0001752724-23-286230.txt : 20231220
0001752724-23-286230.hdr.sgml : 20231220
20231220130651
ACCESSION NUMBER: 0001752724-23-286230
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231220
DATE AS OF CHANGE: 20231220
PERIOD START: 20240430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: IndexIQ Active ETF Trust
CENTRAL INDEX KEY: 0001426439
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22739
FILM NUMBER: 231500637
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: (212) 576-5018
MAIL ADDRESS:
STREET 1: 51 MADISON AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10010
0001426439
S000076613
IQ MacKay Multi-Sector Income ETF
C000236602
IQ MacKay Multi-Sector Income ETF
MMSB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001426439
XXXXXXXX
S000076613
C000236602
IndexIQ Active ETF Trust
811-22739
0001426439
549300VWZDQ61K9DOP39
51 Madison Avenue
4th Floor
New York
10010
888-474-7725
IQ MacKay Multi-Sector Income ETF
S000076613
54930029TUI4QRXZD158
2024-04-30
2023-10-31
N
22644768.63
262565.03
22382203.60
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
17528.92000000
USD
UST
Bloomberg US Universal
LEH__LHMN0037
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAK3
132000.00000000
PA
USD
205986.00000000
0.920311528217
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
Y
Helix Energy Solutions Group I
Helix Energy Solutions Group Inc
USD
XXXX
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
70000.00000000
PA
USD
58038.07000000
0.259304539611
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEF8
100000.00000000
PA
USD
95463.62000000
0.426515734134
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
2.47000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
80000.00000000
PA
USD
59467.50000000
0.265690997467
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
89047.87000000
PA
USD
84536.65000000
0.377695831522
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382HNF3
93956.04000000
PA
USD
12101.93000000
0.054069430411
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
2.50000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
2000.00000000
PA
USD
1771.13000000
0.007913117187
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
3000.00000000
PA
USD
2775.00000000
0.012398243039
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAD4
1000.00000000
PA
USD
905.00000000
0.004043390973
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
4000.00000000
PA
USD
3400.95000000
0.015194884564
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
2000.00000000
PA
USD
1984.13000000
0.008864766112
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
01309QAA6
1000.00000000
PA
USD
981.79000000
0.004386476048
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.50000000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
45569KAA1
2000.00000000
PA
USD
1828.28000000
0.008168453976
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383D6B9
595079.20000000
PA
USD
8330.10000000
0.037217515079
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Floating
0.01000000
N
N
N
N
N
N
WMG ACQUISITION CORP
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAT1
3000.00000000
PA
USD
2518.14000000
0.011250634857
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
2000.00000000
PA
USD
1892.65000000
0.008456048536
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEP6
100000.00000000
PA
USD
96952.25000000
0.433166687841
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
4.27000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
1000.00000000
PA
USD
819.02000000
0.003659246491
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AP0
65000.00000000
PA
USD
50708.55000000
0.226557451206
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.05000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
96771.67000000
PA
USD
81023.17000000
0.361998181448
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
3000.00000000
PA
USD
2700.84000000
0.012066908371
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DD3
90000.00000000
PA
USD
66532.80000000
0.297257594422
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.20000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
2000.00000000
PA
USD
1737.25000000
0.007761746926
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABU8
2000.00000000
PA
USD
1848.45000000
0.008258570215
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382GXQ0
18868.67000000
PA
USD
12957.82000000
0.057893405991
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
1.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
2000.00000000
PA
USD
1882.03000000
0.008408600125
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKAD2
39162.59000000
PA
USD
37199.97000000
0.166203340228
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
55000.00000000
PA
USD
53682.37000000
0.239843989266
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
3000.00000000
PA
USD
2474.67000000
0.011056418055
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382AEQ4
38535.69000000
PA
USD
31292.36000000
0.139809111556
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Floating
3.50000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
2000.00000000
PA
USD
1890.00000000
0.008444208773
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
ARTERA SERVICES LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
6000.00000000
PA
USD
5400.00000000
0.024126310780
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
TRIMAS CORP
75G1WUQ8QK4P5MZOYD78
TriMas Corp
896215AH3
2000.00000000
PA
USD
1661.07000000
0.007421387231
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-RISE
12434EAE0
91703.36000000
PA
USD
89462.75000000
0.399704835139
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.89848000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
2000.00000000
PA
USD
1719.83000000
0.007683917235
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
75000.00000000
PA
USD
57012.26000000
0.254721389452
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQU38
24416.73000000
PA
USD
18047.04000000
0.080631202908
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWJN4
69356.74000000
PA
USD
68994.70000000
0.308256958220
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.50000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AA2
4000.00000000
PA
USD
3737.81000000
0.016699919573
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384CBE8
117867.97000000
PA
USD
76217.54000000
0.340527417952
Long
ABS-MBS
USGA
US
N
2
2051-01-20
None
0.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
50000.00000000
PA
USD
46829.48000000
0.209226405214
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BT8
65000.00000000
PA
USD
59748.98000000
0.266948603755
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
4.60000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
4000.00000000
PA
USD
3490.00000000
0.015592745300
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
100000.00000000
PA
USD
86929.40000000
0.388386244507
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
2000.00000000
PA
USD
1979.94000000
0.008846045882
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266AH4
6000.00000000
PA
USD
5708.79000000
0.025505933651
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ESJ0
80571.44000000
PA
USD
75546.95000000
0.337531332258
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
5.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
80000.00000000
PA
USD
59592.53000000
0.266249610918
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.03500000
N
N
N
N
N
N
RAIN CARBON INC
25490038N6JQH7QXUK52
Rain Carbon Inc
75079LAB7
4000.00000000
PA
USD
4070.00000000
0.018184089791
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
12.25000000
N
N
N
N
N
N
PORT OF MORROW OR TRANSMISSION
N/A
Port of Morrow OR
73474TAT7
250000.00000000
PA
USD
165491.98000000
0.739390915021
Long
DBT
MUN
US
N
2
2040-09-01
Fixed
2.54300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
90000.00000000
PA
USD
84932.72000000
0.379465407061
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
3000.00000000
PA
USD
2537.72000000
0.011338115072
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96950GAE2
4000.00000000
PA
USD
3553.50000000
0.015876452843
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B4XC7
63313.02420000
PA
USD
4655.13000000
0.020798354278
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Floating
0.61490000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
2000.00000000
PA
USD
1665.31000000
0.007440330852
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
2000.00000000
PA
USD
1743.59000000
0.007790073002
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
4000.00000000
PA
USD
3529.98000000
0.015771369357
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AU8
121000.00000000
PA
USD
122134.38000000
0.545676297931
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.12500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383VFN3
106075.64000000
PA
USD
90075.04000000
0.402440446033
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
46000.00000000
PA
USD
40290.24000000
0.180010157712
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
AHLSTROM HLDG 3 OY
743700UEY0YM039XN974
Ahlstrom Holding 3 Oy
84612JAA0
2000.00000000
PA
USD
1631.64000000
0.007289898837
Long
DBT
CORP
FI
N
2
2028-02-04
Fixed
4.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAN2
3000.00000000
PA
USD
2587.50000000
0.011560523915
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
65000.00000000
PA
USD
59570.71000000
0.266152122751
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
2.00000000
NC
USD
-348.19000000
-0.00155565558
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-29
405191.94000000
USD
-348.19000000
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries Inc
267475AD3
4000.00000000
PA
USD
3450.96000000
0.015418321009
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
BX Trust 2019-OC11
N/A
BX Trust 2019-OC11
05606FAN3
100000.00000000
PA
USD
77643.06000000
0.346896406571
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
3.94399000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAW0
4000.00000000
PA
USD
3919.84000000
0.017513199638
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.12500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
4000.00000000
PA
USD
3883.93000000
0.017352759671
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAA3
89945.22000000
PA
USD
81577.27000000
0.364473809004
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-1
33845VAG6
20000.00000000
PA
USD
18242.33000000
0.081503726469
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
3.64000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
100000.00000000
PA
USD
91088.48000000
0.406968329070
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
90000.00000000
PA
USD
66954.84000000
0.299143199644
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
2000.00000000
PA
USD
1866.52000000
0.008339303999
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
1000.00000000
PA
USD
844.70000000
0.003773980502
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
1000.00000000
PA
USD
936.51000000
0.004184172464
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
45917.03000000
PA
USD
41428.26000000
0.185094643674
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAE8
70000.00000000
PA
USD
39397.73000000
0.176022570002
Long
DBT
CORP
US
N
2
2051-09-30
Fixed
3.15000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
2000.00000000
PA
USD
1936.88000000
0.008653660893
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AU8
2000.00000000
PA
USD
2059.82000000
0.009202936568
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
5000.00000000
PA
USD
4223.98000000
0.018872047075
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHT3
67686.68000000
PA
USD
64222.61000000
0.286936045921
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
4000.00000000
PA
USD
3265.29000000
0.014588778023
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAF6
100000.00000000
PA
USD
92764.55000000
0.414456733831
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.67000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
1000.00000000
PA
USD
706.98000000
0.003158670221
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
4000.00000000
PA
USD
3347.74000000
0.014957151046
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAP4
3000.00000000
PA
USD
2564.92000000
0.011459640193
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.50000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAU7
5000.00000000
PA
USD
4575.00000000
0.020440346633
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBF7
70000.00000000
PA
USD
45093.65000000
0.201471002613
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
1000.00000000
PA
USD
871.06000000
0.003891752642
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBW81
110066.62000000
PA
USD
80469.67000000
0.359525234593
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
1.50000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
2000.00000000
PA
USD
1968.04000000
0.008792878642
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
85000.00000000
PA
USD
88147.56000000
0.393828782792
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
9.67062000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAF6
65000.00000000
PA
USD
64797.27000000
0.289503532172
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
8.47062000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
3000.00000000
PA
USD
2628.71000000
0.011744643409
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
2000.00000000
PA
USD
1648.37000000
0.007364645722
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
GREAT LAKES DREDGE&DOCK
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607AF6
2000.00000000
PA
USD
1635.00000000
0.007304910764
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
ARKO CORP
N/A
Arko Corp
041242AA6
3000.00000000
PA
USD
2432.40000000
0.010867562655
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384A3B7
96033.95000000
PA
USD
10232.64000000
0.045717750507
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Floating
1.32869000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAJ1
130000.00000000
PA
USD
118629.75000000
0.530018188200
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.34848000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550AF2
3000.00000000
PA
USD
2335.15000000
0.010433065670
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.75000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAD8
2000.00000000
PA
USD
1949.09000000
0.008708213162
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
2000.00000000
PA
USD
1705.20000000
0.007618552804
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
UPC HOLDING BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
3000.00000000
PA
USD
2617.50000000
0.011694558975
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380REA4
117099.29000000
PA
USD
8050.04000000
0.035966253117
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Variable
0.97786000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAT3
65000.00000000
PA
USD
60099.59000000
0.268515071500
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.45000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
2000.00000000
PA
USD
1906.61000000
0.008518419517
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAK4
1000.00000000
PA
USD
785.00000000
0.003507250733
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE66
205669.27000000
PA
USD
183823.58000000
0.821293485150
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
3000.00000000
PA
USD
3178.50000000
0.014201014595
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CH7
65000.00000000
PA
USD
56437.68000000
0.252154260628
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
7000.00000000
PA
USD
6404.79000000
0.028615547041
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
3000.00000000
PA
USD
2745.59000000
0.012266844002
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
White Cap Buyer LLC
96350RAA2
2000.00000000
PA
USD
1745.34000000
0.007797891714
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.87500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
6000.00000000
PA
USD
5359.56000000
0.023945631519
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
94000.00000000
PA
USD
89159.00000000
0.398347730158
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BT9
2000.00000000
PA
USD
1016.83000000
0.004543028998
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
1000.00000000
PA
USD
780.05000000
0.003485134948
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
71376LAE0
2000.00000000
PA
USD
1687.55000000
0.007539695510
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AH2
4000.00000000
PA
USD
3158.24000000
0.014110496251
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.62500000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
65000.00000000
PA
USD
54094.37000000
0.241684737422
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAN4
2000.00000000
PA
USD
1750.80000000
0.007822286095
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
2850.00000000
PA
USD
2841.59000000
0.012695756194
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEQ4
100000.00000000
PA
USD
96499.84000000
0.431145394459
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
4.90000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AJ4
1000.00000000
PA
USD
969.36000000
0.004330940855
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
2000.00000000
PA
USD
1711.35000000
0.007646029991
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
5000.00000000
PA
USD
4463.24000000
0.019941021356
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
65000.00000000
PA
USD
36625.98000000
0.163638847427
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AV1
2000.00000000
PA
USD
1553.92000000
0.006942658675
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
2000.00000000
PA
USD
1789.86000000
0.007996799743
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
55000.00000000
PA
USD
44304.68000000
0.197946014573
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05200000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAP5
60000.00000000
PA
USD
53255.21000000
0.237935508727
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
N/A
Bayview Commercial Asset Trust 2007-2
07325XAC4
25698.11000000
PA
USD
21876.36000000
0.097739974092
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
5.80892000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
2000.00000000
PA
USD
1825.33000000
0.008155273862
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384AQK2
95963.35000000
PA
USD
70244.51000000
0.313840903493
Long
ABS-MBS
USGA
US
N
2
2052-07-20
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WHE0
77301.84000000
PA
USD
63467.66000000
0.283563053639
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
3.50000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
2000.00000000
PA
USD
1859.42000000
0.008307582368
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
4000.00000000
PA
USD
3618.21000000
0.016165566468
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AH9
3000.00000000
PA
USD
2716.37000000
0.012136293854
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLVT2
48617.14000000
PA
USD
37462.22000000
0.167375030043
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAU7
4000.00000000
PA
USD
3533.62000000
0.015787632277
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AVJV0
41711.85000000
PA
USD
34921.67000000
0.156024270997
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAF3
80000.00000000
PA
USD
79750.90000000
0.356313888593
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
8.42062000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
2000.00000000
PA
USD
1955.17000000
0.008735377601
Long
DBT
CORP
N/A
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAL5
2000.00000000
PA
USD
1708.55000000
0.007633520052
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.62500000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AT2
10000.00000000
PA
USD
8750.00000000
0.039093559134
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.50000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
2000.00000000
PA
USD
1664.36000000
0.007436086409
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
2000.00000000
PA
USD
1876.54000000
0.008384071709
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
60000.00000000
PA
USD
35330.96000000
0.157852911319
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
3000.00000000
PA
USD
2272.50000000
0.010153155786
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
60000.00000000
PA
USD
41069.13000000
0.183490109972
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
5000.00000000
PA
USD
4181.18000000
0.018680823723
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-6
92538MAA7
66075.58000000
PA
USD
52248.25000000
0.233436577263
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.63000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
2000.00000000
PA
USD
1864.39000000
0.008329787510
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
2000.00000000
PA
USD
1625.39000000
0.007261974866
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K78 Mortgage Trust
30296XAJ6
45000.00000000
PA
USD
40618.19000000
0.181475384309
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
4.12930700
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
2.00000000
NC
USD
-7489.02000000
-0.03345970814
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
219832.77000000
USD
-7489.02000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBL4
1000.00000000
PA
USD
990.67000000
0.004426150426
Long
DBT
CORP
BM
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BW3
40000.00000000
PA
USD
39243.47000000
0.175333361724
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHU0
154315.87000000
PA
USD
150498.11000000
0.672400772906
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
3333.34000000
PA
USD
3241.50000000
0.014482488221
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
65000.00000000
PA
USD
49995.08000000
0.223369784733
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10yr Ultra
000000000
4.00000000
NC
USD
-22806.88000000
-0.10189738422
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
458119.38000000
USD
-22806.88000000
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AS8
4000.00000000
PA
USD
3668.99000000
0.016392443146
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
365000.00000000
PA
USD
333777.20000000
1.491261566399
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GSL6
107942.54000000
PA
USD
79705.26000000
0.356109976588
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Floating
2.50000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FW3
85000.00000000
PA
USD
47937.12000000
0.214175158338
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
100000.00000000
PA
USD
87499.80000000
0.390934697779
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKU3
84396.59000000
PA
USD
77868.84000000
0.347905154432
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451NAG6
2000.00000000
PA
USD
1883.90000000
0.008416954977
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
2000.00000000
PA
USD
1743.36000000
0.007789045400
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AM5
2000.00000000
PA
USD
1974.40000000
0.008821294074
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
3000.00000000
PA
USD
2914.71000000
0.013022444313
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
3000.00000000
PA
USD
2939.93000000
0.013135123120
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.87500000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
60000.00000000
PA
USD
48500.93000000
0.216694168575
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
71168.17000000
PA
USD
70067.95000000
0.313052062487
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBG2
3000.00000000
PA
USD
2382.05000000
0.010642607147
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATEN0
74147.97610000
PA
USD
5467.07000000
0.024425968495
Long
ABS-MBS
USGSE
US
N
2
2046-06-25
Floating
0.61490000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
7000.00000000
PA
USD
5320.00000000
0.023768883953
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
4000.00000000
PA
USD
3820.00000000
0.017067130959
Long
DBT
CORP
US
N
2
2028-08-28
Variable
6.65000000
N
N
N
N
N
AIR CANADA 2020-1C PTT
N/A
Air Canada 2020-1 Class C Pass Through Trust
008911BD0
5000.00000000
PA
USD
5377.65000000
0.024026454660
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
10.50000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
1000.00000000
PA
USD
682.50000000
0.003049297612
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384ABU6
43399.13000000
PA
USD
36972.04000000
0.165184986522
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHQ7
580000.00000000
PA
USD
562667.97000000
2.513907835241
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPSF5
141831.07000000
PA
USD
118279.69000000
0.528454177764
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAE5
94244.79000000
PA
USD
82511.08000000
0.368645918313
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHR5
1345000.00000000
PA
USD
1274072.26000000
5.692345055783
Long
DBT
UST
US
N
2
2030-07-31
Fixed
4.00000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
2000.00000000
PA
USD
1765.00000000
0.007885729356
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
2000.00000000
PA
USD
1721.49000000
0.007691333841
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
3000.00000000
PA
USD
2862.77000000
0.012790384946
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
75000.00000000
PA
USD
41738.38000000
0.186480208767
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
125000.00000000
PA
USD
96284.28000000
0.430182307876
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
1000.00000000
PA
USD
965.69000000
0.004314543899
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJP5
90000.00000000
PA
USD
87412.50000000
0.390544655754
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
7.42062000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
100000.00000000
PA
USD
75851.01000000
0.338889822269
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
2000.00000000
PA
USD
1593.62000000
0.007120031738
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
1000.00000000
PA
USD
892.86000000
0.003989151452
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAK3
1000.00000000
PA
USD
1003.20000000
0.004482132402
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
12.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
3000.00000000
PA
USD
2581.77000000
0.011534923219
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383GFG1
90239.05000000
PA
USD
10460.01000000
0.046733602226
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
2000.00000000
PA
USD
1799.92000000
0.008041746166
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQC6
100000.00000000
PA
USD
97750.00000000
0.436730903475
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
7.82062000
N
N
N
N
N
N
AFFINITY INTERACTIVE
N/A
Affinity Interactive
00842XAA7
3000.00000000
PA
USD
2445.26000000
0.010925019018
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AJ5
4000.00000000
PA
USD
3132.40000000
0.013995047386
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
9000.00000000
PA
USD
7075.65000000
0.031612839050
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-3
33844TAG2
115000.00000000
PA
USD
107905.18000000
0.482102575458
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAF8
15000.00000000
PA
USD
14887.50000000
0.066514898470
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
8.62062000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
4000.00000000
PA
USD
3526.40000000
0.015755374506
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WR25
593220.68000000
PA
USD
3331.23000000
0.014883387085
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Floating
0.01000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CU3
40000.00000000
PA
USD
22339.44000000
0.099808939277
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XAJ4
236091.00000000
PA
USD
22908.15000000
0.102349841907
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Floating
0.84641000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565BT0
2000.00000000
PA
USD
2011.26000000
0.008985978485
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
BRUNDAGE-BONE CONCRETE
N/A
Brundage-Bone Concrete Pumping Holdings Inc
66981QAA4
2000.00000000
PA
USD
1891.12000000
0.008449212748
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.00000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AE3
5000.00000000
PA
USD
5000.00000000
0.022339176648
Long
DBT
CORP
AU
N
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
100000.00000000
PA
USD
80718.12000000
0.360635268280
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
2000.00000000
PA
USD
1680.56000000
0.007508465341
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
3000.00000000
PA
USD
3007.54000000
0.013437193467
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
80000.00000000
PA
USD
59567.65000000
0.266138451175
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
WR GRACE HOLDING LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAA9
4000.00000000
PA
USD
3100.00000000
0.013850289521
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAD9
2000.00000000
PA
USD
1635.80000000
0.007308485032
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.75000000
N
N
N
N
N
N
OIL STATES INTL INC
5493004TF4KQJGMYL777
Oil States International Inc
678026AK1
171000.00000000
PA
USD
178941.91000000
0.799482987457
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.75000000
N
N
N
N
Y
Oil States International Inc
Oil States International Inc
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
90000.00000000
PA
USD
70937.94000000
0.316939034546
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
19917.49000000
PA
USD
20242.49000000
0.090440111982
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
7.73510000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQTC0
34202.62000000
PA
USD
30570.68000000
0.136584764156
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ARD62
219820.96000000
PA
USD
12287.53000000
0.054898660648
Long
ABS-MBS
USGSE
US
N
2
2046-04-25
Floating
0.66490000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
3000.00000000
PA
USD
2998.26000000
0.013395731955
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AP2
2000.00000000
PA
USD
1798.85000000
0.008036965582
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKK4
75000.00000000
PA
USD
74437.50000000
0.332574492352
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
8.67062000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
1000.00000000
PA
USD
791.10000000
0.003534504529
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
4000.00000000
PA
USD
3516.85000000
0.015712706679
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
2000.00000000
PA
USD
1711.96000000
0.007648755370
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAE1
2000.00000000
PA
USD
1707.81000000
0.007630213854
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EAZ1
2000.00000000
PA
USD
1656.22000000
0.007399718229
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250AF1
3000.00000000
PA
USD
2671.46000000
0.011935643369
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Multifamily Connecticut Avenue
549300HG8ZEWVWVSN227
Multifamily Connecticut Avenue Securities Trust 2019-01
62547NAB5
92357.26000000
PA
USD
88932.14000000
0.397334157035
Long
ABS-MBS
USGA
US
N
2
2049-10-25
Floating
8.68510000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TT5
880000.00000000
PA
USD
752812.50000000
3.363442284118
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAG6
1000.00000000
PA
USD
977.36000000
0.004366683537
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.87500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
3000.00000000
PA
USD
2627.92000000
0.011741113819
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAE91
40700.43000000
PA
USD
29293.69000000
0.130879383118
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
1.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
60000.00000000
PA
USD
59893.44000000
0.267594027247
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
2000.00000000
PA
USD
1921.38000000
0.008584409445
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
2000.00000000
PA
USD
1559.50000000
0.006967589196
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West 2020-1MW Mortgage Trust
563136AA8
100000.00000000
PA
USD
84816.20000000
0.378944814888
Long
ABS-MBS
CORP
US
N
2
2039-09-10
Fixed
2.13000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AX2
45000.00000000
PA
USD
42965.68000000
0.191963583067
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.38800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PCP5
160861.19000000
PA
USD
17534.69000000
0.078342107476
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Floating
2.00000000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AP6
2000.00000000
PA
USD
1679.04000000
0.007501674231
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWJT1
125000.00000000
PA
USD
124308.62000000
0.555390444218
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
6.50000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBE1
4000.00000000
PA
USD
3185.31000000
0.014231440553
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.87500000
N
N
N
N
N
DREYFUS GOVERNMENT CASH MANAGE
N/A
DREYFUS GOVERNMENT CASH MANAGE
000000000
206319.96000000
NS
USD
206319.96000000
0.921803606504
Long
STIV
RF
US
N
2
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
7000.00000000
PA
USD
7029.90000000
0.031408435584
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
3000.00000000
PA
USD
1521.37000000
0.006797230635
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
85000.00000000
PA
USD
74840.26000000
0.334373957709
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
CD&R SMOKEY BUYER INC
N/A
CD&R Smokey Buyer Inc
12510CAA9
2000.00000000
PA
USD
1911.60000000
0.008540714016
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
2000.00000000
PA
USD
1833.91000000
0.008193607889
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
8000.00000000
PA
USD
7600.00000000
0.033955548505
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EV98
132802.45000000
PA
USD
129325.28000000
0.577804055003
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
INDOFOOD CBP SUKSES MAKM
254900YKZW9GRKZZN285
Indofood CBP Sukses Makmur Tbk PT
000000000
200000.00000000
PA
USD
158597.20000000
0.708586173347
Long
DBT
CORP
ID
N
2
2031-06-09
Fixed
3.39800000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AT7
2000.00000000
PA
USD
1552.43000000
0.006936001600
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAF0
75000.00000000
PA
USD
74172.75000000
0.331391632948
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
8.07062000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAA7
2000.00000000
PA
USD
1626.93000000
0.007268855332
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.87500000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
2000.00000000
PA
USD
1975.00000000
0.008823974776
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
1000.00000000
PA
USD
600.00000000
0.002680701197
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
2000.00000000
PA
USD
1914.20000000
0.008552330388
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YHP2
73295.61000000
PA
USD
59612.67000000
0.266339593122
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Floating
3.50000000
N
N
N
N
N
N
MGP INGREDIENTS INC
2549006OMHFVZ4MS8538
MGP Ingredients Inc
55303JAB2
16000.00000000
PA
USD
18063.53000000
0.080704877512
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
1.87500000
N
N
N
N
Y
MGP Ingredients Inc
MGP Ingredients Inc
USD
XXXX
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
110000.00000000
PA
USD
77815.61000000
0.347667331558
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
66098.86000000
PA
USD
56641.98000000
0.253067039386
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
2000.00000000
PA
USD
1953.17000000
0.008726441930
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.37500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
3000.00000000
PA
USD
2953.72000000
0.013196734569
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381WS33
35183.86000000
PA
USD
28622.53000000
0.127880750758
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Floating
3.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GL2
25000.00000000
PA
USD
21309.07000000
0.095205415788
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382AGG4
50138.89000000
PA
USD
40824.73000000
0.182398171018
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Floating
3.50000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
4000.00000000
PA
USD
3634.79000000
0.016239643177
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMHT6
24923.79000000
PA
USD
24274.67000000
0.108455228242
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
10000.00000000
PA
USD
9316.63000000
0.041625168667
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TU2
1330000.00000000
PA
USD
1186193.75000000
5.299718344086
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
CNX MIDSTREAM PART LP
N/A
CNX Midstream Partners LP
12654AAA9
4000.00000000
PA
USD
3295.51000000
0.014723796007
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
3000.00000000
PA
USD
2538.30000000
0.011340706417
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings Inc
83600GAA2
3000.00000000
PA
USD
2392.17000000
0.010687821640
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
TEXTRON FINANCIAL CORP
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
100000.00000000
PA
USD
78003.03000000
0.348504693255
Long
DBT
CORP
US
N
2
2042-02-15
Floating
7.36118000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AK9
70000.00000000
PA
USD
62507.15000000
0.279271653127
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CE2
2000.00000000
PA
USD
1830.00000000
0.008176138653
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAY2
65000.00000000
PA
USD
57409.22000000
0.256494941364
Long
DBT
CORP
N/A
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
2000.00000000
PA
USD
1656.33000000
0.007400209691
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
000000000
200000.00000000
PA
USD
190000.00000000
0.848888712637
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
2000.00000000
PA
USD
1699.30000000
0.007592192575
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
75000.00000000
PA
USD
59249.90000000
0.264718796499
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
4000.00000000
PA
USD
3374.84000000
0.015078229383
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XM84
90526.80000000
PA
USD
80305.61000000
0.358792241528
Long
ABS-MBS
USGA
US
N
2
2052-07-20
None
0.00000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AR5
1000.00000000
PA
USD
976.57000000
0.004363153947
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
1000.00000000
PA
USD
806.65000000
0.003603979368
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAB5
32116.63000000
PA
USD
30006.81000000
0.134065485848
Long
ABS-O
CORP
US
N
2
2033-07-25
Fixed
2.54000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
2000.00000000
PA
USD
1786.17000000
0.007980313430
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.37500000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
93988.89000000
PA
USD
77436.96000000
0.345975585710
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBD2
1000.00000000
PA
USD
792.33000000
0.003539999966
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139X83
200000.00000000
PA
USD
218690.14000000
0.977071533742
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10200000
N
N
N
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAA5
2000.00000000
PA
USD
1904.62000000
0.008509528525
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.37500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
6000.00000000
PA
USD
5208.44000000
0.023270452244
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
100000.00000000
PA
USD
78307.15000000
0.349863451335
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
2000.00000000
PA
USD
1700.21000000
0.007596258305
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAJ3
58950.00000000
PA
USD
44283.24000000
0.197850224184
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.54200000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
4000.00000000
PA
USD
3746.00000000
0.016736511144
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
7000.00000000
PA
USD
6374.87000000
0.028481869408
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAM7
2000.00000000
PA
USD
1588.50000000
0.007097156421
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BS1
2000.00000000
PA
USD
1021.39000000
0.004563402327
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
5000.00000000
PA
USD
5135.67000000
0.022945327867
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
75000.00000000
PA
USD
75000.00000000
0.335087649725
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
8.37062000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
1000.00000000
PA
USD
980.77000000
0.004381918856
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQY8
20000.00000000
PA
USD
19800.00000000
0.088463139527
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
8.72062000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FUNH3
10836.95000000
PA
USD
7225.92000000
0.032284220665
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FAD21
49620.21000000
PA
USD
41203.17000000
0.184088978620
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.50000000
N
N
N
N
N
N
SNF GROUP SACA
969500F7036FEDYPRV54
SNF Group SACA
7846ELAE7
3000.00000000
PA
USD
2399.19000000
0.010719185844
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
2000.00000000
PA
USD
1628.85000000
0.007277433576
Long
DBT
CORP
N/A
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QAU4
103210.64000000
PA
USD
10226.90000000
0.045692105133
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners LP / Holly Energy Finance Corp
435765AJ1
2000.00000000
PA
USD
1936.18000000
0.008650533408
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
3000.00000000
PA
USD
2526.01000000
0.011285796721
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
N/A
CrownRock LP / CrownRock Finance Inc
228701AG3
2000.00000000
PA
USD
1886.40000000
0.008428124565
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
2000.00000000
PA
USD
1698.79000000
0.007589913979
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
2000.00000000
PA
USD
1926.74000000
0.008608357043
Long
DBT
CORP
N/A
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
INNOPHOS HOLDINGS INC
XQ0331QX53IRX25OY417
Innophos Holdings Inc
45774NAB4
3000.00000000
PA
USD
2822.67000000
0.012611224750
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.37500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HTPF7
16449.85000000
PA
USD
11515.91000000
0.051451189551
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
None
0.00000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
1000.00000000
PA
USD
846.07000000
0.003780101437
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WBD8
97335.83000000
PA
USD
10229.97000000
0.045705821387
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
0.84641000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHT1
1435000.00000000
PA
USD
1320872.66000000
5.901441536346
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-INV2 Trust
67112VAE5
26393.41000000
PA
USD
22925.92000000
0.102429235341
Long
ABS-MBS
CORP
US
N
2
2049-05-27
Variable
4.00000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
3000.00000000
PA
USD
2888.86000000
0.012906950770
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAA1
100000.00000000
PA
USD
83048.52000000
0.371047111733
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Fixed
3.22800000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
110000.00000000
PA
USD
79122.73000000
0.353507328474
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K71 Mortgage Trust
35708WAS9
100000.00000000
PA
USD
91389.58000000
0.408313594287
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
3.75187200
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H94H9
22938.61000000
PA
USD
20669.75000000
0.092349039305
Long
ABS-MBS
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAJ2
35000.00000000
PA
USD
34285.25000000
0.153180851236
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
10.82062000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AF9
76000.00000000
PA
USD
71178.65000000
0.318014487188
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
1.39000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAJ5
40000.00000000
PA
USD
39750.00000000
0.177596454354
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
11.32062000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
55000.00000000
PA
USD
50675.73000000
0.226410816850
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GrafTech Finance Inc
384311AA4
1000.00000000
PA
USD
733.04000000
0.003275102010
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.62500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BJ0
95000.00000000
PA
USD
80772.96000000
0.360880284370
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3133Q3C33
123135.77000000
PA
USD
91626.36000000
0.409371488337
Long
ABS-MBS
USGSE
US
N
2
2053-09-25
None
0.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
3000.00000000
PA
USD
2693.18000000
0.012032684753
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
55000.00000000
PA
USD
52661.02000000
0.235280765652
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
4000.00000000
PA
USD
3204.34000000
0.014316463460
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
WEEKLEY HOMES LLC/ FINAN
N/A
Weekley Homes LLC / Weekley Finance Corp
948565AD8
3000.00000000
PA
USD
2576.25000000
0.011510260768
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
67777LAD5
2000.00000000
PA
USD
1701.82000000
0.007603451520
Long
DBT
CORP
NL
N
2
2030-02-15
Fixed
4.75000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
3000.00000000
PA
USD
2235.00000000
0.009985611961
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383XXB5
71288.69000000
PA
USD
73452.09000000
0.328171842740
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Variable
6.95406000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP20
200245.77000000
PA
USD
184692.26000000
0.825174604345
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
100000.00000000
PA
USD
88996.19000000
0.397620321888
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAC7
2000.00000000
PA
USD
1810.49000000
0.008088971186
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
11000.00000000
PA
USD
8560.18000000
0.038245474632
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
BAYTEX ENERGY CORP
549300R5LTV2H7I1I079
Baytex Energy Corp
07317QAJ4
1000.00000000
PA
USD
990.45000000
0.004425167502
Long
DBT
CORP
CA
N
2
2030-04-30
Fixed
8.50000000
N
N
N
N
N
N
CENCOSUD SA
549300NLTGCFV7482429
Cencosud SA
000000000
200000.00000000
PA
USD
183260.70000000
0.818778630000
Long
DBT
CORP
CL
N
2
2027-07-17
Fixed
4.37500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
3000.00000000
PA
USD
2582.52000000
0.011538274095
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137HADW3
78662.15000000
PA
USD
48455.82000000
0.216492624524
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
0.25000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
2000.00000000
PA
USD
1719.97000000
0.007684542731
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2022-DKLX
05530SAJ5
100000.00000000
PA
USD
96353.29000000
0.430490633192
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.48500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
35000.00000000
PA
USD
28897.60000000
0.129109718222
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II Inc
64083YAA9
3000.00000000
PA
USD
2572.50000000
0.011493506385
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
2000.00000000
PA
USD
1840.94000000
0.008225016771
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
123000.00000000
PA
USD
118257.49000000
0.528354991820
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAD1
117000.00000000
PA
USD
95357.32000000
0.426040803238
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBT1
125000.00000000
PA
USD
85433.60000000
0.381703256421
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
1000.00000000
PA
USD
839.45000000
0.003750524367
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA
000000000
200000.00000000
PA
USD
133148.08000000
0.594883695902
Long
DBT
CORP
ES
N
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
1000.00000000
PA
USD
981.99000000
0.004387369615
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-WEST Trust
12655QAA3
100000.00000000
PA
USD
69842.06000000
0.312042823165
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Fixed
3.04030000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22303XAA3
2000.00000000
PA
USD
1560.00000000
0.006969823114
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325URK4
88829.03810000
PA
USD
6912.37000000
0.030883330897
Long
ABS-MBS
USGSE
US
N
2
2043-08-15
Floating
0.51521000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
000000000
162856.33000000
NS
USD
162856.33000000
0.727615264834
Long
STIV
RF
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
2000.00000000
PA
USD
1819.99000000
0.008131415621
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
2000.00000000
PA
USD
1811.89000000
0.008095226155
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383FBP7
1482254.78000000
PA
USD
524.87000000
0.002345032729
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Floating
0.01000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362UAC8
4000.00000000
PA
USD
3568.80000000
0.015944810724
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGVA4
157707.01000000
PA
USD
126468.04000000
0.565038377186
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.00000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AF3
2000.00000000
PA
USD
2009.32000000
0.008977310884
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
9.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ASK0
135000.00000000
PA
USD
93618.88000000
0.418273739588
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6PH4
64484.83000000
PA
USD
10361.63000000
0.046294056586
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
3.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
2000.00000000
PA
USD
1795.00000000
0.008019764416
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAA6
1000.00000000
PA
USD
863.38000000
0.003857439666
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
2000.00000000
PA
USD
1587.50000000
0.007092688585
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
3000.00000000
PA
USD
2830.07000000
0.012644286731
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
2000.00000000
PA
USD
1890.04000000
0.008444387486
Long
DBT
CORP
N/A
N
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
2000.00000000
PA
USD
1986.68000000
0.008876159092
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
1000.00000000
PA
USD
901.70000000
0.004028647116
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
2000.00000000
PA
USD
1572.50000000
0.007025671055
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAB4
1000.00000000
PA
USD
838.23000000
0.003745073608
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493005RUXPCBST1N217
Freddie Mac Stacr Trust 2018-HQA2
35563XBE1
25000.00000000
PA
USD
30241.08000000
0.135112165631
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Floating
16.43510000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APUD9
83698.70000000
PA
USD
61789.72000000
0.276066294026
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
2000.00000000
PA
USD
1420.31000000
0.006345711197
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
QATAR ENERGY
N/A
QatarEnergy
000000000
200000.00000000
PA
USD
131340.00000000
0.586805492199
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
90000.00000000
PA
USD
69018.71000000
0.308364230946
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
2000.00000000
PA
USD
1786.81000000
0.007983172845
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
4000.00000000
PA
USD
3751.99000000
0.016763273478
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
67499.01000000
PA
USD
66680.76000000
0.297918655337
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AQ1
4000.00000000
PA
USD
3668.59000000
0.016390656012
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
15138AAC4
4000.00000000
PA
USD
3924.56000000
0.017534287821
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696AB0
2000.00000000
PA
USD
1946.26000000
0.008695569188
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
2000.00000000
PA
USD
1624.64000000
0.007258623989
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAC7
4000.00000000
PA
USD
3338.38000000
0.014915332107
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.87500000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
200000.00000000
PA
USD
158556.81000000
0.708405717478
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
DELEK LOG PART/FINANCE
N/A
Delek Logistics Partners LP / Delek Logistics Finance Corp
24665FAC6
3000.00000000
PA
USD
2730.00000000
0.012197190450
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383RA23
171630.26000000
PA
USD
22436.95000000
0.100244597900
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBF8
2000.00000000
PA
USD
1937.13000000
0.008654777852
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHWC9
83789.65000000
PA
USD
9484.02000000
0.042373039623
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
2000.00000000
PA
USD
830.00000000
0.003708303323
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
1000.00000000
PA
USD
881.93000000
0.003940318012
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAA3
4000.00000000
PA
USD
3820.82000000
0.017070794584
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
128000.00000000
PA
USD
130399.90000000
0.582605280205
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
8.22062000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
2000.00000000
PA
USD
1690.00000000
0.007550641707
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
105000.00000000
PA
USD
86349.17000000
0.385793872413
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DM30
60313.31000000
PA
USD
5337.49000000
0.023847026393
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Floating
0.59641000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISOMSKCX2AW62
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KND7
60000.00000000
PA
USD
60757.60000000
0.271454951826
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
8.97062000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31423XQF1
198936.13000000
PA
USD
28871.53000000
0.128993241755
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BG1
2000.00000000
PA
USD
1716.14000000
0.007667430922
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.75000000
N
N
N
N
N
N
CASCADES INC/USA INC
N/A
Cascades Inc/Cascades USA Inc
14739LAB8
2000.00000000
PA
USD
1807.33000000
0.008074852826
Long
DBT
CORP
N/A
N
2
2028-01-15
Fixed
5.37500000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
2000.00000000
PA
USD
2031.88000000
0.009078105249
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
105000.00000000
PA
USD
95736.35000000
0.427734246863
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB65
60000.00000000
PA
USD
64889.93000000
0.289917521793
Long
ABS-MBS
CORP
US
N
2
2042-07-25
Floating
11.32062000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAS7
88576.84000000
PA
USD
88528.16000000
0.395529240918
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.78550000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
90000.00000000
PA
USD
84598.34000000
0.377971452283
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
2000.00000000
PA
USD
1780.42000000
0.007954623377
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAG4
140000.00000000
PA
USD
121357.40000000
0.542204879237
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
2.52000000
N
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAB1
162000.00000000
PA
USD
140737.50000000
0.628791974709
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.37500000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAT3
113398.13000000
PA
USD
99037.01000000
0.442481052223
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
1.90100000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
100000.00000000
PA
USD
74020.67000000
0.330712164552
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.75000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2022-2 LLC
29374JAC9
100000.00000000
PA
USD
97338.01000000
0.434890199998
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
4.79000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AM6
2000.00000000
PA
USD
1976.49000000
0.008830631850
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
9.37500000
N
N
N
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98953GAD7
4000.00000000
PA
USD
2914.38000000
0.013020969928
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
5.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
115000.00000000
PA
USD
100361.94000000
0.448400621286
Long
DBT
CORP
FR
N
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383X4E1
99556.10000000
PA
USD
103885.10000000
0.464141520006
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Variable
7.49622000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FW2G4
173334.74000000
PA
USD
32300.46000000
0.144313136352
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
1000.00000000
PA
USD
992.38000000
0.004433790424
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
4000.00000000
PA
USD
2972.11000000
0.013278898061
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
4000.00000000
PA
USD
3571.19000000
0.015955488850
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAB0
2000.00000000
PA
USD
1115.00000000
0.004981636392
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
96388.12000000
PA
USD
83363.29000000
0.372453452259
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
3000.00000000
PA
USD
2855.46000000
0.012757725070
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBG5
1000.00000000
PA
USD
872.79000000
0.003899481997
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
40000.00000000
PA
USD
29995.68000000
0.134015758841
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
2000.00000000
PA
USD
1675.96000000
0.007487913299
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
3000.00000000
PA
USD
2805.07000000
0.012532590848
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6TN7
67322.99000000
PA
USD
13172.25000000
0.058851443921
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
3.50000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
85000.00000000
PA
USD
83906.60000000
0.374880871872
Long
DBT
CORP
US
N
2
2025-04-23
Variable
5.37500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
4000.00000000
PA
USD
3424.94000000
0.015302067934
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
6000.00000000
PA
USD
5639.89000000
0.025198099797
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FBKV7
92497.56000000
PA
USD
76473.75000000
0.341672122042
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
3.50000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
4000.00000000
PA
USD
3591.56000000
0.016046498656
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
TRANSOCEAN TITAN FIN LTD
N/A
Transocean Titan Financing Ltd
89386MAA6
1000.00000000
PA
USD
1004.05000000
0.004485930062
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJ62
185000.00000000
PA
USD
197461.01000000
0.882223276710
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Floating
9.18510000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
130000.00000000
PA
USD
93236.81000000
0.416566713743
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383V3J5
209991.67000000
PA
USD
28727.66000000
0.128350454286
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
5000.00000000
PA
USD
4235.18000000
0.018922086831
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381YWY6
25360.12000000
PA
USD
20608.69000000
0.092076233280
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Floating
3.50000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
2000.00000000
PA
USD
2002.07000000
0.008944919078
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
2000.00000000
PA
USD
1819.72000000
0.008130209306
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AC1
2000.00000000
PA
USD
1445.00000000
0.006456022051
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBC3
2000.00000000
PA
USD
1949.58000000
0.008710402402
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
2000.00000000
PA
USD
1664.91000000
0.007438543718
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
LGI HOMES INC
549300W02B4WNV8CV109
LGI Homes Inc
50187TAF3
2000.00000000
PA
USD
1530.42000000
0.006837664545
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
1000.00000000
PA
USD
844.64000000
0.003773712432
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
2000.00000000
PA
USD
1589.83000000
0.007103098642
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
2000.00000000
PA
USD
1841.20000000
0.008226178408
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
CAMELOT RETURN MERGER SU
N/A
Camelot Return Merger Sub Inc
13323NAA0
2000.00000000
PA
USD
1867.46000000
0.008343503764
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
3000.00000000
PA
USD
2916.01000000
0.013028252499
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AA1
4000.00000000
PA
USD
3313.20000000
0.014802832014
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAC1
55000.00000000
PA
USD
46330.90000000
0.206998831875
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac - STACR
549300TCRXCIFPAC3B85
Freddie Mac STACR REMIC Trust 2020-HQA1
35565JBE0
55000.00000000
PA
USD
54560.64000000
0.243767955001
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
10.53510000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
2000.00000000
PA
USD
1720.00000000
0.007684676767
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
74820.12000000
PA
USD
71458.21000000
0.319263515233
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
9.18510000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAA7
100000.00000000
PA
USD
95296.26000000
0.425767997213
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UYG0
105123.16000000
PA
USD
8658.67000000
0.038685511733
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Floating
0.89641000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAG2
100000.00000000
PA
USD
75948.66000000
0.339326106389
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.98051000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CD4
30000.00000000
PA
USD
25661.14000000
0.114649747891
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.35000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAL9
4000.00000000
PA
USD
3687.88000000
0.016476840555
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
2000.00000000
PA
USD
1465.88000000
0.006549310453
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
9000.00000000
PA
USD
7424.31000000
0.033170594516
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H6BU8
93970.34000000
PA
USD
82203.97000000
0.367273801405
Long
ABS-MBS
USGSE
US
N
2
2049-05-25
Fixed
3.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
100000.00000000
PA
USD
89921.24000000
0.401753292959
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GF5
65000.00000000
PA
USD
36216.41000000
0.161808956111
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.95000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
2000.00000000
PA
USD
1855.23000000
0.008288862138
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAP81
9460.61000000
PA
USD
6277.27000000
0.028045808679
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
1.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
2000.00000000
PA
USD
1987.30000000
0.008878929150
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
3000.00000000
PA
USD
2558.42000000
0.011430599264
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAB5
2000.00000000
PA
USD
1727.10000000
0.007716398397
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.12500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AD0
120000.00000000
PA
USD
77409.37000000
0.345852318133
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-3 Trust
43730XAA2
89299.01000000
PA
USD
75131.74000000
0.335676242351
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.20000000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
2000.00000000
PA
USD
1946.79000000
0.008697937141
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AK6
50000.00000000
PA
USD
47093.78000000
0.210407254091
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISM9M3KNO6J64
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGR4
90000.00000000
PA
USD
88875.00000000
0.397078864924
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
8.47062000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
4000.00000000
PA
USD
3917.60000000
0.017503191687
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
2000.00000000
PA
USD
1981.12000000
0.008851317928
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
4000.00000000
PA
USD
3834.86000000
0.017133522992
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400AA0
3000.00000000
PA
USD
2205.44000000
0.009853542749
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383HHS1
67521.38000000
PA
USD
54136.15000000
0.241871403582
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
2000.00000000
PA
USD
1634.05000000
0.007300666320
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
Arches Buyer Inc
039524AB9
3000.00000000
PA
USD
2423.16000000
0.010826279857
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd
653656AB4
125000.00000000
PA
USD
110625.00000000
0.494254283345
Long
DBT
CORP
IL
N
2
2025-09-15
None
0.00000000
N
N
N
N
N
Nice Ltd
Nice Ltd
USD
XXXX
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYZH5
75322.66000000
PA
USD
70594.33000000
0.315403841648
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XTS4
50700.38000000
PA
USD
37508.55000000
0.167582024854
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Floating
2.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
169000.00000000
0.755064170714
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
2000.00000000
PA
USD
1562.00000000
0.006978758784
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
Crown Americas LLC
228180AB1
2000.00000000
PA
USD
1807.50000000
0.008075612358
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.25000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAC3
2000.00000000
PA
USD
1717.21000000
0.007672211506
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BZ3
7000.00000000
PA
USD
6483.83000000
0.028968684745
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
7.50000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
90000.00000000
PA
USD
67316.77000000
0.300760243285
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
MIAMI-DADE CNTY FL TRANSIT SAL
N/A
County of Miami-Dade FL Transit System
59334PJT5
300000.00000000
PA
USD
195878.58000000
0.875153240050
Long
DBT
MUN
US
N
2
2042-07-01
Fixed
2.60000000
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
3000.00000000
PA
USD
2970.00000000
0.013269470929
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAP4
2000.00000000
PA
USD
1994.64000000
0.008911723061
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
4000.00000000
PA
USD
3425.00000000
0.015302336004
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
2000.00000000
PA
USD
1962.27000000
0.008767099232
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DA4
1000.00000000
PA
USD
837.62000000
0.003742348228
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.62500000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AF3
2000.00000000
PA
USD
1830.00000000
0.008176138653
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAK5
2000.00000000
PA
USD
1783.79000000
0.007969679982
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
2000.00000000
PA
USD
1838.60000000
0.008214562037
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE58
142314.70000000
PA
USD
123007.42000000
0.549576896887
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
1000.00000000
PA
USD
773.51000000
0.003455915305
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
9000.00000000
PA
USD
7520.68000000
0.033601159807
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
2000.00000000
PA
USD
1851.18000000
0.008270767405
Long
DBT
CORP
US
N
2
2027-07-15
Variable
4.15000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AU8
2000.00000000
PA
USD
1772.12000000
0.007917540344
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
1000.00000000
PA
USD
564.74000000
0.002523165324
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
531968AA3
2000.00000000
PA
USD
1952.86000000
0.008725056901
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
7.50000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
1000.00000000
PA
USD
758.73000000
0.003389880699
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDQ0
2000.00000000
PA
USD
1851.04000000
0.008270141908
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2021-A
44933LAF0
35000.00000000
PA
USD
32069.65000000
0.143281915280
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.33000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
60000.00000000
PA
USD
45219.67000000
0.202034039222
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381HGG0
41080.09000000
PA
USD
21755.02000000
0.097197846953
Long
ABS-MBS
USGA
US
N
2
2061-09-16
Fixed
2.00000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AG1
4000.00000000
PA
USD
4010.54000000
0.017918432303
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMMG8
114858.99000000
PA
USD
111860.84000000
0.499775812958
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
WASHINGTON ST
549300X3TODFMUKLQ364
State of Washington
93974CRF9
235000.00000000
PA
USD
226418.22000000
1.011599322597
Long
DBT
MUN
US
N
2
2033-08-01
Fixed
5.09000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KT7
30000.00000000
PA
USD
27382.82000000
0.122341930622
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.95000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
65000.00000000
PA
USD
62007.80000000
0.277040639555
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DM3S2
82580.86000000
PA
USD
66243.37000000
0.295964468842
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AA9
100000.00000000
PA
USD
85514.19000000
0.382063319270
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
3000.00000000
PA
USD
2731.34000000
0.012203177349
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAL9
80000.00000000
PA
USD
74788.09000000
0.334140870740
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.69298000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
6000.00000000
PA
USD
5372.37000000
0.024002864490
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
2023-12-20
IndexIQ Active ETF Trust
Adefolahan Oyefeso
Adefolahan Oyefeso
Director and Vice President, IndexIQ