0001752724-22-298071.txt : 20221230
0001752724-22-298071.hdr.sgml : 20221230
20221230110602
ACCESSION NUMBER: 0001752724-22-298071
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221230
DATE AS OF CHANGE: 20221230
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: INVESCO ACTIVELY MANAGED EXCHANGE-TRADED FUND TRUST
CENTRAL INDEX KEY: 0001418144
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22148
FILM NUMBER: 221500832
BUSINESS ADDRESS:
STREET 1: 3500 LACEY ROAD
STREET 2: SUITE 700
CITY: DOWNERS GROVE
STATE: IL
ZIP: 60515
BUSINESS PHONE: 800-983-0903
MAIL ADDRESS:
STREET 1: 3500 LACEY ROAD
STREET 2: SUITE 700
CITY: DOWNERS GROVE
STATE: IL
ZIP: 60515
FORMER COMPANY:
FORMER CONFORMED NAME: Powershares Actively Managed Exchange-Traded Fund Trust
DATE OF NAME CHANGE: 20071109
0001418144
S000060784
Invesco Total Return Bond ETF
C000197600
Invesco Total Return Bond ETF
GTO
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001418144
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Invesco Actively Managed Exchange-Traded Fund Trust
811-22148
0001418144
549300S7YWBLZ3UGI217
3500 Lacey Road
Suite 700
Downers Grove
60515
800-983-0903
Invesco Total Return Bond ETF
S000060784
549300G68D7JXKISYN27
2022-10-31
2022-10-31
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271699443.65
738125652.03
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
84370152.22000000
0.00000000
0.00000000
42351754.86000000
USD
N
Bloomberg Barclays US Aggregate Bond Index
100% BB-US Agg
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDK9
2722000.00000000
PA
USD
2540438.41000000
0.344174247706
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138LLZ73
1000000.00000000
PA
USD
879667.32000000
0.119175822921
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.31000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0124B9
8760000.00000000
PA
USD
7460250.94000000
1.010702028778
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
1.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class C
05609VAJ4
3005000.00000000
PA
USD
2779664.37000000
0.376584171320
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.51214000
N
N
N
N
N
N
SG Residential Mortgage Trust
N/A
SG Residential Mortgage Trust, Series 2022-1, Class A1
78433QAA3
2762924.46000000
PA
USD
2396373.90000000
0.324656634464
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.16600000
N
N
N
N
N
N
Liberty Mutual Group Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc.
53079EBN3
854000.00000000
PA
USD
701612.48000000
0.095053257947
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBD3
1615000.00000000
PA
USD
1269123.53000000
0.171938683679
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0204B2
4687000.00000000
PA
USD
4108749.91000000
0.556646405486
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
2.00000000
N
N
N
N
N
N
AEP Texas Inc.
5493001L78U618KXNZ75
AEP Texas Inc.
00108WAQ3
533000.00000000
PA
USD
464737.77000000
0.062961877658
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.25000000
N
N
N
N
N
N
IHS Holding Ltd.
213800CLGMKL63VKTD94
IHS Holding Ltd.
44963HAB1
586000.00000000
PA
USD
427076.80000000
0.057859633901
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
Kite Realty Group Trust
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
96000.00000000
PA
USD
82038.17000000
0.011114390859
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
Sensata Technologies B.V.
81725WAL7
411000.00000000
PA
USD
391060.34000000
0.052980185544
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137B8G50
5848897.02000000
PA
USD
49334.86000000
0.006683802393
Long
ABS-APCP
USGSE
US
N
2
2024-01-25
Variable
0.91440000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179UV90
48765.90000000
PA
USD
45217.81000000
0.006126031506
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
Logan Group Co. Ltd.
549300NJ0E6Q0S1VOG90
Logan Group Co. Ltd.
BN3594171
250000.00000000
PA
USD
21371.03000000
0.002895310566
Long
DBT
CORP
KY
N
2
2028-01-13
Fixed
4.50000000
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2M0
2135000.00000000
PA
USD
2105607.11000000
0.285264047416
Long
DBT
CORP
US
N
2
2025-03-30
Floating
3.85354400
N
N
N
N
N
N
Global Atlantic (Fin) Co.
N/A
Global Atlantic (Fin) Co.
37959GAA5
221000.00000000
PA
USD
181254.88000000
0.024556100916
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881AF8
284000.00000000
PA
USD
199791.16000000
0.027067364404
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137F2LK0
250000.00000000
PA
USD
231627.03000000
0.031380433583
Long
ABS-APCP
USGSE
US
N
2
2027-06-25
Fixed
3.20000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXX7
1058000.00000000
PA
USD
1004653.51000000
0.136108738022
Long
DBT
CORP
US
N
2
2027-03-09
Floating
3.73048600
N
N
N
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp.
526057CD4
796000.00000000
PA
USD
736764.59000000
0.099815605645
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CD0
1362000.00000000
PA
USD
898821.21000000
0.121770759155
Long
DBT
CORP
GB
N
2
N/A
Variable
4.30000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYR9
2009000.00000000
PA
USD
1908385.10000000
0.258544747056
Long
DBT
CORP
US
N
2
2027-10-21
Floating
3.97923100
N
N
N
N
N
N
California State University
N/A
California State University, Series 2021 B, Ref. RB
13077DRW4
695000.00000000
PA
USD
402968.71000000
0.054593511130
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.71900000
N
N
N
N
N
N
Octagon Investment Partners 49 Ltd.
N/A
Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1
67578FAA5
3000000.00000000
PA
USD
2921187.00000000
0.395757415010
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
5.29914000
N
N
N
N
N
N
Atento Luxco 1 S.A.
549300MLFF3HYCZQTC48
Atento Luxco 1 S.A.
04684LAC2
1305000.00000000
PA
USD
517889.25000000
0.070162749198
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart Inc.
931142EZ2
1098000.00000000
PA
USD
972701.74000000
0.131779966910
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
4.50000000
N
N
N
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130HCG8
170000.00000000
PA
USD
128271.55000000
0.017378010051
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Z5
1026000.00000000
PA
USD
816502.16000000
0.110618315154
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.61100000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332BB7
735000.00000000
PA
USD
683345.02000000
0.092578413732
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.75000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust
35563PDD8
426982.86000000
PA
USD
385493.28000000
0.052225969784
Long
ABS-O
USGSE
US
N
2
2057-06-25
Variable
3.25000000
N
N
N
N
N
N
Hilcorp Energy I, L.P.
549300ITPIHLG0LHEC09
Hilcorp Energy I, L.P.
431318AZ7
414000.00000000
PA
USD
380259.00000000
0.051516838488
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417XAG6
1886000.00000000
PA
USD
1551255.24000000
0.210161404868
Long
DBT
CORP
CA
N
2
2037-05-04
Variable
4.58800000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
1711000.00000000
PA
USD
1616742.07000000
0.219033448512
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
307000.00000000
PA
USD
264548.12000000
0.035840526510
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The), Series I
064058AL4
1364000.00000000
PA
USD
1053758.20000000
0.142761357378
Long
DBT
CORP
US
N
2
N/A
Variable
3.75000000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAL3
477000.00000000
PA
USD
347935.07000000
0.047137647776
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
African Export-Import Bank (The)
21380068LJCDYA42GJ76
African Export-Import Bank (The)
00831TAB7
398000.00000000
PA
USD
331335.00000000
0.044888698704
Long
DBT
CORP
XX
N
2
2026-05-17
Fixed
2.63400000
N
N
N
N
N
N
Invitation Homes Operating Partnership L.P.
549300147YMUQB3GW319
Invitation Homes Operating Partnership L.P.
46188BAC6
536000.00000000
PA
USD
370739.03000000
0.050227089246
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
B3 S.A. - Brasil, Bolsa, Balcao
4GTK5S46E6H318LMDS44
B3 S.A. - Brasil, Bolsa, Balcao
11778EAA4
1884000.00000000
PA
USD
1503488.61000000
0.203690063590
Long
DBT
CORP
BR
N
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
Coca-Cola Icecek A.S.
789000WT80VVLUWJDK41
Coca-Cola Icecek A.S.
1912ERAA8
2973000.00000000
PA
USD
2396683.95000000
0.324698639507
Long
DBT
CORP
TR
N
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8F2
1572000.00000000
PA
USD
1157219.92000000
0.156778174124
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
4.65000000
N
N
N
N
N
N
JSC Uzbekneftegaz
213800LUZJZFLJD4MJ51
JSC Uzbekneftegaz
91825MAB9
1278000.00000000
PA
USD
968308.65000000
0.131184798595
Long
DBT
NUSS
UZ
N
2
2028-11-16
Fixed
4.75000000
N
N
N
N
N
N
Piedmont Operating Partnership, L.P.
549300WKGDPAS39FBD10
Piedmont Operating Partnership, L.P.
720198AE0
96000.00000000
PA
USD
72618.42000000
0.009838219251
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.15000000
N
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class B
53218CAC4
1213968.14000000
PA
USD
1144314.65000000
0.155029790233
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.29200000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B9, Class C
08160JAK3
3369000.00000000
PA
USD
2876181.00000000
0.389660079159
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
4.97060000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAH8
73000.00000000
PA
USD
67964.15000000
0.009207666718
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
Essential Properties, L.P.
254900XX9FNFCDE1NX02
Essential Properties, L.P.
29670VAA7
358000.00000000
PA
USD
254762.93000000
0.034514845717
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
214000.00000000
PA
USD
205677.54000000
0.027864841092
Long
DBT
CORP
XX
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H0226B2
5400000.00000000
PA
USD
4575656.25000000
0.619902077297
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
2.50000000
N
N
N
N
N
N
Venture Global Calcasieu Pass, LLC
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass, LLC
92328MAC7
1125000.00000000
PA
USD
904978.13000000
0.122604888139
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDV5
1055000.00000000
PA
USD
927407.92000000
0.125643637699
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.30000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1323000.00000000
PA
USD
1002714.93000000
0.135846102522
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CK8
1410000.00000000
PA
USD
1280542.34000000
0.173485684514
Long
DBT
CORP
JP
N
2
2033-07-20
Variable
1.80000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PER9
2243000.00000000
PA
USD
2249739.59000000
0.304790869117
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCH1
1290000.00000000
PA
USD
1240750.17000000
0.168094709428
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.62500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
431000.00000000
PA
USD
405678.75000000
0.054960662711
Long
DBT
CORP
GB
N
2
N/A
Variable
4.37500000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAL0
452000.00000000
PA
USD
418558.18000000
0.056705545844
Long
DBT
CORP
US
N
2
2032-05-13
Fixed
4.50000000
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BR1
518000.00000000
PA
USD
455894.39000000
0.061763791672
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYZ4
1719000.00000000
PA
USD
1658114.58000000
0.224638525356
Long
DBT
CORP
CA
N
2
2027-01-21
Floating
3.76923000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCB4
797000.00000000
PA
USD
598225.93000000
0.081046625104
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
Airport Authority
254900748HGC4RBR4O84
Airport Authority
00946AAE4
1971000.00000000
PA
USD
1290497.94000000
0.174834452162
Long
DBT
NUSS
HK
N
2
2052-01-12
Fixed
3.25000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCY5
263000.00000000
PA
USD
190214.07000000
0.025769876643
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AX1
472000.00000000
PA
USD
479936.85000000
0.065021023003
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
Jackson Financial Inc.
213800WXW2KG1N4CO374
Jackson Financial Inc.
46817MAR8
576000.00000000
PA
USD
550653.99000000
0.074601660094
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
5.17000000
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2019-2, Class A1
31573TAA6
233715.25000000
PA
USD
220702.87000000
0.029900447084
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.73900000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC, Series 2020-1A, Class A2I
83546DAG3
1592726.67000000
PA
USD
1411258.40000000
0.191194872596
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859AX2
1347000.00000000
PA
USD
1348528.52000000
0.182696335819
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.12500000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2021-1, Class A1
31574XAA6
336592.55000000
PA
USD
264557.37000000
0.035841779685
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.79700000
N
N
N
N
N
N
Parkland Corp.
549300XHQS1JYWBNK868
Parkland Corp.
70137WAG3
497000.00000000
PA
USD
419497.82000000
0.056832846663
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327AM1
557000.00000000
PA
USD
425318.62000000
0.057621438684
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q73S4
78660.99000000
PA
USD
73344.71000000
0.009936615777
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140HBY77
521299.70000000
PA
USD
472766.32000000
0.064049571871
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
2.50000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610BE4
986000.00000000
PA
USD
893448.74000000
0.121042906115
Long
DBT
CORP
US
N
2
2037-05-21
Variable
5.64100000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HV8
1691000.00000000
PA
USD
1380358.92000000
0.187008663931
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBM1
383000.00000000
PA
USD
298759.45000000
0.040475418945
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDW8
22000.00000000
PA
USD
12331.61000000
0.001670665416
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088MAK8
59000.00000000
PA
USD
50356.84000000
0.006822258495
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460AC9
1144000.00000000
PA
USD
886983.90000000
0.120167060657
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group, Series D
78486QAP6
2008000.00000000
PA
USD
1344915.91000000
0.182206905599
Long
DBT
CORP
US
N
2
N/A
Variable
4.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAU8
964000.00000000
PA
USD
914823.95000000
0.123938782981
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.00000000
N
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc., Series 2032
72014TAC3
1275000.00000000
PA
USD
945568.74000000
0.128104034509
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04400000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAR5
1333000.00000000
PA
USD
1042952.53000000
0.141297423701
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.00000000
N
N
N
N
N
Boyne USA, Inc.
N/A
Boyne USA, Inc.
103557AC8
653000.00000000
PA
USD
572821.40000000
0.077604862861
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132D53U4
274968.05000000
PA
USD
253895.66000000
0.034397349462
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3
07336GAC8
1805846.14000000
PA
USD
1452561.60000000
0.196790559440
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds Future
N/A
-6.00000000
NC
USD
-2971.82000000
-0.00040261708
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-20
762965.68000000
USD
-2971.82000000
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
Rogers Communications Inc.
775109CD1
983000.00000000
PA
USD
758708.04000000
0.102788466694
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAL5
121000.00000000
PA
USD
105835.75000000
0.014338446267
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBW9
431000.00000000
PA
USD
368712.21000000
0.049952499142
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFP1
230200.00000000
PA
USD
228905.13000000
0.031011675230
Long
DBT
UST
US
N
2
2025-10-15
Fixed
4.25000000
N
N
N
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480AM2
642000.00000000
PA
USD
557737.90000000
0.075561376097
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PET5
1030000.00000000
PA
USD
1056404.13000000
0.143119823446
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AC4
1014000.00000000
PA
USD
792481.56000000
0.107364045379
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8E5
2261000.00000000
PA
USD
1675012.47000000
0.226927822572
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Trust, Series 2020-GC45, Class A5
36258YBG2
1560000.00000000
PA
USD
1292152.06000000
0.175058549509
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.91060000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1
07336JAD0
2021672.53000000
PA
USD
1633616.13000000
0.221319517280
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
3.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYB4
127000.00000000
PA
USD
97053.78000000
0.013148680002
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
Golub Capital Partners CLO 40A Ltd.
N/A
Golub Capital Partners CLO 40A Ltd., Series 2019-40A, Class AR
38176EAL1
8000000.00000000
PA
USD
7741792.00000000
1.048844729716
Long
ABS-CBDO
CORP
KY
N
2
2032-01-25
Floating
5.44843000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2022-1, Class A1
85573TAA2
1979811.53000000
PA
USD
1607991.64000000
0.217847955233
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.44700000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAQ6
2000000.00000000
PA
USD
1400154.38000000
0.189690518971
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162AN3
861000.00000000
PA
USD
804009.93000000
0.108925889215
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.10000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
2262000.00000000
PA
USD
1828770.45000000
0.247758690538
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
California (State of) Health Facilities Financing Authority (Social Bonds)
5493007RI8BUDOGHZ546
California (State of) Health Facilities Financing Authority (Social Bonds), Series 2022, RB
13032UD96
590000.00000000
PA
USD
485043.31000000
0.065712837464
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
4.35300000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAC3
976000.00000000
PA
USD
839440.88000000
0.113726013679
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAK2
103000.00000000
PA
USD
97778.86000000
0.013246912599
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
549300TPZNMN50BJ3745
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175BR4
76000.00000000
PA
USD
69854.39000000
0.009463753198
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance
N/A
Mello Mortgage Capital Acceptance, Series 2021-INV2, Class A4
58549XAF0
1109630.90000000
PA
USD
946908.97000000
0.128285606576
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967NN7
1264000.00000000
PA
USD
1047621.33000000
0.141929944734
Long
DBT
CORP
US
N
2
2033-03-17
Variable
3.78500000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
442000.00000000
PA
USD
434203.84000000
0.058825193082
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac Military Housing Bonds Resecuritization Trust Ctfs.
549300ZG8WH0M4JSUM77
Freddie Mac Military Housing Bonds Resecuritization Trust Ctfs.
35563CAD0
919983.71000000
PA
USD
859038.56000000
0.116381073823
Long
ABS-APCP
USGSE
US
N
2
2055-11-25
Variable
5.24951100
N
N
N
N
N
N
MAG Mutual Holding Co.
N/A
MAG Mutual Holding Co.
55261HAC4
3179000.00000000
PA
USD
2576051.41000000
0.348999035992
Long
DBT
CORP
US
N
3
2041-04-30
Fixed
4.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2021-LGCY, Class B
12434DAG7
10000000.00000000
PA
USD
9356181.00000000
1.267559388332
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Floating
4.26700000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFT6
1805000.00000000
PA
USD
1620243.97000000
0.219507879931
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
5.15000000
N
N
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AV1
2833000.00000000
PA
USD
1881118.91000000
0.254850770302
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-LBA6, Class B
12433EAG6
1285000.00000000
PA
USD
1211974.61000000
0.164196245810
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.67566000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBU9
105000.00000000
PA
USD
68429.35000000
0.009270691217
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10000000
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
N/A
Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2
05683HAN5
3000000.00000000
PA
USD
2877459.00000000
0.389833220412
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
5.53843000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2020-DNA5, Class M2
35566AAH2
393980.43000000
PA
USD
394128.80000000
0.053395895253
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
5.79682000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967ME8
199000.00000000
PA
USD
175445.40000000
0.023769042508
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.98000000
N
N
N
N
N
N
Healthcare Realty Holdings, L.P.
549300IYGAS4GE6VDL07
Healthcare Realty Holdings, L.P.
42225UAH7
99000.00000000
PA
USD
71354.79000000
0.009667024822
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
018820AB6
629000.00000000
PA
USD
426336.20000000
0.057759298681
Long
DBT
CORP
DE
N
2
N/A
Variable
3.20000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAD2
1679182.56000000
PA
USD
1371916.26000000
0.185864866805
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PEG3
741000.00000000
PA
USD
700453.55000000
0.094896248094
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.70000000
N
N
N
N
N
Indonesia Government International Bond
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DG8
1160000.00000000
PA
USD
714922.12000000
0.096856425194
Long
DBT
NUSS
ID
N
2
2061-09-23
Fixed
3.20000000
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AX3
1055000.00000000
PA
USD
608003.56000000
0.082371281681
Long
DBT
CORP
US
N
2
2061-11-29
Fixed
3.10000000
N
N
N
N
N
N
Flowserve Corp.
6Y0GK87T6V7NJKZJVM41
Flowserve Corp.
34355JAB4
374000.00000000
PA
USD
268687.80000000
0.036401363272
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0406B8
9249000.00000000
PA
USD
8419480.31000000
1.140656782059
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.00000000
N
N
N
N
N
N
Agree L.P.
549300DXY3G299V1BO77
Agree L.P.
008513AD5
739000.00000000
PA
USD
650163.45000000
0.088083031420
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
4.80000000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
1785000.00000000
PA
USD
1567346.03000000
0.212341357557
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-ACNT, Class A
05609QAA4
1135000.00000000
PA
USD
1083664.52000000
0.146813014426
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.26300000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECB9
541000.00000000
PA
USD
464675.86000000
0.062953490198
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.70000000
N
N
N
N
N
N
Nationwide Financial Services, Inc.
5493001H7AZNDS6BKJ36
Nationwide Financial Services, Inc.
638612AM3
69000.00000000
PA
USD
45119.21000000
0.006112673347
Long
DBT
CORP
US
N
2
2049-11-30
Fixed
3.90000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAB5
265000.00000000
PA
USD
243568.62000000
0.032998259758
Long
DBT
CORP
GB
N
2
2029-04-27
Fixed
4.05000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc., Series G
59156RCA4
127000.00000000
PA
USD
111917.33000000
0.015162368316
Long
DBT
CORP
US
N
2
N/A
Variable
3.85000000
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AX6
1581000.00000000
PA
USD
1505265.39000000
0.203930778704
Long
DBT
CORP
CH
N
2
N/A
Variable
9.75000000
N
N
N
N
N
NSTAR Electric Co.
54930080R72Y2Z31UR68
NSTAR Electric Co.
67021CAS6
535000.00000000
PA
USD
449213.82000000
0.060858719482
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBV1
691000.00000000
PA
USD
555170.13000000
0.075213499012
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
3.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-LTV2, Class A1
46654VAA1
2504706.84000000
PA
USD
1931701.55000000
0.261703619795
Long
ABS-MBS
CORP
US
N
2
2052-05-25
Variable
2.51950000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DH9
1938000.00000000
PA
USD
1681438.08000000
0.227798353217
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
5.40200000
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5
46652JAW2
3000000.00000000
PA
USD
2325254.40000000
0.315021486328
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Fixed
2.17980000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
859000.00000000
PA
USD
813451.14000000
0.110204968187
Long
DBT
CORP
FI
N
2
N/A
Variable
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp
USD
XXXX
N
N
N
Tampa Electric Co.
WS423EPRKJIIJUITXD73
Tampa Electric Co.
875127BL5
470000.00000000
PA
USD
411867.32000000
0.055799079583
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
Delta Air Lines Inc / SkyMiles IP Ltd.
2549008L7P4I8VB90936
Delta Air Lines Inc / SkyMiles IP Ltd.
830867AB3
437984.00000000
PA
USD
407626.26000000
0.055224508033
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
471000.00000000
PA
USD
334819.97000000
0.045360836475
Long
DBT
CORP
CH
N
2
N/A
Variable
5.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446RAW9
71000.00000000
PA
USD
55937.55000000
0.007578323534
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
533000.00000000
PA
USD
531614.30000000
0.072022195480
Long
DBT
CORP
US
N
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEJ0
716000.00000000
PA
USD
702987.54000000
0.095239548722
Long
DBT
CORP
US
N
2
2025-01-24
Floating
3.68554000
N
N
N
N
N
Interconexion Electrica S.A. E.S.P.
5493007GMWK7ZHVQ5362
Interconexion Electrica S.A. E.S.P.
45853NAA0
439000.00000000
PA
USD
335020.66000000
0.045388025613
Long
DBT
CORP
CO
N
2
2033-11-26
Fixed
3.82500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
2942000.00000000
PA
USD
2562400.45000000
0.347149627296
Long
DBT
CORP
CH
N
2
2033-08-12
Variable
6.53700000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B
92939HBB0
307000.00000000
PA
USD
291228.95000000
0.039455199693
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Variable
4.38962200
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
1529000.00000000
PA
USD
1502491.50000000
0.203554976834
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
17327CAP8
543000.00000000
PA
USD
526631.83000000
0.071347178973
Long
DBT
CORP
US
N
2
2026-01-25
Floating
3.75385800
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BJ3
1486000.00000000
PA
USD
1491487.10000000
0.202064119557
Long
DBT
CORP
US
N
2
2033-10-28
Variable
6.03700000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612KAA0
765000.00000000
PA
USD
736623.14000000
0.099796442241
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2
25755TAL4
1945000.00000000
PA
USD
1626540.68000000
0.220360947424
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
3250000.00000000
PA
USD
2452515.00000000
0.332262534604
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKU2
489000.00000000
PA
USD
458302.98000000
0.062090103323
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.30000000
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2019-R06, Class 2M2
20754JAB0
5438.15000000
PA
USD
5423.62000000
0.000734782754
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Floating
5.68557000
N
N
N
N
N
N
Stewart Information Services Corp.
529900TV1XI0PLKENU10
Stewart Information Services Corp.
86038AAA0
623000.00000000
PA
USD
468610.05000000
0.063486487525
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABK2
73000.00000000
PA
USD
72266.37000000
0.009790524120
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
5.87500000
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAD1
69000.00000000
PA
USD
50343.88000000
0.006820502696
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DB3
1839000.00000000
PA
USD
1691144.40000000
0.229113348838
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International Inc.
438516CK0
3287000.00000000
PA
USD
3251836.86000000
0.440553292119
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
Entegris Escrow Corp.
N/A
Entegris Escrow Corp.
29365BAB9
855000.00000000
PA
USD
783152.21000000
0.106100121008
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FL7
496000.00000000
PA
USD
467019.77000000
0.063271039113
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
VEON Holdings B.V.
5493000XDKGUH5NQGE22
VEON Holdings B.V.
91823N2A0
556000.00000000
PA
USD
297460.00000000
0.040299371683
Long
DBT
CORP
NL
N
2
2027-11-25
Fixed
3.37500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKH1
1194000.00000000
PA
USD
1142695.77000000
0.154810467141
Long
DBT
CORP
US
N
2
2028-02-04
Floating
3.68680300
N
N
N
N
N
N
American Homes 4 Rent, L.P.
549300N4PXZ37U8QKI55
American Homes 4 Rent, L.P.
02666TAC1
86000.00000000
PA
USD
63454.01000000
0.008596640670
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466LAL8
646000.00000000
PA
USD
415016.43000000
0.056225715616
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BP8
1021000.00000000
PA
USD
998446.69000000
0.135267848672
Long
DBT
CORP
US
N
2
2032-10-13
Fixed
5.62500000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BS0
550000.00000000
PA
USD
560184.39000000
0.075892822375
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
6.25000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833EG1
556000.00000000
PA
USD
328839.58000000
0.044550623473
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
CIFC Funding Ltd.
549300Y56VCWZJQV2Z14
CIFC Funding Ltd., Series 2014-5A, Class A1R2
12550AAT3
1281000.00000000
PA
USD
1253821.02000000
0.169865525815
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
5.27914000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2021-NQM2, Class A2
10569EAB7
1605011.69000000
PA
USD
1514781.14000000
0.205219956227
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
1.28000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes Future
N/A
-6.00000000
NC
USD
499.95000000
0.000067732370
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-30
640062.45000000
USD
499.95000000
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137B1BT8
575927.59000000
PA
USD
5.76000000
0.000000780354
Long
ABS-APCP
USGSE
US
N
2
2022-11-25
Variable
0.87686800
N
N
N
N
N
N
Delaware Life Global Funding
N/A
Delaware Life Global Funding, Series 21-1
246114AA0
4125000.00000000
PA
USD
3616934.93000000
0.490016153760
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
2.66200000
N
N
N
N
N
N
Covanta Holding Corp.
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22303XAA3
1212000.00000000
PA
USD
1034872.26000000
0.140202722551
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAG7
451000.00000000
PA
USD
344650.03000000
0.046692596179
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
1190000.00000000
PA
USD
1076206.25000000
0.145802580772
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AY1
570000.00000000
PA
USD
401727.05000000
0.054425293159
Long
DBT
CORP
US
N
2
2052-02-25
Fixed
3.75000000
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AX1
885000.00000000
PA
USD
844972.32000000
0.114475403703
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
4.06141000
N
N
N
N
N
N
ZoomInfo Technologies LLC/ZoomInfo Finance Corp.
N/A
ZoomInfo Technologies LLC/ZoomInfo Finance Corp.
98981BAA0
1819000.00000000
PA
USD
1524156.14000000
0.206490065181
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2021-3, Class A1
03465EAA9
1358144.52000000
PA
USD
1041077.26000000
0.141043365331
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.06800000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
2112000.00000000
PA
USD
1935120.00000000
0.262166745550
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623CAE9
379000.00000000
PA
USD
260630.09000000
0.035309718512
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448FM5
411000.00000000
PA
USD
380644.01000000
0.051568998984
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc.
024747AG2
884000.00000000
PA
USD
727231.44000000
0.098524070800
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
2664000.00000000
PA
USD
2290623.75000000
0.310329785138
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DG2
1465000.00000000
PA
USD
1344767.16000000
0.182186753204
Long
DBT
CORP
US
N
2
2030-07-28
Variable
4.77200000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MV0
1432000.00000000
PA
USD
1179252.00000000
0.159763042614
Long
DBT
CORP
US
N
2
N/A
Variable
3.87500000
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAT4
1031000.00000000
PA
USD
981661.54000000
0.132993825278
Long
DBT
CORP
SE
N
2
2027-09-20
Fixed
5.33700000
N
N
N
N
N
N
Logan Group Co. Ltd.
549300NJ0E6Q0S1VOG90
Logan Group Co. Ltd.
N/A
725000.00000000
PA
USD
59128.30000000
0.008010600883
Long
DBT
CORP
KY
N
2
2025-07-12
Fixed
4.25000000
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296AA1
344000.00000000
PA
USD
332266.77000000
0.045014933309
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.37500000
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class A
58403YAD8
1360000.00000000
PA
USD
1297907.02000000
0.175838221640
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.36300000
N
N
N
N
N
N
Grand Canyon University
N/A
Grand Canyon University
38528UAB2
1235000.00000000
PA
USD
1219562.50000000
0.165224240161
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.25000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJJ0
1888000.00000000
PA
USD
1881498.22000000
0.254902158572
Long
DBT
CORP
US
N
2
2033-10-21
Variable
5.85000000
N
N
N
N
N
N
SA Global Sukuk Ltd.
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd.
78397PAB7
541000.00000000
PA
USD
474324.46000000
0.064260666012
Long
DBT
CORP
KY
N
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
STAR Trust
N/A
STAR Trust, Series 2021-SFR1, Class D
85521DAG7
1665000.00000000
PA
USD
1576192.56000000
0.213539870300
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Floating
4.71300000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZL1
494000.00000000
PA
USD
471640.24000000
0.063897012480
Long
DBT
CORP
US
N
2
2028-02-24
Floating
3.90792100
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BE4
1602000.00000000
PA
USD
1417691.33000000
0.192066394942
Long
DBT
CORP
US
N
2
2033-06-06
Variable
4.62600000
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-5, Class A1
03464WAA0
343851.77000000
PA
USD
302035.54000000
0.040919258011
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.37300000
N
N
N
N
N
N
Kinetik Holdings L.P.
549300RD6AJIMYC0HY12
Kinetik Holdings L.P.
49461MAA8
859000.00000000
PA
USD
809143.64000000
0.109621395459
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.87500000
N
N
N
N
N
N
Gray Oak Pipeline, LLC
N/A
Gray Oak Pipeline, LLC
38937LAC5
194000.00000000
PA
USD
174420.86000000
0.023630239583
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2019-R03, Class 1M2
20753MAF5
14977.45000000
PA
USD
14941.35000000
0.002024228525
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
5.73557000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-1, Class A1B
92537QAD3
1130925.97000000
PA
USD
879631.62000000
0.119170986346
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.31500000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAA3
742000.00000000
PA
USD
627055.78000000
0.084952443838
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACT0
1317000.00000000
PA
USD
853585.80000000
0.115642343231
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
Avis Budget Car Rental, LLC
N/A
Avis Budget Car Rental, LLC
053773BG1
1225000.00000000
PA
USD
1078282.98000000
0.146083932597
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
CrowdStrike Holdings, Inc.
549300YBY08K9KM4HX32
CrowdStrike Holdings, Inc.
22788CAA3
1409000.00000000
PA
USD
1191151.85000000
0.161375213925
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond Future
N/A
317.00000000
NC
USD
-3912355.44000000
-0.53003921882
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-20
42110855.44000000
USD
-3912355.44000000
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJB7
1665000.00000000
PA
USD
1220817.63000000
0.165394283025
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Arcos Dorados B.V.
549300T91OYP6I7P8G39
Arcos Dorados B.V.
03965TAB9
1565000.00000000
PA
USD
1442037.95000000
0.195364833349
Long
DBT
CORP
NL
N
2
2029-05-27
Fixed
6.12500000
N
N
N
N
N
N
Enel Finance International N.V.
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GBA5
692000.00000000
PA
USD
693464.67000000
0.093949406593
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
Transjamaican Highway Ltd.
254900AWJ3QIGYQ04W45
Transjamaican Highway Ltd.
893727AA5
373341.68000000
PA
USD
296993.31000000
0.040236145320
Long
DBT
CORP
JM
N
2
2036-10-10
Fixed
5.75000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
349000.00000000
PA
USD
299970.74000000
0.040639522441
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Octagon Investment Partners 31 LLC
5493003JSU68UU09PZ63
Octagon Investment Partners 31 LLC, Series 2017-1A, Class AR
67575XAN1
4000000.00000000
PA
USD
3915204.00000000
0.530425136862
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.29257000
N
N
N
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503MAD0
1596000.00000000
PA
USD
1295271.66000000
0.175481187577
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFU0
2289900.00000000
PA
USD
2277377.11000000
0.308535153023
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
STAR Trust
N/A
STAR Trust, Series 2021-SFR1, Class B
85521DAC6
475000.00000000
PA
USD
450719.28000000
0.061062676626
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Floating
4.16300000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-1, Class A1
85573AAA3
16050.93000000
PA
USD
15917.61000000
0.002156490559
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAN3
1614000.00000000
PA
USD
1180103.68000000
0.159878426763
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc.
72014TAE9
2000000.00000000
PA
USD
1148828.20000000
0.155641278262
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
Store Master Funding I-VII
N/A
Store Master Funding I-VII, Series 2016-1A, Class A2
86212VAB0
446915.89000000
PA
USD
412210.23000000
0.055845536443
Long
ABS-O
CORP
US
N
2
2046-10-20
Fixed
4.32000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BY4
811000.00000000
PA
USD
822318.12000000
0.111406251461
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
5.90000000
N
N
N
N
N
N
Minerva Luxembourg S.A.
222100NM3G3RCPGZ2Z17
Minerva Luxembourg S.A.
603374AF6
2418000.00000000
PA
USD
1840557.08000000
0.249355522997
Long
DBT
CORP
LU
N
2
2031-03-18
Fixed
4.37500000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1
85573EAA5
676875.85000000
PA
USD
623877.22000000
0.084521817970
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.02700000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1
10569EAA9
488745.32000000
PA
USD
460747.89000000
0.062421335545
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
0.97000000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2019-NQM3, Class A1
36167VAA2
326208.81000000
PA
USD
303472.58000000
0.041113945730
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.68600000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2020-1, Class A1
31574PAA3
39915.80000000
PA
USD
38580.62000000
0.005226836365
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.00600000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBX7
1011000.00000000
PA
USD
701027.40000000
0.094973992310
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
5.12500000
N
N
N
N
N
N
Blackstone Holdings Finance Co. L.L.C.
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. L.L.C.
09261BAK6
2920000.00000000
PA
USD
2914977.60000000
0.394916176125
Long
DBT
CORP
US
N
2
2033-04-22
Fixed
6.20000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B14, Class C
08162YAJ1
930000.00000000
PA
USD
724660.28000000
0.098175734443
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
3.77396800
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDL2
95000.00000000
PA
USD
56344.18000000
0.007633413070
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Pershing Square Holdings, Ltd.
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings, Ltd.
71531QAD3
1000000.00000000
PA
USD
766605.00000000
0.103858333319
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790RAB0
270000.00000000
PA
USD
261316.80000000
0.035402752807
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
882000.00000000
PA
USD
627763.50000000
0.085048324533
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAM5
741000.00000000
PA
USD
638915.00000000
0.086559110666
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.05000000
N
N
N
N
N
HP Communities LLC
N/A
HP Communities LLC
44329HAJ3
150000.00000000
PA
USD
139336.81000000
0.018877112537
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
5.78000000
N
N
N
N
N
N
Penn Mutual Life Insurance Co. (The)
BIYXEJSLUQ3IWFUXX074
Penn Mutual Life Insurance Co. (The)
707567AE3
114000.00000000
PA
USD
68556.04000000
0.009287854962
Long
DBT
CORP
US
N
2
2061-04-29
Fixed
3.80000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust
11043XAA1
198771.40000000
PA
USD
166191.87000000
0.022515390102
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8D7
2203000.00000000
PA
USD
1877985.70000000
0.254426288374
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABU8
700000.00000000
PA
USD
632744.00000000
0.085723074148
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAS2
1767000.00000000
PA
USD
1228856.99000000
0.166483441758
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
Boardwalk Pipelines, L.P.
549300W6AQ2GHHCGL606
Boardwalk Pipelines, L.P.
096630AJ7
1319000.00000000
PA
USD
1046167.58000000
0.141732993173
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZJ6
1004000.00000000
PA
USD
987180.48000000
0.133741521824
Long
DBT
CORP
US
N
2
2025-01-24
Floating
3.75934000
N
N
N
N
N
N
Agile Group Holdings Ltd.
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
BQ5553418
874000.00000000
PA
USD
185396.90000000
0.025117254696
Long
DBT
CORP
KY
N
2
2025-04-21
Fixed
5.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
756000.00000000
PA
USD
644029.82000000
0.087252057726
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
2174000.00000000
PA
USD
2149352.71000000
0.291190626431
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC
USD
XXXX
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAR2
99000.00000000
PA
USD
96787.89000000
0.013112657680
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBS3
889000.00000000
PA
USD
836161.80000000
0.113281769533
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.30000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0526B3
30000000.00000000
PA
USD
29568750.00000000
4.005923641683
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432PA7
789000.00000000
PA
USD
799720.36000000
0.108344745613
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.80000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAB7
105000.00000000
PA
USD
101951.93000000
0.013812272980
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
State of Illinois, Series 2010, GO Bonds
452152GF2
200000.00000000
PA
USD
206676.06000000
0.028000118872
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series B
02376LAA3
2341000.00000000
PA
USD
1836378.25000000
0.248789382261
Long
DBT
CORP
US
N
2
2030-07-11
Fixed
3.95000000
N
N
N
N
N
N
Mercury Chile Holdco LLC
N/A
Mercury Chile Holdco LLC
58937CAA7
5000000.00000000
PA
USD
4132750.00000000
0.559897896602
Long
DBT
CORP
US
N
2
2027-01-24
Fixed
6.50000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO 1 Ltd.
N/A
GoldenTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A
38138JAC7
4000000.00000000
PA
USD
3866660.00000000
0.523848478828
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
5.31257000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc., Series U
172967MG3
1196000.00000000
PA
USD
1067071.20000000
0.144564979833
Long
DBT
CORP
US
N
2
N/A
Variable
5.00000000
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc., Series B
29452EAA9
269000.00000000
PA
USD
250842.50000000
0.033983712571
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class B
30227FAE0
678453.61000000
PA
USD
645140.18000000
0.087402487398
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
4.79300000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDW3
805000.00000000
PA
USD
761190.18000000
0.103124742773
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp.
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp.
015857AH8
10000000.00000000
PA
USD
8003150.00000000
1.084253064229
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.75000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
28368EAD8
601000.00000000
PA
USD
650487.05000000
0.088126872194
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
7.80000000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RBS6
350000.00000000
PA
USD
401701.79000000
0.054421870977
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DJ6
1264000.00000000
PA
USD
1269916.38000000
0.172046097640
Long
DBT
CORP
US
N
2
2028-10-27
Variable
6.36100000
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDC7
832000.00000000
PA
USD
741395.00000000
0.100442925667
Long
DBT
CORP
US
N
2
2033-04-26
Variable
4.58600000
N
N
N
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043AU3
937000.00000000
PA
USD
745120.16000000
0.100947603968
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC, Series 2021-1A, Class A
42806MAA7
394000.00000000
PA
USD
358269.68000000
0.048537763050
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
Spirit Realty, L.P.
549300GTBVIBJRX5BW73
Spirit Realty, L.P.
84861TAJ7
114000.00000000
PA
USD
80636.48000000
0.010924492297
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.70000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAC6
796000.00000000
PA
USD
712615.02000000
0.096543863235
Long
DBT
CORP
US
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
INVESCO PRIVATE GOVERNMENT FUND
N/A
INVESCO PRIVATE GOVERNMENT FUND
N/A
23693081.10000000
NS
USD
23693081.10000000
3.209898075597
Long
STIV
PF
US
N
2
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-R1, Class A1
92538BAA1
983951.03000000
PA
USD
894972.34000000
0.121249320835
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2020-1, Class A1
76119CAA9
67433.25000000
PA
USD
63813.23000000
0.008645307181
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Energy Transfer L.P.
MTLVN9N7JE8MIBIJ1H73
Energy Transfer L.P.
29278NAN3
741000.00000000
PA
USD
721494.44000000
0.097746831859
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
PT Freeport Indonesia
69377FAA4
476000.00000000
PA
USD
430066.00000000
0.058264605601
Long
DBT
CORP
ID
N
2
2027-04-14
Fixed
4.76300000
N
N
N
N
N
Mattamy Group Corp.
5493008TNY7A82WCXU31
Mattamy Group Corp.
57701RAJ1
315000.00000000
PA
USD
269633.70000000
0.036529512185
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI Inc.
55354GAL4
283000.00000000
PA
USD
238972.28000000
0.032375555482
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series C
25746UDG1
83000.00000000
PA
USD
71256.69000000
0.009653734401
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
VICI Properties L.P.
254900X4QE7SGKQLLN38
VICI Properties L.P.
925650AD5
681000.00000000
PA
USD
604932.30000000
0.081955192633
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
CIFC Funding Ltd.
54930076OPDXR0U68E20
CIFC Funding Ltd., Series 2016-1A, Class ARR
17180TBA9
957000.00000000
PA
USD
923319.34000000
0.125089723878
Long
ABS-CBDO
CORP
KY
N
2
2031-10-21
Floating
5.35757000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co., Series B
927804GH1
576000.00000000
PA
USD
540475.75000000
0.073222729560
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.75000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAB3
470000.00000000
PA
USD
429977.22000000
0.058252577839
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series V
38141GYU2
746000.00000000
PA
USD
586542.50000000
0.079463774004
Long
DBT
CORP
US
N
2
N/A
Variable
4.12500000
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B
61765TAL7
1032000.00000000
PA
USD
963489.24000000
0.130531873177
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
4.52648000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1
64831MAA0
1579317.14000000
PA
USD
1347022.02000000
0.182492237777
Long
ABS-MBS
CORP
US
N
2
2062-03-27
Variable
3.07900000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BZ6
765000.00000000
PA
USD
746097.74000000
0.101080044833
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.12500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788NAA8
2472000.00000000
PA
USD
2202667.64000000
0.298413641897
Long
DBT
CORP
US
N
2
2033-07-28
Variable
4.91600000
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1
64828EAA3
174584.38000000
PA
USD
158020.81000000
0.021408388878
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PEH1
2295000.00000000
PA
USD
2134868.10000000
0.289228276260
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.00000000
N
N
N
N
N
N
M.D.C. Holdings, Inc.
5299005FV4VNV75R8R35
M.D.C. Holdings, Inc.
552676AT5
452000.00000000
PA
USD
347633.17000000
0.047096746880
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.85000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B15, Class B
08160KAJ3
2000000.00000000
PA
USD
1603470.20000000
0.217235398280
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.56400000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart Inc.
931142EY5
1406000.00000000
PA
USD
1330476.49000000
0.180250677691
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.15000000
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CL6
1079000.00000000
PA
USD
1025857.56000000
0.138981426424
Long
DBT
CORP
JP
N
2
2028-07-20
Variable
5.01700000
N
N
N
N
N
N
WEC Energy Group Inc.
549300IGLYTZUK3PVP70
WEC Energy Group Inc.
92939UAJ5
1018000.00000000
PA
USD
1003852.32000000
0.136000194172
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
17136MAC6
664000.00000000
PA
USD
662771.60000000
0.089791162003
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.60000000
N
N
N
N
N
N
Enel Finance International N.V.
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GAZ1
1072000.00000000
PA
USD
1076745.85000000
0.145875684856
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
Texas (State of) Transportation Commission (Central Texas Turnpike System)
N/A
Texas (State of) Transportation Commission (Central Texas Turnpike System), Series 2020 C, Ref. RB
88283KBL1
580000.00000000
PA
USD
369044.78000000
0.049997555156
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
Enel Finance International N.V.
0YQH6LCEF474UTUV4B96
Enel Finance International N.V.
29278GBB3
828000.00000000
PA
USD
791819.20000000
0.107274309979
Long
DBT
CORP
NL
N
2
2052-10-14
Fixed
7.75000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
91000.00000000
PA
USD
61870.79000000
0.008382148734
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21700000
N
N
N
N
N
N
Greentown China Holdings Ltd.
529900BLBC6YDNWS8530
Greentown China Holdings Ltd.
BM0544734
962000.00000000
PA
USD
443001.00000000
0.060017017262
Long
DBT
CORP
KY
N
2
2025-04-29
Fixed
4.70000000
N
N
N
N
N
N
Adani Green Energy Ltd.
335800ZBBU81OH211H17
Adani Green Energy Ltd.
00653XAA5
1198000.00000000
PA
USD
904490.00000000
0.122538757122
Long
DBT
CORP
IN
N
2
2024-09-08
Fixed
4.37500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class C
46652JBC5
2908000.00000000
PA
USD
2200264.05000000
0.298088007637
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Variable
3.72382900
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
858000.00000000
PA
USD
827199.02000000
0.112067507439
Long
DBT
CORP
FI
N
2
2027-09-22
Fixed
5.37500000
N
N
N
N
N
N
FMG Resources (August 2006) Pty Ltd.
549300EFD6S2NFE9D745
FMG Resources (August 2006) Pty Ltd.
30251GBC0
746000.00000000
PA
USD
590541.06000000
0.080005492069
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
STAR Trust
N/A
STAR Trust, Series 2021-SFR1, Class C
85521DAE2
1125000.00000000
PA
USD
1071187.09000000
0.145122593565
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Floating
4.46300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J5PG8
217150.65000000
PA
USD
196200.27000000
0.026580876773
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Global Atlantic (Fin) Co.
N/A
Global Atlantic (Fin) Co.
37959GAC1
1648000.00000000
PA
USD
1218556.33000000
0.165087925971
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2022-NQM2, Class A1A
67448DAL4
1567588.55000000
PA
USD
1389487.45000000
0.188245381552
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
2.78300000
N
N
N
N
N
N
MGM China Holdings Ltd.
529900VZFN87OS7WJM66
MGM China Holdings Ltd.
55300RAA9
218000.00000000
PA
USD
188068.60000000
0.025479212039
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.37500000
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054AH2
668000.00000000
PA
USD
575042.46000000
0.077905768268
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
Trust Fibra Uno
N/A
Trust Fibra Uno
898339AB2
385000.00000000
PA
USD
255988.43000000
0.034680874360
Long
DBT
CORP
MX
N
2
2050-01-15
Fixed
6.39000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VES9
112000.00000000
PA
USD
101510.09000000
0.013752413253
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
668000.00000000
PA
USD
666312.26000000
0.090270844559
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKL2
411000.00000000
PA
USD
329480.76000000
0.044637489442
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.84600000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAW4
646000.00000000
PA
USD
593934.66000000
0.080465251189
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
81618TAC4
188000.00000000
PA
USD
156358.58000000
0.021183192803
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co. Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co. Inc.
432833AN1
486000.00000000
PA
USD
386515.80000000
0.052364499043
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2019-B14, Class A5
08162YAE2
2000000.00000000
PA
USD
1691615.20000000
0.229177132016
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Fixed
3.04860000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC, Series 2021-1A, Class A2II
83546DAQ1
1859633.42000000
PA
USD
1300419.71000000
0.176178636580
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.63600000
N
N
N
N
N
N
Federation des caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des caisses Desjardins du Quebec
31429KAH6
2501000.00000000
PA
USD
2339009.78000000
0.316885041668
Long
DBT
CORP
CA
N
2
2027-08-23
Fixed
4.55000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAF8
1870000.00000000
PA
USD
1570897.61000000
0.212822519537
Long
DBT
CORP
GB
N
2
2081-11-23
Variable
4.25000000
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89117F8Z5
1740000.00000000
PA
USD
1765143.00000000
0.239138552514
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.12500000
N
N
N
N
N
N
Nissan Motor Acceptance Co. LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co. LLC
65480CAC9
572000.00000000
PA
USD
449074.71000000
0.060839873098
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
MHP Commercial Mortgage Trust
N/A
MHP Commercial Mortgage Trust, Series 2021-STOR, Class A
55293BAB1
815000.00000000
PA
USD
774138.51000000
0.104878960360
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
4.11200000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NY7
627000.00000000
PA
USD
502944.40000000
0.068138046498
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKW8
1125000.00000000
PA
USD
1073294.85000000
0.145408149283
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.94800000
N
N
N
N
N
Match Group Holdings II, LLC
5493003RFFE030RC9167
Match Group Holdings II, LLC
57665RAJ5
321000.00000000
PA
USD
284931.33000000
0.038602008914
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.62500000
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2G9
562000.00000000
PA
USD
483616.01000000
0.065519469303
Long
DBT
CORP
US
N
2
2027-01-06
Fixed
2.25000000
N
N
N
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd.
04686JAE1
668000.00000000
PA
USD
389382.92000000
0.052752931554
Long
DBT
CORP
BM
N
2
2052-05-15
Fixed
3.45000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AV3
1075000.00000000
PA
USD
1072151.25000000
0.145253216312
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.75000000
N
N
N
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
PT Freeport Indonesia
69377FAC0
633000.00000000
PA
USD
478611.30000000
0.064841439758
Long
DBT
CORP
ID
N
2
2052-04-14
Fixed
6.20000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The), Series U
693475BD6
1371000.00000000
PA
USD
1275030.00000000
0.172738882125
Long
DBT
CORP
US
N
2
N/A
Variable
6.00000000
N
N
N
N
N
El Paso Natural Gas Co., L.L.C.
72Y8LZSMBPXBNCHM7925
El Paso Natural Gas Co., L.L.C.
283695BK9
359000.00000000
PA
USD
395868.05000000
0.053631525867
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust, Series 2013-GC14, Class B
36198FAP7
325000.00000000
PA
USD
314649.60000000
0.042628189270
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Variable
4.71936700
N
N
N
N
N
N
Vontier Corp.
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
272000.00000000
PA
USD
210727.92000000
0.028549057930
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
STAR Trust
N/A
STAR Trust, Series 2021-1, Class A1
85573GAA0
1098313.21000000
PA
USD
1015934.78000000
0.137637105173
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21900000
N
N
N
N
N
N
Agile Group Holdings Ltd.
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
BP4631803
425000.00000000
PA
USD
82426.87000000
0.011167051270
Long
DBT
CORP
KY
N
2
2026-05-17
Fixed
5.50000000
N
N
N
N
N
N
Allegiant Travel Co.
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748XAD4
191000.00000000
PA
USD
179859.36000000
0.024367038254
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class D
05609VAL9
8799000.00000000
PA
USD
8164136.31000000
1.106063213972
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
5.06214000
N
N
N
N
N
N
IHS Holding Ltd.
213800CLGMKL63VKTD94
IHS Holding Ltd.
44963HAA3
771000.00000000
PA
USD
588157.35000000
0.079682551118
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAE3
30000.00000000
PA
USD
25516.25000000
0.003456897877
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FDET5
1000000.00000000
PA
USD
883471.30000000
0.119691179621
Long
ABS-APCP
USGSE
US
N
2
2032-11-25
Fixed
3.45900000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641598S8
2115000.00000000
PA
USD
2127334.28000000
0.288207607220
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.62500000
N
N
N
N
N
N
Mitsubishi HC Capital Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc.
60682LAF9
894000.00000000
PA
USD
852544.76000000
0.115501304914
Long
DBT
CORP
JP
N
2
2025-04-13
Fixed
3.63700000
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
Mayo Clinic, Series 2021
578454AF7
524000.00000000
PA
USD
314239.91000000
0.042572685170
Long
DBT
CORP
US
N
2
2061-11-15
Fixed
3.19600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QBS82
898883.86000000
PA
USD
773668.42000000
0.104815273371
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
846000.00000000
PA
USD
645007.32000000
0.087384487753
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-LBA6, Class C
12433EAJ0
690000.00000000
PA
USD
644006.95000000
0.087248959337
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.97566000
N
N
N
N
N
N
Atlantic Marine Corps Communities LLC
N/A
Atlantic Marine Corps Communities LLC
048677AB4
93041.93000000
PA
USD
82139.74000000
0.011128151389
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
5.34300000
N
N
N
N
N
N
Trust Fibra Uno
N/A
Trust Fibra Uno
898339AA4
1080000.00000000
PA
USD
815362.09000000
0.110463860422
Long
DBT
CORP
MX
N
2
2030-01-15
Fixed
4.86900000
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
687000.00000000
PA
USD
619392.33000000
0.083914212749
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Uber Technologies Inc.
549300B2FTG34FILDR98
Uber Technologies Inc.
90353TAK6
1800000.00000000
PA
USD
1549665.00000000
0.209945961874
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJG6
911000.00000000
PA
USD
830020.91000000
0.112449812266
Long
DBT
CORP
US
N
2
2033-07-22
Variable
4.96700000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DF4
734000.00000000
PA
USD
636852.19000000
0.086279644698
Long
DBT
CORP
US
N
2
2033-04-25
Variable
4.33700000
N
N
N
N
N
Pacific Beacon LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAC1
500000.00000000
PA
USD
470715.53000000
0.063771734352
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
5.50800000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DG1
1464000.00000000
PA
USD
1341200.90000000
0.181703602403
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
5.21000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust, Series 2019-L3, Class AS
61691UBH1
1580000.00000000
PA
USD
1339757.05000000
0.181507992076
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.49000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2022-1, Class A1
03464BAA6
2784897.46000000
PA
USD
2365299.19000000
0.320446685939
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.88100000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967NU1
761000.00000000
PA
USD
692400.47000000
0.093805230599
Long
DBT
CORP
US
N
2
2033-05-24
Variable
4.91000000
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBY0
364000.00000000
PA
USD
362251.04000000
0.049077150889
Long
DBT
CORP
US
N
2
2025-04-01
Floating
3.89432000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EN3
1699000.00000000
PA
USD
1516355.60000000
0.205433261373
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.80000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trust
N/A
Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1
12662EAA1
288125.12000000
PA
USD
243983.00000000
0.033054399251
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.17900000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
Los Angeles Department of Water & Power, Series 2010, RB
544495VY7
255000.00000000
PA
USD
285046.29000000
0.038617583498
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.57400000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust, Series 2021-8INV, Class A6
33852HAD4
1121798.69000000
PA
USD
957292.41000000
0.129692337255
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
Bermuda Government International Bond
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AJ3
1163000.00000000
PA
USD
1080468.36000000
0.146380004140
Long
DBT
NUSS
BM
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
M.D.C. Holdings, Inc.
5299005FV4VNV75R8R35
M.D.C. Holdings, Inc.
552676AV0
1524000.00000000
PA
USD
758580.92000000
0.102771244694
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2022-NQM2, Class A1
67448DAA8
2414756.58000000
PA
USD
2064289.68000000
0.279666432716
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
2.94204900
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3134A3ZU3
150000.00000000
PA
USD
109928.91000000
0.014892980578
Long
DBT
USGSE
US
N
2
2029-12-14
None
0.00000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The), Series V
693475BF1
1817000.00000000
PA
USD
1725604.90000000
0.233781998397
Long
DBT
CORP
US
N
2
N/A
Variable
6.20000000
N
N
N
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355LAM8
541000.00000000
PA
USD
445485.73000000
0.060353644230
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
833000.00000000
PA
USD
684502.51000000
0.092735228496
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
66000.00000000
PA
USD
57610.50000000
0.007804971936
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes Future
N/A
167.00000000
NC
USD
-726282.00000000
-0.09839544229
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-30
34858211.60000000
USD
-726282.00000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DB2
1907000.00000000
PA
USD
1865215.63000000
0.252696221147
Long
DBT
CORP
GB
N
2
2026-03-10
Floating
4.31460800
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
87256.62000000
PA
USD
81120.74000000
0.010990099013
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.15613000
N
N
N
N
N
N
SMBC Aviation Capital Finance DAC
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAG7
644000.00000000
PA
USD
534623.01000000
0.072429810362
Long
DBT
CORP
IE
N
2
2026-10-15
Fixed
1.90000000
N
N
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796W62
1138000.00000000
PA
USD
1136565.62000000
0.153979964911
Long
DBT
UST
US
N
2
2022-11-17
None
0.00000000
N
N
N
N
N
N
AdaptHealth, LLC
N/A
AdaptHealth, LLC
00653VAC5
334000.00000000
PA
USD
282198.06000000
0.038231710173
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
OCP CLO Ltd.
254900K70GBA8CMARX66
OCP CLO Ltd., Series 2020-8RA, Class A1
670898AC9
1730000.00000000
PA
USD
1686616.79000000
0.228499955984
Long
ABS-CBDO
CORP
KY
N
2
2032-01-17
Floating
5.29914000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBZ2
280000.00000000
PA
USD
205586.61000000
0.027852522051
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3
17329VBA6
1850307.76000000
PA
USD
1437136.07000000
0.194700735037
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Agree L.P.
549300DXY3G299V1BO77
Agree L.P.
008513AB9
139000.00000000
PA
USD
110843.52000000
0.015016890375
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
Targa Resources Corp.
87612KAC6
867000.00000000
PA
USD
771480.34000000
0.104518836038
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
6.25000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc.
82967NBM9
1568000.00000000
PA
USD
1239190.40000000
0.167883394458
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
UAE International Government Bond
98450060C643D82DF808
UAE International Government Bond
31424EAB8
1390000.00000000
PA
USD
918234.00000000
0.124400770719
Long
DBT
NUSS
AE
N
2
2061-10-19
Fixed
3.25000000
N
N
N
N
N
N
Onslow Bay Mortgage Loan Trust
N/A
Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1
67115DAA0
2019189.61000000
PA
USD
1575609.80000000
0.213460918973
Long
ABS-MBS
CORP
US
N
2
2061-10-25
Variable
1.95700000
N
N
N
N
N
N
Bidvest Group (UK) PLC (The)
984500A80C777F496830
Bidvest Group (UK) PLC (The)
88332EAA1
931000.00000000
PA
USD
789981.43000000
0.107025332045
Long
DBT
CORP
GB
N
2
2026-09-23
Fixed
3.62500000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2019-3, Class A1
76119NAA5
19219.67000000
PA
USD
18629.67000000
0.002523915806
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.63300000
N
N
N
N
N
N
Drax Finco PLC
5493000MW6H7G7JFNQ88
Drax Finco PLC
26151AAA7
200000.00000000
PA
USD
186273.00000000
0.025235947224
Long
DBT
CORP
GB
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0506B7
23000000.00000000
PA
USD
22162656.25000000
3.002558736313
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BW8
1332000.00000000
PA
USD
1335793.56000000
0.180971025234
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKD0
452000.00000000
PA
USD
340806.09000000
0.046171825767
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CT7
743000.00000000
PA
USD
666050.83000000
0.090235426470
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
Bear Stearns Asset Backed Securities I Trust
N/A
Bear Stearns Asset Backed Securities I Trust, Series 2006-HE9, Class 2A
07389MAD9
147070.79000000
PA
USD
141603.68000000
0.019184224204
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.72557000
N
N
N
N
N
N
Western and Southern Life Insurance Co. (The)
IN763J7JWIZ46OJ1T526
Western and Southern Life Insurance Co. (The)
95765PAE9
102000.00000000
PA
USD
65063.86000000
0.008814740392
Long
DBT
CORP
US
N
2
2061-04-28
Fixed
3.75000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc.
36168QAM6
509000.00000000
PA
USD
435296.80000000
0.058973265432
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class C
53218CAE0
491485.08000000
PA
USD
462376.48000000
0.062641974131
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.51200000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDU7
495000.00000000
PA
USD
467975.73000000
0.063400550937
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
Sun Communities Operating L.P.
549300PUNBPJCGT6X741
Sun Communities Operating L.P.
866677AE7
107000.00000000
PA
USD
78800.51000000
0.010675758223
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae Principal STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Principal STRIPS
31358DDR2
850000.00000000
PA
USD
606285.74000000
0.082138554368
Long
DBT
CORP
US
N
2
2030-05-15
None
0.00000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BP7
56000.00000000
PA
USD
51990.91000000
0.007043639501
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
Delta Air Lines Inc / SkyMiles IP Ltd.
2549008L7P4I8VB90936
Delta Air Lines Inc / SkyMiles IP Ltd.
830867AA5
768350.00000000
PA
USD
748859.38000000
0.101454187094
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
PPM CLO 3 Ltd.
549300UEAJV6RALDS969
PPM CLO 3 Ltd., Series 2019-3A, Class AR
69355EAL9
250000.00000000
PA
USD
238046.25000000
0.032250098522
Long
ABS-CBDO
CORP
KY
N
2
2034-04-17
Floating
5.16914000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
United States Treasury Bills
912796YK9
654000.00000000
PA
USD
644273.52000000
0.087285073784
Long
DBT
UST
US
N
2
2023-03-09
None
0.00000000
N
N
N
N
N
N
MFA Trust
N/A
MFA Trust, Series 2021-AEI1, Class A3
55284FAC1
1358050.20000000
PA
USD
1054799.08000000
0.142902374019
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PEP3
1534000.00000000
PA
USD
1537680.57000000
0.208322331810
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25000000
N
N
N
N
N
Fannie Mae Principal STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Principal STRIPS
31358DDC5
450000.00000000
PA
USD
333157.38000000
0.045135591627
Long
DBT
USGSE
US
N
2
2029-05-15
None
0.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CX5
737000.00000000
PA
USD
666664.91000000
0.090318620978
Long
DBT
CORP
US
N
2
2033-05-26
Variable
4.98900000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXW9
777000.00000000
PA
USD
767526.11000000
0.103983123725
Long
DBT
CORP
US
N
2
2024-03-08
Floating
3.49207400
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZU1
1029000.00000000
PA
USD
956245.16000000
0.129550457617
Long
DBT
CORP
US
N
2
2028-08-23
Variable
4.48200000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
1645000.00000000
PA
USD
1267402.55000000
0.171705528254
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1
20753XAA2
2464194.86000000
PA
USD
2431998.43000000
0.329482984815
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
5.09682000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKK4
580000.00000000
PA
USD
447927.90000000
0.060684505242
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKQ1
1153000.00000000
PA
USD
1022438.55000000
0.138518224801
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.57100000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAG7
890000.00000000
PA
USD
823613.02000000
0.111581682296
Long
DBT
CORP
US
N
2
2028-06-06
Variable
4.12300000
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PES7
1121000.00000000
PA
USD
1142778.31000000
0.154821649519
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
1102000.00000000
PA
USD
1003280.18000000
0.135922681624
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BT5
537000.00000000
PA
USD
427516.75000000
0.057919237574
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
4.30000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
492000.00000000
PA
USD
303251.02000000
0.041083929161
Long
DBT
CORP
CH
N
2
N/A
Variable
5.10000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BY5
748000.00000000
PA
USD
586201.74000000
0.079417608423
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BQ8
108000.00000000
PA
USD
79770.65000000
0.010807191130
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAX2
886000.00000000
PA
USD
768796.82000000
0.104155277341
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-3, Class A1
03465LAA3
280767.99000000
PA
USD
253805.81000000
0.034385176738
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
Qatar Energy
74730DAD5
1070000.00000000
PA
USD
728873.30000000
0.098746507182
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
ZS2929843
100000.00000000
PA
92082.47000000
0.012475175432
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Daimler Trucks Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AM2
1708000.00000000
PA
USD
1544326.48000000
0.209222708322
Long
DBT
CORP
US
N
2
2027-04-07
Fixed
3.65000000
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
519000.00000000
PA
USD
433518.11000000
0.058732291556
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9999T07Y2
1400300.00000000
PA
USD
1386843.99000000
0.187887250116
Long
DBT
UST
US
N
2
2029-10-31
Fixed
0.00000000
N
N
N
N
N
N
MHP Commercial Mortgage Trust
N/A
MHP Commercial Mortgage Trust, Series 2021-STOR, Class B
55293BAD7
615000.00000000
PA
USD
581579.36000000
0.078791376292
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
4.31200000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust, Series 2021-SFR3, Class B
00180UAB1
4460000.00000000
PA
USD
3753006.60000000
0.508450910719
Long
ABS-MBS
CORP
US
N
2
2038-10-17
Fixed
1.72600000
N
N
N
N
N
N
Empresa de los Ferrocarriles del Estado
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AB1
976000.00000000
PA
USD
595643.00000000
0.080696694168
Long
DBT
CORP
CL
N
2
2061-09-14
Fixed
3.83000000
N
N
N
N
N
N
Corning Inc.
549300X2937PB0CJ7I56
Corning Inc.
219350BQ7
274000.00000000
PA
USD
219493.55000000
0.029736610480
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Prologis, L.P.
GL16H1DHB0QSHP25F723
Prologis, L.P.
74340XBT7
1992000.00000000
PA
USD
1846595.77000000
0.250173634383
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.62500000
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BW3
731000.00000000
PA
USD
653965.00000000
0.088598058907
Long
DBT
CORP
US
N
2
2032-06-22
Fixed
4.00000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
892000.00000000
PA
USD
724112.22000000
0.098101484213
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAK8
1463000.00000000
PA
USD
1464069.42000000
0.198349619197
Long
DBT
CORP
US
N
2
2033-10-28
Variable
6.12300000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2V4
625000.00000000
PA
USD
563183.11000000
0.076299083828
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS
3134A4CN2
350000.00000000
PA
USD
247273.30000000
0.033500163464
Long
DBT
USGSE
US
N
2
2030-09-15
None
0.00000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAF8
541000.00000000
PA
USD
446147.41000000
0.060443287504
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust, Series 2020-SFR1, Class A
74331CAA6
869157.05000000
PA
USD
786646.75000000
0.106573555306
Long
ABS-MBS
CORP
US
N
2
2037-04-17
Fixed
1.73200000
N
N
N
N
N
N
INVESCO PRIVATE PRIME FUND
N/A
INVESCO PRIVATE PRIME FUND
N/A
59702935.15000000
NS
USD
59702935.15000000
8.088451469719
Long
STIV
PF
US
N
2
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31334XD97
177814.02000000
PA
USD
164816.84000000
0.022329103391
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBN4
1790000.00000000
PA
USD
1686936.08000000
0.228543212847
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.37500000
N
N
N
N
N
N
Alfa Desarrollo S.p.A.
2549006BJAN34R520038
Alfa Desarrollo S.p.A.
01538TAA3
971445.79000000
PA
USD
622903.79000000
0.084389939339
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
973000.00000000
PA
USD
884256.71000000
0.119797585623
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
1692000.00000000
PA
USD
1520107.05000000
0.205941501398
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EL7
2729000.00000000
PA
USD
2574588.19000000
0.348800801451
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.00000000
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc., Series B
ZP9910362
500000.00000000
PA
442747.06000000
0.059982613906
Long
DBT
CORP
US
N
2
N/A
Variable
2.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2013-K29, Class X2A
30291JAQ6
22958452.09000000
PA
USD
3962.63000000
0.000536850330
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
0.12500000
N
N
N
N
N
N
OCP CLO Ltd.
254900M77QLN2EBJHE11
OCP CLO Ltd., Series 2017-13A, Class A1AR
67097LAH9
3000000.00000000
PA
USD
2930556.00000000
0.397026711094
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.03914000
N
N
N
N
N
N
Agile Group Holdings Ltd.
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
N/A
488000.00000000
PA
USD
96152.67000000
0.013026599161
Long
DBT
CORP
KY
N
2
2025-10-13
Fixed
6.05000000
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AW1
781000.00000000
PA
USD
775665.77000000
0.105085870930
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
631000.00000000
PA
USD
560801.25000000
0.075976393512
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
Life Mortgage Trust
N/A
Life Mortgage Trust, Series 2021-BMR, Class A
53218CAA8
1798835.38000000
PA
USD
1722106.60000000
0.233308054700
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.11200000
N
N
N
N
N
N
CCO Holdings, LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings, LLC/CCO Holdings Capital Corp.
1248EPCS0
1604000.00000000
PA
USD
1482104.02000000
0.200792915938
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137B5KX0
7520824.35000000
PA
USD
15932.11000000
0.002158454994
Long
ABS-APCP
USGSE
US
N
2
2023-08-25
Variable
0.31511600
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2022-NQM2, Class A1B
67448DAM2
1415000.00000000
PA
USD
1105202.31000000
0.149730917352
Long
ABS-MBS
CORP
US
N
2
2062-01-25
Variable
3.38400000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class D
17320DAU2
1650000.00000000
PA
USD
1571945.76000000
0.212964521105
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
4.40685800
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc., Series P
172967JM4
330000.00000000
PA
USD
299119.49000000
0.040524196548
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAQ2
578000.00000000
PA
USD
563081.82000000
0.076285361232
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BM4
10000.00000000
PA
USD
9726.12000000
0.001317678090
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.97500000
N
N
N
N
N
EQM Midstream Partners, L.P.
549300NELT611CL6XM83
EQM Midstream Partners, L.P.
26885BAN0
270000.00000000
PA
USD
262939.50000000
0.035622593426
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Twilio Inc.
5493004W8TRGD63APX93
Twilio Inc.
90138FAD4
714000.00000000
PA
USD
583470.09000000
0.079047529156
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.87500000
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818GC6
2000000.00000000
PA
USD
1795473.46000000
0.243247671322
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
4.95000000
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding, LLC, Series 2016-1A, Class A23
87342RAC8
142125.00000000
PA
USD
135196.26000000
0.018316157909
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
2411800.00000000
PA
USD
1862738.66000000
0.252360645491
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AS4
95000.00000000
PA
USD
73467.84000000
0.009953297219
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
IWUQB36BXD6OWD6X4T14
American Airlines Pass-Through Trust, Series A
02379KAA2
1577000.00000000
PA
USD
1231422.37000000
0.166830995049
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.87500000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TKJ3
1257000.00000000
PA
USD
1223744.07000000
0.165790752107
Long
DBT
CORP
US
N
2
2027-09-20
Fixed
4.55000000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-XL2, Class B
05609KAC3
732104.91000000
PA
USD
684343.92000000
0.092713742994
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
4.40970000
N
N
N
N
N
N
Banco Mercantil del Norte, S.A.
549300QTVYRPFHS0J362
Banco Mercantil del Norte, S.A.
05973KAB3
588000.00000000
PA
USD
441882.00000000
0.059865417058
Long
DBT
CORP
MX
N
2
N/A
Variable
6.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKC2
616000.00000000
PA
USD
440576.09000000
0.059688494606
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.48200000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
238000.00000000
PA
USD
217646.74000000
0.029486407822
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AU5
2240000.00000000
PA
USD
1720152.07000000
0.233043258321
Long
DBT
CORP
US
N
2
2062-02-15
Variable
3.87500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc., Series W
172967MU2
691000.00000000
PA
USD
584586.00000000
0.079198710733
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EM5
2039000.00000000
PA
USD
1832664.21000000
0.248286210479
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.62500000
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DL8
808000.00000000
PA
USD
799099.23000000
0.108260595984
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAY0
673000.00000000
PA
USD
601952.40000000
0.081551480881
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
5.20000000
N
N
N
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global Inc.
78409VAS3
79000.00000000
PA
USD
58771.37000000
0.007962244617
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752AW3
662000.00000000
PA
USD
659241.64000000
0.089312929063
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.50000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
1634000.00000000
PA
USD
1589347.99000000
0.215322145440
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CP1
519000.00000000
PA
USD
421367.54000000
0.057086153128
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-INV1, Class A1
92537TAA3
52103.52000000
PA
USD
50814.47000000
0.006884257424
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
0.32820000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138LKMB0
750000.00000000
PA
USD
645672.80000000
0.087474645844
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.08000000
N
N
N
N
N
N
Morocco Government International Bond
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
365000.00000000
PA
USD
217168.43000000
0.029421607202
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
Keybank NA
HUX2X73FUCYHUVH1BK78
Keybank NA
49327V2C7
1984000.00000000
PA
USD
1759432.19000000
0.238364861749
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.90000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series L, Conv. Pfd.
949746804
232.00000000
NS
USD
270402.96000000
0.036633730213
Long
EP
CORP
US
N
1
N
N
N
Petrofac Ltd.
2138004624W8CKCSJ177
Petrofac Ltd.
716473AE3
1052000.00000000
PA
USD
783482.26000000
0.106144835617
Long
DBT
CORP
JE
N
2
2026-11-15
Fixed
9.75000000
N
N
N
N
N
N
Textainer Marine Containers VII Ltd.
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd., Series 2021-2A, Class A
88315LAQ1
1416799.58000000
PA
USD
1186891.55000000
0.160798035772
Long
ABS-O
CORP
BM
N
2
2046-04-20
Fixed
2.23000000
N
N
N
N
N
N
MFA Trust
N/A
MFA Trust, Series 2021-AEI1, Class A4
55284FAF4
1645073.17000000
PA
USD
1412023.88000000
0.191298578516
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Trust, Series 2020-GC47, Class A5
36258RBA0
1530000.00000000
PA
USD
1223640.60000000
0.165776734169
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.37720000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1
64830VAA1
566399.55000000
PA
USD
503366.70000000
0.068195258980
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46413000
N
N
N
N
N
N
VICI Properties L.P.
254900X4QE7SGKQLLN38
VICI Properties L.P.
925650AC7
938000.00000000
PA
USD
849018.66000000
0.115023594921
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
085770AA3
497000.00000000
PA
USD
468077.09000000
0.063414283017
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833EP1
1713000.00000000
PA
USD
1510779.27000000
0.204677789729
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
Pershing Square Holdings, Ltd.
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings, Ltd.
BR6668783
2300000.00000000
PA
USD
1683163.00000000
0.228032042426
Long
DBT
CORP
GG
N
2
2031-10-01
Fixed
3.25000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
Sensata Technologies B.V.
81725WAK9
2179000.00000000
PA
USD
1838651.10000000
0.249097304089
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AX2
516000.00000000
PA
USD
416628.72000000
0.056444145905
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
AEP Texas Inc.
5493001L78U618KXNZ75
AEP Texas Inc.
00108WAP5
454000.00000000
PA
USD
413109.31000000
0.055967342262
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJT7
495000.00000000
PA
USD
382823.96000000
0.051864334879
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2022-NQM1, Class A1
67114VAA1
1865711.30000000
PA
USD
1493104.31000000
0.202283216400
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.30500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
679000.00000000
PA
USD
619529.18000000
0.083932752952
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
KKR CLO 30 Ltd.
549300NB16RGUJOZXI16
KKR CLO 30 Ltd., Series 30A, Class A1R
48250EAN5
5000000.00000000
PA
USD
4870255.00000000
0.659813811727
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
5.09914000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0426B4
9249000.00000000
PA
USD
8679969.70000000
1.175947438776
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109BJ2
97000.00000000
PA
USD
80408.09000000
0.010893550410
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trust
N/A
Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B
12660BAN1
1160000.00000000
PA
USD
927423.36000000
0.125645729483
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.34600000
N
N
N
N
N
N
EDP Finance B.V.
5299007L43AQDFOW5739
EDP Finance B.V.
26835PAJ9
486000.00000000
PA
USD
484367.27000000
0.065621248722
Long
DBT
CORP
NL
N
2
2027-10-11
Fixed
6.30000000
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAA7
342000.00000000
PA
USD
322411.85000000
0.043679805614
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
Prosus N.V.
74365PAG3
875000.00000000
PA
USD
720997.47000000
0.097679503214
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
VICI Properties L.P.
254900X4QE7SGKQLLN38
VICI Properties L.P.
925650AB9
938000.00000000
PA
USD
857455.16000000
0.116166557501
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric, LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric, LLC, Series AJ
15189XBA5
2021000.00000000
PA
USD
1774401.66000000
0.240392899924
Long
DBT
CORP
US
N
2
2052-10-01
Fixed
4.85000000
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 20-1
90931GAA7
359624.41000000
PA
USD
347429.15000000
0.047069106600
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust, Series 2019-OBP, Class A
68236JAA9
457000.00000000
PA
USD
365026.42000000
0.049453154621
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDS7
17000.00000000
PA
USD
10189.53000000
0.001380460084
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDA1
1377000.00000000
PA
USD
1281565.40000000
0.173624286932
Long
DBT
CORP
US
N
2
2028-04-26
Variable
4.32300000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0606B6
22000000.00000000
PA
USD
22113437.50000000
2.995890664304
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
IP Lending III Ltd.
N/A
IP Lending III Ltd.
44988UAA5
1474000.00000000
PA
USD
1313185.63000000
0.177908141572
Long
DBT
CORP
KY
N
3
2026-11-02
Fixed
3.37500000
N
N
N
N
N
N
Avis Budget Car Rental, LLC
N/A
Avis Budget Car Rental, LLC
053773BF3
550000.00000000
PA
USD
477534.53000000
0.064695560801
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
Huntington Bancshares Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares Inc.
446150BB9
794000.00000000
PA
USD
740169.53000000
0.100276901089
Long
DBT
CORP
US
N
2
2028-08-04
Variable
4.44300000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B77
2541000.00000000
PA
USD
2213846.25000000
0.299928100847
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4
07336GAD6
1805846.14000000
PA
USD
1397650.69000000
0.189351323335
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBK2
386000.00000000
PA
USD
362300.04000000
0.049083789325
Long
DBT
CORP
US
N
2
2030-07-26
Variable
4.59600000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAV6
742000.00000000
PA
USD
703548.82000000
0.095315589976
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
IP Lending VII Ltd.
N/A
IP Lending VII Ltd.
44989EAA0
2746000.00000000
PA
USD
2746000.00000000
0.372023380090
Long
DBT
CORP
BM
N
2
2027-10-11
Fixed
8.00000000
N
N
N
N
N
N
South32 Treasury Ltd.
213800HFGZMXST64GP53
South32 Treasury Ltd.
84055BAA1
779000.00000000
PA
USD
654194.03000000
0.088629087500
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.35000000
N
N
N
N
N
N
EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.
2549002TO75PYMY3VY07
EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.
29280LAA1
1450000.00000000
PA
USD
743045.25000000
0.100666498712
Long
DBT
CORP
ES
N
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
Energy Transfer L.P.
MTLVN9N7JE8MIBIJ1H73
Energy Transfer L.P.
29278NAE3
12000.00000000
PA
USD
10081.13000000
0.001365774238
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
American Homes 4 Rent, L.P.
549300N4PXZ37U8QKI55
American Homes 4 Rent, L.P.
02666TAE7
832000.00000000
PA
USD
670317.89000000
0.090813520456
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
Fannie Mae Principal STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Principal STRIPS
31358DDG6
1300000.00000000
PA
USD
957312.86000000
0.129695107786
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
Braskem Idesa S.A.P.I.
YH0V7ZHY352ITDGEYB83
Braskem Idesa S.A.P.I.
10554NAA6
289000.00000000
PA
USD
221800.28000000
0.030049122312
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DG7
380000.00000000
PA
USD
336331.08000000
0.045565559071
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
644000.00000000
PA
USD
435012.21000000
0.058934709666
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAW6
92000.00000000
PA
USD
91856.97000000
0.012444625078
Long
DBT
CORP
US
N
2
2024-07-23
Floating
5.21457000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AV0
1920000.00000000
PA
USD
1733997.24000000
0.234918978256
Long
DBT
CORP
CH
N
2
2028-08-11
Variable
6.44200000
N
N
N
N
N
OCP S.A.
213800D26TAPVTCVWG40
OCP S.A.
67091TAE5
508000.00000000
PA
USD
312722.77000000
0.042367145639
Long
DBT
CORP
MA
N
2
2051-06-23
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes Future
N/A
-419.00000000
NC
USD
1490922.63000000
0.201987646127
N/A
DIR
N/A
N
1
_x0009_BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-20
47829703.88000000
USD
1490922.63000000
N
N
N
China Government International Bond
300300CHN201808MOF68
China Government International Bond
60367QAD5
4821000.00000000
PA
USD
3060674.04000000
0.414654880450
Long
DBT
NUSS
CN
N
2
2051-10-26
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137B7N21
5512365.02000000
PA
USD
27193.60000000
0.003684142384
Long
ABS-APCP
USGSE
US
N
2
2023-10-25
Variable
0.76613000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAV3
1015000.00000000
PA
USD
906872.72000000
0.122861563949
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.80000000
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2022-1, Class A1
19688HAA9
1619256.10000000
PA
USD
1333131.77000000
0.180610410481
Long
ABS-MBS
CORP
US
N
2
2066-12-27
Variable
2.28400000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAD4
771000.00000000
PA
USD
622779.83000000
0.084373145451
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.12500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2D4
199000.00000000
PA
USD
181188.83000000
0.024547152575
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance
N/A
Mello Mortgage Capital Acceptance, Series 2021-INV3, Class A4
585491AF0
1169059.38000000
PA
USD
997622.55000000
0.135156195595
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320BK7
1328000.00000000
PA
USD
1212205.58000000
0.164227537231
Long
DBT
CORP
US
N
2
2052-09-01
Variable
6.00000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H0206B6
6645000.00000000
PA
USD
5460580.65000000
0.739790120419
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
2.00000000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank U.A.
74977RDN1
1221000.00000000
PA
USD
1088644.94000000
0.147487753203
Long
DBT
CORP
NL
N
2
2028-04-06
Variable
3.64900000
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CB9
674000.00000000
PA
USD
599860.00000000
0.081268006111
Long
DBT
CORP
US
N
2
N/A
Variable
5.00000000
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
464000.00000000
PA
USD
419892.69000000
0.056886342974
Long
DBT
CORP
US
N
2
2033-06-01
Variable
4.78900000
N
N
N
N
N
Zaxby's Funding LLC
N/A
Zaxby's Funding LLC, Series 2021-1A, Class A2
98920MAA0
4246250.00000000
PA
USD
3387559.31000000
0.458940737350
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Hilcorp Energy I, L.P.
549300ITPIHLG0LHEC09
Hilcorp Energy I, L.P.
431318AY0
432000.00000000
PA
USD
391777.88000000
0.053077396635
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
Spirit Realty, L.P.
549300GTBVIBJRX5BW73
Spirit Realty, L.P.
84861TAH1
128000.00000000
PA
USD
100777.48000000
0.013653160504
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAC3
1613000.00000000
PA
USD
1580483.65000000
0.214121219829
Long
DBT
CORP
FI
N
2
2025-09-22
Fixed
4.75000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
09659W2N3
854000.00000000
PA
USD
719281.31000000
0.097447000794
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZR8
1389000.00000000
PA
USD
1252477.58000000
0.169683518863
Long
DBT
CORP
US
N
2
2028-03-15
Variable
3.61500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137BFXU0
4136590.32000000
PA
USD
70470.95000000
0.009547283691
Long
ABS-APCP
USGSE
US
N
2
2024-12-25
Variable
1.02352500
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DZ2
100000.00000000
PA
USD
99173.36000000
0.013435837072
Long
DBT
USGA
US
N
2
2056-04-01
Fixed
5.37500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YCM9
1899000.00000000
PA
USD
1778579.38000000
0.240958890279
Long
DBT
CORP
JP
N
2
2033-09-13
Variable
5.66900000
N
N
N
N
N
OWL Rock Core Income Corp.
5493003I42XBWPE05N35
OWL Rock Core Income Corp.
69120VAF8
468000.00000000
PA
USD
411854.44000000
0.055797334622
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
225313AP0
1284000.00000000
PA
USD
925223.90000000
0.125347750407
Long
DBT
CORP
FR
N
2
N/A
Variable
4.75000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDP2
675000.00000000
PA
USD
623517.75000000
0.084473117589
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
CenterPoint Energy Houston Electric, LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric, LLC, Series ai.
15189XAZ1
2002000.00000000
PA
USD
1876732.82000000
0.254256550336
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
4.45000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BK7
1654000.00000000
PA
USD
1504604.20000000
0.203841201814
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
UAE International Government Bond
98450060C643D82DF808
UAE International Government Bond
31424EAA0
733000.00000000
PA
USD
583200.46000000
0.079011000145
Long
DBT
NUSS
AE
N
2
2031-10-19
Fixed
2.00000000
N
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AN2
592000.00000000
PA
USD
577662.60000000
0.078260740351
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
Wendy's Funding, LLC
5493009DRVSTWJOXUL48
Wendy's Funding, LLC, Series 2019-1A, Class A2II
95058XAH1
456250.00000000
PA
USD
396983.31000000
0.053782619383
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
4.08000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
81618TAE0
630000.00000000
PA
USD
572250.39000000
0.077527503403
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA3, Class M1
35564KUW7
1745196.76000000
PA
USD
1711468.91000000
0.231866878666
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
4.99682000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2021-6, Class A1
85573RAA6
2643006.11000000
PA
USD
2069115.13000000
0.280320176423
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.92000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138LKVW4
491491.47000000
PA
USD
437525.34000000
0.059275184217
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
2.82000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901BJ0
250000.00000000
PA
USD
195197.36000000
0.026445004243
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RLJ9
95000.00000000
PA
USD
60388.00000000
0.008181262883
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCJ7
406000.00000000
PA
USD
385833.76000000
0.052272097432
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2H7
997000.00000000
PA
USD
756006.77000000
0.102422503258
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.90000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trust
N/A
Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A
12660BAM3
2246619.34000000
PA
USD
2028630.31000000
0.274835362301
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.87000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAH4
878000.00000000
PA
USD
782309.97000000
0.105986015775
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAT7
1886000.00000000
PA
USD
1285033.51000000
0.174094140539
Long
DBT
CORP
ID
N
2
2051-06-09
Fixed
3.55000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
190600.00000000
PA
USD
170393.42000000
0.023084608905
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Trust
N/A
Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1
126407AA3
561948.94000000
PA
USD
513153.68000000
0.069521182279
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.80900000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBU8
1402000.00000000
PA
USD
1158087.11000000
0.156895659541
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
Guatemala Government Bond
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AT6
3623000.00000000
PA
USD
2757862.60000000
0.373630504835
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZN7
474000.00000000
PA
USD
323450.65000000
0.043820540460
Long
DBT
CORP
US
N
2
2043-02-24
Variable
3.43600000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Future
N/A
-543.00000000
NC
USD
4352207.46000000
0.589629617671
N/A
DIR
N/A
N
1
_x0009_BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Notes
2022-12-20
67331723.09000000
USD
4352207.46000000
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AK1
773000.00000000
PA
USD
736628.66000000
0.099797190081
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series RR
060505GB4
1518000.00000000
PA
USD
1221990.00000000
0.165553113706
Long
DBT
CORP
US
N
2
N/A
Variable
4.37500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NEB3
2101000.00000000
PA
USD
2087721.68000000
0.282840959971
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBP9
1357000.00000000
PA
USD
1299444.54000000
0.176046522218
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.62500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKY4
1541000.00000000
PA
USD
1413680.61000000
0.191523029461
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.01500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAX9
3272000.00000000
PA
USD
2520846.96000000
0.341520031591
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust, Series 2021-11IN, Class A6
33851TAF4
3084190.68000000
PA
USD
2631909.23000000
0.356566557843
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
3.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class B
17322VAW6
184000.00000000
PA
USD
174622.38000000
0.023657541167
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.17500000
N
N
N
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
1200000.00000000
PA
USD
927433.66000000
0.125647124910
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HU0
1691000.00000000
PA
USD
1522277.50000000
0.206235550249
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.10000000
N
N
N
N
N
Prologis, L.P.
GL16H1DHB0QSHP25F723
Prologis, L.P.
74340XBY6
559000.00000000
PA
USD
468268.70000000
0.063440242011
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2020-2, Class A1
19688JAA5
23603.16000000
PA
USD
23109.98000000
0.003130900536
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85300000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
Shell International Finance B.V.
822582CL4
844000.00000000
PA
USD
541289.65000000
0.073332995339
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
Stellantis Finance US Inc.
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc.
85855CAE0
547000.00000000
PA
USD
506793.81000000
0.068659557977
Long
DBT
CORP
US
N
2
2032-09-12
Fixed
6.37500000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKP3
1387000.00000000
PA
USD
1290864.28000000
0.174884083279
Long
DBT
CORP
US
N
2
2028-04-27
Variable
4.37600000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCU8
316000.00000000
PA
USD
246927.13000000
0.033453264944
Long
DBT
CORP
US
N
2
2033-01-25
Variable
2.96300000
N
N
N
N
N
N
PETRONAS Capital Ltd.
549300G7YFX3540OYR85
PETRONAS Capital Ltd.
71675CAE8
1716000.00000000
PA
USD
1067009.88000000
0.144556672304
Long
DBT
CORP
MY
N
2
2061-04-28
Fixed
3.40400000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBP0
1475000.00000000
PA
USD
1391243.97000000
0.188483351875
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
795000.00000000
PA
USD
759821.25000000
0.102939282479
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132XEAF8
469117.72000000
PA
USD
411256.89000000
0.055716379571
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.55000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0206B0
25804850.00000000
PA
USD
20369703.47000000
2.759652562403
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
2.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-2, Class A1
92538FAA2
1474817.82000000
PA
USD
1188433.71000000
0.161006964970
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.03100000
N
N
N
N
N
N
Boston Properties L.P.
BVHHEFJI6SHNOKQT2572
Boston Properties L.P.
10112RBD5
62000.00000000
PA
USD
49419.03000000
0.006695205601
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Rockcliff Energy II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
1058000.00000000
PA
USD
944915.67000000
0.128015557703
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc., Series G
174610BD6
1481000.00000000
PA
USD
1177038.24000000
0.159463126198
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
196000.00000000
PA
USD
169686.74000000
0.022988869108
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138LLLA1
500000.00000000
PA
USD
445195.27000000
0.060314293206
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.90000000
N
N
N
N
N
N
Tricon American Homes Trust
N/A
Tricon American Homes Trust, Series 2020-SFR2, Class A
89613JAA8
1094750.79000000
PA
USD
888181.94000000
0.120329369065
Long
ABS-MBS
CORP
US
N
2
2039-11-17
Fixed
1.48200000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.
161175CE2
554000.00000000
PA
USD
345597.46000000
0.046820952374
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCZ2
199000.00000000
PA
USD
134112.23000000
0.018169295380
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Agile Group Holdings Ltd.
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
BK1999766
208000.00000000
PA
USD
50299.02000000
0.006814425140
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd.
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAE0
2191123.51000000
PA
USD
1650382.58000000
0.223591007230
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Goldentree Loan Management US Clo 2 Ltd.
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd., Series 2017-2A, Class AR
38136MAU2
2362000.00000000
PA
USD
2306686.68000000
0.312505963402
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
5.15257000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816DA4
1739000.00000000
PA
USD
1544910.23000000
0.209301793773
Long
DBT
CORP
US
N
2
2033-08-03
Variable
4.42000000
N
N
N
N
N
N
Bahamas Government International Bond
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AM2
2993000.00000000
PA
USD
2170813.47000000
0.294098093465
Long
DBT
NUSS
BS
N
2
2029-06-16
Fixed
9.00000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BC2
1594000.00000000
PA
USD
1319513.63000000
0.178765448182
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
Cox Communications, Inc.
5493001NEDZNIFRP2R92
Cox Communications, Inc.
224044CM7
90000.00000000
PA
USD
50958.93000000
0.006903828617
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2022-1, Class A1
31573CAA3
1480096.09000000
PA
USD
1178213.62000000
0.159622364669
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20600000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDH6
1839000.00000000
PA
USD
1682150.02000000
0.227894805630
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
03746AAA8
682000.00000000
PA
USD
698293.98000000
0.094603673247
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75000000
N
N
N
N
N
N
Development Bank of Kazakhstan JSC
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
48129VAA4
1730000.00000000
PA
USD
1717820.80000000
0.232727421852
Long
DBT
CORP
KZ
N
2
2025-05-12
Fixed
5.75000000
N
N
N
N
N
N
Banco do Brasil S.A.
QE0Q0253K88YAGNPE356
Banco do Brasil S.A.
059578AF1
1050000.00000000
PA
USD
934547.25000000
0.126610861908
Long
DBT
CORP
BR
N
2
2026-09-30
Fixed
3.25000000
N
N
N
N
N
N
British Airways Pass-Through Trust
N/A
British Airways Pass-Through Trust
11042CAA8
1048309.00000000
PA
USD
837882.25000000
0.113514853154
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co., Series 127
202795JQ4
140000.00000000
PA
USD
92449.51000000
0.012524901383
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.20000000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2
07336JAE8
2466896.44000000
PA
USD
1909898.11000000
0.258749727061
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RGD8
44000.00000000
PA
USD
44154.36000000
0.005981957120
Long
DBT
CORP
US
N
2
2024-06-12
Floating
4.41571000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408GK3
1884000.00000000
PA
USD
1928444.37000000
0.261262342623
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
British Airways Pass-Through Trust
635400GSHSFIWYIDXC76
British Airways Pass-Through Trust
11043XAB9
198749.74000000
PA
USD
169198.89000000
0.022922776025
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DVKR5
1890773.72000000
PA
USD
1688249.85000000
0.228721200158
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc.
N/A
JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc.
46590XAT3
724000.00000000
PA
USD
563963.42000000
0.076404798891
Long
DBT
CORP
XX
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
Piedmont Healthcare, Inc.
N/A
Piedmont Healthcare, Inc., Series 2042
72014TAD1
1000000.00000000
PA
USD
636121.52000000
0.086180654777
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.71900000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VGB4
66000.00000000
PA
USD
44461.33000000
0.006023544890
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AK1
582000.00000000
PA
USD
562298.97000000
0.076179302054
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
4.62500000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FBQ3
182000.00000000
PA
USD
123881.03000000
0.016783189916
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC, Series 2020-A, Class A5
60700MAE8
1500000.00000000
PA
USD
1271769.90000000
0.172297209357
Long
ABS-O
CORP
US
N
2
2042-10-09
Fixed
1.56000000
N
N
N
N
N
N
MPLX L.P.
5493000CZJ19CK4P3G36
MPLX L.P.
55336VBT6
1079000.00000000
PA
USD
830970.79000000
0.112578500383
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DS5
2247000.00000000
PA
USD
2245914.50000000
0.304272652470
Long
DBT
CORP
GB
N
2
2033-11-03
Variable
8.11300000
N
N
N
N
N
N
Jackson Financial Inc.
213800WXW2KG1N4CO374
Jackson Financial Inc.
46817MAS6
661000.00000000
PA
USD
601719.17000000
0.081519883280
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
5.67000000
N
N
N
N
N
Goldentree Loan Management US CLO 5 Ltd.
549300O473GD3F35WC55
Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR
38138DAN6
5000000.00000000
PA
USD
4822285.00000000
0.653314918230
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
5.31257000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2G3
946000.00000000
PA
USD
905497.32000000
0.122675227112
Long
DBT
CORP
US
N
2
2026-06-04
Floating
3.49001200
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust, Series 2021-3, Class A5
67647WAE7
1244242.36000000
PA
USD
1069392.96000000
0.144879527904
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
UAE International Government Bond
98450060C643D82DF808
UAE International Government Bond
31424EAC6
1108000.00000000
PA
USD
783705.02000000
0.106175014761
Long
DBT
NUSS
AE
N
2
2041-10-19
Fixed
2.87500000
N
N
N
N
N
N
Braskem Idesa S.A.P.I.
YH0V7ZHY352ITDGEYB83
Braskem Idesa S.A.P.I.
10554NAB4
2162000.00000000
PA
USD
1451339.79000000
0.196625030712
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series TT
06055HAB9
2326000.00000000
PA
USD
2203885.00000000
0.298578567746
Long
DBT
CORP
US
N
2
N/A
Variable
6.12500000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QB3Q9
2355355.63000000
PA
USD
2024883.64000000
0.274327769862
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3131Y7TD9
104316.85000000
PA
USD
96783.86000000
0.013112111702
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BZ6
623000.00000000
PA
USD
524717.41000000
0.071087816628
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
1.64000000
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-3A, Class D
26253KAD6
188515.46000000
PA
USD
185445.20000000
0.025123798297
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.96000000
N
N
N
N
N
N
BP Capital Markets America Inc.
5493009NTB34VXE1T760
BP Capital Markets America Inc.
10373QBR0
525000.00000000
PA
USD
366787.45000000
0.049691735951
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAS9
2256000.00000000
PA
USD
1559774.67000000
0.211315602663
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
America Movil, S.A.B. de C.V.
5493000FNR3UCEAONM59
America Movil, S.A.B. de C.V.
03217KAB4
1888000.00000000
PA
USD
1604243.04000000
0.217340101321
Long
DBT
CORP
MX
N
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAK4
498000.00000000
PA
USD
494934.81000000
0.067052920954
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.37500000
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BV0
1116000.00000000
PA
USD
1118709.59000000
0.151560860528
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.10000000
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class B
58403YAK2
2204000.00000000
PA
USD
2093393.80000000
0.283609409081
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.86300000
N
N
N
N
N
N
Corp. Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp. Andina de Fomento
219868CE4
2769000.00000000
PA
USD
2559076.63000000
0.346699321851
Long
DBT
CORP
XX
N
2
2024-10-26
Fixed
1.25000000
N
N
N
N
N
N
African Export-Import Bank (The)
21380068LJCDYA42GJ76
African Export-Import Bank (The)
00831TAC5
500000.00000000
PA
USD
385355.00000000
0.052207235846
Long
DBT
CORP
XX
N
2
2031-05-17
Fixed
3.79800000
N
N
N
N
N
N
Fort Benning Family Communities LLC
N/A
Fort Benning Family Communities LLC
346845AF7
200000.00000000
PA
USD
160804.47000000
0.021785514371
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
5.81000000
N
N
N
N
N
N
Race Point VIII CLO Ltd.
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd., Series 2013-8A, Class AR2
74982LAY6
646548.08000000
PA
USD
635777.88000000
0.086134099018
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
4.02400000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BZ7
1447000.00000000
PA
USD
1416907.42000000
0.191960192157
Long
DBT
CORP
US
N
2
2027-03-03
Floating
3.92001200
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc.
N/A
1011778 BC ULC / New Red Finance Inc.
68245XAM1
746000.00000000
PA
USD
605453.60000000
0.082025817465
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Dryden 93 CLO Ltd.
5493009K6Z2DW3X76185
Dryden 93 CLO Ltd., Series 2021-93A, Class A1A
26190TAA9
532495.00000000
PA
USD
513705.38000000
0.069595925651
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
5.15914000
N
N
N
N
N
N
Huntington Bancshares Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares Inc.
446150AX2
311000.00000000
PA
USD
215992.03000000
0.029262230543
Long
DBT
CORP
US
N
2
2036-08-15
Variable
2.48700000
N
N
N
N
N
N
Virginia Electric and Power Co.
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co., Series C
927804GJ7
668000.00000000
PA
USD
553630.26000000
0.075004880060
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.62500000
N
N
N
N
N
N
PT Freeport Indonesia
549300T4HTQHRKLNE619
PT Freeport Indonesia
69377FAB2
716000.00000000
PA
USD
605915.00000000
0.082088327147
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals, Series 2021
48305QAG8
2180000.00000000
PA
USD
1343826.27000000
0.182059283037
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076CS9
1472000.00000000
PA
USD
1395236.88000000
0.189024304488
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
California (State of) Health Facilities Financing Authority (Social Bonds)
5493007RI8BUDOGHZ546
California (State of) Health Facilities Financing Authority (Social Bonds), Series 2022, RB
13032UD88
735000.00000000
PA
USD
620785.70000000
0.084102984131
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.19000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J9H87
342764.42000000
PA
USD
309447.23000000
0.041923381086
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Mid-Atlantic Military Family Communities LLC
N/A
Mid-Atlantic Military Family Communities LLC
59524EAC6
219955.11000000
PA
USD
178951.95000000
0.024244103901
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
5.30000000
N
N
N
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBE1
1069000.00000000
PA
USD
814551.28000000
0.110354013271
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.87500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust
N/A
Seasoned Credit Risk Transfer Trust
35563PBX6
275318.83000000
PA
USD
245384.51000000
0.033244273427
Long
ABS-O
USGSE
US
N
2
2056-07-25
Variable
3.25000000
N
N
N
N
N
N
Hertz Vehicle Financing III L.P.
N/A
Hertz Vehicle Financing III L.P., Series 2021-2A, Class A
42806MAE9
539000.00000000
PA
USD
455294.92000000
0.061682576502
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
GATX Corp.
549300IHYHCQP2PIR591
GATX Corp.
361448BK8
1147000.00000000
PA
USD
1020364.95000000
0.138237297023
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.90000000
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA3, Class M1
35564KE39
990487.66000000
PA
USD
985662.70000000
0.133535895587
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
5.29682000
N
N
N
N
N
N
Invitation Homes Operating Partnership L.P.
549300147YMUQB3GW319
Invitation Homes Operating Partnership L.P.
46188BAB8
166000.00000000
PA
USD
132220.93000000
0.017913065294
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
AMC East Communities LLC
N/A
AMC East Communities LLC
00164TAD0
185917.35000000
PA
USD
169805.10000000
0.023004904318
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.01000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3
12597NAS2
1459000.00000000
PA
USD
1181270.45000000
0.160036498765
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.56080000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2018-B3, Class C
08161BBC6
2500000.00000000
PA
USD
2146365.75000000
0.290785958203
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Variable
4.53607900
N
N
N
N
N
N
Nemak, S.A.B. de C.V.
5493000MY3DAIB0BP706
Nemak, S.A.B. de C.V.
64045DAC8
955000.00000000
PA
USD
696161.58000000
0.094314779344
Long
DBT
CORP
MX
N
2
2031-06-28
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137F4D58
1000000.00000000
PA
USD
937811.80000000
0.127053137554
Long
ABS-APCP
USGSE
US
N
2
2028-02-25
Fixed
3.60000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BX1
541000.00000000
PA
USD
438413.56000000
0.059395518743
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
4.37500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2022-1, Class A1
92538WAA5
1538081.82000000
PA
USD
1261378.13000000
0.170889350143
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.72400000
N
N
N
N
N
N
Canadian Pacific Railway Co.
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RAX2
719000.00000000
PA
USD
650425.12000000
0.088118482024
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138LLDY8
456749.85000000
PA
USD
402289.11000000
0.054501440085
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.24000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BX6
811000.00000000
PA
USD
814197.71000000
0.110306112212
Long
DBT
CORP
US
N
2
2054-11-15
Fixed
5.70000000
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAB6
689000.00000000
PA
USD
426511.67000000
0.057783071056
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
Triton Container International Ltd.
549300O4LZFLCX53XZ54
Triton Container International Ltd.
89680YAC9
2283000.00000000
PA
USD
1684446.87000000
0.228205978936
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
433000.00000000
PA
USD
337049.47000000
0.045662885319
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FCKD5
1000000.00000000
PA
USD
918839.70000000
0.124482829918
Long
ABS-APCP
USGSE
US
N
2
2027-10-25
Fixed
3.00000000
N
N
N
N
N
N
First American Financial Corp.
549300B6VEZK3N0A1P55
First American Financial Corp.
31847RAE2
72000.00000000
PA
USD
71751.47000000
0.009720766349
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
4.30000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC, Series 2021-1A, Class A2I
83546DAN8
1820066.71000000
PA
USD
1427435.19000000
0.193386476418
Long
ABS-O
CORP
US
N
2
2051-08-20
Fixed
2.19000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACW3
852000.00000000
PA
USD
784752.61000000
0.106316940461
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.65000000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AP8
1408000.00000000
PA
USD
1137086.72000000
0.154050562647
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AM7
1024000.00000000
PA
USD
948248.42000000
0.128467072969
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AZ8
460000.00000000
PA
USD
414242.65000000
0.056120885226
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.25000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAW1
2124000.00000000
PA
USD
1793687.58000000
0.243005723357
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
5.45000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAD3
25000.00000000
PA
USD
22794.13000000
0.003088109719
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MS7
175000.00000000
PA
USD
136917.26000000
0.018549316044
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.57200000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-7, Class A1
92538QAA8
1986810.28000000
PA
USD
1597856.41000000
0.216474851619
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.82900000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC, Series 2021-1A, Class B
42806MAB5
175000.00000000
PA
USD
159366.76000000
0.021590735881
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI Inc.
55354GAM2
545000.00000000
PA
USD
447634.66000000
0.060644777588
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.62500000
N
N
N
N
N
N
Bayview MSR Opportunity Master Fund Trust
N/A
Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8
07336GAH7
1720795.04000000
PA
USD
1476505.81000000
0.200034480029
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYC2
134000.00000000
PA
USD
89124.71000000
0.012074463169
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
250000.00000000
PA
USD
210272.20000000
0.028487317765
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYN8
541000.00000000
PA
USD
407989.64000000
0.055273738133
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65000000
N
N
N
N
N
N
Enerflex Ltd.
54930014N7872VUS3F89
Enerflex Ltd.
29269RAA3
728000.00000000
PA
USD
709334.08000000
0.096099367099
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
Federal National Mortgage Association
N/A
Federal National Mortgage Association, TBA
01F0226B6
17400000.00000000
PA
USD
14259843.75000000
1.931899224851
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
2.50000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2K6
2140000.00000000
PA
USD
1930690.73000000
0.261566675631
Long
DBT
CORP
CH
N
2
2027-07-09
Fixed
5.00000000
N
N
N
N
N
N
Volkswagen Group of America Finance, LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BT8
864000.00000000
PA
USD
783809.05000000
0.106189108567
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
4.60000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class XA
95000CBE2
1442646.05000000
PA
USD
48670.84000000
0.006593842100
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Variable
1.41778700
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CC2
810000.00000000
PA
USD
567579.37000000
0.076894681608
Long
DBT
CORP
GB
N
2
2032-06-29
Variable
2.67800000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CA1
658000.00000000
PA
USD
534323.77000000
0.072389269839
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AS7
810000.00000000
PA
USD
484298.04000000
0.065611869560
Long
DBT
CORP
CH
N
2
N/A
Variable
4.50000000
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3A9
691000.00000000
PA
USD
654776.85000000
0.088708046956
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.80800000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group, Series E
78486QAQ4
1348000.00000000
PA
USD
906530.00000000
0.122815132830
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6
36263KAF8
4290992.18000000
PA
USD
3686948.78000000
0.499501510326
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
58533EAB9
870000.00000000
PA
USD
721996.10000000
0.097814795897
Long
DBT
CORP
KY
N
2
2025-10-28
Fixed
2.12500000
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
262000.00000000
PA
USD
220755.61000000
0.029907592209
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.62500000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAY3
915000.00000000
PA
USD
907242.48000000
0.122911658401
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
7.05000000
N
N
N
N
N
Africa Finance Corp.
213800LXFHRRXIJRXW97
Africa Finance Corp.
00830YAC5
280000.00000000
PA
USD
249015.20000000
0.033736153094
Long
DBT
CORP
XX
N
2
2026-04-17
Fixed
4.37500000
N
N
N
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAN9
1665000.00000000
PA
USD
1493854.27000000
0.202384819697
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Energy Transfer L.P.
MTLVN9N7JE8MIBIJ1H73
Energy Transfer L.P., Series 20Y
29278NAD5
12000.00000000
PA
USD
10223.76000000
0.001385097506
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAZ4
200000.00000000
PA
USD
196396.20000000
0.026607421034
Long
DBT
NUSS
QA
N
2
2024-03-14
Fixed
3.37500000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Ctfs.
N/A
Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A1
12659LAA0
89614.46000000
PA
USD
88026.12000000
0.011925628076
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.61600000
N
N
N
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
12.00000000
NC
USD
249300.00000000
0.033774737311
N/A
DE
N/A
N
1
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Call
Purchased
S&P 500 INDEX
SPX
N/A
100.00000000
4020.00000000
USD
2023-04-21
XXXX
-15924.35000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140K42M1
1867947.29000000
PA
USD
1693751.88000000
0.229466605765
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
2.50000000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BV5
609000.00000000
PA
USD
571530.69000000
0.077429999679
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.62500000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AL9
512000.00000000
PA
USD
487720.23000000
0.066075502004
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.00000000
N
N
N
N
N
CCO Holdings, LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings, LLC/CCO Holdings Capital Corp.
1248EPCL5
462000.00000000
PA
USD
351730.17000000
0.047651801428
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
578000.00000000
PA
USD
496078.35000000
0.067207845796
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
JAB Holdings B.V.
529900RRNKUM3INJGF98
JAB Holdings B.V.
46653KAC2
5471000.00000000
PA
USD
3386104.97000000
0.458743705856
Long
DBT
CORP
NL
N
2
2052-04-08
Fixed
4.50000000
N
N
N
N
N
N
Willis North America Inc.
5493004KVU1HWZCP0C66
Willis North America Inc.
970648AL5
662000.00000000
PA
USD
623212.35000000
0.084431742520
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.65000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RBM8
1188000.00000000
PA
USD
1189565.53000000
0.161160302006
Long
DBT
CORP
US
N
2
2033-10-25
Variable
5.83400000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RCC0
404000.00000000
PA
USD
351863.48000000
0.047669862039
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676AM9
251000.00000000
PA
USD
235396.95000000
0.031891175892
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
Pacific Beacon LLC
549300RDBP3BJOLTTC39
Pacific Beacon LLC
69403WAA5
57683.07000000
PA
USD
56961.42000000
0.007717035689
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.37900000
N
N
N
N
N
N
Neuberger Berman Loan Advisers Clo 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd., Series 2021-40A, Class A
64134JAA1
1023000.00000000
PA
USD
992434.81000000
0.134453369459
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
5.13914000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZP6261280
309000.00000000
PA
47033.98000000
0.006372083109
Long
DBT
NUSS
UA
N
2
2032-01-27
Fixed
4.37500000
Y
Y
N
N
N
N
Ghana Government International Bond
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
1119000.00000000
PA
USD
329489.55000000
0.044638680297
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
iShares China Large-Cap ETF Option
N/A
1153.00000000
NC
USD
1729.50000000
0.000234309699
N/A
DE
N/A
N
1
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
Call
Purchased
iShares China Large-Cap ETF
iShares China Large-Cap ETF
100.00000000
41.00000000
USD
2023-01-20
XXXX
-317676.12000000
N
N
N
Sino-Ocean Land Treasure Finance I Ltd.
N/A
Sino-Ocean Land Treasure Finance I Ltd.
EK4034410
730000.00000000
PA
USD
129830.70000000
0.017589241024
Long
DBT
CORP
VG
N
2
2024-07-30
Fixed
6.00000000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2022-2, Class A1
19685EAA9
1689072.61000000
PA
USD
1426826.52000000
0.193304014848
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
2.99400000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818GD4
2047000.00000000
PA
USD
1827537.77000000
0.247591689162
Long
DBT
CORP
US
N
2
2063-01-20
Fixed
5.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140J5RU5
1200725.72000000
PA
USD
1082663.05000000
0.146677336984
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDG8
1200000.00000000
PA
USD
1141345.48000000
0.154627532163
Long
DBT
CORP
US
N
2
2028-07-25
Variable
4.85100000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDL3
2074000.00000000
PA
USD
1853617.82000000
0.251124969698
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.75000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HJF8
1195000.00000000
PA
USD
1136293.02000000
0.153943033530
Long
DBT
CORP
US
N
2
2028-07-22
Variable
4.54800000
N
N
N
N
N
N
California State University
N/A
California State University, Series 2021 B, Ref. RB
13077DRV6
1040000.00000000
PA
USD
642240.66000000
0.087009665391
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.93900000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBP9
655000.00000000
PA
USD
458938.16000000
0.062176156422
Long
DBT
CORP
US
N
2
2082-01-15
Variable
3.25000000
N
N
N
N
N
N
PETRONAS Capital Ltd.
549300G7YFX3540OYR85
PETRONAS Capital Ltd.
71675CAB4
452000.00000000
PA
USD
360632.88000000
0.048857925342
Long
DBT
CORP
MY
N
2
2032-01-28
Fixed
2.48000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBM6
1924000.00000000
PA
USD
1903090.60000000
0.257827457258
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
3.34178200
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank U.A.
74977RDR2
1445000.00000000
PA
USD
1337297.19000000
0.181174734453
Long
DBT
CORP
NL
N
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
Delaware Life Global Funding
N/A
Delaware Life Global Funding, Series 22-1
246114AB8
2375000.00000000
PA
USD
2203246.75000000
0.298492098728
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.31000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFQ9
641700.00000000
PA
USD
640221.08000000
0.086736056149
Long
DBT
UST
US
N
2
2024-10-31
Fixed
4.37500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818GB8
2026000.00000000
PA
USD
1910674.83000000
0.258854955757
Long
DBT
CORP
US
N
2
2033-01-20
Fixed
4.50000000
N
N
N
N
N
CubeSmart, L.P.
549300MPHKO3I3FJRA97
CubeSmart, L.P.
22966RAH9
161000.00000000
PA
USD
129293.50000000
0.017516462088
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Roblox Corp.
N/A
Roblox Corp.
771049AA1
1712000.00000000
PA
USD
1415250.48000000
0.191735712762
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.87500000
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967NS6
668000.00000000
PA
USD
630453.78000000
0.085412799062
Long
DBT
CORP
US
N
2
2028-05-24
Variable
4.65800000
N
N
N
N
N
CDI Escrow Issuer, Inc.
N/A
CDI Escrow Issuer, Inc.
12511VAA6
1001000.00000000
PA
USD
904904.00000000
0.122594845133
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBD7
199000.00000000
PA
USD
173289.72000000
0.023476994672
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.70200000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
1119000.00000000
PA
USD
1025877.54000000
0.138984133281
Long
DBT
CORP
CH
N
2
2028-05-12
Variable
4.75100000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BS7
437000.00000000
PA
USD
348158.65000000
0.047167938011
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
4.15000000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust, Series 2020-1R, Class A1
92837MAA5
253065.91000000
PA
USD
232355.25000000
0.031479091582
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.31200000
N
N
N
N
N
N
Twilio Inc.
5493004W8TRGD63APX93
Twilio Inc.
90138FAC6
717000.00000000
PA
USD
593159.76000000
0.080360269063
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Gazprom PJSC via Gaz Finance PLC
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
BN6473167
2242000.00000000
PA
USD
1244310.00000000
0.168576989104
Long
DBT
CORP
GB
N
2
2029-01-27
Fixed
2.95000000
Y
Y
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-LBA6, Class A
12433EAA9
2085000.00000000
PA
USD
1985041.76000000
0.268930060151
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.37566000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
50000.00000000
PA
USD
46980.26000000
0.006364805215
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
MFA Trust
N/A
MFA Trust, Series 2021-INV2, Class A1
552732AA7
4573136.83000000
PA
USD
3635138.45000000
0.492482335494
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
1.90600000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PEQ1
2610000.00000000
PA
USD
2606646.38000000
0.353143990163
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.30000000
N
N
N
N
N
HP Communities LLC
N/A
HP Communities LLC
44329HAK0
100000.00000000
PA
USD
79527.53000000
0.010774253649
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.86000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M1
20753YCH3
1225742.88000000
PA
USD
1205634.94000000
0.163337358169
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
4.99682000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967GD7
248000.00000000
PA
USD
246760.00000000
0.033430622458
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315AY9
409000.00000000
PA
USD
365254.30000000
0.049484027413
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BV4
416000.00000000
PA
USD
368755.80000000
0.049958404640
Long
DBT
CORP
US
N
2
2033-08-04
Variable
4.16400000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K038, Class X1, IO
3137BBBE9
3864620.84000000
PA
USD
42674.69000000
0.005781493961
Long
ABS-APCP
USGSE
US
N
2
2024-03-25
Variable
1.08176400
N
N
N
N
N
N
Chase Home Lending Mortgage Trust
N/A
Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3
16159GAC3
91295.10000000
PA
USD
80735.74000000
0.010937939872
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
3.50000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust, Series 2020-B17, Class C
08162MBD9
3000000.00000000
PA
USD
2241803.40000000
0.303715687679
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
3.37070000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CS6
709000.00000000
PA
USD
623371.67000000
0.084453326921
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Mid-America Apartments, L.P.
549300FXWGE3QSYCUJ38
Mid-America Apartments, L.P.
59523UAU1
93000.00000000
PA
USD
53721.57000000
0.007278106356
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.87500000
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
560000.00000000
PA
USD
387973.91000000
0.052562041291
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals, Series 2021
48305QAF0
1760000.00000000
PA
USD
1176644.44000000
0.159409774848
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECE3
2230000.00000000
PA
USD
2225774.40000000
0.301544106193
Long
DBT
CORP
GB
N
2
2033-11-02
Variable
7.43700000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank U.A.
74977RDP6
1129000.00000000
PA
USD
910022.42000000
0.123288279915
Long
DBT
CORP
NL
N
2
2033-04-06
Variable
3.75800000
N
N
N
N
N
Australia and New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia and New Zealand Banking Group Ltd.
05254HAA2
1444000.00000000
PA
USD
1384135.25000000
0.187520274656
Long
DBT
CORP
AU
N
2
N/A
Variable
6.75000000
N
N
N
N
Y
Australia and New Zealand Banking Group Ltd.
Australia and New Zealand Banking Group Ltd.
USD
XXXX
N
N
N
Hertz Vehicle Financing III L.P.
N/A
Hertz Vehicle Financing III L.P., Series 2021-2A, Class B
42806MAF6
286000.00000000
PA
USD
240726.31000000
0.032613188464
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
2.12000000
N
N
N
N
N
N
Match Group Holdings II, LLC
5493003RFFE030RC9167
Match Group Holdings II, LLC
57665RAN6
182000.00000000
PA
USD
162389.50000000
0.022000251522
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series FRN
38141GXN9
594000.00000000
PA
USD
570797.91000000
0.077330723899
Long
DBT
CORP
US
N
2
2026-12-09
Floating
3.71048600
N
N
N
N
N
N
2022-11-30
Invesco Actively Managed Exchange-Traded Fund Trust
Sheri Morris
Sheri Morris
Vice President