
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y0AJ1
13324.27000000
PA
USD
13911.80000000
0.000648987462
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
2237000.00000000
PA
USD
2194921.36000000
0.102393395755
Long
DBT
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BM1
646000.00000000
PA
USD
650499.64000000
0.030345901357
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
1295000.00000000
PA
USD
1577902.72000000
0.073609387843
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
405000.00000000
PA
USD
392850.00000000
0.018326508755
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQTN2
34351.38000000
PA
USD
36435.28000000
0.001699711029
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
76647000.00000000
PA
USD
80263780.31000000
3.744316845202
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
465000.00000000
PA
USD
453840.00000000
0.021171700989
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
IPALCO Enterprises Inc
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AM2
100000.00000000
PA
USD
105142.90000000
0.004904931341
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.70000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
300000.00000000
PA
USD
178950.00000000
0.008348043125
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ARES CLO Ltd
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd
04015GAP4
369000.00000000
PA
USD
369112.18000000
0.017219136053
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
1.37000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNGS2
52247.62000000
PA
USD
56162.83000000
0.002620004061
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAB1
244876.54000000
PA
USD
175849.88000000
0.008203422083
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
4.34000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AG3
850000.00000000
PA
USD
887808.14000000
0.041416376864
Long
DBT
CORP
CH
N
2
2024-06-12
Fixed
4.21000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BP5
775000.00000000
PA
USD
807283.12000000
0.037659873150
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
410000.00000000
PA
USD
402890.60000000
0.018794904183
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMXJ7
79720.94000000
PA
USD
82782.30000000
0.003861806149
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
2.50000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
129000.00000000
PA
USD
143094.68000000
0.006675387313
Long
DBT
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGE5
3960.28000000
PA
USD
4359.83000000
0.000203386693
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
65000.00000000
PA
USD
68250.00000000
0.003183872273
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
403000.00000000
PA
USD
404675.75000000
0.018878181686
Long
DBT
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAJ8
1275000.00000000
PA
USD
1275000.00000000
0.059478932579
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8DE0
50549.55000000
PA
USD
54643.61000000
0.002549132231
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMXN8
271126.71000000
PA
USD
284403.73000000
0.013267474730
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
2657000.00000000
PA
USD
2844036.83000000
0.132674725384
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.88000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
549300FU3GAH1NNHOO94
Eaton Vance CLO 2020-2 Ltd
27829PAA4
1510000.00000000
PA
USD
1510507.36000000
0.070465384648
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.49000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LIX CLO Ltd
04018EAA9
705000.00000000
PA
USD
702249.09000000
0.032760020610
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
1.15000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
692000.00000000
PA
USD
723140.01000000
0.033734585019
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAN7
210000.00000000
PA
USD
219450.00000000
0.010237373925
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BG6
310000.00000000
PA
USD
353359.41000000
0.016484267077
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121AC4
5212000.00000000
PA
USD
5239873.57000000
0.244440852388
Long
DBT
US
N
2
2030-11-18
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUH5
227042.57000000
PA
USD
238151.92000000
0.011109821171
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Allegany Park CLO, Ltd.
N/A
Allegany Park CLO Ltd
017154AA3
393000.00000000
PA
USD
393159.95000000
0.018340967967
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
1.46000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAE8
111000.00000000
PA
USD
112315.78000000
0.005239547220
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
3.47000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022618
1300000.00000000
PA
USD
1329250.00000000
0.062009702848
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAQ6
167000.00000000
PA
USD
169231.94000000
0.007894694234
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
57000.00000000
PA
USD
61004.40000000
0.002845863995
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
685000.00000000
PA
USD
721818.75000000
0.033672948051
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAX4
5535000.00000000
PA
USD
6289641.90000000
0.293412695309
Long
DBT
CORP
US
N
2
2029-12-05
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHLP5
159693.78000000
PA
USD
169006.07000000
0.007884157367
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust
N/A
Castlelake Aircraft Structured Trust 2021-1
14856GAA8
410168.23000000
PA
USD
418636.73000000
0.019529463403
Long
ABS-O
CORP
US
N
2
2046-01-15
Fixed
3.47000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XVNC3
64886.06000000
PA
USD
69586.13000000
0.003246202929
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
225000.00000000
PA
USD
226787.63000000
0.010579675415
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
985000.00000000
PA
USD
1050650.25000000
0.049012984615
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
1341000.00000000
PA
USD
1705629.27000000
0.079567849690
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.63000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AW1
988000.00000000
PA
USD
1106144.09000000
0.051601780197
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
5255000.00000000
PA
USD
5795525.52000000
0.270362095424
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
98000.00000000
PA
USD
104948.19000000
0.004895848092
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
Sable International Finance Ltd
785712AG5
215000.00000000
PA
USD
221450.00000000
0.010330674211
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
5.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAG5
1917000.00000000
PA
USD
1903787.08000000
0.088811939903
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WNWV0
35967.31000000
PA
USD
39160.92000000
0.001826862525
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
195000.00000000
PA
USD
187931.25000000
0.008767019724
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
555000.00000000
PA
USD
538183.50000000
0.025106337342
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MK4F3
524027.96000000
PA
USD
552436.62000000
0.025771247431
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYU9
4913.74000000
PA
USD
5406.42000000
0.000252210267
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
4.50000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
200000.00000000
PA
USD
223000.00000000
0.010402981933
Long
DBT
CORP
LU
N
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
155000.00000000
PA
USD
170543.40000000
0.007955874031
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184BTB3
6266.99000000
PA
USD
6597.34000000
0.000307766855
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HK37
4578.84000000
PA
USD
4820.20000000
0.000224863020
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
2272000.00000000
PA
USD
2408809.12000000
0.112371290388
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.38000000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
000000000
1000000.00000000
PA
USD
1030500.00000000
0.048072972567
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
AASET 2018-1 Trust
N/A
AASET 2018-1 US Ltd
000367AA0
296739.78000000
PA
USD
261443.00000000
0.012196353388
Long
ABS-O
CORP
US
N
2
2038-01-16
Fixed
3.84000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307SNQ2
31911.90000000
PA
USD
33504.54000000
0.001562991588
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8AY0
10007.38000000
PA
USD
10917.65000000
0.000509309935
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
1016000.00000000
PA
USD
1023256.27000000
0.047735051525
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDFF6
18430.60000000
PA
USD
19514.12000000
0.000910336492
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMXM0
38789.40000000
PA
USD
40254.70000000
0.001877887519
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXCQ4
78272.22000000
PA
USD
81372.72000000
0.003796049040
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
175000.00000000
PA
USD
221380.25000000
0.010327420364
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.38000000
N
N
N
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAC9
395000.00000000
PA
USD
410843.45000000
0.019165905775
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.88000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
310000.00000000
PA
USD
316975.00000000
0.014786929140
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.13000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
390000.00000000
PA
USD
419250.00000000
0.019558072536
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAH5
625000.00000000
PA
USD
650668.75000000
0.030353790363
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCMK9
983019.46000000
PA
USD
1045920.81000000
0.048792355561
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
CIM Retail Portfolio Trust
N/A
CIM Retail Portfolio Trust 2021-RETL
12566BAA4
1234000.00000000
PA
USD
1231673.91000000
0.057457764276
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.49000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GX0
174000.00000000
PA
USD
205320.00000000
0.009578207401
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.13000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
605000.00000000
PA
USD
611388.80000000
0.028521375070
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
127000.00000000
PA
USD
146909.01000000
0.006853326353
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
701000.00000000
PA
USD
724039.92000000
0.033776565950
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
8367000.00000000
PA
USD
9656984.48000000
0.450499708868
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
1387000.00000000
PA
USD
1495310.83000000
0.069756464347
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FZX7
136910.14000000
PA
USD
146892.87000000
0.006852573420
Long
ABS-MBS
USGA
US
N
2
2041-12-20
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDJ8
10000.00000000
PA
USD
11807.13000000
0.000550804305
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
255000.00000000
PA
USD
265911.73000000
0.012404820282
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.13000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
505000.00000000
PA
USD
521412.50000000
0.024323967791
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
1431000.00000000
PA
USD
1618801.98000000
0.075517344178
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AT6
4000.00000000
PA
USD
4512.69000000
0.000210517634
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
451600.00000000
PA
USD
400548.03000000
0.018685622957
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCEA0
815823.29000000
PA
USD
877499.94000000
0.040935497858
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
8150000.00000000
PA
USD
8793662.79000000
0.410225628402
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQTW2
88534.67000000
PA
USD
95030.74000000
0.004433197629
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAN6
444000.00000000
PA
USD
491638.04000000
0.022934984968
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WM7H1
28569.34000000
PA
USD
31106.07000000
0.001451102619
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WTXU5
66771.16000000
PA
USD
70497.89000000
0.003288736663
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMY39
29523.99000000
PA
USD
33313.62000000
0.001554085143
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
5.00000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAA3
454398.37000000
PA
USD
430713.26000000
0.020092835256
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
906000.00000000
PA
USD
943769.65000000
0.044026989319
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162JAA4
75000.00000000
PA
USD
67500.00000000
0.003148884665
Long
DBT
US
N
2
2024-10-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QD6M1
278627.86000000
PA
USD
279589.07000000
0.013042870152
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
240000.00000000
PA
USD
248700.00000000
0.011601890613
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCR72
92907.26000000
PA
USD
99092.69000000
0.004622688178
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
603000.00000000
PA
USD
689787.98000000
0.032178708044
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXER0
139536.74000000
PA
USD
152451.37000000
0.007111878241
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
1236000.00000000
PA
USD
1393791.86000000
0.065020589859
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.91000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BH6
271000.00000000
PA
USD
291329.95000000
0.013590583885
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
MESQUITE ENERGY INC
N/A
MESQUITE ENERGY INC
000000000
3883.01500000
NS
USD
150156.19000000
0.007004807765
Long
EC
CORP
US
N
3
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAC4
365000.00000000
PA
USD
362370.72000000
0.016904645979
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
0.97000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
1381000.00000000
PA
USD
1374229.52000000
0.064108003897
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Project Silver
N/A
Project Silver
827304AA4
494978.48000000
PA
USD
485781.09000000
0.022661757412
Long
ABS-O
CORP
KY
N
2
2044-07-15
Fixed
3.97000000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
Tanger Properties LP
875484AL1
1012000.00000000
PA
USD
970567.76000000
0.045277124988
Long
DBT
US
N
2
2031-09-01
Fixed
2.75000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
400000.00000000
PA
USD
409000.00000000
0.019079908568
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
1415000.00000000
PA
USD
1445068.75000000
0.067412664120
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
39000.00000000
PA
USD
41011.37000000
0.001913186283
Long
DBT
US
N
2
2025-02-01
Fixed
3.63000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LII Ltd
55822BAC9
1719000.00000000
PA
USD
1718908.89000000
0.080187345865
Long
ABS-CBDO
CORP
KY
N
2
2035-01-22
Floating
0.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAF7
127000.00000000
PA
USD
142892.74000000
0.006665966783
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
4.12000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
407000.00000000
PA
USD
408569.48000000
0.019059824748
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
519000.00000000
PA
USD
570251.25000000
0.026602302472
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust 2020-OBRK
05553JAA6
701000.00000000
PA
USD
701844.00000000
0.032741123103
Long
ABS-MBS
CORP
US
N
2
2028-11-15
Floating
2.14000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AG4
550800.00000000
PA
USD
548922.16000000
0.025607297369
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.54000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AP3
275000.00000000
PA
USD
278437.50000000
0.012989149247
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AF6
30000.00000000
PA
USD
32852.90000000
0.001532592489
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
695000.00000000
PA
USD
786705.25000000
0.036699912568
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBTP3
264385.72000000
PA
USD
280972.72000000
0.013107417623
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYHU6
768707.43000000
PA
USD
803083.72000000
0.037463970539
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
300000.00000000
PA
USD
300429.00000000
0.014015055871
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
16200000.00000000
PA
USD
16163296.96000000
0.754020117761
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.13000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
6964000.00000000
PA
USD
8618190.26000000
0.402039809750
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
CHC Commercial Mortgage Trust 2019-CHC
N/A
CHC Commercial Mortgage Trust 2019 - CHC
162665AG8
161818.87000000
PA
USD
160601.28000000
0.007492072710
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
1.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCV1
45408000.00000000
PA
USD
44723332.73000000
2.086349876217
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDV37
800257.00000000
PA
USD
843734.16000000
0.039360319386
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQKN1
70039.15000000
PA
USD
73948.27000000
0.003449697384
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAC0
325000.00000000
PA
USD
305459.38000000
0.014249723818
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFWM6
273916.10000000
PA
USD
290404.40000000
0.013547406845
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.50000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
355000.00000000
PA
USD
359437.50000000
0.016767810846
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AH4
381000.00000000
PA
USD
393833.99000000
0.018372412030
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
720000.00000000
PA
USD
666000.00000000
0.031068995370
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
495000.00000000
PA
USD
521759.70000000
0.024340164720
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178W7C7
5958.63000000
PA
USD
6378.20000000
0.000297543943
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
230000.00000000
PA
USD
302030.25000000
0.014089754413
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.88000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAZ6
2302000.00000000
PA
USD
2423153.71000000
0.113040467566
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.88000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
160000.00000000
PA
USD
173941.43000000
0.008114392617
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.88000000
N
N
N
N
N
N
Denbury Inc
549300KCWA5W52MS5559
Denbury Inc
24790A101
28577.00000000
NS
USD
2275300.74000000
0.106143105343
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAUL0
79366.96000000
PA
USD
83275.24000000
0.003884801870
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.00000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
325000.00000000
PA
USD
338656.50000000
0.015798374220
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9P63
185783.22000000
PA
USD
202758.20000000
0.009458699064
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
4.00000000
N
N
N
N
N
N
Babson CLO Ltd
5493001QIXQNVJN0QT95
Barings CLO Ltd 2021-I
06762EAA2
1547000.00000000
PA
USD
1547430.07000000
0.072187834356
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
1.14000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
1770000.00000000
PA
USD
2098530.99000000
0.097896771192
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RNX3
3293.38000000
PA
USD
3560.76000000
0.000166109963
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
4.00000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAH5
200000.00000000
PA
USD
213100.00000000
0.009941145515
Long
DBT
CORP
CL
N
2
2024-10-30
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCE9
78999000.00000000
PA
USD
78619434.29000000
3.667607867899
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
Lexington Realty Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust
529043AD3
458000.00000000
PA
USD
485781.75000000
0.022661788201
Long
DBT
US
N
2
2024-06-15
Fixed
4.40000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
1155000.00000000
PA
USD
1158469.02000000
0.054042745675
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AM6
110000.00000000
PA
USD
147018.22000000
0.006858421015
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.13000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
30000.00000000
PA
USD
30411.45000000
0.001418698497
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BJ8
138000.00000000
PA
USD
144555.14000000
0.006743517981
Long
DBT
US
N
2
2023-08-01
Fixed
4.38000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
252000.00000000
PA
USD
252679.63000000
0.011787540923
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAE9
220000.00000000
PA
USD
216150.00000000
0.010083428452
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
95000.00000000
PA
USD
95950.00000000
0.004476081240
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
580000.00000000
PA
USD
616540.00000000
0.028761679288
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
300000.00000000
PA
USD
320250.00000000
0.014939708359
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
44303.94000000
PA
USD
46359.63000000
0.002162683378
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428104AA1
420000.00000000
PA
USD
429450.00000000
0.020033903997
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CAW4
299838.61000000
PA
USD
324939.24000000
0.015158462077
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
Aaset 2019-1 Trust
00256DAA0
326305.35000000
PA
USD
309891.86000000
0.014456499645
Long
ABS-O
CORP
US
N
2
2039-05-15
Fixed
3.84000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
275000.00000000
PA
USD
282396.13000000
0.013173819903
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBF8
139000.00000000
PA
USD
145511.30000000
0.006788122982
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
000000000
229000.00000000
PA
USD
231290.00000000
0.010789711620
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
Aimco
N/A
Aimco CLO 12 Ltd
00140LAB0
1570000.00000000
PA
USD
1568872.74000000
0.073188137982
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
1.33000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
85000.00000000
PA
USD
84256.25000000
0.003930566127
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
Symphony CLO Ltd
5493005CJY0RF4FJJP54
Symphony CLO XXI Ltd
87166RDE4
250000.00000000
PA
USD
250030.75000000
0.011663970291
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
1.18000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
560219.36000000
PA
USD
575944.66000000
0.026867900864
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
1616000.00000000
PA
USD
1840843.05000000
0.085875591890
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
1344000.00000000
PA
USD
1314568.27000000
0.061324798041
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
2643000.00000000
PA
USD
2475698.10000000
0.115491670883
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYLE5
9614.52000000
PA
USD
10428.40000000
0.000486486353
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GCR8
463000.00000000
PA
USD
465001.01000000
0.021692363704
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
652000.00000000
PA
USD
857573.64000000
0.040005933110
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.13000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
295000.00000000
PA
USD
335534.46000000
0.015652730607
Long
DBT
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
950000.00000000
PA
USD
889437.50000000
0.041492386742
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133G7XF5
429056.14000000
PA
USD
445783.67000000
0.020795872041
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6T35
116733.87000000
PA
USD
122364.56000000
0.005708324246
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
790000.00000000
PA
USD
743587.50000000
0.034688463356
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4M37
1264823.77000000
PA
USD
1352391.69000000
0.063089266000
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
520000.00000000
PA
USD
513500.00000000
0.023954848532
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
635000.00000000
PA
USD
656882.10000000
0.030643644030
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
300000.00000000
PA
USD
305625.00000000
0.014257450015
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A0D27
1096573.01000000
PA
USD
1147067.78000000
0.053510876196
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
305000.00000000
PA
USD
355257.90000000
0.016572831907
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
890000.00000000
PA
USD
977831.55000000
0.045615981832
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WMY99
20805.19000000
PA
USD
22665.53000000
0.001057350220
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
407000.00000000
PA
USD
476007.10000000
0.022205799379
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186NLN7
4842.22000000
PA
USD
5097.47000000
0.000237797705
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU2Z1
298177.13000000
PA
USD
319097.18000000
0.014885929141
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AB9
370000.00000000
PA
USD
376671.10000000
0.017571760754
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
Cent CLO LP
549300EPPYTG18BLNK44
Columbia Cent CLO 30 Ltd
19736WAC4
2090000.00000000
PA
USD
2091732.61000000
0.097579625791
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
1.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTCN2
84883.34000000
PA
USD
92076.45000000
0.004295379577
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQF98
13900.22000000
PA
USD
14920.12000000
0.000696025734
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307VFK7
8919.67000000
PA
USD
9262.19000000
0.000432082489
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBB8
3110656.88000000
PA
USD
3117499.70000000
0.145431807429
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183RCX9
3158.42000000
PA
USD
3334.78000000
0.000155567964
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
3572000.00000000
PA
USD
3603112.12000000
0.168085696362
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYT8
245850.10000000
PA
USD
263505.48000000
0.012292568375
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLK9
557493.12000000
PA
USD
573890.33000000
0.026772066075
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
201000.00000000
PA
USD
211491.06000000
0.009866088234
Long
DBT
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
125000.00000000
PA
USD
123750.00000000
0.005772955220
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBK79
12351.04000000
PA
USD
13424.70000000
0.000626264177
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAA0
851000.00000000
PA
USD
871866.43000000
0.040672693810
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
Taconic Park CLO Ltd.
N/A
Taconic Park CLO Ltd 2016-1A
873549AJ8
738000.00000000
PA
USD
740598.50000000
0.034549026078
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
1.13000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LV1
274000.00000000
PA
USD
274979.54000000
0.012827834917
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.14000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AP3
667000.00000000
PA
USD
668970.99000000
0.031207592479
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WK4G0
10903.05000000
PA
USD
11884.78000000
0.000554426688
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
90000.00000000
PA
USD
86857.20000000
0.004051900817
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCSA4
112790.68000000
PA
USD
122479.52000000
0.005713687147
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
635000.00000000
PA
USD
646804.65000000
0.030173529544
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
149000.00000000
PA
USD
151312.05000000
0.007058728800
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CE5
3577000.00000000
PA
USD
3763425.12000000
0.175564320768
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
6.13000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
3000000.00000000
PA
USD
3056392.92000000
0.142581167392
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.73000000
N
N
N
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc. 2017 1st Lien Term Loan
38101JAC0
498380.84000000
PA
USD
495679.62000000
0.023123525254
Long
LON
CORP
US
N
2
2024-10-21
Floating
3.75000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
1496000.00000000
PA
USD
1503480.00000000
0.070137557297
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAX7
215000.00000000
PA
USD
244461.67000000
0.011404171912
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.30000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
65000.00000000
PA
USD
60125.00000000
0.002804839859
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
1341000.00000000
PA
USD
1460457.47000000
0.068130550112
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
215000.00000000
PA
USD
212850.00000000
0.009929482980
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LV CLO Ltd
04018BAL1
1381000.00000000
PA
USD
1381893.51000000
0.064465530128
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.25000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAA7
848123.12000000
PA
USD
832058.74000000
0.038815659371
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.23000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
20000.00000000
PA
USD
18682.00000000
0.000871517975
Long
DBT
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBK5
1813000.00000000
PA
USD
1861432.90000000
0.086836111341
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
155000.00000000
PA
USD
160673.00000000
0.007495418458
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-SITE
12690CAG8
100000.00000000
PA
USD
101252.54000000
0.004723445490
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
4.94000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAJ7
409000.00000000
PA
USD
408012.67000000
0.019033849482
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.19000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
515000.00000000
PA
USD
566500.00000000
0.026427306122
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
3495000.00000000
PA
USD
3422688.45000000
0.159668906320
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WMZG2
8694.63000000
PA
USD
9472.08000000
0.000441873888
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAC4
460000.00000000
PA
USD
457138.80000000
0.021325590482
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
400000.00000000
PA
USD
430000.00000000
0.020059561575
Long
DBT
NUSS
DO
Y
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
220000.00000000
PA
USD
226444.90000000
0.010563687011
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132L7VF3
137844.18000000
PA
USD
145947.94000000
0.006808492300
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
885000.00000000
PA
USD
899983.05000000
0.041984338159
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AE4
110000.00000000
PA
USD
120862.50000000
0.005638252932
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMRK2
800059.00000000
PA
USD
824128.21000000
0.038445699011
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176X2Y4
224550.42000000
PA
USD
242943.08000000
0.011333329471
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YKG80
15038.78000000
PA
USD
16150.29000000
0.000753413341
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
554000.00000000
PA
USD
602438.93000000
0.028103862353
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
300000.00000000
PA
USD
378405.70000000
0.017652680092
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAQ6
289000.00000000
PA
USD
307018.30000000
0.014322447659
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7TY9
84373.24000000
PA
USD
89743.13000000
0.004186529865
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
15000.00000000
PA
USD
15294.00000000
0.000713467290
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.63000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
250000.00000000
PA
USD
276099.64000000
0.012880087743
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
36166LAA5
470000.00000000
PA
USD
480956.88000000
0.022436707324
Long
DBT
CORP
XX
N
2
2026-07-31
Fixed
7.13000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
5000.00000000
PA
USD
5180.93000000
0.000241691126
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9DU2
24948.30000000
PA
USD
26247.00000000
0.001224426308
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
3790000.00000000
PA
USD
5242513.33000000
0.244563997570
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
407000.00000000
PA
USD
422283.30000000
0.019699576415
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.74000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186NMB2
2168.77000000
PA
USD
2283.09000000
0.000106506475
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K4E48
1015358.41000000
PA
USD
1062113.43000000
0.049547743603
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J2XM0
76342.61000000
PA
USD
80634.73000000
0.003761621701
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295GLJ9
5323.48000000
PA
USD
5604.09000000
0.000261431601
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QXCM7
7128.81000000
PA
USD
7717.79000000
0.000360036008
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
71000.00000000
PA
USD
81157.16000000
0.003785993135
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Allegro CLO Ltd
254900E6QZJ305P65V74
Allegro CLO XIII Ltd
01750WAC3
1078000.00000000
PA
USD
1078349.27000000
0.050305147864
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WDKY9
20673.97000000
PA
USD
21889.38000000
0.001021142711
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAE3
219000.00000000
PA
USD
231358.17000000
0.010792891760
Long
DBT
CORP
US
N
2
2023-08-28
Fixed
5.27000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
1916000.00000000
PA
USD
2068551.23000000
0.096498211095
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AM7
108000.00000000
PA
USD
116988.62000000
0.005457535875
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDTY0
349146.84000000
PA
USD
359950.70000000
0.016791751699
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAE0
230000.00000000
PA
USD
228064.02000000
0.010639219191
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.19000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
15000.00000000
PA
USD
16889.57000000
0.000787900859
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
RETAIL OPPORTUNITY IN
549300KH0PNTJK9NTE57
Retail Opportunity Investments Partnership LP
76132FAB3
11000.00000000
PA
USD
11612.54000000
0.000541726653
Long
DBT
US
N
2
2024-12-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCT6
75000000.00000000
PA
USD
74232421.50000000
3.462953093027
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339UKU3
633893.50000000
PA
USD
663082.90000000
0.030932912238
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CND2
27992.29000000
PA
USD
29711.29000000
0.001386035933
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1099000.00000000
PA
USD
1274831.69000000
0.059471080893
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Golden Entertainment Inc
549300P8YYCKQVJ0Y638
Golden Entertainment Inc
381013AA9
580000.00000000
PA
USD
603200.00000000
0.028139366377
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.63000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
3078000.00000000
PA
USD
3189542.32000000
0.148792605969
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGW9
1352000.00000000
PA
USD
1392934.13000000
0.064980576632
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAE0
133000.00000000
PA
USD
139072.71000000
0.006487761836
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.50000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
343000.00000000
PA
USD
338388.59000000
0.015785876180
Long
DBT
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAH3
1055000.00000000
PA
USD
1135443.75000000
0.052968613532
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
3.13000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
2665000.00000000
PA
USD
2615031.25000000
0.121991582283
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
2180000.00000000
PA
USD
3013293.88000000
0.140570591004
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8CS0
356511.97000000
PA
USD
385312.72000000
0.017974893564
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAL0
5000.00000000
PA
USD
5232.32000000
0.000244088477
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.25000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
165000.00000000
PA
USD
176500.50000000
0.008233773599
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJSS1
9429.06000000
PA
USD
10278.44000000
0.000479490697
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
200000.00000000
PA
USD
213872.10000000
0.009977164091
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020612
6900000.00000000
PA
USD
6892763.28000000
0.321548394052
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
2.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
4000.00000000
PA
USD
4328.55000000
0.000201927477
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AE8
819000.00000000
PA
USD
856022.90000000
0.039933590867
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH54
150023.99000000
PA
USD
159616.10000000
0.007446113921
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.50000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
205000.00000000
PA
USD
195262.50000000
0.009109023586
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AE9
1159400.00000000
PA
USD
1156858.36000000
0.053967608155
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.17000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
109000.00000000
PA
USD
141511.89000000
0.006601549932
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
350000.00000000
PA
USD
443915.63000000
0.020708727708
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-BOP
61768FAJ9
694635.42000000
PA
USD
691125.64000000
0.032241110074
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Floating
1.59000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAK1
625000.00000000
PA
USD
639380.93000000
0.029827211943
Long
DBT
CORP
HK
N
2
2040-09-16
Fixed
3.20000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
69000.00000000
PA
USD
72743.68000000
0.003393503088
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
1792000.00000000
PA
USD
2182944.57000000
0.101834676787
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
1174000.00000000
PA
USD
1203410.91000000
0.056139291279
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMW74
247544.96000000
PA
USD
257050.91000000
0.011991461761
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
19508600.00000000
PA
USD
20130436.63000000
0.939087751459
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
250000.00000000
PA
USD
266471.56000000
0.012430936432
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Beechwood Park CLO Ltd.
N/A
Beechwood Park CLO Ltd
07355TAA0
979000.00000000
PA
USD
979489.50000000
0.045693325437
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
1.45000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
2200000.00000000
PA
USD
2420000.00000000
0.112893346543
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DU8
606000.00000000
PA
USD
703221.61000000
0.032805388807
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
290000.00000000
PA
USD
295089.50000000
0.013765967431
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P77E7
1172934.11000000
PA
USD
1251250.33000000
0.058371007073
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.50000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAC5
100000.00000000
PA
USD
106410.50000000
0.004964065062
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GNTT0
7916.42000000
PA
USD
8604.29000000
0.000401391360
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAY7
13200000.00000000
PA
USD
12703453.09000000
0.592617905777
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.63000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
205000.00000000
PA
USD
208564.95000000
0.009729584783
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
955000.00000000
PA
USD
912540.70000000
0.042570154330
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
620000.00000000
PA
USD
668067.51000000
0.031165445008
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
2332000.00000000
PA
USD
2332000.00000000
0.108788133941
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCB39
2065475.74000000
PA
USD
2197641.20000000
0.102520276681
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
930000.00000000
PA
USD
939520.81000000
0.043828780325
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
1870000.00000000
PA
USD
1529005.50000000
0.071328325527
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
70000.00000000
PA
USD
68425.00000000
0.003192036048
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.63000000
N
N
N
N
N
N
ENRGY TRANS LP/REG FIN
N/A
Energy Transfer LP / Regency Energy Finance Corp
75886AAL2
200000.00000000
PA
USD
200000.00000000
0.009330028639
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.88000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
92000.00000000
PA
USD
105236.04000000
0.004909276335
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
5.90000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZM8
1722000.00000000
PA
USD
1728199.20000000
0.080620740157
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.60000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CA5
732000.00000000
PA
USD
738434.76000000
0.034448087297
Long
DBT
CORP
DE
N
2
2022-02-14
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCD5
1354000.00000000
PA
USD
1387762.94000000
0.064739339878
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
3352000.00000000
PA
USD
3674900.17000000
0.171434619174
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
360000.00000000
PA
USD
369252.00000000
0.017225658676
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAA6
1191000.00000000
PA
USD
1191353.61000000
0.055576816507
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.04000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLU9
4447.69000000
PA
USD
4900.59000000
0.000228613225
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
4.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AZ4
500000.00000000
PA
USD
545217.46000000
0.025434472583
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
310999.21000000
PA
USD
332688.64000000
0.015519972696
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AS4
822000.00000000
PA
USD
880149.66000000
0.041059107676
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
1278000.00000000
PA
USD
1487580.46000000
0.069395841479
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
555000.00000000
PA
USD
575961.01000000
0.026868663593
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.88000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LE1
488727.28000000
PA
USD
511186.35000000
0.023846916429
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYCW5
126453.21000000
PA
USD
133474.11000000
0.006226586344
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKM1
1478345.86000000
PA
USD
1544444.77000000
0.072048569684
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAJ9
279000.00000000
PA
USD
276735.47000000
0.012909749303
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FRGL3
215012.34000000
PA
USD
230164.75000000
0.010737218546
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
108000.00000000
PA
USD
144088.25000000
0.006721737495
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAN2
596336.57000000
PA
USD
625566.90000000
0.029182785465
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPB99
47545.16000000
PA
USD
51750.72000000
0.002414178498
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AU3
666000.00000000
PA
USD
803028.61000000
0.037461399649
Long
DBT
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
878000.00000000
PA
USD
993644.44000000
0.046353655415
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XRY8
3246.30000000
PA
USD
3417.42000000
0.000159423132
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWA79
49535.37000000
PA
USD
51990.13000000
0.002425347009
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.00000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
28000.00000000
PA
USD
33350.24000000
0.001555793471
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2017-PFHP
12595KAG6
809000.00000000
PA
USD
806249.97000000
0.037611676555
Long
ABS-MBS
CORP
US
N
2
2030-12-15
Floating
2.34000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VME7
689459.16000000
PA
USD
720339.69000000
0.033603949690
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186QNH1
4340.24000000
PA
USD
4569.03000000
0.000213145903
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AM7
60000.00000000
PA
USD
73200.00000000
0.003414790482
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
7.38000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAA8
1514000.00000000
PA
USD
1510929.46000000
0.070485075673
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
0.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QR29
3709.76000000
PA
USD
4075.92000000
0.000190142251
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0EH4
57098.28000000
PA
USD
61847.63000000
0.002885200796
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAG3
306000.00000000
PA
USD
305260.58000000
0.014240449770
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
0.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHWE8
193128.90000000
PA
USD
203727.02000000
0.009503894656
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPYQ1
53397.08000000
PA
USD
58529.95000000
0.002730430548
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BEU6
57391.22000000
PA
USD
62956.09000000
0.002936910613
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HCBH8
279820.10000000
PA
USD
300712.31000000
0.014028272323
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CR9
1134000.00000000
PA
USD
1229075.07000000
0.057336528018
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.38000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
475000.00000000
PA
USD
465229.25000000
0.021703011133
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YSKV7
12575.98000000
PA
USD
13641.68000000
0.000636386325
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VBU7
39123.03000000
PA
USD
42739.67000000
0.001993811725
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CNG5
827173.46000000
PA
USD
867906.13000000
0.040487945248
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.00000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
105000.00000000
PA
USD
108101.70000000
0.005042959785
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVC0
4051.23000000
PA
USD
4375.08000000
0.000204098108
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N2L1
18318.86000000
PA
USD
20155.61000000
0.000940262092
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.50000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AE5
400000.00000000
PA
USD
405523.08000000
0.018917709752
Long
DBT
CORP
GB
N
2
2022-07-21
Fixed
3.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
405000.00000000
PA
USD
439193.14000000
0.020488422873
Long
DBT
CORP
AU
N
2
2034-07-24
Fixed
4.11000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
2989000.00000000
PA
USD
3007681.25000000
0.140308761011
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MQP8
175132.64000000
PA
USD
187902.35000000
0.008765671535
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
34000.00000000
PA
USD
40641.96000000
0.001895953253
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5RG0
62647.43000000
PA
USD
66221.82000000
0.003089257385
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
155000.00000000
PA
USD
159498.10000000
0.007440609205
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YM7J2
13413.58000000
PA
USD
14550.26000000
0.000678771712
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524PAB6
941000.00000000
PA
USD
926885.00000000
0.043239317979
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2MZ2
48591.88000000
PA
USD
52134.93000000
0.002432101950
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
340000.00000000
PA
USD
350200.00000000
0.016336880148
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
275000.00000000
PA
USD
277062.50000000
0.012925005300
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
Thunderbolt Aircraft Lease Limited/ US LLC
N/A
Thunderbolt III Aircraft Lease Ltd
88607AAA7
983790.62000000
PA
USD
981332.91000000
0.045779320777
Long
ABS-O
CORP
KY
N
2
2039-11-15
Fixed
3.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJLU3
9189.84000000
PA
USD
9913.31000000
0.000462457331
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
197000.00000000
PA
USD
205500.88000000
0.009586645479
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AW5
160000.00000000
PA
USD
173481.60000000
0.008092941482
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CS3
1500000.00000000
PA
USD
1666218.75000000
0.077729343289
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.85000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
359000.00000000
PA
USD
382367.00000000
0.017837475304
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYJE8
8432.28000000
PA
USD
9146.08000000
0.000426665941
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
CIM Retail Portfolio Trust
N/A
CIM Retail Portfolio Trust 2021-RETL
12566BAJ5
380000.00000000
PA
USD
378569.87000000
0.017660338646
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
1.99000000
N
N
N
N
N
N
CROWN AMER/CAP CORP VI
N/A
Crown Americas LLC / Crown Americas Capital Corp VI
228187AB6
525000.00000000
PA
USD
539091.00000000
0.025148672347
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
500000.00000000
PA
USD
674405.00000000
0.031461089824
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
2883000.00000000
PA
USD
2961265.90000000
0.138143478287
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.74000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
101000.00000000
PA
USD
106889.05000000
0.004986389488
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
120000.00000000
PA
USD
125400.00000000
0.005849927957
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.88000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300P6T1S83Z2MDF55
Magnetite XXIV Ltd
55954WAA7
1342000.00000000
PA
USD
1342268.40000000
0.062617013072
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.45000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBQ7
1336000.00000000
PA
USD
1544312.14000000
0.072042382475
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CWW0
239010.17000000
PA
USD
253314.28000000
0.011817147436
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
2428000.00000000
PA
USD
2671782.81000000
0.124639050684
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
65000.00000000
PA
USD
84662.50000000
0.003949517748
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XYK99
239242.03000000
PA
USD
250763.23000000
0.011698140588
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WAU7
385000.00000000
PA
USD
401402.54000000
0.018725485971
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.25000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAF7
55000.00000000
PA
USD
57818.75000000
0.002697252967
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.63000000
N
N
N
N
N
N
ALLEGRO CLO LTD
25490093RGALWPW3N486
Allegro CLO XIV Ltd
01751AAC0
5069000.00000000
PA
USD
5066009.29000000
0.236330058828
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FVND4
8771.85000000
PA
USD
9547.76000000
0.000445404371
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
577000.00000000
PA
USD
686852.65000000
0.032041774479
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDR6
20473.81000000
PA
USD
21966.65000000
0.001024747368
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
390000.00000000
PA
USD
380250.00000000
0.017738716951
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX Technologies Inc
05605HAB6
300000.00000000
PA
USD
300000.00000000
0.013995042959
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.13000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
491443.31000000
PA
USD
491135.32000000
0.022911533008
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.47000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBC6
50000.00000000
PA
USD
51882.25000000
0.002420314392
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.95000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
600000.00000000
PA
USD
621750.00000000
0.029004726534
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAA1
302000.00000000
PA
USD
302000.00000000
0.014088343246
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.38000000
N
N
N
N
N
N
Nuveen Finance LLC
N/A
Nuveen Finance LLC
87246YAC0
3501000.00000000
PA
USD
3785500.26000000
0.176594129211
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.13000000
N
N
N
N
N
N
Dryden Senior Loan Fund
2549001LFFVBUD1OX384
Dryden 83 CLO Ltd
26246EAC2
1277000.00000000
PA
USD
1277273.28000000
0.059584981417
Long
ABS-CBDO
CORP
KY
N
2
2032-01-18
Floating
1.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7DM6
5961.21000000
PA
USD
6461.96000000
0.000301451359
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGD8
120064.46000000
PA
USD
127741.05000000
0.005959138274
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd
00140NAN0
984000.00000000
PA
USD
984000.00000000
0.045903740908
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
1.28000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
1700000.00000000
PA
USD
1850553.31000000
0.086328576909
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAH0
360000.00000000
PA
USD
472843.85000000
0.022058233313
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
149000.00000000
PA
USD
154657.93000000
0.007214814581
Long
DBT
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAE8
152000.00000000
PA
USD
152045.13000000
0.007092927087
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.64000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
95000.00000000
PA
USD
129905.92000000
0.006060129770
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.58000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
1855000.00000000
PA
USD
1812859.67000000
0.084570163206
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.49000000
N
N
N
N
N
N
Bethpage Park CLO Ltd
N/A
Bethpage Park CLO Ltd
087598AA6
1493000.00000000
PA
USD
1492992.54000000
0.069648315786
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
1.27000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-IND
056059AQ1
124600.00000000
PA
USD
124131.63000000
0.005790758315
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
1.89000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AF4
1362000.00000000
PA
USD
1400176.86000000
0.065318451023
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.75000000
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 21 Ltd
33883PAC1
980000.00000000
PA
USD
981246.56000000
0.045775292538
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Floating
1.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ASE9
176017.09000000
PA
USD
193688.06000000
0.009035575735
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943WK5
73660.41000000
PA
USD
80308.82000000
0.003746417953
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081AW2
35000.00000000
PA
USD
41251.70000000
0.001924397712
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
5.45000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BK0
297000.00000000
PA
USD
311526.83000000
0.014532771230
Long
DBT
CORP
AU
N
2
2034-09-12
Fixed
3.61000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
95000.00000000
PA
USD
97210.46000000
0.004534881879
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913AA2
1032000.00000000
PA
USD
1311619.99000000
0.061187260356
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.43000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAU3
390000.00000000
PA
USD
469950.00000000
0.021923234796
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
4.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
315000.00000000
PA
USD
355519.76000000
0.016585047714
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJ43
79035.60000000
PA
USD
85510.88000000
0.003989094797
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
1158000.00000000
PA
USD
1253945.77000000
0.058496749735
Long
DBT
CORP
HK
N
2
2030-04-07
Fixed
3.38000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
530000.00000000
PA
USD
532655.30000000
0.024848446021
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2018-EXCL
12433WAG6
116991.77000000
PA
USD
99581.18000000
0.004645476306
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Floating
2.72000000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
Radiology Partners Inc
75041VAA2
445000.00000000
PA
USD
453730.90000000
0.021166611459
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
9.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSP3
67859.84000000
PA
USD
71008.51000000
0.003312557159
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
137000.00000000
PA
USD
166265.60000000
0.007756314049
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
20030.66000000
PA
USD
21419.06000000
0.000999202216
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9RA1
943098.66000000
PA
USD
1025375.62000000
0.047833919506
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
Horizon Aircraft Finance II LLC
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
265415.54000000
PA
USD
263123.86000000
0.012274765748
Long
ABS-O
CORP
KY
N
2
2039-07-15
Fixed
3.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMXD2
1046846.84000000
PA
USD
1051766.81000000
0.049065072299
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
72600800.00000000
PA
USD
74574634.25000000
3.478917366820
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
340000.00000000
PA
USD
331729.17000000
0.015475213283
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
1653000.00000000
PA
USD
1767114.86000000
0.082436161269
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AC1
154000.00000000
PA
USD
171841.79000000
0.008016444111
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.33000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B4
000000000
45000.00000000
PA
USD
45067.50000000
0.002102405328
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAR0
68000.00000000
PA
USD
74073.89000000
0.003455557575
Long
DBT
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121AB6
149000.00000000
PA
USD
168379.25000000
0.007854916124
Long
DBT
US
N
2
2029-03-15
Fixed
4.63000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
124000.00000000
PA
USD
133684.87000000
0.006236418329
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
6000.00000000
PA
USD
6228.64000000
0.000290566947
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
175000.00000000
PA
USD
166250.00000000
0.007755586306
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKHM3
7206.77000000
PA
USD
7855.68000000
0.000366468596
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226C4
4025000.00000000
PA
USD
4125625.00000000
0.192460997037
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
2.50000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAB9
100000.00000000
PA
USD
102145.17000000
0.004765086807
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBD0
112000.00000000
PA
USD
117856.05000000
0.005498001609
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
2.85000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
5600000.00000000
PA
USD
5659040.18000000
0.263995034769
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AA0
480000.00000000
PA
USD
527400.00000000
0.024603285523
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
10.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCBE5
446908.27000000
PA
USD
467487.41000000
0.021808354620
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
VLS Commercial Mortgage Trust
N/A
VLS Commercial Mortgage Trust 2020-LAB
92858TAA4
1269000.00000000
PA
USD
1259843.28000000
0.058771869421
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
2.13000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
216000.00000000
PA
USD
274935.60000000
0.012825785110
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAD8
901000.00000000
PA
USD
899649.78000000
0.041968791066
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183XNC0
3024.13000000
PA
USD
3192.99000000
0.000148953440
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.00000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
390000.00000000
PA
USD
401700.00000000
0.018739362523
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
1348000.00000000
PA
USD
1463993.53000000
0.068295507817
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAA7
1200000.00000000
PA
USD
1200817.20000000
0.056018294336
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
1.42000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
3846000.00000000
PA
USD
3701445.17000000
0.172672947225
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A22Y7
336862.06000000
PA
USD
361950.54000000
0.016885044522
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBG7
105000.00000000
PA
USD
107275.09000000
0.005004398310
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Variable
5.54000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
Aaset 2019-2 Trust
00038RAA4
638762.51000000
PA
USD
615100.64000000
0.028694532938
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
3.38000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
230000.00000000
PA
USD
275425.00000000
0.012848615690
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
Rockland Park CLO Ltd
N/A
Rockland Park CLO Ltd
773663AA7
1839000.00000000
PA
USD
1840272.59000000
0.085848979849
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9U82
363650.72000000
PA
USD
395220.51000000
0.018437093386
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
400000.00000000
PA
USD
392000.00000000
0.018286856134
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFLZ8
69827.22000000
PA
USD
76211.00000000
0.003555254063
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
5310000.00000000
PA
USD
5711823.10000000
0.266457365545
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QL7M2
786978.60000000
PA
USD
792890.62000000
0.036988460964
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAE2
287000.00000000
PA
USD
307074.60000000
0.014325074062
Long
DBT
US
N
2
2026-02-01
Fixed
4.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
50000.00000000
PA
USD
57102.00000000
0.002663816476
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDRX6
1200070.00000000
PA
USD
1240298.51000000
0.057860103101
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2989000.00000000
PA
USD
3248576.87000000
0.151546576180
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAA3
582000.00000000
PA
USD
580492.62000000
0.027080063849
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX39
27879.94000000
PA
USD
29347.81000000
0.001369079539
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8EK3
242428.25000000
PA
USD
261390.43000000
0.012193900990
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
875000.00000000
PA
USD
1151572.77000000
0.053721034625
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
20341WAE5
755000.00000000
PA
USD
769722.50000000
0.035907664848
Long
DBT
US
N
2
2024-12-15
Fixed
7.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXR6
49715.50000000
PA
USD
52848.66000000
0.002465397556
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
334000.00000000
PA
USD
339900.41000000
0.015856402800
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307RAA3
47756.10000000
PA
USD
49724.29000000
0.002319645248
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FBH8
11004.36000000
PA
USD
12090.59000000
0.000564027754
Long
ABS-MBS
USGA
US
N
2
2039-09-20
Fixed
4.50000000
N
N
N
N
N
N
AASET 2019-2 Trust
N/A
Aaset 2019-2 Trust
00038RAB2
220258.19000000
PA
USD
183489.68000000
0.008559819847
Long
ABS-O
CORP
US
N
2
2039-10-16
Fixed
4.46000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
275000.00000000
PA
USD
325303.00000000
0.015175431533
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
MAGNETITE CLO LTD
5493003N6WY184N72D84
Magnetite XXVII Ltd
55955EAL2
348000.00000000
PA
USD
347792.59000000
0.016224574127
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.27000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
41000.00000000
PA
USD
42637.40000000
0.001989040815
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFUA4
230585.28000000
PA
USD
245456.07000000
0.011450560814
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
415000.00000000
PA
USD
458695.68000000
0.021398219157
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
2182000.00000000
PA
USD
2194127.62000000
0.102356367671
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
615000.00000000
PA
USD
625762.50000000
0.029191910233
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPRV1
28333.85000000
PA
USD
30893.94000000
0.001441206724
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
1314000.00000000
PA
USD
1389975.48000000
0.064842555185
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAE7
5000000.00000000
PA
USD
5855041.95000000
0.273138545407
Long
DBT
CORP
DE
N
2
2031-07-08
Fixed
5.88000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WBE2
76000.00000000
PA
USD
78615.59000000
0.003667428531
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
5.35000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DF1
262000.00000000
PA
USD
265801.95000000
0.012399699030
Long
DBT
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8JX2
20377.22000000
PA
USD
21952.13000000
0.001024070008
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAV6
365000.00000000
PA
USD
379435.75000000
0.017700732072
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QJT9
8243.29000000
PA
USD
8928.01000000
0.000416492944
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
4.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBC7
469000.00000000
PA
USD
489260.72000000
0.022824082649
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36183S7K1
4190.46000000
PA
USD
4411.35000000
0.000205790109
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
167000.00000000
PA
USD
176042.94000000
0.008212428360
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
572000.00000000
PA
USD
598887.53000000
0.027938189034
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AXGL9
58110.43000000
PA
USD
63180.05000000
0.002947358379
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAE5
2045684.98000000
PA
USD
2011845.46000000
0.093852878804
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
3681000.00000000
PA
USD
4417506.52000000
0.206077311743
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DEG3
140504.85000000
PA
USD
146114.41000000
0.006816258150
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
2.50000000
N
N
N
N
N
N
NUANCE COMMUNICATIONS
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAQ3
630000.00000000
PA
USD
649022.85000000
0.030277008892
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEDD1
5357782.04000000
PA
USD
5518548.18000000
0.257441062850
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
653000.00000000
PA
USD
696927.31000000
0.032511758811
Long
DBT
US
N
2
2024-04-01
Fixed
4.60000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
154000.00000000
PA
USD
159828.07000000
0.007456002352
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
713000.00000000
PA
USD
733876.64000000
0.034235450346
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd
15033XAJ5
1192000.00000000
PA
USD
1191502.94000000
0.055583782773
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
1.22000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
650000.00000000
PA
USD
919510.74000000
0.042895307694
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
90000.00000000
PA
USD
96771.08000000
0.004514384739
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
16629000.00000000
PA
USD
17086297.50000000
0.797078225125
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CY9
286000.00000000
PA
USD
280995.00000000
0.013108456988
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CE2
615000.00000000
PA
USD
654975.00000000
0.030554677542
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAA6
1264252.09000000
PA
USD
1263063.19000000
0.058922078683
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
0.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCMJ2
372133.85000000
PA
USD
389269.80000000
0.018159491913
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
American Money Management Corporation
5493004OOK6VXHQ8DQ60
AMMC CLO XI Ltd
00176AAX3
2400000.00000000
PA
USD
2399995.20000000
0.111960119758
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
1.14000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDS0
38000.00000000
PA
USD
51652.47000000
0.002409595122
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
5.01000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-SITE
12690CAA1
287000.00000000
PA
USD
295886.81000000
0.013803162057
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
4.28000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
100000.00000000
PA
USD
108750.00000000
0.005073203072
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
284000.00000000
PA
USD
394475.48000000
0.018402337630
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NLE6
12181.04000000
PA
USD
13200.45000000
0.000615802882
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-SITE
12690CAJ2
118000.00000000
PA
USD
116365.98000000
0.005428489630
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
4.94000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAH9
1932000.00000000
PA
USD
1846721.52000000
0.086149823357
Long
DBT
CORP
US
N
2
2043-05-21
Fixed
5.85000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAD8
1870000.00000000
PA
USD
1849635.70000000
0.086285770272
Long
DBT
CORP
XX
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184AHU6
5126.22000000
PA
USD
5412.46000000
0.000252492034
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VC2
239847.67000000
PA
USD
251733.49000000
0.011743403356
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581HA9
275000.00000000
PA
USD
283226.31000000
0.013212547919
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
3.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6FL0
1332895.94000000
PA
USD
1400104.29000000
0.065315065622
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
City of Chicago IL
T5UYO5SYLC8K73MJQX30
CHICAGO IL
167486MM8
90000.00000000
PA
USD
127046.38000000
0.005926731819
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
7.78000000
N
N
N
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162JAB2
320000.00000000
PA
USD
275200.00000000
0.012838119408
Long
DBT
US
N
2
2026-04-15
Fixed
6.00000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAB4
186314.71000000
PA
USD
177033.13000000
0.008258620865
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SCA3
6887.01000000
PA
USD
7577.54000000
0.000353493326
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
255000.00000000
PA
USD
263925.00000000
0.012312139043
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329N6Q6
312491.48000000
PA
USD
335823.03000000
0.015666192439
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JPDZ5
310186.19000000
PA
USD
325073.02000000
0.015164702933
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHWS1
388912.44000000
PA
USD
407854.03000000
0.019026448904
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XULM5
87969.82000000
PA
USD
93025.87000000
0.004339670156
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Tanger Properties LP
PQPGJDNFN35EXH363L31
Tanger Properties LP
875484AJ6
1289000.00000000
PA
USD
1339335.88000000
0.062480210594
Long
DBT
US
N
2
2026-09-01
Fixed
3.13000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
693000.00000000
PA
USD
697185.72000000
0.032523813674
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
690000.00000000
PA
USD
792866.47000000
0.036987334363
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F3M6
507358.37000000
PA
USD
544352.15000000
0.025394105748
Long
ABS-MBS
USGA
US
N
2
2042-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET7C4
200357.73000000
PA
USD
214602.62000000
0.010011242954
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
180000.00000000
PA
USD
172596.09000000
0.008051632314
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAW9
634000.00000000
PA
USD
611617.76000000
0.028532056087
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DQ7
2480000.00000000
PA
USD
2566088.04000000
0.119708374528
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
10000.00000000
PA
USD
10362.70000000
0.000483421438
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
145000.00000000
PA
USD
147527.35000000
0.006882172003
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AUQ9
312816.46000000
PA
USD
330275.81000000
0.015407413831
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
948000.00000000
PA
USD
1188684.60000000
0.055452306809
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAJ9
910000.00000000
PA
USD
1053325.00000000
0.049137762085
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.88000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
185000.00000000
PA
USD
188553.85000000
0.008796064103
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRLJ8
8655.04000000
PA
USD
9321.78000000
0.000434862371
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Cedar Funding Ltd
549300PQ60B57EBTK013
Cedar Funding VI CLO Ltd
15032DAR2
1283000.00000000
PA
USD
1280105.55000000
0.059717107218
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.18000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
200000.00000000
PA
USD
217792.03000000
0.010160029387
Long
DBT
CORP
CH
N
2
2025-09-24
Fixed
4.13000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
N/A
WR Grace Holdings LLC
92943GAD3
195000.00000000
PA
USD
193476.56000000
0.009025709229
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.88000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2019-2 Ltd
92917RAC3
679000.00000000
PA
USD
679183.33000000
0.031683999603
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.40000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAC5
270000.00000000
PA
USD
280989.00000000
0.013108177087
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
2770000.00000000
PA
USD
2995376.20000000
0.139734728666
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
2021-12-21
Fidelity Merrimack Street Trust
Laura Del Prato
Laura Del Prato
President and Treasurer
XXXX