0001752724-23-188838.txt : 20230824
0001752724-23-188838.hdr.sgml : 20230824
20230824132946
ACCESSION NUMBER: 0001752724-23-188838
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230824
DATE AS OF CHANGE: 20230824
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Capital Group Fixed Income ETF Trust
CENTRAL INDEX KEY: 0001870117
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23738
FILM NUMBER: 231201107
BUSINESS ADDRESS:
STREET 1: 6455 IRVINE CENTER DRIVE
CITY: IRVINE
STATE: CA
ZIP: 92618
BUSINESS PHONE: (213) 486-9200
MAIL ADDRESS:
STREET 1: 333 SOUTH HOPE STREET, 55TH FLOOR
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
FORMER COMPANY:
FORMER CONFORMED NAME: Capital Group Core Plus Income ETF
DATE OF NAME CHANGE: 20210629
0001870117
S000074251
Capital Group Core Plus Income ETF
C000231860
Share Class
CGCP
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001870117
XXXXXXXX
S000074251
C000231860
Capital Group Fixed Income ETF Trust
811-23738
0001870117
549300E5VFNPOBZRHM30
6455 Irvine Center Drive
Irvine
92618
949-975-5000
Capital Group Core Plus Income ETF
S000074251
549300D15HR3L1WV1T24
2023-12-31
2023-06-30
N
1153277915.06
286201689.65
867076225.41
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
79417980.94000000
0.00000000
0.00000000
4604007.22000000
USD
N
Bloomberg U.S. Aggregate Index
LBUSTRUU
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCL5
355000.00000000
PA
USD
279154.32000000
0.032194899573
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HM8
864000.00000000
PA
USD
723365.27000000
0.083425799116
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
350000.00000000
PA
USD
283294.67000000
0.032672406611
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B38 Mortgage Trust
081916AJ7
2996000.00000000
PA
USD
2604008.15000000
0.300320557027
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.45000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAG0
475000.00000000
PA
USD
467105.36000000
0.053871314460
Long
DBT
CORP
NL
N
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8H8
1100000.00000000
PA
USD
1022271.43000000
0.117898680651
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
450000.00000000
PA
USD
340341.60000000
0.039251635557
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CFR7
17508861.00000000
PA
USD
17252383.33000000
1.989719337748
Long
DBT
UST
US
N
2
2027-10-15
Fixed
1.63000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
1275000.00000000
PA
USD
1133992.01000000
0.130783427888
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
5493002H8U24DJXQ4886
Ritchie Bros Holdings Inc
76774LAC1
280000.00000000
PA
USD
290829.15000000
0.033541359049
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AQ5
1044000.00000000
PA
USD
1053151.70000000
0.121460105713
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
837000.00000000
PA
USD
814760.91000000
0.093966468705
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
FIVE 2023-V1
N/A
FIVE 2023-V1 Mortgage Trust
337964AF7
1982000.00000000
PA
USD
1949557.63000000
0.224842703890
Long
ABS-MBS
CORP
US
N
2
2056-02-10
Variable
6.62000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-AHP
05610FAA5
4887000.00000000
PA
USD
4757621.07000000
0.548696980793
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
6.14000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
92735LAA0
761000.00000000
PA
USD
755776.27000000
0.087163763444
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2023-VLT2
123918AE4
2500000.00000000
PA
USD
2499826.25000000
0.288305246614
Long
ABS-MBS
CORP
US
N
2
2040-06-15
Floating
9.32000000
N
N
N
N
N
N
Brex Inc
N/A
Brex Commercial Charge Card Master Trust
05601DAC7
1000000.00000000
PA
USD
973832.10000000
0.112312167196
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754QAF5
812000.00000000
PA
USD
834764.01000000
0.096273428510
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
10.42000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
150000.00000000
PA
USD
134747.90000000
0.015540490680
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-1
55376CBB8
1698000.00000000
PA
USD
1572237.80000000
0.181326364848
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Variable
6.91000000
N
N
N
N
N
N
RITCHIE BROS HLDGS INC
5493002H8U24DJXQ4886
Ritchie Bros Holdings Inc
76774LAB3
244000.00000000
PA
USD
246237.29000000
0.028398574748
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAK7
739000.00000000
PA
USD
651494.64000000
0.075136951159
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032674
26955000.00000000
PA
USD
24565902.61000000
2.833188350699
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
3.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBL1
557000.00000000
PA
USD
540876.84000000
0.062379387665
Long
DBT
CORP
US
N
2
2032-05-09
Fixed
4.75000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBB3
325000.00000000
PA
USD
326372.04000000
0.037640524608
Long
DBT
CORP
CA
N
2
2053-03-27
Fixed
5.80000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
1000000.00000000
PA
USD
977041.18000000
0.112682270758
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
320000.00000000
PA
USD
267272.99000000
0.030824624429
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CX5
62000.00000000
PA
USD
61108.60000000
0.007047661809
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.10000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBY4
2167000.00000000
PA
USD
2156041.70000000
0.248656535240
Long
ABS-O
CORP
US
N
2
2029-09-25
Fixed
7.13000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
609000.00000000
PA
USD
619974.47000000
0.071501726357
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
820000.00000000
PA
USD
783969.32000000
0.090415271117
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.88000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
50000.00000000
PA
USD
44609.50000000
0.005144818724
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5YP1
871013.73000000
PA
USD
769074.30000000
0.088697426761
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
3650R Commercial Mortgage Trust
N/A
3650R 2021-PF1 Commercial Mortgage Trust
88575JBA5
1690000.00000000
PA
USD
1500244.43000000
0.173023361272
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
5.47000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
875000.00000000
PA
USD
882333.27000000
0.101759596693
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAE3
701000.00000000
PA
USD
686093.02000000
0.079127186271
Long
ABS-O
CORP
US
N
2
2028-10-13
Fixed
4.86000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2023-A
78450QAC7
2490000.00000000
PA
USD
2445919.53000000
0.282088178446
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
5.88000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAG4
1562000.00000000
PA
USD
1519068.90000000
0.175194389545
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
5.48000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C5 Mortgage Trust
055988AJ8
1873000.00000000
PA
USD
1939174.59000000
0.223645226702
Long
ABS-MBS
CORP
US
N
2
2056-06-15
Variable
6.48000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
400000.00000000
PA
USD
315744.28000000
0.036414823835
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAW4
428000.00000000
PA
USD
415622.88000000
0.047933834168
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BC6
249000.00000000
PA
USD
227882.67000000
0.026281734329
Long
DBT
CORP
NL
N
2
2033-03-28
Fixed
4.25000000
N
N
N
N
N
N
AG TTMT ESCROW ISSUER
N/A
AG TTMT Escrow Issuer LLC
00840KAA7
675000.00000000
PA
USD
692501.40000000
0.079866265468
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
8.63000000
N
N
N
N
N
N
Capital Group Central Cash Fund
549300YD0SRETB6WWP29
Capital Group Central Cash Fund
14020B102
2506268.95000000
NS
USD
250651957.19000000
28.90771881923
Long
EC
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
6138000.00000000
PA
USD
5624099.63000000
0.648628051973
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
1450000.00000000
PA
USD
1432482.30000000
0.165208347088
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAS7
686422.88000000
PA
USD
685374.03000000
0.079044265073
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.60000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CJ3
400000.00000000
PA
USD
348935.43000000
0.040242762951
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
706000.00000000
PA
USD
659075.50000000
0.076011252607
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAA1
1055000.00000000
PA
USD
1056988.68000000
0.121902625054
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
8.45000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
793000.00000000
PA
USD
773768.72000000
0.089238834755
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.57000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
4090000.00000000
PA
USD
3095303.00000000
0.356981648128
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B6T67
821527.29000000
PA
USD
725257.13000000
0.083643987546
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAN5
4000000.00000000
PA
USD
3784418.40000000
0.436457405830
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
7.19000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EF8
280000.00000000
PA
USD
284789.14000000
0.032844764007
Long
DBT
NUSS
CO
N
2
2033-04-20
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABE8
1900000.00000000
PA
USD
2393826.15000000
0.276080242987
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
16.57000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAL5
141000.00000000
PA
USD
144312.71000000
0.016643601308
Long
DBT
CORP
US
N
2
2063-06-28
Fixed
6.10000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAX2
65000.00000000
PA
USD
66137.16000000
0.007627606208
Long
DBT
CORP
US
N
2
2033-03-09
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
6530000.00000000
PA
USD
6307399.48000000
0.727433101630
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.38000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
525000.00000000
PA
USD
352286.92000000
0.040629290675
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753XAA2
259445.71000000
PA
USD
260558.37000000
0.030050226538
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.17000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
2050000.00000000
PA
USD
2037859.86000000
0.235026610150
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
2665000.00000000
PA
USD
2237665.38000000
0.258070203567
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.88000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C5 Mortgage Trust
055988AK5
998000.00000000
PA
USD
948782.43000000
0.109423185897
Long
ABS-MBS
CORP
US
N
2
2056-06-15
Variable
6.63000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
750000.00000000
PA
USD
762566.03000000
0.087946827239
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.13000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FZ6
525000.00000000
PA
USD
485327.09000000
0.055972828659
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.94000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBF9
1000000.00000000
PA
USD
776582.60000000
0.089563359857
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.65000000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
350000.00000000
PA
USD
207170.04000000
0.023892944348
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.63000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
1425000.00000000
PA
USD
1151755.75000000
0.132832122049
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
000000000
890000.00000000
PA
USD
899142.46000000
0.103698202493
Long
DBT
CORP
KR
Y
2
2033-01-17
Fixed
6.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-IND
05609WAL7
143754.38000000
PA
USD
138250.73000000
0.015944472463
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.99000000
N
N
N
N
N
N
SOUTH32 TREASURY LTD
213800HFGZMXST64GP53
South32 Treasury Ltd
84055BAA1
209000.00000000
PA
USD
183585.49000000
0.021172935506
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.35000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
200000.00000000
PA
USD
172100.32000000
0.019848349540
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHG1
4124267.67000000
PA
USD
4106784.16000000
0.473635885709
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
MISSION LANE CREDIT CARD MASTE
N/A
MISSION LANE CREDIT CARD MASTE
60510MAM0
3500000.00000000
PA
USD
3556350.00000000
0.410154251238
Long
ABS-O
CORP
US
N
3
2028-01-15
Fixed
14.45000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
75000.00000000
PA
USD
74427.79000000
0.008583765512
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECL3
925000.00000000
PA
USD
622079.96000000
0.071744552758
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.82000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
1350000.00000000
PA
USD
1011561.75000000
0.116663532035
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBU2
2200000.00000000
PA
USD
2169203.30000000
0.250174464070
Long
ABS-O
CORP
US
N
2
2027-06-25
Fixed
6.91000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAL8
1810000.00000000
PA
USD
1274199.00000000
0.146953516041
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BD2Q7
793486.74000000
PA
USD
746845.45000000
0.086133770955
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
75000.00000000
PA
USD
69406.47000000
0.008004656103
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
6230000.00000000
PA
USD
6188224.11000000
0.713688592611
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-V2 Mortgage Trust
08163TAF9
3464000.00000000
PA
USD
3260128.01000000
0.375990935336
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Variable
6.99000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2022-C18
054975AL1
1355000.00000000
PA
USD
1188977.54000000
0.137124915336
Long
ABS-MBS
CORP
US
N
2
2055-12-15
Variable
6.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHT3
2312443.00000000
PA
USD
2302639.37000000
0.265563661246
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAP6
1600000.00000000
PA
USD
1606656.00000000
0.185295819781
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
601000.00000000
PA
USD
598969.28000000
0.069079195397
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AH0
649000.00000000
PA
USD
567570.75000000
0.065457999350
Long
DBT
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAE5
2976000.00000000
PA
USD
2869303.85000000
0.330917140375
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.49000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2023-1
505710AD5
1368000.00000000
PA
USD
1361047.41000000
0.156969753075
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
6.18000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
965000.00000000
PA
USD
751677.10000000
0.086691005700
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AS8
1350000.00000000
PA
USD
1337977.71000000
0.154309121942
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.88000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
100000.00000000
PA
USD
86154.58000000
0.009936217540
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032688
2700000.00000000
PA
USD
2495179.70000000
0.287769359472
Long
ABS-MBS
USGA
US
N
2
2053-08-21
Fixed
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SCG7WNUY8 IRS USD R F 4.10500 BCG7WNUY8_FIX CCPOIS / Short: SCG7WNUY8 IRS USD P V 00MSOFR BCG7WNUY8_FLO CCPOIS
000000000
175000000.00000000
OU
Notional Amount
USD
-2438012.50000000
-0.28117625977
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-04-18
0.00000000
USD
0.00000000
USD
175000000.00000000
USD
-2438012.50000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBV2
1301000.00000000
PA
USD
1178141.77000000
0.135875224746
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.93000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
400000.00000000
PA
USD
345701.12000000
0.039869749610
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBT2
700000.00000000
PA
USD
490357.59000000
0.056552996798
Long
DBT
US
N
2
2052-02-15
Fixed
3.40000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBP2
636000.00000000
PA
USD
625148.22000000
0.072098415534
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
1230000.00000000
PA
USD
1152023.17000000
0.132862963628
Long
DBT
US
N
2
2032-05-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ANHB3
989254.52000000
PA
USD
873041.09000000
0.100687928513
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAC9
75000.00000000
PA
USD
68351.65000000
0.007883003592
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BV5
1550000.00000000
PA
USD
1616255.84000000
0.186402970423
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAC3
130465.51000000
PA
USD
129897.12000000
0.014981049669
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BJTU6
560516.04000000
PA
USD
511439.95000000
0.058984427782
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AS2
50000.00000000
PA
USD
46830.81000000
0.005401002660
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DZ0
1733000.00000000
PA
USD
1778400.60000000
0.205103144093
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.88000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAX0
1590000.00000000
PA
USD
1295572.16000000
0.149418485022
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
2.13000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
75000.00000000
PA
USD
57457.48000000
0.006626577723
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818GF9
425000.00000000
PA
USD
423483.77000000
0.048840431508
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
4.95000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030678
8904000.00000000
PA
USD
7837954.62000000
0.903952200545
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
3.00000000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAP3
2459000.00000000
PA
USD
2438874.81000000
0.281275710084
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
8.15000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DH0
625000.00000000
PA
USD
593000.08000000
0.068390766880
Long
DBT
CORP
US
N
2
2029-08-18
Fixed
4.05000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
856000.00000000
PA
USD
768014.50000000
0.088575199906
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBW4
250000.00000000
PA
USD
228105.27000000
0.026307406813
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.74000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAH5
127000.00000000
PA
USD
107711.88000000
0.012422423409
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
300000.00000000
PA
USD
239829.51000000
0.027659564750
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196BX9
200000.00000000
PA
USD
164891.81000000
0.019016991259
Long
DBT
CORP
US
N
2
2031-12-13
Fixed
2.08000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBM9
1939000.00000000
PA
USD
1501265.75000000
0.173141150224
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.88000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GM3
360000.00000000
PA
USD
372818.39000000
0.042997187453
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
21270000.00000000
PA
USD
18039618.96000000
2.080511312770
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
2.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BP1
400000.00000000
PA
USD
356291.00000000
0.041091081678
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052672
5524204.00000000
PA
USD
5497877.74000000
0.634070866999
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
5.50000000
N
N
N
N
N
N
Boca Commercial Mortgage Trust
N/A
BOCA Commercial Mortgage Trust 2022-BOCA
05592LAC0
317000.00000000
PA
USD
313644.56000000
0.036172662888
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
7.47000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
2000000.00000000
PA
USD
2043585.50000000
0.235686948864
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.13000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AT5
151000.00000000
PA
USD
149009.31000000
0.017185260722
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.38000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHE7
3333000.00000000
PA
USD
3301285.17000000
0.380737595294
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
6.85000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PET1
630000.00000000
PA
USD
629046.69000000
0.072548026524
Long
DBT
NUSS
DO
N
2
2031-02-03
Fixed
7.05000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZJ4
90000.00000000
PA
USD
71497.56000000
0.008245821751
Long
DBT
CORP
CA
N
2
2031-09-10
Fixed
2.00000000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAA2
225000.00000000
PA
USD
224665.83000000
0.025910735805
Long
DBT
CORP
ES
N
2
2029-01-18
Fixed
6.21000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AN5
1235000.00000000
PA
USD
932560.85000000
0.107552349225
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITGOA1OPGRQ72
Freddie Mac STACR REMIC Trust 2020-DNA3
35565WBD3
7990617.59000000
PA
USD
8606740.55000000
0.992616369562
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Floating
10.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
623000.00000000
PA
USD
624718.97000000
0.072048910083
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AZ6
350000.00000000
PA
USD
304981.62000000
0.035173565029
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
500000.00000000
PA
USD
388708.03000000
0.044829741447
Long
DBT
NUSS
MN
Y
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-GPA
05608UAL2
622000.00000000
PA
USD
619868.16000000
0.071489465612
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
8.36000000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAC7
820000.00000000
PA
USD
811615.50000000
0.093603708211
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.88000000
N
N
N
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAL0
249000.00000000
PA
USD
245325.96000000
0.028293470955
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
8.34000000
N
N
N
N
N
N
BANK5 2023-5YR2
N/A
BANK5 2023 5YR
06211CAZ8
2288000.00000000
PA
USD
2136407.19000000
0.246392084962
Long
ABS-MBS
CORP
US
N
2
2028-07-15
Variable
7.40000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEF4
1290000.00000000
PA
USD
1310948.01000000
0.151191783557
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.35000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DJ6
715000.00000000
PA
USD
667698.76000000
0.077005774167
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.20000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CS6
50000.00000000
PA
USD
32121.25000000
0.003704547427
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
800000.00000000
PA
USD
747638.69000000
0.086225255414
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.84000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
772000.00000000
PA
USD
629111.10000000
0.072555454937
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
250000.00000000
PA
USD
223442.33000000
0.025769629411
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-B38 Mortgage Trust
081916AH1
4994000.00000000
PA
USD
4801084.78000000
0.553709655426
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFU0
5690000.00000000
PA
USD
5658551.94000000
0.652601440816
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.13000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAF8
3677892.51000000
PA
USD
3350058.41000000
0.386362618628
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
210000.00000000
PA
USD
184400.63000000
0.021266945695
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABC4
600000.00000000
PA
USD
560607.82000000
0.064654963839
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
4.30000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
1475000.00000000
PA
USD
1318266.06000000
0.152035775098
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
69000.00000000
PA
USD
56625.95000000
0.006530677273
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECN9
80000.00000000
PA
USD
65601.85000000
0.007565868844
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.38000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VOLT
05609VAL9
2480000.00000000
PA
USD
2350400.90000000
0.271072003950
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.84000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-7
80287FAE2
796000.00000000
PA
USD
811425.29000000
0.093581771270
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
6.69000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBL1
200000.00000000
PA
USD
183834.82000000
0.021201690764
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.75000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
1870000.00000000
PA
USD
1254430.39000000
0.144673599994
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
100000.00000000
PA
USD
84142.36000000
0.009704147978
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CG3
203000.00000000
PA
USD
205028.64000000
0.023645976442
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAL5
1871701.04000000
PA
USD
1704864.35000000
0.196622199990
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
3.86000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAH2
741000.00000000
PA
USD
644851.82000000
0.074370833970
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
764000.00000000
PA
USD
546367.66000000
0.063012644562
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
1475000.00000000
PA
USD
1452865.71000000
0.167559168089
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAM1
2097000.00000000
PA
USD
1651962.02000000
0.190520968236
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2023-SMRT
17291NAE1
1225000.00000000
PA
USD
1181729.82000000
0.136289034962
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Variable
6.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGP3
1582000.00000000
PA
USD
1248998.68000000
0.144047160260
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.88000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAS8
1360000.00000000
PA
USD
1111324.14000000
0.128169139855
Long
DBT
CORP
CA
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST 2023-2PL
00111JAB0
318000.00000000
PA
USD
316337.50000000
0.036483239965
Long
ABS-O
CORP
US
N
2
2030-05-20
Fixed
6.88000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
100000.00000000
PA
USD
88160.61000000
0.010167573209
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEZ2
378000.00000000
PA
USD
364443.24000000
0.042031280447
Long
DBT
CORP
US
N
2
2033-01-28
Fixed
4.55000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
200000.00000000
PA
USD
222360.29000000
0.025644837614
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.88000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AU5
392000.00000000
PA
USD
400737.29000000
0.046217077375
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3A9
1050000.00000000
PA
USD
1027207.48000000
0.118467955861
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.81000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIV3
05608EAA2
989353.00000000
PA
USD
833525.35000000
0.096130573711
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.66000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042673
57183999.00000000
PA
USD
54981521.82000000
6.341025184262
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
965000.00000000
PA
USD
911357.58000000
0.105106973676
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
FXI HOLDINGS INC
549300VLKCUZW3MSVS50
FXI Holdings Inc
35166FAA0
1750000.00000000
PA
USD
1588125.00000000
0.183158637436
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
12.25000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
91845AAA3
200000.00000000
PA
USD
161291.30000000
0.018601744030
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
40000.00000000
PA
USD
31653.72000000
0.003650627138
Long
DBT
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
40000.00000000
PA
USD
41220.12000000
0.004753921142
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKW8
750000.00000000
PA
USD
737182.99000000
0.085019398340
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.95000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAB3
696000.00000000
PA
USD
692233.55000000
0.079835374297
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.88000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-B
12663BAA6
270953.88000000
PA
USD
267624.75000000
0.030865192950
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
2.88000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACY9
471000.00000000
PA
USD
462671.75000000
0.053359985713
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DK3
275000.00000000
PA
USD
253216.82000000
0.029203524739
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.88000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
1724000.00000000
PA
USD
1411232.95000000
0.162757657129
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040677
32291170.00000000
PA
USD
30307029.05000000
3.495313118021
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
200000.00000000
PA
USD
178931.23000000
0.020636159169
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-2
30168CAG3
848000.00000000
PA
USD
840906.31000000
0.096981820670
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
9.75000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BL2
400000.00000000
PA
USD
363054.00000000
0.041871059240
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RBC2
840000.00000000
PA
USD
626812.12000000
0.072290313311
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGEC9
927847.66000000
PA
USD
819265.68000000
0.094486004343
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DF3
200000.00000000
PA
USD
195728.98000000
0.022573445593
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
5.04000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
901000.00000000
PA
USD
881900.21000000
0.101709651834
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.02000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2239000.00000000
PA
USD
1214030.58000000
0.140014285298
Long
DBT
NUSS
EG
Y
2
2051-09-30
Fixed
8.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
50000.00000000
PA
USD
39740.44000000
0.004583269479
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.88000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAK5
98000.00000000
PA
USD
79222.28000000
0.009136714590
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
207942AC7
429000.00000000
PA
USD
438652.50000000
0.050589842870
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
9.82000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
200000.00000000
PA
USD
162803.59000000
0.018776156608
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
750000.00000000
PA
USD
732412.50000000
0.084469217184
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services Inc
46285MAA8
500000.00000000
PA
USD
432362.65000000
0.049864433752
Long
DBT
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
250000.00000000
PA
USD
229021.25000000
0.026413046891
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AJ4
317000.00000000
PA
USD
320528.21000000
0.036966555027
Long
DBT
US
N
2
2028-07-15
Fixed
7.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
755000.00000000
PA
USD
683860.13000000
0.078869666813
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
710000.00000000
PA
USD
704554.30000000
0.081256327800
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
450000.00000000
PA
USD
385192.67000000
0.044424314577
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CQ9
78000.00000000
PA
USD
74713.14000000
0.008616674960
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
4.45000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAL8
500000.00000000
PA
USD
474099.05000000
0.054677897525
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.58000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
480000.00000000
PA
USD
405698.80000000
0.046789288889
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-GPA
05608UAJ7
982000.00000000
PA
USD
979437.08000000
0.112958590178
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
7.81000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAG7
443000.00000000
PA
USD
446590.23000000
0.051505302176
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.35000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
183000.00000000
PA
USD
177739.67000000
0.020498736419
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
775000.00000000
PA
USD
674405.53000000
0.077779266716
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
WOLFSPEED INC
000000000
800000.00000000
PA
USD
768000.00000000
0.088573527620
Long
ABS-O
CORP
US
N
3
2030-06-23
Variable
9.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP23
000000000
2145.00000000
NC
USD
-5438902.74000000
-0.62726927352
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
441611246.49000000
USD
-5438902.74000000
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BY5
55000.00000000
PA
USD
45609.92000000
0.005260197277
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAF6
26000.00000000
PA
USD
24769.03000000
0.002856615055
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: BCG7859V4 IRS BRL R F 12.54000 BCG7859V4_FIX NDFPREDISWAP / Short: BCG7859V4 IRS BRL P V 00MBRCDI BCG7859V4_FLO NDFPREDISWAP
000000000
19453547.83000000
OU
Notional Amount
229030.32000000
0.026414092935
N/A
DIR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
Y
2026-01-02
0.00000000
BRL
0.00000000
BRL
19453547.83000000
BRL
229030.32000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
471000.00000000
PA
USD
452852.65000000
0.052227547789
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.21000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
1934000.00000000
PA
USD
1890602.70000000
0.218043425087
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
2290000.00000000
PA
USD
2269746.90000000
0.261770168929
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.29000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RBJ6
2000000.00000000
PA
USD
1869839.00000000
0.215648745197
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
4.16000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
280000.00000000
PA
USD
280242.45000000
0.032320393730
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
630000.00000000
PA
USD
535836.12000000
0.061798040852
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAN8
450000.00000000
PA
USD
447997.50000000
0.051667602786
Long
DBT
CORP
US
N
2
2030-07-25
Fixed
9.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BE3J0
713339.42000000
PA
USD
650710.89000000
0.075046561182
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
1150000.00000000
PA
USD
999713.29000000
0.115297047791
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DP8
315000.00000000
PA
USD
284324.89000000
0.032791222001
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.60000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AL5
300000.00000000
PA
USD
264013.56000000
0.030448713995
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BCG6CBFF6 IRS USD R V 00MSOFR BCG6CBFF6_FLO CCPOIS / Short: BCG6CBFF6 IRS USD P F 2.12100 BCG6CBFF6_FIX CCPOIS
000000000
5700000.00000000
OU
Notional Amount
USD
136599.93000000
0.015754085511
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-28
0.00000000
USD
0.00000000
USD
5700000.00000000
USD
136599.93000000
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBT6
790000.00000000
PA
USD
671167.22000000
0.077405792055
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHZ0
2335000.00000000
PA
USD
2295768.50000000
0.264771243025
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
6.62000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
3434000.00000000
PA
USD
3292201.21000000
0.379689941151
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.63000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Commercial Mortgage Trust 2022-LPF2
449652AC0
409000.00000000
PA
USD
405817.53000000
0.046802982034
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
7.89000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AW5
50000.00000000
PA
USD
31660.85000000
0.003651449442
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
2.70000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
1755000.00000000
PA
USD
1400841.00000000
0.161559152349
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.63000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2022-1
22534LAE2
1000000.00000000
PA
USD
962727.20000000
0.111031437812
Long
ABS-O
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBV6
929000.00000000
PA
USD
808229.02000000
0.093213145086
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.65000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KM8
1600000.00000000
PA
USD
1592363.71000000
0.183647488344
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.40000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
2450000.00000000
PA
USD
1605430.37000000
0.185154467733
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
1065000.00000000
PA
USD
899147.55000000
0.103698789523
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAV8
1590000.00000000
PA
USD
1289512.10000000
0.148719577611
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-B
12663BAD0
1250000.00000000
PA
USD
1203082.63000000
0.138751656975
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
5.19000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBC8
50000.00000000
PA
USD
44817.56000000
0.005168814307
Long
DBT
CORP
US
N
2
2027-06-10
Fixed
1.70000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DU1
710000.00000000
PA
USD
707554.55000000
0.081602346975
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BM6
25000.00000000
PA
USD
23982.92000000
0.002765952899
Long
DBT
CORP
US
N
2
2034-01-24
Fixed
5.07000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust VII
76088TAB7
336890.62000000
PA
USD
320149.24000000
0.036922848374
Long
ABS-O
CORP
US
N
2
2030-11-25
Fixed
6.58000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300XO83D3BDYP0P62
Wells Fargo Commercial Mortgage Trust 2015-LC22
94989TBF0
130000.00000000
PA
USD
116824.34000000
0.013473364460
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.70000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
1998000.00000000
PA
USD
1504583.91000000
0.173523833996
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.63000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
2570000.00000000
PA
USD
1826628.61000000
0.210665285988
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAB5
976000.00000000
PA
USD
891445.40000000
0.102810499685
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.13000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCH2
900000.00000000
PA
USD
894121.70000000
0.103119157670
Long
DBT
US
N
2
2034-01-15
Fixed
5.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
250000.00000000
PA
USD
230378.75000000
0.026569607521
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
100000.00000000
PA
USD
91206.78000000
0.010518888343
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BP6
100000.00000000
PA
USD
81585.57000000
0.009409273096
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.38000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp/Sealed Air Corp US
812127AA6
247000.00000000
PA
USD
245448.32000000
0.028307582748
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.13000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
975000.00000000
PA
USD
972807.16000000
0.112193960748
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAF4
210000.00000000
PA
USD
212157.21000000
0.024468115234
Long
DBT
CORP
KR
N
2
2033-01-17
Fixed
6.50000000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MAQ1
5600000.00000000
PA
USD
5561508.40000000
0.641409398276
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
10.03000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCZ1
300000.00000000
PA
USD
292498.32000000
0.033733864616
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
75000.00000000
PA
USD
66897.56000000
0.007715303227
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.35000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
48000.00000000
PA
USD
48163.04000000
0.005554648898
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
2250000.00000000
PA
USD
1935589.95000000
0.223231809762
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AT4
300000.00000000
PA
USD
301560.00000000
0.034778949204
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
2281000.00000000
PA
USD
2013578.98000000
0.232226293489
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AU9
25000.00000000
PA
USD
21493.60000000
0.002478859340
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032670
2735000.00000000
PA
USD
2524640.05000000
0.291167024999
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030686
10460000.00000000
PA
USD
9220735.08000000
1.063428428756
Long
ABS-MBS
USGSE
US
N
2
2053-08-15
Fixed
3.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
40000.00000000
PA
USD
35898.18000000
0.004140141194
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
200000.00000000
PA
USD
129737.46000000
0.014962636063
Long
DBT
CORP
MX
Y
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
1200000.00000000
PA
USD
920000.12000000
0.106103718801
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060675
10730000.00000000
PA
USD
10825564.17000000
1.248513550798
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
6.00000000
N
N
N
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAB7
910000.00000000
PA
USD
823410.59000000
0.094964037286
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
8.82000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
771000.00000000
PA
USD
802199.46000000
0.092517755243
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
Research-Driven Pagaya Motor Asset Trust I
N/A
Research-Driven Pagaya Motor Asset Trust VII
76088TAA9
957418.83000000
PA
USD
936746.91000000
0.108035128002
Long
ABS-O
CORP
US
N
2
2030-11-25
Fixed
5.38000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCK8
625000.00000000
PA
USD
607095.03000000
0.070016339072
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.55000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAC6
375000.00000000
PA
USD
303962.74000000
0.035056057482
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAV8
960000.00000000
PA
USD
630683.88000000
0.072736843834
Long
DBT
CORP
KY
N
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAK6
350000.00000000
PA
USD
301078.33000000
0.034723398148
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.88000000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc
21871DAD5
300000.00000000
PA
USD
242203.50000000
0.027933357287
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
3375000.00000000
PA
USD
3355746.30000000
0.387018603631
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.13000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CF4
79000.00000000
PA
USD
68607.13000000
0.007912468130
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.63000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAK7
167000.00000000
PA
USD
164684.19000000
0.018993046421
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
1230000.00000000
PA
USD
1241385.51000000
0.143169132496
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBC8
340000.00000000
PA
USD
337567.58000000
0.038931707513
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
336236.00000000
PA
USD
303752.85000000
0.035031850845
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Z5
541000.00000000
PA
USD
474908.99000000
0.054771307998
Long
DBT
CORP
US
N
2
2053-04-25
Fixed
4.61000000
N
N
N
N
N
N
KBC GROUP NV
213800X3Q9LSAKRUWY91
KBC Group NV
48241FAB0
200000.00000000
PA
USD
198817.54000000
0.022929649571
Long
DBT
CORP
BE
N
2
2029-01-19
Fixed
5.80000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
775000.00000000
PA
USD
619240.50000000
0.071417077513
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.38000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAK7
89000.00000000
PA
USD
91190.18000000
0.010516973863
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
100000.00000000
PA
USD
85775.99000000
0.009892554712
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AX3
953000.00000000
PA
USD
674125.45000000
0.077746965058
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.95000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
400000.00000000
PA
USD
310976.02000000
0.035864899865
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
LSB INDUSTRIES
5493001H215A0HG0MI71
LSB Industries Inc
502160AN4
248000.00000000
PA
USD
221678.96000000
0.025566259747
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.25000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAF6
299000.00000000
PA
USD
269314.56000000
0.031060078930
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BCC0
512000.00000000
PA
USD
443477.96000000
0.051146363722
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
6.49000000
N
N
N
N
N
N
GRAY ESCROW II INC
N/A
Gray Escrow II Inc
389286AA3
1875000.00000000
PA
USD
1244798.81000000
0.143562788774
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.38000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAK9
650000.00000000
PA
USD
680295.92000000
0.078458606067
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
5.91000000
N
N
N
N
N
N
CLOUD SOFTWARE GRP INC
04EEB871XLHVNY4RZJ65
Cloud Software Group Inc
18912UAA0
800000.00000000
PA
USD
699555.58000000
0.080679824852
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAJ8
350000.00000000
PA
USD
320540.01000000
0.036967915923
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
2.65000000
N
N
N
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAG1
2985000.00000000
PA
USD
2944213.56000000
0.339556485775
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
7.24000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
450000.00000000
PA
USD
394845.30000000
0.045537553496
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2023-H12 LLC
12530QAB2
1425000.00000000
PA
USD
1274619.32000000
0.147001991595
Long
ABS-MBS
CORP
US
N
2
2033-04-25
Variable
4.25000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
481868.94000000
PA
USD
469265.75000000
0.054120472485
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.44000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PER9
363000.00000000
PA
USD
377422.65000000
0.043528197284
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
450000.00000000
PA
USD
375291.22000000
0.043282379219
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CJ2
2345000.00000000
PA
USD
1997291.51000000
0.230347857716
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
400000.00000000
PA
USD
348055.76000000
0.040141310509
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
OWENS & MINOR INC
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AG7
2365000.00000000
PA
USD
2147963.95000000
0.247724927411
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.63000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
300000.00000000
PA
USD
277636.73000000
0.032019875746
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AU7
203000.00000000
PA
USD
181577.83000000
0.020941391849
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.55000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
1992000.00000000
PA
USD
1794693.93000000
0.206982255700
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACT0
1365000.00000000
PA
USD
975500.39000000
0.112504571272
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy Inc
644393AB6
1880000.00000000
PA
USD
1684040.64000000
0.194220599140
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAZ0
150000.00000000
PA
USD
131314.83000000
0.015144554325
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
1067000.00000000
PA
USD
1083625.40000000
0.124974641011
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
SWAP CCPC JP MORGAN COC
N/A
SWAP CCPC JP MORGAN COC
000000000
708.36000000
NS
USD
708.36000000
0.000081695239
Long
STIV
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
160000.00000000
PA
USD
158165.96000000
0.018241298211
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Stagwell Global LLC
59565JAA9
100000.00000000
PA
USD
85688.75000000
0.009882493313
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.63000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CU3
272000.00000000
PA
USD
172542.17000000
0.019899308151
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
1875000.00000000
PA
USD
1302291.24000000
0.150193397285
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAL4
2194000.00000000
PA
USD
1924453.94000000
0.221947492458
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BCG7HHSS4 IRS USD R V 00MSOFR BCG7HHSS4_FLO CCPOIS / Short: BCG7HHSS4 IRS USD P F 3.15850 BCG7HHSS4_FIX CCPOIS
000000000
43000000.00000000
OU
Notional Amount
USD
1423257.00000000
0.164144392187
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-01-18
0.00000000
USD
0.00000000
USD
43000000.00000000
USD
1423257.00000000
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBD3
75000.00000000
PA
USD
62891.51000000
0.007253285023
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.63000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EK2
610000.00000000
PA
USD
425457.74000000
0.049068089694
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAQ2
300000.00000000
PA
USD
257782.17000000
0.029730047076
Long
ABS-O
CORP
US
N
2
2028-06-26
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
478653.56000000
PA
USD
480200.86000000
0.055381619969
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.07000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAT0
500000.00000000
PA
USD
496273.50000000
0.057235279374
Long
DBT
NUSS
OM
N
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
2026600.00000000
PA
USD
1818479.93000000
0.209725497794
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBJ7
750000.00000000
PA
USD
602255.63000000
0.069458210518
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
3.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MGH87
743213.45000000
PA
USD
655374.61000000
0.075584428542
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
SONIC AUTOMOTIVE INC
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545GBE1
2122000.00000000
PA
USD
1743531.75000000
0.201081715644
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.88000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
1407000.00000000
PA
USD
1223056.70000000
0.141055268747
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.88000000
N
N
N
N
N
N
CFG Investments Limited
549300C3OD89QRWQ1Y92
CFG Investments Ltd
12528GAE2
750000.00000000
PA
USD
720122.85000000
0.083051850448
Long
ABS-O
CORP
US
N
2
2032-05-20
Fixed
5.82000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
430000.00000000
PA
USD
425639.20000000
0.049089017496
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAV6
500000.00000000
PA
USD
489651.50000000
0.056471563358
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
445000.00000000
PA
USD
413518.96000000
0.047691188834
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CC5
478000.00000000
PA
USD
475354.22000000
0.054822656425
Long
DBT
CORP
US
N
2
2034-05-18
Fixed
5.16000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
75000.00000000
PA
USD
62792.32000000
0.007241845429
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
1900000.00000000
PA
USD
1493059.81000000
0.172194758228
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
1394000.00000000
PA
USD
1200758.56000000
0.138483621717
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
6312000.00000000
PA
USD
6175664.59000000
0.712240101737
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.88000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
1100000.00000000
PA
USD
368022.85000000
0.042444117277
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
2799000.00000000
PA
USD
2456537.03000000
0.283312695932
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
300000.00000000
PA
USD
254718.33000000
0.029376694059
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP Inc
263534CR8
595000.00000000
PA
USD
582838.19000000
0.067218794947
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
FIVE 2023-V1
N/A
FIVE 2023-V1 Mortgage Trust
337964AG5
973000.00000000
PA
USD
891387.58000000
0.102803831298
Long
ABS-MBS
CORP
US
N
2
2056-02-10
Variable
6.62000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
950000.00000000
PA
USD
905366.53000000
0.104416025196
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.38000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906ABF4
711000.00000000
PA
USD
614144.17000000
0.070829317192
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AT6
1280000.00000000
PA
USD
890905.60000000
0.102748244490
Long
DBT
CORP
KY
N
2
2038-03-15
Fixed
6.80000000
N
N
N
N
N
N
MISSION LANE CREDIT CARD MAS
N/A
MISSION LANE CREDIT CARD MAS
60510MAK4
465000.00000000
PA
USD
469929.00000000
0.054196965183
Long
ABS-O
CORP
US
N
3
2028-01-15
Fixed
10.42000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
900000.00000000
PA
USD
774124.65000000
0.089279884203
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER85
285075.97000000
PA
USD
283867.39000000
0.032738458474
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
75000.00000000
PA
USD
48101.25000000
0.005547522650
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504KAA5
800000.00000000
PA
USD
822384.00000000
0.094845640544
Long
DBT
CORP
FR
N
2
2033-03-15
Fixed
9.13000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBK0
1351000.00000000
PA
USD
1021286.98000000
0.117785143920
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.76000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
30000.00000000
PA
USD
25687.30000000
0.002962519239
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
611000.00000000
PA
USD
587138.13000000
0.067714707518
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
300000.00000000
PA
USD
252712.50000000
0.029145361456
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
290000.00000000
PA
USD
214240.40000000
0.024708369774
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCD4
175000.00000000
PA
USD
113628.97000000
0.013104842073
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2023-SMRT
17291NAG6
3950000.00000000
PA
USD
3726739.68000000
0.429805312472
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Variable
6.05000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
1254000.00000000
PA
USD
846320.22000000
0.097606207528
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
225000.00000000
PA
USD
216677.88000000
0.024989484620
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.89000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBH6
1576000.00000000
PA
USD
1586997.75000000
0.183028631565
Long
DBT
US
N
2
2034-01-15
Fixed
6.50000000
N
N
N
N
N
N
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01
5493002KQF9IH3CTQZ40
Multifamily Connecticut Avenue Securities Trust 2020-01
62548QAD3
3000000.00000000
PA
USD
2882718.30000000
0.332464230424
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
8.90000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBF0
300000.00000000
PA
USD
216480.47000000
0.024966717303
Long
DBT
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
SCIH Salt Holdings Inc
78433BAA6
742000.00000000
PA
USD
663582.10000000
0.076530999300
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.88000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
881000.00000000
PA
USD
841881.91000000
0.097094336729
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2023-C20
07336DBC4
1882000.00000000
PA
USD
1755478.03000000
0.202459481479
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Variable
6.83000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
600000.00000000
PA
USD
497722.20000000
0.057402358110
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
340000.00000000
PA
USD
267785.50000000
0.030883732266
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
1375000.00000000
PA
USD
1342153.31000000
0.154790694366
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
10000.00000000
PA
USD
7728.65000000
0.000891346086
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HN6
2365000.00000000
PA
USD
1695745.23000000
0.195570490841
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.45000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBF1
1033000.00000000
PA
USD
827834.73000000
0.095474273857
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.46000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAL8
200000.00000000
PA
USD
139105.00000000
0.016042995520
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2023-C19
05553RAH3
948000.00000000
PA
USD
922559.38000000
0.106398878548
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFWH0
4155682.57000000
PA
USD
3709489.26000000
0.427815819566
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MGPB1
761376.64000000
PA
USD
672269.63000000
0.077532933126
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CV9
2481000.00000000
PA
USD
1638847.28000000
0.189008443776
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP23
000000000
772.00000000
NC
USD
-1362252.91000000
-0.15710878352
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU3 Comdty
2023-09-29
84038627.91000000
USD
-1362252.91000000
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DD2
40000.00000000
PA
USD
29822.23000000
0.003439401188
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
175000.00000000
PA
USD
174864.33000000
0.020167123128
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDK6
917092.08000000
PA
USD
808253.41000000
0.093215957987
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II LLC
65505PAA5
150000.00000000
PA
USD
152657.25000000
0.017605978058
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
995000.00000000
PA
USD
996744.05000000
0.114954605003
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDG8
338000.00000000
PA
USD
333684.16000000
0.038483832242
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.85000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BX6
212000.00000000
PA
USD
235565.08000000
0.027167747551
Long
DBT
CORP
US
N
2
2054-11-15
Fixed
5.70000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
250000.00000000
PA
USD
220332.50000000
0.025410972362
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
KASIKORNBANK PCL HK
5493004COSQ54937AW41
Kasikornbank PCL/Hong Kong
000000000
700000.00000000
PA
USD
618610.28000000
0.071344394168
Long
DBT
CORP
TH
Y
2
2031-10-02
Fixed
3.34000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EA4
356000.00000000
PA
USD
366619.37000000
0.042282253769
Long
DBT
CORP
US
N
2
2063-06-01
Fixed
6.00000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
82000.00000000
PA
USD
81432.31000000
0.009391597602
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
5735000.00000000
PA
USD
3655863.44000000
0.421631147627
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHA5
890000.00000000
PA
USD
876499.95000000
0.101086839232
Long
ABS-O
CORP
US
N
2
2029-06-20
Fixed
7.24000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHL8
1250000.00000000
PA
USD
1244691.88000000
0.143550456525
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.63000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBK3
326000.00000000
PA
USD
318074.51000000
0.036683569526
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
4.35000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2023-1
74113GAL7
1912000.00000000
PA
USD
1882889.23000000
0.217153829711
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
6.33000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BC3
200000.00000000
PA
USD
165553.50000000
0.019093304042
Long
DBT
CORP
GB
N
2
2052-03-16
Fixed
4.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-CSMO
05610MAA0
716000.00000000
PA
USD
715976.87000000
0.082573694101
Long
ABS-MBS
CORP
US
N
2
2027-06-15
Floating
7.26000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AF0
800000.00000000
PA
USD
799865.83000000
0.092248617429
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DH9
1125000.00000000
PA
USD
1100500.52000000
0.126920850526
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
5.40000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
700000.00000000
PA
USD
722247.40000000
0.083296875042
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
1450000.00000000
PA
USD
1261868.29000000
0.145531413850
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAZ8
2225000.00000000
PA
USD
1692146.77000000
0.195155480038
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
75000.00000000
PA
USD
65154.68000000
0.007514296677
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBA8
178000.00000000
PA
USD
174873.51000000
0.020168181859
Long
DBT
US
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RFW9
2394000.00000000
PA
USD
2424445.93000000
0.279611625708
Long
ABS-O
CORP
US
N
2
2027-04-20
Fixed
7.09000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D42
700000.00000000
PA
USD
707161.00000000
0.081556958808
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.20000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
2700000.00000000
PA
USD
2637940.50000000
0.304233978823
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BK7
450000.00000000
PA
USD
421244.42000000
0.048582167017
Long
DBT
CORP
LR
N
2
2027-07-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5VL3
861107.25000000
PA
USD
759235.73000000
0.087562743360
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DF0
255000.00000000
PA
USD
180544.04000000
0.020822164731
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DW6
2418000.00000000
PA
USD
2508919.05000000
0.289353920275
Long
DBT
CORP
GB
N
2
2044-03-09
Fixed
6.33000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FE3
50000.00000000
PA
USD
41404.77000000
0.004775216847
Long
DBT
CORP
US
N
2
2031-10-21
Fixed
1.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3B7
520000.00000000
PA
USD
499071.78000000
0.057558005325
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
325000.00000000
PA
USD
320721.06000000
0.036988796440
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
750000.00000000
PA
USD
713115.30000000
0.082243668907
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
2911000.00000000
PA
USD
2062805.48000000
0.237903591350
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAL9
75000.00000000
PA
USD
65884.70000000
0.007598489967
Long
DBT
US
N
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
200000.00000000
PA
USD
200916.52000000
0.023171725173
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
6.38000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
650000.00000000
PA
USD
659900.64000000
0.076106416098
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
1609000.00000000
PA
USD
1592795.97000000
0.183697340939
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
1495000.00000000
PA
USD
1380678.02000000
0.159233753566
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CS6
572000.00000000
PA
USD
463664.40000000
0.053474468150
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.54000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
100000.00000000
PA
USD
95636.57000000
0.011029776529
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98388MAD9
75000.00000000
PA
USD
70870.31000000
0.008173480937
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEJ7
230000.00000000
PA
USD
219666.49000000
0.025334161353
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
249000.00000000
PA
USD
247588.87000000
0.028554452624
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.13000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAK1
150000.00000000
PA
USD
127561.42000000
0.014711673121
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DS3
540000.00000000
PA
USD
527745.25000000
0.060864919892
Long
DBT
CORP
US
N
2
2033-03-27
Fixed
5.13000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
773000.00000000
PA
USD
667844.95000000
0.077022634276
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665530AB7
235000.00000000
PA
USD
231181.25000000
0.026662159937
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
8.75000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DH6
80000.00000000
PA
USD
61304.52000000
0.007070257285
Long
DBT
CORP
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CF7
125000.00000000
PA
USD
98792.21000000
0.011393716850
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.38000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
485704.08000000
PA
USD
434454.82000000
0.050105723956
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022683
22400000.00000000
PA
USD
19026000.22000000
2.194270776021
Long
ABS-MBS
USGSE
US
N
2
2053-08-15
Fixed
2.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
450000.00000000
PA
USD
437502.49000000
0.050457212085
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B85
950000.00000000
PA
USD
888962.50000000
0.102524146545
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2022-A
78450FAF4
208000.00000000
PA
USD
189151.71000000
0.021814888294
Long
ABS-O
CORP
US
N
2
2054-11-16
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNWX6
746478.26000000
PA
USD
658276.20000000
0.075919069247
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDT7
99604.95000000
PA
USD
90847.40000000
0.010477441006
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CU4
275000.00000000
PA
USD
224828.22000000
0.025929464262
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
150000.00000000
PA
USD
144549.00000000
0.016670852661
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.13000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGZ1
2369000.00000000
PA
USD
2340935.40000000
0.269980346755
Long
ABS-O
CORP
US
N
2
2029-06-20
Fixed
6.32000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP23
000000000
-771.00000000
NC
USD
959682.00000000
0.110680234548
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
-92274994.50000000
USD
959682.00000000
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBS4
400000.00000000
PA
USD
326074.20000000
0.037606174687
Long
DBT
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP23
000000000
72.00000000
NC
USD
24554.04000000
0.002831820234
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU3 Comdty
2023-09-20
9112695.96000000
USD
24554.04000000
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
200000.00000000
PA
USD
178052.97000000
0.020534869343
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
554000.00000000
PA
USD
562916.63000000
0.064921239160
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
234000.00000000
PA
USD
163987.02000000
0.018912641725
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AQ0
73000.00000000
PA
USD
73525.60000000
0.008479715836
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.38000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DA0
115000.00000000
PA
USD
107138.29000000
0.012356271208
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZN7
1950000.00000000
PA
USD
1485518.01000000
0.171324961573
Long
DBT
CORP
US
N
2
2043-02-24
Fixed
3.44000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAC2
275000.00000000
PA
USD
272391.43000000
0.031414934698
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAM2
300000.00000000
PA
USD
249970.20000000
0.028829091684
Long
DBT
NUSS
AE
N
2
2031-03-02
Fixed
1.70000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
1671000.00000000
PA
USD
1563865.31000000
0.180360764621
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
975000.00000000
PA
USD
858901.88000000
0.099057251811
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.63000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
500000.00000000
PA
USD
439449.72000000
0.050681786343
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
547000.00000000
PA
USD
551208.98000000
0.063570994550
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
ALLWYN ENTERTAINMENT FIN
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK PLC
02007VAA8
241000.00000000
PA
USD
244978.91000000
0.028253445639
Long
DBT
CORP
GB
N
2
2029-04-30
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EPD6
1673254.42000000
PA
USD
1666045.02000000
0.192145162233
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAM0
500000.00000000
PA
USD
426822.50000000
0.049225487620
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AM2
350000.00000000
PA
USD
331042.91000000
0.038179216578
Long
DBT
CORP
US
N
2
2027-04-07
Fixed
3.65000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAK4
1185000.00000000
PA
USD
1227577.05000000
0.141576601228
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
8.63000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DN3
402000.00000000
PA
USD
258200.38000000
0.029778279283
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.65000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FX1
350000.00000000
PA
USD
302220.71000000
0.034855148964
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
Cloud Software Group, Inc.
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc. 2022 USD Term Loan A
88632NAX8
498597.96000000
PA
USD
467020.26000000
0.053861499867
Long
LON
CORP
US
N
2
2028-09-29
Variable
9.84000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDA0
1450000.00000000
PA
USD
1440416.33000000
0.166123379673
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
6.38000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBP0
250000.00000000
PA
USD
204328.40000000
0.023565217683
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHE4
22464000.00000000
PA
USD
21969738.09000000
2.533772400415
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.63000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AS0
2285000.00000000
PA
USD
1529445.83000000
0.176391162066
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.47000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DU7
625000.00000000
PA
USD
608571.70000000
0.070186643592
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP23
000000000
21.00000000
NC
USD
9824.53000000
0.001133064165
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
2850769.22000000
USD
9824.53000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KN4P5
849390.02000000
PA
USD
748684.64000000
0.086345884947
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
651000.00000000
PA
USD
683114.48000000
0.078783670913
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.13000000
N
N
N
N
N
N
Boca Commercial Mortgage Trust
N/A
BOCA Commercial Mortgage Trust 2022-BOCA
05592LAA4
623000.00000000
PA
USD
619545.40000000
0.071452241665
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
6.92000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AG5
1869000.00000000
PA
USD
1186419.35000000
0.136829878992
Long
DBT
CORP
US
N
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
683000.00000000
PA
USD
732056.48000000
0.084428157357
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.38000000
N
N
N
N
N
N
ALM Loan Funding
N/A
ALM 2020 Ltd
00166FAG1
500000.00000000
PA
USD
496250.00000000
0.057232569116
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
7.11000000
N
N
N
N
N
N
MSWF Commercial Mortgage Trust
N/A
MSWF Commercial Mortgage Trust 2023-1
55376CAW3
1642000.00000000
PA
USD
1677768.01000000
0.193497176007
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Variable
6.91000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
415000.00000000
PA
USD
421812.23000000
0.048647652609
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
1258000.00000000
PA
USD
1338839.56000000
0.154408519201
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
425000.00000000
PA
USD
428918.76000000
0.049467249525
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BCG7WNV19 IRS USD R V 00MSOFR BCG7WNV19_FLO CCPOIS / Short: BCG7WNV19 IRS USD P F 3.22050 BCG7WNV19_FIX CCPOIS
000000000
58000000.00000000
OU
Notional Amount
USD
1628541.40000000
0.187819865459
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-04-18
0.00000000
USD
0.00000000
USD
58000000.00000000
USD
1628541.40000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XF7F2
837233.17000000
PA
USD
738490.41000000
0.085170183238
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2023-VLT2
123918AG9
6000000.00000000
PA
USD
5975264.40000000
0.689127924961
Long
ABS-MBS
CORP
US
N
2
2040-06-15
Floating
9.92000000
N
N
N
N
N
N
PARTY CITY HOLDINGS INC
5493005PYM1JS6EZN307
Party City Holdings Inc
702150AG8
461000.00000000
PA
USD
71455.00000000
0.008240913302
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
Y
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754QAB4
813000.00000000
PA
USD
831398.35000000
0.095885266558
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Floating
8.62000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-GS3
52474NAA5
590208.19000000
PA
USD
583159.10000000
0.067255805534
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
6.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAG7
1000000.00000000
PA
USD
875265.20000000
0.100944435373
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
3.41000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CG5
75000.00000000
PA
USD
67041.85000000
0.007731944209
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
1015000.00000000
PA
USD
868556.86000000
0.100170761756
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
575000.00000000
PA
USD
576265.12000000
0.066460722034
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAA8
730000.00000000
PA
USD
721765.53000000
0.083241300920
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.30000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAA7
350000.00000000
PA
USD
307466.25000000
0.035460117690
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.63000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
230000.00000000
PA
USD
182445.34000000
0.021041441877
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHD6
23250000.00000000
PA
USD
22957435.95000000
2.647683707293
Long
DBT
UST
US
N
2
2025-05-31
Fixed
4.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
725000.00000000
PA
USD
647334.30000000
0.074657138672
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
1680000.00000000
PA
USD
1062837.38000000
0.122577156292
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
1692000.00000000
PA
USD
1434189.96000000
0.165405291711
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
1425000.00000000
PA
USD
1393291.34000000
0.160688449200
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DP9
1430000.00000000
PA
USD
1209632.20000000
0.139507019631
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.38000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
850000.00000000
PA
USD
870949.27000000
0.100446678674
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AE3
650000.00000000
PA
USD
616297.50000000
0.071077660987
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECS8
436000.00000000
PA
USD
453202.43000000
0.052267887957
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
5.38000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
619000.00000000
PA
USD
543968.56000000
0.062735956085
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET67
2142129.00000000
PA
USD
2133047.42000000
0.246004602304
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
Radiology Partners Inc
549300SFTAG2177WUZ08
Radiology Partners Inc 2018 1st Lien Term Loan B
75041EAB8
40000.00000000
PA
USD
30200.00000000
0.003482969445
Long
LON
CORP
US
N
2
2025-07-09
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3JF5
988523.34000000
PA
USD
872588.68000000
0.100635752016
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAF7
675000.00000000
PA
USD
654146.15000000
0.075442750110
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
7.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AW7
150000.00000000
PA
USD
157928.52000000
0.018213914229
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.95000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAX9
253000.00000000
PA
USD
245297.02000000
0.028290133302
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.20000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAM5
125000.00000000
PA
USD
139188.19000000
0.016052589832
Long
DBT
CORP
US
N
2
2052-11-22
Fixed
6.38000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
1325000.00000000
PA
USD
1048900.48000000
0.120969812025
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBR6
1460000.00000000
PA
USD
1398683.40000000
0.161310316095
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
40000.00000000
PA
USD
38954.06000000
0.004492576184
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.76000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PA3
1140000.00000000
PA
USD
1210664.95000000
0.139626126806
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGR35
792784.80000000
PA
USD
699062.52000000
0.080622960186
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBU9
273000.00000000
PA
USD
209449.48000000
0.024155832424
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.51000000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust
N/A
ILPT Commercial Mortgage Trust 2022-LPF2
449652AE6
545000.00000000
PA
USD
541155.08000000
0.062411477115
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
8.64000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAG6
300000.00000000
PA
USD
269434.99000000
0.031073968136
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.63000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
115000.00000000
PA
USD
96063.37000000
0.011078999421
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.06000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDW0
125000.00000000
PA
USD
111793.20000000
0.012893122510
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.85000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
625000.00000000
PA
USD
564597.13000000
0.065115051416
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.38000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDL3
254000.00000000
PA
USD
230046.10000000
0.026531242958
Long
DBT
CORP
MX
N
2
2029-06-02
Fixed
8.75000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AE0
975000.00000000
PA
USD
771566.08000000
0.088984804033
Long
DBT
CORP
US
N
2
2031-02-10
Fixed
1.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHK0
1250000.00000000
PA
USD
1244069.88000000
0.143478721194
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN6Y3
2747866.99000000
PA
USD
2422817.87000000
0.279423861362
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
3044000.00000000
PA
USD
3084880.92000000
0.355779668453
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2022-1
22534LAG7
1000000.00000000
PA
USD
963423.50000000
0.111111742170
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
6.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B35 Mortgage Trust
08163RBV7
2005421.00000000
PA
USD
1468339.58000000
0.169343771282
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Variable
4.59000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BY0
98000.00000000
PA
USD
87883.19000000
0.010135578329
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GY3
530000.00000000
PA
USD
347822.70000000
0.040114431673
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
1550000.00000000
PA
USD
1601940.50000000
0.184751980628
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67116NAA7
699000.00000000
PA
USD
683767.96000000
0.078859036836
Long
DBT
CORP
NL
N
2
2033-03-16
Fixed
6.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAX8
985000.00000000
PA
USD
1005840.14000000
0.116003658101
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.34000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2022-GS1
52476UAA7
1726954.43000000
PA
USD
1659596.99000000
0.191401510197
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
4.00000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
1395000.00000000
PA
USD
1393368.41000000
0.160697337692
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2023-C4 Mortgage Trust
05610CAK0
711000.00000000
PA
USD
651042.93000000
0.075084855393
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
5.59000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAC7
200000.00000000
PA
USD
203449.56000000
0.023463860966
Long
DBT
CORP
FR
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2023-B
78449HAE7
5000000.00000000
PA
USD
4879390.50000000
0.562740663047
Long
ABS-O
CORP
US
N
2
2056-10-16
Fixed
7.56000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
152000.00000000
PA
USD
139304.63000000
0.016066018870
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
1885000.00000000
PA
USD
1848098.60000000
0.213141422384
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
WMRK Commercial Mortgage Trust
N/A
WMRK Commercial Mortgage Trust 2022-WMRK
929342AA1
1646000.00000000
PA
USD
1648194.78000000
0.190086492017
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
7.94000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2023-3
301989AG4
1022000.00000000
PA
USD
1026752.30000000
0.118415459899
Long
ABS-O
CORP
US
N
2
2031-01-15
Fixed
9.98000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAP0
850000.00000000
PA
USD
851417.36000000
0.098194061265
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.40000000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
250000.00000000
PA
USD
242209.93000000
0.027934098860
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D26
400000.00000000
PA
USD
402368.00000000
0.046405147345
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
6.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
2385000.00000000
PA
USD
2378318.21000000
0.274291710498
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAE3
849000.00000000
PA
USD
842952.76000000
0.097217837982
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
198209.49000000
PA
USD
169444.34000000
0.019542035063
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
75000.00000000
PA
USD
59157.17000000
0.006822603165
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
1145000.00000000
PA
USD
1125969.76000000
0.129858220881
Long
DBT
CORP
NL
Y
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FW3
1335000.00000000
PA
USD
927993.89000000
0.107025641207
Long
DBT
CORP
US
N
2
2052-03-10
Fixed
2.95000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
31556TAC3
725000.00000000
PA
USD
617712.54000000
0.071240857712
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
1000000.00000000
PA
USD
1002911.54000000
0.115665902328
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
860000.00000000
PA
USD
697840.68000000
0.080482045240
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
1003000.00000000
PA
USD
890576.74000000
0.102710317028
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.88000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
450000.00000000
PA
USD
382005.54000000
0.044056742510
Long
DBT
CORP
TH
Y
2
2034-09-25
Fixed
3.73000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AY2
890000.00000000
PA
USD
908528.02000000
0.104780640199
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.88000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CA9
1640000.00000000
PA
USD
1593103.33000000
0.183732788803
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
4.82000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
850000.00000000
PA
USD
860667.50000000
0.099260880967
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.38000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
800000.00000000
PA
USD
675260.00000000
0.077877812839
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020679
24010000.00000000
PA
USD
19585969.98000000
2.258852152328
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
2.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
1064000.00000000
PA
USD
868809.20000000
0.100199864157
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AY1
500000.00000000
PA
USD
394502.50000000
0.045498018333
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.25000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAB9
17000.00000000
PA
USD
15280.33000000
0.001762282202
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
824000.00000000
PA
USD
706041.27000000
0.081427820220
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.88000000
N
N
N
N
N
N
Bank
N/A
BANK 2023-BNK45
06541BBX5
1873000.00000000
PA
USD
1806092.69000000
0.208296875992
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
6.15000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
400000.00000000
PA
USD
351466.49000000
0.040534670390
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAE5
328000.00000000
PA
USD
334112.62000000
0.038533246583
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
9.50000000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc. 2023 Term Loan B
410346AX8
256000.00000000
PA
USD
257280.00000000
0.029672131752
Long
LON
CORP
US
N
2
2030-03-08
Variable
8.85000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
1875000.00000000
PA
USD
1933125.00000000
0.222947526797
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EW6
1007000.00000000
PA
USD
1032751.02000000
0.119107292961
Long
DBT
CORP
US
N
2
2053-05-10
Fixed
4.85000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAM9
447667.00000000
PA
USD
407148.17000000
0.046956444897
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.57000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
175000.00000000
PA
USD
163587.73000000
0.018866591564
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
300000.00000000
PA
USD
260942.88000000
0.030094572120
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
125000.00000000
PA
USD
127022.13000000
0.014649476744
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.63000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AT0
423000.00000000
PA
USD
394486.35000000
0.045496155751
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GE1
150000.00000000
PA
USD
103884.65000000
0.011981028536
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JP3
40000.00000000
PA
USD
37136.94000000
0.004283007527
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2022-D
78454XAE4
2000000.00000000
PA
USD
1971471.40000000
0.227370021484
Long
ABS-O
CORP
US
N
2
2058-10-15
Fixed
7.23000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
150000.00000000
PA
USD
155295.30000000
0.017910224666
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNH97
899155.59000000
PA
USD
792551.33000000
0.091405035309
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAK4
185000.00000000
PA
USD
180210.18000000
0.020783660619
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.38000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
1600000.00000000
PA
USD
1150472.00000000
0.132684067015
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BF9
150000.00000000
PA
USD
157151.29000000
0.018124276204
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MA4T8
764889.96000000
PA
USD
675289.01000000
0.077881158566
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DV8
1500000.00000000
PA
USD
1538418.11000000
0.177425936142
Long
DBT
CORP
GB
N
2
2034-03-09
Fixed
6.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050676
41062017.00000000
PA
USD
40237568.90000000
4.640603411882
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
5.00000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
750000.00000000
PA
USD
757130.53000000
0.087319950404
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.38000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
250000.00000000
PA
USD
201539.89000000
0.023243618507
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
355000.00000000
PA
USD
337095.48000000
0.038877260167
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
765000.00000000
PA
USD
746033.36000000
0.086040112522
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BS0
800000.00000000
PA
USD
840603.20000000
0.096946862959
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
1671000.00000000
PA
USD
1517536.70000000
0.175017680744
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.13000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CL4
2899000.00000000
PA
USD
2045412.64000000
0.235897673129
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
400000.00000000
PA
USD
331020.56000000
0.038176638950
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
135000.00000000
PA
USD
123067.23000000
0.014193357676
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
110000.00000000
PA
USD
46083.40000000
0.005314803779
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDN8
110000.00000000
PA
USD
87546.41000000
0.010096737453
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JC2
200000.00000000
PA
USD
185107.18000000
0.021348432188
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR1
06644EBZ0
2641000.00000000
PA
USD
2492812.17000000
0.287496311967
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.63000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RHJ6
4000000.00000000
PA
USD
3982972.40000000
0.459356661303
Long
ABS-O
CORP
US
N
2
2029-12-20
Fixed
7.03000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGL9
9000000.00000000
PA
USD
8863084.80000000
1.022180581160
Long
DBT
UST
US
N
2
2026-02-15
Fixed
4.00000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAD5
1600000.00000000
PA
USD
1659677.63000000
0.191410810418
Long
DBT
CORP
FR
N
2
2053-05-23
Fixed
6.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KH9
600000.00000000
PA
USD
592885.37000000
0.068377537363
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
AGL CLO Ltd.
N/A
AGL Static CLO 18 Ltd
00850BAC0
1500000.00000000
PA
USD
1478272.50000000
0.170489336078
Long
ABS-CBDO
CORP
JE
N
2
2031-04-21
Floating
7.06000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
28622HAB7
261000.00000000
PA
USD
253604.63000000
0.029248250911
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.75000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CH7
600000.00000000
PA
USD
559753.15000000
0.064556394650
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
375000.00000000
PA
USD
352204.86000000
0.040619826686
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.02000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2023-C19
05553RAJ9
1253000.00000000
PA
USD
1136017.92000000
0.131017076320
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.60000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
64000.00000000
PA
USD
65959.84000000
0.007607155872
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
Brazoria County Industrial Development Corp
N/A
BRAZORIA CNTY TX INDL DEV CORP SOLID WST DISP FACS REVENUE
10604PAF0
1575000.00000000
PA
USD
1577350.69000000
0.181916035035
Long
DBT
MUN
US
N
2
2043-06-01
Fixed
12.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
1030000.00000000
PA
USD
801024.42000000
0.092382237746
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
400000.00000000
PA
USD
315730.41000000
0.036413224206
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AC3
314000.00000000
PA
USD
312380.33000000
0.036026859097
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BCG7WNV43 IRS USD R V 00MSOFR BCG7WNV43_FLO CCPOIS / Short: BCG7WNV43 IRS USD P F 3.38850 BCG7WNV43_FIX CCPOIS
000000000
35000000.00000000
OU
Notional Amount
USD
835919.00000000
0.096406633638
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-04-18
0.00000000
USD
0.00000000
USD
35000000.00000000
USD
835919.00000000
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CW7
335000.00000000
PA
USD
341607.71000000
0.039397656167
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B21 Mortgage Trust
08163LAQ2
250000.00000000
PA
USD
187880.58000000
0.021668288726
Long
ABS-MBS
CORP
US
N
2
2053-12-17
Fixed
2.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-GPA
05608UAN8
169000.00000000
PA
USD
167900.67000000
0.019364003426
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Floating
9.21000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GFP9
487000.00000000
PA
USD
482021.48000000
0.055591592281
Long
DBT
CORP
US
N
2
2033-03-28
Fixed
5.15000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
1960000.00000000
PA
USD
1932396.73000000
0.222863535335
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-V2 Mortgage Trust
08163TAE2
4994000.00000000
PA
USD
5003357.76000000
0.577037821286
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Variable
6.99000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
1375000.00000000
PA
USD
1311263.39000000
0.151228156368
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BA5
456000.00000000
PA
USD
454413.50000000
0.052407560798
Long
DBT
CORP
AU
N
2
2033-02-28
Fixed
4.90000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR1
06644EAM0
3787000.00000000
PA
USD
3800594.57000000
0.438323005362
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP23
000000000
433.00000000
NC
USD
-736674.76000000
-0.08496078411
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
49347690.39000000
USD
-736674.76000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
469000.00000000
PA
USD
453671.94000000
0.052322036598
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.91000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
775000.00000000
PA
USD
786663.75000000
0.090726020036
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VIV2
05605NAA5
2000000.00000000
PA
USD
1638763.00000000
0.188998723754
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.66000000
N
N
N
N
N
N
2023-07-26
Capital Group Fixed Income ETF Trust
Scott Lewis
Scott Lewis
Analyst