NPORT-P
false
0000747677
XXXXXXXX
S000031152
C000096654
C000096657
C000148124
C000096658
C000096656
C000177604
DEUTSCHE DWS INCOME TRUST
811-04049
0000747677
PZIHX0V87XPKPHRF7Y22
875 Third Avenue
NEW YORK
10022-6225
212-454-4500
DWS Short Duration Fund
S000031152
R6RWCQSL902ALR34SH62
2022-09-30
2022-03-31
N
1219520128.75
26283445.51
1193236683.24
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4000000.00000000
0.00000000
0.00000000
0.00000000
USD
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
1330000.00000000
PA
USD
1216144.34000000
0.101919791528
Long
DBT
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
RR Ltd
549300H1BYT42IUZDL59
RR 17 Ltd
74980QAG6
7000000.00000000
PA
USD
6890856.00000000
0.577492805642
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
2.14100000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
3200000.00000000
PA
USD
3421212.51000000
0.286717007451
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKM0
1350000.00000000
PA
USD
1351444.77000000
0.113258734749
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.87500000
N
N
N
N
N
N
REC LIMITED
335800B4YRYWAMIJZ374
REC Ltd
74947LAC8
1423000.00000000
PA
USD
1439610.99000000
0.120647563909
Long
DBT
CORP
IN
N
2
2023-05-19
Fixed
4.75000000
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
663000.00000000
PA
USD
666315.00000000
0.055840975169
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-C2
17291CBQ7
2000000.00000000
PA
USD
1925657.00000000
0.161380975547
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.57500000
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
Taco Bell Funding LLC
87342RAG9
4488750.00000000
PA
USD
4059603.06000000
0.340217755372
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
1235000.00000000
PA
USD
1243892.00000000
0.104245202772
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296HBJ7
713.24000000
PA
USD
713.67000000
0.000059809592
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
6.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
3200000.00000000
PA
USD
3223011.68000000
0.270106654050
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAC7
2000000.00000000
PA
USD
1996961.80000000
0.167356722102
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBA7
615843.05000000
PA
USD
612011.27000000
0.051290014679
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
3.07200000
N
N
N
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
000000000
991000.00000000
PA
USD
1018757.91000000
0.085377689465
Long
DBT
MX
N
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
N
Multifamily Connecticut Avenue Securities
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAA7
668404.68000000
PA
USD
655476.00000000
0.054932605509
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Floating
2.15700000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
7000000.00000000
PA
USD
6422146.85000000
0.538212321176
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
380000.00000000
PA
USD
353495.00000000
0.029624885403
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAD9
1540000.00000000
PA
USD
1540275.31000000
0.129083804716
Long
DBT
CORP
GB
N
2
2023-04-26
Fixed
3.62200000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAD0
3000000.00000000
PA
USD
2875459.20000000
0.240979785518
Long
ABS-O
CORP
US
N
2
2029-12-17
Fixed
2.55000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2020-1
35105FAD8
1250000.00000000
PA
USD
1250438.25000000
0.104793815641
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
2.27000000
N
N
N
N
N
N
HPEFS Equipment Trust
549300NXXXDG2TJQD265
HPEFS Equipment Trust 2019-1
40438DAE9
689931.69000000
PA
USD
691239.04000000
0.057929751046
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.49000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
1480000.00000000
PA
USD
1366736.25000000
0.114540247479
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
1.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
1590000.00000000
PA
USD
1588606.99000000
0.133134273553
Long
STIV
UST
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BV1
2500000.00000000
PA
USD
2476445.73000000
0.207540194228
Long
DBT
CORP
GB
N
2
2023-10-14
Fixed
1.31900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAP3
2800000.00000000
PA
USD
2785826.96000000
0.233468095569
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.39700000
N
N
N
N
N
N
Transportation Finance Equipment Trust
N/A
Transportation Finance Equipment Trust 2019-1
89389JAF9
1250000.00000000
PA
USD
1238811.50000000
0.103819428064
Long
ABS-O
CORP
US
N
2
2024-08-23
Fixed
2.19000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAC0
731730.69000000
PA
USD
682157.40000000
0.057168658119
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.29100000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBU3
417176.17000000
PA
USD
409956.02000000
0.034356639027
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
2.36500000
N
N
N
N
N
N
VNESHECONOMBANK(VEB FIN)
635400KYY8E2NCZXJ191
Vnesheconombank Via VEB Finance PLC
91822CAA6
1500000.00000000
PA
USD
75000.00000000
0.006285425268
Long
DBT
CORP
IE
N
2
2022-07-05
Fixed
6.02500000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971V2A2
1000000.00000000
PA
USD
973400.00000000
0.081576439416
Long
DBT
CORP
PE
N
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
BLUESTAR FIN HOLDINGS
300300294ZKDSAV43I87
Bluestar Finance Holdings Ltd
000000000
2000000.00000000
PA
USD
1985961.30000000
0.166434817827
Long
DBT
CORP
VG
N
2
2024-07-16
Fixed
3.37500000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
65246QAA7
1808997.00000000
PA
USD
1738243.51000000
0.145674662404
Long
ABS-O
CORP
US
N
2
2026-11-25
Fixed
3.47400000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CA0
3200000.00000000
PA
USD
3016162.50000000
0.252771519880
Long
DBT
CORP
JP
N
2
2025-10-11
Fixed
0.96200000
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2006-4
75970HAD2
57413.43000000
PA
USD
26270.38000000
0.002201606803
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
5.54500000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
2500000.00000000
PA
USD
2535130.43000000
0.212458304844
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68200000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YG9
7000000.00000000
PA
USD
6976921.77000000
0.584705605182
Long
DBT
CORP
CH
N
2
2023-06-01
Floating
0.54400000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAL7
2118000.00000000
PA
USD
2169442.47000000
0.181811580256
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
757310.91000000
PA
USD
732727.76000000
0.061406741034
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
390251.41000000
PA
USD
368195.77000000
0.030856893286
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2018-ATRM
04965KAJ9
3500000.00000000
PA
USD
3429568.10000000
0.287417253271
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
1.82700000
N
N
N
N
N
N
DWS
5493003GD84DGSXJ7618
DWS Central Cash Management Government Fund
25160K306
20848116.19000000
NS
USD
20848116.19000000
1.747190350651
Long
STIV
RF
US
N
1
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
1745000.00000000
PA
USD
1742111.90000000
0.145998855421
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
3.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WF5YRKNHB1FX69
GS Mortgage Securities Trust 2013-GC13
36198EAP0
1000000.00000000
PA
USD
1011350.50000000
0.084756906505
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
4.06500000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
325000.00000000
PA
USD
325185.25000000
0.027252367830
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
2139000.00000000
PA
USD
2038467.00000000
0.170835093207
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
Babson CLO Ltd
N/A
Babson CLO Ltd 2016-I
06759MAE1
1500000.00000000
PA
USD
1489545.00000000
0.124832317085
Long
ABS-CBDO
CORP
KY
N
2
2030-07-23
Floating
1.70900000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2007-2
75970QAD2
340248.74000000
PA
USD
128576.29000000
0.010775422161
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
5.89300000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-B
802824AC6
1000000.00000000
PA
USD
991804.60000000
0.083118849255
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
3.09000000
N
N
N
N
N
N
Foursight Capital Automobile Receivables Trust
N/A
Foursight Capital Automobile Receivables Trust 2020-1
35105FAE6
2500000.00000000
PA
USD
2489867.50000000
0.208665014659
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
2.41000000
N
N
N
N
N
N
DWS
N/A
DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares
147539670
19086720.00000000
NS
USD
19086720.00000000
1.599575362381
Long
STIV
RF
US
N
1
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2007-W8
31396XVZ4
368514.60000000
PA
USD
379618.31000000
0.031814166906
Long
ABS-MBS
USGSE
US
N
2
2037-09-25
Variable
6.63500000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCE8
1420230.87000000
PA
USD
1379028.69000000
0.115570423652
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
0.86000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
1120000.00000000
PA
USD
1103525.98000000
0.092481734386
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
5383000.00000000
PA
USD
5339751.74000000
0.447501473513
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AA8
1000000.00000000
PA
USD
1010000.00000000
0.084643726947
Long
DBT
NUSS
PY
N
2
2023-01-25
Fixed
4.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CQ0
3000000.00000000
PA
USD
2688750.00000000
0.225332495871
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
312911GW4
505.21000000
PA
USD
509.31000000
0.000042683065
Long
ABS-MBS
USGSE
US
N
2
2022-08-15
Fixed
8.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CZ1
2320000.00000000
PA
USD
2299291.42000000
0.192693658541
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.62500000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
850000.00000000
PA
USD
868173.00000000
0.072757820153
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300UECCCKC4WVNL14
SLM Student Loan Trust 2004-1
78442GKW5
5500000.00000000
PA
USD
5236454.30000000
0.438844562319
Long
ABS-O
CORP
US
N
2
2039-07-25
Floating
1.00800000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank NA - SBCLN
80290CAE4
861320.19000000
PA
USD
845965.69000000
0.070896721654
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
1.83300000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-GC11
17320DAN8
1500000.00000000
PA
USD
1503459.45000000
0.125998426893
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.42200000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAF1
1110000.00000000
PA
USD
1083312.38000000
0.090787720090
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
1.48000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV2
46653LAJ5
1794285.47000000
PA
USD
1789084.55000000
0.149935429837
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
3.00000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAA8
1140000.00000000
PA
USD
1039049.84000000
0.087078268259
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
1514000.00000000
PA
USD
1541761.52000000
0.129208357541
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAA4
1990000.00000000
PA
USD
2012387.50000000
0.168649483230
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
800000.00000000
PA
USD
795757.06000000
0.066688953765
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
2534000.00000000
PA
USD
2543933.10000000
0.213196018504
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAK7
2190000.00000000
PA
USD
2211055.16000000
0.185298959632
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35000000
N
N
N
N
N
N
Residential Asset Mortgage Products, INC.
N/A
RAMP Series 2004-SL3 Trust
76112BBR0
19882.00000000
PA
USD
19274.07000000
0.001615276354
Long
ABS-MBS
CORP
US
N
2
2031-12-25
Fixed
7.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AB3
560786.82000000
PA
USD
545269.85000000
0.045696705243
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
2.32000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296RUD7
2988.19000000
PA
USD
3030.27000000
0.000253953808
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
6.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAS8
690000.00000000
PA
USD
726947.43000000
0.060922316604
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAM0
800000.00000000
PA
USD
768576.02000000
0.064411028490
Long
DBT
CORP
KR
N
2
2025-05-04
Fixed
1.75000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAG6
2665000.00000000
PA
USD
2665932.75000000
0.223420280942
Long
DBT
CORP
KR
N
2
2022-06-19
Fixed
2.62500000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2006-2 Trust
05950GAQ6
7030.67000000
PA
USD
6592.67000000
0.000552503128
Long
ABS-MBS
CORP
US
N
2
2046-07-25
Fixed
6.00000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AZ8
1370000.00000000
PA
USD
1359930.90000000
0.113969920561
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.12500000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-1 Ltd
14310MBA4
4000000.00000000
PA
USD
3930912.00000000
0.329432714834
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.64100000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XBH8
750000.00000000
PA
USD
737032.50000000
0.061767502654
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Fixed
3.99600000
N
N
N
N
N
N
BANCO VOTORANTIM
X2EUTZGMHS8RBQFIUS93
Banco Votorantim SA
05967CAF0
1000000.00000000
PA
USD
998065.00000000
0.083643506273
Long
DBT
CORP
BR
N
2
2025-07-29
Fixed
4.37500000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
1730000.00000000
PA
USD
1617590.66000000
0.135563269443
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
4190000.00000000
PA
USD
4040954.37000000
0.338654889407
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
Canadian Pacer Auto Receivables Trust
549300EBZ7BR10QAH203
Canadian Pacer Auto Receivables Trust 2018-2
13646AAF7
1000000.00000000
PA
USD
1000890.40000000
0.083880290813
Long
ABS-O
CORP
CA
N
2
2024-01-19
Fixed
3.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
3330000.00000000
PA
USD
3356508.53000000
0.281294447040
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
BHARAT PETROLEUM CORP LT
8GRDBX1TJ0PU5NCSHT72
Bharat Petroleum Corp Ltd
000000000
2920000.00000000
PA
USD
2946280.00000000
0.246914970129
Long
DBT
CORP
IN
N
2
2022-10-25
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-SUN
61691MAA5
1217000.00000000
PA
USD
1201695.49000000
0.100708895969
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.29700000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
2110000.00000000
PA
USD
1951649.42000000
0.163559287726
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-TY
05592AAG5
506000.00000000
PA
USD
494595.42000000
0.041449900673
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
1.54700000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
4000000.00000000
PA
USD
4062130.00000000
0.340429527272
Long
DBT
CORP
XX
N
2
2023-06-01
Fixed
4.62500000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAE2
1500000.00000000
PA
USD
1528500.00000000
0.128096966969
Long
DBT
CORP
ID
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
CSFB Mortgage-Backed Trust Series 2004-7
2254W0KC8
69571.05000000
PA
USD
67575.26000000
0.005663189956
Long
ABS-MBS
CORP
US
N
2
2019-10-25
Fixed
5.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
1500000.00000000
PA
USD
1486875.00000000
0.124608555945
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
517000.00000000
PA
USD
481992.78000000
0.040393727981
Long
DBT
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCD2
1000000.00000000
PA
USD
1011220.00000000
0.084745969865
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.62500000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
1000000.00000000
PA
USD
999800.00000000
0.083788909111
Long
DBT
CORP
TR
N
2
2022-05-30
Fixed
5.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAJ9
2330731.98000000
PA
USD
2278202.18000000
0.190926260648
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Floating
2.19700000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-HE1
10569QAA2
1897673.14000000
PA
USD
1889449.38000000
0.158346571685
Long
ABS-MBS
CORP
US
N
2
2070-01-25
Floating
0.84900000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAG3
240000.00000000
PA
USD
239389.08000000
0.020062162298
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.93100000
N
N
N
N
N
N
Countrywide Home Equity Loan Trust
N/A
CWHEQ Revolving Home Equity Loan Trust Series 2006-I
12668FAB0
811786.24000000
PA
USD
771700.72000000
0.064672896068
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
0.53700000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAT9
859000.00000000
PA
USD
862536.37000000
0.072285438598
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.25000000
N
N
N
N
N
N
JPMORGAN CHASE &
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCL8
6000000.00000000
PA
USD
5940060.00000000
0.497810709596
Long
DBT
CORP
US
N
2
2025-06-23
Floating
0.85100000
N
N
N
N
N
N
Battalion CLO LTD
549300CJP8HGT746II19
Battalion Clo XV Ltd
07131AAC8
5000000.00000000
PA
USD
4926425.00000000
0.412862349037
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
1.94100000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
653000.00000000
PA
USD
663611.25000000
0.055614385588
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.12500000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BD8
5500000.00000000
PA
USD
5589533.62000000
0.468434611381
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAA8
425000.00000000
PA
USD
416916.50000000
0.034939966718
Long
DBT
CORP
LU
N
2
2024-11-26
Fixed
6.87500000
N
N
N
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
2000000.00000000
PA
USD
827600.00000000
0.069357572694
Long
DBT
CORP
GB
N
2
2029-01-27
Fixed
2.95000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-TY
05592AAJ9
340000.00000000
PA
USD
332337.93000000
0.027851802971
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
2.09700000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300C2HE5FJAWYZL57
CSAIL 2016-C6 Commercial Mortgage Trust
12636MAJ7
1000000.00000000
PA
USD
975386.40000000
0.081742910999
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
3.34600000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
1250000.00000000
PA
USD
1245813.40000000
0.104406226987
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAB5
260369.68000000
PA
USD
254387.40000000
0.021319106558
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
2.73000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
1195000.00000000
PA
USD
1181437.83000000
0.099011189196
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
520000.00000000
PA
USD
523020.95000000
0.043832121266
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAJ4
1725000.00000000
PA
USD
1686015.69000000
0.141297674944
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.29200000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JY4
1630000.00000000
PA
USD
1588830.86000000
0.133153035128
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2012-LC5
94988HAC5
1800660.63000000
PA
USD
1802789.37000000
0.151083971463
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
2.91800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAL4
909021.83000000
PA
USD
890816.21000000
0.074655449544
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Floating
2.89700000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AQ4
2250000.00000000
PA
USD
2179939.41000000
0.182691283348
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S35
20000000.00000000
PA
USD
19856250.00000000
1.664066339804
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBD0
750000.00000000
PA
USD
760631.21000000
0.063745208363
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376PSZ4
167518.29000000
PA
USD
37747.47000000
0.003163452023
Long
ABS-MBS
USGA
US
N
2
2039-12-16
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295J7A8
26.08000000
PA
USD
26.09000000
0.000002186489
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
6.00000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
4510000.00000000
PA
USD
4134133.53000000
0.346463831364
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
48128U2Q1
645218.49000000
PA
USD
633249.30000000
0.053069882018
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.28000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC6 Mortgage Trust
20048EBA8
1500000.00000000
PA
USD
1502864.10000000
0.125948533187
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
3.28200000
N
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
04966HAC0
2250000.00000000
PA
USD
2234112.75000000
0.187231316416
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Floating
1.50900000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBK0
4710000.00000000
PA
USD
4695880.13000000
0.393541381685
Long
DBT
CORP
US
N
2
2023-06-10
Floating
0.50100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412S6V2
2274.07000000
PA
USD
2303.73000000
0.000193065636
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
4.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
1570000.00000000
PA
USD
1486429.87000000
0.124571251527
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
Meritor Inc
59001KAG5
310000.00000000
PA
USD
320075.00000000
0.026824099903
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.25000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
5000000.00000000
PA
USD
4792001.85000000
0.401596926855
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
3500000.00000000
PA
USD
3396318.10000000
0.284630714736
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
Oztel Holdings SPC Ltd
549300RABIG0RH4JYT64
Oztel Holdings SPC Ltd
692733AA6
1680000.00000000
PA
USD
1700687.52000000
0.142527257491
Long
DBT
CORP
AE
N
2
2023-10-24
Fixed
5.62500000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAE2
1610000.00000000
PA
USD
1602332.05000000
0.134284511405
Long
ABS-O
CORP
US
N
2
2030-07-22
Fixed
2.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAA7
454867.29000000
PA
USD
444592.61000000
0.037259381667
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
5000000.00000000
PA
USD
5265063.75000000
0.441242196452
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EVX4
10680.25000000
PA
USD
10864.66000000
0.000910520113
Long
ABS-MBS
USGA
US
N
2
2023-09-20
Fixed
6.00000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAB2
1540000.00000000
PA
USD
1576713.60000000
0.132137540032
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
KKR Industrial Portfolio Trust
N/A
KKR Industrial Portfolio Trust 2021-KDIP
48254CAQ8
468750.00000000
PA
USD
456409.92000000
0.038249739252
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
1.94700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R3
92538EAB3
645088.02000000
PA
USD
622412.27000000
0.052161677456
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.27700000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
1380000.00000000
PA
USD
1320494.40000000
0.110664918246
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BJ2
2550000.00000000
PA
USD
2574777.81000000
0.215780980099
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
Genesis Sales Finance Master Trust
N/A
Genesis Sales Finance Master Trust
37186XAK1
1750000.00000000
PA
USD
1674554.18000000
0.140337135416
Long
ABS-O
CORP
US
N
2
2026-12-21
Fixed
1.20000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAM5
3500000.00000000
PA
USD
3491271.21000000
0.292588323761
Long
DBT
CORP
GB
N
2
2023-06-15
Fixed
1.32600000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-FACT
126395AG7
2756000.00000000
PA
USD
2747354.98000000
0.230243925500
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.39700000
N
N
N
N
N
N
Zais CLO 13, Limited
549300GODB02F7ODZK39
Zais Clo 13 Ltd
98876NAA2
2500000.00000000
PA
USD
2486147.50000000
0.208353257565
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
1.73100000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBT6
378105.29000000
PA
USD
371380.50000000
0.031123791718
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
1.17400000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
1500000.00000000
PA
USD
1483785.00000000
0.124349596424
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
1410000.00000000
PA
USD
1429048.06000000
0.119762330480
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FCSYYS3J0RKL34
Neuberger Berman CLO XVIII Ltd
64128QAU9
1800000.00000000
PA
USD
1778367.60000000
0.149037288660
Long
ABS-CBDO
CORP
KY
N
2
2030-10-21
Floating
1.95500000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAC4
1750000.00000000
PA
USD
1762440.30000000
0.147702490608
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
1000000.00000000
PA
USD
1032109.83000000
0.086496656069
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corportation Trust 2021-IP
36262MAC2
3000000.00000000
PA
USD
2937001.20000000
0.246137354076
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.54700000
N
N
N
N
N
N
Genesis Sales Finance Master Trust
N/A
Genesis Sales Finance Master Trust
37186XAE5
1072000.00000000
PA
USD
1060328.71000000
0.088861558221
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
1.65000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-3
31573JAB6
2896340.22000000
PA
USD
2644438.27000000
0.221618921639
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.39600000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAC9
750000.00000000
PA
USD
750314.60000000
0.062880617947
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2Y71
21382.31000000
PA
USD
23766.47000000
0.001991764947
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
6.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AB6
1934000.00000000
PA
USD
1857871.73000000
0.155700185562
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.80000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
1730000.00000000
PA
USD
1623273.00000000
0.136039481755
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAA7
920218.18000000
PA
USD
917931.81000000
0.076927890576
Long
ABS-O
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
Apidos CLO
549300CXPXW83QGWOL98
Apidos CLO XXXII
03768RAE6
2500000.00000000
PA
USD
2482537.50000000
0.208050719096
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
1.90400000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAK1
462000.00000000
PA
USD
465465.00000000
0.039008606300
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
2450000.00000000
PA
USD
2380910.00000000
0.199533758343
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
3104000.00000000
PA
USD
3019260.80000000
0.253031174988
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
4000000.00000000
PA
USD
3901711.20000000
0.326985522218
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
1.11900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAB7
855758.62000000
PA
USD
836879.73000000
0.070135266687
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.91200000
N
N
N
N
N
N
MARKWEST ENERGY PART/FIN
N/A
MarkWest Energy Partners LP / MarkWest Energy Finance Corp
570506AT2
2500000.00000000
PA
USD
2539816.23000000
0.212851001454
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
380000.00000000
PA
USD
346229.40000000
0.029015986925
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
Atrium CDO Corp
N/A
Atrium XIV LLC
04965LAJ7
4250000.00000000
PA
USD
4236506.25000000
0.355043245778
Long
ABS-CBDO
CORP
KY
N
2
2030-08-23
Floating
1.94100000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-2R Mortgage Loan Trust
12656YAA5
426000.08000000
PA
USD
423751.91000000
0.035512812835
Long
ABS-MBS
CORP
US
N
2
2054-07-27
Fixed
0.79800000
N
N
N
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
830000.00000000
PA
USD
820040.00000000
0.068724001827
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
Transnet SOC Ltd
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAC7
2500000.00000000
PA
USD
2459750.00000000
0.206140997385
Long
DBT
CORP
ZA
N
2
2022-07-26
Fixed
4.00000000
N
N
N
N
N
N
ONGC Videsh Ltd
335800WPRPCRI524XG72
ONGC Videsh Ltd
000000000
1000000.00000000
PA
USD
1005147.39000000
0.084237050714
Long
DBT
CORP
IN
N
2
2023-05-07
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAE0
2005000.00000000
PA
USD
1987899.15000000
0.166597220645
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Fixed
3.64400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
5000000.00000000
PA
USD
4896936.95000000
0.410391083242
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
2261000.00000000
PA
USD
2287857.24000000
0.191735409423
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment BVI Ltd
857006AE0
1500000.00000000
PA
USD
1500315.00000000
0.125734904153
Long
DBT
CORP
VG
N
2
2022-05-04
Fixed
2.75000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
2089000.00000000
PA
USD
2082184.91000000
0.174498901956
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
880000.00000000
PA
USD
889584.80000000
0.074552250403
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
1920000.00000000
PA
USD
1977874.31000000
0.165757082210
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
340000.00000000
PA
USD
313650.00000000
0.026285648472
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-A
12659WAE8
1667000.00000000
PA
USD
1603599.16000000
0.134390702408
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
2.17000000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCF5
302982.59000000
PA
USD
293860.57000000
0.024627182027
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
1.00900000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAE3
500000.00000000
PA
USD
513750.41000000
0.043055197448
Long
DBT
CORP
FR
N
2
2026-04-01
Fixed
4.87500000
N
N
N
N
N
N
Hotwire Funding LLC
N/A
Hotwire Funding LLC
44148JAA7
1268000.00000000
PA
USD
1184408.11000000
0.099260115502
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.31100000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAE6
2500000.00000000
PA
USD
2412171.75000000
0.202153670255
Long
ABS-O
CORP
US
N
2
2026-09-21
Fixed
2.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2013-2
81745MAG6
1264347.07000000
PA
USD
1261651.36000000
0.105733537840
Long
ABS-MBS
CORP
US
N
2
2043-02-25
Variable
3.63400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
4000000.00000000
PA
USD
4148044.52000000
0.347629651205
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
2770000.00000000
PA
USD
2698310.63000000
0.226133730876
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBS8
787719.35000000
PA
USD
773535.91000000
0.064826695396
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
1.02400000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAB4
1076915.37000000
PA
USD
988339.08000000
0.082828419028
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.16700000
N
N
N
N
N
N
Freddie Mac - STACR
549300BL200YC56BUV20
STACR Trust 2018-DNA3
35563WAH7
497897.73000000
PA
USD
500077.08000000
0.041909294863
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Floating
2.55700000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1
433674AA6
781636.75000000
PA
USD
760789.01000000
0.063758432898
Long
ABS-O
CORP
US
N
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
1500000.00000000
PA
USD
1538925.00000000
0.128970641081
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF 2018-GLKS Mortgage Trust
23307GAJ5
250000.00000000
PA
USD
246228.00000000
0.020635302573
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
2.19900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2013-IVR3
12646XAZ5
1166300.86000000
PA
USD
1098657.28000000
0.092073709720
Long
ABS-MBS
CORP
US
N
2
2043-05-25
Variable
3.38900000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAB9
1130000.00000000
PA
USD
1079239.52000000
0.090446391328
Long
DBT
CORP
KR
N
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
2500000.00000000
PA
USD
2384675.00000000
0.199849286691
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
JPMorgan Chase Bank NA - JPMWM
46591HBM1
783606.88000000
PA
USD
762558.49000000
0.063906725355
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
1.89900000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAB7
706135.61000000
PA
USD
683541.88000000
0.057284685394
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2003-J Trust
05948XYK1
135383.63000000
PA
USD
130737.10000000
0.010956510291
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.46700000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM2
452761AB5
887427.18000000
PA
USD
819820.40000000
0.068705598102
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
1.36200000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
2880000.00000000
PA
USD
2777166.03000000
0.232742260526
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.43800000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAF3
1000000.00000000
PA
USD
992602.10000000
0.083185684277
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
1.68000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAM0
1200000.00000000
PA
USD
1195763.28000000
0.100211743134
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAJ5
1180000.00000000
PA
USD
1175291.80000000
0.098496117032
Long
DBT
CORP
KY
N
2
2023-01-19
Floating
0.85300000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAL1
1381678.89000000
PA
USD
1346986.18000000
0.112885079625
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.09700000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBE8
560000.00000000
PA
USD
562940.00000000
0.047177564007
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.12500000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAL4
1500000.00000000
PA
USD
1476644.96000000
0.123751220586
Long
DBT
CORP
SG
N
2
2025-04-29
Fixed
3.25000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1
59020UNM3
8341.33000000
PA
USD
8402.06000000
0.000704140269
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
1.90700000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AK4
1100000.00000000
PA
USD
1119484.96000000
0.093819187402
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300BLCSV170UP8R47
Neuberger Berman Loan Advisers CLO 29 Ltd
64130XAJ5
2000000.00000000
PA
USD
1988920.00000000
0.166682773663
Long
ABS-CBDO
CORP
KY
N
2
2031-10-19
Floating
1.64800000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
170000.00000000
PA
USD
172029.09000000
0.014417013189
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
EURASIAN DEVELOPMENT BAN
253400Q2AQ3F58BLL187
Eurasian Development Bank
29843YAB1
2000000.00000000
PA
USD
1665486.34000000
0.139577199007
Long
DBT
NUSS
XX
N
2
2022-09-20
Fixed
4.76700000
N
N
N
N
N
N
Barings CLO Ltd
54930079SUKCXYW8DR07
Barings CLO Ltd 2013-I
06760EAE6
2250000.00000000
PA
USD
2241031.50000000
0.187811146897
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
1.75400000
N
N
N
N
N
N
TENCENT MUSIC ENT GRP
213800XTZK2GOHQTYK41
Tencent Music Entertainment Group
88034PAA7
1000000.00000000
PA
USD
916120.71000000
0.076776110126
Long
DBT
CORP
KY
N
2
2025-09-03
Fixed
1.37500000
N
N
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50065WAG1
500000.00000000
PA
USD
504299.50000000
0.042263157601
Long
DBT
NUSS
KR
N
2
2024-07-10
Fixed
3.25000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust 2019-600C
36260TAG0
1000000.00000000
PA
USD
957835.70000000
0.080272062823
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Fixed
3.46200000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAX7
2230000.00000000
PA
USD
2220143.40000000
0.186060605677
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
0.70300000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
78397PAA9
1220000.00000000
PA
USD
1166808.00000000
0.097785126487
Long
DBT
CORP
KY
N
2
2024-06-17
Fixed
0.94600000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CC8
4000000.00000000
PA
USD
4001476.40000000
0.335346411672
Long
DBT
NUSS
XX
N
2
2023-05-12
Fixed
2.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAS8
2000000.00000000
PA
USD
2011524.38000000
0.168577148880
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
VNESHECONOMBANK(VEB FIN)
635400KYY8E2NCZXJ191
Vnesheconombank Via VEB Finance PLC
91822CAC2
500000.00000000
PA
USD
25000.00000000
0.002095141756
Long
DBT
CORP
IE
N
2
2023-11-21
Fixed
5.94200000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRK2
4800000.00000000
PA
USD
4710313.78000000
0.394751003397
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAN6
2000000.00000000
PA
USD
1982420.00000000
0.166138036807
Long
ABS-CBDO
CORP
KY
N
2
2030-08-15
Floating
2.15600000
N
N
N
N
N
N
Babson CLO Ltd
N/A
Babson CLO Ltd 2015-I
056162AQ3
2000000.00000000
PA
USD
1975842.00000000
0.165586763108
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.65400000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG
N/A
JBS Finance Luxembourg Sarl
46592QAB5
960000.00000000
PA
USD
891609.60000000
0.074721940124
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
2106000.00000000
PA
USD
2101661.37000000
0.176131139741
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07100000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
054967AG9
3500000.00000000
PA
USD
3438387.05000000
0.288156331287
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
1.54700000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300IWMW28G8CR9G28
Neuberger Berman Loan Advisers CLO 27 Ltd
64131WAE7
6000000.00000000
PA
USD
5951214.00000000
0.498745478042
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
1.64100000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
800000.00000000
PA
USD
813289.38000000
0.068158261594
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
1500000.00000000
PA
USD
1502929.61000000
0.125954023297
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
450000.00000000
PA
USD
442687.50000000
0.037099722646
Long
DBT
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E7JZ8
23835.52000000
PA
USD
24088.33000000
0.002018738640
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAG4
2000000.00000000
PA
USD
2075000.00000000
0.173896765758
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup COmmercial Mortgage Trust 2019-SMRT
29429MAG8
3000000.00000000
PA
USD
3025461.90000000
0.253550862330
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.68200000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
1370337.06000000
PA
USD
1352828.40000000
0.113374690788
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007222WHFWMBOC78
Freddie Mac STACR Trust 2019-DNA1
35563KAH3
84428.61000000
PA
USD
84852.28000000
0.007111102197
Long
ABS-MBS
USGSE
US
N
2
2049-01-25
Floating
3.10700000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
493738AE8
2500000.00000000
PA
USD
2507525.88000000
0.210144887030
Long
DBT
CORP
KR
N
2
2023-04-25
Fixed
3.00000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
1818000.00000000
PA
USD
1783795.86000000
0.149492207627
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
Octagon Investment Partners XVI LTD
N/A
Octagon Investment Partners XVI Ltd
67590BAU4
9000000.00000000
PA
USD
8864568.00000000
0.742901062673
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
1.84100000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAB7
1808000.00000000
PA
USD
1715180.17000000
0.143741823738
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
3.84900000
N
N
N
N
N
N
Flatiron CLO Ltd
5493008L4GGS612L9S27
Flatiron CLO 18 Ltd
33883GAC1
2500000.00000000
PA
USD
2459795.00000000
0.206144768640
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.59100000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955MAB2
1258980.87000000
PA
USD
1190308.00000000
0.099754559738
Long
ABS-O
CORP
US
N
2
2026-07-25
Fixed
3.10400000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR2 Trust
74333LAJ5
500000.00000000
PA
USD
499091.30000000
0.041826680910
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
5.11500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCD6
1300000.00000000
PA
USD
1302553.49000000
0.109161368259
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBK9
2000000.00000000
PA
USD
1700000.02000000
0.142469641092
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAE0
3000000.00000000
PA
USD
3009123.30000000
0.252181595006
Long
ABS-O
CORP
US
N
2
2022-12-20
Fixed
2.41000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-47.00000000
NC
USD
222027.62000000
0.018607173507
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
-6589058.87000000
USD
222027.62000000
N
N
N
IMT Trust
N/A
IMT Trust 2017-APTS
44974AAG2
3520561.92000000
PA
USD
3487038.43000000
0.292233592796
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
1.34700000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
Freddie Mac STACR Trust 2018-DNA2
35563TAB7
1341839.18000000
PA
USD
1342657.84000000
0.112522340191
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Floating
2.60700000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-285M
63874FAG2
2000000.00000000
PA
USD
1992053.00000000
0.166945336828
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
3.79000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
1000000.00000000
PA
USD
1013951.50000000
0.084974885053
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Corp
46591HBZ2
1262163.51000000
PA
USD
1229890.49000000
0.103071796842
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
1.64900000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
JPMorgan Chase Bank NA - JPMWM
46591HBL3
1547458.96000000
PA
USD
1513301.12000000
0.126823214644
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
1.64900000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNAQ3
17800000.00000000
PA
USD
1035523.90000000
0.086782774494
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Variable
0.89200000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BQC21
11364536.48000000
PA
USD
91777.72000000
0.007691493338
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Variable
1.32000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-INV1 Trust
552747AC1
421735.67000000
PA
USD
408080.46000000
0.034199456464
Long
ABS-MBS
CORP
US
N
2
2056-01-25
Variable
1.26200000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-KEN
05591QAJ5
1431100.00000000
PA
USD
1422781.87000000
0.119237188227
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Floating
2.94700000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAE3
1500000.00000000
PA
USD
1476027.30000000
0.123699457176
Long
ABS-O
CORP
US
N
2
2024-01-22
Fixed
1.37000000
N
N
N
N
N
N
Evergreen Credit Card Trust
5493002G9KVV6J3CNU15
Evergreen Credit Card Trust
30023JBK3
900000.00000000
PA
USD
902956.50000000
0.075672874684
Long
ABS-O
CORP
CA
N
2
2024-09-15
Fixed
2.62000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
172070BT0
1000000.00000000
PA
USD
1106139.68000000
0.092700777267
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H44
2100000.00000000
PA
USD
2099302.34000000
0.175933439650
Long
STIV
UST
US
N
2
2022-05-19
None
0.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
2000000.00000000
PA
USD
2164240.00000000
0.181375583771
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55607PAE5
6000000.00000000
PA
USD
5910795.18000000
0.495358151741
Long
DBT
CORP
AU
N
2
2027-09-23
Floating
1.20000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
1230000.00000000
PA
USD
1212970.29000000
0.101653788140
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAJ9
967500.00000000
PA
USD
972056.93000000
0.081463882535
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.11600000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AX7
2727000.00000000
PA
USD
2487026.13000000
0.208426891741
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.40000000
N
N
N
N
N
N
Prudential Home Mortgage Securities
N/A
Prudential Home Mortgage Securities Co Inc/The
74434UCP7
430.86000000
PA
USD
430.29000000
0.000036060741
Long
ABS-MBS
CORP
US
N
2
2024-04-28
Variable
6.73000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
750000.00000000
PA
USD
750825.89000000
0.062923466948
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.90500000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
205000.00000000
PA
USD
211754.75000000
0.017746248751
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2022-SJ1
89180GAC3
2500000.00000000
PA
USD
2497678.50000000
0.209319620749
Long
ABS-MBS
CORP
US
N
3
2062-03-25
Variable
4.50000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
000000000
500000.00000000
PA
USD
509500.00000000
0.042698988989
Long
DBT
CORP
ID
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CB4
1180000.00000000
PA
USD
1125902.72000000
0.094357032080
Long
DBT
CORP
GB
N
2
2025-03-23
Fixed
1.21400000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAW7
5000000.00000000
PA
USD
4936500.00000000
0.413706691165
Long
DBT
CORP
FR
N
2
2025-02-04
Floating
0.57600000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBF5
4351000.00000000
PA
USD
4258077.96000000
0.356851077393
Long
DBT
CORP
JP
N
2
2024-07-10
Fixed
1.24100000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
5141000.00000000
PA
USD
5120841.62000000
0.429155564183
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBL3
2500000.00000000
PA
USD
2441292.40000000
0.204594145846
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAA9
957694.58000000
PA
USD
925654.72000000
0.077575114225
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
2.09900000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
3230000.00000000
PA
USD
3243091.06000000
0.271789419949
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AD0
1120000.00000000
PA
USD
1148000.00000000
0.096208909441
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
5493004B26DRJNN0OV17
GSK Consumer Healthcare Capital UK PLC
36264NAA2
4000000.00000000
PA
USD
3987553.60000000
0.334179602086
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
3.12500000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CB8
460000.00000000
PA
USD
460295.60000000
0.038575381268
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.06000000
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWD Securitization Trust 2020-INV1
302985AA4
878442.06000000
PA
USD
867470.23000000
0.072698924042
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Variable
2.24000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AB4
1500000.00000000
PA
USD
1551525.00000000
0.130026592527
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AB5
1000000.00000000
PA
USD
1007330.00000000
0.084419965808
Long
DBT
CORP
MY
N
2
2022-05-22
Fixed
7.87500000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAN8
2500000.00000000
PA
USD
2419653.70000000
0.202780700089
Long
DBT
CORP
VG
N
2
2025-05-13
Fixed
2.15000000
N
N
N
N
N
N
MFRA TRUST
N/A
MFA 2021-NQM2 Trust
55283WAC5
606134.87000000
PA
USD
572831.94000000
0.048006564669
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.47200000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
3000000.00000000
PA
USD
2932500.00000000
0.245760127993
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
3000000.00000000
PA
USD
3072912.60000000
0.257527500047
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
1360000.00000000
PA
USD
1329325.20000000
0.111404989359
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAB9
720000.00000000
PA
USD
639763.01000000
0.053615767851
Long
DBT
CORP
KY
N
2
2025-10-28
Fixed
2.12500000
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
1180000.00000000
PA
USD
1139891.29000000
0.095529353565
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-1
80286EAE6
800000.00000000
PA
USD
782279.60000000
0.065559466197
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.56000000
N
N
N
N
N
N
TRUST F/1401
N/A
Trust Fibra Uno
898324AA6
1000000.00000000
PA
USD
1028010.00000000
0.086153067068
Long
DBT
MX
N
2
2024-12-15
Fixed
5.25000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
575000.00000000
PA
USD
543307.44000000
0.045532244158
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCGR1
60280.90000000
PA
USD
11580.59000000
0.000970519106
Long
ABS-MBS
USGSE
US
N
2
2034-03-25
Fixed
5.50000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2019-A
12596HAE7
2000000.00000000
PA
USD
2054650.00000000
0.172191320369
Long
ABS-O
CORP
US
N
2
2026-03-16
Fixed
5.81000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AD9
2000000.00000000
PA
USD
1980000.00000000
0.165935227085
Long
DBT
CORP
US
N
2
2023-01-13
Floating
1.84400000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
4000000.00000000
PA
USD
3652128.64000000
0.306069088496
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAF0
2515000.00000000
PA
USD
2531964.76000000
0.212193003748
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAK7
30000000.00000000
PA
USD
29148046.80000000
2.442771598410
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.12500000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAA9
2500000.00000000
PA
USD
2474088.75000000
0.207342665939
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.64700000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2005-J Trust
05949CKS4
74261.17000000
PA
USD
70571.99000000
0.005914332922
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.40900000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust
92922FEW4
262270.11000000
PA
USD
260552.27000000
0.021835757621
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Fixed
5.25000000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-C
80281HAC8
500000.00000000
PA
USD
490746.00000000
0.041127297450
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
2.97000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAZ0
2955000.00000000
PA
USD
2959397.60000000
0.248014299389
Long
DBT
CORP
IT
N
2
2022-07-14
Fixed
3.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
3000000.00000000
PA
USD
2931278.04000000
0.245657720817
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
9000000.00000000
PA
USD
8989779.51000000
0.753394497191
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
1250000.00000000
PA
USD
1282750.00000000
0.107501723506
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
5.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAF6
1128651.74000000
PA
USD
1131009.27000000
0.094784989925
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.49000000
N
N
N
N
N
N
People's Choice Home Loan Securities Trust
N/A
People's Choice Home Loan Securities Trust Series 2004-1
71085PAD5
1508945.09000000
PA
USD
1438476.75000000
0.120552508165
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
1.49700000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
JPMorgan Chase Bank NA - CHASE
46591HAG5
3063259.40000000
PA
USD
3078120.80000000
0.257963976739
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Floating
2.70700000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2021-B
802824AB8
272677.51000000
PA
USD
271170.83000000
0.022725653159
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAF6
1450000.00000000
PA
USD
1345247.22000000
0.112739344917
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
3.24900000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
670000.00000000
PA
USD
681800.28000000
0.057138729438
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.12500000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Credit-Based Asset Servicing and Securitization LLC
12498NAB9
1923680.13000000
PA
USD
1851004.26000000
0.155124652635
Long
ABS-O
CORP
US
N
2
2036-12-25
Variable
3.00400000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
500000.00000000
PA
USD
508750.00000000
0.042636134737
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBC4
1100000.00000000
PA
USD
1141566.37000000
0.095669734767
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUCX1
111213.35000000
PA
USD
112392.94000000
0.009419165667
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
Voya CLO Ltd
549300001G5S0D8B8343
Voya CLO 2016-3 Ltd
92915HAQ6
4500000.00000000
PA
USD
4408249.50000000
0.369436303955
Long
ABS-CBDO
CORP
KY
N
2
2031-10-18
Floating
1.99100000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
2140000.00000000
PA
USD
2108435.00000000
0.176698808343
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCE4
4000000.00000000
PA
USD
3992118.64000000
0.334562178323
Long
DBT
CORP
US
N
2
2023-01-05
Floating
1.19900000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
1300000.00000000
PA
USD
1335413.22000000
0.111915199956
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
ING BANK NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
449786AY8
1125000.00000000
PA
USD
1167593.13000000
0.097850924833
Long
DBT
CORP
NL
N
2
2023-09-25
Fixed
5.80000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
580000.00000000
PA
USD
542126.00000000
0.045433232787
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2021-REV2
345285AC4
1458000.00000000
PA
USD
1363174.89000000
0.114241785317
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
2.11000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAG0
2989002.09000000
PA
USD
2749778.20000000
0.230447005076
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
FWD Securitization Trust
N/A
FWDSecuritization Trust 2019-INV1
302980AA5
287362.94000000
PA
USD
286486.57000000
0.024009199015
Long
ABS-MBS
CORP
US
N
2
2049-06-25
Variable
2.81000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
2000000.00000000
PA
USD
2007661.08000000
0.168253382434
Long
DBT
NUSS
XX
N
2
2022-06-15
Fixed
4.37500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
3400000.00000000
PA
USD
3097013.39000000
0.259547282907
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2021-NQM1
06744UAC5
1688183.00000000
PA
USD
1625111.30000000
0.136193541719
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
1.98400000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AG3
1500000.00000000
PA
USD
1485852.15000000
0.124522835315
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
1.73700000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBH4
1000000.00000000
PA
USD
1011160.00000000
0.084740941525
Long
DBT
CORP
MX
N
2
2024-01-18
Fixed
4.87500000
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBL1
1080000.00000000
PA
USD
1021110.84000000
0.085574878340
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
1000000.00000000
PA
USD
995763.12000000
0.083450595676
Long
DBT
CORP
HK
N
2
2024-06-19
Fixed
3.37500000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAU5
5000000.00000000
PA
USD
4491523.25000000
0.376415116387
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
6000000.00000000
PA
USD
5759803.92000000
0.482704227996
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
MALAYSIA SOVEREIGN SUKUK
N/A
Malaysia Sovereign Sukuk Bhd
56108LAA4
1000000.00000000
PA
USD
1001839.78000000
0.083959854241
Long
DBT
NUSS
MY
N
2
2025-04-22
Fixed
3.04300000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
JPMorgan Chase Bank NA - JPMWM
46591HBN9
869210.99000000
PA
USD
838208.23000000
0.070246602520
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
2.84900000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
855000.00000000
PA
USD
865255.73000000
0.072513336386
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
CNOOC CURTIS FUNDING NO1
5299001NILZF0ECHTS51
CNOOC Curtis Funding No 1 Pty Ltd
12626HAA9
1000000.00000000
PA
USD
1021845.33000000
0.085636432767
Long
DBT
CORP
AU
N
2
2023-10-03
Fixed
4.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-2 Mortgage Loan Trust
19685WAC5
2303811.20000000
PA
USD
2131969.00000000
0.178671090986
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.33500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAG5
1896000.00000000
PA
USD
1885723.68000000
0.158034336899
Long
DBT
NUSS
AE
N
2
2025-04-16
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAB7
178247.92000000
PA
USD
174365.95000000
0.014612855307
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.79100000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
500000.00000000
PA
USD
488520.25000000
0.040940766979
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
2.19900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJVV5
381130.26000000
PA
USD
387780.47000000
0.032498202196
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Fixed
4.00000000
N
N
N
N
N
N
SAMBA FUNDING LTD
549300PT73WJRNMAKE44
Samba Funding Ltd
000000000
1000000.00000000
PA
USD
987500.00000000
0.082758099367
Long
DBT
CORP
KY
N
2
2024-10-02
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-SUN
61691MAG2
1568800.00000000
PA
USD
1545133.08000000
0.129490913387
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
1.59700000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2020-2 Ltd
05875DAN2
7500000.00000000
PA
USD
7351267.50000000
0.616077899988
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.20400000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
5000000.00000000
PA
USD
4970559.35000000
0.416561057819
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
1000000.00000000
PA
USD
1055505.44000000
0.088457340846
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAG5
3500000.00000000
PA
USD
3443214.95000000
0.288560936682
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
1.69700000
N
N
N
N
N
N
Israel Electric Corp Ltd
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
46507MAE2
1048000.00000000
PA
USD
1092799.90000000
0.091582828063
Long
DBT
CORP
IL
N
2
2023-06-21
Fixed
6.87500000
N
N
N
N
N
N
Starwood Commercial Mortgage Trust
N/A
STWD 2021-LIH Mortgage Trust
78486EAJ7
500000.00000000
PA
USD
492403.30000000
0.041266188587
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
2.05300000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HH9
3840000.00000000
PA
USD
3740341.02000000
0.313461786126
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.70000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
5000000.00000000
PA
USD
4702748.30000000
0.394116973275
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
Answers Holdings, Inc.
N/A
Answers Holdings, Inc. Call Exp 14Apr22
000000000
6166.00000000
NS
USD
0.01000000
0.000000000838
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
Answers.com Corp
Answers.com Corp
1.00000000
1.00000000
USD
2022-04-14
XXXX
-713520.47000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
180000.00000000
PA
USD
183340.67000000
0.015364987732
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAB5
1000000.00000000
PA
USD
947282.90000000
0.079387678346
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton Orlando Trust 2018-ORL
432885AA9
2500000.00000000
PA
USD
2468539.50000000
0.206877607324
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
1.31700000
N
N
N
N
N
N
Regatta XVIII Funding Ltd
N/A
Regatta XVIII Funding Ltd
75884EAC6
3000000.00000000
PA
USD
2944584.00000000
0.246772835713
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
1.69100000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM1
452764AB9
1733362.21000000
PA
USD
1630547.83000000
0.136649153759
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
1.20500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
10000000.00000000
PA
USD
10156191.50000000
0.851146435795
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HE6
6210000.00000000
PA
USD
6208615.23000000
0.520317160644
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.60500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAB9
500000.00000000
PA
USD
473281.75000000
0.039663694273
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
1.74900000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3H5
203102.16000000
PA
USD
202911.65000000
0.017005146828
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
2.45700000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
3260000.00000000
PA
USD
3234613.01000000
0.271078911286
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.83700000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBD3
4000000.00000000
PA
USD
4033959.76000000
0.338068701428
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
1409000.00000000
PA
USD
1449508.75000000
0.121477052319
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortage-Backed Securities Trust 2020-PJ1
36258FAR0
5429076.84000000
PA
USD
5274549.57000000
0.442037161954
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.66900000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906AAB6
5000000.00000000
PA
USD
5016213.05000000
0.420387096747
Long
DBT
CORP
GB
N
2
2022-09-29
Floating
1.93200000
N
N
N
N
N
N
LCM Ltd Partnership
549300RB1XGNK3FHRH35
LCM XVI LP
50181GBG4
2120000.00000000
PA
USD
2087958.32000000
0.174982746451
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
1.99100000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REA8
1000000.00000000
PA
USD
968931.90000000
0.081201987301
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.96000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
-76.00000000
NC
USD
125679.68000000
0.010532669818
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
-9464179.68000000
USD
125679.68000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
1330000.00000000
PA
USD
1273475.00000000
0.106724425915
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAE9
2000000.00000000
PA
USD
2025086.82000000
0.169713758254
Long
DBT
CORP
ID
N
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
1175000.00000000
PA
USD
1244248.72000000
0.104275097931
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
230000.00000000
PA
USD
218500.00000000
0.018311538948
Long
DBT
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
10000000.00000000
PA
USD
9937890.60000000
0.832851582555
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAC3
1000000.00000000
PA
USD
1000265.55000000
0.083827924840
Long
DBT
CORP
ID
N
2
2022-05-03
Fixed
4.87500000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BH0
2300000.00000000
PA
USD
2347889.66000000
0.196766466617
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2004-3
66987XFR1
395500.83000000
PA
USD
386290.01000000
0.032373293197
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.50700000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAF5
1750000.00000000
PA
USD
1744445.68000000
0.146194439418
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.46000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KMH9
1200000.00000000
PA
USD
1141316.88000000
0.095648826090
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
1.89900000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2003-8
07384MZX3
262388.93000000
PA
USD
243624.21000000
0.020417090206
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
1.63800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
20000000.00000000
PA
USD
19763281.20000000
1.656275027208
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
1350000.00000000
PA
USD
1408772.25000000
0.118063102633
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
1260000.00000000
PA
USD
1274168.70000000
0.106782561908
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-D
22411XAE4
2500000.00000000
PA
USD
2545846.00000000
0.213356330370
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
5.82000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2018-DSNY
054967AJ3
1000000.00000000
PA
USD
977369.70000000
0.081909122785
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
1.74700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NET
126438AG5
1000000.00000000
PA
USD
963000.10000000
0.080704868826
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
3.52600000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAT3
3000000.00000000
PA
USD
2778219.96000000
0.232830585836
Long
DBT
CORP
KY
N
2
2026-01-26
Fixed
1.81000000
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
1400000.00000000
PA
USD
1380366.27000000
0.115682520441
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAN8
5000000.00000000
PA
USD
4671094.50000000
0.391464205350
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.71800000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2019-A
98163BAE2
1500000.00000000
PA
USD
1493461.50000000
0.125160541992
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.38000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
2000000.00000000
PA
USD
1960000.00000000
0.164259113680
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
2000000.00000000
PA
USD
2071322.98000000
0.173588610633
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAF4
2000000.00000000
PA
USD
1984950.20000000
0.166350081914
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trust
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAL8
5000000.00000000
PA
USD
4854777.00000000
0.406857840375
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
3.96300000
N
N
N
N
N
N
POSCO HOLDINGS INC
988400E5HRVX81AYLM04
POSCO Holdings Inc
693483AD1
2000000.00000000
PA
USD
2027720.00000000
0.169934433669
Long
DBT
CORP
KR
N
2
2023-08-01
Fixed
4.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
375000.00000000
PA
USD
390120.00000000
0.032694268076
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
735000.00000000
PA
USD
768523.35000000
0.064406614445
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ALLP4
1439998.44000000
PA
USD
106075.07000000
0.008889692337
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
4.50000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAC3
1580000.00000000
PA
USD
1506956.60000000
0.126291507893
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R3
92538EAE7
4277000.00000000
PA
USD
4131789.86000000
0.346267418529
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
3.06600000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
2000000.00000000
PA
USD
2038944.00000000
0.170875068512
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
Voya CLO Ltd
549300L8S87K3SMP0R77
Voya CLO 2014-2 Ltd
92912VAY1
6906473.05000000
PA
USD
6870870.18000000
0.575817880602
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Floating
1.26100000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAN3
1000000.00000000
PA
USD
980383.80000000
0.082161721456
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.38500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
3835431.55000000
PA
USD
3617188.21000000
0.303140882341
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
495000.00000000
PA
USD
484647.08000000
0.040616173371
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
Cosmopolitan Hotel Trust
N/A
CHT 2017-COSMO Mortgage Trust
12546DAA5
1200000.00000000
PA
USD
1195492.56000000
0.100189055263
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
1.32700000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBF8
2022000.00000000
PA
USD
2028217.00000000
0.169976085087
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
4000000.00000000
PA
USD
3954638.68000000
0.331421145154
Long
DBT
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAH1
2458000.00000000
PA
USD
2462015.73000000
0.206330878406
Long
DBT
CORP
AU
N
2
2023-11-28
Fixed
3.18900000
N
N
N
N
N
N
Residential Asset Mortgage Products, INC.
N/A
RAMP Series 2004-SL4 Trust
76112BGN4
50786.06000000
PA
USD
49840.55000000
0.004176920698
Long
ABS-MBS
CORP
US
N
2
2032-07-25
Fixed
7.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AD1
500000.00000000
PA
USD
496551.50000000
0.041613831268
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.89100000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2003-QS18 Trust
76110HJR1
168.41000000
PA
USD
126.31000000
0.000010585494
Long
ABS-MBS
CORP
US
N
2
2018-09-25
Fixed
5.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAC3
2500000.00000000
PA
USD
2354101.25000000
0.197287033081
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAU9
1000000.00000000
PA
USD
954870.00000000
0.080023520346
Long
DBT
US
N
2
2026-07-15
Fixed
3.62500000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust 2018-20TS
90137LAC4
2500000.00000000
PA
USD
2449478.50000000
0.205280187443
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
3.10000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AT8
750000.00000000
PA
USD
760541.35000000
0.063737677585
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
3.80000000
N
N
N
N
N
Voya CLO Ltd
54930085W413OSH6FR69
Voya CLO 2015-1 Ltd
92914NAJ0
2334067.25000000
PA
USD
2325921.36000000
0.194925398512
Long
ABS-CBDO
CORP
KY
N
2
2029-01-18
Floating
1.14100000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAC4
2000000.00000000
PA
USD
1978288.00000000
0.165791751777
Long
ABS-O
CORP
US
N
2
2056-10-25
Variable
3.75000000
N
N
N
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AA2
766000.00000000
PA
USD
718125.00000000
0.060182946944
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
EMPRESA NACIONAL DE TELE
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAA3
1000000.00000000
PA
USD
1022510.00000000
0.085692135882
Long
DBT
CORP
CL
N
2
2024-10-30
Fixed
4.87500000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DD3
3000000.00000000
PA
USD
3027774.69000000
0.253744687246
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
3.35000000
N
N
N
N
N
N
New Economy Assets Phase 1 Issuer LLC
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
1125000.00000000
PA
USD
1061362.91000000
0.088948230045
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM2 Trust
36166XAB7
919350.31000000
PA
USD
871113.01000000
0.073004209662
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.24200000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT Funding LLC
19688DAC4
556313.19000000
PA
USD
544701.88000000
0.045649106137
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
1.25700000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
2040000.00000000
PA
USD
1992483.50000000
0.166981415169
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Indian Oil Corp Ltd
335800J8OBWE4VFUDG88
Indian Oil Corp Ltd
000000000
2000000.00000000
PA
USD
2068971.82000000
0.173391570093
Long
DBT
CORP
IN
N
2
2023-08-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac - STACR
549300Y6KOVOWQ8OJC33
Freddie Mac STACR Trust 2019-DNA2
35564LAH0
580959.28000000
PA
USD
581677.81000000
0.048747898733
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Floating
2.90700000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
350000.00000000
PA
USD
326501.00000000
0.027362635140
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAL8
2260000.00000000
PA
USD
2249191.10000000
0.188494967644
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
2.04700000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAK7
940000.00000000
PA
USD
900463.60000000
0.075463955529
Long
DBT
CORP
KR
N
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C7
90276WAT4
28410761.75000000
PA
USD
1201689.99000000
0.100708435038
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
1.01000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05990GAA3
1000000.00000000
PA
USD
1014900.00000000
0.085054374731
Long
DBT
CORP
PE
N
2
2023-04-01
Fixed
4.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
4365000.00000000
PA
USD
4503238.55000000
0.377396924956
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
370000.00000000
PA
USD
359517.90000000
0.030129638574
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAU6
4720000.00000000
PA
USD
4526746.30000000
0.379367007701
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.45000000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
Vail Resorts Inc
91879QAL3
1220000.00000000
PA
USD
1260113.60000000
0.105604664832
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes
N/A
Santander Bank NA - SBCLN
80290CAG9
581391.13000000
PA
USD
571485.50000000
0.047893725362
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
3.26800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ET58
2546.05000000
PA
USD
2879.12000000
0.000241286581
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
7.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZB2
6000000.00000000
PA
USD
6040080.00000000
0.506192952734
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.14000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-3
14315FAG2
750000.00000000
PA
USD
731782.20000000
0.061327497744
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
1.69000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
2437500.00000000
PA
USD
2442216.56000000
0.204671595694
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KWU8
1818.03000000
PA
USD
1852.21000000
0.000155225700
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAC3
2378000.00000000
PA
USD
2342284.58000000
0.196296729131
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
1.64700000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAE7
2150000.00000000
PA
USD
2091035.39000000
0.175240622365
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
1.73000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS Commercial Mortgage Trust 2013-C13
92937UAG3
4000000.00000000
PA
USD
3992336.80000000
0.334580461368
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.55300000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAP2
2800000.00000000
PA
USD
2808460.87000000
0.235364945567
Long
DBT
US
N
2
2024-04-15
Fixed
3.50000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AL7
420000.00000000
PA
USD
396992.40000000
0.033270214164
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
2020000.00000000
PA
USD
1900740.45000000
0.159292827374
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.64500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AH1
2675000.00000000
PA
USD
2691054.41000000
0.225525618496
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
2.04300000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
135000.00000000
PA
USD
143775.00000000
0.012049160239
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-4
33845FAE6
3670000.00000000
PA
USD
3667648.63000000
0.307369751660
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.77000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BD0
4000000.00000000
PA
USD
3999505.84000000
0.335181267570
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
2.60000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCF6
890000.00000000
PA
USD
897271.30000000
0.075196422688
Long
DBT
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
380000.00000000
PA
USD
389496.20000000
0.032641990098
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAS5
6150000.00000000
PA
USD
6187038.99000000
0.518508949389
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
1430000.00000000
PA
USD
1429627.97000000
0.119810930227
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
PKHL Commercial Mortgage Trust
N/A
PKHL Commercial Mortgage Trust 2021-MF
69356GAL3
2362000.00000000
PA
USD
2283975.82000000
0.191410124418
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.39700000
N
N
N
N
N
N
Master Credit Card Trust
549300G7G68IV2D8IM76
Master Credit Card Trust II
576339CP8
875000.00000000
PA
USD
845824.00000000
0.070884847229
Long
ABS-O
CORP
CA
N
2
2026-07-21
Fixed
2.27000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2G9
888000.00000000
PA
USD
867188.83000000
0.072675341127
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAH8
3000000.00000000
PA
USD
2962446.30000000
0.248269797736
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
2.09900000
N
N
N
N
N
N
NYT Mortgage Trust
N/A
BF 2019-NYT Mortgage Trust
62954PAG5
500000.00000000
PA
USD
492461.50000000
0.041271066077
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
1.79700000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
4325000.00000000
PA
USD
4353620.99000000
0.364858125060
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HAR1
1168694.17000000
PA
USD
1168311.07000000
0.097911092276
Long
ABS-O
CORP
US
N
2
2028-01-25
Fixed
3.71500000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
945000.00000000
PA
USD
892930.50000000
0.074832639034
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Hospitality Mortgage Trust
N/A
HPLY Trust 2019-HIT
40443RAG6
3342175.27000000
PA
USD
3287967.86000000
0.275550350251
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
1.74700000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCG3
757456.47000000
PA
USD
738892.65000000
0.061923393772
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
2.10200000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAC7
1720000.00000000
PA
USD
1729429.18000000
0.144935971571
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.42800000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAF4
19171855.25000000
PA
USD
1194899.30000000
0.100139336711
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.53100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296XDU5
10065.71000000
PA
USD
10234.79000000
0.000857733435
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
1350000.00000000
PA
USD
1289547.00000000
0.108071350647
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
48128U2P3
752140.41000000
PA
USD
737652.08000000
0.061819426972
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
1.13800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2005-A6
466247UB7
157216.40000000
PA
USD
159099.85000000
0.013333469565
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
2.25000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-HX1 Mortgage Loan Trust
19688KAB0
1024264.94000000
PA
USD
953329.47000000
0.079894415197
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.34800000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AK1
301000.00000000
PA
USD
300476.26000000
0.025181614362
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
7.25000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2B7
2419000.00000000
PA
USD
2493674.53000000
0.208984065359
Long
DBT
CORP
CA
N
2
2025-05-18
Fixed
5.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
2320000.00000000
PA
USD
2322946.14000000
0.194676058206
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
3480000.00000000
PA
USD
3527014.24000000
0.295583792347
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WAT4
146006.39000000
PA
USD
147126.55000000
0.012330039133
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.48700000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM 2013-CCRE10 Mortgage Trust
12626BAQ7
2850000.00000000
PA
USD
2890259.10000000
0.242220101057
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
4.90100000
N
N
N
N
N
N
Santander Consumer Auto Receivables Trust
N/A
Santander Consumer Auto Receivables Trust 2020-A
80281MAB9
1000000.00000000
PA
USD
999076.00000000
0.083728233805
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.26000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAG5
869349.00000000
PA
USD
859433.29000000
0.072025382899
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Fixed
3.89600000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HAY6
373512.86000000
PA
USD
369123.19000000
0.030934616340
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
1.48700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R03
20753MAF5
34439.28000000
PA
USD
34439.25000000
0.002886204428
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
2.60700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSP98
22940068.82000000
PA
USD
786520.91000000
0.065914912024
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Variable
0.92000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAQ9
521000.00000000
PA
USD
563164.53000000
0.047196380894
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.62500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-B
12595PAE0
2500000.00000000
PA
USD
2530546.25000000
0.212074124567
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
5.61000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
20000000.00000000
PA
USD
19688281.20000000
1.649989601940
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-GC11
17320DAQ1
500000.00000000
PA
USD
500714.30000000
0.041962697512
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
3.73200000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AN9
4914952.61000000
PA
USD
4859663.82000000
0.407267383601
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
2.49700000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC
55400EAA7
260369.68000000
PA
USD
251355.03000000
0.021064976758
Long
ABS-O
CORP
US
N
2
2037-10-20
Fixed
1.74000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
450000.00000000
PA
USD
452897.63000000
0.037955389434
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
750000.00000000
PA
USD
800804.89000000
0.067111990542
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
2000000.00000000
PA
USD
2051000.00000000
0.171885429672
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG 2017-BBG Mortgage Trust
233062AA6
3920000.00000000
PA
USD
3878544.43000000
0.325044015531
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
1.09700000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
1010000.00000000
PA
USD
959529.56000000
0.080414017895
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZE7
6000000.00000000
PA
USD
5854966.32000000
0.490679376710
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.21700000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-TMIC
126390AA1
1500000.00000000
PA
USD
1493764.05000000
0.125185897398
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
3.39700000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
500000.00000000
PA
USD
516375.76000000
0.043275216665
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
750000.00000000
PA
USD
763732.35000000
0.064005101479
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KM47
10.70000000
PA
USD
10.70000000
0.000000896720
Long
ABS-MBS
USGA
US
N
2
2022-06-15
Fixed
6.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAW9
500000.00000000
PA
USD
500488.30000000
0.041943757431
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
4.35000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAA9
230738.80000000
PA
USD
230939.15000000
0.019354010251
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.91300000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBH4
730000.00000000
PA
USD
728175.00000000
0.061025193930
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AP4
3000000.00000000
PA
USD
3043854.06000000
0.255092229626
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
1870000.00000000
PA
USD
2030631.13000000
0.170178402870
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVD1
3900000.00000000
PA
USD
3886623.00000000
0.325721045505
Long
DBT
CORP
CA
N
2
2023-06-22
Floating
0.61200000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
3705000.00000000
PA
USD
3584011.97000000
0.300360525312
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
1000000.00000000
PA
USD
1010309.45000000
0.084669660612
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.87500000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Corp
46591HBY5
1262163.51000000
PA
USD
1235818.75000000
0.103568618645
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
1.44900000
N
N
N
N
N
N
CPS Auto Trust
549300RMJRP95RN5CL91
CPS Auto Receivables Trust 2019-B
22412AAE3
1660000.00000000
PA
USD
1696077.11000000
0.142140878990
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
5.00000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAC5
1272495.94000000
PA
USD
1256647.64000000
0.105314197732
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.64000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAP4
2495000.00000000
PA
USD
2426976.52000000
0.203394393927
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.64800000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378TGH7
11479340.36000000
PA
USD
1562790.16000000
0.130970676811
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
720000.00000000
PA
USD
721850.40000000
0.060495156588
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
000000000
1000000.00000000
PA
USD
1006760.00000000
0.084372196575
Long
DBT
CORP
MX
N
2
2022-11-09
Fixed
4.12500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AX1
4604000.00000000
PA
USD
4575354.83000000
0.383440678137
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
8000000.00000000
PA
USD
7953963.44000000
0.666587237194
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-5BP Mortgage Trust
33830CAC4
2500000.00000000
PA
USD
2459279.25000000
0.206101545866
Long
ABS-MBS
CORP
US
N
2
2033-06-15
Floating
1.37700000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-1
33843FAE8
2235000.00000000
PA
USD
2216470.51000000
0.185752796669
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.24000000
N
N
N
N
N
N
Canadian Pacer Auto Receivables Trust
549300G7ER2PTT19ZV22
Canadian Pacer Auto Receivables Trust 2020-1
13645YAG4
1125000.00000000
PA
USD
1105096.05000000
0.092613315155
Long
ABS-O
CORP
CA
N
2
2026-05-19
Fixed
2.49000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
4685000.00000000
PA
USD
4557526.87000000
0.381946594000
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25000000
N
N
N
N
N
ENRGY TRANS LP/REG FIN
N/A
Energy Transfer LP / Regency Energy Finance Corp
75886AAQ1
2826000.00000000
PA
USD
2848813.39000000
0.238746715552
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
5375000.00000000
PA
USD
5324051.88000000
0.446185736223
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2020-B
12656CAJ4
1500000.00000000
PA
USD
1580014.20000000
0.132414149027
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
7.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
3780000.00000000
PA
USD
3663963.26000000
0.307060896757
Long
DBT
CORP
US
N
2
2024-10-21
Fixed
0.92500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
4000000.00000000
PA
USD
4009184.32000000
0.335992379073
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
2772000.00000000
PA
USD
2750902.31000000
0.230541211868
Long
ABS-O
CORP
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAA3
131540.69000000
PA
USD
129605.03000000
0.010861636406
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.97700000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-INV1
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAC1
630248.30000000
PA
USD
616773.15000000
0.051689087224
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.59300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-2
92537UAA0
93852.43000000
PA
USD
93144.84000000
0.007806065746
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
2.22600000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CP7
700000.00000000
PA
USD
678158.39000000
0.056833518406
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.31000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAT8
1800000.00000000
PA
USD
1836000.00000000
0.153867210570
Long
DBT
CORP
KY
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T57C1
18969.99000000
PA
USD
19958.03000000
0.001672596080
Long
ABS-MBS
USGSE
US
N
2
2024-09-15
Fixed
8.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
2000000.00000000
PA
USD
2068828.94000000
0.173379595939
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
SPDR Bloomberg Short Term High Yield Bond ETF
549300YI2V5ELVW58659
SPDR Bloomberg Short Term High Yield Bond ETF
78468R408
84585.00000000
NS
USD
2219510.40000000
0.186007556688
Long
EC
RF
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
5000000.00000000
PA
USD
4800349.10000000
0.402296473736
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
10000000.00000000
PA
USD
9307031.20000000
0.779981987708
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Jersey Mike's Funding, LLC
N/A
Jersey Mike's Funding
476681AB7
2000000.00000000
PA
USD
1883254.00000000
0.157827363711
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
2.89100000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
2375000.00000000
PA
USD
2377465.61000000
0.199245098930
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-4
33845XAC1
763000.00000000
PA
USD
738127.19000000
0.061859243884
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.28000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
1500000.00000000
PA
USD
1438289.85000000
0.120536844886
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAL6
2980000.00000000
PA
USD
3019930.84000000
0.253087328140
Long
DBT
CORP
FR
N
2
2023-09-14
Fixed
4.25000000
N
N
N
N
N
N
Southern Pacific Secured Assets Corp
N/A
Southern Pacific Secured Asset Corp
843590DK3
241.83000000
PA
USD
243.42000000
0.000020399976
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Variable
6.37000000
N
N
N
N
N
N
RAPTOR ACQ/RAPTOR CO-ISS
N/A
Raptor Acquisition Corp / Raptor Co-Issuer LLC
75383KAA2
490000.00000000
PA
USD
470645.00000000
0.039442719672
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
1230000.00000000
PA
USD
1151587.50000000
0.096509562283
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
5000000.00000000
PA
USD
5143488.15000000
0.431053471808
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
190000.00000000
PA
USD
184157.58000000
0.015433449422
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAB1
326499.06000000
PA
USD
325475.94000000
0.027276729300
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
3000000.00000000
PA
USD
2642250.00000000
0.221435532205
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP
68249DAE9
1166000.00000000
PA
USD
1145570.51000000
0.096005304403
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
1.89700000
N
N
N
N
N
N
CPS Auto Trust
54930087Z25SUMBR4I05
CPS Auto Receivables Trust 2017-D
12652BAD3
182583.25000000
PA
USD
182748.85000000
0.015315389860
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.73000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBB6
326414.54000000
PA
USD
324897.23000000
0.027228230120
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.60300000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HY10
126694VR6
36239.38000000
PA
USD
30074.12000000
0.002520381783
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
3.11700000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-3
33846AAJ5
3000000.00000000
PA
USD
2942994.90000000
0.246639660122
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
3.84000000
N
N
N
N
N
N
MTRO Commercial Mortgage Trust
N/A
MTRO Commercial Mortgage Trust 2019-TECH
55378MAG4
2500000.00000000
PA
USD
2424208.50000000
0.203162418156
Long
ABS-MBS
CORP
US
N
2
2033-12-15
Floating
2.19700000
N
N
N
N
N
N
BX Trust
N/A
BXP Trust 2017-CQHP
12433QAA2
500000.00000000
PA
USD
492748.05000000
0.041295080592
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.24700000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
630000.00000000
PA
USD
609830.01000000
0.051107212723
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AR3
1500000.00000000
PA
USD
1527937.35000000
0.128049813709
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAC2
5385000.00000000
PA
USD
5277618.15000000
0.442294326358
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.62500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
3904000.00000000
PA
USD
3956458.09000000
0.331573622029
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
51461.23000000
PA
USD
51461.18000000
0.004312738681
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
2.75700000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2019-2
24703KAE5
1500000.00000000
PA
USD
1501547.85000000
0.125838223974
Long
ABS-O
CORP
US
N
2
2024-10-22
Fixed
2.18000000
N
N
N
N
N
N
DWS
549300BLVWELXUBAZ487
DWS ESG Liquidity Fund 'Capital Shares'
461473845
12123.70100000
NS
USD
12114.00000000
0.001015221889
Long
EC
RF
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
75524RAA7
5095000.00000000
PA
USD
5151467.83000000
0.431722214239
Long
DBT
CORP
US
N
2
2022-09-28
Fixed
4.15000000
N
N
N
N
N
N
Answers.com Corp
549300X4RCUNHIMQRV95
Answers.com Corp
03662X100
2220.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BE0
750000.00000000
PA
USD
751042.79000000
0.062941644398
Long
DBT
CORP
GB
N
2
2023-05-15
Fixed
3.49800000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBG6
1000000.00000000
PA
USD
1000250.00000000
0.083826621662
Long
DBT
CORP
MX
N
2
2023-01-30
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBX7
7000000.00000000
PA
USD
6971193.04000000
0.584225505125
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.56100000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
255000.00000000
PA
USD
244800.00000000
0.020515628076
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-JWDR
95002NAA5
200000.00000000
PA
USD
188764.34000000
0.015819522032
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
2.50100000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AH8
4270000.00000000
PA
USD
4071268.65000000
0.341195397961
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AR3
500000.00000000
PA
USD
325000.00000000
0.027236842829
Long
DBT
CORP
LU
N
2
2022-07-19
Fixed
4.95000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
635000.00000000
PA
USD
574675.00000000
0.048161023548
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2021-1
33843WAE1
700000.00000000
PA
USD
665117.95000000
0.055740655591
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.91000000
N
N
N
N
N
N
MTRO Commercial Mortgage Trust
N/A
MTRO Commercial Mortgage Trust 2019-TECH
55378MAE9
250000.00000000
PA
USD
243503.83000000
0.020407001680
Long
ABS-MBS
CORP
US
N
2
2033-12-15
Floating
1.69700000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAT8
2000000.00000000
PA
USD
2037451.48000000
0.170749986873
Long
DBT
CORP
BM
N
2
2025-08-11
Fixed
5.25000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
1960000.00000000
PA
USD
1879006.92000000
0.157471434325
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
2000000.00000000
PA
USD
1956145.02000000
0.163936044497
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-2
33844QAE3
500000.00000000
PA
USD
504732.70000000
0.042299462218
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
BX Trust
N/A
BXP Trust 2017-CQHP
12433QAG9
3960000.00000000
PA
USD
3885022.15000000
0.325586885197
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.49700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
10000000.00000000
PA
USD
10092578.10000000
0.845815272171
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-2
33844QAC7
2500000.00000000
PA
USD
2505932.75000000
0.210011373702
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.61000000
N
N
N
N
N
N
CBQ Finance Ltd
213800FNEMX56U9OHK56
CBQ Finance Ltd
000000000
2000000.00000000
PA
USD
2052244.00000000
0.171989683926
Long
DBT
CORP
BM
N
2
2023-05-24
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
4000000.00000000
PA
USD
3907082.20000000
0.327435642473
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
Hawaii Hotel Trust 2019-MAUI
N/A
Hawaii Hotel Trust 2019-MAUI
41975AAA0
1000000.00000000
PA
USD
991232.40000000
0.083070895650
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
1.54700000
N
N
N
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
1000000.00000000
PA
USD
962767.19000000
0.080685349647
Long
DBT
CORP
BM
N
2
2025-06-17
Fixed
2.75000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BP4
899228.43000000
PA
USD
962715.95000000
0.080681055445
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
SKOPOS AUTO RECEIVABLES TRUST
N/A
Skopos Auto Receivables Trust 2019-1
83085DAC9
795399.62000000
PA
USD
798769.97000000
0.066941452707
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.63000000
N
N
N
N
N
N
2022-04-18
DEUTSCHE DWS INCOME TRUST
Diane Kenneally
Diane Kenneally
Treasurer and Chief Financial Officer