0001752724-22-275189.txt : 20221129
0001752724-22-275189.hdr.sgml : 20221129
20221129154602
ACCESSION NUMBER: 0001752724-22-275189
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221129
DATE AS OF CHANGE: 20221129
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: 221432665
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
617-449-2139
Loomis Sayles Core Plus Bond Fund
S000006660
ZG5PZ780OFPQSQX3BT09
2022-09-30
2022-09-30
N
5930241088.70
3450824.01
5926790264.69
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
21600438.34000000
MXN
USD
UYU
N
Fund's Securities Portfolio
N/A
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
2266000.00000000
PA
USD
2022405.00000000
0.034123107275
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd
88315LAG3
3409172.24000000
PA
USD
3025827.87000000
0.051053398802
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
9814868.43000000
PA
USD
8402469.60000000
0.141770996184
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
3499000.00000000
PA
USD
3008987.48000000
0.050769258664
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
6462202.77000000
0.109033768387
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
1802685.92000000
0.030415888524
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAB9
15925000.00000000
PA
USD
15370013.75000000
0.259331156723
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
14727.96000000
PA
USD
13914.84000000
0.000234778680
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
6209209.43000000
0.104765128386
Long
LON
CORP
US
N
2
2024-03-01
Floating
7.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
1154000.00000000
PA
USD
1069228.80000000
0.018040604648
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
3271716.38000000
PA
USD
3246662.56000000
0.054779440725
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Variable
4.56500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYM0
1401272.68000000
PA
USD
1321092.68000000
0.022290187791
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
1570842.95000000
PA
USD
1326875.82000000
0.022387764046
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
1604830.78000000
PA
USD
1466567.37000000
0.024744715174
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B9NP5
3582066.20000000
PA
USD
3135314.02000000
0.052900708140
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179LAF9
2202.38000000
PA
USD
2148.51000000
0.000036250818
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
11723123.24000000
PA
USD
8682131.71000000
0.146489606047
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
11660000.00000000
PA
USD
8757858.88000000
0.147767315678
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAE4
5808000.00000000
PA
USD
4562184.00000000
0.076975627553
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
2411037.58000000
PA
USD
2378083.04000000
0.040124298883
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
4.42100000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAA2
3713000.00000000
PA
USD
3661946.25000000
0.061786330989
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
12000.00000000
PA
USD
10140.00000000
0.000171087545
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
8270622.79000000
PA
USD
7960474.44000000
0.134313415600
Long
LON
CORP
US
N
2
2028-05-19
Floating
5.36500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BUL4
162225.42000000
PA
USD
161314.04000000
0.002721777434
Long
ABS-MBS
USGA
US
N
2
2062-08-20
Floating
2.87700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGT9
1542906.44000000
PA
USD
1367962.40000000
0.023080998970
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
3140LGF98
7013000.00000000
PA
USD
6366304.76000000
0.107415725471
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLR68
2274745.19000000
PA
USD
1684696.19000000
0.028425102201
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
3132XEDC2
1598000.00000000
PA
USD
1330350.95000000
0.022446398313
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
25210000.00000000
PA
USD
23273247.55000000
0.392678777392
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
LCM Ltd Partnership
549300VQTTD2PAP2Y421
LCM XX LP
50188WAF5
2000000.00000000
PA
USD
1946748.00000000
0.032846581590
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
4.26000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
12823000.00000000
PA
USD
10860448.95000000
0.183243348675
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
877412.67000000
PA
USD
829461.62000000
0.013995123548
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
5092930.66000000
0.085930671283
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
3307680.31000000
0.055808965093
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
6925000.00000000
PA
USD
6764659.59000000
0.114136982884
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H87H2
1675391.42000000
PA
USD
1620771.31000000
0.027346527169
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
8220000.00000000
PA
USD
6854825.93000000
0.115658317974
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F03X0
1188721.74000000
PA
USD
1084256.09000000
0.018294153185
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
1444123.34000000
PA
USD
1433482.89000000
0.024186495994
Long
ABS-MBS
USGA
US
N
2
2066-04-20
Variable
4.62400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
231780000.00000000
PA
USD
211933837.50000000
3.575861942721
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEWW4
1002363.65000000
PA
USD
878696.32000000
0.014825837945
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
477050.92000000
PA
USD
459888.64000000
0.007759489022
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
5498085.00000000
0.092766653693
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
5299983.06000000
PA
USD
4293484.48000000
0.072441984417
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
154795000.00000000
PA
USD
105835034.96000000
1.785705756968
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
11682000.00000000
PA
USD
9579240.00000000
0.161626100674
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
12404000.00000000
PA
USD
9855686.64000000
0.166290457395
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
488747.75000000
PA
USD
422834.09000000
0.007134284682
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
242875.15000000
PA
USD
215244.21000000
0.003631716331
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
879538.76000000
PA
USD
801226.67000000
0.013518728252
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
5190738.14000000
PA
USD
4974440.08000000
0.083931434348
Long
LON
CORP
US
N
2
2027-02-01
Floating
5.74000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
14940000.00000000
PA
USD
10693753.20000000
0.180430768129
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
9784000.00000000
PA
USD
7876120.00000000
0.132890142020
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
12229000.00000000
PA
USD
9193900.39000000
0.155124443069
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
351593.94000000
PA
USD
351280.67000000
0.005926996811
Long
ABS-CBDO
CORP
KY
N
2
2026-07-17
Floating
5.44000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAH1
7864000.00000000
PA
USD
7044109.82000000
0.118852017793
Long
DBT
CORP
MX
N
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
1647808.00000000
PA
USD
1337612.07000000
0.022568911843
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ADJY3
6257956.14000000
PA
USD
5097090.95000000
0.086000865938
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8UW8
374689.70000000
PA
USD
344097.80000000
0.005805803556
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
2847242.47000000
PA
USD
2317743.18000000
0.039106212241
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
5294664.10000000
0.089334426621
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
3.92000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PFU8
2995369.06000000
PA
USD
2982846.02000000
0.050328185860
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Variable
4.65900000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
8165000.00000000
PA
USD
6735226.85000000
0.113640377830
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
6768000.00000000
PA
USD
6754320.99000000
0.113962544452
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
460876.80000000
PA
USD
443438.69000000
0.007481936599
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
20290000.00000000
PA
USD
15329256.71000000
0.258643481975
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
553753.96000000
PA
USD
525651.19000000
0.008869070213
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GPL97
754280.48000000
PA
USD
715322.61000000
0.012069308648
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
18956000.00000000
PA
USD
16539254.26000000
0.279059212851
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
956086.77000000
PA
USD
909382.08000000
0.015343584628
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
3555000.00000000
PA
USD
2740940.55000000
0.046246626379
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
1889027.00000000
PA
USD
1864503.07000000
0.031458900800
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
1507150.59000000
0.025429457137
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
22931855.92000000
PA
USD
18663599.34000000
0.314902308104
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
4306064.46000000
0.072654240620
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
73415.00000000
PA
USD
70755.24000000
0.001193820547
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
1750000.00000000
PA
USD
1504942.25000000
0.025392196834
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.16200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHFU1
1033128.63000000
PA
USD
918787.86000000
0.015502284018
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
2725720.20000000
0.045989820430
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
467560.01000000
PA
USD
416537.24000000
0.007028040834
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
677695.17000000
PA
USD
621720.87000000
0.010490009638
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
3913136.00000000
PA
USD
3601180.80000000
0.060761063563
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
1630.86000000
PA
USD
1685.29000000
0.000028435121
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
5866925.76000000
PA
USD
4773986.60000000
0.080549275185
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
13801000.00000000
PA
USD
8688691.84000000
0.146600292096
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAE9
7630000.00000000
PA
USD
7141962.31000000
0.120503037749
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
4.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FB4A5
118936.60000000
PA
USD
109277.37000000
0.001843786689
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
7386197.14000000
0.124623899448
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
1155000.00000000
PA
USD
794078.45000000
0.013398119631
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
12838000.00000000
PA
USD
10693668.86000000
0.180429345099
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AE2
1531640.00000000
PA
USD
1422153.01000000
0.023995332152
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
190954.90000000
PA
USD
175642.92000000
0.002963542021
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
2885000.00000000
PA
USD
1991821.66000000
0.033607088677
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
14780000.00000000
PA
USD
12736812.80000000
0.214902370949
Long
DBT
CORP
MX
N
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
4696000.00000000
PA
USD
4273347.13000000
0.072102216193
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
1326000.00000000
PA
USD
1218322.62000000
0.020556195944
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
4358.47000000
PA
USD
4583.92000000
0.000077342369
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
2375462.61000000
0.040080085576
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.51000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2021 Term Loan B1
78571YBG4
2976840.32000000
PA
USD
2658080.26000000
0.044848562903
Long
LON
CORP
US
N
2
2027-12-17
Floating
6.61500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJVL4
10698396.72000000
PA
USD
8707048.83000000
0.146910021126
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NL3
417421.77000000
PA
USD
394229.60000000
0.006651654308
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M32Z2
13785716.39000000
PA
USD
11202666.31000000
0.189017424435
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
899265.26000000
PA
USD
852446.50000000
0.014382936833
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
625.56000000
PA
USD
647.28000000
0.000010921257
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
5091000.00000000
PA
USD
4250091.12000000
0.071709828257
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
4027914.24000000
PA
USD
3868489.39000000
0.065271238178
Long
LON
CORP
US
N
2
2028-06-11
Floating
6.11500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XSFS4
2115072.20000000
PA
USD
1940403.78000000
0.032739538491
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
4763000.00000000
PA
USD
3833643.44000000
0.064683298527
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132WWXV9
8725905.38000000
PA
USD
7850616.53000000
0.132459833727
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5H9
393118.04000000
PA
USD
371747.94000000
0.006272331622
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
6961297.19000000
PA
USD
5668843.26000000
0.095647779098
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
8705000.00000000
PA
USD
7645923.59000000
0.129006144110
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
10987.21000000
PA
USD
10734.39000000
0.000181116414
Long
ABS-MBS
USGA
US
N
3
2063-05-20
Floating
2.63700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KSJC2
1392285.32000000
PA
USD
1173834.40000000
0.019805566716
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2010-C1 Mortgage Trust
12622DAK0
860863.36000000
PA
USD
840409.76000000
0.014179846467
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
5.98500000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300ZUG1L9OO3W6B29
Sequoia Mortgage Trust 2018-CH1
81747DAA7
514562.24000000
PA
USD
479623.82000000
0.008092471617
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
651251.65000000
PA
USD
598839.50000000
0.010103942830
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
6213225.12000000
0.104832883272
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
7145456.91000000
0.120562000524
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
3325062.76000000
PA
USD
3297465.74000000
0.055636619362
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Variable
4.62800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ADVC7
470898.24000000
PA
USD
383256.30000000
0.006466506876
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
9036384.00000000
0.152466741633
Long
DBT
CORP
CL
N
2
2050-01-22
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFG1
5300000.00000000
PA
USD
5204351.54000000
0.087810624428
Long
DBT
UST
US
N
2
2024-08-31
Fixed
3.25000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAE3
12049450.00000000
PA
USD
9718628.49000000
0.163977938411
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
12579000.00000000
PA
USD
9991216.67000000
0.168577193114
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
4307780.35000000
0.072683192041
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
10405451.48000000
0.175566386109
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
15052794.79000000
PA
USD
12251008.16000000
0.206705613204
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
1183525.88000000
PA
USD
1173292.88000000
0.019796429898
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.70000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
5155000.00000000
PA
USD
3796601.98000000
0.064058315048
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
1921589.27000000
PA
USD
1765569.58000000
0.029789641629
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
10317914.56000000
0.174089416011
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
228190.17000000
PA
USD
225870.80000000
0.003811013886
Long
ABS-MBS
USGA
US
N
2
2060-10-20
Floating
2.70700000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
9503000.00000000
PA
USD
9372134.47000000
0.158131704538
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
3781444.34000000
PA
USD
3756299.25000000
0.063378305663
Long
ABS-MBS
USGA
US
N
2
2064-10-20
Variable
4.60400000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAE8
14750000.00000000
PA
USD
8185100.53000000
0.138103428069
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.83200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH4D6
36685034.81000000
PA
USD
35819875.86000000
0.604372253113
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
1329000.00000000
PA
USD
1094264.38000000
0.018463018448
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
6096000.00000000
PA
USD
5587631.46000000
0.094277529834
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
1320.31000000
PA
USD
1227.90000000
0.000020717790
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
37435874.90000000
PA
USD
28760710.61000000
0.485266211989
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
5653553.27000000
0.095389798145
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
5400000.00000000
PA
USD
4535026.70000000
0.076517414949
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
360792.40000000
PA
USD
359646.27000000
0.006068145723
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.61100000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
2445000.00000000
PA
USD
2259396.19000000
0.038121750375
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
2024936.47000000
PA
USD
1648985.67000000
0.027822575059
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
11006454.76000000
0.185706837401
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
13895000.00000000
PA
USD
13246445.87000000
0.223501174808
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
87017.71000000
PA
USD
91513.62000000
0.001544067124
Long
ABS-MBS
USGA
US
N
2
2038-04-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y8KD6
7435588.71000000
PA
USD
7364524.63000000
0.124258229178
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
373824.50000000
PA
USD
353996.05000000
0.005972812166
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
17028000.00000000
PA
USD
15142814.62000000
0.255497730537
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
12486000.00000000
PA
USD
12444590.31000000
0.209971835584
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
2426570.94000000
0.040942412868
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MJBH7
5068109.48000000
PA
USD
4428670.92000000
0.074722922901
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc. 2021 Term Loan B
03852JAS0
6976940.80000000
PA
USD
6813401.31000000
0.114959379456
Long
LON
CORP
US
N
2
2028-04-06
Floating
5.61500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FBB1
5245978.00000000
PA
USD
5072251.67000000
0.085581764217
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.17600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133N3YU2
17789797.07000000
PA
USD
13960746.59000000
0.235553241577
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAJ0
3968021.98000000
PA
USD
3378019.57000000
0.056995767002
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
3056809.21000000
0.051576132670
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
5.66000000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
5305000.00000000
PA
USD
3899175.00000000
0.065788982330
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
8048085.75000000
0.135791640847
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
1920601.18000000
PA
USD
1754593.73000000
0.029604451172
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
9876208.12000000
PA
USD
8850153.06000000
0.149324552831
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
9042260.54000000
PA
USD
8584541.31000000
0.144843008215
Long
LON
CORP
US
N
2
2027-08-01
Floating
4.31400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JPPV8
1134405.22000000
PA
USD
1043073.13000000
0.017599292085
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
9762000.00000000
PA
USD
7692245.73000000
0.129787716225
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
4657686.46000000
0.078586996535
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.30200000
N
N
N
N
N
N
AEA International Holdings (Lux) S.a.r.l.
N/A
AEA International Holdings (Lux) S.a.r.l. Term Loan B
000000000
8123722.87000000
PA
USD
7900320.49000000
0.133298465732
Long
LON
CORP
LU
N
2
2028-09-07
Floating
7.43800000
N
N
N
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. 2018 USD Term Loan B
22207EBG8
4199032.13000000
PA
USD
4073816.99000000
0.068735636121
Long
LON
CORP
US
N
2
2025-04-07
Floating
4.93500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PEL9
2640875.62000000
PA
USD
2632550.26000000
0.044417806982
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.71400000
N
N
N
N
N
N
BRASKEM AMERICA FINANCE
254900QMQAJ26H49CL75
Braskem America Finance Co
10554CAA0
20853000.00000000
PA
USD
18219601.42000000
0.307410935874
Long
DBT
CORP
US
N
2
2041-07-22
Fixed
7.12500000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
10254000.00000000
PA
USD
8384613.97000000
0.141469726370
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A4QD1
1531371.07000000
PA
USD
1343682.48000000
0.022671335073
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
3140LXUA1
1526834.77000000
PA
USD
1286638.04000000
0.021708850533
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CX74
1908982.71000000
PA
USD
1681267.17000000
0.028367245927
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
2795000.00000000
PA
USD
2605010.24000000
0.043953136919
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLN96
1916933.39000000
PA
USD
1577218.98000000
0.026611688781
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
3436741.57000000
0.057986556238
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
5.93200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLN88
1262908.25000000
PA
USD
935296.41000000
0.015780825172
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
3140XC6S2
3420825.15000000
PA
USD
2880492.20000000
0.048601217039
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89171DAE7
1298545.00000000
PA
USD
1252635.07000000
0.021135134095
Long
ABS-O
CORP
US
N
2
2053-10-25
Variable
3.40700000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
9190000.00000000
PA
USD
7502900.26000000
0.126592977394
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
4670505.58000000
0.078803287638
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
1854616.46000000
PA
USD
1636384.71000000
0.027609964870
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
3138WEKH1
83238.31000000
PA
USD
76467.91000000
0.001290207795
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
8101391.81000000
0.136691049424
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
9938698.54000000
PA
USD
8509980.81000000
0.143584983269
Long
ABS-O
CORP
US
N
2
2069-10-15
Fixed
1.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MNQF6
6348197.28000000
PA
USD
5902097.40000000
0.099583368677
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQB95
80266156.64000000
PA
USD
78274074.24000000
1.320682371811
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
2245000.00000000
PA
USD
1929161.07000000
0.032549845428
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134JAC7
3410000.00000000
PA
USD
3201461.45000000
0.054016783233
Long
ABS-CBDO
CORP
KY
N
2
2033-04-16
Floating
4.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN6J6
18039149.22000000
PA
USD
15172495.52000000
0.255998522680
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FKH37
482532.74000000
PA
USD
464292.70000000
0.007833796697
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BD4Z5
1085279.94000000
PA
USD
1059794.90000000
0.017881430802
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
1707000.00000000
PA
USD
1525880.39000000
0.025745476419
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
469286.34000000
PA
USD
442976.21000000
0.007474133387
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
488502.20000000
PA
USD
484155.68000000
0.008168935602
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
1431823.68000000
PA
USD
1421388.55000000
0.023982433771
Long
ABS-MBS
USGA
US
N
2
2065-03-20
Variable
4.63200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZN7
790930.76000000
PA
USD
781146.64000000
0.013179927163
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
6596530.54000000
PA
USD
5829683.86000000
0.098361568397
Long
LON
CORP
US
N
2
2028-10-20
Floating
5.61500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HLR5
2789266.22000000
PA
USD
2761495.45000000
0.046593439731
Long
ABS-MBS
USGA
US
N
2
2066-03-20
Variable
4.63400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FTYK1
634341.00000000
PA
USD
565970.34000000
0.009549356645
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
434438.55000000
PA
USD
405564.68000000
0.006842905888
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
82952.70000000
PA
USD
80102.91000000
0.001351539474
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
7609901.08000000
PA
USD
7250561.55000000
0.122335382663
Long
LON
CORP
US
N
2
2028-01-31
Floating
5.31800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BBSQ3
36894314.26000000
PA
USD
32205053.56000000
0.543381022808
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AA6
2035000.00000000
PA
USD
1981459.15000000
0.033432246823
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
3.85000000
N
N
N
N
N
N
Summit Materials Companies I, LLC
549300C97P3BW8QROE16
Summit Materials Companies I, LLC 2017 Term Loan B
86614DAH1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-11-21
Floating
5.05200000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
14421000.00000000
PA
USD
14107620.57000000
0.238031378536
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
1293183.35000000
PA
USD
1135864.98000000
0.019164926195
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
20000.00000000
PA
USD
16104.20000000
0.000271718742
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Carval CLO LTD
N/A
CarVal CLO II Ltd
14686AAW9
400000.00000000
PA
USD
352989.20000000
0.005955824050
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
5.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133SKAK7
1578795.33000000
PA
USD
1418999.93000000
0.023942131687
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
9884463.29000000
0.166775992545
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
4783.31000000
PA
USD
4947.04000000
0.000083469125
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
2093496.66000000
PA
USD
2008877.53000000
0.033894864509
Long
LON
CORP
US
N
2
2026-04-05
Floating
5.12000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
15740000.00000000
PA
USD
14601249.72000000
0.246360155630
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
16028000.00000000
PA
USD
15641092.25000000
0.263904939292
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
14047556.91000000
PA
USD
11855068.87000000
0.200025112085
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
5804317.47000000
0.097933572992
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
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
19213201.22000000
0.324175487269
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
1607405.18000000
0.027121006619
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
CIFC Funding Ltd
54930089HD7KU5NUS092
CIFC Funding 2021-VII Ltd
12567HAJ1
7190000.00000000
PA
USD
6301596.41000000
0.106323931311
Long
ABS-CBDO
CORP
KY
N
2
2035-01-23
Floating
5.78300000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAW6
14793000.00000000
PA
USD
8426241.62000000
0.142172090519
Long
DBT
CORP
KY
N
2
2060-06-03
Fixed
3.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L6S96
6332857.73000000
PA
USD
5151130.46000000
0.086912649679
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
11303000.00000000
PA
USD
8468898.89000000
0.142891826971
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
2157000.00000000
PA
USD
1723097.88000000
0.029073036214
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
2707800.44000000
0.045687468580
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
119789744.06000000
2.021157130760
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FSA45
487861.66000000
PA
USD
445779.09000000
0.007521425089
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
123837.09000000
PA
USD
117642.80000000
0.001984932733
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
6160985.20000000
0.103951463184
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.89800000
N
N
N
N
N
N
Atrium CDO Corp
549300BF3YFW8EHN6F75
Atrium XIII
04966HAA4
1000000.00000000
PA
USD
984725.00000000
0.016614810985
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Floating
3.96300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230RPB6
41665.09000000
PA
USD
38886.15000000
0.000656108083
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
5275908.74000000
0.089017976077
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
4863000.00000000
PA
USD
3805297.50000000
0.064205030548
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
1805415.20000000
0.030461938407
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
19335105.72000000
0.326232325702
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
8735997.42000000
0.147398457341
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
1365051.14000000
0.023031878622
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
5.48300000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BX7
10936000.00000000
PA
USD
9284488.70000000
0.156652897864
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
15425000.00000000
PA
USD
12112549.74000000
0.204369468110
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AT2C4
11393717.70000000
PA
USD
9603672.70000000
0.162038342359
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AU4
6243000.00000000
PA
USD
4921489.88000000
0.083038030033
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
4984640.44000000
PA
USD
4781730.68000000
0.080679937477
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
2760277.50000000
0.046572889822
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
8120000.00000000
PA
USD
7487902.66000000
0.126339929803
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
4505000.00000000
PA
USD
4152765.31000000
0.070067694730
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
5573000.00000000
PA
USD
4843382.84000000
0.081720165953
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
9537000.00000000
PA
USD
9336873.11000000
0.157536755866
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
NATURA &CO LUX HLD SARL
54930074AZRQQPMINM11
Natura &Co Luxembourg Holdings Sarl
63884WAA6
6250000.00000000
PA
USD
5150812.50000000
0.086907284887
Long
DBT
CORP
LU
N
2
2029-04-19
Fixed
6.00000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AL7
2701000.00000000
PA
USD
2270089.83000000
0.038302179233
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
6340105.68000000
0.106973680472
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
1305211.60000000
0.022022233649
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
4.06200000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
14183000.00000000
PA
USD
9762584.39000000
0.164719586049
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
81805757.85000000
PA
USD
68838521.84000000
1.161480645774
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
8157600.00000000
PA
USD
7066390.48000000
0.119227949099
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
345953.60000000
0.005837115614
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
5.76200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36196RNZ7
4196715.03000000
PA
USD
4151074.91000000
0.070039173390
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Variable
4.65900000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
2495000.00000000
PA
USD
1880414.91000000
0.031727373941
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
2802517.25000000
0.047285581652
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
5.99000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAD4
14179842.00000000
PA
USD
12308485.71000000
0.207675405410
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.10200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BB31
12802.80000000
PA
USD
13193.33000000
0.000222604975
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
6513.59000000
PA
USD
6339.83000000
0.000106969029
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Variable
3.98000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
13774000.00000000
PA
USD
12031073.58000000
0.202994758422
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
9213000.00000000
PA
USD
7735151.88000000
0.130511651915
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KULJ9
13421580.21000000
PA
USD
10931894.80000000
0.184448821567
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
614588.48000000
0.010369668109
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
10955644.14000000
0.184849533233
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
2058301.69000000
PA
USD
2118753.76000000
0.035748755487
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
19840000.00000000
PA
USD
14820876.80000000
0.250065822107
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
1618094.68000000
PA
USD
1486505.15000000
0.025081116145
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
2333000.00000000
PA
USD
1930417.52000000
0.032571044929
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ABNB2
9033409.04000000
PA
USD
7357719.43000000
0.124143408175
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AQ1
4515000.00000000
PA
USD
4269790.35000000
0.072042204284
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
3.07500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAQ4
983000.00000000
PA
USD
728766.71000000
0.012296144750
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
919154.40000000
0.015508468478
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
9175850.00000000
0.154819887159
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
10719000.00000000
PA
USD
8588598.75000000
0.144911467530
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
7494244.50000000
0.126446932746
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
21732178.14000000
PA
USD
19086574.27000000
0.322038969114
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
5875584.40000000
0.099136027050
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
368207.82000000
PA
USD
362129.26000000
0.006110040069
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
2412212.04000000
0.040700141767
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
3.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KVLP3
9094735.65000000
PA
USD
7407636.27000000
0.124985632006
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
7907733.30000000
PA
USD
6440789.70000000
0.108672475528
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
1088422.36000000
PA
USD
1029568.02000000
0.017371426590
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FHNN3
342515.90000000
PA
USD
330419.72000000
0.005575019618
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CJ6
9780000.00000000
PA
USD
9033163.60000000
0.152412405308
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
13031961.66000000
PA
USD
10608358.62000000
0.178989944746
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
8785526.25000000
0.148234134457
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
27388436.51000000
PA
USD
25828606.44000000
0.435794169972
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AR3
28476000.00000000
PA
USD
28124891.49000000
0.474538329077
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
2509636.72000000
PA
USD
1860692.20000000
0.031394601747
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
24804145.26000000
0.418508908738
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
324259.96000000
PA
USD
314188.82000000
0.005301163124
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
4587150.00000000
PA
USD
4428251.12000000
0.074715839809
Long
LON
CORP
US
N
2
2028-01-07
Floating
5.86500000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
Forestar Group Inc
346232AF8
4091000.00000000
PA
USD
3364892.42000000
0.056774278652
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
2032635.82000000
PA
USD
2022187.87000000
0.034119443740
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Variable
4.56900000
N
N
N
N
N
N
Bharti Airtel Ltd
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAA2
18567000.00000000
PA
USD
17905866.26000000
0.302117427145
Long
DBT
CORP
IN
N
2
2025-06-10
Fixed
4.37500000
N
N
N
N
N
N
SEMPRA GLOBAL
549300L0B3MD11PUAA07
Sempra Global
81685VAA1
12205000.00000000
PA
USD
9714360.92000000
0.163905933669
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
5051896.86000000
0.085238326891
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AFGD7
5183910.30000000
PA
USD
4222331.49000000
0.071241452817
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132WVVS0
3681713.22000000
PA
USD
3272032.79000000
0.055207500921
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.45000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
13668000.00000000
PA
USD
13258610.60000000
0.223706424689
Long
DBT
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193QUD3
1521955.80000000
PA
USD
1499238.78000000
0.025295964814
Long
ABS-MBS
USGA
US
N
2
2066-10-20
Variable
4.43800000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX54
15265000.00000000
PA
USD
9184828.38000000
0.154971375226
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBB54
3354864.59000000
PA
USD
3016739.80000000
0.050900059986
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
2886922.20000000
PA
USD
2722345.12000000
0.045932874261
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193DJP8
2995378.25000000
PA
USD
2962751.09000000
0.049989133370
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.54200000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC22
000000000
1404.00000000
NC
USD
-4486616.41000000
-0.07570061044
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ2 COMDTY
2022-12-20
161822366.41000000
USD
-4486616.41000000
N
N
N
Betony CLO 2, Ltd.
5493000QRX4XEMRJZO43
Betony CLO 2 Ltd
08763QAC6
1675000.00000000
PA
USD
1572888.65000000
0.026538625120
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
4.38200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFD5
194663.62000000
PA
USD
173386.37000000
0.002925468293
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
5828311.73000000
PA
USD
4930179.73000000
0.083184649866
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
31418EDG2
62577790.72000000
PA
USD
55201031.89000000
0.931381564467
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
ASCOT GROUP LTD
213800DJV7WRJBE2II28
Ascot Group Ltd
04365XAA6
2585000.00000000
PA
USD
2154341.51000000
0.036349211188
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
6942628.67000000
PA
USD
6595497.24000000
0.111282784533
Long
LON
CORP
US
N
2
2028-04-30
Floating
5.06800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BJN81
3951370.52000000
PA
USD
3774907.45000000
0.063692273244
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AQ2
2415000.00000000
PA
USD
2016525.00000000
0.034023896745
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFJ5
248575000.00000000
PA
USD
235913210.94000000
3.980454856745
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AE0
1610000.00000000
PA
USD
1190097.14000000
0.020079960431
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
11320000.00000000
PA
USD
9938846.80000000
0.167693580439
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
1902003.67000000
PA
USD
1890698.92000000
0.031900891301
Long
ABS-MBS
USGA
US
N
2
2063-12-20
Variable
4.49700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
106230000.00000000
PA
USD
106578567.19000000
1.798251033530
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAQ2
4320000.00000000
PA
USD
3825779.04000000
0.064550606131
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
5.83300000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc. 2019 Term Loan
02474RAH6
7498869.62000000
PA
USD
7250507.06000000
0.122334463279
Long
LON
CORP
US
N
2
2027-01-15
Floating
5.11500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183SWC1
2833563.78000000
PA
USD
2816183.55000000
0.047516166832
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.66500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
5147000.00000000
PA
USD
3942080.71000000
0.066512910596
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
18336000.00000000
PA
USD
17418417.24000000
0.293892924535
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
2506956.73000000
PA
USD
2488920.93000000
0.041994415507
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Variable
4.54700000
N
N
N
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
6317000.00000000
PA
USD
5653715.00000000
0.095392526941
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
15248648.75000000
0.257283421025
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
3163849.87000000
PA
USD
2892459.23000000
0.048803131219
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
11316465.11000000
PA
USD
9522680.00000000
0.160671789868
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
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
359209.62000000
0.006060778329
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.81000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAS2
18750000.00000000
PA
USD
13591500.00000000
0.229323114080
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
5765175.00000000
0.097273140140
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
1678068.60000000
0.028313277930
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
5.73300000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
7133000.00000000
PA
USD
6919010.00000000
0.116741266199
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
Crown City CLO
5493000O0QFX9SMPY639
Crown City CLO III
22824DAC3
7655000.00000000
PA
USD
7290821.03000000
0.123014662311
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPYG8
783921.14000000
PA
USD
694295.50000000
0.011714527914
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 2021-1
30165XAE5
3525000.00000000
PA
USD
3395363.90000000
0.057288409887
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
2945000.00000000
PA
USD
2157069.40000000
0.036395237618
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
12536842.50000000
0.211528364259
Long
ABS-O
CORP
US
N
2
2036-06-16
Floating
3.04500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
468727000.00000000
PA
9945927.67000000
0.167813052694
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
ARES CLO Ltd
635400YF4AHA6NB2CU53
Ares XXXVII CLO Ltd
04015NAJ3
400000.00000000
PA
USD
378571.20000000
0.006387457343
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
4.01200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385V7E5
10468.48000000
PA
USD
10558.23000000
0.000178144147
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
1866768.74000000
PA
USD
1638363.03000000
0.027643344151
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
3504.56000000
PA
USD
3299.30000000
0.000055667567
Long
ABS-MBS
USGA
US
N
3
2063-01-20
Fixed
1.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAT6
568000.00000000
PA
USD
448453.81000000
0.007566554407
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
1314557.36000000
PA
USD
1198765.88000000
0.020226224085
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
10546043.83000000
0.177938536020
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
6632000.00000000
PA
USD
5430148.96000000
0.091620400208
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
136977.53000000
PA
USD
131315.39000000
0.002215624041
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
83626.18000000
PA
USD
75002.68000000
0.001265485644
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
12491000.00000000
PA
USD
11708215.76000000
0.197547327256
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
4900000.00000000
PA
USD
4245208.84000000
0.071627451797
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
12674000.00000000
PA
USD
10408522.50000000
0.175618202014
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
3886948.88000000
0.065582696643
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
1048094.58000000
0.017684016696
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
4.88800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230KSC6
5114.62000000
PA
USD
5008.19000000
0.000084500881
Long
ABS-MBS
USGA
US
N
2
2061-08-20
Variable
4.31700000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791AS4
525000.00000000
PA
USD
491366.40000000
0.008290598756
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
4.39000000
N
N
N
N
N
N
Trinitas CLO Ltd
5493004FCKEPFTK2QI86
Trinitas CLO XVI Ltd
89642DAA6
1000000.00000000
PA
USD
956597.00000000
0.016140220208
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
3.89000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AJ1
856000.00000000
PA
USD
816196.00000000
0.013771298857
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
7609776.22000000
PA
USD
7263531.40000000
0.122554216964
Long
LON
CORP
US
N
2
2025-06-23
Floating
6.12500000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAJ9
1475916.47000000
PA
USD
1413045.38000000
0.023841663310
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.06800000
N
N
N
N
N
N
SRAM, LLC
5493005GYDYQG38FCT53
SRAM, LLC 2021 Term Loan B
85232BAT3
2857379.47000000
PA
USD
2693080.15000000
0.045439099912
Long
LON
CORP
US
N
2
2028-05-18
Floating
5.86500000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YBF5
4178361.86000000
PA
USD
4162568.49000000
0.070233099267
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
612135.17000000
PA
USD
598796.59000000
0.010103218829
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
522055.73000000
PA
USD
478782.32000000
0.008078273375
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
6709431.69000000
PA
USD
6472932.88000000
0.109214812586
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
851450.08000000
PA
USD
778914.47000000
0.013142264787
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
7093.55000000
PA
USD
7150.21000000
0.000120642197
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
4072835.66000000
PA
USD
4030482.24000000
0.068004468860
Long
ABS-MBS
USGA
US
N
2
2066-11-20
Variable
4.42600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7H75
360649.40000000
PA
USD
340503.03000000
0.005745150659
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDRB4
50946387.36000000
PA
USD
42964503.24000000
0.724920257360
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Silver Creek CLO
549300LSJSAR2PPV4U78
Silver Creek CLO Ltd
827551AS1
1000000.00000000
PA
USD
907494.00000000
0.015311727924
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.06000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BGCS5
10307078.22000000
PA
USD
9569774.06000000
0.161466386232
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KPP31
2893182.93000000
PA
USD
2387932.22000000
0.040290479557
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BAFU0
5966770.56000000
PA
USD
5378644.66000000
0.090751391896
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KURF1
898707.36000000
PA
USD
666413.60000000
0.011244089468
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
975760.05000000
0.016463549517
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.66000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHM66
1126932.75000000
PA
USD
1003233.39000000
0.016927094518
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
7462300.16000000
0.125907950623
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04300000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
2037000.00000000
PA
USD
1831161.15000000
0.030896337953
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
18053.56000000
PA
USD
17040.10000000
0.000287509752
Long
ABS-MBS
USGA
US
N
2
2062-11-20
Variable
4.39000000
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
2354044.12000000
0.039718701267
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
2066622.77000000
PA
USD
1985673.16000000
0.033503347871
Long
LON
CORP
US
N
2
2026-12-02
Floating
6.92400000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
14689000.00000000
PA
USD
12014059.66000000
0.202707690393
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
46925000.00000000
PA
USD
41645937.50000000
0.702672705462
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC22
000000000
773.00000000
NC
USD
-2564015.63000000
-0.04326145376
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ2 COMDTY
2022-12-30
161330969.53000000
USD
-2564015.63000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KXHJ8
1241536.33000000
PA
USD
1049098.20000000
0.017700950314
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
4300562.50000000
PA
USD
4028207.88000000
0.067966094633
Long
LON
CORP
US
N
2
2028-07-21
Floating
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KUNP3
6471924.74000000
PA
USD
5271367.56000000
0.088941354841
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
1848115.27000000
0.031182397005
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
10284000.00000000
PA
USD
8438022.00000000
0.142370855440
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACYK0
2861920.48000000
PA
USD
2827238.12000000
0.047702685496
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
4500000.00000000
PA
USD
4000293.00000000
0.067495099731
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.81000000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
2811000.00000000
PA
USD
2652178.50000000
0.044748985227
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
3665830.12000000
0.061851861737
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC22
000000000
602.00000000
NC
USD
-7512609.37000000
-0.12675679473
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNZ2 COMDTY
2022-12-20
89986609.37000000
USD
-7512609.37000000
N
N
N
Elmwood CLO IV Ltd
N/A
Elmwood CLO IV Ltd
29002GAB7
2700000.00000000
PA
USD
2610794.70000000
0.044050735447
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
3.75200000
N
N
N
N
N
N
Textainer Marine Containers Limited
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd
88315LAS7
19919800.00000000
PA
USD
16493913.12000000
0.278294192697
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
23346000.00000000
PA
USD
21463435.29000000
0.362142649418
Long
DBT
CORP
GB
N
2
2026-01-30
Fixed
2.81900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DF70
19848.52000000
PA
USD
20731.85000000
0.000349798948
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
2418160.80000000
0.040800512452
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
2060700.42000000
0.034769248243
Long
ABS-CBDO
CORP
KY
N
2
2028-11-25
Floating
6.59700000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAD0
9466000.00000000
PA
USD
8435359.24000000
0.142325927918
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
1472002.88000000
0.024836426029
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
4.53300000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AG0
4324000.00000000
PA
USD
4549612.70000000
0.076763517803
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
3205235.40000000
0.054080459352
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8ZC8
200654.18000000
PA
USD
187367.48000000
0.003161365117
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2019-V Ltd
12554XAQ5
2500000.00000000
PA
USD
2227782.50000000
0.037588347157
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
5.66200000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
9985000.00000000
PA
USD
8478070.69000000
0.143046578525
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
47482779.86000000
PA
USD
44882279.53000000
0.757278012643
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
1886000.00000000
PA
USD
1421632.17000000
0.023986544259
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
12214000.00000000
PA
USD
9443620.52000000
0.159337855706
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
6708740.10000000
0.113193479107
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
12519.02000000
PA
USD
10941.07000000
0.000184603630
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
8297984.86000000
PA
USD
7917190.33000000
0.133583102765
Long
LON
CORP
CA
N
2
2026-11-19
Floating
4.87100000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
7669000.00000000
PA
USD
7498882.79000000
0.126525192475
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
39000.00000000
PA
USD
34696.54000000
0.000585418724
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
5104511.43000000
0.086126068276
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
373833.82000000
PA
USD
359542.12000000
0.006066388448
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LG3F7
6645429.02000000
PA
USD
6250286.10000000
0.105458196103
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
4.24000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
5620467.00000000
PA
USD
4903857.46000000
0.082740526338
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BGDW5
12780944.13000000
PA
USD
11872074.32000000
0.200312037203
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AC4M7
18672323.97000000
PA
USD
15205527.13000000
0.256555849809
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
1644619.92000000
0.027748913772
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
4231255.21000000
PA
USD
3843530.06000000
0.064850110909
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
4500000.00000000
PA
USD
4169531.79000000
0.070350587818
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.88900000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc. 2018 Term Loan B
46284NAQ2
7456974.53000000
PA
USD
7226255.74000000
0.121925281936
Long
LON
CORP
US
N
2
2026-01-02
Floating
4.86500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7KF5
4753161.84000000
PA
USD
4489383.13000000
0.075747292033
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
3331820.23000000
PA
USD
3176671.79000000
0.053598518728
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
3019.17000000
PA
USD
3119.93000000
0.000052641140
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
21287000.00000000
PA
USD
16525325.66000000
0.278824202004
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
1334671.87000000
PA
USD
1098348.17000000
0.018531922355
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 2021-1
30165XAD7
2024782.91000000
PA
USD
2007343.66000000
0.033868984228
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
10405000.00000000
PA
USD
6429982.74000000
0.108490134673
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
9549000.00000000
PA
USD
7060152.94000000
0.119122705962
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
2543036.77000000
0.042907487129
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
84182683.39000000
1.420375610244
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
33865000.00000000
PA
USD
32483942.97000000
0.548086595261
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A6ZX2
1285818.20000000
PA
USD
1127174.07000000
0.019018288477
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XMGX2
94360.39000000
PA
USD
90637.23000000
0.001529280199
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
6708930.00000000
0.113196683202
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBS3
19564000.00000000
PA
USD
12207824.68000000
0.205976998253
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
8562108.10000000
0.144464503004
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BG4T2
2842662.65000000
PA
USD
2715713.03000000
0.045820974063
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
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
4191391.80000000
0.070719421690
Long
ABS-O
CORP
US
N
2
2055-04-25
Variable
3.75000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B5
78466DBF0
6621515.61000000
PA
USD
6414593.25000000
0.108230474903
Long
LON
CORP
US
N
2
2025-04-16
Floating
4.86500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WNT85
245702.33000000
PA
USD
230064.89000000
0.003881778833
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
13726350.00000000
PA
USD
11134238.61000000
0.187862875397
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
5296789.26000000
0.089370283466
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
4.26200000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
12659000.00000000
PA
USD
12041873.75000000
0.203176984711
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
1362328.00000000
0.022985932337
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
2954404.72000000
0.049848308916
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
25987402.82000000
PA
USD
21162456.09000000
0.357064366122
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
4959.01000000
PA
USD
5274.77000000
0.000088998762
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
31371E2L8
301.94000000
PA
USD
302.63000000
0.000005106136
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
1949552.22000000
PA
USD
1608658.67000000
0.027142156178
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
3764850.38000000
PA
USD
3304058.03000000
0.055747848033
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
7348891.25000000
0.123994454363
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
2133000.00000000
PA
USD
1950582.68000000
0.032911282378
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
1863000.00000000
PA
USD
1258561.96000000
0.021235135778
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
16050000.00000000
PA
USD
14671448.49000000
0.247544587116
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
6191544.70000000
0.104467079540
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
38610066.33000000
PA
USD
28604608.57000000
0.482632374228
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
1234652.52000000
0.020831722818
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
39910642.25000000
PA
USD
39910642.25000000
0.673393868647
Long
RA
CORP
US
N
2
Repurchase
N
1.10000000
2022-10-03
41509900.00000000
USD
40708883.43000000
USD
UST
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735K2A9
6236000.00000000
PA
USD
6191662.04000000
0.104469059364
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
1984993.78000000
PA
USD
1818213.91000000
0.030677885141
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
7364000.00000000
PA
USD
6020070.00000000
0.101573865973
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
9455467.65000000
PA
USD
7998385.95000000
0.134953079032
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
1042659.02000000
PA
USD
1034993.70000000
0.017462971587
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.62200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJGL1
3052100.02000000
PA
USD
2484500.92000000
0.041919838716
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
6000000.00000000
PA
USD
4907471.04000000
0.082801496608
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
243609.33000000
PA
USD
233228.12000000
0.003935150555
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPKR7
8310936.66000000
PA
USD
7496851.24000000
0.126490915068
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179LAK8
12921.82000000
PA
USD
12893.34000000
0.000217543382
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Variable
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FP5G0
1262566.80000000
PA
USD
1154537.04000000
0.019479971256
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPFM4
67901197.38000000
PA
USD
61235792.45000000
1.033203297488
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
12220000.00000000
PA
USD
12050435.77000000
0.203321447728
Long
DBT
CORP
US
N
2
2024-05-13
Floating
3.30300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
11576000.00000000
PA
USD
9169304.34000000
0.154709445256
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
6779500.64000000
PA
USD
6444796.69000000
0.108740083623
Long
LON
CORP
US
N
2
2025-07-17
Floating
5.06800000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
1609000.00000000
PA
USD
1377786.70000000
0.023246759855
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2D90
17325128.50000000
PA
USD
14073237.74000000
0.237451252895
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
637138.80000000
0.010750149263
Long
ABS-CBDO
CORP
KY
N
2
2034-02-20
Floating
5.88400000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
6769000.00000000
PA
USD
4906536.39000000
0.082785726689
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
7493024.64000000
PA
USD
7237000.73000000
0.122106577199
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
412980.23000000
PA
USD
400328.75000000
0.006754562454
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0PC2
507590.11000000
PA
USD
494327.02000000
0.008340551933
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
2498730.51000000
PA
USD
2465837.15000000
0.041604933528
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
3727157.47000000
0.062886609843
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
105150000.00000000
PA
USD
99013511.19000000
1.670609330988
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206J5L4
1686.31000000
PA
USD
1694.12000000
0.000028584105
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
7.50000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
5493007GXSFXDXOXG741
Rockford Tower CLO 2017-1 Ltd
77340EAY2
1495000.00000000
PA
USD
1385274.48000000
0.023373097716
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
4.36000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
11510000.00000000
PA
USD
9257147.70000000
0.156191585775
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
4745260.26000000
PA
USD
4237137.79000000
0.071491272691
Long
LON
CORP
US
N
2
2027-12-17
Floating
6.61500000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AT5
2425000.00000000
PA
USD
1914925.50000000
0.032309655217
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
411264.85000000
PA
USD
389878.11000000
0.006578233623
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
1116276.92000000
PA
USD
994225.84000000
0.016775114279
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
7956000.00000000
PA
USD
5301406.61000000
0.089448189884
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BHYL4
16969048.49000000
PA
USD
16211232.84000000
0.273524658643
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
7070071.00000000
PA
USD
6134353.47000000
0.103502118280
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
8277000.00000000
PA
USD
7533810.65000000
0.127114514155
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
3800000.00000000
PA
USD
2964171.00000000
0.050013090857
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
7258551.31000000
PA
USD
7017636.36000000
0.118405343307
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GR2
8381046.72000000
PA
USD
7900881.64000000
0.133307933757
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
791.94000000
PA
USD
731.62000000
0.000012344286
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
8877514.00000000
PA
USD
7471280.27000000
0.126059467879
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.71700000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BE3
14320000.00000000
PA
USD
10838808.00000000
0.182878210902
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDZ74
354295.35000000
PA
USD
309782.36000000
0.005226814956
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAA9
6910454.63000000
PA
USD
6060745.13000000
0.102260158691
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
12446736.82000000
PA
USD
10137788.10000000
0.171050225286
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
1416554.41000000
PA
USD
1295945.38000000
0.021865888990
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
25917744.12000000
PA
USD
21052998.06000000
0.355217531239
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
7931000.00000000
PA
USD
7134648.29000000
0.120379631661
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
1479723.30000000
0.024966689116
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.46200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLNT2
2213407.93000000
PA
USD
1825219.94000000
0.030796094656
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
17000.00000000
PA
USD
14960.00000000
0.000252413183
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
16142000.00000000
PA
USD
13242083.89000000
0.223427577130
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
1737645.36000000
0.029318489138
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
17929000.00000000
PA
USD
15819336.17000000
0.266912366787
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
5743154.49000000
PA
USD
4673289.06000000
0.078850252013
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
16940961.15000000
PA
USD
14261688.85000000
0.240630901602
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
14066332.93000000
0.237334751219
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
30185412.48000000
0.509304549881
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.78900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGNL9
9983599.01000000
PA
USD
8717489.37000000
0.147086179545
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YXGE9
344030.93000000
PA
USD
331970.35000000
0.005601182683
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
5513902.47000000
PA
USD
5342971.49000000
0.090149494943
Long
LON
CORP
US
N
2
2028-11-01
Floating
6.68800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CFL0
28370000.00000000
PA
USD
28245881.25000000
0.476579733524
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H3U53
752450.91000000
PA
USD
687556.72000000
0.011600827586
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
840680.75000000
PA
USD
829728.96000000
0.013999634253
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
10346404.20000000
0.174570108573
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
6729230.34000000
PA
USD
5473570.90000000
0.092353038584
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
73240000.00000000
PA
USD
53213437.50000000
0.897845800568
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
10209025.72000000
PA
USD
8635751.05000000
0.145707046551
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132XEDE8
1725000.00000000
PA
USD
1436079.72000000
0.024230311110
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HQ66
2706764.05000000
PA
USD
2686652.25000000
0.045330644919
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Variable
4.49600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
102735000.00000000
PA
USD
86152928.91000000
1.453618654658
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNWT2
1138522.77000000
PA
USD
1022311.16000000
0.017248984936
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAF6
6865000.00000000
PA
USD
6712851.01000000
0.113262840596
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MVKF4
17572804.18000000
PA
USD
16788025.59000000
0.283256616823
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
7064000.00000000
PA
USD
6295778.70000000
0.106225771772
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
362261.36000000
PA
USD
331032.83000000
0.005585364340
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
42385000.00000000
PA
USD
36576930.47000000
0.617145686560
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132WVVT8
1267906.58000000
PA
USD
1154094.67000000
0.019472507351
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.70000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
3060000.00000000
PA
USD
3018308.33000000
0.050926525070
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
137157.94000000
PA
USD
126038.60000000
0.002126591196
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
5874112.00000000
PA
USD
5516789.77000000
0.093082250655
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
2092515.80000000
0.035306054483
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
3.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177TPL5
1701202.23000000
PA
USD
1695925.95000000
0.028614576765
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Variable
4.65700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GTNN6
575326.20000000
PA
USD
550999.04000000
0.009296752801
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
3133A9HN8
1325004.00000000
PA
USD
1079001.98000000
0.018205503009
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
4413274.86000000
PA
USD
4266180.41000000
0.071981295430
Long
LON
CORP
US
N
2
2028-03-17
Floating
5.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LY4N0
13661342.33000000
PA
USD
11511999.79000000
0.194236665646
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
601000.00000000
PA
USD
560754.93000000
0.009461359436
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBJA7
12169324.74000000
PA
USD
11446118.32000000
0.193125077973
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
435509.30000000
PA
USD
387887.95000000
0.006544654571
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8MU8
20350141.14000000
PA
USD
16578128.11000000
0.279715113402
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
4204000.00000000
PA
USD
3311511.82000000
0.055873612395
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
1736949.27000000
PA
USD
1716102.06000000
0.028954998968
Long
ABS-MBS
USGA
US
N
2
2066-09-20
Variable
4.49700000
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
3776679.92000000
0.063722179313
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.29500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KED96
2129187.92000000
PA
USD
1753820.90000000
0.029591411568
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
167975522.26000000
2.834173553613
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
635041.71000000
PA
USD
600050.47000000
0.010124374968
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
6737000.00000000
PA
USD
4537015.34000000
0.076550968355
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
49100000.00000000
PA
USD
30415148.19000000
0.513180774612
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
14630000.00000000
PA
USD
11939847.01000000
0.201455534560
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
534822.51000000
PA
USD
507784.22000000
0.008567609065
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
3309000.00000000
PA
USD
2945010.00000000
0.049689796137
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
22501000.00000000
PA
USD
22263433.09000000
0.375640643513
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REZ3
8160000.00000000
PA
USD
7721318.40000000
0.130278245984
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
3.83000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HLJ1
4106.53000000
PA
USD
3768.93000000
0.000063591418
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
9561890.08000000
PA
USD
8125496.26000000
0.137097752697
Long
ABS-O
CORP
US
N
2
2046-11-15
Variable
2.77100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132XEDD0
2103000.00000000
PA
USD
1750768.49000000
0.029539909661
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.10000000
N
N
N
N
N
N
ONEAMERICA FINL PARTNERS
5493009S1SVD6UNUDB08
OneAmerica Financial Partners Inc
682441AB6
2327000.00000000
PA
USD
1689495.08000000
0.028506071660
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9PB5
14966.96000000
PA
USD
14341.06000000
0.000241970094
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
14397000.00000000
PA
USD
12352649.76000000
0.208420565066
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
26146000.00000000
PA
USD
24301948.24000000
0.410035569923
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
20981434.64000000
0.354010074643
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
3.69200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEX37
6044678.43000000
PA
USD
5111650.46000000
0.086246521839
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
5247.08000000
PA
USD
5422.20000000
0.000091486281
Long
ABS-MBS
USGA
US
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9JZ9
3328223.84000000
PA
USD
3317340.58000000
0.055971958376
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
5394383.07000000
PA
USD
5305868.80000000
0.089523478359
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Variable
4.39200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HNDG4
191163.70000000
PA
USD
141781.11000000
0.002392207310
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
8370000.00000000
PA
USD
6469298.55000000
0.109153492212
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
413013.16000000
PA
USD
387108.07000000
0.006531496015
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
5498087.00000000
PA
USD
4649347.31000000
0.078446293902
Long
LON
CORP
US
N
2
2026-12-23
Floating
6.36500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A7YH6
3601239.59000000
PA
USD
3043191.18000000
0.051346361927
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
1521807.33000000
PA
USD
1450671.91000000
0.024476518405
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
1814114.75000000
0.030608721904
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
4.16200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FP5C9
580106.06000000
PA
USD
514107.99000000
0.008674307121
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
11114.51000000
PA
USD
11485.44000000
0.000193788534
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd
87159QBZ0
400000.00000000
PA
USD
395124.00000000
0.006666745107
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
4.58300000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
6020000.00000000
PA
USD
5594205.40000000
0.094388448893
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
822010000.00000000
PA
35816281.19000000
0.604311601903
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
1925484.53000000
0.032487812863
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
5793786.24000000
PA
USD
4719031.01000000
0.079622034849
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
14390000.00000000
PA
USD
11303057.20000000
0.190711273644
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Post CLO LTD
5493007CUC7FI0ONIF25
Post CLO 2022-1 LTD
73742YAC9
1245000.00000000
PA
USD
1174261.59000000
0.019812774496
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
2.61300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BZX7
1311575.67000000
PA
USD
1297856.72000000
0.021898138149
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2021 Term Loan B
90351JAF1
5634401.24000000
PA
USD
5481483.59000000
0.092486545755
Long
LON
CORP
US
N
2
2027-02-25
Floating
6.57000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176HLB8
1343.23000000
PA
USD
1222.59000000
0.000020628197
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
5865000.00000000
PA
USD
3704532.59000000
0.062504870672
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
9915000.00000000
PA
USD
7300017.90000000
0.123169836859
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
3209.60000000
PA
USD
3050.40000000
0.000051467993
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
6756000.00000000
PA
USD
6726605.52000000
0.113494914103
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
7954947.03000000
0.134220154159
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
14151433.00000000
PA
USD
13180017.08000000
0.222380352456
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAD9
1715000.00000000
PA
USD
1056043.39000000
0.017818133303
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
2124233.84000000
0.035841218351
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
2558.30000000
PA
USD
2509.71000000
0.000042345179
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Variable
4.65700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMJC9
22612451.86000000
PA
USD
18371915.25000000
0.309980856914
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Long Point Park CLO Ltd
549300639DPKTBUSCC77
Long Point Park CLO Ltd
542798AE3
1190000.00000000
PA
USD
1126354.04000000
0.019004452489
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
4.11500000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2021 Term Loan B
17288YAD4
3609725.22000000
PA
USD
3500531.03000000
0.059062846391
Long
LON
CORP
US
N
2
2028-02-02
Floating
5.64900000
N
N
N
N
N
N
EL PUERTO DE LIVERPOOL
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
283837AB8
22769000.00000000
PA
USD
21562243.00000000
0.363809786360
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
2553775.33000000
PA
USD
2272689.86000000
0.038346048341
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
1737711.47000000
0.029319604581
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAD5
4761075.00000000
PA
USD
4171420.62000000
0.070382457176
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
406216.28000000
PA
USD
360896.20000000
0.006089235216
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
1792652.99000000
PA
USD
1694779.17000000
0.028595227674
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
9071000.00000000
PA
USD
7054516.70000000
0.119027608282
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
7181000.00000000
PA
USD
7904413.94000000
0.133367532627
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
22525858.00000000
PA
USD
20136855.60000000
0.339759881836
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
14052580.12000000
PA
USD
11445829.18000000
0.193120199447
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
24382.77000000
PA
USD
22881.49000000
0.000386068832
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
2794464.51000000
PA
USD
2343180.23000000
0.039535399859
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
1237616.10000000
PA
USD
1126631.53000000
0.019009134450
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
5210.87000000
PA
USD
5369.99000000
0.000090605365
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
13185869.40000000
PA
USD
11142632.31000000
0.188004498427
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
24397000.00000000
PA
USD
18668096.46000000
0.314978185936
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
3321950.00000000
0.056049730995
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd
69701EAC0
415000.00000000
PA
USD
415000.00000000
0.007002103692
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
4.33400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFMU2
5294614.69000000
PA
USD
4458890.31000000
0.075232800738
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
CIFC Funding Ltd
254900SVOWCOSOG16T40
CIFC Funding 2019-III Ltd
12554VAU0
540000.00000000
PA
USD
481477.50000000
0.008123747905
Long
ABS-CBDO
CORP
KY
N
2
2034-10-16
Floating
5.79000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2M6
10588000.00000000
PA
USD
6829260.00000000
0.115226955822
Long
DBT
CORP
SA
N
2
2070-11-24
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B1AU5
36310102.99000000
PA
USD
30574945.46000000
0.515876960285
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KQTT8
1743290.07000000
PA
USD
1368907.79000000
0.023096950100
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
8972052.20000000
PA
USD
7306258.19000000
0.123275126395
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
5826794.51000000
0.098312817727
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMTK1
1267286.00000000
PA
USD
1069795.37000000
0.018050164122
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
7453000.00000000
PA
USD
6618502.12000000
0.111670935268
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MAYQ1
6043651.14000000
PA
USD
5451077.98000000
0.091973525914
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
246000.00000000
PA
USD
241428.31000000
0.004073508580
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
3233231.49000000
PA
USD
2394519.63000000
0.040401625889
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
1189056.23000000
PA
USD
1042788.51000000
0.017594489823
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
2580.18000000
PA
USD
2659.17000000
0.000044866949
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
10977000.00000000
PA
USD
8426582.20000000
0.142177836968
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
MP Clo VIII, LTD
549300D60LKSR31DKI65
MP CLO VIII Ltd
62481WAL1
465000.00000000
PA
USD
440118.78000000
0.007425921288
Long
ABS-CBDO
CORP
KY
N
2
2034-04-28
Floating
3.99300000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
4971367.78000000
PA
USD
4943190.07000000
0.083404167335
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
242000.00000000
PA
USD
188997.72000000
0.003188871405
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
1117115.19000000
PA
USD
1027540.09000000
0.017337210262
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YKNE9
2208083.80000000
PA
USD
1968124.25000000
0.033207253202
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
1445349.96000000
PA
USD
1428436.91000000
0.024101357500
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Variable
4.45000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
5805000.00000000
PA
USD
5681759.85000000
0.095865714767
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
34409235.26000000
PA
USD
28020662.14000000
0.472779715302
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
11391292.00000000
PA
USD
10679336.25000000
0.180187517578
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
834717.84000000
0.014083809325
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
2672152.73000000
PA
USD
1981057.88000000
0.033425476379
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
1281265.59000000
PA
USD
1043597.55000000
0.017608140382
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
91282CEP2
1135000.00000000
PA
USD
1049342.97000000
0.017705080205
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
5450012.50000000
PA
USD
4487998.09000000
0.075723922891
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
24347544.00000000
PA
USD
21960069.37000000
0.370522127311
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
24503000.00000000
PA
USD
22674507.98000000
0.382576520635
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
258992.32000000
PA
USD
243545.38000000
0.004109228927
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
3513000.00000000
PA
USD
3146351.07000000
0.053086931196
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
5395729.25000000
0.091039652308
Long
DBT
USGA
US
N
2
2048-01-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMN26
1281293.55000000
PA
USD
1207300.28000000
0.020370221082
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXV Ltd
55819MAW6
475000.00000000
PA
USD
437139.18000000
0.007375647871
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
4.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386V2K5
2692.09000000
PA
USD
2774.51000000
0.000046813028
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
5882532.97000000
PA
USD
5691350.65000000
0.096027535914
Long
LON
CORP
US
N
2
2028-01-20
Floating
5.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KPP23
4937722.32000000
PA
USD
3882406.14000000
0.065506049085
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
1671272.24000000
PA
USD
1637302.21000000
0.027625445424
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
10361752.92000000
0.174829080450
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
3065600.67000000
0.051724466922
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
836281.56000000
PA
USD
791917.45000000
0.013361658075
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
2766830.27000000
PA
USD
2579699.30000000
0.043526077097
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
17264000.00000000
PA
USD
15002274.78000000
0.253126466603
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
7281153.05000000
0.122851538941
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
23355000.00000000
PA
USD
18989716.48000000
0.320404732273
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
3811895.64000000
PA
USD
2927813.17000000
0.049399641951
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
1179340.47000000
PA
USD
1162525.43000000
0.019614755678
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Variable
4.44700000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
6985000.00000000
PA
USD
5290550.76000000
0.089265024131
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
2397233.56000000
PA
USD
2316883.09000000
0.039091700339
Long
ABS-O
CORP
US
N
2
2069-05-28
Variable
3.50000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAC4
6783000.00000000
PA
USD
6596952.21000000
0.111307333571
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
0.62500000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
982000.00000000
PA
USD
868294.22000000
0.014650328107
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
2850000.00000000
PA
USD
2220071.63000000
0.037458245202
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M6G87
273071.15000000
PA
USD
265504.85000000
0.004479740941
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
125000.00000000
PA
USD
101209.44000000
0.001707660225
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
789217.22000000
PA
USD
772569.01000000
0.013035200766
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
23047000.00000000
PA
USD
19315069.58000000
0.325894265148
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MJ7E9
2615737.99000000
PA
USD
2356667.24000000
0.039762959962
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AB2G4
6362033.40000000
PA
USD
5181861.83000000
0.087431165919
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
8034504.45000000
0.135562489833
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.76800000
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
3903000.00000000
PA
USD
2191262.38000000
0.036972160008
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
598188.80000000
PA
USD
550214.91000000
0.009283522537
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
11391000.00000000
PA
USD
7380233.91000000
0.124523284617
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
62061148.54000000
PA
USD
50500917.86000000
0.852078707101
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
3133B2X61
62699932.06000000
PA
USD
52775026.26000000
0.890448689814
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
PPM Clo, Ltd.
5493001Z3ZE83NGK8Y12
PPM CLO 5 Ltd
69356TAC5
3730000.00000000
PA
USD
3488998.36000000
0.058868260967
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
4.44000000
N
N
N
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
17141000.00000000
PA
USD
16183351.70000000
0.273054233020
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGMP0
6796861.67000000
PA
USD
6051754.89000000
0.102108470516
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
3319758.61000000
PA
USD
2961699.17000000
0.049971384809
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
12504216.49000000
0.210977880632
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
13303954.06000000
0.224471483987
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
6287349.78000000
PA
USD
6054717.84000000
0.102158463006
Long
LON
CORP
US
N
2
2026-11-16
Floating
4.86500000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2B
82925BAE5
2685458.61000000
PA
USD
2537758.39000000
0.042818427456
Long
LON
CORP
US
N
2
2026-09-30
Floating
5.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4YY6
6809.50000000
PA
USD
6433.03000000
0.000108541549
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
2459786.59000000
0.041502845218
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
1168465.91000000
PA
USD
1037926.09000000
0.017512448452
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
14513000.00000000
PA
USD
12369048.35000000
0.208697250916
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
400419.24000000
PA
USD
339226.02000000
0.005723604258
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
1975384.68000000
0.033329755091
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Signal Peak CLO, LLC
N/A
Signal Peak CLO 12 Ltd
82671XAC7
1000000.00000000
PA
USD
973016.00000000
0.016417250426
Long
ABS-CBDO
CORP
JE
N
2
2034-07-18
Floating
4.71700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204TXB5
19763.45000000
PA
USD
19837.06000000
0.000334701568
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
2879248.80000000
0.048580237724
Long
DBT
CORP
US
N
2
2118-10-01
Fixed
5.21500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLJM2
4612319.53000000
PA
USD
3794401.83000000
0.064021192931
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
6828765.80000000
0.115218617413
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
4.44700000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
5712754.48000000
PA
USD
5469962.41000000
0.092292154196
Long
LON
CORP
US
N
2
2026-08-12
Floating
5.11500000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA UNIV REVENUES
915217XA6
12785000.00000000
PA
USD
7718386.32000000
0.130228774349
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
1156145.00000000
0.019507101624
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
4.06000000
N
N
N
N
N
N
Griffon Corporation
5493000C2SGNC7ZN3242
Griffon Corporation Term Loan B
39843GAJ2
857552.00000000
PA
USD
822538.15000000
0.013878307030
Long
LON
CORP
US
N
2
2029-01-24
Floating
5.56400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KTP82
7827509.94000000
PA
USD
6341018.84000000
0.106989087799
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
15008000.00000000
PA
USD
10350117.12000000
0.174632754961
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
963538.20000000
PA
USD
951127.52000000
0.016047936193
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
1476398.55000000
0.024910592142
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.66200000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAB7
21664000.00000000
PA
USD
16963995.20000000
0.286225670934
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
10070000.00000000
PA
USD
6804171.41000000
0.114803647609
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
4413122.21000000
0.074460576685
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.98700000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AY6
3322000.00000000
PA
USD
2261241.98000000
0.038152893539
Long
DBT
CORP
GB
N
2
2050-09-10
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPCF2
4775222.71000000
PA
USD
4161438.89000000
0.070214040047
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AF6
10765000.00000000
PA
USD
8154487.50000000
0.137586908525
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
2917653.18000000
PA
USD
2376468.43000000
0.040097056313
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
1614334.13000000
PA
USD
1593855.78000000
0.026892393839
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
57354.02000000
PA
USD
59673.56000000
0.001006844469
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
1270347.52000000
0.021433988099
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
80665.32000000
PA
USD
77144.83000000
0.001301629154
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
13381000.00000000
PA
USD
10597130.05000000
0.178800490260
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
1981462.49000000
PA
USD
1467459.07000000
0.024759760417
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BGYZ5
67686716.31000000
PA
USD
64663915.55000000
1.091044438256
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133JLUS6
71414.48000000
PA
USD
52905.35000000
0.000892647582
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
18379.99000000
PA
USD
17637.57000000
0.000297590588
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
71990000.00000000
PA
USD
55162337.50000000
0.930728691862
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
1427254.43000000
PA
USD
1331979.46000000
0.022473875411
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
31418EB82
16611253.21000000
PA
USD
13489486.44000000
0.227601886308
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5QW6
218082.52000000
PA
USD
194292.17000000
0.003278202219
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
9650074.46000000
0.162821257865
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
9384920.23000000
0.158347432773
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WGYG6
721762.26000000
PA
USD
707913.09000000
0.011944291233
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
5668444.27000000
0.095641047124
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
97993.84000000
PA
USD
92304.56000000
0.001557412290
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
5584000.00000000
PA
USD
4841048.80000000
0.081680784772
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
986069.41000000
PA
USD
730868.73000000
0.012331611164
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
12464.99000000
PA
USD
12345.18000000
0.000208294531
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
5.11500000
N
N
N
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
1549026.29000000
PA
USD
1453219.01000000
0.024519494449
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
9831885.38000000
0.165888869707
Long
DBT
CORP
AT
N
2
2049-04-03
Fixed
7.00000000
N
N
N
N
N
N
2022-11-29
Natixis Funds Trust I
John Sgroi
John Sgroi
Assistant Treasurer