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