0001752724-21-261597.txt : 20211129
0001752724-21-261597.hdr.sgml : 20211129
20211129095106
ACCESSION NUMBER: 0001752724-21-261597
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211129
PERIOD START: 20210930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Natixis Funds Trust I
CENTRAL INDEX KEY: 0000770540
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04323
FILM NUMBER: 211453273
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: IXIS Advisor Funds Trust I
DATE OF NAME CHANGE: 20050502
FORMER COMPANY:
FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST I
DATE OF NAME CHANGE: 20010503
FORMER COMPANY:
FORMER CONFORMED NAME: NVEST FUNDS TRUST I
DATE OF NAME CHANGE: 20000202
0000770540
S000006660
Loomis Sayles Core Plus Bond Fund
C000018168
Class A
NEFRX
C000018170
Class C
NECRX
C000018171
Class Y
NERYX
C000125481
Class N
NERNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000770540
XXXXXXXX
S000006660
C000018170
C000125481
C000018171
C000018168
Natixis Funds Trust I
811-04323
0000770540
01YA4M3ZQ45K0V190G80
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2822
Loomis Sayles Core Plus Bond Fund
S000006660
ZG5PZ780OFPQSQX3BT09
2021-09-30
2021-09-30
N
9747010592.54
892491866.62
8854518725.92
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
839794590.08000000
0.00000000
0.00000000
6821104.18000000
MXN
USD
UYU
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
4381000.00000000
PA
USD
4496001.25000000
0.050776348090
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Textainer Marine Containers Limited
N/A
Textainer Marine Containers VIII Ltd
88315LAG3
9247740.03000000
PA
USD
9328656.83000000
0.105354758612
Long
ABS-O
CORP
BM
N
2
2045-09-20
Fixed
2.10000000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
21164065.05000000
PA
USD
20892155.49000000
0.235949080200
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVb Trust 2017-SPL2
07333BAA6
977939.00000000
PA
USD
1000216.06000000
0.011296108698
Long
ABS-O
CORP
US
N
2
2054-06-28
Variable
4.00000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
11619000.00000000
PA
USD
11836856.25000000
0.133681531615
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
7162000.00000000
PA
USD
9663579.60000000
0.109137265379
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
1791000.00000000
PA
USD
2064901.64000000
0.023320314789
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JJED7
23996.68000000
PA
USD
25720.34000000
0.000290476995
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
6383967.39000000
PA
USD
6376306.63000000
0.072011893897
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
8154000.00000000
PA
USD
8180407.14000000
0.092386807157
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176PG91
4711052.38000000
PA
USD
5055576.82000000
0.057096009128
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Variable
4.59100000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan G
89364MBS2
6328520.68000000
PA
USD
6257324.82000000
0.070668152766
Long
LON
CORP
US
N
2
2024-08-22
Floating
2.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYM0
2121413.76000000
PA
USD
2271106.04000000
0.025649118944
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KUWK4
1894606.03000000
PA
USD
1978127.96000000
0.022340321605
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GUVD6
2130181.60000000
PA
USD
2309354.31000000
0.026081082230
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
13213000.00000000
PA
USD
11338339.56000000
0.128051449332
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179LAF9
2107.28000000
PA
USD
2255.61000000
0.000025474111
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Variable
4.42200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
61745000.00000000
PA
USD
63423692.19000000
0.716286160244
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLRW1
11513761.71000000
PA
USD
11078553.26000000
0.125117508956
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
17482000.00000000
PA
USD
19592951.50000000
0.221276300908
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
12633000.00000000
PA
USD
12521197.95000000
0.141410259976
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
20372800.00000000
PA
USD
22212718.50000000
0.250863081185
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193EKX7
2836462.31000000
PA
USD
3095874.66000000
0.034963782401
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
4.43800000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAE2
3523000.00000000
PA
USD
3465786.48000000
0.039141443903
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
2.37500000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAD9
14159000.00000000
PA
USD
14405201.08000000
0.162687566946
Long
DBT
CORP
GB
N
2
2023-04-26
Fixed
3.62200000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAA2
3713000.00000000
PA
USD
3938564.75000000
0.044480845000
Long
DBT
CORP
CL
N
2
2023-07-26
Fixed
4.62500000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AU8
1942000.00000000
PA
USD
1992977.50000000
0.022508027389
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BUL4
245977.76000000
PA
USD
247022.72000000
0.002789792733
Long
ABS-MBS
USGA
US
N
2
2062-08-20
Floating
0.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGT9
1949648.54000000
PA
USD
2063738.72000000
0.023307181156
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLR68
2307113.61000000
PA
USD
2219974.07000000
0.025071651421
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
1.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
8296000.00000000
PA
USD
9266876.81000000
0.104657035541
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
37210000.00000000
PA
USD
40493023.42000000
0.457314786646
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4M4
3564993.38000000
PA
USD
3915608.48000000
0.044221584494
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
12823000.00000000
PA
USD
14900878.29000000
0.168285581082
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y9PB8
1668990.78000000
PA
USD
1844047.67000000
0.020826063246
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
7539000.00000000
PA
USD
7701480.30000000
0.086977966148
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
3587000.00000000
PA
USD
3810183.14000000
0.043030945644
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H87H2
2127359.14000000
PA
USD
2321490.34000000
0.026218142531
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCP4
448836000.00000000
PA
USD
441647613.18000000
4.987821776096
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AR0
3408000.00000000
PA
USD
3646560.00000000
0.041183040127
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F03X0
1667514.02000000
PA
USD
1784496.62000000
0.020153513423
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193U5B6
1737851.29000000
PA
USD
1886625.09000000
0.021306918516
Long
ABS-MBS
USGA
US
N
2
2066-04-20
Variable
4.58500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEWW4
1021897.29000000
PA
USD
1088747.58000000
0.012295954344
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y0QS4
728613.77000000
PA
USD
790058.05000000
0.008922653782
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
KENBOURNE INVEST SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA
48855KAC4
7180000.00000000
PA
USD
7220495.20000000
0.081545879832
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KUMF6
5755878.65000000
PA
USD
5778631.64000000
0.065261950636
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
J2 Global Inc
48123VAF9
21206000.00000000
PA
USD
22531375.00000000
0.254461882090
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
14879000.00000000
PA
USD
14879000.00000000
0.168038494926
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CWM2
761917.31000000
PA
USD
784837.63000000
0.008863696088
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H3PZ3
302511.77000000
PA
USD
317967.60000000
0.003591020696
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAB6
16076000.00000000
PA
USD
14770146.52000000
0.166809139798
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F3A81
1646936.23000000
PA
USD
1770116.12000000
0.019991104822
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Bayview Opportunity Master Fund IVa Trust
N/A
Bayview Opportunity Master Fund IVa Trust 2016-SPL1
07332HAA4
1151085.36000000
PA
USD
1158126.55000000
0.013079497439
Long
ABS-O
CORP
US
N
2
2055-04-28
Fixed
4.00000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2016 1st Lien Term Loan
74839XAF6
10158434.34000000
PA
USD
10067414.77000000
0.113698045953
Long
LON
CORP
US
N
2
2027-02-01
Floating
2.58400000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
23720000.00000000
PA
USD
23497625.00000000
0.265374389363
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
21099000.00000000
PA
USD
20848554.87000000
0.235456669248
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
23769000.00000000
PA
USD
24244617.69000000
0.273810677242
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
7864000.00000000
PA
USD
7906858.80000000
0.089297442862
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ADJY3
7282291.80000000
PA
USD
7357237.29000000
0.083090199679
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAL8
5434000.00000000
PA
USD
5599931.86000000
0.063243774544
Long
DBT
US
N
2
2031-01-15
Fixed
2.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
9645000.00000000
PA
USD
11136670.91000000
0.125773870435
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
DOLPHIN ENERGY LTD
213800VGPOCLWD7W3A25
Dolphin Energy Ltd LLC
256853AB8
15245000.00000000
PA
USD
15379156.00000000
0.173687091032
Long
DBT
CORP
AE
N
2
2021-12-15
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
2980000.00000000
PA
USD
3040553.60000000
0.034339004683
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8UW8
632979.55000000
PA
USD
688363.11000000
0.007774144832
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJQ30
3112265.37000000
PA
USD
3143575.29000000
0.035502497507
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PFU8
4053977.38000000
PA
USD
4313592.06000000
0.048716279151
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Variable
4.67100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
10768000.00000000
PA
USD
11222919.68000000
0.126747935459
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR3U0
474104.68000000
PA
USD
513620.81000000
0.005800663208
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FUFW3
713096.62000000
PA
USD
796564.72000000
0.008996137956
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACYJ3
3696294.61000000
PA
USD
4006505.25000000
0.045248142491
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GPL97
1168377.17000000
PA
USD
1285695.49000000
0.014520218769
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2A9
19956000.00000000
PA
USD
19877572.92000000
0.224490720899
Long
DBT
CORP
AU
N
2
2026-05-05
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJYS4
1112773.25000000
PA
USD
1219010.70000000
0.013767102851
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.00000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722AAD5
6210000.00000000
PA
USD
6186712.50000000
0.069870680626
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HEAS1
3289224.69000000
PA
USD
3624750.34000000
0.040936729055
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
5.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
1835000.00000000
PA
USD
1823962.99000000
0.020599233526
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAJC7
25211048.99000000
PA
USD
25455259.09000000
0.287483259993
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
6711000.00000000
PA
USD
6921989.88000000
0.078174659676
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X53P0
102933.15000000
PA
USD
112826.70000000
0.001274227357
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHFU1
1399295.66000000
PA
USD
1478523.40000000
0.016697953279
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUX5
4061000.00000000
PA
USD
4263155.40000000
0.048146664228
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXKG7
519249.96000000
PA
USD
549113.68000000
0.006201507919
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JMXL8
801508.98000000
PA
USD
875301.20000000
0.009885361667
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
4592773.00000000
PA
USD
4859337.54000000
0.054879747735
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
5359000.00000000
PA
USD
5898822.90000000
0.066619350894
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213TET6
2440.70000000
PA
USD
2727.88000000
0.000030807772
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJT78
6525887.43000000
PA
USD
6593145.51000000
0.074460800344
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCB9
17571000.00000000
PA
USD
18706552.41000000
0.211265603349
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
ULTRAPAR INTERNATIONL SA
222100CXHWBP3H3SK244
Ultrapar International SA
90401CAA7
12089000.00000000
PA
USD
13146787.50000000
0.148475461026
Long
DBT
CORP
LU
N
2
2026-10-06
Fixed
5.25000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
3362000.00000000
PA
USD
3485865.66000000
0.039368211507
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FB4A5
122121.64000000
PA
USD
129224.58000000
0.001459419579
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
7588000.00000000
PA
USD
8299375.00000000
0.093730390740
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
4045000.00000000
PA
USD
4014662.50000000
0.045340267769
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AL8
19521000.00000000
PA
USD
21265396.56000000
0.240164341148
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBJG4
370697.60000000
PA
USD
402573.73000000
0.004546534289
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AE2
1531640.00000000
PA
USD
1742080.75000000
0.019674482644
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Fixed
4.00500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNQJ1
448827.07000000
PA
USD
483277.51000000
0.005457976034
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
6180000.00000000
PA
USD
6763028.37000000
0.076379401064
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
6641000.00000000
PA
USD
7187089.43000000
0.081168606137
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
2326000.00000000
PA
USD
2766289.56000000
0.031241557510
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXBL3
5656.22000000
PA
USD
6645.94000000
0.000075057043
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
SABRE GLBL INC.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B1
78571YBG4
3547051.84000000
PA
USD
3525982.35000000
0.039821276109
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJVL4
11735248.08000000
PA
USD
11856194.83000000
0.133899935129
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4C1
847057.02000000
PA
USD
919141.26000000
0.010380476776
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
1220000.00000000
PA
USD
1208510.65000000
0.013648518766
Long
DBT
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NL3
598260.86000000
PA
USD
641458.95000000
0.007244424794
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMKC8
37524715.97000000
PA
USD
41199273.87000000
0.465290945169
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FDB96
919856.03000000
PA
USD
1000918.07000000
0.011304036966
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BKL1
938.63000000
PA
USD
1072.76000000
0.000012115395
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
7.50000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
7091000.00000000
PA
USD
7186925.42000000
0.081166753862
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
QUIKRETE HOLDINGS INC 2021 TERM LOAN B1
74839XAG4
7323510.00000000
PA
USD
7296998.89000000
0.082409887153
Long
LON
CORP
US
N
2
2028-02-21
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSFS4
2805716.43000000
PA
USD
3031629.60000000
0.034238219985
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs Incorporated 2017 Term Loan B
17148PAD3
4363012.50000000
PA
USD
4352104.97000000
0.049151231192
Long
LON
CORP
US
N
2
2024-12-27
Floating
2.08600000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
12588000.00000000
PA
USD
12572265.00000000
0.141986994315
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5H9
611787.06000000
PA
USD
655218.06000000
0.007399815622
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ADFV3
8350788.28000000
PA
USD
8436731.84000000
0.095281653369
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
15901000.00000000
PA
USD
16139515.00000000
0.182274333586
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
35580500.00000000
PA
USD
35328934.84000000
0.398993281662
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
2903000.00000000
PA
USD
3085488.76000000
0.034846487488
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RCN4
17534.42000000
PA
USD
17425.42000000
0.000196796918
Long
ABS-MBS
USGA
US
N
3
2063-05-20
Floating
0.37000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2010-C1 Mortgage Trust
12622DAK0
915412.00000000
PA
USD
928391.17000000
0.010484942194
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
5.98500000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
3863000.00000000
PA
USD
4003226.90000000
0.045211117892
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300ZUG1L9OO3W6B29
Sequoia Mortgage Trust 2018-CH1
81747DAA7
1079125.96000000
PA
USD
1096458.67000000
0.012383040839
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J82H2
876432.92000000
PA
USD
957090.81000000
0.010809066417
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAB1
9780000.00000000
PA
USD
12623778.33000000
0.142568768791
Long
DBT
CORP
GB
N
2
2045-09-15
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176PHD1
4391640.83000000
PA
USD
4749973.25000000
0.053644623689
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Variable
4.60500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ADVC7
482368.79000000
PA
USD
484777.31000000
0.005474914278
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AJ2
11424000.00000000
PA
USD
12314043.84000000
0.139070730111
Long
DBT
CORP
CL
N
2
2050-01-22
Fixed
4.25000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
11907720.00000000
PA
USD
11915448.11000000
0.134569122036
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BZ8
6795000.00000000
PA
USD
6851874.15000000
0.077382795859
Long
DBT
NUSS
ID
N
2
2022-01-08
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AL8
8600000.00000000
PA
USD
8491382.00000000
0.095898854165
Long
DBT
NUSS
KE
N
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBF5
4916000.00000000
PA
USD
5430698.42000000
0.061332508158
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.65000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
18219000.00000000
PA
USD
18264547.50000000
0.206273746381
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
6975000.00000000
PA
USD
7152766.45000000
0.080780973776
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
14566000.00000000
PA
USD
14683256.30000000
0.165827830450
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
8950000.00000000
PA
USD
9162562.50000000
0.103478944295
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1VM4
16655139.90000000
PA
USD
16826791.10000000
0.190036202089
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194NND7
2336954.20000000
PA
USD
2570327.59000000
0.029028427964
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.59100000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
13101000.00000000
PA
USD
13484597.28000000
0.152290572727
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.49700000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BX0
14817000.00000000
PA
USD
17309365.79000000
0.195486240707
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
7940000.00000000
PA
USD
7840750.00000000
0.088550831984
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEEA3
2653599.24000000
PA
USD
2855703.75000000
0.032251371739
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAC3
11367000.00000000
PA
USD
12192665.92000000
0.137699928109
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
3.95300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BGP1
308568.87000000
PA
USD
308740.34000000
0.003486811079
Long
ABS-MBS
USGA
US
N
2
2060-10-20
Floating
0.44000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
10503000.00000000
PA
USD
11325634.98000000
0.127907968016
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183HGJ8
4284504.44000000
PA
USD
4609823.43000000
0.052061818069
Long
ABS-MBS
USGA
US
N
2
2064-10-20
Variable
4.61400000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAE8
15950000.00000000
PA
USD
14518175.04000000
0.163963457409
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.83200000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
29847000.00000000
PA
USD
31362957.48000000
0.354202847730
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BB7
7096000.00000000
PA
USD
7593738.06000000
0.085761160996
Long
DBT
CORP
US
N
2
2026-09-26
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HLZ5
1501.13000000
PA
USD
1558.55000000
0.000017601747
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Variable
3.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9UB9
38745764.20000000
PA
USD
37679925.18000000
0.425544587417
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBG2
6596065.00000000
PA
USD
6994566.27000000
0.078994313372
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.91100000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
13487000.00000000
PA
USD
14030094.38000000
0.158451236191
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176PGH3
546336.15000000
PA
USD
571380.85000000
0.006452985957
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.64400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
103800000.00000000
PA
USD
101286093.75000000
1.143891575422
Long
DBT
UST
US
N
2
2031-08-15
None
0.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
5575000.00000000
PA
USD
6270481.25000000
0.070816737127
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1UH6
2387783.52000000
PA
USD
2412391.85000000
0.027244754059
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
13294000.00000000
PA
USD
13783126.67000000
0.155662064722
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2016-1
59980TAA4
300144.45000000
PA
USD
301071.18000000
0.003400198128
Long
ABS-O
CORP
US
N
2
2057-04-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295NGV3
113753.88000000
PA
USD
132722.62000000
0.001498925284
Long
ABS-MBS
USGA
US
N
2
2038-04-15
Fixed
5.50000000
N
N
N
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05967BAB1
13578000.00000000
PA
USD
13959541.80000000
0.157654438734
Long
DBT
CORP
CL
N
2
2022-09-20
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y8KD6
11520278.66000000
PA
USD
12644109.15000000
0.142798378335
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FB4E7
536267.33000000
PA
USD
583527.00000000
0.006590160550
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
22028000.00000000
PA
USD
22300700.25000000
0.251856717911
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
15206000.00000000
PA
USD
21779346.54000000
0.245968721893
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAM7
3200000.00000000
PA
USD
3292095.78000000
0.037179838700
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc. 2021 Term Loan B
03852JAS0
8942630.67000000
PA
USD
8875560.94000000
0.100237643792
Long
LON
CORP
US
N
2
2028-04-06
Floating
2.58400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
2867000.00000000
PA
USD
3109876.07000000
0.035121909685
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
21403000.00000000
PA
USD
22739492.36000000
0.256812290581
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FBB1
5245978.00000000
PA
USD
5576540.19000000
0.062979596775
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.17600000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BJ0
250098000.00000000
PA
5929895.34000000
0.066970272733
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAB5
27253000.00000000
PA
USD
29367560.27000000
0.331667492938
Long
DBT
NUSS
SA
N
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
SACI Falabella
5493004CKJQ7H391LM41
Falabella SA
78386FAC0
6409000.00000000
PA
USD
6921784.09000000
0.078172335552
Long
DBT
CORP
CL
N
2
2025-01-27
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
4267700.00000000
PA
USD
4581109.22000000
0.051737529297
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAJ0
5363663.62000000
PA
USD
5283788.48000000
0.059673355984
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCZ2
142900000.00000000
PA
USD
142129680.40000000
1.605165507007
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
ENTEL CHILE SA
N/A
Empresa Nacional de Telecomunicaciones SA
29245VAE5
5305000.00000000
PA
USD
5212162.50000000
0.058864435903
Long
DBT
CORP
CL
N
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAF3
8181000.00000000
PA
USD
8214474.20000000
0.092771549242
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GY6W4
2245309.88000000
PA
USD
2389241.90000000
0.026983306196
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCDT0
18855064.25000000
PA
USD
19598726.08000000
0.221341517101
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
Elanco Animal Health Incorporated
549300SHPNDCE059M934
Elanco Animal Health Incorporated Term Loan B
28414BAF3
19624306.49000000
PA
USD
19371937.91000000
0.218780246669
Long
LON
CORP
US
N
2
2027-08-01
Floating
1.83600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JPPV8
1399794.05000000
PA
USD
1528506.23000000
0.017262442796
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
10762000.00000000
PA
USD
10768457.20000000
0.121615386824
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2011-GC5
36191YAJ7
5627003.00000000
PA
USD
4797020.06000000
0.054175954769
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.30200000
N
N
N
N
N
N
AEA International Holdings (Lux) S.a.r.l.
N/A
AEA International Holdings (Lux) S.a.r.l. Term Loan B
000000000
14330952.38000000
PA
USD
14313038.69000000
0.161646715457
Long
LON
CORP
LU
N
2
2028-08-05
Floating
4.25000000
N
N
N
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. 2018 USD Term Loan B
22207EBG8
6887092.12000000
PA
USD
6753689.15000000
0.076273927008
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.33300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PEL9
2884995.01000000
PA
USD
3072318.02000000
0.034697741515
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.71500000
N
N
N
N
N
N
BRASKEM AMERICA FINANCE
254900QMQAJ26H49CL75
Braskem America Finance Co
10554CAA0
25853000.00000000
PA
USD
33415002.50000000
0.377377964114
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
18789000.00000000
PA
USD
25502595.86000000
0.288017865785
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206A2
29815000.00000000
PA
USD
29895360.97000000
0.337628299124
Long
ABS-MBS
USGSE
US
N
2
2051-10-15
Fixed
2.00000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
907000.00000000
PA
USD
968222.50000000
0.010934784034
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A4QD1
1825898.85000000
PA
USD
1927624.24000000
0.021769949329
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CX74
2654074.67000000
PA
USD
2785561.51000000
0.031459208526
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLN96
2286460.84000000
PA
USD
2344046.11000000
0.026472879922
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLN88
1214930.62000000
PA
USD
1169044.38000000
0.013202799792
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Venator Materials Corporation
2221000BJZTBBAJL7429
Venator Materials Corporation Term Loan B
92260UAB1
4070400.00000000
PA
USD
4011053.57000000
0.045299509709
Long
LON
CORP
LU
N
2
2024-08-08
Floating
3.08400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89171DAE7
1298545.00000000
PA
USD
1349816.62000000
0.015244381561
Long
ABS-MBS
CORP
US
N
2
2053-10-25
Variable
3.18400000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
11190000.00000000
PA
USD
11710205.31000000
0.132251177872
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAD1
5101352.00000000
PA
USD
5320479.55000000
0.060087732768
Long
ABS-O
CORP
US
N
2
2055-08-25
Variable
3.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2A8
5227000.00000000
PA
USD
5237922.60000000
0.059155361935
Long
DBT
CORP
CH
N
2
2021-11-12
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FP4V8
2269450.51000000
PA
USD
2405974.21000000
0.027172275359
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9N66
8759135.13000000
PA
USD
9490194.71000000
0.107179113893
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Lamar Media Corporation
N/A
Lamar Media Corporation 2020 Term Loan B
513076BB4
3468382.61000000
PA
USD
3436959.06000000
0.038815876575
Long
LON
CORP
US
N
2
2027-02-05
Floating
1.58300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEKH1
96946.28000000
PA
USD
105244.62000000
0.001188597858
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
8315000.00000000
PA
USD
8344183.16000000
0.094236439249
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-c
63942JAA5
13443180.90000000
PA
USD
13461665.27000000
0.152031586206
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.06000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBA0
10277000.00000000
PA
USD
11200772.50000000
0.126497812548
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJH4
9258000.00000000
PA
USD
9610428.73000000
0.108536997068
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
Meredith Corporation
549300YC8BC386CCTS24
Meredith Corporation 2020 Term Loan B2
58943PAQ5
12965920.44000000
PA
USD
12932598.02000000
0.146056476024
Long
LON
CORP
US
N
2
2025-01-31
Floating
2.58400000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B
39843PAG8
4925272.50000000
PA
USD
4843168.21000000
0.054697136681
Long
LON
CORP
US
N
2
2027-11-15
Floating
2.07200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FKH37
644787.77000000
PA
USD
708060.38000000
0.007996599272
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226B6
309259000.00000000
PA
USD
318258919.34000000
3.594310760316
Long
ABS-MBS
USGSE
US
N
2
2051-11-15
Fixed
2.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
1707000.00000000
PA
USD
2336348.11000000
0.026385941261
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJD3
20006000.00000000
PA
USD
20270158.22000000
0.228924449170
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4F8
727350.79000000
PA
USD
779038.35000000
0.008798200942
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2E3
838424.11000000
PA
USD
922936.70000000
0.010423341217
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176PHE9
2041106.40000000
PA
USD
2201026.07000000
0.024857658988
Long
ABS-MBS
USGA
US
N
2
2065-03-20
Variable
4.62500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR2 Trust
46185HAA0
20182429.79000000
PA
USD
20210352.18000000
0.228249019575
Long
ABS-O
CORP
US
N
2
2037-06-17
Floating
0.98400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZN7
1430480.35000000
PA
USD
1575474.68000000
0.017792888905
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HLR5
2975007.54000000
PA
USD
3280857.65000000
0.037052918984
Long
ABS-MBS
USGA
US
N
2
2066-03-20
Variable
4.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FTYK1
789725.46000000
PA
USD
848267.90000000
0.009580056536
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSVS8
936515.25000000
PA
USD
1001678.44000000
0.011312624333
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XURG9
136001.81000000
PA
USD
152294.77000000
0.001719966660
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.50000000
N
N
N
N
N
N
Virgin Media Bristol LLC
N/A
Virgin Media Bristol LLC USD Term Loan N
000000000
12405000.00000000
PA
USD
12316676.40000000
0.139100461371
Long
LON
CORP
US
N
2
2028-01-31
Floating
2.58400000
N
N
N
N
N
N
Summit Materials Companies I, LLC
549300C97P3BW8QROE16
Summit Materials Companies I, LLC 2017 Term Loan B
86614DAH1
17961173.64000000
PA
USD
17921838.67000000
0.202403306433
Long
LON
CORP
US
N
2
2024-11-21
Floating
2.08400000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
17421000.00000000
PA
USD
23064477.73000000
0.260482567646
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB4M7
1924088.90000000
PA
USD
2016839.12000000
0.022777512617
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
5300000.00000000
PA
USD
5392750.00000000
0.060903931279
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AH2
2684000.00000000
PA
USD
3487079.64000000
0.039381921795
Long
DBT
CORP
BM
N
2
2048-05-15
Fixed
5.30000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
8445000.00000000
PA
USD
8155758.75000000
0.092108436409
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AF6
9825000.00000000
PA
USD
10285091.78000000
0.116156417964
Long
DBT
CORP
JP
N
2
2024-07-02
Fixed
2.35800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133SKAK7
1620934.95000000
PA
USD
1714698.13000000
0.019365232409
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
9290000.00000000
PA
USD
13182666.35000000
0.148880664867
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371JMC5
5263.86000000
PA
USD
5982.55000000
0.000067564937
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation Term Loan B9
13134MBQ5
4360722.17000000
PA
USD
4308960.40000000
0.048663970717
Long
LON
CORP
US
N
2
2026-04-05
Floating
2.09000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
23028000.00000000
PA
USD
23104437.53000000
0.260933860384
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBLH1
17028968.55000000
PA
USD
17645765.11000000
0.199285423140
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HV6
5935000.00000000
PA
USD
6437467.72000000
0.072702626977
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
12817413.92000000
PA
USD
12657196.25000000
0.142946179705
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.33400000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFS2
15693000.00000000
PA
USD
15741262.57000000
0.177776602627
Long
DBT
CORP
US
N
2
2022-12-09
Fixed
2.02800000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
1765000.00000000
PA
USD
1809336.80000000
0.020434050183
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJJQ5
29081327.27000000
PA
USD
31553001.62000000
0.356349143264
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAW6
16293000.00000000
PA
USD
15179210.52000000
0.171428973045
Long
DBT
CORP
KY
N
2
2060-06-03
Fixed
3.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6S96
7030321.00000000
PA
USD
7102778.93000000
0.080216431291
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
14611000.00000000
PA
USD
13328154.20000000
0.150523756429
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
13803000.00000000
PA
USD
14320067.14000000
0.161726092442
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
18457000.00000000
PA
USD
19914364.72000000
0.224906235295
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
2157000.00000000
PA
USD
2149881.90000000
0.024280053682
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2556243100.00000000
PA
132456773.73000000
1.495922904790
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
4899000.00000000
PA
USD
5043520.50000000
0.056959849045
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FSA45
1019305.06000000
PA
USD
1099955.39000000
0.012422531636
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-CH1
81746HAA9
414053.68000000
PA
USD
418321.83000000
0.004724388111
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
4.00000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAA8
6366876.90000000
PA
USD
6384849.32000000
0.072108372206
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.16400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230RPB6
40425.66000000
PA
USD
41886.48000000
0.000473052023
Long
ABS-MBS
USGA
US
N
2
2062-04-20
Variable
4.70000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBB0
6138240.00000000
PA
USD
6555809.74000000
0.074039142531
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.96000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
13678000.00000000
PA
USD
13165075.00000000
0.148681993990
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
2014000.00000000
PA
USD
2064515.53000000
0.023315954191
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAA3
19460000.00000000
PA
USD
21068135.48000000
0.237936539885
Long
DBT
CORP
MA
N
2
2024-04-25
Fixed
5.62500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAF4
10038000.00000000
PA
USD
10095043.24000000
0.114010072737
Long
DBT
CORP
DE
N
2
2026-03-19
Fixed
1.68600000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735K2B7
9288000.00000000
PA
USD
10405012.03000000
0.117510757524
Long
DBT
CORP
BM
N
2
2028-01-31
Fixed
3.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BX7
19358000.00000000
PA
USD
21029756.88000000
0.237503104696
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
21425000.00000000
PA
USD
21370059.23000000
0.241346366657
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AU4
15493000.00000000
PA
USD
18615591.07000000
0.210238316121
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
6752955.08000000
PA
USD
7062210.71000000
0.079758267259
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
Enel Generacion Chile SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
2853000.00000000
PA
USD
3045241.96000000
0.034391953467
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation 2019 Term Loan B
68218EAH7
19673393.15000000
PA
USD
19641522.25000000
0.221824842862
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.08400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CCY5
252540000.00000000
PA
USD
251474596.88000000
2.840070755555
Long
DBT
UST
US
N
2
2028-09-30
None
0.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
22778000.00000000
PA
USD
27999055.17000000
0.316212049877
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
15602000.00000000
PA
USD
18246164.08000000
0.206066130128
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AL7
2701000.00000000
PA
USD
2815369.52000000
0.031795850312
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.00100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
1860000.00000000
PA
USD
1984968.75000000
0.022417579220
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
6371000.00000000
PA
USD
6733609.35000000
0.076047152402
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33300000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
16183000.00000000
PA
USD
16874337.76000000
0.190573178309
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
18089000.00000000
PA
USD
18300279.52000000
0.206677291973
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36196RNZ7
5847577.39000000
PA
USD
6467846.88000000
0.073045719143
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Variable
4.64200000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
8295000.00000000
PA
USD
8238925.80000000
0.093047697509
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5J71
4871984.89000000
PA
USD
5271301.64000000
0.059532333751
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAD4
14179842.00000000
PA
USD
15279985.04000000
0.172567087076
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.10200000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 2021 Term Loan B
00766WAV5
7790475.00000000
PA
USD
7782684.53000000
0.087895059809
Long
LON
CORP
US
N
2
2028-04-13
Floating
1.83400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BB31
16622.35000000
PA
USD
19258.47000000
0.000217498777
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ACZ7
14160.23000000
PA
USD
14791.15000000
0.000167046346
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Variable
3.79400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
16774000.00000000
PA
USD
21315653.60000000
0.240731927502
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBP4
12213000.00000000
PA
USD
12940284.15000000
0.146143280629
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
4133000.00000000
PA
USD
4611274.65000000
0.052078207667
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
9267000.00000000
PA
USD
10534725.60000000
0.118975699595
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZJ6
556143.32000000
PA
USD
601274.06000000
0.006790589964
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KULJ9
15163755.80000000
PA
USD
15319811.62000000
0.173016875272
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
783000.00000000
PA
USD
959638.19000000
0.010837835682
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
OMAN SOVEREIGN SUKUK
549300KM6RUZQLK8LU36
Oman Sovereign Sukuk Co
68204LAB0
6285000.00000000
PA
USD
6614271.15000000
0.074699386321
Long
DBT
NUSS
OM
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK22
06540XBG5
12696152.00000000
PA
USD
13581831.75000000
0.153388706607
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.97800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5KC6
4492108.57000000
PA
USD
5061895.35000000
0.057167368511
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
6.00000000
N
N
N
N
N
N
SACI Falabella
5493004CKJQ7H391LM41
Falabella SA
78386FAA4
8418000.00000000
PA
USD
8775849.18000000
0.099111532220
Long
DBT
CORP
CL
N
2
2023-04-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YF4T8
1781187.61000000
PA
USD
1933616.66000000
0.021837625734
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
6533000.00000000
PA
USD
6751528.85000000
0.076249529296
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCA4
21438000.00000000
PA
USD
22559104.71000000
0.254775052244
Long
DBT
CORP
CA
N
2
2024-06-12
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ABNB2
9464196.99000000
PA
USD
9561595.88000000
0.107985495044
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
3315000.00000000
PA
USD
3467138.88000000
0.039156717460
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.87500000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AQ1
4515000.00000000
PA
USD
4737183.15000000
0.053500176538
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
3.07500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
983000.00000000
PA
USD
1115970.41000000
0.012603399964
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
3310000.00000000
PA
USD
3568941.30000000
0.040306440253
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos SA
63883KAB1
11615000.00000000
PA
USD
11757283.75000000
0.132782866171
Long
DBT
CORP
BR
N
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BK6
23341000.00000000
PA
USD
25441690.00000000
0.287330015187
Long
DBT
CORP
US
N
2
2033-04-30
Fixed
5.62500000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
78397PAA9
8035000.00000000
PA
USD
7955614.20000000
0.089848070191
Long
DBT
CORP
KY
N
2
2024-06-17
Fixed
0.94600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCHN9
30055392.87000000
PA
USD
31531683.41000000
0.356108382465
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
6872000.00000000
PA
USD
7241666.53000000
0.081784981817
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300FECQ7XLTBL1027
Sequoia Mortgage Trust 2018-CH3
81746WAB4
1915021.44000000
PA
USD
1941852.42000000
0.021930637678
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KVLP3
10208934.54000000
PA
USD
10314000.61000000
0.116482904709
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ACBY3
8574804.22000000
PA
USD
8663053.79000000
0.097837658467
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7PY5
1344811.96000000
PA
USD
1447437.63000000
0.016346880895
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
1475000.00000000
PA
USD
1704790.25000000
0.019253336096
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FHNN3
407352.58000000
PA
USD
444793.79000000
0.005023353654
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
9325000.00000000
PA
USD
8695562.50000000
0.098204801064
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CJ6
9780000.00000000
PA
USD
9771023.33000000
0.110350699258
Long
DBT
CORP
DE
N
2
2024-05-28
Fixed
0.89800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AGEG0
13878313.39000000
PA
USD
14021344.68000000
0.158352419979
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAE5
9095000.00000000
PA
USD
9111451.04000000
0.102901708404
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4W1
42519567.27000000
PA
USD
45577026.47000000
0.514731832195
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AD9
9432000.00000000
PA
USD
9492176.16000000
0.107201491733
Long
DBT
NUSS
OM
N
2
2022-03-08
Fixed
3.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
8624000.00000000
PA
USD
8887635.68000000
0.100374011904
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y2S58
5551028.67000000
PA
USD
6015520.60000000
0.067937296042
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
WEX Inc.
T9M5IGROL1TL1G5OV478
WEX Inc. 2021 Term Loan
96208UAT8
4673193.30000000
PA
USD
4651135.83000000
0.052528386623
Long
LON
CORP
US
N
2
2028-03-31
Floating
2.33400000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AR3
28476000.00000000
PA
USD
30574918.12000000
0.345302992363
Long
DBT
CORP
TH
N
2
2024-03-19
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L2EL3
2571009.79000000
PA
USD
2473991.84000000
0.027940443931
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
26613000.00000000
PA
USD
27873546.83000000
0.314794600280
Long
DBT
CORP
FR
N
2
2025-11-19
Fixed
2.81900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HLUZ7
329910.40000000
PA
USD
356833.01000000
0.004029953756
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
E.W. Scripps Company (The)
549300U1OW41QPKYW028
E.W. Scripps Company (The) 2020 Term Loan B3
26928BAM1
5005475.00000000
PA
USD
5012432.61000000
0.056608752718
Long
LON
CORP
US
N
2
2028-01-07
Floating
3.75000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AU9
11262000.00000000
PA
USD
11262374.01000000
0.127193519587
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
7881000.00000000
PA
USD
7871148.75000000
0.088894145392
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180SRH9
2583197.51000000
PA
USD
2749105.95000000
0.031047491513
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Variable
4.58400000
N
N
N
N
N
N
Bharti Airtel Ltd
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAA2
19567000.00000000
PA
USD
21030807.27000000
0.237514967453
Long
DBT
CORP
IN
N
2
2025-06-10
Fixed
4.37500000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
9293000.00000000
PA
USD
9712747.43000000
0.109692550556
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AFGD7
6473119.01000000
PA
USD
6539828.13000000
0.073858651525
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
16503000.00000000
PA
USD
17142161.19000000
0.193597887368
Long
DBT
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
14725000.00000000
PA
USD
14973484.38000000
0.169105570200
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193QUD3
2126967.94000000
PA
USD
2332291.17000000
0.026340123525
Long
ABS-MBS
USGA
US
N
2
2066-10-20
Variable
4.41900000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-1
30167HAC2
1259536.09000000
PA
USD
1263144.66000000
0.014265537169
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
2.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
17308350.53000000
PA
USD
18735947.95000000
0.211597586836
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BR20
99949.59000000
PA
USD
99806.13000000
0.001127177355
Long
ABS-MBS
USGA
US
N
3
2063-03-20
Fixed
2.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBJ3
7466000.00000000
PA
USD
7902644.98000000
0.089249853375
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBB54
4300630.53000000
PA
USD
4552926.63000000
0.051419244466
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.50000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAA8
3857018.73000000
PA
USD
4016513.78000000
0.045361175511
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
2731350.00000000
PA
USD
2663066.25000000
0.030075787656
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
111615000.00000000
PA
USD
110420371.26000000
1.247051078414
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193DJP8
3345087.99000000
PA
USD
3650976.22000000
0.041232915452
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.55700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFD5
201326.08000000
PA
USD
211812.50000000
0.002392140177
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KLMY5
6916983.10000000
PA
USD
7172010.81000000
0.080998313200
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2018 Term Loan B
78571YBB5
1924856.06000000
PA
USD
1900448.89000000
0.021463039932
Long
LON
CORP
US
N
2
2024-02-22
Floating
2.08400000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
2585000.00000000
PA
USD
2740355.24000000
0.030948663894
Long
DBT
CORP
BM
N
2
2030-12-15
Fixed
4.25000000
N
N
N
N
N
N
UPC Broadband Holding B.V.
213800DXWIS9KORQ3X94
UPC Broadband Holding B.V. 2020 USD Term Loan AT
000000000
9994764.03000000
PA
USD
9884421.84000000
0.111631384448
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.33400000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AQ2
7440000.00000000
PA
USD
8091000.00000000
0.091377072548
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
1610000.00000000
PA
USD
1626116.10000000
0.018364816319
Long
DBT
CORP
MX
N
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
HCL AMERICA INC
549300CBM0L7W7N2EB94
HCL America Inc
40480HAA5
13320000.00000000
PA
USD
13158828.00000000
0.148611442443
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177TPF8
2607400.66000000
PA
USD
2749603.34000000
0.031053108871
Long
ABS-MBS
USGA
US
N
2
2063-12-20
Variable
4.53900000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc. 2019 Term Loan
02474RAH6
19590075.96000000
PA
USD
19450202.82000000
0.219664144625
Long
LON
CORP
US
N
2
2027-01-15
Floating
2.08400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183SWC1
3370106.80000000
PA
USD
3643465.60000000
0.041148092999
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.66600000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
14012000.00000000
PA
USD
13801820.00000000
0.155873180996
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DE2
22001000.00000000
PA
USD
22033893.04000000
0.248843485705
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184EG96
3033819.63000000
PA
USD
3247846.81000000
0.036680105497
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Variable
4.56100000
N
N
N
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
8792000.00000000
PA
USD
8989820.00000000
0.101528047749
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAB7
15243000.00000000
PA
USD
16592931.21000000
0.187395065995
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XUS30
3797391.59000000
PA
USD
4146020.12000000
0.046823777195
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
70785.16000000
PA
USD
76688.63000000
0.000866095971
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
6694000.00000000
PA
USD
6970461.53000000
0.078722082427
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.62500000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
7133000.00000000
PA
USD
7748292.58000000
0.087506648524
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2P5
11059000.00000000
PA
USD
11409683.21000000
0.128857180871
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPYG8
1020600.05000000
PA
USD
1075270.18000000
0.012143745055
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30165XAE5
3525000.00000000
PA
USD
3531171.92000000
0.039879885393
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.98000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
9280000.00000000
PA
USD
9544015.07000000
0.107786943202
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2021-1
68269MAB0
13500000.00000000
PA
USD
13607649.00000000
0.153680278072
Long
ABS-O
CORP
US
N
2
2036-06-16
Floating
0.81000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2017 Repriced Term Loan
90351NAE5
2659200.00000000
PA
USD
2639734.66000000
0.029812288411
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.13200000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
468727000.00000000
PA
11415530.65000000
0.128923219921
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
81104600.00000000
PA
USD
91122284.95000000
1.029104887239
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
3485000.00000000
PA
USD
3639385.50000000
0.041102013702
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385V7E5
12978.59000000
PA
USD
14237.34000000
0.000160791799
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A4V52
2437258.01000000
PA
USD
2559581.67000000
0.028907067105
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BE73
40473.96000000
PA
USD
40171.96000000
0.000453688802
Long
ABS-MBS
USGA
US
N
3
2063-01-20
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
10150000.00000000
PA
USD
10554414.06000000
0.119198054538
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAT6
568000.00000000
PA
USD
635114.29000000
0.007172770306
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EX2F9
1543584.53000000
PA
USD
1661883.29000000
0.018768759109
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
12825000.00000000
PA
USD
17892003.09000000
0.202066353280
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
10257000.00000000
PA
USD
10949347.50000000
0.123658301923
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YNM79
152125.06000000
PA
USD
164969.79000000
0.001863114135
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BV41
729786.15000000
PA
USD
730584.86000000
0.008250983284
Long
ABS-MBS
USGA
US
N
3
2063-04-20
Fixed
2.50000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
15491000.00000000
PA
USD
18700283.33000000
0.211194802437
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
5900000.00000000
PA
USD
7194858.31000000
0.081256345293
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
18264000.00000000
PA
USD
18405180.72000000
0.207862011360
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
5452000.00000000
PA
USD
5700066.00000000
0.064374656335
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230KSC6
5066.74000000
PA
USD
5492.60000000
0.000062031604
Long
ABS-MBS
USGA
US
N
2
2061-08-20
Variable
4.32700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLL77
823539.44000000
PA
USD
904658.54000000
0.010216913736
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADWF1
1901184.74000000
PA
USD
2053306.38000000
0.023189361766
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AJ1
856000.00000000
PA
USD
902463.68000000
0.010192125714
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.62500000
N
N
N
N
N
N
Pacific Gas & Electric Company
8YQ2GSDWYZXO2EDN3511
Pacific Gas & Electric Company 2020 Term Loan
69338CAH4
9904625.00000000
PA
USD
9728223.63000000
0.109867333630
Long
LON
CORP
US
N
2
2025-06-23
Floating
3.50000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
1477314.41000000
PA
USD
1495626.61000000
0.016891111265
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.33400000
N
N
N
N
N
N
SRAM, LLC
5493005GYDYQG38FCT53
SRAM, LLC 2021 Term Loan B
85232BAT3
4859697.21000000
PA
USD
4851581.52000000
0.054792153816
Long
LON
CORP
US
N
2
2028-05-12
Floating
3.25000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YBF5
6909759.00000000
PA
USD
7079382.53000000
0.079952200104
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.18500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFK63
762565.83000000
PA
USD
855204.20000000
0.009658392810
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YDML0
969139.28000000
PA
USD
1049427.29000000
0.011851884020
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JNAD2
8979410.31000000
PA
USD
9720984.70000000
0.109785579554
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XWC90
1375559.76000000
PA
USD
1463501.98000000
0.016528306340
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385RAB6
7747.91000000
PA
USD
8159.85000000
0.000092154641
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36195QB34
4555501.51000000
PA
USD
4958710.77000000
0.056002036061
Long
ABS-MBS
USGA
US
N
2
2066-11-20
Variable
4.40700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7H75
723048.06000000
PA
USD
783982.96000000
0.008854043729
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CG2
17876000.00000000
PA
USD
18791995.02000000
0.212230563870
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
5653000.00000000
PA
USD
5405681.25000000
0.061049972531
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GRDJ0
308807.87000000
PA
USD
327288.36000000
0.003696286270
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BB1
2823000.00000000
PA
USD
3115745.10000000
0.035188192565
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KPP31
2961018.93000000
PA
USD
3031450.47000000
0.034236196950
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
181396AE2
2755000.00000000
PA
USD
2882418.75000000
0.032553082095
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KURF1
920799.99000000
PA
USD
886064.38000000
0.010006917455
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHM66
1502047.17000000
PA
USD
1587561.00000000
0.017929387797
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AA9
7676000.00000000
PA
USD
7985084.81000000
0.090180901494
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
4042000.00000000
PA
USD
4377486.00000000
0.049437876134
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176F4N5
18454.56000000
PA
USD
18697.38000000
0.000211162013
Long
ABS-MBS
USGA
US
N
2
2062-11-20
Variable
4.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYN8
14687142.38000000
PA
USD
15867720.29000000
0.179204774208
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2019 Incremental Term Loan B
90351NAF2
2093142.22000000
PA
USD
2078092.53000000
0.023469288329
Long
LON
CORP
US
N
2
2026-12-02
Floating
3.38200000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BN3
1153000.00000000
PA
USD
1191072.06000000
0.013451573110
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.75000000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAL2
10650637.08000000
PA
USD
10486253.02000000
0.118428266341
Long
ABS-O
CORP
BM
N
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KXHJ8
1271652.28000000
PA
USD
1304139.18000000
0.014728515692
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
RE/MAX International, Inc.
549300GN7WEUE9HKXH55
RE/MAX International, Inc. 2021 Term Loan B
75523KAK1
4344112.50000000
PA
USD
4327822.08000000
0.048876988280
Long
LON
CORP
US
N
2
2028-07-21
Floating
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KUNP3
7704737.25000000
PA
USD
7784031.02000000
0.087910266621
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
2245000.00000000
PA
USD
2831846.52000000
0.031981936089
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
12284000.00000000
PA
USD
11761930.00000000
0.132835339379
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
7473000.00000000
PA
USD
9107644.02000000
0.102858713182
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GK1
25481000.00000000
PA
USD
26253485.56000000
0.296498165204
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACYK0
4903184.65000000
PA
USD
5397167.61000000
0.060953822303
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.00000000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
2811000.00000000
PA
USD
3069190.35000000
0.034662418647
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
4.00000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAF1
4537000.00000000
PA
USD
4545009.08000000
0.051329826280
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd
88315LAS7
27038533.36000000
PA
USD
26826416.07000000
0.302968652508
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.94000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
85325WAA6
24346000.00000000
PA
USD
25353715.02000000
0.286336454919
Long
DBT
CORP
GB
N
2
2026-01-30
Fixed
2.81900000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBD2
2060000.00000000
PA
USD
2144151.00000000
0.024215330797
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DF70
25157.17000000
PA
USD
29116.43000000
0.000328831310
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AL7
4630000.00000000
PA
USD
4460310.50000000
0.050373268588
Long
DBT
CORP
CL
N
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAD0
9466000.00000000
PA
USD
12554377.16000000
0.141784974978
Long
DBT
CORP
MX
N
2
2042-09-19
Fixed
6.75000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AG0
4324000.00000000
PA
USD
6130224.22000000
0.069232720713
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
7.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
4740000.00000000
PA
USD
4858215.60000000
0.054867076917
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8ZC8
749796.75000000
PA
USD
809354.89000000
0.009140585898
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
8529000.00000000
PA
USD
8761415.25000000
0.098948520198
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Bayview Koitere Fund Trust
N/A
Bayview Koitere Fund Trust 2017-SPL3
500274AA3
1062731.85000000
PA
USD
1084688.32000000
0.012250110407
Long
ABS-O
CORP
US
N
2
2053-11-28
Variable
4.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
11985000.00000000
PA
USD
12173983.08000000
0.137488930305
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7CA5
73663166.52000000
PA
USD
78902780.41000000
0.891101852650
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
21336000.00000000
PA
USD
21042630.00000000
0.237648489447
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
16919000.00000000
PA
USD
17160941.70000000
0.193809988224
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BG22
25821.05000000
PA
USD
25615.29000000
0.000289290596
Long
ABS-MBS
USGA
US
N
3
2062-12-20
Fixed
1.75000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company Term Loan B4
000000000
18171337.50000000
PA
USD
17936563.82000000
0.202569607397
Long
LON
CORP
CA
N
2
2026-11-19
Floating
1.83700000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDG6
4226000.00000000
PA
USD
4259425.12000000
0.048104535682
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
3.45000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
7669000.00000000
PA
USD
11142371.93000000
0.125838255865
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
17866000.00000000
PA
USD
15864472.02000000
0.179168089323
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
1374000.00000000
PA
USD
1419960.30000000
0.016036561036
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9XD2
592656.62000000
PA
USD
640987.46000000
0.007239099942
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
8850467.00000000
PA
USD
9536378.19000000
0.107700694811
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AC4M7
21289314.84000000
PA
USD
21508421.49000000
0.242908984166
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
000000000
54020000.00000000
PA
1820948.87000000
0.020565193054
Long
DBT
CORP
MX
N
2
2043-05-14
Fixed
7.25000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
6562235.26000000
PA
USD
6606263.27000000
0.074608947978
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
2535000.00000000
PA
USD
2628288.00000000
0.029683013626
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc. 2018 Term Loan B
46284NAQ2
9777737.95000000
PA
USD
9679960.57000000
0.109322266626
Long
LON
CORP
US
N
2
2026-01-02
Floating
1.83400000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
4915000.00000000
PA
USD
5314245.45000000
0.060017326909
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735KAA0
16491000.00000000
PA
USD
16791795.84000000
0.189640977220
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7KF5
7208076.92000000
PA
USD
7728219.03000000
0.087279944503
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AR3Q5
3936099.75000000
PA
USD
4351997.57000000
0.049150018252
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210AZH3
4237.08000000
PA
USD
4733.36000000
0.000053456999
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.50000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAU5
24287000.00000000
PA
USD
24596901.88000000
0.277789258133
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLRZ4
1363582.30000000
PA
USD
1396046.54000000
0.015766486956
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30165XAD7
2460000.00000000
PA
USD
2463220.88000000
0.027818800278
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.57000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
53475000.00000000
PA
USD
52530832.03000000
0.593265807617
Long
DBT
UST
US
N
2
2051-08-15
None
0.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
19514000.00000000
PA
USD
19416430.00000000
0.219282725589
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AJ4
2544000.00000000
PA
USD
2612387.20000000
0.029503435261
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
3.30000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
4000460000.00000000
PA
94651424.83000000
1.068961823446
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5T78
12332436.07000000
PA
USD
13559553.66000000
0.153137105242
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5KC8
22514471.14000000
PA
USD
24288623.40000000
0.274307663147
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A6ZX2
1312917.41000000
PA
USD
1398418.20000000
0.015793271698
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XMGX2
198544.56000000
PA
USD
220511.06000000
0.002490378831
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
14497000.00000000
PA
USD
13804043.40000000
0.155898291338
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBS3
22064000.00000000
PA
USD
23417517.85000000
0.264469685759
Long
DBT
CORP
GB
N
2
2042-03-10
Fixed
3.81100000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
9078204.00000000
PA
USD
9857477.03000000
0.111327078694
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADXY9
22077261.77000000
PA
USD
23848789.82000000
0.269340328460
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAG4
4254377.00000000
PA
USD
4389435.60000000
0.049572830956
Long
ABS-O
CORP
US
N
2
2055-04-25
Variable
3.75000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGT6
16490000.00000000
PA
USD
16937469.18000000
0.191286163644
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
1.80000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B5
78466DBF0
9584398.13000000
PA
USD
9492579.60000000
0.107206048051
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.83400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WNT85
251246.29000000
PA
USD
269450.44000000
0.003043083970
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc. 2021 Term Loan B
000000000
15290907.69000000
PA
USD
15196868.61000000
0.171628397662
Long
LON
CORP
US
N
2
2028-05-19
Floating
2.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DS29
5862099.11000000
PA
USD
5844104.28000000
0.066001376934
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
12659000.00000000
PA
USD
13323597.50000000
0.150472294569
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAD7
1370000.00000000
PA
USD
1411643.38000000
0.015942632498
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.30000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAD3
3409380.00000000
PA
USD
3654258.04000000
0.041269979240
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
3.01100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AEWT7
29261432.35000000
PA
USD
29563005.35000000
0.333874784898
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295NG92
8178.91000000
PA
USD
9668.01000000
0.000109187300
Long
ABS-MBS
USGA
US
N
2
2038-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4NL6
3612132.00000000
PA
USD
3993946.38000000
0.045106306775
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371E2L8
462.52000000
PA
USD
471.34000000
0.000005323157
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206B0
243835000.00000000
PA
USD
244054071.12000000
2.756265796870
Long
ABS-MBS
USGSE
US
N
2
2051-11-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KRHW2
2189730.91000000
PA
USD
2245370.15000000
0.025358466332
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMEH4
5898509.49000000
PA
USD
6180670.18000000
0.069802440666
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
7547000.00000000
PA
USD
8080950.25000000
0.091263574002
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
3133000.00000000
PA
USD
3284995.08000000
0.037099645747
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
3863000.00000000
PA
USD
3936348.40000000
0.044455814277
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
3889000.00000000
PA
USD
3995947.50000000
0.045128906761
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.87500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
19050000.00000000
PA
USD
20619886.69000000
0.232874166606
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
6444000.00000000
PA
USD
6868721.46000000
0.077573063795
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133N3XW9
41631555.36000000
PA
USD
39815045.70000000
0.449657930966
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
1.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1599000.00000000
PA
USD
1609466.19000000
0.018176777754
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735K2A9
6236000.00000000
PA
USD
6437422.80000000
0.072702119666
Long
DBT
CORP
BM
N
2
2023-02-21
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FTBW0
2618946.82000000
PA
USD
2851284.80000000
0.032201465582
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
5319000.00000000
PA
USD
6422407.51000000
0.072532541957
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
10179000.00000000
PA
USD
10538318.70000000
0.119016278876
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KHJK8
10804014.37000000
PA
USD
11202449.46000000
0.126516751579
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178TH58
1563442.37000000
PA
USD
1667836.39000000
0.018835991448
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.57100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJGL1
3387104.21000000
PA
USD
3402507.64000000
0.038426793655
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
12271000.00000000
PA
USD
12246151.23000000
0.138303973474
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
15720000.00000000
PA
USD
16191600.00000000
0.182862564315
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FMYD2
248825.27000000
PA
USD
269698.96000000
0.003045890672
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179LAK8
28017.30000000
PA
USD
28577.06000000
0.000322739844
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Variable
4.12500000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL1
07333NAA0
2509637.24000000
PA
USD
2559554.18000000
0.028906756642
Long
ABS-O
CORP
US
N
2
2064-10-28
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FP5G0
1545961.55000000
PA
USD
1648439.11000000
0.018616924996
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132Y2RJ7
207868.58000000
PA
USD
225369.07000000
0.002545243586
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
13220000.00000000
PA
USD
13246968.80000000
0.149606875427
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
12576000.00000000
PA
USD
13083540.45000000
0.147761169804
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2017 Term Loan B1
64072UAE2
12245141.75000000
PA
USD
12061464.62000000
0.136218184108
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.33400000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
3609000.00000000
PA
USD
3968528.58000000
0.044819246565
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
12169000.00000000
PA
USD
12275478.75000000
0.138635188765
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
Donlen Fleet Lease Funding
549300ZWUQETU54FDP26
Donlen Fleet Lease Funding 2 LLC
257812AD9
11628000.00000000
PA
USD
11641389.64000000
0.131473996502
Long
ABS-O
CORP
US
N
2
2034-12-11
Fixed
0.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0SN6
551353.79000000
PA
USD
609610.91000000
0.006884743585
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.50000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AB7
15593000.00000000
PA
USD
16577853.88000000
0.187224787627
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.52200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0PC2
669297.88000000
PA
USD
738619.15000000
0.008341719893
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JANW4
5225893.64000000
PA
USD
5739051.21000000
0.064814942377
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AS2
3732000.00000000
PA
USD
3823380.18000000
0.043179988640
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206J5L4
2205.73000000
PA
USD
2238.67000000
0.000025282797
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
7.50000000
N
N
N
N
N
N
SABRE GLBL INC.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B2
78571YBF6
5654122.79000000
PA
USD
5620537.30000000
0.063476485554
Long
LON
CORP
US
N
2
2027-12-17
Floating
4.00000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AT5
3425000.00000000
PA
USD
3361843.00000000
0.037967540688
Long
DBT
CORP
KY
N
2
2030-10-09
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YAN35
707373.41000000
PA
USD
782268.03000000
0.008834675878
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CAF1
1480164.02000000
PA
USD
1560717.86000000
0.017626230270
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
2639000.00000000
PA
USD
2819639.55000000
0.031844074616
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
7956000.00000000
PA
USD
7874212.32000000
0.088928744336
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
18570071.00000000
PA
USD
19922349.14000000
0.224996408688
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
FrontDoor Inc
5493008RB0JZJI3QGZ06
FrontDoor Inc 2021 Term Loan B
35905CAC9
430374.88000000
PA
USD
429298.94000000
0.004848359953
Long
LON
CORP
US
N
2
2028-06-17
Floating
2.33400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RAC0
8939016.61000000
PA
USD
9156418.86000000
0.103409560061
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCV1
57670000.00000000
PA
USD
56985168.75000000
0.643571610314
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
16885000.00000000
PA
USD
17710251.17000000
0.200013707330
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GR2
12741391.60000000
PA
USD
13660227.63000000
0.154274083694
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HMP6
2156.32000000
PA
USD
2200.72000000
0.000024854202
Long
ABS-MBS
USGA
US
N
2
2063-01-20
Variable
4.00500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAZ2
9877514.00000000
PA
USD
10329686.84000000
0.116660059792
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.71700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KSB22
13129653.29000000
PA
USD
13264779.48000000
0.149808023344
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FVVE3
1925600.52000000
PA
USD
2085134.67000000
0.023548819925
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
CK HUTCHISON INTL 20 LTD
254900SSPRZHBMNJF043
CK Hutchison International 20 Ltd
12564HAA3
8410000.00000000
PA
USD
8553303.79000000
0.096598178339
Long
DBT
CORP
KY
N
2
2030-05-08
Fixed
2.50000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
881000.00000000
PA
USD
973116.80000000
0.010990058636
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
8931000.00000000
PA
USD
9794070.05000000
0.110610981275
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLNT2
2562703.58000000
PA
USD
2627077.64000000
0.029669344222
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
1112000.00000000
PA
USD
1167600.00000000
0.013186487443
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAH3
20142000.00000000
PA
USD
23782417.95000000
0.268590746557
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WBA9
4081000.00000000
PA
USD
3790082.32000000
0.042803933644
Long
DBT
CORP
KY
N
2
2061-02-09
Fixed
3.25000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
18929000.00000000
PA
USD
19778556.23000000
0.223372459217
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6SH8
6500037.80000000
PA
USD
6567028.36000000
0.074165841908
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBM1
18720000.00000000
PA
USD
19662910.68000000
0.222066396702
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.69600000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBG9
31751000.00000000
PA
USD
33391066.79000000
0.377107642138
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.78900000
N
N
N
N
N
N
Entercom Media Corp.
549300S5JUSXRHNCHD80
Entercom Media Corp. 2019 Term Loan
12506KAE9
9400341.57000000
PA
USD
9253508.23000000
0.104506055229
Long
LON
CORP
US
N
2
2024-11-18
Floating
2.58500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YXGE9
448257.90000000
PA
USD
492996.02000000
0.005567733665
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DH39
2391640.59000000
PA
USD
2626607.44000000
0.029664033939
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H3U53
840344.93000000
PA
USD
915832.47000000
0.010343108398
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y3GN0
1613555.04000000
PA
USD
1775913.40000000
0.020056577381
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AE8
11958000.00000000
PA
USD
12623999.02000000
0.142571261191
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L5HW9
6998605.39000000
PA
USD
7070734.63000000
0.079854533587
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KLM66
13792257.01000000
PA
USD
14300718.22000000
0.161507572152
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HQ66
3569949.07000000
PA
USD
3811092.35000000
0.043041213960
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Variable
4.52200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNWT2
1430941.42000000
PA
USD
1538014.19000000
0.017369822546
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
7064000.00000000
PA
USD
7231777.06000000
0.081673293420
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FDDH6
371180.53000000
PA
USD
395816.85000000
0.004470224325
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7HL6
22378557.56000000
PA
USD
24245379.52000000
0.273819281097
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
15396000.00000000
PA
USD
15836491.88000000
0.178852090895
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
3060000.00000000
PA
USD
3272856.05000000
0.036962551566
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W6RR9
200913.87000000
PA
USD
217815.99000000
0.002459941604
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
2026000.00000000
PA
USD
2262325.16000000
0.025549950596
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
7734112.00000000
PA
USD
8130485.24000000
0.091823005763
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HEJ60
1534098.05000000
PA
USD
1687449.56000000
0.019057496090
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
5.00000000
N
N
N
N
N
N
Plastipak Packaging, Inc.
N/A
Plastipak Packaging, Inc. 2018 Term Loan B
72761JAD8
2474304.91000000
PA
USD
2470915.11000000
0.027905696362
Long
LON
CORP
US
N
2
2024-10-14
Floating
2.59000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177TPL5
2489463.96000000
PA
USD
2608496.19000000
0.029459491483
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.66500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GTNN6
586742.02000000
PA
USD
637879.80000000
0.007204003060
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
2128000.00000000
PA
USD
2098513.79000000
0.023699919272
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMC60
105418860.23000000
PA
USD
116314321.11000000
1.313615394696
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A9HN8
1356054.27000000
PA
USD
1370010.21000000
0.015472441274
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Churchill Downs Incorporated
529900FODTBQC8MIS994
Churchill Downs Incorporated 2021 Incremental Term Loan B1
17148PAF8
10062478.26000000
PA
USD
9961853.48000000
0.112505871728
Long
LON
CORP
US
N
2
2028-03-10
Floating
2.09000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
1371000.00000000
PA
USD
1543677.45000000
0.017433781527
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCQ5
8775000.00000000
PA
USD
8957002.28000000
0.101157415295
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBJA7
17929750.47000000
PA
USD
19214474.11000000
0.217001902698
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FQ2H9
669451.01000000
PA
USD
709028.91000000
0.008007537529
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BZ3
9132000.00000000
PA
USD
9132730.56000000
0.103142032251
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
7989000.00000000
PA
USD
8043644.76000000
0.090842258161
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194QQA3
2158856.41000000
PA
USD
2362207.30000000
0.026677986383
Long
ABS-MBS
USGA
US
N
2
2066-09-20
Variable
4.53800000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAE4
17920000.00000000
PA
USD
17315200.00000000
0.195552130341
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAE6
3825000.00000000
PA
USD
4028379.46000000
0.045495182569
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.29700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KED96
2983823.53000000
PA
USD
3047943.75000000
0.034422466588
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9R21
909174.19000000
PA
USD
974713.93000000
0.011008096093
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
9382000.00000000
PA
USD
9686770.70000000
0.109399177977
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
17630000.00000000
PA
USD
17585323.99000000
0.198602821162
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRCU2
628817.14000000
PA
USD
684651.46000000
0.007732226687
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91337CAA4
5549000.00000000
PA
USD
5826172.55000000
0.065798861918
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBK5
27986000.00000000
PA
USD
29033413.83000000
0.327893753784
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HLJ1
4206.81000000
PA
USD
4274.13000000
0.000048270607
Long
ABS-MBS
USGA
US
N
2
2062-06-20
Variable
4.70000000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners Inc
682441AB6
3077000.00000000
PA
USD
3278389.65000000
0.037025046210
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9PB5
20621.70000000
PA
USD
22418.92000000
0.000253191852
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAE4
15397000.00000000
PA
USD
16034934.66000000
0.181093237886
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
31146000.00000000
PA
USD
31311643.77000000
0.353623327695
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
3280000.00000000
PA
USD
3410609.60000000
0.038518294506
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEX37
7392442.74000000
PA
USD
7631163.79000000
0.086183834787
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212DCE7
5747.05000000
PA
USD
6420.19000000
0.000072507498
Long
ABS-MBS
USGA
US
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. Term Loan B
000000000
4275591.53000000
PA
USD
4262764.76000000
0.048142252469
Long
LON
CORP
US
N
2
2025-11-27
Floating
2.83400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H4ZC1
741882.16000000
PA
USD
799552.76000000
0.009029883890
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9JZ9
6000951.57000000
PA
USD
6710138.27000000
0.075782077803
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193QU92
7015899.43000000
PA
USD
7742073.79000000
0.087436415570
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Variable
4.38100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JGLW3
2223152.71000000
PA
USD
2407137.38000000
0.027185411816
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176VPD9
7544.29000000
PA
USD
7538.42000000
0.000085136417
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Variable
4.39000000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
22620000.00000000
PA
USD
22817925.00000000
0.257698082824
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKN68
542837.02000000
PA
USD
587657.29000000
0.006636806676
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2020 Term Loan B8
04649VAX8
15698239.80000000
PA
USD
15457114.84000000
0.174567532335
Long
LON
CORP
US
N
2
2026-12-23
Floating
3.33400000
N
N
N
N
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp. 2018 Term Loan B
02208HAB4
2315746.31000000
PA
USD
2300693.96000000
0.025983275107
Long
LON
CORP
US
N
2
2025-10-01
Floating
2.08400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A7YH6
4525248.58000000
PA
USD
4670810.40000000
0.052750584696
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E4CS8
1725448.58000000
PA
USD
1902219.23000000
0.021483033566
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FP5C9
938206.80000000
PA
USD
990668.02000000
0.011188276298
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201MM58
13161.74000000
PA
USD
14703.34000000
0.000166054649
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCF6
1267000.00000000
PA
USD
1339852.50000000
0.015131850092
Long
DBT
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXP4
53177678.53000000
PA
USD
57454134.38000000
0.648867952719
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
983810000.00000000
PA
45448337.75000000
0.513278464440
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAA7
2112207.94000000
PA
USD
2215817.44000000
0.025024707819
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
3.30400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KTPC3
6639772.11000000
PA
USD
6708105.46000000
0.075759119921
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
15687000.00000000
PA
USD
15098737.50000000
0.170520137427
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AG2
19920000.00000000
PA
USD
19826575.20000000
0.223914769551
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
10431000.00000000
PA
USD
11843461.71000000
0.133756131491
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BZX7
2394273.82000000
PA
USD
2638781.73000000
0.029801526335
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AE1
7260000.00000000
PA
USD
7916730.31000000
0.089408928424
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.20000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 Term Loan B
90351JAF1
10388901.25000000
PA
USD
10380278.46000000
0.117231424782
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.58400000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
5644000.00000000
PA
USD
5745309.80000000
0.064885624818
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HLB8
1285.65000000
PA
USD
1300.57000000
0.000014688206
Long
ABS-MBS
USGA
US
N
2
2062-11-20
Variable
4.39000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
7865000.00000000
PA
USD
8733313.62000000
0.098631149702
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
3211000.00000000
PA
USD
4386467.18000000
0.049539306604
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
2286000.00000000
PA
USD
2270707.69000000
0.025644620111
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
22635000.00000000
PA
USD
22493304.90000000
0.254031930997
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJW71
4596.08000000
PA
USD
5022.92000000
0.000056727193
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBG3
7756000.00000000
PA
USD
8307780.76000000
0.093825322608
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAR0
8548000.00000000
PA
USD
11105755.98000000
0.125424727461
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176RA77
20445.19000000
PA
USD
20524.89000000
0.000231801305
Long
ABS-MBS
USGA
US
N
2
2061-12-20
Variable
4.63000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
16151433.00000000
PA
USD
18008847.80000000
0.203385958711
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
13280000.00000000
PA
USD
13429400.00000000
0.151667192940
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C6A7
6501321.16000000
PA
USD
7024608.47000000
0.079333600023
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAD9
1715000.00000000
PA
USD
1738895.78000000
0.019638512649
Long
DBT
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC18
36252RBC2
2317554.00000000
PA
USD
2296719.65000000
0.025938390567
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Variable
4.88500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178FKV7
5789.98000000
PA
USD
6025.15000000
0.000068046047
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Variable
4.06300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLMH9
15708322.06000000
PA
USD
15659706.85000000
0.176855539354
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2021 Term Loan B
17288YAD4
10157273.43000000
PA
USD
10059357.31000000
0.113607047671
Long
LON
CORP
US
N
2
2028-02-02
Floating
2.58400000
N
N
N
N
N
N
EL PUERTO DE LIVERPOOL
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
283837AB8
27444000.00000000
PA
USD
29605489.44000000
0.334354586131
Long
DBT
CORP
MX
N
2
2026-10-06
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBF0
3370059.21000000
PA
USD
3561045.59000000
0.040217268721
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAE0
30369000.00000000
PA
USD
31063697.25000000
0.350823101870
Long
DBT
CORP
NO
N
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
N
ENRGY TRANS LP/REG FIN
N/A
Energy Transfer LP / Regency Energy Finance Corp
75886AAL2
2327000.00000000
PA
USD
2346732.52000000
0.026503219346
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFS2
522219.40000000
PA
USD
551874.94000000
0.006232692674
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X45B8
2586548.81000000
PA
USD
2775993.36000000
0.031351149011
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAE8
11671000.00000000
PA
USD
14383340.40000000
0.162440679671
Long
DBT
CORP
MX
N
2
2044-09-17
Fixed
5.87500000
N
N
N
N
N
N
PAN AMERICAN ENERGY LLC
N/A
Pan American Energy LLC/Argentina
69784DAB4
8181000.00000000
PA
USD
9166810.50000000
0.103526919799
Long
DBT
CORP
AR
N
2
2027-04-30
Fixed
9.12500000
N
N
N
N
N
N
ACWA POWER MGMT INVST
635400M3OWQGQBZOYO38
Acwa Power Management And Investments One Ltd
005117AA4
25543639.03000000
PA
USD
30652366.84000000
0.346177672539
Long
DBT
CORP
AE
N
2
2039-12-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KUMY5
16659854.58000000
PA
USD
16831306.81000000
0.190087201021
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BK84
88124.99000000
PA
USD
88318.36000000
0.000997438288
Long
ABS-MBS
USGA
US
N
3
2063-02-20
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KMBR0
3051759.10000000
PA
USD
3128962.90000000
0.035337470017
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F8R82
1583748.29000000
PA
USD
1693677.48000000
0.019127832154
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385H5H1
6767.66000000
PA
USD
7658.67000000
0.000086494480
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A94W2
15388390.17000000
PA
USD
15880178.34000000
0.179345471296
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
31977000.00000000
PA
USD
31378710.33000000
0.354380755197
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
4582000.00000000
PA
USD
4421675.82000000
0.049936941316
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2M6
12588000.00000000
PA
USD
11835867.00000000
0.133670359353
Long
DBT
CORP
SA
N
2
2070-11-24
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KQTT8
2030624.94000000
PA
USD
2026867.15000000
0.022890765864
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ACXP8
10768438.85000000
PA
USD
10879266.33000000
0.122866828415
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAC8
6151000.00000000
PA
USD
6461761.99000000
0.072976998411
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.90000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
7453000.00000000
PA
USD
7838617.85000000
0.088526752188
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
246000.00000000
PA
USD
265982.58000000
0.003003919108
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLPD5
3311471.00000000
PA
USD
3186294.71000000
0.035984956479
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KATR7
1213299.26000000
PA
USD
1292651.85000000
0.014598781594
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TPE3
3195.00000000
PA
USD
3588.61000000
0.000040528572
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
6.50000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
15187000.00000000
PA
USD
15693486.45000000
0.177237034962
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
16276000.00000000
PA
USD
16255655.00000000
0.183585980256
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
7094000.00000000
PA
USD
7330535.24000000
0.082788635575
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
1942000.00000000
PA
USD
2026962.50000000
0.022891842716
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-EXP1 Trust
67097VAC8
2197939.41000000
PA
USD
2231866.58000000
0.025205961487
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
4.00000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVa Trust 2017-RT1
07332BAA7
654813.29000000
PA
USD
662466.94000000
0.007481682071
Long
ABS-O
CORP
US
N
2
2057-03-28
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YKNE9
3000257.84000000
PA
USD
3183538.31000000
0.035953826611
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194PBT0
2806946.24000000
PA
USD
3055255.44000000
0.034505042392
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.54500000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
5805000.00000000
PA
USD
5933747.53000000
0.067013778090
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KX2E5
39233634.08000000
PA
USD
39637978.66000000
0.447658194498
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAW1
10029000.00000000
PA
USD
10549625.45000000
0.119143973563
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
11391292.00000000
PA
USD
11624243.92000000
0.131280358422
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
852000.00000000
PA
USD
938099.26000000
0.010594582145
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HNJ78
2666707.44000000
PA
USD
2566059.79000000
0.028980228846
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AC3E6
1338905.03000000
PA
USD
1351869.86000000
0.015267570173
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Nielsen Finance LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC USD Term Loan B4
65409YBE4
12900777.49000000
PA
USD
12876653.04000000
0.145424651961
Long
LON
CORP
US
N
2
2023-10-04
Floating
2.08300000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DY8
2152000.00000000
PA
USD
2569488.00000000
0.029018945913
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAK6
11798000.00000000
PA
USD
12240425.00000000
0.138239303330
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
5024000.00000000
PA
USD
5259525.12000000
0.059399333637
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.37500000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
5505202.50000000
PA
USD
5661638.33000000
0.063940666966
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
COMETA ENERGIA SA
5493007L8UH7TYXKI505
Cometa Energia SA de CV
20039FAA7
26317716.00000000
PA
USD
30857522.01000000
0.348494627039
Long
DBT
CORP
MX
N
2
2035-04-24
Fixed
6.37500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
26503000.00000000
PA
USD
27518567.40000000
0.310785580242
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQQX7
458106.25000000
PA
USD
492164.63000000
0.005558344222
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAF9
5778000.00000000
PA
USD
6158192.40000000
0.069548584068
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EB4
5427000.00000000
PA
USD
7775897.26000000
0.087818406631
Long
DBT
USGA
US
N
2
2048-01-15
Fixed
4.87500000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAA9
3702000.00000000
PA
USD
3743647.50000000
0.042279514176
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMN26
1963453.40000000
PA
USD
2105117.33000000
0.023774497464
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386V2K5
3950.65000000
PA
USD
4437.45000000
0.000050115089
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
6.50000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp. 2021 Term Loan G
92929LAV0
6690750.00000000
PA
USD
6650337.87000000
0.075106711904
Long
LON
CORP
US
N
2
2028-01-20
Floating
2.20900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KPP23
5059028.26000000
PA
USD
5049665.06000000
0.057029243669
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPU56
1962115.41000000
PA
USD
2195924.81000000
0.024800047049
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
14000000.00000000
PA
USD
14180102.44000000
0.160145377506
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
400131AG3
3117000.00000000
PA
USD
3440419.92000000
0.038854962381
Long
DBT
CORP
MX
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GPLJ5
1130899.59000000
PA
USD
1217469.69000000
0.013749699195
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
3777000.00000000
PA
USD
3876409.51000000
0.043778884318
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
20949000.00000000
PA
USD
27924395.86000000
0.315368872373
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
8696000.00000000
PA
USD
10495410.76000000
0.118531690822
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
28355000.00000000
PA
USD
29365053.02000000
0.331639176887
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AGJT7
4151462.91000000
PA
USD
4037265.63000000
0.045595540028
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193DG89
1315291.57000000
PA
USD
1437121.50000000
0.016230373942
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
4.44900000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
7985000.00000000
PA
USD
7955455.50000000
0.089846277886
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVa Trust 2017-RT5
07333AAA8
3696741.43000000
PA
USD
3762610.34000000
0.042493674207
Long
ABS-O
CORP
US
N
2
2069-05-28
Variable
3.50000000
N
N
N
N
N
N
ENRGY TRANS LP/REG FIN
N/A
Energy Transfer LP / Regency Energy Finance Corp
75886AAQ1
11222000.00000000
PA
USD
11576795.31000000
0.130744489546
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAC4
6783000.00000000
PA
USD
6779086.89000000
0.076560760667
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
0.62500000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAH7
7380000.00000000
PA
USD
7521084.27000000
0.084940633170
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.37500000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
982000.00000000
PA
USD
1035104.03000000
0.011690121869
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M6G87
425401.13000000
PA
USD
476916.48000000
0.005386136669
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
4890000.00000000
PA
USD
5826995.35000000
0.065808154348
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BXU5
890814.52000000
PA
USD
976973.60000000
0.011033616057
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBA0
28047000.00000000
PA
USD
28121598.01000000
0.317596008100
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
2375529.83000000
PA
USD
2360682.77000000
0.026660768846
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.20900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AB2G4
7189259.53000000
PA
USD
7263247.58000000
0.082028711043
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
3903000.00000000
PA
USD
3435420.60000000
0.038798501718
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HRL99
652397.29000000
PA
USD
710509.08000000
0.008024254078
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
15891000.00000000
PA
USD
15842101.33000000
0.178915442164
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
CNPC General Capital Ltd
N/A
CNPC General Capital Ltd
12623TAB4
6577000.00000000
PA
USD
6690190.17000000
0.075556790573
Long
DBT
CORP
VG
N
2
2022-04-19
Fixed
3.95000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
954000.00000000
PA
USD
1052863.02000000
0.011890686016
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3B3
5985000.00000000
PA
USD
6252624.48000000
0.070615068684
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5J22
3906126.11000000
PA
USD
4231556.88000000
0.047789801015
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
18141000.00000000
PA
USD
18280404.70000000
0.206452832342
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
Telenet Financing USD LLC
N/A
Telenet Financing USD LLC 2020 USD Term Loan AR
000000000
4217423.96000000
PA
USD
4166477.48000000
0.047054815840
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.08400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
38381800.00000000
PA
USD
37734107.13000000
0.426156500404
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
QATAR PETROLEUM
254900QTESJKJ3P87J26
Qatar Petroleum
74730DAE3
14555000.00000000
PA
USD
14548013.60000000
0.164300444217
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGMP0
8378532.69000000
PA
USD
8857941.77000000
0.100038658725
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BPC4
4059111.45000000
PA
USD
4295170.01000000
0.048508226623
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
13610000.00000000
PA
USD
13586028.03000000
0.153436098003
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
14622000.00000000
PA
USD
15246315.10000000
0.172186829933
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
Trans Union, LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC 2019 Term Loan B5
89334GAX2
11055399.05000000
PA
USD
10981106.77000000
0.124016980593
Long
LON
CORP
US
N
2
2026-11-16
Floating
1.83400000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226C4
87976000.00000000
PA
USD
90323171.53000000
1.020079965109
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
2.50000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
5929000.00000000
PA
USD
5821566.52000000
0.065746842941
Long
LON
CORP
US
N
2
2026-09-30
Floating
2.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4YY6
10585.67000000
PA
USD
11362.54000000
0.000128324761
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
2626000.00000000
PA
USD
2764371.45000000
0.031219895011
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KFVN2
1495171.68000000
PA
USD
1585755.76000000
0.017909000015
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
17513000.00000000
PA
USD
17218956.73000000
0.194465190745
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
1.32300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQ66
542989.52000000
PA
USD
562086.62000000
0.006348020004
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
93095000.00000000
PA
2267266.08000000
0.025605751709
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204TXB5
34488.56000000
PA
USD
35638.76000000
0.000402492344
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
7.00000000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAB7
3408000.00000000
PA
USD
4944939.84000000
0.055846511742
Long
DBT
CORP
US
N
2
2118-10-01
Fixed
5.21500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAA8
1207000.00000000
PA
USD
1230249.69000000
0.013894032279
Long
DBT
US
N
2
2022-03-15
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398WV50
4239116.00000000
PA
USD
4748926.93000000
0.053632806897
Long
ABS-MBS
USGSE
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLJM2
5514572.17000000
PA
USD
5605420.06000000
0.063305756456
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
4890000.00000000
PA
USD
5226344.81000000
0.059024606212
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
5771648.84000000
PA
USD
5698406.62000000
0.064355915848
Long
LON
CORP
US
N
2
2026-08-12
Floating
2.08400000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCK8
4240666.67000000
PA
USD
4249162.42000000
0.047988632149
Long
ABS-O
CORP
US
N
2
2022-11-20
Fixed
2.72000000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA UNIV REVENUES
915217XA6
14765000.00000000
PA
USD
14837710.24000000
0.167572182060
Long
DBT
MUN
US
N
2
2119-09-01
Fixed
3.22700000
N
N
N
N
N
N
ZEBRA BUYER LLC
N/A
ZEBRA BUYER LLC TERM LOAN B
000000000
6231250.00000000
PA
USD
6247949.75000000
0.070562273833
Long
LON
CORP
US
N
2
2028-04-21
None
0.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
20429000.00000000
PA
USD
22556927.13000000
0.254750459378
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAC7
2889000.00000000
PA
USD
2910398.91000000
0.032869080749
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KTP82
8772183.63000000
PA
USD
8806860.07000000
0.099461758934
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
1168001.95000000
PA
USD
1173682.18000000
0.013255177568
Long
ABS-O
CORP
US
N
2
2055-08-25
Variable
2.75000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
17808000.00000000
PA
USD
17081967.84000000
0.192918083622
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7DY2
1644324.96000000
PA
USD
1835202.79000000
0.020726172102
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
5.00000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
11484255.00000000
PA
USD
11379584.05000000
0.128517250934
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
5354000.00000000
PA
USD
5554775.00000000
0.062733787932
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAB7
25364000.00000000
PA
USD
26662636.80000000
0.301118983711
Long
DBT
CORP
TH
N
2
2043-01-23
Fixed
4.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEG9
11070000.00000000
PA
USD
10948340.70000000
0.123646931458
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CAW9
4982141.00000000
PA
USD
4744155.09000000
0.053578915318
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
5.02300000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AY6
3322000.00000000
PA
USD
3552830.66000000
0.040124492024
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132LAFD9
4214126.85000000
PA
USD
4571086.23000000
0.051624332970
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AF6
12765000.00000000
PA
USD
12330351.75000000
0.139254906242
Long
DBT
CORP
LU
N
2
2031-03-18
Fixed
4.37500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
770683768.37000000
PA
USD
770683768.37000000
8.703847066401
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-10-01
822994600.00000000
USD
786097451.49000000
USD
UST
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KRMV8
3620230.61000000
PA
USD
3657488.86000000
0.041306467050
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329PE82
2702866.68000000
PA
USD
2975072.09000000
0.033599478210
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411FLP7
72932.12000000
PA
USD
86135.76000000
0.000972788727
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAF6
1338000.00000000
PA
USD
1755557.96000000
0.019826689787
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M4EG6
267285.90000000
PA
USD
291651.15000000
0.003293811431
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.50000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AZ8
16811000.00000000
PA
USD
20879327.56000000
0.235804205810
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLTN9
2029360.79000000
PA
USD
1952677.94000000
0.022052897514
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
Visteon Corporation
549300MOVLYHRW4GGW78
Visteon Corporation 2018 Term Loan B
92839FAQ3
1487780.71000000
PA
USD
1472902.90000000
0.016634477215
Long
LON
CORP
US
N
2
2024-03-25
Floating
1.87100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWUH0
34818.12000000
PA
USD
38414.61000000
0.000433841874
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HE6C1
1678747.81000000
PA
USD
1801380.00000000
0.020344188721
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
6690000.00000000
PA
USD
7304896.10000000
0.082499075625
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5QW6
283284.22000000
PA
USD
300581.61000000
0.003394669087
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
5734000.00000000
PA
USD
6500521.06000000
0.073414730503
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABF3
10356000.00000000
PA
USD
10757025.02000000
0.121486275572
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.65000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
10051000.00000000
PA
USD
10453542.55000000
0.118058845134
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DF49
4015348.61000000
PA
USD
4422206.90000000
0.049942939157
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WGYG6
755576.11000000
PA
USD
832045.22000000
0.009396842965
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
7067000.00000000
PA
USD
7414468.49000000
0.083736549884
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLUE2
126636.76000000
PA
USD
135709.05000000
0.001532653035
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
9234000.00000000
PA
USD
9626445.00000000
0.108717879514
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L5SM9
1010039.53000000
PA
USD
971889.53000000
0.010976198256
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
Countrywide Asset-Backed Certificates
126673TD4
16473.67000000
PA
USD
16709.16000000
0.000188707715
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
5.11500000
N
N
N
N
N
N
DT Midstream, Inc
N/A
DT Midstream, Inc Term Loan B
23345NAB1
7448000.00000000
PA
USD
7442190.56000000
0.084049633756
Long
LON
CORP
US
N
2
2028-06-26
Floating
2.50000000
N
N
N
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
1681114.49000000
PA
USD
1762312.32000000
0.019902971291
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
Klabin Austria GmbH
984500578YEA8DD41B09
Klabin Austria GmbH
49836AAB0
13075000.00000000
PA
USD
15816827.50000000
0.178630007904
Long
DBT
CORP
AT
N
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4RK4
28123630.45000000
PA
USD
30353158.82000000
0.342798516323
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
2021-10-28
Natixis Funds Trust I
John Sgroi
John Sgroi
Assistant Treasurer