0001752724-24-115511.txt : 20240523
0001752724-24-115511.hdr.sgml : 20240523
20240523144738
ACCESSION NUMBER: 0001752724-24-115511
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240328
FILED AS OF DATE: 20240523
DATE AS OF CHANGE: 20240523
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: METROPOLITAN WEST FUNDS
CENTRAL INDEX KEY: 0001028621
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07989
FILM NUMBER: 24977548
BUSINESS ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
BUSINESS PHONE: 213-244-0000
MAIL ADDRESS:
STREET 1: METROPOLITAN WEST ASSET MANAGEMENT
STREET 2: 865 S. FIGUEROA STREET, SUITE 1800
CITY: LOS ANGELES
STATE: CA
ZIP: 90017
0001028621
S000062248
Metropolitan West Flexible Income Fund
C000201583
Class I
MWFEX
C000201584
Class M
MWFSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001028621
XXXXXXXX
S000062248
C000201584
C000201583
METROPOLITAN WEST FUNDS
811-07989
0001028621
549300KGDNJW6FXNDC82
515 South Flower Street
Los Angeles
90071
(213) 244-0000
Metropolitan West Flexible Income Fund
S000062248
5493004ZM793OILX8W61
2024-03-31
2024-03-28
N
461203591.03
105632611.69
355570979.34
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12327166.56000000
79171419.93000000
0.00000000
1454587.89000000
EUR
USD
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAD8
350000.00000000
PA
USD
364000.00000000
0.102370559227
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
7.75000000
N
N
N
N
N
N
Buzz Merger Sub Ltd
254900OZZ8FOKG7P0L30
BUZZ FINCO LLC
000000000
118598.42000000
PA
USD
119006.40000000
0.033469098130
Long
LON
CORP
US
N
2
2027-01-29
Floating
8.17626000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EF8
400000.00000000
PA
USD
423440.00000000
0.119087334063
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFQ1
2031085.23000000
PA
USD
1935441.73000000
0.544319374318
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-1 Ltd
69701UAC4
625000.00000000
PA
USD
390450.00000000
0.109809299039
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
769000.00000000
PA
USD
733664.45000000
0.206334175911
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAN0
548553.45000000
PA
USD
548917.14000000
0.154376248876
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
9.13948000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
5000.00000000
PA
USD
5101.64000000
0.001434774010
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.83600000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
150000.00000000
PA
USD
129147.40000000
0.036321130661
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-55CW
12668AMX0
186846.90000000
PA
USD
124562.10000000
0.035031570976
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
305000.00000000
PA
USD
242739.65000000
0.068267565156
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AQ5K2
64139.43000000
PA
USD
570.39000000
0.000160415228
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Variable
2.03891000
N
N
N
N
N
N
TENNET HOLDING BV
724500LTUWK3JQG63903
TenneT Holding BV
000000000
215000.00000000
PA
217790.21000000
0.061250839538
Long
DBT
CORP
NL
N
2
2042-05-17
Fixed
2.75000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300ENU7ZZLTPT3E22
Dryden XXVI Senior Loan Fund
26250UAQ8
43673.39000000
PA
USD
43645.00000000
0.012274623784
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
6.47560000
N
N
N
N
N
N
ANNINGTON FUNDING PLC
549300KK63W8VZIONZ83
Annington Funding PLC
000000000
100000.00000000
PA
107733.12000000
0.030298625663
Long
DBT
CORP
GB
N
2
2034-07-12
Fixed
3.68500000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
STAR PARENT INC
87169DAB1
192291.28000000
PA
USD
191342.32000000
0.053812693137
Long
LON
CORP
US
N
2
2030-09-27
Floating
9.30942000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAG3
375000.00000000
PA
USD
379437.10000000
0.106712055270
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.12500000
N
N
N
N
N
N
SFAVE Commercial Mortgage Secu
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAC2
400000.00000000
PA
USD
291970.96000000
0.082113270476
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
3.65900000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAR1
305000.00000000
PA
USD
192150.00000000
0.054039843284
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series 2014-8R
12648VAL8
990461.42000000
PA
USD
779585.05000000
0.219248784433
Long
ABS-MBS
CORP
US
N
2
2036-02-27
Variable
5.09689000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
575000.00000000
PA
USD
545959.17000000
0.153544355901
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81400000
N
N
N
N
N
N
HOA Funding LLC
N/A
HOA Funding LLC - HOA
40390GAA6
819000.00000000
PA
USD
639654.48000000
0.179895018763
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
4.72300000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
510000.00000000
PA
USD
469401.72000000
0.132013507084
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
700000.00000000
PA
USD
649282.45000000
0.182602767865
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
400000.00000000
PA
USD
368000.00000000
0.103495510427
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
725000.00000000
PA
USD
595689.25000000
0.167530334198
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
141120.54000000
0.039688430214
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-7380000.00000000
EUR
8116159.92000000
USD
2024-04-12
141120.54000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
535000.00000000
PA
USD
464083.34000000
0.130517777592
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-9
52521HBT9
5583132.72000000
PA
USD
363575.28000000
0.102251111908
Long
ABS-MBS
CORP
US
N
3
2037-01-25
Floating
1.78611000
N
N
N
N
N
N
WESTFIELD GALLERIA AT ROSEVILLE
N/A
WESTFIELD GALLERIA AT ROSEVILLE
000000000
495000.00000000
PA
USD
494505.00000000
0.139073498325
Long
DBT
CORP
US
N
3
2025-03-29
Floating
3.25000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAQ6
80000.00000000
PA
USD
64349.29000000
0.018097452755
Long
DBT
CORP
US
N
2
2048-06-25
Fixed
4.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
140000.00000000
PA
USD
114720.71000000
0.032263800103
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
GACI FIRST INVESTMENT
558600TU1PWGNLZ3XM88
Gaci First Investment Co
000000000
300000.00000000
PA
USD
303430.80000000
0.085336210666
Long
DBT
CORP
KY
N
2
2032-10-13
Fixed
5.25000000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
400000.00000000
PA
USD
336000.00000000
0.094495900825
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P2
14686TAK4
2000.00000000
PA
USD
420845.69000000
0.118357716026
Long
ABS-O
CORP
US
N
2
2030-06-10
None
0.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
22826.00000000
PA
USD
1483.69000000
0.000417269711
Long
DBT
CORP
KY
N
3
2032-09-30
Fixed
1.00000000
N
N
Y
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2007-CH2
46630MAC6
392464.83000000
PA
USD
203307.11000000
0.057177644355
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
4.46397000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
925000.00000000
PA
USD
833656.25000000
0.234455649768
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-10 LLC
69360HAA9
354583.91000000
PA
USD
349454.50000000
0.098279814806
Long
ABS-O
CORP
US
N
2
2026-10-25
Variable
2.48700000
N
N
N
N
N
N
Deerfield Dakota Holding LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC
24440EAB3
10727.12000000
PA
USD
10687.64000000
0.003005768361
Long
LON
CORP
US
N
2
2027-04-09
Floating
9.05942000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
190000.00000000
PA
USD
169918.00000000
0.047787364513
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
570000.00000000
PA
322986.75000000
0.090836083023
Long
DBT
CORP
GB
N
2
2052-09-09
Fixed
2.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAX8
5933608.57000000
PA
USD
49778.64000000
0.013999635204
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
0.80396300
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2006-FA6
32052FAK2
693036.72000000
PA
USD
205186.20000000
0.057706115493
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
120000.00000000
PA
USD
106409.44000000
0.029926356812
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GBQ2
880507.01000000
PA
USD
28502.28000000
0.008015918524
Long
ABS-MBS
USGA
US
N
2
2051-09-16
Variable
0.18708000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-8 LLC
69360MAA8
539760.75000000
PA
USD
520235.66000000
0.146309932538
Long
ABS-O
CORP
US
N
2
2026-09-25
Variable
1.74300000
N
N
N
N
N
N
Ontario Gaming Gta Ltd Partnership
894500EC9KLZLOC3V025
ONTARIO GAMING GTA LP
000000000
178033.08000000
PA
USD
178860.04000000
0.050302204170
Long
LON
CORP
CA
N
2
2030-08-01
Floating
0.00000000
N
N
N
N
N
N
Commercial Mortgage Lease-Back
N/A
Commercial Mortgage Lease-Backed Certificates Series 2001-CMLB-1
201736AE5
517277.41000000
PA
USD
1841.17000000
0.000517806600
Long
ABS-MBS
CORP
US
N
2
2031-06-20
Variable
1.56943800
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
123000.00000000
PA
USD
114310.93000000
0.032148554477
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2006-WF1
46628SAH6
1650649.15000000
PA
USD
448222.22000000
0.126057031097
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
6.91000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2023-2
379928AJ3
1110000.00000000
PA
USD
1120526.57000000
0.315134427472
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
6.31000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BBC2
1450000.00000000
PA
USD
11788.21000000
0.003315290247
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
0.56645300
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR3
45660L5S4
74874.23000000
PA
USD
53487.62000000
0.015042740580
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.91750100
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
206497.92610000
PA
USD
187249.22000000
0.052661558698
Long
LON
CORP
US
N
2
2027-04-15
Floating
7.93981000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AC6
250000.00000000
PA
USD
257500.00000000
0.072418733519
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXX LLC
46617LAA9
36461.41000000
PA
USD
34180.72000000
0.009612910497
Long
ABS-O
CORP
US
N
2
2073-01-17
Fixed
4.08000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
55397.00000000
PA
USD
4542.55000000
0.001277536768
Long
DBT
CORP
KY
N
3
2028-09-30
Fixed
6.75000000
N
N
Y
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS14 Trust
761118JL3
117958.56000000
PA
USD
97418.12000000
0.027397657756
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GW48
203916.64000000
PA
USD
193837.57000000
0.054514451758
Long
ABS-MBS
USGA
US
N
2
2051-09-16
Variable
3.63697000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJJ0
195000.00000000
PA
USD
199272.75000000
0.056043029824
Long
DBT
CORP
US
N
2
2033-10-21
Fixed
5.85000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2007-A3
76113WAD5
472278.79000000
PA
USD
217437.29000000
0.061151585093
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DF3
255000.00000000
PA
USD
250123.50000000
0.070344182886
Long
DBT
CORP
GB
N
2
2028-06-09
Fixed
4.75500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2006-CW2
46629BAE9
266024.83000000
PA
USD
165476.27000000
0.046538182139
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
6.33700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042646
4725000.00000000
PA
USD
4541297.67000000
1.277184566195
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
4.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AS0
45000.00000000
PA
USD
30015.07000000
0.008441372255
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.46800000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
53000.00000000
PA
USD
47832.50000000
0.013452307072
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
Clearwater Paper Corp
18538RAJ2
600000.00000000
PA
USD
558619.01000000
0.157104781452
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
N/A
Rockford Tower CLO 2023-1 Ltd
77341RAG1
850000.00000000
PA
USD
873358.85000000
0.245621521649
Long
ABS-CBDO
CORP
KY
N
2
2036-01-20
Floating
10.67092000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
169000.00000000
PA
USD
160012.67000000
0.045001611294
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
200000.00000000
PA
188407.08000000
0.052987192697
Long
DBT
CORP
LU
N
2
2029-03-12
Fixed
1.75000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2006-CW2
46629BAD1
1399901.18000000
PA
USD
848827.14000000
0.238722277497
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
6.08000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP
46651WAC8
2010000.00000000
PA
USD
12516.97000000
0.003520245106
Long
ABS-MBS
CORP
US
N
2
2038-12-05
Variable
0.24711100
N
N
N
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2023-18 Ltd
442911AJ2
850000.00000000
PA
USD
872365.20000000
0.245342069709
Long
ABS-CBDO
CORP
KY
N
2
2036-07-20
Floating
11.06781000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
N/A
Golub Capital Partners Clo 42M-R
381742AC9
800000.00000000
PA
USD
808124.00000000
0.227275015947
Long
ABS-CBDO
CORP
US
N
2
2036-01-20
Floating
8.06848000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKG5
6075000.00000000
PA
USD
6050849.93000000
1.701727722895
Long
DBT
UST
US
N
1
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
115000.00000000
PA
USD
109507.28000000
0.030797586519
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
60276.67992500
PA
USD
55709.92000000
0.015667735343
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLWA2
21124650.48000000
PA
USD
68938.18000000
0.019388022084
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Variable
0.28892200
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B8G68
42940.84000000
PA
USD
1.68000000
0.000000472479
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Variable
5.01889000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-20
12544QAA8
203517.72000000
PA
USD
100777.23000000
0.028342366462
Long
ABS-MBS
CORP
US
N
2
2038-01-25
Fixed
6.50000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
CAESARS ENTERTAIN INC
12768EAH9
344783.97000000
PA
USD
345483.88000000
0.097163126372
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.04046000
N
N
N
N
N
N
Textainer Marine Containers Li
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAN8
578041.65000000
PA
USD
500407.13000000
0.140733400382
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
2.52000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAS1
200000.00000000
PA
228059.20000000
0.064138867694
Long
DBT
CORP
US
N
2
2031-03-17
Fixed
4.87500000
N
N
N
N
N
N
Banc of America Funding Corpor
549300R847L762RQF071
Banc of America Funding 2015-R4 Trust
05990RAP6
3158.55000000
PA
USD
3144.03000000
0.000884220080
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
5.58541000
N
N
N
N
N
N
bmo sba coof trust
N/A
BMO SBA COOF Trust 2019-1
05588XAA4
2398541.78000000
PA
USD
78906.75000000
0.022191560781
Long
ABS-O
USGA
US
N
2
2045-10-25
Variable
1.40002500
N
N
N
N
N
N
Trans Union LLC
X8NPN6PWJOM1QCTYFV34
TRANS UNION LLC
89334GBE3
171731.59000000
PA
USD
171850.08000000
0.048330738441
Long
LON
CORP
US
N
2
2028-12-01
Floating
7.32734000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
195000.00000000
PA
USD
199062.99000000
0.055984037383
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
320000.00000000
PA
USD
346400.58000000
0.097420937063
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
55.51000000
0.000015611510
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-11000.00000000
EUR
11942.43000000
USD
2024-04-12
55.51000000
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2021-A
105693AA3
1467275.95000000
PA
USD
1447917.30000000
0.407209076142
Long
ABS-O
CORP
US
N
2
2059-10-25
Variable
4.99100000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R07
20753WAE6
982007.11000000
PA
USD
1011458.29000000
0.284460304346
Long
ABS-MBS
CORP
US
N
2
2039-10-25
Floating
8.83487000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
500000.00000000
PA
USD
466117.35000000
0.131089818090
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAJ9
13428335.23000000
PA
USD
34934.89000000
0.009825011609
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
0.93630800
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3L3
130000.00000000
PA
USD
121553.09000000
0.034185323623
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
3.20500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
155000.00000000
PA
161008.26000000
0.045281608836
Long
DBT
CORP
US
N
2
2032-05-07
Fixed
2.95000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL5 Trust
12597XAC5
172965.11000000
PA
USD
174494.69000000
0.049074502740
Long
ABS-MBS
CORP
US
N
2
2060-08-25
Variable
4.68075400
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GYM6
100366.33000000
PA
USD
98933.04000000
0.027823710524
Long
ABS-MBS
USGA
US
N
2
2044-09-16
Variable
4.55800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
185000.00000000
PA
USD
158582.93000000
0.044599514362
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CB9
200000.00000000
PA
USD
191712.00000000
0.053916661127
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
17407000.00000000
NS
USD
17407000.00000000
4.895506385900
Long
STIV
RF
US
N
1
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-HE6
59023XAC0
763066.44000000
PA
USD
236189.86000000
0.066425516626
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Floating
4.69566000
N
N
N
N
N
N
Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions)
549300O6QPZVWXV2DC15
PRIME SECURITY SERVICES BORROWER LLC
74165UAJ8
155949.36000000
PA
USD
155429.27000000
0.043712585962
Long
LON
CORP
US
N
2
2028-03-14
Floating
7.50311000
N
N
N
N
N
N
JPMorgan US Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan US Government Money Market Fund
4812C2684
3212000.00000000
NS
USD
3212000.00000000
0.903335813840
Long
STIV
RF
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
-16.00000000
NC
-8691.75000000
-0.00244444864
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2024-06-06
-2045880.97000000
USD
-8691.75000000
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus 2021-1 UK DAC
000000000
471536.68000000
PA
586112.08000000
0.164836871976
Long
ABS-MBS
CORP
IE
N
2
2031-05-17
Floating
7.82109000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
1223.44000000
0.000344077574
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-501000.00000000
EUR
542618.39000000
USD
2024-04-12
1223.44000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU91
3160000.00000000
PA
USD
133099.99000000
0.037432748377
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Variable
2.15349000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK32
22346370.50000000
PA
USD
58173.19000000
0.016360499978
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Variable
0.49845800
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAQ5
117463.07000000
PA
USD
67924.31000000
0.019102883515
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.00000000
N
N
N
N
N
N
ANNINGTON FUNDING PLC
549300KK63W8VZIONZ83
Annington Funding PLC
000000000
100000.00000000
PA
99377.66000000
0.027948754474
Long
DBT
CORP
GB
N
2
2032-10-06
Fixed
2.30800000
N
N
N
N
N
N
ProAmpac PG Borrower LLC
549300ZI6LTXYFEY1578
PROAMPAC PG BORROWER LLC
74274NAJ2
345911.14000000
PA
USD
346948.87000000
0.097575136937
Long
LON
CORP
US
N
2
2028-09-15
Floating
9.81024500
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust 2007-1
12559QAH5
1046000.00000000
PA
USD
964522.67000000
0.271260233833
Long
ABS-O
CORP
US
N
2
2037-10-25
Floating
7.19389000
N
N
N
N
N
N
Artera Services LLC
549300J2G34D0WX8Z443
POWERTEAM SERVICES LLC
000000000
197113.61000000
PA
USD
198099.18000000
0.055712977579
Long
LON
CORP
US
N
2
2031-02-15
Floating
9.80942000
N
N
N
N
N
N
Aoyuan New Shares
N/A
Aoyuan New Shares
000000000
30741.00000000
NS
620.60000000
0.000174536178
Long
EC
CORP
HK
N
1
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP2
85236WCJ3
1060000.00000000
PA
USD
1052325.18000000
0.295953618586
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.81018000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
546000.00000000
PA
USD
558007.53000000
0.156932810162
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.62500000
N
N
N
N
N
N
DEUTSCHE ALT-B SECURITIES INC
N/A
Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2
251511AB7
209054.61000000
PA
USD
184108.10000000
0.051778157019
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
4.78568300
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CP7
246000.00000000
PA
USD
252252.87000000
0.070943042221
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
20000.00000000
PA
USD
18912.15000000
0.005318811460
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
360000.00000000
PA
USD
288262.63000000
0.081070347904
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
City Brewing Company LLC
N/A
City Brewing Co LLC
17776EAB1
433376.13000000
PA
USD
340317.27000000
0.095710080342
Long
LON
CORP
US
N
2
2028-04-05
Floating
9.07814000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust Series 2006-RM2
590216AA5
3477250.89000000
PA
USD
943281.15000000
0.265286315477
Long
ABS-O
CORP
US
N
2
2037-05-25
Floating
5.81389000
N
N
N
N
N
N
GoldenTree Loan Management US
549300TS068SCJRDSP12
Goldentree Loan Management US Clo 17 Ltd
38139FAJ9
850000.00000000
PA
USD
864314.00000000
0.243077767933
Long
ABS-CBDO
CORP
JE
N
2
2036-07-20
Floating
10.31781000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2022-RN2 LLC
69377NAA7
626101.01000000
PA
USD
612215.78000000
0.172178219138
Long
ABS-O
CORP
US
N
2
2052-06-25
Variable
5.00000000
N
N
N
N
N
N
First Brands Group LLC(f/k/a TRICO GROUP LLC)
N/A
First Brands Group LLC
31935HAD9
96025.11000000
PA
USD
96289.18000000
0.027080157154
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.57427000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48126PAA0
200000.00000000
PA
USD
166780.00000000
0.046904840296
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAC7
750000.00000000
PA
USD
597623.27000000
0.168074253728
Long
DBT
CORP
NL
N
2
2031-09-24
Fixed
2.25000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAF0
175000.00000000
PA
USD
158200.96000000
0.044492089960
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
000000000
432603.65000000
PA
USD
434565.51000000
0.122216248020
Long
LON
CORP
US
N
2
2028-08-24
Floating
0.00000000
N
N
N
N
N
N
1011778 BC Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 BC ULC
000000000
209673.41000000
PA
USD
209804.46000000
0.059004944776
Long
LON
CORP
CA
N
2
2030-09-20
Floating
7.58016000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
33767DAD7
195000.00000000
PA
USD
195218.40000000
0.054902793350
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.87500000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
CALPINE CORP
13134MBQ5
500000.00000000
PA
USD
497760.00000000
0.139988927365
Long
LON
CORP
US
N
2
2031-01-31
Floating
7.32630000
N
N
N
N
N
N
Elmwood CLO VI Ltd.
N/A
Elmwood CLO VI Ltd
29001VAN9
440000.00000000
PA
USD
440661.32000000
0.123930620214
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.22942000
N
N
N
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust 2007-OPT2
83613DAE6
253904.40000000
PA
USD
193275.96000000
0.054356505797
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.69389000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2018-ALXA
63874GAL9
100000.00000000
PA
USD
54098.95000000
0.015214669684
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Variable
4.31590200
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAJ8
605000.00000000
PA
USD
601195.58000000
0.169078922333
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
8.19300000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-18CB
02151NBH4
311014.21000000
PA
USD
191790.52000000
0.053938743919
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAP5
510000.00000000
PA
USD
321848.25000000
0.090515893787
Long
DBT
CORP
N/A
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-7
12544TAJ3
601869.51000000
PA
USD
291779.72000000
0.082059486559
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAA6
1450000.00000000
PA
USD
1236083.21000000
0.347633322689
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
2.64700000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-74T1
12668AL78
482766.75000000
PA
USD
274362.38000000
0.077161072174
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
6.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163ABR3
529000.00000000
PA
USD
481707.24000000
0.135474284457
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
4.13900000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
24513.21430000
PA
USD
21032.55000000
0.005915148091
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
Banc of America Funding Corpor
549300LENCFK8RITKD65
Banc of America Funding 2014-R5 Trust
05990PAB1
1100496.24000000
PA
USD
793312.63000000
0.223109498832
Long
ABS-MBS
CORP
US
N
2
2045-09-26
Floating
3.99247500
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
510000.00000000
PA
USD
424974.85000000
0.119518991901
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AV2
305000.00000000
PA
USD
303643.19000000
0.085395942763
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.50000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS 2007-CB1 TRUST
1248MGAL8
966351.78000000
PA
USD
287576.06000000
0.080877258468
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
3.19430400
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLN38
2925000.00000000
PA
USD
54667.55000000
0.015374581497
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
Variable
1.55036800
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
64000.00000000
PA
USD
61891.84000000
0.017406324924
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP REV
54930039Y2EMGXN6LM88
New York State Urban Development Corp
650036EB8
100000.00000000
PA
USD
80615.24000000
0.022672052750
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
2.00000000
N
N
N
N
N
N
Bombardier Capital Mortgage Se
N/A
BCMSC Trust 1999-B
09774XBC5
997491.89000000
PA
USD
101907.16000000
0.028660145490
Long
ABS-O
CORP
US
N
2
2029-12-15
Variable
6.97500000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAC6
190000.00000000
PA
USD
150643.34000000
0.042366601537
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300UP5H2PFBIITY41
Palmer Square CLO 2014-1 Ltd
69688XAS0
284959.22000000
PA
USD
285165.53000000
0.080199326314
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
6.70814000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
100000.00000000
PA
81702.59000000
0.022977856672
Long
DBT
CORP
DE
N
2
2033-06-16
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQC6
1000000.00000000
PA
USD
1020939.25000000
0.287126708679
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
7.82039000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2010-C1
36249KAE0
5178802.29000000
PA
USD
4466.20000000
0.001256064262
Long
ABS-MBS
CORP
US
N
2
2043-08-10
Variable
0.44419100
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
255000.00000000
PA
USD
248719.50000000
0.069949325015
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-46CB
12667G7A5
516089.33000000
PA
USD
371934.54000000
0.104602051801
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
WORLDLINE SA/FRANCE
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
2800.00000000
PA
273962.87000000
0.077048714860
Long
DBT
CORP
FR
N
2
2026-07-30
None
0.00000000
N
N
N
N
N
Worldline SA/France
Worldline SA/France
EUR
XXXX
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
184000.00000000
PA
USD
157285.04000000
0.044234498634
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAY0
10000.00000000
PA
USD
9316.80000000
0.002620236335
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Trugreen Limited Partnership
549300QNRP2MNHR3QM19
TruGreen LP
89787RAH5
10728.24000000
PA
USD
10463.41000000
0.002942706409
Long
LON
CORP
US
N
2
2027-11-02
Floating
9.43016000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAL7
52057998.78000000
PA
USD
958486.67000000
0.269562682471
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
0.46401300
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
40000.00000000
PA
USD
36337.39000000
0.010219447624
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
733000.00000000
PA
USD
687299.06000000
0.193294475627
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
Merrill Lynch First Franklin M
N/A
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3
59024VAF6
222009.24000000
PA
USD
213237.57000000
0.059970465080
Long
ABS-O
CORP
US
N
2
2037-06-25
Floating
5.70389000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCII LLC
91835MAA9
696551.91000000
PA
USD
680978.40000000
0.191516867114
Long
ABS-O
CORP
US
N
2
2051-02-27
Variable
4.89250000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAM8
385000.00000000
PA
USD
333839.76000000
0.093888359679
Long
DBT
CORP
N/A
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RBU4
491614.71000000
PA
USD
188480.26000000
0.053007773679
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
7.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
10000.00000000
PA
USD
10015.29000000
0.002816678126
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MNN93
2400413.62000000
PA
USD
2069346.77000000
0.581978533186
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
SS&C Technologies Holdings, Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc
78466DBF0
194217.66000000
PA
USD
194458.49000000
0.054689077933
Long
LON
CORP
US
N
2
2025-04-16
Floating
7.19464000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AE3
50000.00000000
PA
USD
46444.58000000
0.013061971504
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.62500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
400000.00000000
PA
USD
318160.00000000
0.089478618471
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG7J8
4850000.00000000
PA
USD
123944.18000000
0.034857788515
Long
ABS-MBS
USGSE
US
N
2
2046-05-25
Variable
2.17298200
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAN3
1395000.00000000
PA
USD
957.39000000
0.000269254257
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Variable
0.14380000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493001SKB2HKIF64L70
Wells Fargo Commercial Mortgage Trust 2015-C27
94989DAZ2
15586934.84000000
PA
USD
61194.31000000
0.017210153121
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
0.81141000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BR5
120000.00000000
PA
USD
121534.42000000
0.034180072914
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.58200000
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
-4.00000000
NC
-12941.14000000
-0.00363953774
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
UNITED KINGDOM GILT
United Kingdom Gilt
2024-06-26
-494042.21000000
USD
-12941.14000000
N
N
N
ADD HERO HOLDINGS
254900WMSDP48LFA7478
Add Hero Holdings Ltd
000000000
30944.40000000
PA
USD
869.23000000
0.000244460332
Long
DBT
CORP
VG
N
2
2029-09-30
Fixed
8.50000000
N
N
Y
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
280000.00000000
PA
USD
276794.55000000
0.077845090314
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
ASP Blade Holdings Inc
N/A
ASP Blade Holdings Inc
00217HAB7
198099.76000000
PA
USD
179676.48000000
0.050531817960
Long
LON
CORP
US
N
2
2028-10-13
Floating
9.56352000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC
57776DAB9
114110.83000000
PA
USD
114538.75000000
0.032212626073
Long
LON
CORP
US
N
2
2027-01-29
Floating
9.44464000
N
N
N
N
N
N
Research Now Group LLC
549300XTHJNIVC5Q8K50
Research Now Group LLC
76100LAH5
153065.44000000
PA
USD
92365.81000000
0.025976757206
Long
LON
CORP
US
N
2
2024-12-20
Floating
11.06804000
N
N
N
N
N
N
FirstKey Homes 2021-SFR3 Trus
N/A
FirstKey Homes 2021-SFR3 Trust
33768JAJ0
944000.00000000
PA
USD
858431.03000000
0.241423254393
Long
ABS-O
CORP
US
N
2
2038-12-17
Fixed
2.98500000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
83000.00000000
PA
USD
77304.06000000
0.021740823771
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-3 Ltd
86315XAG1
975000.00000000
PA
USD
634374.00000000
0.178409948184
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Variable
0.01000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust 2017-B1
17326CAN4
11628000.00000000
PA
USD
281120.85000000
0.079061809409
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.81320500
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR3
74333VAQ7
1211000.00000000
PA
USD
1100540.45000000
0.309513575051
Long
ABS-O
CORP
US
N
2
2026-05-17
Fixed
4.25400000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAL8
325000.00000000
PA
USD
266328.98000000
0.074901776431
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
25000.00000000
PA
USD
23135.04000000
0.006506447754
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08579JBH4
228295.31000000
PA
USD
228459.68000000
0.064251497808
Long
LON
CORP
US
N
2
2029-07-01
Floating
7.18219000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
100000.00000000
PA
USD
94249.46000000
0.026506510788
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKE0
11900000.00000000
PA
USD
11847472.69000000
3.331957155781
Long
DBT
UST
US
N
1
2027-03-15
Fixed
4.25000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS7 Trust
74923WAA6
45487.11000000
PA
USD
34592.56000000
0.009728735473
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
JBS USA LUX SA/FOOD/LUX
N/A
JBS USA LUX SA / JBS USA Food Co / JBS Luxembourg SARL
47214BAA6
185000.00000000
PA
USD
194565.48000000
0.054719167565
Long
DBT
CORP
N/A
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWES8
2759104.43000000
PA
USD
2628378.06000000
0.739199263359
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QO2 Trust
75116AAA8
511707.77000000
PA
USD
177613.66000000
0.049951675001
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.59389000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR6
362341RX9
3197.62000000
PA
USD
2981.95000000
0.000838637057
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.06347300
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
583000.00000000
PA
USD
518820.43000000
0.145911916367
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc
04686RAB9
230809.65000000
PA
USD
229205.52000000
0.064461256209
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.58016000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A2
12566UAN4
223270.70000000
PA
USD
196707.89000000
0.055321694240
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
5.75000000
N
N
N
N
N
N
Peraton Corp
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
236317.05000000
PA
USD
236558.09000000
0.066529076821
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.18016000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
3622EAAD2
166316.24000000
PA
USD
9027.81000000
0.002538961423
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
5.64389000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAX8
426808.91000000
PA
USD
419186.10000000
0.117890976585
Long
LON
CORP
US
N
2
2026-12-23
Floating
0.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS6 Trust
74922EAQ2
136152.23000000
PA
USD
106746.17000000
0.030021058017
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
Octagon Investment Partners 44
N/A
Octagon Investment Partners 44 Ltd
67577LAL9
700000.00000000
PA
USD
700667.10000000
0.197054073788
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
7.27560000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
150000.00000000
PA
USD
161813.58000000
0.045508095261
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAE6
9017204.36000000
PA
USD
86113.31000000
0.024218317861
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Variable
0.75466800
N
N
N
N
N
N
Conseco Finance Securitization
N/A
Conseco Finance Securitizations Corp
20846QDU9
1992157.56000000
PA
USD
360204.00000000
0.101302980538
Long
ABS-O
CORP
US
N
2
2032-05-01
Fixed
7.97000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C1 Mortgage Trust
23312LAW8
8594472.75000000
PA
USD
163709.24000000
0.046041226509
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
1.36413600
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B
59020UBU8
3919.90000000
PA
USD
3800.62000000
0.001068878007
Long
ABS-MBS
CORP
US
N
2
2029-05-25
Floating
5.94389000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
000000000
490928.12000000
PA
503520.19000000
0.141608910528
Long
ABS-MBS
CORP
IE
N
2
2033-08-17
Floating
7.56500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CH1
400000.00000000
PA
USD
396280.00000000
0.111448915413
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.12500000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
380000.00000000
PA
USD
294500.00000000
0.082824532122
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
65000.00000000
PA
USD
63965.92000000
0.017989634620
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
4.37500000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
New York State Urban Development Corp
64985TEX5
40000.00000000
PA
USD
33839.52000000
0.009516952160
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
2.54000000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
220000.00000000
PA
197596.64000000
0.055571644335
Long
DBT
CORP
NL
N
2
2031-02-01
Fixed
1.25000000
N
N
N
N
N
N
DIGITAL INTREPID HOLDING
5493003H2CB2KXPP7461
Digital Intrepid Holding BV
000000000
100000.00000000
PA
84688.20000000
0.023817523060
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
0.62500000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
115000.00000000
PA
USD
107240.51000000
0.030160085111
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
Structured Asset Mortgage Inve
N/A
Structured Asset Mortgage Investments II Trust 2006-AR2
86359LSM2
9009.06000000
PA
USD
8009.32000000
0.002252523536
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
5.90389000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
385000.00000000
PA
USD
390951.00000000
0.109950199177
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99400000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-32CB
02147XAT4
132818.10000000
PA
USD
79050.98000000
0.022232123708
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2006-CH2
46629QAD8
448524.73000000
PA
USD
272332.82000000
0.076590283184
Long
ABS-O
CORP
US
N
2
2029-09-25
Variable
5.46200000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
MH SUB I LLC
45567YAN5
32380.07000000
PA
USD
32225.46000000
0.009063017476
Long
LON
CORP
US
N
2
2028-05-03
Floating
9.58016000
N
N
N
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
AVOLON TLB BORROWER 1 US
05400KAJ9
58918.10000000
PA
USD
59001.17000000
0.016593359252
Long
LON
CORP
US
N
2
2028-06-22
Floating
0.00000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-9 LLC
69360XAA4
939662.09000000
PA
USD
917900.36000000
0.258148277934
Long
ABS-O
CORP
US
N
2
2026-10-25
Variable
2.36300000
N
N
N
N
N
N
Certara Holdco Inc
5493003FMVRW75JYL446
Certara Holdco Inc
15687EAC1
268125.00000000
PA
USD
268795.31000000
0.075595401654
Long
LON
CORP
US
N
2
2026-08-15
Floating
9.10477000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C10
92890NAC3
46428757.33000000
PA
USD
1810.72000000
0.000509242909
Long
ABS-MBS
CORP
US
N
2
2045-12-15
Variable
0.40075400
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
250000.00000000
PA
USD
185217.00000000
0.052090021616
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Xerox Corporation
4KF48RN45X1OO8UBLY20
XEROX CORP
98415LAY2
314362.22000000
PA
USD
316229.53000000
0.088935697335
Long
LON
CORP
US
N
2
2029-11-15
Floating
9.32821000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS2
36252TAT2
247313.44000000
PA
USD
6283.83000000
0.001767250525
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Variable
1.72669800
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
745000.00000000
PA
USD
559639.01000000
0.157391644008
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
323000.00000000
PA
USD
277226.64000000
0.077966610355
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
PIPELINE FUNDING CO LLC
N/A
Pipeline Funding Co LLC
724060AA6
144655.00000000
PA
USD
151824.82000000
0.042698878373
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.50000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
200000.00000000
PA
USD
180850.00000000
0.050861856143
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Intelsat SA/Luxembourg
N/A
Intelsat SA/Luxembourg
000000000
11053.00000000
NS
USD
297049.38000000
0.083541514144
Long
EC
CORP
US
N
3
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
325000.00000000
PA
USD
297516.40000000
0.083672857822
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67300000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-3.00000000
NC
-63.44000000
-0.00001784172
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2024-06-06
-344417.77000000
USD
-63.44000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
12687.51000000
0.003568207400
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-969000.00000000
GBP
1236875.21000000
USD
2024-04-12
12687.51000000
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBD6
8895579.53000000
PA
USD
206341.06000000
0.058030905779
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.35705800
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
400000.00000000
PA
USD
386520.00000000
0.108704034484
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Jane Street Group LLC
5493002N1IVX6KHGYO08
JANE STREET GROUP LLC
47077DAH3
280845.47000000
PA
USD
281301.84000000
0.079112710638
Long
LON
CORP
US
N
2
2028-01-26
Floating
7.94182000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNX21
2495000.00000000
PA
USD
98806.24000000
0.027788049571
Long
ABS-MBS
USGSE
US
N
2
2047-09-25
Variable
2.01401700
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C16 Commercial Mortgage Trust
12596WAE4
558487.96000000
PA
USD
32538.63000000
0.009151092718
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Variable
1.54057000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FPJQ9
637981.76000000
PA
USD
13145.10000000
0.003696899005
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
1.22510000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2022-MH1
14732KAA9
1197431.31000000
PA
USD
1089227.59000000
0.306331971192
Long
ABS-O
CORP
US
N
2
2054-08-25
Variable
4.25000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
234000.00000000
PA
USD
217386.00000000
0.061137160407
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
685000.00000000
PA
USD
643185.35000000
0.180888032874
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
185000.00000000
PA
USD
152445.18000000
0.042873347055
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate M
N/A
Bear Stearns ARM Trust 2005-10
07387AET8
115241.45000000
PA
USD
109563.81000000
0.030813484892
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
5.79980900
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS LP
11823LAM7
250000.00000000
PA
USD
250747.50000000
0.070519675274
Long
LON
CORP
US
N
2
2026-11-01
Floating
7.33016000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2005-9
41161PSK0
14080.63000000
PA
USD
12981.56000000
0.003650905375
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Floating
6.12323000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2A2
220000.00000000
PA
USD
214654.35000000
0.060368917170
Long
DBT
CORP
NO
N
2
2025-09-30
Fixed
0.85600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GAC7
1200000.00000000
PA
USD
3096.66000000
0.000870897845
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
0.75476800
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAA1
101371.22000000
PA
USD
88857.31000000
0.024990034384
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate M
N/A
Bear Stearns ARM Trust 2004-3
07384MQ88
5422.66000000
PA
USD
5094.91000000
0.001432881279
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
4.22953200
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2005-2
576434J70
9795.52000000
PA
USD
9615.78000000
0.002704320813
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAN3
1028501.79000000
PA
USD
5226.54000000
0.001469900611
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Variable
0.98867100
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BHD20
4900000.00000000
PA
USD
52880.56000000
0.014872012361
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Variable
1.49728500
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAL5
255000.00000000
PA
USD
256864.28000000
0.072239945024
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
992000.00000000
PA
USD
950963.61000000
0.267446913627
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Credit-Based Asset Servicing and Securitization LLC
1248P8AK5
36644.75000000
PA
USD
36781.92000000
0.010344466263
Long
ABS-O
CORP
US
N
2
2036-10-25
Variable
6.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CK3
60000.00000000
PA
USD
50026.42000000
0.014069320306
Long
DBT
CORP
GB
N
2
2031-08-18
Fixed
2.35700000
N
N
N
N
N
N
Aveanna Healthcare LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare LLC
05549DAJ7
263134.89000000
PA
USD
253689.66000000
0.071347121880
Long
LON
CORP
US
N
2
2028-07-17
Floating
9.19316000
N
N
N
N
N
N
Greystar Real Estate Partners, LLC
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PARTNERS LLC
39806LAC1
372824.66000000
PA
USD
373756.72000000
0.105114517695
Long
LON
CORP
US
N
2
2030-08-21
Floating
8.57574000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
270000.00000000
PA
USD
232674.09000000
0.065436749205
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR1 Trust
33768NAG7
1600000.00000000
PA
USD
1551720.32000000
0.436402409128
Long
ABS-O
CORP
US
N
2
2039-05-19
Fixed
5.19700000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
453000.00000000
PA
USD
305727.93000000
0.085982250454
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
350000.00000000
PA
USD
347375.00000000
0.097694980800
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
270000.00000000
PA
USD
252068.67000000
0.070891238218
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.04500000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAJ6
325000.00000000
PA
USD
338189.80000000
0.095111755359
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BHXK8
26140396.80000000
PA
USD
57184.73000000
0.016082507663
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Variable
0.40809800
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
300000.00000000
PA
USD
252270.00000000
0.070947859824
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
165000.00000000
PA
USD
156842.59000000
0.044110064969
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AK4
105000.00000000
PA
USD
103879.56000000
0.029214858927
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2007-5
22944BAJ7
724308.28000000
PA
USD
418340.98000000
0.117653296896
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Variable
6.58561000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-7 Trust
94985JAA8
1570696.99000000
PA
USD
1400245.42000000
0.393801941485
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.00000000
N
N
N
N
N
N
NGL Energy Operating LLC
5493008CQD36WWZJ3O79
NGL ENERGY OPERATING LLC
62922KAF7
203612.90000000
PA
USD
204376.45000000
0.057478383185
Long
LON
CORP
US
N
2
2031-02-03
Floating
9.83016000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAY4
550000.00000000
PA
USD
513969.50000000
0.144547651485
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVS7
132720.74000000
PA
USD
78733.61000000
0.022142867268
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.86988600
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
380000.00000000
PA
USD
363592.74000000
0.102256022320
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P6H6
100000.00000000
PA
USD
84648.31000000
0.023806304484
Long
DBT
MUN
US
N
2
2032-10-01
Fixed
2.60700000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAW6
4730174.54000000
PA
USD
2652.73000000
0.000746047949
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Variable
0.77603000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389284AA8
400000.00000000
PA
USD
372707.89000000
0.104819547054
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378B7K9
335356.86000000
PA
USD
769.13000000
0.000216308429
Long
ABS-MBS
USGA
US
N
2
2054-04-16
Variable
0.20792000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
150000.00000000
PA
USD
138727.85000000
0.039015515343
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
100000.00000000
PA
USD
77116.12000000
0.021687967939
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-3 Trust
058931BF2
4666.50000000
PA
USD
4064.60000000
0.001143119162
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.50000000
N
N
N
N
N
N
Fertitta Entertainment LLC
984500A0805D8V551D35
FERTITTA ENTERTAINMENT L
000000000
211800.21000000
PA
USD
212551.04000000
0.059777386893
Long
LON
CORP
US
N
2
2029-01-27
Floating
0.00000000
N
N
N
N
N
N
Carestream Dental Equipment Inc
N/A
Carestream Dental Inc
14173MAF0
189295.94000000
PA
USD
165239.27000000
0.046471528780
Long
LON
CORP
US
N
2
2024-09-01
Floating
0.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS5 Mortgage Trust
12592KBD5
25625156.85000000
PA
USD
25320.22000000
0.007121002970
Long
ABS-MBS
CORP
US
N
3
2047-09-10
Variable
0.77789100
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
230000.00000000
PA
USD
226582.98000000
0.063723698829
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ40
309730.59000000
PA
USD
217913.47000000
0.061285504909
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUXL 30Y BND
000000000
-3.00000000
NC
-8881.23000000
-0.00249773758
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2024-06-06
-433645.54000000
USD
-8881.23000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
10000.00000000
PA
USD
9961.79000000
0.002801631904
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AE1
115000.00000000
PA
USD
89163.46000000
0.025076135337
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
80000.00000000
PA
USD
67767.42000000
0.019058760117
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAQ8
1250000.00000000
PA
USD
1125346.75000000
0.316490044291
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
4.00300000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR3 Trust
93934FQU9
6129046.59000000
PA
USD
287518.48000000
0.080861064796
Long
ABS-MBS
CORP
US
N
3
2046-05-25
Fixed
1.15000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2021-SFR3 Trust
00180UAH8
600000.00000000
PA
USD
534690.18000000
0.150375089944
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
3.80400000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS4 Trust
749228AD4
340031.29000000
PA
USD
269434.06000000
0.075775042299
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
Chemours Company (The)
549300M1BOLNXL8DOV14
CHEMOURS CO/THE
16384YAJ6
66406.83000000
PA
USD
66307.22000000
0.018648096681
Long
LON
CORP
US
N
2
2028-08-18
Floating
8.83016000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
182500.00000000
0.051325898513
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
CIFC Funding Ltd
635400VBVF8AYJQBI411
CIFC Funding 2018-I Ltd
12547WAC8
575000.00000000
PA
USD
236963.25000000
0.066643023128
Long
ABS-CBDO
CORP
KY
N
2
2031-04-18
Variable
0.01000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAL7
3109000.00000000
PA
USD
6706.42000000
0.001886098807
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Variable
0.59580000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2006-17
52523KAQ7
182961.83000000
PA
USD
158849.03000000
0.044674351741
Long
ABS-O
CORP
US
N
2
2046-08-25
Floating
5.94389000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
12000.00000000
PA
USD
10177.87000000
0.002862401768
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
PRET 2021-RN2 LLC
74143FAA7
633920.63000000
PA
USD
614528.93000000
0.172828764355
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
1.74360000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-34
02148AAE6
1254329.50000000
PA
USD
613792.34000000
0.172621607404
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Fixed
6.25000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAS1
3895002.21000000
PA
USD
1795216.26000000
0.504882671620
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.84389000
N
N
N
N
N
N
GoldenTree Loan Management US
549300LOEERRNVSKVY31
Goldentree Loan Management US Clo 8 Ltd
38136NAQ9
250000.00000000
PA
USD
250326.75000000
0.070401344469
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.72942000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
5000.00000000
PA
USD
4569.32000000
0.001285065504
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS 2007-CB1 TRUST
1248MGAP9
1706018.02000000
PA
USD
524715.19000000
0.147569745701
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
3.19430400
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2022-1 LLC
693582AA6
993798.44000000
PA
USD
967880.97000000
0.272204714736
Long
ABS-O
CORP
US
N
2
2027-02-25
Variable
3.72000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P3
14688GAK0
2000.00000000
PA
USD
427636.62000000
0.120267582240
Long
ABS-O
CORP
US
N
2
2030-08-12
None
0.00000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABG2
775000.00000000
PA
USD
691520.80000000
0.194481788497
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Magnite Inc
54930018FR2YX1HHSB02
MAGNIT 01/30/31
000000000
78999.87000000
PA
USD
79230.55000000
0.022282625580
Long
LON
CORP
US
N
2
2031-02-06
Floating
9.73594000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
61762XAA5
19087479.00000000
PA
USD
34940.58000000
0.009826611852
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
2.33970000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA SENIOR FINANCE II LLC
78404XAJ4
482490.74000000
PA
USD
483923.74000000
0.136097648041
Long
LON
CORP
US
N
2
2031-01-25
Floating
7.34000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAP6
150000.00000000
PA
USD
149354.68000000
0.042004181634
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.65000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797GZ4
11592500.00000000
PA
USD
11582358.88000000
3.257397131087
Long
DBT
UST
US
N
1
2024-04-04
None
0.00000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A5
12566WAA8
801176.95000000
PA
USD
700163.20000000
0.196912358061
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBR9
1100000.00000000
PA
USD
1062153.40000000
0.298717685557
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Variable
4.67300000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AR2
55000.00000000
PA
USD
39195.15000000
0.011023157759
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAH9
765000.00000000
PA
USD
779051.80000000
0.219098814376
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.40000000
N
N
N
N
N
N
SLM Student Loan Trust
549300SRMXHPGI3BJ386
SLM Student Loan Trust 2008-5
78444YAD7
50968.71000000
PA
USD
50935.74000000
0.014325055462
Long
ABS-MBS
CORP
US
N
2
2023-07-25
Floating
7.32250000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1L60
53786.40000000
PA
USD
4094.85000000
0.001151626605
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
0.56513000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2018-4
63941NAD1
850000.00000000
PA
USD
788199.14000000
0.221671392154
Long
ABS-O
CORP
US
N
2
2067-06-27
Floating
6.73487000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
385000.00000000
PA
USD
331944.40000000
0.093355312803
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAK4
1300.00000000
PA
USD
114052.32000000
0.032075823570
Long
ABS-O
CORP
US
N
2
2027-09-08
None
0.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS18 Trust
74922RAJ9
3977577.28000000
PA
USD
397341.47000000
0.111747440901
Long
ABS-MBS
CORP
US
N
3
2036-12-25
Floating
1.10611000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030645
5200000.00000000
PA
USD
4477359.74000000
1.259202803420
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
3.00000000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838PAA9
560000.00000000
PA
USD
591535.53000000
0.166362151123
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
Golub Capital Partners CLO Ltd
2549004WBNSFGOX1MY52
Golub Capital Partners CLO 69M
38179UAD0
1200000.00000000
PA
USD
1213128.00000000
0.341177449929
Long
ABS-CBDO
CORP
US
N
2
2036-11-09
Floating
8.65812000
N
N
N
N
N
N
TRANSMONTAIGE PARTNERS
N/A
TransMontaigne Partners LP / TLP Finance Corp
89376VAA8
725000.00000000
PA
USD
693281.25000000
0.194976893583
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.12500000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
18465.00000000
PA
USD
1929.59000000
0.000542673646
Long
DBT
CORP
KY
N
3
2026-09-30
Fixed
6.25000000
N
N
Y
N
N
N
BX Trust
N/A
BX Trust 2024-BIO
05612AAL0
530000.00000000
PA
USD
531515.99000000
0.149482387732
Long
ABS-MBS
CORP
US
N
2
2041-02-15
Floating
8.96433000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
18465.00000000
PA
USD
2169.64000000
0.000610184780
Long
DBT
CORP
KY
N
3
2025-09-30
Fixed
6.00000000
N
N
Y
N
N
N
Park Place Securities Inc
N/A
Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCH
70069FFL6
3924.78000000
PA
USD
3866.03000000
0.001087273772
Long
ABS-O
CORP
US
N
2
2036-01-25
Floating
6.68889000
N
N
N
N
N
N
Arches Buyer Inc
2549009ADY4208OH2Y47
Arches Buyer Inc
03952HAD6
123721.23000000
PA
USD
120121.56000000
0.033782723275
Long
LON
CORP
US
N
2
2027-12-06
Floating
8.68016000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
760000.00000000
PA
USD
784624.00000000
0.220665927645
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
122000.00000000
PA
USD
122000.00000000
0.034311011609
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
311000.00000000
PA
USD
297971.75000000
0.083800919454
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2022-4 LLC
693588AA3
238240.62000000
PA
USD
233286.05000000
0.065608855490
Long
ABS-O
CORP
US
N
2
2027-08-25
Variable
5.00000000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
680000.00000000
PA
USD
670302.04000000
0.188514271115
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
OHIO ST HOSP FAC REVENUE
5493005LEB5E170OMX59
State of Ohio
677561LK6
100000.00000000
PA
USD
88066.54000000
0.024767639969
Long
DBT
MUN
US
N
2
2032-01-01
Fixed
2.88500000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
5000.00000000
PA
USD
4818.66000000
0.001355189337
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAQ3
200000.00000000
PA
USD
206500.00000000
0.058075605715
Long
DBT
NUSS
RO
N
2
2028-02-17
Fixed
6.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAX5
2425835.53000000
PA
USD
629.63000000
0.000177075756
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.46605600
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300V5ZF7112UGSH89
Rockford Tower CLO 2017-3 Ltd
77341DAA5
611499.38000000
PA
USD
613003.67000000
0.172399803588
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.76942000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
396000.00000000
PA
USD
395175.13000000
0.111138184205
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
170000.00000000
PA
153222.58000000
0.043091981320
Long
DBT
CORP
LU
N
2
2030-04-20
Fixed
1.62500000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust Series 2007-FF2
32029GAE4
672426.48000000
PA
USD
330519.47000000
0.092954568624
Long
ABS-O
CORP
US
N
2
2037-03-25
Floating
5.88389000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
247000.00000000
PA
USD
209389.31000000
0.058888188903
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
CHNGE Mortgage Trust
N/A
CHNGE Mortgage Trust 2023-1
12547QAB3
580000.00000000
PA
USD
595355.33000000
0.167436423271
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
8.29658500
N
N
N
N
N
N
Pathway Vet Alliance LLC
2549001HRKTHAW7MOH74
Pathway Vet Alliance LLC
70323KAE8
96506.92810000
PA
USD
84956.50000000
0.023892979162
Long
LON
CORP
US
N
2
2027-03-31
Floating
9.19464000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
575000.00000000
PA
USD
461650.62000000
0.129833604771
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800IQ982XX69LE276
Virgin Media Bristol LLC
000000000
150000.00000000
PA
USD
147978.75000000
0.041617218107
Long
LON
CORP
US
N
2
2031-03-31
Floating
8.78994000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE
46591PAC6
2000000.00000000
PA
USD
3952.50000000
0.001111592404
Long
ABS-MBS
CORP
US
N
2
2037-01-10
Variable
0.34359800
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2023-NR1
12569VAA7
1531256.80000000
PA
USD
1510221.16000000
0.424731276664
Long
ABS-O
CORP
US
N
2
2062-06-25
Variable
6.00000000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
250000.00000000
PA
USD
244081.51000000
0.068644946911
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2003-A15
45660NWU5
383418.54000000
PA
USD
27259.87000000
0.007666505869
Long
ABS-MBS
CORP
US
N
3
2034-02-25
Floating
2.10611000
N
N
N
N
N
N
Spin Holdco Inc
549300QAS44U2GUXGK45
Spin Holdco Inc
84850XAK8
267437.50000000
PA
USD
248362.52000000
0.069848928745
Long
LON
CORP
US
N
2
2028-03-04
Floating
9.58537000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S10 Trust
74958DAA6
672925.81000000
PA
USD
505706.84000000
0.142223879164
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-RPL3 Trust
12659QAC5
1354331.64000000
PA
USD
1344262.05000000
0.378057301665
Long
ABS-MBS
CORP
US
N
2
2061-03-25
Variable
3.78407600
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAA6
482271.47000000
PA
USD
3.47000000
0.000000975895
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.01000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
480000.00000000
PA
USD
412539.26000000
0.116021633926
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
WI TREAS. NT/BD
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CKH3
3540000.00000000
PA
USD
3531978.36000000
0.993325823877
Long
DBT
UST
US
N
1
2026-03-31
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBG5
5880366.01000000
PA
USD
150127.51000000
0.042221530643
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
2.05928300
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KBV1
404674.85000000
PA
USD
173765.32000000
0.048869376326
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAQ5
570000.00000000
PA
USD
544192.38000000
0.153047467768
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
8.67600000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N3
14686RAG7
27286775.77000000
PA
USD
459591.16000000
0.129254406772
Long
ABS-O
CORP
US
N
2
2030-09-10
None
0.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAU5
500000.00000000
PA
USD
471963.35000000
0.132733934269
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
3.76290000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
560000.00000000
PA
USD
512721.73000000
0.144196731395
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
18038.20000000
PA
USD
274.00000000
0.000077059157
Long
DBT
CORP
KY
N
2
2031-09-30
Fixed
5.50000000
N
N
Y
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
210000.00000000
PA
USD
197766.11000000
0.055619305705
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
208400.00000000
0.058609957535
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAF9
5061318.26000000
PA
USD
67463.07000000
0.018973165393
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.19302500
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
2910000.00000000
PA
USD
2702746.57000000
0.760114499506
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394D6V7
1477.33000000
PA
USD
1467.31000000
0.000412663036
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
6.00000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
835000.00000000
PA
USD
691516.55000000
0.194480593237
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
200000.00000000
PA
USD
166687.50000000
0.046878825799
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-10CB
12667GBD4
1484738.24000000
PA
USD
1216142.26000000
0.342025173780
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Fixed
5.50000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
15000.00000000
PA
USD
15018.75000000
0.004223840209
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
OT MERGER CORP
N/A
OT Merger Corp
688777AA9
1350000.00000000
PA
USD
973906.78000000
0.273899400285
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAE2
200000.00000000
PA
USD
208020.00000000
0.058503087171
Long
DBT
NUSS
AE
N
2
2032-11-23
Fixed
6.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
141000.00000000
PA
USD
114003.81000000
0.032062180724
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
TPGI Trust
N/A
TPGI Trust 2021-DGWD
87267HAQ0
1056000.00000000
PA
USD
1054713.16000000
0.296625208828
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
7.79448000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
10000.00000000
PA
USD
9862.58000000
0.002773730302
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2006-S1
46627MFV4
884608.52000000
PA
USD
744671.86000000
0.209429875683
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
6.18000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
336000.00000000
PA
USD
362468.62000000
0.101939877284
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
180000.00000000
PA
USD
162587.50000000
0.045725750819
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
TENNET HOLDING BV
724500LTUWK3JQG63903
TenneT Holding BV
000000000
140000.00000000
PA
173957.75000000
0.048923494915
Long
DBT
CORP
NL
N
2
2042-10-28
Fixed
4.75000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEM
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAB0
335000.00000000
PA
USD
337045.18000000
0.094789844948
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2020-B
802830BD0
2000.00000000
PA
USD
401530.89000000
0.112925664165
Long
ABS-O
CORP
US
N
2
2028-08-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TX6
105000.00000000
PA
USD
103310.16000000
0.029054722123
Long
DBT
UST
US
N
1
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
140000.00000000
PA
USD
136904.67000000
0.038502768210
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Securitized Asset Backed Recei
N/A
Securitized Asset Backed Receivables LLC Trust 2007-NC1
81378AAC5
868050.58000000
PA
USD
420260.18000000
0.118193048482
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
5.74389000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381JN24
44842.43000000
PA
USD
44339.56000000
0.012469960310
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Floating
6.93700000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGL8
3606784.58000000
PA
USD
95245.26000000
0.026786567389
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
1.80700000
N
N
N
N
N
N
BLOOMIN' BRANDS INC/OSI
N/A
Bloomin' Brands Inc / OSI Restaurant Partners LLC
094234AA9
743000.00000000
PA
USD
692847.50000000
0.194854906687
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BUX94
3000000.00000000
PA
USD
155143.95000000
0.043632343192
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Variable
2.07874300
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
420000.00000000
PA
USD
394040.49000000
0.110819080547
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.57400000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAC4
435354.29000000
PA
USD
6057.52000000
0.001703603598
Long
ABS-O
CORP
US
N
2
2052-10-15
Variable
2.01867200
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL6 Trust
12656HAC8
1344054.57000000
PA
USD
1335165.53000000
0.375499016392
Long
ABS-MBS
CORP
US
N
2
2059-03-25
Variable
3.40180800
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796CX5
10000000.00000000
PA
USD
9975167.00000000
2.805394022458
Long
DBT
UST
US
N
1
2024-04-18
None
0.00000000
N
N
N
N
N
N
Oakwood Mortgage Investors Inc
N/A
Oakwood Mortgage Investors Inc
67087TAK7
272262.20000000
PA
USD
214655.33000000
0.060369192783
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
7.47500000
N
N
N
N
N
N
CINEWROLD WARRANTS
N/A
CINEWORLD FINANCE US INC
000000000
152713.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A12
76113XAA9
502764.63000000
PA
USD
185397.93000000
0.052140905971
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Fixed
6.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
179655.22000000
0.050525838844
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NBF9
245000.00000000
PA
USD
187766.76000000
0.052807110509
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.40000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT CIII LLC
92873JAA7
651030.72000000
PA
USD
629013.38000000
0.176902339208
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
1.99180000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR8 Trust
74333TAQ2
1488000.00000000
PA
USD
1327524.85000000
0.373350168358
Long
ABS-O
CORP
US
N
2
2038-10-17
Fixed
4.00500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384CLD9
2050060.23000000
PA
USD
2061705.80000000
0.579829603593
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Floating
6.51931000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
370000.00000000
PA
USD
350411.10000000
0.098548846885
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCT1
710000.00000000
PA
USD
690398.33000000
0.194166107504
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.56100000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-4 Ltd
92917WAY4
800000.00000000
PA
USD
799648.00000000
0.224891244354
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
7.22560000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OPEN TEXT CORP
68371YAP8
49748.81000000
PA
USD
49890.35000000
0.014031052278
Long
LON
CORP
CA
N
2
2030-01-31
Floating
8.17680000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust 2006-17
52523KAM6
7368950.53000000
PA
USD
146261.14000000
0.041134161250
Long
ABS-O
CORP
US
N
3
2046-08-25
Fixed
0.60000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAN5
1688000.00000000
PA
USD
1622562.65000000
0.456325950169
Long
ABS-O
CORP
US
N
2
2037-08-17
Fixed
4.28400000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
118000.00000000
PA
USD
102.66000000
0.000028871872
Long
DBT
CORP
US
N
3
2028-10-01
Fixed
6.25000000
Y
N
N
N
N
N
Blackstone Industrial Portfolio - Proj Foxtrot
N/A
Blackstone Industrial Portfolio - Proj Foxtrot
000000000
196053.42000000
PA
USD
191544.19000000
0.053869466612
Long
ABS-MBS
CORP
US
N
3
2025-04-09
Floating
2.23000000
N
N
N
N
N
N
William Morris Endeavor Entertainment LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment LLC
96925HAF9
72484.74000000
PA
USD
72523.52000000
0.020396355218
Long
LON
CORP
US
N
2
2025-05-18
Floating
8.19464000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2007-A6
76114CAC0
141261.49000000
PA
USD
77453.63000000
0.021782888509
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.00000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust 2006-FF13
30247DAD3
359949.14000000
PA
USD
231537.54000000
0.065117108384
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
5.76389000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AA4
224734.96000000
PA
USD
224944.64000000
0.063262935692
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
6.76560000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS INC
18449EAG5
336705.47000000
PA
USD
337757.67000000
0.094990224069
Long
LON
CORP
US
N
2
2028-10-08
Floating
0.00000000
N
N
N
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-C
80281HAD6
5150.00000000
PA
USD
477360.63000000
0.134251853423
Long
ABS-O
CORP
US
N
2
2028-06-15
None
0.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
425000.00000000
PA
USD
353288.91000000
0.099358195839
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
709000.00000000
PA
USD
514991.62000000
0.144835110265
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C4
90276RBF4
8088616.35000000
PA
USD
237411.08000000
0.066768969852
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Variable
1.08764700
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
530000.00000000
PA
USD
329167.10000000
0.092574231060
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
362334NC4
2856647.59000000
PA
USD
1086413.93000000
0.305540663643
Long
ABS-MBS
CORP
US
N
2
2046-03-25
Variable
6.72000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-15CB
02151CAQ9
538120.60000000
PA
USD
314056.87000000
0.088324663217
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.75000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAF1
40000.00000000
PA
USD
39023.69000000
0.010974936726
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.87500000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORT
N/A
Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
667449AD4
94000.00000000
PA
USD
96350.00000000
0.027097262037
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.75000000
N
N
N
N
N
N
TELE COLUMBUS AG
3912004GMFDLY04RUQ19
Tele Columbus AG
000000000
510000.00000000
PA
384458.40000000
0.108124234636
Long
DBT
CORP
DE
N
2
2029-03-19
Fixed
10.00000000
N
N
Y
N
N
N
OCP CLO Ltd
25490025Q5WQX513IQ05
OCP CLO 2017-14 Ltd
67097QAA3
230910.82000000
PA
USD
231206.39000000
0.065023976486
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.73070000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust 2015-LC20
94989EAQ0
415000.00000000
PA
USD
8156.83000000
0.002294008924
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
1.73793500
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS6 Trust
74922EAB5
534854.24000000
PA
USD
419336.80000000
0.117933359122
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
25500.00000000
NS
USD
252450.00000000
0.070998482628
Long
EC
CORP
US
N
1
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2005-1
86359DKV8
31727.95000000
PA
USD
31727.95000000
0.008923098858
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
5.37000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAD1
418000.00000000
PA
USD
381399.51000000
0.107263959141
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.86600000
N
N
N
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
12296.32000000
NS
248.24000000
0.000069814471
Long
EC
CORP
CN
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
105000.00000000
PA
USD
90985.62000000
0.025588595607
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
100000.00000000
PA
109034.37000000
0.030664586351
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.25000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
55397.00000000
PA
USD
4016.28000000
0.001129529751
Long
DBT
CORP
KY
N
3
2029-09-30
Fixed
7.00000000
N
N
Y
N
N
N
Soundview Home Equity Loan Tru
N/A
Soundview Home Loan Trust 2007-OPT4
83613AAA0
378243.87000000
PA
USD
260104.28000000
0.073151155497
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
6.44389000
N
N
N
N
N
N
ANNINGTON FUNDING PLC
549300KK63W8VZIONZ83
Annington Funding PLC
000000000
100000.00000000
PA
113433.01000000
0.031901650188
Long
DBT
CORP
GB
N
2
2029-07-12
Fixed
3.18400000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAX4
437000.00000000
PA
USD
432939.60000000
0.121758980669
Long
DBT
CORP
N/A
N
2
2052-12-01
Fixed
6.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-13
02150MAA3
270421.92000000
PA
USD
139881.88000000
0.039340072201
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Fixed
6.00000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A15
76114DAB0
506394.49000000
PA
USD
180775.64000000
0.050840943300
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.25000000
N
N
N
N
N
N
ADD HERO HOLDINGS
254900WMSDP48LFA7478
Add Hero Holdings Ltd
000000000
30944.40000000
PA
USD
699.96000000
0.000196855210
Long
DBT
CORP
VG
N
2
2031-09-30
Fixed
9.80000000
N
N
Y
N
N
N
CIM Trust
N/A
CIM Trust 2021-NR2
12565CAA3
330152.45000000
PA
USD
327106.53000000
0.091994720887
Long
ABS-O
CORP
US
N
2
2059-07-25
Variable
5.56800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAS2
160043.12000000
PA
USD
16.64000000
0.000004679796
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.14370600
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
15000.00000000
PA
USD
13321.01000000
0.003746371547
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-22
02151BBG2
237878.67000000
PA
USD
91558.45000000
0.025749697056
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
300000.00000000
PA
USD
291053.51000000
0.081855248856
Long
DBT
NUSS
GT
N
2
2029-08-10
Fixed
5.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
427000.00000000
PA
USD
391426.63000000
0.110083964311
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374EP35
231442.03000000
PA
USD
14863.02000000
0.004180043047
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Floating
1.15677000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
200000.00000000
PA
USD
186655.99000000
0.052494719998
Long
DBT
CORP
GB
N
2
2028-02-16
Fixed
2.97200000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
1292.00000000
NC
USD
125829.07000000
0.035387890832
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
138138364.89000000
USD
125829.07000000
N
N
N
Wells Fargo Commercial Mortgag
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust 2014-LC18
94989AAX3
1244423.81000000
PA
USD
5168.47000000
0.001453569132
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.00665600
N
N
N
N
N
N
CCI Buyer Inc
254900TMV7DAFRQALU04
CCI Buyer Inc
12510EAC1
159019.40000000
PA
USD
158295.07000000
0.044518557249
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.30191000
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
Herens Holdco Sarl
427169AA5
450000.00000000
PA
USD
393980.22000000
0.110802130345
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75000000
N
N
N
N
N
N
Nationstar Home Equity Loan Tr
N/A
Nationstar Home Equity Loan Trust 2007-C
63860KAE2
16515.09000000
PA
USD
15748.65000000
0.004429115680
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.69389000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
595000.00000000
PA
USD
579533.67000000
0.162986774420
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
Lehman ABS Manufactured Housin
N/A
Lehman ABS Manufactured Housing Contract Trust 2001-B
52519SAL7
488267.89000000
PA
USD
489826.44000000
0.137757710404
Long
ABS-O
CORP
US
N
2
2040-04-15
Variable
6.63000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
580000.00000000
PA
USD
516924.39000000
0.145378678248
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
5000.00000000
PA
USD
3194.32000000
0.000898363529
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
EPHIOS SUBCO SARL
213800E4EG6VFUFVEH64
Ephios Subco 3 Sarl
000000000
150000.00000000
PA
170496.90000000
0.047950173075
Long
DBT
CORP
LU
N
2
2031-01-31
Fixed
7.87500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
170000.00000000
PA
USD
171800.47000000
0.048316786234
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAW5
425000.00000000
PA
USD
416500.00000000
0.117135543731
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042640
7325000.00000000
PA
USD
6977348.91000000
1.962294257802
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
4.50000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AE1
160000.00000000
PA
USD
133919.18000000
0.037663135571
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-980M
12659RAA7
1550000.00000000
PA
USD
1418053.31000000
0.398810193293
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Fixed
2.38870000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAC8
480000.00000000
PA
USD
501600.00000000
0.141068880517
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
8.25000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AL5
65000.00000000
PA
USD
55633.47000000
0.015646234713
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ARP44
496267.78000000
PA
USD
2690.37000000
0.000756633740
Long
ABS-MBS
USGSE
US
N
2
2039-01-25
Variable
2.67712600
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-1
52520MFB4
131733.34000000
PA
USD
64062.44000000
0.018016779693
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAD9
675000.00000000
PA
USD
450570.97000000
0.126717588380
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-5
05950BAH7
1654366.14000000
PA
USD
1312040.07000000
0.368995262896
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Floating
5.75389000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAG7
1530000.00000000
PA
USD
1391978.55000000
0.391476985153
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
3.40700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BT58
256783.90000000
PA
USD
2411.71000000
0.000678264014
Long
ABS-MBS
USGA
US
N
2
2053-01-16
Variable
0.33708000
N
N
N
N
N
N
Frontier Communications Corporation
N/A
Frontier Communications Holdings LLC
35906EAQ3
121250.00000000
PA
USD
121136.63000000
0.034068199329
Long
LON
CORP
US
N
2
2027-10-08
Floating
9.19464000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR1 Trust
74331CAG3
1400000.00000000
PA
USD
1353536.94000000
0.380665751325
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
4.02800000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-5
41161MAG5
2598376.21000000
PA
USD
26.11000000
0.000007343118
Long
ABS-MBS
CORP
US
N
3
2046-07-19
Variable
0.06959000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
175000.00000000
PA
USD
173250.00000000
0.048724448862
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
Central Parent LLC
N/A
CENTRAL PARENT INC
15477BAD9
171975.27000000
PA
USD
172682.09000000
0.048564731103
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.30942000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Banc of America Commercial Mortgage Trust 2015-UBS7
06054AAY5
5697141.30000000
PA
USD
42566.19000000
0.011971221633
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
0.74247500
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAS6
122143.79000000
PA
USD
573.64000000
0.000161329251
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Variable
0.90002300
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GX74
52000.00000000
PA
USD
48298.07000000
0.013583242954
Long
DBT
CORP
US
N
2
2036-08-15
Floating
6.04860000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DE1
675000.00000000
PA
USD
721209.98000000
0.202831508167
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
6.35000000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
N/A
FirstEnergy Pennsylvania Electric Co
708696BX6
555000.00000000
PA
USD
545653.72000000
0.153458451815
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
44000.00000000
PA
USD
41673.53000000
0.011720171898
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
BAUSCH + LOMB CORP
000000000
341865.64000000
PA
USD
342294.68000000
0.096266202780
Long
LON
CORP
CA
N
2
2028-09-29
Floating
9.33016000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGK0
3078013.29000000
PA
USD
40529.59000000
0.011398452729
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Variable
1.66300000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2005-9
41161PSP9
1032580.15000000
PA
USD
162.12000000
0.000045594272
Long
ABS-MBS
CORP
US
N
3
2035-06-20
Variable
0.00041000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR14 Trust
94984MAP9
28608.79000000
PA
USD
26889.67000000
0.007562391635
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
6.37471500
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
760000.00000000
PA
USD
642336.69000000
0.180649357602
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R06
20754JAC8
970697.84000000
PA
USD
1010281.03000000
0.284129214334
Long
ABS-MBS
CORP
US
N
2
2039-09-25
Floating
9.18487000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC Trust 2007-AA2
05530NBA4
2431642.27000000
PA
USD
1073280.04000000
0.301846917313
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AE0
972574.06000000
PA
USD
10764.84000000
0.003027479919
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Variable
1.00660700
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381AYA8
2422.54000000
PA
USD
2243.66000000
0.000631002002
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-FAME
63873VAL7
665000.00000000
PA
USD
407311.57000000
0.114551409891
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
4.39750000
N
N
N
N
N
N
Michaels Companies Inc (The)
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408UAB3
165325.00000000
PA
USD
148755.30000000
0.041835613321
Long
LON
CORP
US
N
2
2028-04-15
Floating
9.82103000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS1 Trust
74922KAG0
6057045.95000000
PA
USD
559962.39000000
0.157482590688
Long
ABS-MBS
CORP
US
N
3
2037-01-25
Floating
1.19611000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YJ42
198873.28000000
PA
USD
39275.87000000
0.011045859274
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Carestream Dental Equipment Inc
549300E3FODU7LS3DY31
CARDEN TL 1L USD
14173MAC7
749725.58000000
PA
USD
654761.59000000
0.184143709145
Long
LON
CORP
US
N
2
2024-09-01
Floating
5.57103000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-J1
12668BKH5
187173.53000000
PA
USD
129078.98000000
0.036301888371
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
50000.00000000
PA
USD
45532.50000000
0.012805460131
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040644
14275000.00000000
PA
USD
13223333.63000000
3.718901259755
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
4.00000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAC0
245000.00000000
PA
USD
222980.47000000
0.062710536842
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.40000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
1107000.00000000
PA
USD
1005504.12000000
0.282785766674
Long
DBT
CORP
N/A
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A3
12567AAG2
190683.64000000
PA
USD
165813.06000000
0.046632900218
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.75000000
N
N
N
N
N
N
Match Group Inc
5493003RFFE030RC9167
Match Group Holdings II LLC
57665VAF4
57652.79000000
PA
USD
57652.79000000
0.016214143827
Long
LON
CORP
US
N
2
2027-02-13
Floating
7.23251000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A16
76114GAC1
331292.86000000
PA
USD
133248.57000000
0.037474534689
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.00000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAP4
68306.56000000
PA
USD
56936.76000000
0.016012769125
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
200000.00000000
PA
USD
207240.00000000
0.058283721687
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AT5H3
244933.02000000
PA
USD
3592.65000000
0.001010388982
Long
ABS-MBS
USGSE
US
N
2
2039-07-25
Variable
3.05300000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2007-1
02660BAA0
2237178.05000000
PA
USD
869300.27000000
0.244480095539
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
5.78905000
N
N
N
N
N
N
MASTR Asset Backed Securities
N/A
Mastr Asset Backed Securities Trust 2006-NC2
55275BAC1
697032.39000000
PA
USD
271294.83000000
0.076298361160
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.66389000
N
N
N
N
N
N
Bombardier Capital Mortgage Se
N/A
BCMSC Trust 2000-A
09774XBQ4
142143.88000000
PA
USD
16983.22000000
0.004776323430
Long
ABS-O
CORP
US
N
2
2030-06-15
Variable
8.29000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-4
41161PL27
2418921.64000000
PA
USD
1278912.90000000
0.359678650483
Long
ABS-MBS
CORP
US
N
2
2046-05-19
Floating
5.80080000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
445000.00000000
PA
USD
390699.93000000
0.109879588802
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
SLM Student Loan Trust
54930067BGNOZYMNWK87
SLM Student Loan Trust 2008-7
78445FAE5
10000.00000000
PA
USD
9385.20000000
0.002639473001
Long
ABS-O
CORP
US
N
2
2083-07-26
Floating
7.47250000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-N3
14686RAF9
2200.00000000
PA
USD
562623.16000000
0.158230899789
Long
ABS-O
CORP
US
N
2
2030-09-10
None
0.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
40000.00000000
PA
USD
39678.20000000
0.011159009678
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS15 Trust
74922YAC9
766422.66000000
PA
USD
654281.54000000
0.184008700939
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Fixed
6.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P2
14686JAM2
3050.00000000
PA
USD
426541.70000000
0.119959649348
Long
ABS-O
CORP
US
N
2
2029-05-10
None
0.00000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAN4
1200000.00000000
PA
USD
1200982.80000000
0.337761760599
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.61560000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-46CB
12667G6W8
242113.37000000
PA
USD
174485.92000000
0.049072036284
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.50000000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
430000.00000000
PA
USD
426936.16000000
0.120070586410
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MYR4
155000.00000000
PA
USD
145577.95000000
0.040942022397
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
200000.00000000
PA
USD
143290.47000000
0.040298696554
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
THAMES WATER UTIL FIN
213800ESMPQ4RQ7G8351
Thames Water Utilities Finance PLC
000000000
300000.00000000
PA
302142.90000000
0.084974004504
Long
DBT
CORP
GB
N
2
2031-01-18
Fixed
4.37500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3C3
370000.00000000
PA
USD
320529.94000000
0.090145135183
Long
DBT
CORP
US
N
2
2028-08-19
Fixed
1.98500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BU8
495000.00000000
PA
USD
542420.91000000
0.152549263442
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.87500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBV6
430000.00000000
PA
USD
389398.81000000
0.109513664676
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.65000000
N
N
N
N
N
N
8th Avenue Food & Provisions Inc
549300PBCACU45IZ2V05
8th Avenue Food & Provisions Inc
28253PAC3
63840.32000000
PA
USD
62873.78000000
0.017682483569
Long
LON
CORP
US
N
2
2025-10-01
Floating
9.19128000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-16CB
02152AAG4
6727.89000000
PA
USD
5113.40000000
0.001438081366
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Fixed
6.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAK1
13000.00000000
PA
USD
12487.71000000
0.003512016088
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS4 Trust
749228AB8
274488.43000000
PA
USD
217499.20000000
0.061168996526
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
6.00000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
86359BGF2
838.65000000
PA
USD
799.46000000
0.000224838371
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
7.02014600
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS A
N/A
City of Los Angeles Department of Airports
544445BD0
100000.00000000
PA
USD
91047.38000000
0.025605964853
Long
DBT
MUN
US
N
2
2038-05-15
Fixed
3.88700000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
965000.00000000
PA
USD
802066.34000000
0.225571372975
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUV1
9236427.38000000
PA
USD
586869.94000000
0.165050010855
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.31766900
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT XCVI LLC
92873FAB3
937495.65000000
PA
USD
847602.75000000
0.238377932747
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
4.82620000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2005-A8CB
45660LSX8
230188.55000000
PA
USD
132564.25000000
0.037282078038
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.37500000
N
N
N
N
N
N
Flatiron CLO Ltd
N/A
Flatiron CLO 21 Ltd
33883PAC1
1290360.00000000
PA
USD
1291069.70000000
0.363097602171
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Floating
6.68118000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
425000.00000000
PA
USD
347056.13000000
0.097605302503
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Trust XI
59549WAA1
1617.84000000
PA
USD
1585.68000000
0.000445953154
Long
ABS-O
CORP
US
N
2
2038-07-15
Fixed
4.86400000
N
N
N
N
N
N
Regatta XII Funding Ltd.
2549001ZYXDVCT6R4I31
Regatta XII Funding Ltd
75888HAN1
750000.00000000
PA
USD
750485.25000000
0.211064820698
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
7.17560000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
150000.00000000
PA
128778.52000000
0.036217387661
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
1.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
385000.00000000
PA
USD
314452.93000000
0.088436050260
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AK4
328000.00000000
PA
USD
333192.80000000
0.093706410072
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
NRTH PARK Mortgage Trust
N/A
NRTH 2024-PARK Mortgage Trust
67021HAA4
701000.00000000
PA
USD
703497.14000000
0.197849988012
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
6.94130000
N
N
N
N
N
N
First Horizon Alternative Mort
549300PO80CHJL6XUB79
First Horizon Alternative Mortgage Securities Trust 2007-FA2
32053LAD4
705792.03000000
PA
USD
237298.93000000
0.066737429033
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
5.75000000
N
N
N
N
N
N
UNIFRAX ESCROW ISS CORP
549300RRU6BWJLD0YT71
ASP Unifrax Holdings Inc
90473LAA0
265000.00000000
PA
USD
171317.76000000
0.048181029936
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AF2
160000.00000000
PA
USD
157208.11000000
0.044212863010
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2007-CH1
46630LAG9
2297.61000000
PA
USD
2262.08000000
0.000636182402
Long
ABS-O
CORP
US
N
2
2036-11-25
Variable
4.55354100
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
000000000
200000.00000000
PA
214454.54000000
0.060312723045
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
3.85000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
1240000.00000000
PA
USD
1173970.00000000
0.330164740153
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
195000.00000000
PA
182191.74000000
0.051239204149
Long
DBT
CORP
LU
N
2
2028-05-04
Fixed
1.00000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2021-1 Trust
21873LAE3
4459000.00000000
PA
USD
210522.32000000
0.059206834143
Long
ABS-O
CORP
US
N
2
2053-04-15
Variable
1.48731800
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC
62984CAB9
252356.50000000
PA
USD
206852.84000000
0.058174837660
Long
LON
CORP
US
N
2
2030-01-24
Floating
11.40191000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-WF1
17307G4H8
29260.71000000
PA
USD
13964.71000000
0.003927404319
Long
ABS-O
CORP
US
N
2
2036-03-25
Variable
4.57231600
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2
59024BAC7
1961965.17000000
PA
USD
211372.89000000
0.059446046579
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.96389000
N
N
N
N
N
N
Pennsylvania Higher Education
N/A
PHEAA Student Loan Trust 2014-3
69340JAA0
20678.41000000
PA
USD
20472.19000000
0.005757553678
Long
ABS-MBS
CORP
US
N
2
2040-08-25
Floating
6.02487000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-46CB
12667G6X6
182949.94000000
PA
USD
129271.22000000
0.036355953525
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Fixed
5.25000000
N
N
N
N
N
N
Deutsche Mortgage and Asset Re
529900JBPP7HAVCM8C23
Deutsche Mortgage & Asset Receiving Corp
25160HAC9
313966.00000000
PA
USD
257257.40000000
0.072350505228
Long
ABS-MBS
CORP
US
N
2
2037-07-27
Variable
6.50000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68621XAE3
400000.00000000
PA
USD
401918.00000000
0.113034534130
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.43318000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAA2
1000000.00000000
PA
USD
1000080.00000000
0.281260299098
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
6.72118000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2022-II Ltd
12567VAC5
475000.00000000
PA
USD
378490.45000000
0.106445821507
Long
ABS-CBDO
CORP
KY
N
2
2035-04-19
Variable
0.01000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBE5
9713210.41000000
PA
USD
40413.75000000
0.011365874142
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
0.81278500
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
695000.00000000
PA
USD
691971.73000000
0.194608607059
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
65000.00000000
PA
USD
53700.28000000
0.015102548610
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
300000.00000000
PA
USD
152250.00000000
0.042818455061
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P1
14688EAH2
3100.00000000
PA
USD
434631.63000000
0.122234843464
Long
ABS-O
CORP
US
N
2
2030-03-11
None
0.00000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS 2006-CB7 TRUST
12479DAD0
34998.24000000
PA
USD
22800.36000000
0.006412323087
Long
ABS-O
CORP
US
N
2
2036-10-25
Floating
5.76389000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISM9M3KNO6J64
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFV6
810265.96000000
PA
USD
821601.54000000
0.231065409647
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
7.37039000
N
N
N
N
N
N
Triton Water Holdings Inc
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89678QAB2
143329.34000000
PA
USD
142004.26000000
0.039936965683
Long
LON
CORP
US
N
2
2028-03-31
Floating
8.85975000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R04
20753TAC7
853459.82000000
PA
USD
905984.08000000
0.254796969561
Long
ABS-MBS
CORP
US
N
2
2039-06-25
Floating
10.68487000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA5 Trust
949922AA6
296528.13000000
PA
USD
253231.70000000
0.071218326217
Long
ABS-MBS
CORP
US
N
2
2037-11-25
Fixed
6.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
315000.00000000
PA
USD
312567.78000000
0.087905874821
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJZ5
310000.00000000
PA
USD
304986.59000000
0.085773757623
Long
DBT
UST
US
N
1
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
AGL CLO 13 Ltd
N/A
AGL CLO 13 Ltd
00120JAE3
600000.00000000
PA
USD
600328.20000000
0.168834982290
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.22942000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAC0
115000.00000000
PA
USD
118811.68000000
0.033414335506
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
8.00000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971XQW1
75000.00000000
PA
USD
60143.81000000
0.016914712812
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
1.85000000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OTEXCN TL B 1L USD
68371YAJ2
27051.51000000
PA
USD
27110.75000000
0.007624567688
Long
LON
CORP
CA
N
2
2025-05-30
Floating
7.17734000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-12.00000000
NC
-12068.16000000
-0.00339402276
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2024-06-06
-1722178.96000000
USD
-12068.16000000
N
N
N
Bombardier Capital Mortgage Se
N/A
BCMSC Trust 2000-A
09774XBP6
1658345.25000000
PA
USD
169287.37000000
0.047610007519
Long
ABS-O
CORP
US
N
2
2030-06-15
Variable
7.83000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
500000.00000000
PA
USD
408810.79000000
0.114973047226
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAL9
244274.83000000
PA
USD
244427.50000000
0.068742252377
Long
LON
CORP
US
N
2
2027-02-15
Floating
8.94464000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-67CB
12668AJ89
60279.89000000
PA
USD
46413.22000000
0.013053151887
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Fixed
5.50000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2006-A5CB
76112FAD3
208338.92000000
PA
USD
81846.97000000
0.023018461785
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300ZVNWG0TX42H716
Wells Fargo Commercial Mortgage Trust 2015-NXS3
94989VAG4
9074592.21000000
PA
USD
88496.78000000
0.024888639720
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
0.86968200
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2006-7
52520QAQ7
182720.60000000
PA
USD
17579.21000000
0.004943938347
Long
ABS-MBS
CORP
US
N
3
2036-11-25
Floating
1.10611000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR3 Trust
001807AJ5
635000.00000000
PA
USD
619317.79000000
0.174175572806
Long
ABS-O
CORP
US
N
2
2037-09-17
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
550000.00000000
PA
USD
546775.70000000
0.153773995002
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.38900000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
FILTRATION GROUP CORP
31732FAT3
109530.40000000
PA
USD
110003.02000000
0.030937007346
Long
LON
CORP
US
N
2
2028-10-21
Floating
9.69464000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAV2
600000.00000000
PA
USD
619860.00000000
0.174328062754
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFH1
239869.11000000
PA
USD
148291.93000000
0.041705296162
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2005-A1
17308FAE9
1501622.04000000
PA
USD
1353073.63000000
0.380535451040
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Fixed
5.50000000
N
N
N
N
N
N
Aimco
N/A
Aimco CLO 14 Ltd
00144FAC7
700000.00000000
PA
USD
545808.90000000
0.153502094297
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
50000.00000000
PA
USD
37690.13000000
0.010599889245
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
Patriot Container Corp
549300V4U8NYJ3YQD526
PATRIOT CONTAINER CORP
40435YAE6
184665.21000000
PA
USD
160658.73000000
0.045183307788
Long
LON
CORP
US
N
2
2026-03-20
Floating
0.00000000
N
N
N
N
N
N
Mativ Holdings Inc
549300Z1FU4IDULG1R21
MATIV HOLDINGS INC
80854EAJ7
85260.19000000
PA
USD
83981.29000000
0.023618713247
Long
LON
CORP
US
N
2
2027-05-06
Floating
7.93016000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
130000.00000000
PA
USD
130087.44000000
0.036585505442
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.82346100
N
N
N
N
N
N
SLM Student Loan Trust
54930067BGNOZYMNWK87
SLM Student Loan Trust 2008-7
78445FAD7
10616.75000000
PA
USD
10464.20000000
0.002942928587
Long
ABS-MBS
CORP
US
N
2
2023-07-25
Floating
6.52250000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC
62984CAD5
245625.00000000
PA
USD
230356.95000000
0.064785081849
Long
LON
CORP
US
N
2
2029-01-24
Floating
8.65942000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378BQ77
1461732.98000000
PA
USD
17420.85000000
0.004899401529
Long
ABS-MBS
USGA
US
N
2
2051-12-16
Variable
0.62054000
N
N
N
N
N
N
HSI Asset Loan Obligation
N/A
HSI Asset Loan Obligation Trust 2007-WF1
40431KAE0
248932.45000000
PA
USD
83749.49000000
0.023553522324
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
4.49123600
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAV2
6696655.90000000
PA
USD
40829.31000000
0.011482745322
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
0.67859400
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
145000.00000000
PA
USD
134421.00000000
0.037804266323
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.98500000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-MFM1
05608VAE6
996140.38000000
PA
USD
988058.56000000
0.277879415759
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Floating
6.38948000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust
93934FLW0
20124.85000000
PA
USD
18686.03000000
0.005255217969
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
6.00000000
N
N
N
N
N
N
WB Commercial Mortgage Trust
N/A
WB Commercial Mortgage Trust 2024-HQ
92943PAC5
1049000.00000000
PA
USD
1055177.19000000
0.296755711604
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Variable
6.63436000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAX4
6141213.03000000
PA
USD
4585.03000000
0.001289483750
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
0.96786900
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAH7
65000.00000000
PA
USD
51727.71000000
0.014547787363
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2006-A1
17309AAE9
242879.68000000
PA
USD
217687.06000000
0.061221829859
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA2 Trust
94985FAA6
168988.34000000
PA
USD
146501.42000000
0.041201737068
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Fixed
6.00000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAA6
575000.00000000
PA
USD
533489.45000000
0.150037399281
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-R5
12592SAC1
681000.00000000
PA
USD
444144.11000000
0.124910112412
Long
ABS-MBS
CORP
US
N
2
2061-08-25
Variable
2.00000000
N
N
N
N
N
N
NATL GAS TRANSMISSION
FPCHGTHKVH9ZWXS7S453
National Gas Transmission PLC
000000000
100000.00000000
PA
111208.98000000
0.031276168883
Long
DBT
CORP
GB
N
2
2030-04-05
Fixed
4.25000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3G4
95000.00000000
PA
USD
83904.22000000
0.023597038249
Long
DBT
CORP
US
N
2
2029-01-07
Fixed
2.71700000
N
N
N
N
N
N
PUBLIC SERVICE CO OF NEW
OFZN1UT56PNG1CGSR346
Public Service Co of New Mexico
744542AC5
40000.00000000
PA
USD
39104.40000000
0.010997635429
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISMYB8CLVZD05
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBS7
857904.99000000
PA
USD
878554.39000000
0.247082703889
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.57039000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR1
74331FAQ4
1400000.00000000
PA
USD
1274641.62000000
0.358477405092
Long
ABS-O
CORP
US
N
2
2038-04-17
Fixed
5.00400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
125000.00000000
PA
USD
116210.58000000
0.032682807864
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
New York State Urban Development Corp
64985TEY3
135000.00000000
PA
USD
112292.82000000
0.031580985660
Long
DBT
MUN
US
N
2
2034-03-15
Fixed
2.54000000
N
N
N
N
N
N
BCRED CLO LLC
N/A
BCRED CLO 2023-1 LLC
055978AA8
1200000.00000000
PA
USD
1213740.00000000
0.341349567462
Long
ABS-CBDO
CORP
US
N
2
2036-01-20
Floating
7.65751000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
000000000
200000.00000000
PA
USD
190280.00000000
0.053513928598
Long
DBT
CORP
CL
N
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
ADD HERO HOLDINGS
254900WMSDP48LFA7478
Add Hero Holdings Ltd
000000000
23803.46000000
PA
USD
595.09000000
0.000167361802
Long
DBT
CORP
VG
N
2
2030-09-30
Fixed
9.00000000
N
N
Y
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
115000.00000000
PA
USD
100022.38000000
0.028130074109
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
15526000.00000000
NS
USD
15526000.00000000
4.366498083960
Long
STIV
RF
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBK9
195000.00000000
PA
USD
192899.40000000
0.054250602891
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.35000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust 2019-600C
36260TAQ8
285000.00000000
PA
USD
5732.28000000
0.001612133816
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Variable
3.98510000
N
N
N
N
N
N
Residential Asset Mortgage Pro
N/A
RAMP Series 2006-EFC2 Trust
749238AD3
26417.77000000
PA
USD
25870.49000000
0.007275759694
Long
ABS-O
CORP
US
N
2
2036-12-25
Floating
5.88389000
N
N
N
N
N
N
Merrill Lynch Alternative Note
N/A
Merrill Lynch Alternative Note Asset Trust Series 2007-A1
59023MAT7
639915.73000000
PA
USD
202888.42000000
0.057059892901
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
5.76389000
N
N
N
N
N
N
EagleView Technology Corportion
549300HLIL8HO4PPLG50
EagleView Technology Corp
27004GAJ2
844336.48820000
PA
USD
822096.67000000
0.231204658919
Long
LON
CORP
US
N
2
2025-08-14
Floating
9.11075000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797FH5
14000000.00000000
PA
USD
13902560.00000000
3.909925389806
Long
DBT
UST
US
N
1
2024-05-16
None
0.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-30CB
12667FG41
943926.69000000
PA
USD
881763.17000000
0.247985134117
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Fixed
5.50000000
N
N
N
N
N
N
Banc of America Funding Corpor
N/A
Banc of America Funding 2006-7 Trust
05951KBB8
677172.47000000
PA
USD
574354.87000000
0.161530300101
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
6.53630000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
73000.00000000
PA
USD
65297.15000000
0.018364026817
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL
000000000
628639.18000000
PA
USD
632568.17000000
0.177902080528
Long
LON
CORP
LU
N
2
2028-05-05
Floating
8.44464000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure LLC
00488PAN5
192472.51000000
PA
USD
192893.06000000
0.054248819844
Long
LON
CORP
US
N
2
2027-02-15
Floating
0.00000000
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2007-A1
761136AA8
325318.61000000
PA
USD
106588.57000000
0.029976734939
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
321 Henderson Receivables LLC
549300LO0ZO1XMWP1R84
JGWPT XXXII LLC
46618AAA2
36134.41000000
PA
USD
32421.01000000
0.009118013528
Long
ABS-O
CORP
US
N
2
2073-01-17
Fixed
3.61000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBH5
13864972.16000000
PA
USD
125780.25000000
0.035374160802
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.67352900
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-7CB
12667F4M4
1304772.55000000
PA
USD
43857.97000000
0.012334518998
Long
ABS-MBS
CORP
US
N
3
2038-03-01
Floating
0.01000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
49185.20000000
PA
USD
983.70000000
0.000276653623
Long
DBT
CORP
KY
N
2
2173-03-30
Floating
0.01000000
N
N
N
N
N
N
TENNET HOLDING BV
724500LTUWK3JQG63903
TenneT Holding BV
000000000
200000.00000000
PA
237504.96000000
0.066795372457
Long
DBT
CORP
NL
N
2
2034-10-28
Fixed
4.50000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAD8
155000.00000000
PA
USD
137355.18000000
0.038629468652
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.60000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Secu
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAE8
460000.00000000
PA
USD
339051.00000000
0.095353957353
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.14400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
435000.00000000
PA
USD
410302.97000000
0.115392704646
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
Nortonlifelock Inc
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
66877AAC2
227094.06000000
PA
USD
226786.35000000
0.063780894160
Long
LON
CORP
US
N
2
2027-09-10
Floating
7.17680000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAH8
1500.00000000
PA
USD
158389.41000000
0.044545089223
Long
ABS-O
CORP
US
N
2
2028-06-12
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
6262068.91000000
PA
USD
4959096.19000000
1.394685302834
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-86CB
12668BFA6
524713.20000000
PA
USD
324388.30000000
0.091230251861
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Fixed
5.50000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
450000.00000000
PA
USD
410859.00000000
0.115549081300
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
CT Technologies Intermediate Holdings Inc
N/A
CT Technologies Intermediate Holdings Inc
12650JAR7
72750.00000000
PA
USD
72704.53000000
0.020447262072
Long
LON
CORP
US
N
2
2025-12-16
Floating
9.69464000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBD6
1648372.44000000
PA
USD
1220.78000000
0.000343329481
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
0.75806700
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAD0
275000.00000000
PA
USD
282232.07000000
0.079374326477
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.37500000
N
N
N
N
N
N
First Horizon Alternative Mort
N/A
First Horizon Alternative Mortgage Securities Trust 2007-FA1
32053DAD2
555329.29000000
PA
USD
217387.43000000
0.061137562577
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.25000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
700000.00000000
PA
USD
619939.45000000
0.174350407097
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-S8 Trust
76200QAA8
137417.49000000
PA
USD
91577.53000000
0.025755063073
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Fixed
6.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
199000.00000000
PA
USD
143280.00000000
0.040295751994
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
61761AAE8
24069383.36000000
PA
USD
100218.89000000
0.028185340149
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
0.06078100
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAF9
60000.00000000
PA
USD
59800.47000000
0.016818152626
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBE4
1850457.25000000
PA
USD
161.73000000
0.000045484589
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
0.99388500
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
165675.02000000
0.046594078152
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
1400000.00000000
PA
USD
1203095.22000000
0.338355852953
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
INDO ASAHAN/MINERAL IND
N/A
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT
000000000
200000.00000000
PA
USD
197920.00000000
0.055662585390
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.45000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2011-C2
617459AF9
10808573.37000000
PA
USD
37912.15000000
0.010662329662
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
0.46147300
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAT9
3759971.64000000
PA
USD
342270.97000000
0.096259534632
Long
ABS-MBS
CORP
US
N
3
2036-08-25
Floating
0.15611000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
35000.00000000
PA
USD
32242.29000000
0.009067750708
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.87500000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAG9
1050000.00000000
PA
USD
1050329.28000000
0.295392296061
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.87300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Y2X2
24304.91000000
PA
USD
21718.60000000
0.006108091284
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
H-FOOD HOLDNG/HEARTHSIDE
N/A
H-Food Holdings LLC / Hearthside Finance Co Inc
577088AA5
932000.00000000
PA
USD
69900.00000000
0.019658522225
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAU2
4149527.66000000
PA
USD
71898.66000000
0.020220620966
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
0.80630600
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052649
2925000.00000000
PA
USD
2910778.15000000
0.818620843411
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
5.50000000
N
N
N
N
N
N
Whatabrands LLC
254900HMMX4HTWIP0085
Whatabrands LLC
96244UAF4
96087.98000000
PA
USD
96256.61000000
0.027070997239
Long
LON
CORP
US
N
2
2028-08-03
Floating
8.69128000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
410000.00000000
PA
USD
414979.37000000
0.116707885095
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57400000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-NR4
12566DAA0
815423.98000000
PA
USD
791573.48000000
0.222620384112
Long
ABS-O
CORP
US
N
2
2061-10-25
Variable
2.81600000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust 2007-CH2
46630MAD4
602537.06000000
PA
USD
314240.37000000
0.088376270353
Long
ABS-O
CORP
US
N
2
2030-10-25
Variable
4.46397000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR2 Trust
74333DAS3
819000.00000000
PA
USD
758744.88000000
0.213387740869
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
4.99800000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
169888.00000000
PA
USD
146443.51000000
0.041185450587
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Schweitzer-Mauduit International Inc
549300Z1FU4IDULG1R21
Mativ Holdings Inc
80854EAH1
118941.68000000
PA
USD
119140.31000000
0.033506758684
Long
LON
CORP
US
N
2
2028-04-20
Floating
9.19464000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Banc of America Commercial Mortgage Trust 2015-UBS7
06054AAA7
500000.00000000
PA
USD
6856.43000000
0.001928287289
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
1.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
550000.00000000
PA
USD
457712.19000000
0.128725969382
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-1006.83000000
-0.00028315865
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-189036.21000000
USD
174000.00000000
EUR
2024-04-12
-1006.83000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WAV9
16807348.82000000
PA
USD
179825.19000000
0.050573640833
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
0.94830000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBE2
700781.51000000
PA
USD
958.67000000
0.000269614241
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
0.78693200
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
10195.88220300
PA
USD
10195.88000000
0.002867466861
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
CIFC Funding Ltd
254900JEH56UBUEZJW15
CIFC Funding 2017-IV Ltd
12551JAN6
575000.00000000
PA
USD
575005.75000000
0.161713352160
Long
ABS-CBDO
CORP
KY
N
2
2030-10-24
Floating
7.13019000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
Century Plaza Towers 2019-CPT
12654YAN9
450000.00000000
PA
USD
271039.86000000
0.076226653958
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
2.99680000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BV5
285000.00000000
PA
336302.87000000
0.094581079317
Long
DBT
CORP
US
N
2
2034-07-06
Fixed
5.12500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-5CB
02150EAD5
516831.48000000
PA
USD
281497.59000000
0.079167762937
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GW75
57000.00000000
PA
USD
57167.51000000
0.016077664748
Long
DBT
CORP
US
N
2
2026-05-05
Floating
5.91419000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAA4
520000.00000000
PA
USD
542750.00000000
0.152641815990
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
310000.00000000
PA
USD
245781.04000000
0.069122918989
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-5
3622ECAH9
4300000.00000000
PA
USD
261017.74000000
0.073408054978
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
5.99758000
N
N
N
N
N
N
U.S. Anesthesia Partners Inc
549300J001GMNRO7SQ51
US Anesthesia Partners Inc
90350HAL3
463125.00000000
PA
USD
443893.73000000
0.124839696092
Long
LON
CORP
US
N
2
2028-10-01
Floating
9.69007000
N
N
N
N
N
N
Babson CLO Ltd
549300RW4E3G80IH3A51
Barings Clo Ltd 2022-II
06759UAA1
800000.00000000
PA
USD
801281.60000000
0.225350674424
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Floating
7.11399000
N
N
N
N
N
N
RealPage Inc
5493001RSFZX4122A604
RealPage Inc
75605VAD4
249362.22000000
PA
USD
242937.40000000
0.068323179931
Long
LON
CORP
US
N
2
2028-04-24
Floating
8.44464000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-5CB
02150EAC7
175185.56000000
PA
USD
95407.98000000
0.026832330404
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Fixed
6.00000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
71000.00000000
PA
USD
58442.46000000
0.016436228881
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
SKYAF 2020-1 A
N/A
SKYAF 2020-1 A
000000000
453549.95000000
PA
USD
405094.49000000
0.113927883189
Long
ABS-MBS
CORP
US
N
3
2038-05-10
Floating
3.22900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050649
4050000.00000000
PA
USD
3981050.49000000
1.119621881794
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
5.00000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Mortgage Loan Trust 2007-CB2
1248MBAH8
875365.30000000
PA
USD
530545.52000000
0.149209454884
Long
ABS-O
CORP
US
N
2
2037-02-25
Variable
3.56946700
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Capital Corp 2005-1 Trust
595481AA0
3276.88000000
PA
USD
3225.56000000
0.000907149398
Long
ABS-O
CORP
US
N
2
2040-01-15
Fixed
5.74500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2009-10
17316AAF7
515848.83000000
PA
USD
359622.21000000
0.101139359198
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
7.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
310000.00000000
PA
USD
311261.20000000
0.087538415136
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BF5
3000.00000000
PA
USD
2961.90000000
0.000832998240
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C24
92939KAH1
5917325.76000000
PA
USD
11134.63000000
0.003131478845
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.83244900
N
N
N
N
N
N
GLOBAL SWITCH FINANCE
635400GVJAKOJNEUMF33
Global Switch Finance BV
000000000
285000.00000000
PA
285284.43000000
0.080232765488
Long
DBT
CORP
NL
N
2
2030-10-07
Fixed
1.37500000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
450000.00000000
PA
USD
451125.00000000
0.126873402558
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAV4
240082.88000000
PA
USD
5223.71000000
0.001469104708
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Variable
1.47633600
N
N
N
N
N
N
Banc of America Alternative Lo
N/A
Banc of America Alternative Loan Trust 2006-5
05950BAJ3
1654376.46000000
PA
USD
129318.80000000
0.036369334820
Long
ABS-MBS
CORP
US
N
3
2046-06-25
Floating
1.24611000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Mortgage-Backed Trust 2006-7
22942KCH1
1085988.34000000
PA
USD
547180.22000000
0.153887761317
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Fixed
6.50000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAB1
525000.00000000
PA
USD
459328.02000000
0.129180401857
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
255000.00000000
PA
USD
244493.02000000
0.068760679078
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
SFAVE Commercial Mortgage Secu
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAN8
925000.00000000
PA
USD
536904.15000000
0.150997741996
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.38801000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
171.00000000
NC
USD
-25635.40000000
-0.00720964350
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
34992463.70000000
USD
-25635.40000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US ULTRA TREASURY BOND
000000000
-276.00000000
NC
USD
-197832.24000000
-0.05563790396
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-31434356.64000000
USD
-197832.24000000
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AJ6
375000.00000000
PA
USD
375034.78000000
0.105473956478
Long
DBT
CORP
US
N
2
2024-12-15
Floating
7.88088000
N
N
N
N
N
N
Renaissance Holding Corp
549300UKKEC0Y6TXNF09
RENAISSANCE HOLDINGS COR
75972JAJ3
172894.65000000
PA
USD
173434.95000000
0.048776463794
Long
LON
CORP
US
N
2
2030-04-05
Floating
9.57680000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
100000.00000000
PA
82044.87000000
0.023074118746
Long
DBT
CORP
DE
N
2
2032-09-01
Fixed
0.75000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
26027.00000000
PA
USD
1678.74000000
0.000472125144
Long
DBT
CORP
KY
N
3
2030-09-30
Fixed
7.25000000
N
N
Y
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UAJ7
44724406.14000000
PA
USD
111909.41000000
0.031473156276
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
0.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BQYW1
6243936.00000000
PA
USD
262394.79000000
0.073795333490
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Variable
2.11677000
N
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AB2
350000.00000000
PA
USD
361266.50000000
0.101601795700
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
8.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAKX2
109589.43000000
PA
USD
4034.40000000
0.001134625780
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Fixed
3.00000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-11 LLC
69362QAA7
294690.21000000
PA
USD
289515.13000000
0.081422598249
Long
ABS-O
CORP
US
N
2
2026-11-25
Variable
2.48700000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-11149.27000000
-0.00313559616
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1964925.85000000
USD
1808000.00000000
EUR
2024-04-12
-11149.27000000
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2024-19 Ltd
442924AN6
1000000.00000000
PA
USD
1002679.00000000
0.281991236141
Long
ABS-CBDO
CORP
KY
N
2
2037-04-15
Floating
0.01000000
N
N
N
N
N
N
H-Food Holdings LLC
549300JY2LK0EQ95YT44
H-Food Holdings LLC
40422KAB7
127113.39000000
PA
USD
93031.75000000
0.026164044707
Long
LON
CORP
US
N
2
2025-05-23
Floating
9.29227000
N
N
N
N
N
N
Citimortgage Alternative Loan
N/A
CitiMortgage Alternative Loan Trust Series 2007-A1
12566QAE3
193499.65000000
PA
USD
169612.74000000
0.047701513862
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS1 Trust
74922KAD7
432240.92000000
PA
USD
330832.96000000
0.093042733862
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
1090000.00000000
PA
USD
927294.71000000
0.260790324261
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300G18KVCW7VUKI86
Rockford Tower CLO 2017-2 Ltd
77340GAJ0
35015.49000000
PA
USD
35009.54000000
0.009846006011
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.59560000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
300000.00000000
PA
USD
291750.00000000
0.082051128171
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
451000.00000000
PA
USD
419430.00000000
0.117959570485
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE
N/A
SK Invictus Intermediate II Sarl
29977LAA9
250000.00000000
PA
USD
223097.40000000
0.062743421978
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.00000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC
29362LAM6
5865.01000000
PA
USD
5880.05000000
0.001653692326
Long
LON
CORP
US
N
2
2029-07-06
Floating
7.05942000
N
N
N
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
000000000
600000.00000000
PA
657731.74000000
0.184979027596
Long
DBT
CORP
FR
N
2
2029-03-22
Fixed
6.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FAG9
10015000.00000000
PA
USD
125032.27000000
0.035163800553
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
1.07302000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAV0
16087427.30000000
PA
USD
90461.21000000
0.025441111692
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
0.70691100
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-64CB
12668AA62
2988508.17000000
PA
USD
455777.38000000
0.128181827675
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
6.00000000
N
N
N
N
N
N
Tricon Residential
N/A
Tricon Residential 2021-SFR1 Trust
89614YAG1
900000.00000000
PA
USD
823455.99000000
0.231586951085
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
3.69200000
N
N
N
N
N
N
Gainwell Acquisition Corp
N/A
Gainwell Acquisition Corp
59909TAC8
242481.16360000
PA
USD
232387.89000000
0.065356258947
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.40942000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
60000.00000000
PA
USD
46950.00000000
0.013204114713
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Capital Corp 2006-1 Trust
59548PAA7
30015.78000000
PA
USD
29488.01000000
0.008293143060
Long
ABS-O
CORP
US
N
2
2040-10-15
Fixed
5.78700000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC Ltd
68251PAA5
1000000.00000000
PA
USD
981087.74000000
0.275918957677
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
Grifols Worldwide Operations USA Inc
N/A
Grifols Worldwide Operations USA Inc
39843PAG8
278545.46000000
PA
USD
270310.26000000
0.076021462860
Long
LON
CORP
US
N
2
2027-11-15
Floating
7.45942000
N
N
N
N
N
N
CAB
9695008EGX5O9K1MS743
CAB SELAS
000000000
385000.00000000
PA
377151.39000000
0.106069227218
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.37500000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS 2017-BRBK Mortgage Trust
23305JAN2
380000.00000000
PA
USD
296216.54000000
0.083307288055
Long
ABS-MBS
CORP
US
N
2
2034-10-10
Variable
3.53000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAM6
37000.00000000
PA
USD
28713.49000000
0.008075318760
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QH9 Trust
749241AC9
10106615.06000000
PA
USD
286244.10000000
0.080502660968
Long
ABS-MBS
CORP
US
N
3
2037-11-25
Variable
0.70876900
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AmWINS Group Inc
03234TAW8
169315.26310000
PA
USD
169526.91000000
0.047677375221
Long
LON
CORP
US
N
2
2028-02-19
Floating
7.69464000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2007-QS3 Trust
75116BAA6
405928.65000000
PA
USD
317447.37000000
0.089278199978
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Fixed
6.50000000
N
N
N
N
N
N
Patriot Container Corp
549300V4U8NYJ3YQD526
Patriot Container Corp
40435YAB2
65436.06000000
PA
USD
63613.01000000
0.017890382988
Long
LON
CORP
US
N
2
2025-03-20
Floating
9.17680000
N
N
N
N
N
N
Conseco Finance Securitization
N/A
Conseco Finance Securitizations Corp
20846QBP2
3422743.10000000
PA
USD
617588.30000000
0.173689174843
Long
ABS-O
CORP
US
N
2
2029-09-01
Variable
8.06000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-LC4 Mortgage Trust
126192AJ2
1404407.10000000
PA
USD
49.86000000
0.000014022516
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
0.43848800
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 72 CLO Ltd
26252NAQ2
860000.00000000
PA
USD
860068.80000000
0.241883857224
Long
ABS-CBDO
CORP
KY
N
2
2032-05-15
Floating
7.21860000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
36931.00000000
PA
USD
3397.65000000
0.000955547611
Long
DBT
CORP
KY
N
3
2027-09-30
Fixed
6.50000000
N
N
Y
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797KN6
10000000.00000000
PA
USD
9853048.00000000
2.771049543550
Long
DBT
UST
US
N
1
2024-07-09
None
0.00000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AN6
375000.00000000
PA
USD
336758.10000000
0.094709107201
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.12500000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-5
3622ECAC0
785457.49000000
PA
USD
361804.97000000
0.101753233818
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
5.90389000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BBA6
450000.00000000
PA
USD
4782.13000000
0.001344915720
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Variable
1.87589000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines 2020-1 Class AA Pass Through Trust
247361ZV3
19768.03100000
PA
USD
17877.97000000
0.005027960952
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2007-5
026936AU8
12542.64000000
PA
USD
127.16000000
0.000035762198
Long
ABS-MBS
CORP
US
N
3
2047-06-25
Variable
0.07068800
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
405000.00000000
PA
USD
359466.17000000
0.101095474852
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
275000.00000000
PA
USD
278264.76000000
0.078258568940
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-15CB
02151CAR7
1916614.37000000
PA
USD
1160632.49000000
0.326413728182
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
6.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BJ3
150000.00000000
PA
USD
155246.87000000
0.043661288187
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.03700000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR9 Trust
74333QAJ4
1531000.00000000
PA
USD
1305246.24000000
0.367084581093
Long
ABS-O
CORP
US
N
2
2040-11-17
Fixed
2.81100000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-3941.11000000
-0.00110838910
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-577754.92000000
USD
531000.00000000
EUR
2024-04-12
-3941.11000000
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
510000.00000000
PA
USD
393613.41000000
0.110698969508
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Genesee & Wyoming Inc
G617XSG94Z7G0RMW3L02
Genesee & Wyoming Inc
55316HAB1
266687.60480000
PA
USD
267162.31000000
0.075136140327
Long
LON
CORP
US
N
2
2026-12-30
Floating
7.40191000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
5000.00000000
PA
USD
4741.19000000
0.001333401845
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS6 Trust
74922EAD1
892636.23000000
PA
USD
699845.28000000
0.196822946939
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
FARMERS INS EXCH
549300UWG2TLX1GZVT44
Farmers Insurance Exchange
309601AE2
135000.00000000
PA
USD
100225.42000000
0.028187176632
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
4.74700000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKE8
1100000.00000000
PA
USD
1069289.89000000
0.300724736305
Long
DBT
CORP
US
N
2
2025-12-06
Fixed
1.53000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAG0
110000.00000000
PA
USD
108361.44000000
0.030475332998
Long
DBT
CORP
IE
N
2
2025-10-01
Fixed
4.45000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR11 Trust
74333XAN0
1250000.00000000
PA
USD
1104715.88000000
0.310687863798
Long
ABS-O
CORP
US
N
2
2039-01-17
Fixed
4.42000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
732335.29000000
PA
USD
730915.44000000
0.205561050386
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.37148000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GVL9
1541672.89000000
PA
USD
1381137.10000000
0.388427959605
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
6.12900000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
475000.00000000
PA
USD
454351.28000000
0.127780754448
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134KAC4
275000.00000000
PA
USD
156848.73000000
0.044111791769
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Variable
0.01000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2022-NR1
12569PAA0
298854.75000000
PA
USD
290928.14000000
0.081819990073
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBC1
22311107.60000000
PA
USD
92881.14000000
0.026121687482
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Variable
0.41892400
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
65000.00000000
PA
USD
53244.10000000
0.014974253550
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC
410346AU4
196312.42000000
PA
USD
193613.12000000
0.054451327934
Long
LON
CORP
US
N
2
2026-11-19
Floating
7.93016000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
10000.00000000
PA
USD
9994.51000000
0.002810834005
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAK0
250000.00000000
PA
USD
259831.78000000
0.073074518196
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
OCP CLO Ltd
N/A
OCP CLO 2023-28 Ltd
670891AG5
900000.00000000
PA
USD
915773.40000000
0.257550096382
Long
ABS-CBDO
CORP
JE
N
2
2036-07-16
Floating
10.66399000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2007-13
61756HBN9
174001.02000000
PA
USD
95328.22000000
0.026809898877
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Fixed
6.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
145000.00000000
PA
USD
128854.92000000
0.036238874229
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.97600000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd
00140NAN0
185000.00000000
PA
USD
184965.59000000
0.052019315621
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
6.70814000
N
N
N
N
N
N
ASCENDAS REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas REIT
000000000
100000.00000000
PA
93594.28000000
0.026322249406
Long
DBT
CORP
SG
N
2
2028-06-23
Fixed
0.75000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust
94983PAC2
6073.37000000
PA
USD
5765.82000000
0.001621566532
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
6.18462800
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020646
7825000.00000000
PA
USD
6198059.02000000
1.743128483518
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAF2
30446717.18000000
PA
USD
198716.89000000
0.055886700981
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.68354500
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022642
12650000.00000000
PA
USD
10466116.65000000
2.943467621971
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
2.50000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2006-6
008684AF9
20730520.83000000
PA
USD
137196.66000000
0.038584886836
Long
ABS-MBS
CORP
US
N
3
2046-12-25
Variable
0.04595700
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
123000.00000000
PA
USD
109079.76000000
0.030677351735
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
325000.00000000
PA
USD
298957.77000000
0.084078225550
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
1060000.00000000
PA
USD
1016932.19000000
0.285999771940
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
550000.00000000
PA
USD
474583.78000000
0.133470898238
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAL7
500000.00000000
PA
USD
508872.99000000
0.143114320225
Long
DBT
CORP
US
N
2
2033-11-21
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
400000.00000000
PA
USD
361024.00000000
0.101533595534
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S6 Trust
74957VAK5
213026.61000000
PA
USD
182725.04000000
0.051389188268
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Fixed
6.00000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
25000.00000000
PA
USD
21322.89000000
0.005996802674
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
65000.00000000
PA
USD
64986.78000000
0.018276739041
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XAG1
83685.50000000
PA
USD
23.72000000
0.000006670960
Long
ABS-MBS
CORP
US
N
2
2047-10-15
Variable
0.56211000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378XMU2
4704484.18000000
PA
USD
104878.15000000
0.029495700181
Long
ABS-MBS
USGA
US
N
2
2055-02-16
Variable
0.71131000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2006-S3 Trust
76111XP56
435156.48000000
PA
USD
349185.92000000
0.098204279957
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21
61764XBK0
3032942.50000000
PA
USD
10407.09000000
0.002926867096
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
0.82810700
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLN20
12041139.24000000
PA
USD
66400.86000000
0.018674431789
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Variable
0.54338300
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050643
6425000.00000000
PA
USD
6269639.84000000
1.763259715862
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-S1
46630RAQ4
356525.62000000
PA
USD
144491.67000000
0.040636519399
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
SLM Student Loan Trust
549300UECCCKC4WVNL14
SLM Student Loan Trust 2004-1
78442GKV7
132717.63000000
PA
USD
124876.37000000
0.035119955580
Long
ABS-O
CORP
US
N
2
2039-07-25
Floating
6.12250000
N
N
N
N
N
N
Allegro CLO Ltd
213800XPKDKUTQ6UKE25
Allegro Clo XVI Ltd
01749FAE0
1000000.00000000
PA
USD
1002845.00000000
0.282037921615
Long
ABS-CBDO
CORP
KY
N
2
2037-04-25
Floating
0.01000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-4 LLC
693583AA4
1879599.74000000
PA
USD
1837388.82000000
0.516743189618
Long
ABS-O
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-FAME
63873VAN3
395000.00000000
PA
USD
202417.20000000
0.056927368025
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
4.39750000
N
N
N
N
N
N
Pre Paid Legal Services Inc
549300DKH5WJ2J8QU878
Pre-Paid Legal Services Inc
74006LAS1
10758.37000000
PA
USD
10720.88000000
0.003015116706
Long
LON
CORP
US
N
2
2028-12-15
Floating
9.19070000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-5
3622ECAN6
1987261.00000000
PA
USD
132816.03000000
0.037352888091
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Variable
6.44069000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
-91.00000000
NC
USD
-104681.43000000
-0.02944037508
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-11634318.57000000
USD
-104681.43000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376G3S7
1102321.51000000
PA
USD
1786.75000000
0.000502501639
Long
ABS-MBS
USGA
US
N
2
2051-08-16
Variable
0.17762000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-3 LLC
69357PAA6
622909.45000000
PA
USD
610049.24000000
0.171568906194
Long
ABS-O
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
44496.69000000
NS
USD
44496.69000000
0.012514151206
Long
STIV
RF
US
N
1
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
95000.00000000
PA
USD
88463.26000000
0.024879212629
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YBA3
417993.95000000
PA
USD
418419.11000000
0.117675270005
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
10.68948000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAG4
5365370.15000000
PA
USD
88604.53000000
0.024918943093
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
1.20610400
N
N
N
N
N
N
KEDRION SPA
81560047FA58E1BEDF67
Kedrion SpA
49272YAB9
800000.00000000
PA
USD
729938.40000000
0.205286269806
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
Healthpeak OP LLC
40414LAM1
2000.00000000
PA
USD
1963.03000000
0.000552078238
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
250000.00000000
PA
USD
209273.57000000
0.058855638440
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
FARMERS EXCHANGE CAP II
N/A
Farmers Exchange Capital II
30958PAA1
150000.00000000
PA
USD
133974.80000000
0.037678778017
Long
DBT
CORP
US
N
2
2053-11-01
Fixed
6.15100000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS6 Mortgage Trust
12592PBG7
10712766.49000000
PA
USD
19945.03000000
0.005609296359
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
0.81189300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XNWD2
3894149.13000000
PA
USD
3354810.18000000
0.943499434691
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
FARMERS EXCHANGE CAP III
N/A
Farmers Exchange Capital III
30958QAA9
85000.00000000
PA
USD
70364.27000000
0.019789092498
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
5.45400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
1115000.00000000
PA
USD
1132210.27000000
0.318420325556
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAG2
1489106.09000000
PA
USD
7503.31000000
0.002110214397
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
1.30112200
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
000000000
160000.00000000
PA
174639.22000000
0.049115150039
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.75000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
Securitized Asset Backed Receivables LLC Trust 2006-CB1
81375WHK5
243481.07000000
PA
USD
197619.05000000
0.055577946874
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
2.83912900
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
4395.88000000
PA
USD
87.92000000
0.000024726427
Long
DBT
CORP
KY
N
2
2028-09-30
None
0.00000000
N
N
N
Y
N
China Aoyuan Group Ltd
China Aoyuan Group Ltd
HKD
XXXX
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAT4
14552956.18000000
PA
USD
166061.89000000
0.046702880619
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.56192400
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CD7
285000.00000000
PA
USD
297461.63000000
0.083657454427
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.75000000
N
N
N
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS Issuer Sarl
000000000
200000.00000000
PA
USD
205940.00000000
0.057918112547
Long
DBT
CORP
LU
N
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMCP5
253606.28000000
PA
USD
23334.17000000
0.006562450637
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
4.10714700
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAX0
7586974.93000000
PA
USD
59797.88000000
0.016817424220
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
0.78730700
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
675529.41000000
PA
USD
672856.96000000
0.189232811195
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
7.27248000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
EUR/USD FORWARD
000000000
1.00000000
NC
USD
3382.97000000
0.000951419040
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-154000.00000000
EUR
169799.78000000
USD
2024-04-12
3382.97000000
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
435000.00000000
PA
USD
413282.23000000
0.116230585175
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.83900000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2022-3 LLC
693589AA1
918896.96000000
PA
USD
907990.20000000
0.255361166337
Long
ABS-O
CORP
US
N
2
2027-06-25
Variable
5.56000000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS16 Trust
761118MG0
375117.97000000
PA
USD
313744.69000000
0.088236866400
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
FRTKL
N/A
FRTKL 2021-SFR1
30322DAL3
1779000.00000000
PA
USD
1586066.20000000
0.446061768860
Long
ABS-O
CORP
US
N
2
2038-09-17
Fixed
3.17100000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H052652
2575000.00000000
PA
USD
2571776.98000000
0.723280900138
Long
ABS-MBS
USGA
US
N
2
2053-05-15
Fixed
5.50000000
N
N
N
N
N
N
Lehman Mortgage Trust
N/A
Lehman Mortgage Trust 2007-5
52521RCJ8
8359105.24000000
PA
USD
831264.12000000
0.233782892389
Long
ABS-MBS
CORP
US
N
3
2037-06-25
Floating
0.89611000
N
N
N
N
N
N
2024-05-23
METROPOLITAN WEST FUNDS
Eric Chan
Eric Chan
Managing Director