0001752724-22-127344.txt : 20220527
0001752724-22-127344.hdr.sgml : 20220527
20220527125654
ACCESSION NUMBER: 0001752724-22-127344
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220527
PERIOD START: 20220930
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: 22975283
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
617-449-2810
Loomis Sayles Core Plus Bond Fund
S000006660
ZG5PZ780OFPQSQX3BT09
2022-09-30
2022-03-31
N
8687668697.46
1294103456.62
7393565240.84
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1197055554.16000000
0.00000000
0.00000000
10486481.54000000
MXN
USD
UYU
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
4381000.00000000
PA
USD
4309480.18000000
0.058286902727
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
3616898.06000000
PA
USD
3400230.68000000
0.045989053578
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
10426088.39000000
PA
USD
9464961.52000000
0.128016203437
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
806811.62000000
PA
USD
802511.96000000
0.010854194611
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
6109000.00000000
PA
USD
5904959.40000000
0.079866197262
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
8236513.00000000
0.111401099898
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
1914809.88000000
0.025898329393
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAB9
16925000.00000000
PA
USD
16919245.50000000
0.228837441056
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.52800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JJED7
18406.23000000
PA
USD
18815.79000000
0.000254488726
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
6233457.58000000
PA
USD
6191381.74000000
0.083740138056
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
2154000.00000000
PA
USD
2053359.20000000
0.027772246989
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
3973657.08000000
PA
USD
4062306.59000000
0.054943812053
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Variable
4.57500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan G
89364MBS2
6296314.46000000
PA
USD
6197966.03000000
0.083829192386
Long
LON
CORP
US
N
2
2024-08-22
Floating
2.70700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYM0
1624774.04000000
PA
USD
1661743.43000000
0.022475536170
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
1589588.93000000
PA
USD
1521392.93000000
0.020577257120
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
1862496.89000000
PA
USD
1884889.91000000
0.025493653583
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
9968151.46000000
0.134821985541
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
2154.29000000
PA
USD
2186.70000000
0.000029575717
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Variable
4.42200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLRW1
11877422.76000000
PA
USD
10498872.89000000
0.142000138607
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040651
68805000.00000000
PA
USD
69962896.64000000
0.946267387397
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
4.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
12660000.00000000
PA
USD
12758376.94000000
0.172560551295
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EB7
12472000.00000000
PA
USD
13247696.04000000
0.179178726479
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
8258000.00000000
PA
USD
7682004.50000000
0.103901220179
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193EKX7
2611750.75000000
PA
USD
2684516.74000000
0.036308826020
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
4.41800000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAE2
3523000.00000000
PA
USD
3285232.73000000
0.044433674729
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
14161531.20000000
0.191538597938
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
3780873.64000000
0.051137354129
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
1097000.00000000
PA
USD
1053778.20000000
0.014252639500
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc. 2021 Term Loan B
07368RAF8
15214261.53000000
PA
USD
14969768.35000000
0.202470227317
Long
LON
CORP
US
N
2
2028-05-19
Floating
2.70700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BUL4
206029.09000000
PA
USD
205922.26000000
0.002785155108
Long
ABS-MBS
USGA
US
N
2
2062-08-20
Floating
0.62600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGT9
1567339.21000000
PA
USD
1553427.37000000
0.021010531717
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
2328576.70000000
PA
USD
2058428.60000000
0.027840812016
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
1.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
30210000.00000000
PA
USD
30296022.07000000
0.409762017147
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
2584653.86000000
PA
USD
2726910.34000000
0.036882211100
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
13344144.93000000
0.180483224200
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
888318.80000000
PA
USD
919763.69000000
0.012440056455
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
6878131.26000000
0.093028613881
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
3519205.70000000
0.047598223392
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
2021981.40000000
PA
USD
2117012.83000000
0.028633179812
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
9220000.00000000
PA
USD
8602266.36000000
0.116348014520
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032666
44221000.00000000
PA
USD
44030482.22000000
0.595524361870
Long
ABS-MBS
USGSE
US
N
2
2052-06-15
Fixed
3.50000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AR0
3408000.00000000
PA
USD
3384689.28000000
0.045778851876
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
1397724.02000000
PA
USD
1421578.22000000
0.019227235761
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
1535515.47000000
PA
USD
1574961.48000000
0.021301786468
Long
ABS-MBS
USGA
US
N
2
2066-04-20
Variable
4.59500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEWW4
1012226.34000000
PA
USD
992177.71000000
0.013419475958
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
535076.14000000
PA
USD
557666.78000000
0.007542596323
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
6324215.80000000
0.085536755191
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
5597267.30000000
PA
USD
5206113.47000000
0.070414114171
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
132590000.00000000
PA
USD
114918239.06000000
1.554300737419
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123VAF9
17432000.00000000
PA
USD
16599186.20000000
0.224508551142
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
13539890.00000000
0.183130730019
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
595496.03000000
PA
USD
578477.26000000
0.007824063779
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
264645.12000000
PA
USD
260971.49000000
0.003529711059
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F3A81
1002293.00000000
PA
USD
1013815.30000000
0.013712130304
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2016 1st Lien Term Loan
74839XAF6
10106868.68000000
PA
USD
9845808.26000000
0.133167260168
Long
LON
CORP
US
N
2
2027-02-01
Floating
2.95700000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
21970000.00000000
PA
USD
19080835.15000000
0.258073534600
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
14639000.00000000
PA
USD
12970007.61000000
0.175422914216
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
22169000.00000000
PA
USD
20063166.69000000
0.271359838406
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Whitehorse Ltd
5493006SRQWF2ZFME608
WhiteHorse IX Ltd
965249AD7
657897.18000000
PA
USD
657947.18000000
0.008898916267
Long
ABS-CBDO
CORP
KY
N
2
2026-07-17
Floating
2.94100000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
7864000.00000000
PA
USD
7494392.00000000
0.101363709602
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
6785756.68000000
PA
USD
6319315.84000000
0.085470481887
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
9645000.00000000
PA
USD
10013001.70000000
0.135428597352
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
2980000.00000000
PA
USD
2891166.20000000
0.039103816708
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032658
45410000.00000000
PA
USD
45331432.53000000
0.613120072026
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8UW8
559838.33000000
PA
USD
570481.34000000
0.007715916765
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
2884342.27000000
PA
USD
2684127.73000000
0.036303564553
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd
26253LAA0
5450000.00000000
PA
USD
5409021.45000000
0.073158500314
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
1.42100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PFU8
3408102.86000000
PA
USD
3484411.31000000
0.047127619713
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Variable
4.66500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
7768000.00000000
PA
USD
7865763.39000000
0.106386609623
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
468800.84000000
PA
USD
487766.19000000
0.006597171650
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CL6
22590000.00000000
PA
USD
22723777.75000000
0.307345333540
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FUFW3
564934.02000000
PA
USD
588820.58000000
0.007963960022
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
2793735.63000000
PA
USD
2908195.51000000
0.039334142802
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
1132574.36000000
PA
USD
1181702.81000000
0.015982854976
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
18466428.28000000
0.249763512980
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
1048742.22000000
PA
USD
1095159.02000000
0.014812326453
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
5854601.70000000
0.079185095543
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
2478212.10000000
PA
USD
2621449.81000000
0.035455828475
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
1675852.67000000
0.022666367515
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
23582295.40000000
PA
USD
21941656.95000000
0.296766934966
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
5316000.00000000
PA
USD
4982262.74000000
0.067386471583
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
100314.72000000
PA
USD
105511.96000000
0.001427078230
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.50000000
N
N
N
N
N
N
FORTRESS CREDIT BSL LIMITED
N/A
Fortress Credit BSL XII Ltd
34963DAS4
550000.00000000
PA
USD
534513.10000000
0.007229436443
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
3.78600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHFU1
1179224.64000000
PA
USD
1171386.85000000
0.015843328784
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
3890000.00000000
PA
USD
3427450.53000000
0.046357209524
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXKG7
478259.32000000
PA
USD
475184.39000000
0.006426999350
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
735875.49000000
PA
USD
749874.24000000
0.010142254995
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
4247424.00000000
PA
USD
4168421.91000000
0.056379050893
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213TET6
2332.11000000
PA
USD
2491.62000000
0.000033699844
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
6132531.98000000
PA
USD
5704922.79000000
0.077160647186
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
15801000.00000000
PA
USD
13469719.99000000
0.182181661366
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
12270335.00000000
0.165959650051
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
3265361.90000000
0.044164916297
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAE9
7630000.00000000
PA
USD
7525888.65000000
0.101789710442
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
1.74100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FB4A5
120545.02000000
PA
USD
120876.03000000
0.001634881495
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
7982119.96000000
0.107960364181
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
3543015.50000000
0.047920257475
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
13838000.00000000
PA
USD
13591821.98000000
0.183833124308
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
289710.76000000
PA
USD
301947.28000000
0.004083919870
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
1588051.07000000
0.021478826767
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
440880.43000000
PA
USD
445037.63000000
0.006019256143
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
4885000.00000000
PA
USD
4518234.20000000
0.061110358167
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
03217KAB4
13015000.00000000
PA
USD
13099727.65000000
0.177177413376
Long
DBT
CORP
MX
N
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
5696000.00000000
PA
USD
5679510.08000000
0.076816933306
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
2484179.37000000
0.033599208082
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
4964.38000000
PA
USD
5512.54000000
0.000074558617
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
6.00000000
N
N
N
N
N
N
Nyack Park CLO, Ltd.
N/A
NYACK Park CLO Ltd
67080PAL0
2745000.00000000
PA
USD
2661993.95000000
0.036004199101
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
2.92400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
190464000.00000000
PA
USD
167072640.00000000
2.259703330635
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B1
78571YBG4
3529272.14000000
PA
USD
3485156.24000000
0.047137695096
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
11149119.72000000
PA
USD
10375171.80000000
0.140327047399
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
620880.20000000
PA
USD
648333.65000000
0.008768890635
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NL3
480587.06000000
PA
USD
492643.02000000
0.006663132114
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
27042963.33000000
PA
USD
28444684.76000000
0.384722171691
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
3140M32Z2
13951759.38000000
PA
USD
12965428.73000000
0.175360983607
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FDB96
909678.46000000
PA
USD
944075.87000000
0.012768885365
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
856.67000000
PA
USD
932.92000000
0.000012617999
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
6091000.00000000
PA
USD
5576467.04000000
0.075423247896
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
7181140.97000000
0.097126903409
Long
LON
CORP
US
N
2
2028-06-11
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSFS4
2381967.43000000
PA
USD
2424620.73000000
0.032793661123
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
4340347.50000000
PA
USD
4275242.29000000
0.057823825863
Long
LON
CORP
US
N
2
2024-12-27
Floating
2.46000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
8243000.00000000
PA
USD
7562952.50000000
0.102291009190
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
455141.33000000
PA
USD
466210.96000000
0.006305631245
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
7487439.91000000
PA
USD
6970426.94000000
0.094276938296
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
12455000.00000000
PA
USD
11770224.10000000
0.159195512808
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RCN4
14622.71000000
PA
USD
14423.05000000
0.000195075711
Long
ABS-MBS
USGA
US
N
3
2063-05-20
Floating
0.38600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2010-C1 Mortgage Trust
12622DAK0
908053.99000000
PA
USD
907603.23000000
0.012275582894
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
5.75400000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
3863000.00000000
PA
USD
3742281.25000000
0.050615381458
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
621707.51000000
PA
USD
622530.65000000
0.008419897975
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J82H2
707090.09000000
PA
USD
719910.20000000
0.009736983127
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
9585000.00000000
PA
USD
8471225.59000000
0.114575652125
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAB1
9050000.00000000
PA
USD
9746900.86000000
0.131829510425
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
4164336.58000000
PA
USD
4271207.62000000
0.057769255844
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Variable
4.59800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ADVC7
476826.26000000
PA
USD
443430.36000000
0.005997517375
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
11084250.24000000
0.149917527998
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
72703PAE3
12110000.00000000
PA
USD
11209766.82000000
0.151615174206
Long
ABS-O
CORP
US
N
2
2051-12-05
Fixed
4.00800000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
17219000.00000000
PA
USD
16101400.81000000
0.217775867061
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
5460000.00000000
PA
USD
5001619.35000000
0.067648275048
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
11566000.00000000
PA
USD
10882555.58000000
0.147189552340
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L1VM4
15659107.17000000
PA
USD
14569674.11000000
0.197058842864
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
1386540.86000000
PA
USD
1436372.86000000
0.019427337329
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.69200000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
7940000.00000000
PA
USD
6859207.20000000
0.092772660774
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
2097311.77000000
PA
USD
2132281.28000000
0.028839689791
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
11172451.52000000
0.151110474528
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
276829.53000000
PA
USD
275221.70000000
0.003722449062
Long
ABS-MBS
USGA
US
N
2
2060-10-20
Floating
0.45600000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
9503000.00000000
PA
USD
9698540.38000000
0.131175421654
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
4278783.98000000
PA
USD
4381262.57000000
0.059257779261
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
14750000.00000000
PA
USD
10749148.79000000
0.145385188875
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.83200000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
1329000.00000000
PA
USD
1268274.48000000
0.017153760583
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
6596000.00000000
PA
USD
6472695.37000000
0.087544982145
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
1294.91000000
PA
USD
1267.76000000
0.000017146802
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
38202915.06000000
PA
USD
34144265.25000000
0.461810562803
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
6364457.37000000
0.086081033475
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
9345000.00000000
PA
USD
8927371.95000000
0.120745156892
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
500148.87000000
PA
USD
508637.10000000
0.006879456438
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.61600000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
5575000.00000000
PA
USD
5823310.50000000
0.078761873471
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
2099603.41000000
PA
USD
1954511.37000000
0.026435302946
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
11294000.00000000
PA
USD
11256173.23000000
0.152242833644
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBJ2
14895000.00000000
PA
USD
14870708.64000000
0.201130417540
Long
DBT
CORP
AU
N
2
2025-03-21
Fixed
3.23100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295NGV3
97181.79000000
PA
USD
107401.52000000
0.001452635048
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
13679835.00000000
0.185023524570
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
8737630.84000000
PA
USD
9224367.91000000
0.124762108800
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
495685.08000000
PA
USD
514685.40000000
0.006961261356
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
20028000.00000000
PA
USD
18960220.40000000
0.256442186988
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
14486000.00000000
PA
USD
18254415.71000000
0.246895984756
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
2957059.84000000
0.039995046282
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
8808491.21000000
0.119137262241
Long
LON
CORP
US
N
2
2028-04-06
Floating
2.95700000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
18423000.00000000
PA
USD
17536279.64000000
0.237182997224
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
5268093.99000000
0.071252417722
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.17600000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAB5
24753000.00000000
PA
USD
25331972.67000000
0.342621885989
Long
DBT
NUSS
SA
N
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAJ0
4631282.52000000
PA
USD
4258750.49000000
0.057600769740
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO III Ltd
14686WAU5
3515000.00000000
PA
USD
3430467.77000000
0.046398018523
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
3.20400000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
5305000.00000000
PA
USD
4814287.50000000
0.065114560339
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
8022893.99000000
0.108511844132
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
1942877.86000000
PA
USD
1966253.85000000
0.026594123213
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
11500843.86000000
PA
USD
11365448.91000000
0.153720817221
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
19191163.57000000
PA
USD
18861267.47000000
0.255103821439
Long
LON
CORP
US
N
2
2027-08-01
Floating
1.98100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JPPV8
1317677.72000000
PA
USD
1344980.37000000
0.018191228807
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040644
-68805000.00000000
PA
USD
-70267106.25000000
-0.95038190590
Short
ABS-MBS
USGSE
US
N
2
2052-04-15
Fixed
4.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
10762000.00000000
PA
USD
9820432.62000000
0.132824047669
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
4651477.06000000
0.062912504434
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.16300000
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
14277211.31000000
0.193103203189
Long
LON
CORP
LU
N
2
2028-09-07
Floating
4.81300000
N
N
N
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. 2018 USD Term Loan B
22207EBG8
6223171.03000000
PA
USD
6059812.79000000
0.081960631881
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.36500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PEL9
2899698.09000000
PA
USD
2965505.29000000
0.040109273312
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
23853000.00000000
PA
USD
26238538.53000000
0.354883438169
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
12254000.00000000
PA
USD
13543438.30000000
0.183178721751
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
907000.00000000
PA
USD
925266.98000000
0.012514489963
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
1616354.52000000
PA
USD
1587437.26000000
0.021470524818
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
2051117.51000000
PA
USD
2018811.10000000
0.027304974450
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
1936951.44000000
PA
USD
1835364.24000000
0.024823805298
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
549300EX32IF3NZCVL73
OHA Credit Partners XIII Ltd
67110NAX3
3895000.00000000
PA
USD
3846234.60000000
0.052021379060
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
3.45500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLN88
1278248.27000000
PA
USD
1129939.31000000
0.015282739425
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
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
LU
N
2
2024-08-08
Floating
3.45700000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89171DAE7
1298545.00000000
PA
USD
1294937.64000000
0.017514387143
Long
ABS-O
CORP
US
N
2
2053-10-25
Variable
3.16000000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
11190000.00000000
PA
USD
10443992.02000000
0.141257859771
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
4984429.01000000
0.067415770979
Long
ABS-O
CORP
US
N
2
2055-08-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FP4V8
1892611.88000000
PA
USD
1877737.96000000
0.025396921496
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
6284615.09000000
PA
USD
6538974.77000000
0.088441429229
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
3442369.74000000
0.046558995935
Long
LON
CORP
US
N
2
2027-02-05
Floating
1.96800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEKH1
86595.91000000
PA
USD
88249.26000000
0.001193595472
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
8081180.54000000
0.109300185725
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
11091189.63000000
PA
USD
10558324.52000000
0.142804238227
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.06000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
2245000.00000000
PA
USD
2246035.39000000
0.030378245363
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B
39843PAG8
4639811.22000000
PA
USD
4556294.62000000
0.061625135798
Long
LON
CORP
US
N
2
2027-11-15
Floating
2.45700000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134JAC7
3410000.00000000
PA
USD
3358744.29000000
0.045427938762
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
1.64100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FKH37
488297.94000000
PA
USD
508684.64000000
0.006880099430
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
1707000.00000000
PA
USD
1979187.43000000
0.026769053434
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4F8
546687.63000000
PA
USD
558911.36000000
0.007559429609
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
606158.34000000
PA
USD
640273.76000000
0.008659878409
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
1946995.25000000
PA
USD
1995376.52000000
0.026988015321
Long
ABS-MBS
USGA
US
N
2
2065-03-20
Variable
4.62000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR2 Trust
46185HAA0
20109203.96000000
PA
USD
20040010.20000000
0.271046640520
Long
ABS-O
CORP
US
N
2
2037-06-17
Floating
1.29700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZN7
977638.86000000
PA
USD
1032703.46000000
0.013967597855
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
Restoration Hardware, Inc.
5493008MTS3OGGMHGK69
Restoration Hardware, Inc. Term Loan B
76133MAB7
7602016.31000000
PA
USD
7451344.35000000
0.100781478316
Long
LON
CORP
US
N
2
2028-10-20
Floating
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HLR5
2829246.13000000
PA
USD
2923046.39000000
0.039535005031
Long
ABS-MBS
USGA
US
N
2
2066-03-20
Variable
4.63600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FTYK1
647833.74000000
PA
USD
643666.73000000
0.008705769260
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
796124.50000000
PA
USD
818676.14000000
0.011072819584
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
101022.00000000
PA
USD
105652.71000000
0.001428981912
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
12236416.05000000
0.165500886938
Long
LON
CORP
US
N
2
2028-01-31
Floating
2.89700000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AA6
2035000.00000000
PA
USD
2025665.46000000
0.027397681551
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.39400000
N
N
N
N
N
N
Summit Materials Companies I, LLC
549300C97P3BW8QROE16
Summit Materials Companies I, LLC 2017 Term Loan B
86614DAH1
17867868.84000000
PA
USD
17784961.93000000
0.240546493480
Long
LON
CORP
US
N
2
2024-11-21
Floating
2.45700000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
15421000.00000000
PA
USD
17733431.84000000
0.239849534863
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
1432048.86000000
PA
USD
1406609.00000000
0.019024772950
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
1820000.00000000
PA
USD
1694875.00000000
0.022923649752
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
8445000.00000000
PA
USD
7477034.10000000
0.101128939238
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAW9
400000.00000000
PA
USD
395520.40000000
0.005349522011
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
3.45400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133SKAK7
1604248.95000000
PA
USD
1608632.16000000
0.021757191660
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
11751260.27000000
0.158939021800
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
5028.37000000
PA
USD
5428.67000000
0.000073424252
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
4338416.69000000
PA
USD
4271518.30000000
0.057773457876
Long
LON
CORP
US
N
2
2026-04-05
Floating
2.45700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
16028000.00000000
PA
USD
15697621.09000000
0.212314635479
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
14988496.99000000
PA
USD
14344782.26000000
0.194017118842
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
6066996.24000000
0.082057790015
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
12752185.36000000
PA
USD
12529022.12000000
0.169458464379
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.70700000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-2
80286MAD0
19695000.00000000
PA
USD
19549099.44000000
0.264406937697
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.44000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
1765000.00000000
PA
USD
1714291.55000000
0.023186263922
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
22320833.47000000
PA
USD
23224605.58000000
0.314119167458
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
CIFC Funding Ltd
54930089HD7KU5NUS092
CIFC Funding 2021-VII Ltd
12567HAJ1
7190000.00000000
PA
USD
7018166.19000000
0.094922624760
Long
ABS-CBDO
CORP
KY
N
2
2035-01-23
Floating
3.12800000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAW6
14793000.00000000
PA
USD
11188542.50000000
0.151328109451
Long
DBT
CORP
KY
N
2
2060-06-03
Fixed
3.29000000
N
N
N
N
N
N
Telos CLO Ltd
5493001KXOX6VRHBB435
Telos CLO 2014-5 Ltd
87974KBA1
940000.00000000
PA
USD
929997.46000000
0.012578471004
Long
ABS-CBDO
CORP
KY
N
2
2028-04-17
Floating
3.54100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6S96
6414062.46000000
PA
USD
5965821.41000000
0.080689372659
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
11684416.70000000
0.158034944162
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
11303000.00000000
PA
USD
9902332.24000000
0.133931762518
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
11457000.00000000
PA
USD
11687325.57000000
0.158074287428
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
1953249.78000000
0.026418239595
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
3790000.00000000
PA
USD
3436019.53000000
0.046473107602
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2556243100.00000000
PA
129887737.00000000
1.756767307367
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
1504000.00000000
PA
USD
1430680.00000000
0.019350339834
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
594873.92000000
PA
USD
600837.57000000
0.008126493111
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
163492.27000000
PA
USD
164102.29000000
0.002219528531
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
6360852.08000000
PA
USD
6284960.75000000
0.085005819861
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.47700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230RPB6
41192.40000000
PA
USD
40335.60000000
0.000545550065
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
5963344.97000000
0.080655878128
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
8188000.00000000
PA
USD
7329774.78000000
0.099137216501
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
1932247.37000000
0.026134176233
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
19964325.36000000
0.270022982278
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
9415005.98000000
0.127340541042
Long
DBT
CORP
DE
N
2
2026-03-19
Fixed
1.68600000
N
N
N
N
N
N
American Money Management Corporation
549300ZW9D4NPX7LOC22
AMMC CLO 22 Ltd
00177HAG4
1585000.00000000
PA
USD
1527819.54000000
0.020664178785
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
2.95800000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BX7
11936000.00000000
PA
USD
11800702.93000000
0.159607747353
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
16425000.00000000
PA
USD
14606445.35000000
0.197556183981
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
6243000.00000000
PA
USD
6635361.94000000
0.089745092169
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
5702272.28000000
PA
USD
5695159.84000000
0.077028600607
Long
ABS-O
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
2902841.91000000
0.039261733892
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
19573018.69000000
PA
USD
19528979.40000000
0.264134808632
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.45700000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
4505000.00000000
PA
USD
4297184.35000000
0.058120598250
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
10588000.00000000
PA
USD
11775389.67000000
0.159265378561
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
13602000.00000000
PA
USD
14541021.01000000
0.196671301819
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
467373793.49000000
PA
USD
467373793.49000000
6.321358887974
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-04-01
403979700.00000000
USD
476721320.76000000
USD
UST
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AL7
2701000.00000000
PA
USD
2564747.81000000
0.034688918356
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.00100000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
6371000.00000000
PA
USD
6471049.29000000
0.087522718461
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33300000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-1 Ltd
05875JAL3
1400000.00000000
PA
USD
1380127.00000000
0.018666596628
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
1.79100000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
15183000.00000000
PA
USD
13410536.58000000
0.181381189496
Long
DBT
CORP
GB
N
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNK36
83635746.73000000
PA
USD
79905143.30000000
1.080739003405
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack in the Box Funding LLC
466365AD5
8240000.00000000
PA
USD
7754317.92000000
0.104879279040
Long
ABS-O
CORP
US
N
2
2052-02-26
Fixed
3.44500000
N
N
N
N
N
N
Battalion CLO LTD
549300RYHI0ZPOOD3O84
Battalion Clo XIX Ltd
07133VAG1
400000.00000000
PA
USD
397480.80000000
0.005376036959
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.49100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36196RNZ7
5740466.16000000
PA
USD
5925054.87000000
0.080137994012
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Variable
4.63900000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
4115000.00000000
PA
USD
3662350.00000000
0.049534289354
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Riserva CLO, Ltd.
549300640C8OB2I8SN35
Riserva Clo Ltd
76761RBE8
3250000.00000000
PA
USD
3218627.75000000
0.043532824086
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
3.49100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5J71
3658278.06000000
PA
USD
3807969.35000000
0.051503831047
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
13724981.03000000
0.185634137022
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
7770950.00000000
PA
USD
7747326.31000000
0.104784715595
Long
LON
CORP
US
N
2
2028-04-13
Floating
2.19700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BB31
14092.86000000
PA
USD
15167.77000000
0.000205148254
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
6470.90000000
PA
USD
6566.61000000
0.000088815203
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Variable
3.98600000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
16774000.00000000
PA
USD
18744114.69000000
0.253519297922
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
10213000.00000000
PA
USD
9821526.11000000
0.132838837422
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
9267000.00000000
PA
USD
9574108.38000000
0.129492444688
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
405335.91000000
PA
USD
420750.40000000
0.005690764689
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
13922592.11000000
PA
USD
12965636.52000000
0.175363794024
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
812818.25000000
0.010993590014
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK22
06540XBG5
12696152.00000000
PA
USD
12353296.22000000
0.167081723331
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
2911140.41000000
PA
USD
3125704.50000000
0.042276011615
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
6.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CH1
21840000.00000000
PA
USD
20140192.80000000
0.272401637693
Long
DBT
CORP
GB
N
2
2033-01-12
Fixed
3.60300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YF4T8
1752755.37000000
PA
USD
1787098.07000000
0.024170992096
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
5533000.00000000
PA
USD
5261606.35000000
0.071164670610
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
6438000.00000000
PA
USD
6429596.16000000
0.086962053495
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
9346802.67000000
PA
USD
8704325.89000000
0.117728397687
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040669
44222000.00000000
PA
USD
44814706.14000000
0.606131205720
Long
ABS-MBS
USGSE
US
N
2
2052-06-15
Fixed
4.00000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
3315000.00000000
PA
USD
3355473.33000000
0.045383698130
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
4440005.85000000
0.060052298253
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
957904.01000000
0.012955914755
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
930000.00000000
PA
USD
978480.90000000
0.013234222842
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
11182341.25000000
0.151244235842
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
15139000.00000000
PA
USD
13927880.00000000
0.188378401303
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
7684674.00000000
0.103937325899
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
23566556.97000000
PA
USD
23160402.21000000
0.313250799249
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
6405696.52000000
0.086638804302
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
786420.01000000
PA
USD
789452.45000000
0.010677561153
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.00000000
N
N
N
N
N
N
Elmwood CLO III Ltd
N/A
Elmwood CLO III Ltd
29002HAL3
2520000.00000000
PA
USD
2497960.08000000
0.033785595969
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.41400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KVLP3
9567825.87000000
PA
USD
8910143.66000000
0.120512139539
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
8012978.43000000
PA
USD
7462166.37000000
0.100927849108
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
1299003.39000000
PA
USD
1336620.83000000
0.018078163733
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
1635236.63000000
0.022117024422
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
397712.69000000
PA
USD
416955.97000000
0.005639443981
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
7325160.50000000
0.099074807097
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
9312012.62000000
0.125947527568
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
13350221.92000000
PA
USD
12423502.38000000
0.168031280922
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
8825061.31000000
0.119361377394
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
31749123.84000000
PA
USD
32421707.76000000
0.438512499773
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
4624000.00000000
PA
USD
4635675.00000000
0.062698777233
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
3869407.63000000
PA
USD
4023326.24000000
0.054416592116
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
4649709.92000000
PA
USD
4587450.30000000
0.062046524924
Long
LON
CORP
US
N
2
2028-03-31
Floating
2.70700000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AR3
28476000.00000000
PA
USD
29016369.97000000
0.392454371129
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
2540505.27000000
PA
USD
2246505.73000000
0.030384606841
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
25983849.52000000
0.351438699377
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
327123.07000000
PA
USD
340609.03000000
0.004606830654
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
4810737.50000000
PA
USD
4772395.92000000
0.064547965217
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
6262000.00000000
PA
USD
6168884.06000000
0.083435850757
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
7349032.50000000
0.099397682452
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
2349558.69000000
PA
USD
2399054.26000000
0.032447867596
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Variable
4.57000000
N
N
N
N
N
N
Bharti Airtel Ltd
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAA2
19567000.00000000
PA
USD
19708081.40000000
0.266557212359
Long
DBT
CORP
IN
N
2
2025-06-10
Fixed
4.37500000
N
N
N
N
N
N
SEMPRA INFRASTRUCTURE PA
549300L0B3MD11PUAA07
Sempra Infrastructure Partners LP
81685VAA1
13635000.00000000
PA
USD
12592452.77000000
0.170316381337
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
5293000.00000000
PA
USD
5223682.77000000
0.070651743777
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
2275000.00000000
PA
USD
2272156.25000000
0.030731537167
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AFGD7
5532423.32000000
PA
USD
5151842.28000000
0.069680081424
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
16234826.25000000
0.219580482773
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
13725000.00000000
PA
USD
13038750.00000000
0.176352673916
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
1676971.65000000
PA
USD
1723952.51000000
0.023316931058
Long
ABS-MBS
USGA
US
N
2
2066-10-20
Variable
4.42700000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX54
15265000.00000000
PA
USD
13810886.63000000
0.186796033849
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
12469659.42000000
PA
USD
12967557.08000000
0.175389770125
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBJ3
7466000.00000000
PA
USD
7527735.76000000
0.101814693112
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
3689653.72000000
PA
USD
3699764.59000000
0.050040331957
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.50000000
N
N
N
N
N
N
CoreVest American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAA8
3492562.26000000
PA
USD
3410182.50000000
0.046123654676
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
2710500.00000000
PA
USD
2683395.00000000
0.036293654178
Long
LON
CORP
US
N
2
2026-09-19
Floating
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193DJP8
2928381.30000000
PA
USD
3007328.41000000
0.040674942494
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.54200000
N
N
N
N
N
N
Betony CLO 2, Ltd.
5493000QRX4XEMRJZO43
Betony CLO 2 Ltd
08763QAC6
1675000.00000000
PA
USD
1654543.23000000
0.022378151488
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
1.89900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFD5
198007.60000000
PA
USD
194912.56000000
0.002636245892
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
6265077.54000000
PA
USD
5994112.56000000
0.081072018231
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
155415000.00000000
PA
USD
150024042.19000000
2.029116364068
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2018 Term Loan B
78571YBB5
1715848.72000000
PA
USD
1686902.35000000
0.022815817471
Long
LON
CORP
US
N
2
2024-02-22
Floating
2.45700000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
2585000.00000000
PA
USD
2528759.06000000
0.034202160630
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
9750292.10000000
0.131875377877
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.64700000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AQ2
3805000.00000000
PA
USD
3719387.50000000
0.050305737203
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
1467112.50000000
0.019843099400
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
12320000.00000000
PA
USD
11337972.80000000
0.153349195289
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
2193153.09000000
PA
USD
2231955.67000000
0.030187813284
Long
ABS-MBS
USGA
US
N
2
2063-12-20
Variable
4.52600000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAQ2
4320000.00000000
PA
USD
4238356.32000000
0.057324932991
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
3.17100000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc. 2019 Term Loan
02474RAH6
19490126.60000000
PA
USD
19219798.54000000
0.259953052606
Long
LON
CORP
US
N
2
2027-01-15
Floating
2.45700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183SWC1
3043599.28000000
PA
USD
3121152.02000000
0.042214438073
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.66100000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
8617000.00000000
PA
USD
7819927.50000000
0.105766666625
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
19231000.00000000
PA
USD
18600394.55000000
0.251575443566
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
2596959.57000000
PA
USD
2660485.10000000
0.035983791490
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Variable
4.55100000
N
N
N
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
8792000.00000000
PA
USD
8616160.00000000
0.116535929816
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
15735034.44000000
0.212820661310
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
3202112.23000000
PA
USD
3243051.23000000
0.043863158359
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
3140QNBV3
11729847.52000000
PA
USD
11206633.33000000
0.151572792894
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
51100.22000000
PA
USD
53134.73000000
0.000718661812
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2021-4 Ltd
05685AAL2
420000.00000000
PA
USD
408363.48000000
0.005523228195
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
3.22600000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAS2
20780000.00000000
PA
USD
21470311.60000000
0.290391859686
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
RATTLER MIDSTREAM LP
549300I45NRVEEN9M219
Rattler Midstream LP
75419TAA1
5694000.00000000
PA
USD
5779410.00000000
0.078168107154
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.62500000
N
N
N
N
N
N
Magnetite CLO Ltd
549300RI4HRUG7CFWM27
Magnetite Xxx Ltd
55953UAG9
1900000.00000000
PA
USD
1846792.40000000
0.024978374300
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
3.08200000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
7133000.00000000
PA
USD
7275660.00000000
0.098405299243
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
10335071.45000000
0.139784679154
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.45000000
N
N
N
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
22824DAC3
7655000.00000000
PA
USD
7567694.73000000
0.102355149153
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.42400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPYG8
795130.12000000
PA
USD
786703.69000000
0.010640383419
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
3436628.96000000
0.046481350310
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
6285000.00000000
PA
USD
5752032.00000000
0.077797812187
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
13215663.00000000
0.178745470818
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
2645350.00000000
PA
USD
2625456.97000000
0.035510026414
Long
LON
CORP
US
N
2
2024-05-16
Floating
4.00600000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
468727000.00000000
PA
11177073.13000000
0.151172983072
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
3485000.00000000
PA
USD
3511137.50000000
0.047489098772
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75000000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAJ3
400000.00000000
PA
USD
395448.00000000
0.005348542781
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.74100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385V7E5
12202.82000000
PA
USD
12769.25000000
0.000172707612
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
1888003.60000000
PA
USD
1854636.31000000
0.025084465336
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
3812.81000000
PA
USD
3722.22000000
0.000050344047
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
9581837.92000000
0.129596988839
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
557976.74000000
0.007546788617
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
1332627.90000000
PA
USD
1354972.79000000
0.018326379031
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
11825000.00000000
PA
USD
14586760.68000000
0.197289943414
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
9910826.25000000
0.134046646335
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
138926.96000000
PA
USD
144213.87000000
0.001950532189
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
82589.29000000
PA
USD
79636.31000000
0.001077102959
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
16981410.49000000
0.229678239615
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
6296846.15000000
0.085166573160
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
16264000.00000000
PA
USD
14644918.80000000
0.198076547956
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
5077420.34000000
0.068673504251
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
549300B0VI605XM3L529
Bain Capital Credit CLO 2019-1
05683VAW4
1165000.00000000
PA
USD
1160969.10000000
0.015702425855
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
2.39800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230KSC6
5016.80000000
PA
USD
5106.80000000
0.000069070872
Long
ABS-MBS
USGA
US
N
2
2061-08-20
Variable
4.31600000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791AS4
525000.00000000
PA
USD
519845.55000000
0.007031053802
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
1.89100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLL77
588542.32000000
PA
USD
620614.05000000
0.008393975433
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
1405993.91000000
PA
USD
1459683.67000000
0.019742622435
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
868840.00000000
0.011751299565
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
9854475.01000000
PA
USD
9718975.98000000
0.131451818756
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
1475916.47000000
PA
USD
1453679.87000000
0.019661419391
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.64700000
N
N
N
N
N
N
SRAM, LLC
5493005GYDYQG38FCT53
SRAM, LLC 2021 Term Loan B
85232BAT3
4512575.94000000
PA
USD
4454273.46000000
0.060245271596
Long
LON
CORP
US
N
2
2028-05-18
Floating
3.25800000
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
6927600.69000000
0.093697701505
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
645649.69000000
PA
USD
685809.22000000
0.009275758009
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
763899.64000000
PA
USD
775818.93000000
0.010493164051
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
7604768.47000000
PA
USD
7906495.11000000
0.106937517320
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
970153.75000000
PA
USD
980368.86000000
0.013259758020
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
7427.15000000
PA
USD
7668.04000000
0.000103712346
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
4356447.31000000
PA
USD
4460066.28000000
0.060323621077
Long
ABS-MBS
USGA
US
N
2
2066-11-20
Variable
4.40100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7H75
503951.82000000
PA
USD
517737.63000000
0.007002543605
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
7876000.00000000
PA
USD
7836697.66000000
0.105993487643
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GRDJ0
304441.35000000
PA
USD
306023.73000000
0.004139054975
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
2913999.41000000
0.039412642143
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
2927238.53000000
PA
USD
2772679.90000000
0.037501256967
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
2782550.00000000
0.037634752779
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
909819.20000000
PA
USD
804575.26000000
0.010882101310
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
1.50000000
N
N
N
N
N
N
OCP CLO Ltd
2549000M7NBNQ7XU2038
OCP CLO 2021-21 Ltd
671000AJ6
1150000.00000000
PA
USD
1120098.85000000
0.015149644501
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.20400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHM66
1238131.43000000
PA
USD
1230676.65000000
0.016645239609
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
7658851.20000000
0.103588065439
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
4065140.45000000
0.054982140788
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
18253.87000000
PA
USD
17834.87000000
0.000241221513
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
10939926.61000000
PA
USD
11359037.50000000
0.153634101140
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDC5
2396000.00000000
PA
USD
2433535.50000000
0.032914235835
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2019 Incremental Term Loan B
90351NAF2
2077230.55000000
PA
USD
2058182.35000000
0.027837481417
Long
LON
CORP
US
N
2
2026-12-02
Floating
4.25600000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
14763000.00000000
PA
USD
13309169.29000000
0.180010169065
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BN3
1153000.00000000
PA
USD
1164594.33000000
0.015751458086
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KXHJ8
1256681.06000000
PA
USD
1206658.87000000
0.016320392539
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
4322337.50000000
PA
USD
4223269.52000000
0.057120879879
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
6861262.03000000
PA
USD
6389628.00000000
0.086421473157
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
2412723.34000000
0.032632745656
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
11121810.76000000
0.150425544344
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
8398740.29000000
0.113595268539
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GK1
19481000.00000000
PA
USD
19644798.39000000
0.265701292273
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
3681104.86000000
PA
USD
3892295.59000000
0.052644366597
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
5.00000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-III Ltd
12560EAU0
3900000.00000000
PA
USD
3827990.40000000
0.051774621245
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
3.35400000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
2811000.00000000
PA
USD
2877789.36000000
0.038922891274
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
4066511.33000000
0.055000682316
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Elmwood CLO IV Ltd
N/A
Elmwood CLO IV Ltd
29002GAB7
2700000.00000000
PA
USD
2688741.00000000
0.036365960296
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
1.48100000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd
88315LAS7
25949733.33000000
PA
USD
23438733.33000000
0.317015304071
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
23676723.10000000
0.320234181058
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
1952179.60000000
0.026403765117
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
22343.44000000
PA
USD
24413.49000000
0.000330199155
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
3630000.00000000
PA
USD
3140022.60000000
0.042469667849
Long
DBT
CORP
CL
N
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-4 Ltd
69701PAG6
2120000.00000000
PA
USD
2121079.08000000
0.028688176960
Long
ABS-CBDO
CORP
KY
N
2
2028-11-25
Floating
4.09800000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAD0
9466000.00000000
PA
USD
10554684.66000000
0.142755008121
Long
DBT
CORP
MX
N
2
2042-09-19
Fixed
6.75000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIX Ltd
09630KAN4
1575000.00000000
PA
USD
1557235.58000000
0.021062038803
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
2.00800000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AG0
4324000.00000000
PA
USD
5302720.58000000
0.071720751860
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
4194994.80000000
0.056738456527
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030652
26588000.00000000
PA
USD
25945562.66000000
0.350920859082
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8ZC8
494800.12000000
PA
USD
506771.46000000
0.006854223145
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
8030053.50000000
0.108608678471
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
879627.46000000
PA
USD
873054.97000000
0.011808308191
Long
ABS-O
CORP
US
N
2
2053-11-28
Variable
4.00000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2019-V Ltd
12554XAQ5
2500000.00000000
PA
USD
2466047.50000000
0.033353969562
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
3.38700000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
11985000.00000000
PA
USD
11109997.08000000
0.150265761078
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
55268946.80000000
PA
USD
56556029.58000000
0.764935829166
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
20336000.00000000
PA
USD
17947130.08000000
0.242739862236
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
15624865.69000000
0.211330598717
Long
DBT
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
FALABELLA SA
5493004CKJQ7H391LM41
Falabella SA
30607FAA8
8985000.00000000
PA
USD
8378602.35000000
0.113322897371
Long
DBT
CORP
CL
N
2
2032-01-15
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BG22
12836.99000000
PA
USD
11941.43000000
0.000161511119
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
18078862.50000000
PA
USD
17668291.53000000
0.238968494284
Long
LON
CORP
CA
N
2
2026-11-19
Floating
2.20700000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
7669000.00000000
PA
USD
10089335.79000000
0.136461036879
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
SCIENCE APPLICATIONS INT
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625AA5
1374000.00000000
PA
USD
1353857.16000000
0.018311289829
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.87500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
6365000.00000000
PA
USD
5869721.21000000
0.079389591067
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9XD2
443217.48000000
PA
USD
459819.06000000
0.006219179043
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
8817277.75000000
0.119256102607
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
19305671.08000000
PA
USD
17975588.92000000
0.243124775861
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
1785457.42000000
0.024148801854
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
5022918.14000000
PA
USD
4863769.99000000
0.065783824603
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
37905000.00000000
PA
USD
36889264.26000000
0.498937428133
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
2535000.00000000
PA
USD
2313390.30000000
0.031289239015
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
9727076.09000000
PA
USD
9573096.48000000
0.129478758463
Long
LON
CORP
US
N
2
2026-01-02
Floating
2.20700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7KF5
5455555.59000000
PA
USD
5584469.39000000
0.075531481877
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
3679835.79000000
PA
USD
3848766.05000000
0.052055617616
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
3247.24000000
PA
USD
3469.35000000
0.000046923911
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
23287000.00000000
PA
USD
20918820.38000000
0.282932789507
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
1349228.27000000
PA
USD
1277588.39000000
0.017279733773
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
2422075.90000000
0.032759241598
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.57000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AG7
11715000.00000000
PA
USD
9998123.52000000
0.135227365882
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
14174000.00000000
PA
USD
13227105.93000000
0.178900239588
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
2557342.87000000
0.034588764509
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
4253157000.00000000
PA
98594643.02000000
1.333519618862
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
9223188.89000000
PA
USD
9725671.36000000
0.131542375608
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
16457226.70000000
PA
USD
17066657.88000000
0.230831233972
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
1299486.19000000
PA
USD
1274862.38000000
0.017242863739
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2019-4 Ltd
69689HAG0
3890000.00000000
PA
USD
3890264.52000000
0.052616895817
Long
ABS-CBDO
CORP
KY
N
2
2027-10-24
Floating
3.50900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XMGX2
160905.03000000
PA
USD
170016.43000000
0.002299518898
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
17772000.00000000
PA
USD
12989554.80000000
0.175687295328
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBS3
20564000.00000000
PA
USD
18389768.69000000
0.248726670976
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
9233895.20000000
0.124890968013
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
16359229.21000000
PA
USD
16992386.67000000
0.229826695464
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
4284499.27000000
0.057949029060
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
5490000.00000000
PA
USD
5329489.20000000
0.072082804795
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
9421289.82000000
PA
USD
9260374.19000000
0.125249103623
Long
LON
CORP
US
N
2
2025-04-16
Floating
2.20700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WNT85
248497.08000000
PA
USD
254324.19000000
0.003439804501
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack in the Box Funding LLC
466365AE3
13865000.00000000
PA
USD
13267071.88000000
0.179440790036
Long
ABS-O
CORP
US
N
2
2052-02-26
Fixed
4.13600000
N
N
N
N
N
N
Post CLO LTD
N/A
Post CLO 2021-1 LTD
73742FAC0
5670000.00000000
PA
USD
5615879.85000000
0.075956316973
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
1.87900000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
12659000.00000000
PA
USD
12785716.59000000
0.172930327568
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
1374027.57000000
0.018584100163
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
3325752.68000000
0.044981718178
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
27203568.04000000
PA
USD
25323633.10000000
0.342509091014
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
6160.69000000
PA
USD
6790.22000000
0.000091839589
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
2601340.15000000
PA
USD
2759231.74000000
0.037319366910
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
383.80000000
PA
USD
387.89000000
0.000005246318
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KRHW2
1971133.16000000
PA
USD
1876705.69000000
0.025382959761
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
4200201.29000000
PA
USD
4125425.27000000
0.055797509531
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
7679072.50000000
0.103861564074
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
3042508.18000000
0.041150758543
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
3515229.33000000
0.047544441896
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
3655660.00000000
0.049443805267
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
18937831.12000000
0.256139365828
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
6464691.04000000
0.087436721384
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
39916468.48000000
PA
USD
35427422.52000000
0.479165617208
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
1451191.25000000
0.019627760122
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
6268202.70000000
0.084779162634
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
2277007.56000000
PA
USD
2310658.79000000
0.031252294593
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
10179000.00000000
PA
USD
9577777.37000000
0.129542068785
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
9879462.48000000
PA
USD
9453912.93000000
0.127866768224
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
1086358.07000000
PA
USD
1114438.80000000
0.015073090771
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.62700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJGL1
3097846.81000000
PA
USD
2882328.74000000
0.038984287635
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
9430000.00000000
PA
USD
8982075.00000000
0.121485030664
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
246248.98000000
PA
USD
255735.38000000
0.003458891234
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
24977.78000000
PA
USD
25134.42000000
0.000339949931
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Variable
4.18300000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVa Trust 2017-SPL1
07333NAA0
2078050.51000000
PA
USD
2055735.78000000
0.027804390886
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
1278572.64000000
PA
USD
1296109.41000000
0.017530235654
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
158614.31000000
PA
USD
165165.19000000
0.002233904545
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020455
64876000.00000000
PA
USD
62867631.72000000
0.850301981143
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Fixed
2.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
13220000.00000000
PA
USD
13117050.31000000
0.177411707109
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.83700000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
12576000.00000000
PA
USD
11767321.32000000
0.159156251912
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
12181198.45000000
PA
USD
11960475.13000000
0.161768710228
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.64700000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
2609000.00000000
PA
USD
2584623.07000000
0.034957736704
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
126845000.00000000
PA
USD
127122473.44000000
1.719366358435
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2D90
17912483.29000000
PA
USD
16647823.46000000
0.225166383438
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
OHA Credit Partners Ltd
549300LXLBAFTIMXZT54
OHA Credit Partners VII Ltd
67102QBF4
720000.00000000
PA
USD
700948.08000000
0.009480515247
Long
ABS-CBDO
CORP
KY
N
2
2034-02-20
Floating
3.38000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
11169000.00000000
PA
USD
10107945.00000000
0.136712731554
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
10121258.17000000
PA
USD
9928954.26000000
0.134291832648
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
417745.99000000
PA
USD
437676.45000000
0.005919694163
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
15281948.81000000
0.206692553757
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
518446.81000000
PA
USD
546377.07000000
0.007389899895
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
3262309.86000000
PA
USD
3440040.40000000
0.046527490972
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
3743514.12000000
0.050632056363
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
1951.20000000
PA
USD
1975.94000000
0.000026725131
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
7.50000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
16920000.00000000
PA
USD
15390770.40000000
0.208164395642
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B2
78571YBF6
5625869.43000000
PA
USD
5555546.06000000
0.075140285897
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
3033145.75000000
0.041024129106
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
451236.37000000
PA
USD
467245.15000000
0.006319618949
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
1227485.12000000
PA
USD
1217851.13000000
0.016471770929
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
1029000.00000000
PA
USD
1062442.50000000
0.014369826536
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
6980944.78000000
0.094419194970
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
7070071.00000000
PA
USD
6902315.89000000
0.093355717643
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBF9
9277000.00000000
PA
USD
9573259.51000000
0.129480963488
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
FrontDoor Inc
5493008RB0JZJI3QGZ06
FrontDoor Inc 2021 Term Loan B
35905CAC9
428217.62000000
PA
USD
422864.90000000
0.005719363882
Long
LON
CORP
US
N
2
2028-06-17
Floating
2.69500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
6360000.00000000
PA
USD
5596800.00000000
0.075698256763
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RAC0
8187405.95000000
PA
USD
8100955.95000000
0.109567653576
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Fixed
2.25000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
7385000.00000000
PA
USD
7317416.17000000
0.098970062907
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
9756474.31000000
PA
USD
9995472.51000000
0.135191510244
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
773.58000000
PA
USD
748.78000000
0.000010127455
Long
ABS-MBS
USGA
US
N
2
2063-01-20
Variable
4.70000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAZ2
9877514.00000000
PA
USD
9368535.58000000
0.126712016122
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.71700000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAA9
7152129.53000000
PA
USD
6416468.64000000
0.086784500183
Long
ABS-O
CORP
IE
N
2
2046-10-15
Fixed
2.63600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KSB22
12609505.97000000
PA
USD
11742920.95000000
0.158826230208
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
1766783.86000000
PA
USD
1794872.14000000
0.024276138527
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AYV23
26235800.42000000
PA
USD
24383495.45000000
0.329793471156
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
8931000.00000000
PA
USD
8955836.93000000
0.121130153562
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
GILBERT PARK CLO LTD
N/A
Gilbert Park CLO Ltd
375415AG1
1650000.00000000
PA
USD
1629223.20000000
0.022035691130
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
3.19100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLNT2
2237616.89000000
PA
USD
2130117.32000000
0.028810421638
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
1098100.00000000
0.014852104015
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
18142000.00000000
PA
USD
18440964.74000000
0.249419111609
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
3081000.00000000
PA
USD
2312698.27000000
0.031279879120
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
18326698.15000000
0.247873624604
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
6103818.27000000
PA
USD
5678218.74000000
0.076799467578
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AYUA6
17408033.93000000
PA
USD
16631542.14000000
0.224946174115
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBM1
14720000.00000000
PA
USD
14577415.90000000
0.197163552699
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
31333823.93000000
0.423798572262
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
8712048.92000000
PA
USD
8546519.99000000
0.115594029559
Long
LON
CORP
US
N
2
2024-11-18
Floating
2.94700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YXGE9
442432.14000000
PA
USD
464344.02000000
0.006280380369
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.50000000
N
N
N
N
N
N
ALLSPRING BUYER LLC
N/A
AllSpring Buyer LLC Term Loan B
98922AAC0
5527721.77000000
PA
USD
5484550.26000000
0.074180048208
Long
LON
CORP
US
N
2
2028-11-01
Floating
4.31300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DH39
1677598.11000000
PA
USD
1767920.45000000
0.023911609520
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
830047.39000000
PA
USD
840873.40000000
0.011373043621
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
1198614.47000000
PA
USD
1266512.97000000
0.017129935677
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
11430869.60000000
0.154605650016
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
6914949.21000000
PA
USD
6430639.86000000
0.086976169825
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
83040000.00000000
PA
USD
79640550.00000000
1.077160306371
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KLM66
10911170.71000000
PA
USD
10433495.15000000
0.141115886722
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
2988304.99000000
PA
USD
3054256.28000000
0.041309654821
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Variable
4.50500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNWT2
1238347.05000000
PA
USD
1238036.40000000
0.016744782248
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
6693469.18000000
0.090531008545
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
366768.18000000
PA
USD
369259.53000000
0.004994336534
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
16460118.21000000
PA
USD
17093781.24000000
0.231198084864
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
14376784.80000000
0.194449961982
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
3116294.91000000
0.042148744326
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
166186.60000000
PA
USD
168627.87000000
0.002280738243
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
7734112.00000000
PA
USD
7792117.84000000
0.105390533337
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2012-II-R Ltd
12551PAC6
2165000.00000000
PA
USD
2150059.34000000
0.029080142934
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
1.50400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HEJ60
1476804.94000000
PA
USD
1560652.06000000
0.021108247633
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177TPL5
2160940.36000000
PA
USD
2200430.03000000
0.029761420347
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.66300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GTNN6
581095.38000000
PA
USD
604497.50000000
0.008175994669
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMC60
76570056.22000000
PA
USD
80545421.93000000
1.089398947683
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
1340409.56000000
PA
USD
1248062.62000000
0.016880389627
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
10037195.65000000
PA
USD
9878306.84000000
0.133606812386
Long
LON
CORP
US
N
2
2028-03-17
Floating
2.45700000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
601000.00000000
PA
USD
620436.34000000
0.008391571857
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
8801296.04000000
0.119039945591
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
14036275.48000000
PA
USD
14372611.87000000
0.194393521958
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
442270.90000000
PA
USD
436431.27000000
0.005902852761
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
5432000.00000000
PA
USD
4999938.72000000
0.067625544066
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8MU8
20971598.64000000
PA
USD
19531563.06000000
0.264169753343
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
Sensata Technologies Inc
81728UAB0
7989000.00000000
PA
USD
7389825.00000000
0.099949412215
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
2027789.67000000
PA
USD
2085596.28000000
0.028208262347
Long
ABS-MBS
USGA
US
N
2
2066-09-20
Variable
4.52400000
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
3846112.47000000
0.052019727218
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.15200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KED96
2152679.27000000
PA
USD
2035868.22000000
0.027535676682
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
234700000.00000000
PA
USD
212366828.13000000
2.872319661926
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9R21
706602.99000000
PA
USD
723992.67000000
0.009792199654
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
8368254.45000000
0.113182939183
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
15630000.00000000
PA
USD
14088595.19000000
0.190552118376
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
621161.90000000
PA
USD
648592.42000000
0.008772390570
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
5543700.71000000
0.074980074286
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
24986000.00000000
PA
USD
25077216.14000000
0.339176233970
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
4156.67000000
PA
USD
3997.54000000
0.000054067826
Long
ABS-MBS
USGA
US
N
2
2062-06-20
Variable
4.70000000
N
N
N
N
N
N
Navigator Aircraft ABS LLC
N/A
Navigator Aircraft ABS Ltd
63943BAA1
9923854.50000000
PA
USD
9138784.32000000
0.123604567246
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners Inc
682441AB6
2327000.00000000
PA
USD
2235455.82000000
0.030235153774
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
31765000.00000000
PA
USD
31670697.66000000
0.428354881959
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9PB5
15132.36000000
PA
USD
15694.56000000
0.000212273233
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
14456905.68000000
0.195533618884
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
28146000.00000000
PA
USD
26976298.68000000
0.364861846771
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
Avenue of Americas
N/A
AOA 2021-1177 Mortgage Trust
00192NAA5
22085000.00000000
PA
USD
21436208.96000000
0.289930612116
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
1.27100000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
3280000.00000000
PA
USD
3116196.80000000
0.042147417362
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
6706681.42000000
PA
USD
6416045.70000000
0.086778779803
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
5501.52000000
PA
USD
5877.82000000
0.000079499129
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
4232835.61000000
0.057250263872
Long
LON
CORP
US
N
2
2025-11-27
Floating
3.20700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9JZ9
4318124.46000000
PA
USD
4588511.77000000
0.062060881598
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
6189107.43000000
PA
USD
6377067.53000000
0.086251589351
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Variable
4.41200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JGLW3
1658306.11000000
PA
USD
1719009.22000000
0.023250071704
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HNDG4
193630.60000000
PA
USD
171248.79000000
0.002316186906
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
21620000.00000000
PA
USD
19079650.00000000
0.258057505120
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
536493.55000000
PA
USD
554111.50000000
0.007494510184
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
15619155.46000000
PA
USD
15261164.42000000
0.206411439175
Long
LON
CORP
US
N
2
2026-12-23
Floating
3.70700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A7YH6
3746383.86000000
PA
USD
3582612.75000000
0.048455821153
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
1618950.34000000
PA
USD
1693408.72000000
0.022903817912
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12555QAS5
1935000.00000000
PA
USD
1920566.84000000
0.025976193858
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
1.89100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FP5C9
588118.92000000
PA
USD
579651.00000000
0.007839938934
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
12157.19000000
PA
USD
12988.73000000
0.000175676139
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
1277351.39000000
0.017276528283
Long
DBT
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd
87159QBZ0
400000.00000000
PA
USD
400071.60000000
0.005411078241
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
2.33800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXP4
39067409.19000000
PA
USD
40588324.14000000
0.548968228694
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
822010000.00000000
PA
37586810.20000000
0.508371928503
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
2064270.96000000
0.027919831539
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
6098662.22000000
PA
USD
5679464.57000000
0.076816317770
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AG2
18920000.00000000
PA
USD
17665604.00000000
0.238932144703
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BZX7
1678287.94000000
PA
USD
1778222.20000000
0.024050943517
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
7424111.94000000
0.100413152493
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
10334222.83000000
PA
USD
10282551.72000000
0.139074335385
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.95700000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
5644000.00000000
PA
USD
5374386.12000000
0.072690047966
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
1314.12000000
PA
USD
1256.71000000
0.000016997347
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
6865000.00000000
PA
USD
6246111.81000000
0.084480377281
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
671000.00000000
PA
USD
774727.29000000
0.010478399321
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
2072739.38000000
0.028034369245
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
17225000.00000000
PA
USD
15566921.50000000
0.210546887637
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
3610.40000000
PA
USD
3757.68000000
0.000050823653
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
7943789.20000000
0.107441930127
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
9824512.84000000
0.132879233765
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
20923.11000000
PA
USD
19891.08000000
0.000269032318
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
16275098.55000000
0.220125176688
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
7795000.00000000
PA
USD
7268837.50000000
0.098313023057
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
4627135.19000000
PA
USD
4799271.47000000
0.064911464410
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
1433205.21000000
0.019384493993
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
2156941.95000000
0.029173232124
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
5908.60000000
PA
USD
5989.51000000
0.000081009767
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Variable
4.06400000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542798AE3
1190000.00000000
PA
USD
1177447.88000000
0.015925305879
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
1.61600000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2021 Term Loan B
17288YAD4
10106231.85000000
PA
USD
10039429.66000000
0.135786042767
Long
LON
CORP
US
N
2
2028-02-02
Floating
2.92700000
N
N
N
N
N
N
EL PUERTO DE LIVERPOOL
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
283837AB8
25444000.00000000
PA
USD
26207574.44000000
0.354464640350
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
2799406.28000000
PA
USD
2781423.01000000
0.037619509930
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
2903000.00000000
PA
USD
2438741.82000000
0.032984652742
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAE0
25369000.00000000
PA
USD
25420763.67000000
0.343822808644
Long
DBT
CORP
NO
N
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAD5
4785000.00000000
PA
USD
4540386.02000000
0.061409967615
Long
ABS-O
CORP
US
N
2
2051-12-05
Fixed
3.25100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFS2
438764.49000000
PA
USD
435585.93000000
0.005891419305
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
2041400.41000000
PA
USD
2089662.28000000
0.028263256114
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
10071000.00000000
PA
USD
10360641.96000000
0.140130527323
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
8900109.90000000
0.120376430180
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
23526215.10000000
PA
USD
25007896.13000000
0.338238661800
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
14396531.57000000
PA
USD
13406945.52000000
0.181332619423
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
43987.83000000
PA
USD
43636.50000000
0.000590195644
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
2847240.65000000
PA
USD
2733744.68000000
0.036974647425
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
1327962.89000000
PA
USD
1348095.39000000
0.018233360308
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
5802.52000000
PA
USD
6236.74000000
0.000084353620
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
14055145.16000000
PA
USD
13439472.18000000
0.181772551431
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
28397000.00000000
PA
USD
25396572.98000000
0.343495622919
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
3992525.70000000
0.054000006356
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
CIFC Funding Ltd
254900SVOWCOSOG16T40
CIFC Funding 2019-III Ltd
12554VAU0
540000.00000000
PA
USD
530079.12000000
0.007169465646
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Floating
3.29100000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2M6
11588000.00000000
PA
USD
9792508.93000000
0.132446372095
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
1765454.83000000
PA
USD
1625832.95000000
0.021989837068
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
9082313.98000000
PA
USD
8456580.33000000
0.114377570962
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
6253264.31000000
0.084577116807
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
7118009.34000000
0.096273030779
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
252184.75000000
0.003410867988
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
3272621.53000000
PA
USD
2892785.43000000
0.039125717238
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
1201289.95000000
PA
USD
1178061.04000000
0.015933599036
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
2901.99000000
PA
USD
3115.29000000
0.000042135152
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
14365383.30000000
0.194295753564
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
14709435.00000000
0.198949147276
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
7150021.32000000
0.096706001598
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
1832762.50000000
0.024788616050
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
1392874.15000000
PA
USD
1375753.64000000
0.018607445734
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
514913.36000000
PA
USD
508745.21000000
0.006880918655
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
2245183.15000000
PA
USD
2223851.98000000
0.030078208652
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
1565390.85000000
PA
USD
1609276.74000000
0.021765909782
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.47400000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
5805000.00000000
PA
USD
5745012.64000000
0.077702873415
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
36485023.72000000
PA
USD
33963914.78000000
0.459371273176
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
5029000.00000000
PA
USD
5116906.92000000
0.069207571088
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
11251748.67000000
0.152182990255
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
871670.55000000
0.011789583531
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
2706158.22000000
PA
USD
2392970.17000000
0.032365578608
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
1308335.68000000
PA
USD
1218403.59000000
0.016479243102
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
10888397.97000000
PA
USD
10871412.07000000
0.147038833308
Long
LON
CORP
US
N
2
2023-10-04
Floating
2.30600000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DY8
2152000.00000000
PA
USD
2416696.00000000
0.032686476973
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
7523000.00000000
PA
USD
7034005.00000000
0.095136849014
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
5477607.50000000
PA
USD
5078383.03000000
0.068686524898
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
25885806.00000000
PA
USD
26144664.06000000
0.353613760186
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
25503000.00000000
PA
USD
24670190.86000000
0.333671105297
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
401065.45000000
PA
USD
410057.45000000
0.005546139604
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
6033560.94000000
0.081605568402
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
7041378.86000000
0.095236582496
Long
DBT
USGA
US
N
2
2048-01-15
Fixed
4.87500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
3702000.00000000
PA
USD
3383072.70000000
0.045756987188
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
1494448.76000000
PA
USD
1528740.10000000
0.020676629612
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
2848.20000000
PA
USD
3057.55000000
0.000041354203
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
6621032.39000000
0.089551281071
Long
LON
CORP
US
N
2
2028-01-20
Floating
2.58200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KPP23
4997999.65000000
PA
USD
4608055.62000000
0.062325217535
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
1796831.19000000
PA
USD
1912691.15000000
0.025869672988
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
12000000.00000000
PA
USD
11215935.00000000
0.151698600535
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
3230022.42000000
0.043686940126
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
855214.79000000
PA
USD
878836.66000000
0.011886507136
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
3279954.45000000
PA
USD
3233132.44000000
0.043729004001
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
24190585.83000000
0.327184315577
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
7696000.00000000
PA
USD
8482470.40000000
0.114727741268
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
26855000.00000000
PA
USD
25375852.92000000
0.343215378418
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
4098344.53000000
PA
USD
3662563.79000000
0.049537180922
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
1210488.55000000
PA
USD
1242191.85000000
0.016800985851
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
4.44400000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
6985000.00000000
PA
USD
6321425.00000000
0.085499008855
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
3038666.19000000
PA
USD
3016213.79000000
0.040795119698
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
11312591.61000000
0.153005907725
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
6648567.99000000
0.089923707621
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
7380546.12000000
0.099823912815
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
945808.24000000
0.012792316145
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
278741.72000000
PA
USD
292859.12000000
0.003961000010
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
108302000.00000000
PA
USD
104003764.38000000
1.406679470487
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
1125000.00000000
PA
USD
1177798.29000000
0.015930045270
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
832019.50000000
PA
USD
881124.22000000
0.011917447013
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
27047000.00000000
PA
USD
24443341.10000000
0.330602900005
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
2244902.94000000
PA
USD
2229188.62000000
0.030150388173
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.58200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AB2G4
6605212.49000000
PA
USD
6151178.64000000
0.083196380090
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAD8
8370000.00000000
PA
USD
8225507.02000000
0.111252240996
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
1.34700000
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
3903000.00000000
PA
USD
2897977.50000000
0.039195941411
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
639798.09000000
PA
USD
653038.26000000
0.008832521777
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
14391000.00000000
PA
USD
12619936.90000000
0.170688111741
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKE38
63559085.56000000
PA
USD
59127870.69000000
0.799720686352
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
CNPC General Capital Ltd
N/A
CNPC General Capital Ltd
12623TAB4
6577000.00000000
PA
USD
6581343.06000000
0.089014471984
Long
DBT
CORP
VG
N
2
2022-04-19
Fixed
3.95000000
N
N
N
N
N
N
PPM Clo, Ltd.
5493001Z3ZE83NGK8Y12
PPM CLO 5 Ltd
69356TAC5
3730000.00000000
PA
USD
3644389.04000000
0.049291362438
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
1.81900000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
954000.00000000
PA
USD
973080.00000000
0.013161174187
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
1985000.00000000
PA
USD
1968693.28000000
0.026627117173
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
2939867.96000000
PA
USD
3061473.39000000
0.041407268216
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-2 Ltd
69701FAG8
5655000.00000000
PA
USD
5655248.82000000
0.076488793102
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
3.25400000
N
N
N
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
18141000.00000000
PA
USD
17425337.55000000
0.235682474995
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
4114982.73000000
0.055656271311
Long
LON
CORP
US
N
2
2028-04-30
Floating
2.39700000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
12555000.00000000
PA
USD
11423191.86000000
0.154501806474
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
7174371.45000000
PA
USD
7132185.72000000
0.096464770211
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
3525934.62000000
PA
USD
3505417.24000000
0.047411730684
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
12920526.52000000
0.174753668888
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
14261513.74000000
0.192890889245
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
10991366.89000000
PA
USD
10818252.86000000
0.146319840396
Long
LON
CORP
US
N
2
2026-11-16
Floating
2.20700000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
5898750.00000000
PA
USD
5711936.59000000
0.077255510757
Long
LON
CORP
US
N
2
2026-09-30
Floating
2.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4YY6
7944.16000000
PA
USD
8134.09000000
0.000110015800
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
2586762.49000000
0.034986672947
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
1378073.86000000
PA
USD
1359329.48000000
0.018385304460
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
15513000.00000000
PA
USD
14125633.32000000
0.191053069255
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
444106.34000000
PA
USD
426926.74000000
0.005774301383
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
2219905.45000000
0.030024830750
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
30478.93000000
PA
USD
31157.99000000
0.000421420370
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
3899910.72000000
0.052747363321
Long
DBT
CORP
US
N
2
2118-10-01
Fixed
5.21500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398WV50
4239116.00000000
PA
USD
4433670.23000000
0.059966607253
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
4860025.17000000
PA
USD
4593833.77000000
0.062132863109
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAA4
7135000.00000000
PA
USD
6956488.01000000
0.094088410440
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
1.82900000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
5742201.66000000
PA
USD
5652795.58000000
0.076455612358
Long
LON
CORP
US
N
2
2026-08-12
Floating
2.45700000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA UNIV REVENUES
915217XA6
12785000.00000000
PA
USD
9728786.66000000
0.131584510896
Long
DBT
MUN
US
N
2
2119-09-01
Fixed
3.22700000
N
N
N
N
N
N
Magnetite CLO Ltd
5493007R5RBJT1RFJC86
Magnetite XXI Ltd
55954PAQ7
1250000.00000000
PA
USD
1219196.25000000
0.016489964046
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.60400000
N
N
N
N
N
N
Griffon Corporation
5493000C2SGNC7ZN3242
Griffon Corporation Term Loan B
39843GAJ2
1377593.58000000
PA
USD
1361668.60000000
0.018416941700
Long
LON
CORP
US
N
2
2029-01-24
Floating
3.26700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KTP82
8174758.43000000
PA
USD
7603481.79000000
0.102839178966
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
236662.59000000
PA
USD
236442.04000000
0.003197943513
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
15008000.00000000
PA
USD
13216495.04000000
0.178756724387
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
1208484.27000000
PA
USD
1289433.36000000
0.017439940245
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
5.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVI Ltd
55822AAS6
1650000.00000000
PA
USD
1629389.85000000
0.022037945117
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
3.39100000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
1979000.00000000
PA
USD
1942240.08000000
0.026269330380
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
21664000.00000000
PA
USD
20478979.20000000
0.276983816777
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
9603335.70000000
0.129887752216
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
4741950.99000000
0.064136189179
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.88800000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AY6
3322000.00000000
PA
USD
3110769.14000000
0.042074006770
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
3116108.03000000
PA
USD
3244732.74000000
0.043885901243
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
11548495.50000000
0.156196572611
Long
DBT
CORP
LU
N
2
2031-03-18
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KRMV8
3133445.41000000
PA
USD
2918161.89000000
0.039468940828
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
1995753.90000000
PA
USD
2108675.63000000
0.028520416893
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
58774.58000000
PA
USD
64331.46000000
0.000870100660
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
1505577.96000000
0.020363355309
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
82301.47000000
PA
USD
85399.92000000
0.001155057367
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
14931000.00000000
PA
USD
16024558.24000000
0.216736550202
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
2005494.53000000
PA
USD
1772750.19000000
0.023976933079
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
1461119.68000000
0.019762044864
Long
LON
CORP
US
N
2
2024-03-25
Floating
2.25800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLUS6
97447.58000000
PA
USD
86137.27000000
0.001165030228
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWUH0
18558.94000000
PA
USD
19314.39000000
0.000261232428
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
93765000.00000000
PA
USD
90439272.66000000
1.223215995450
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HE6C1
1441330.97000000
PA
USD
1480766.61000000
0.020027774987
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
3140F5QW6
247839.86000000
PA
USD
246397.14000000
0.003332588973
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABF3
10356000.00000000
PA
USD
10033632.84000000
0.135707639185
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
9830606.80000000
0.132961656248
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
3141677.32000000
PA
USD
3322832.50000000
0.044942221942
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022659
250418000.00000000
PA
USD
238419171.45000000
3.224684758755
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WGYG6
744382.32000000
PA
USD
788846.09000000
0.010669359967
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
6067000.00000000
PA
USD
5926066.93000000
0.080151682401
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
102898.96000000
PA
USD
105192.91000000
0.001422762991
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
9084501.54000000
0.122870377741
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
998125.56000000
PA
USD
882491.21000000
0.011935935928
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
13306.12000000
PA
USD
13462.15000000
0.000182079275
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
7429333.33000000
PA
USD
7409719.89000000
0.100218496065
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
1616008.23000000
PA
USD
1613341.82000000
0.021820891105
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
11675000.00000000
PA
USD
12275678.75000000
0.166031925737
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
20615351.09000000
PA
USD
21360445.75000000
0.288905893898
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.50000000
N
N
N
N
N
N
2022-04-28
Natixis Funds Trust I
John Sgroi
John Sgroi
Assistant Treasurer