0001752724-20-040505.txt : 20200227
0001752724-20-040505.hdr.sgml : 20200227
20200227173032
ACCESSION NUMBER: 0001752724-20-040505
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200227
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NUVEEN INVESTMENT FUNDS INC
CENTRAL INDEX KEY: 0000820892
IRS NUMBER: 411418224
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05309
FILM NUMBER: 20664018
BUSINESS ADDRESS:
STREET 1: 333 WEST WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 WEST WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST AMERICAN INVESTMENT FUNDS INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SECURAL MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19910627
0000820892
S000005573
Nuveen Strategic Income Fund
C000015185
Class A
FCDDX
C000015187
Class C
FCBCX
C000015188
Class R3
FABSX
C000015189
Class I
FCBYX
C000151934
Class R6
FSFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000820892
XXXXXXXX
S000005573
C000151934
C000015189
C000015187
C000015185
C000015188
Nuveen Investment Funds, Inc.
811-05309
0000820892
549300L93TESPETT4366
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Strategic Income Fund
S000005573
D1SNQQOZ05OZW7FW7N26
2020-06-30
2019-12-31
N
690098237
14618878
675479359
0
0
0
0
0
0
0
0
0
0
2502500
0
0
4469001
USD
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAL3
1000000.00000000
PA
USD
1016368.30000000
0.150466226163
Long
ABS-MBS
USGSE
US
Y
2
2046-03-10
Variable
4.08228000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-3
46650QAZ1
64237.93000000
PA
USD
68665.31000000
0.010165419429
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.76369600
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
975000.00000000
PA
USD
1015560.00000000
0.150346562995
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
1262000.00000000
PA
USD
1736919.26000000
0.257138761807
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
AMERICAN WOODMARK CORP
N/A
American Woodmark Corp
030506AA7
930000.00000000
PA
USD
953250.00000000
0.141122002811
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411EDA2
860.44000000
PA
USD
884.34000000
0.000130920358
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
4.87500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
3310000.00000000
PA
USD
3571844.40000000
0.528786609451
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417MAB3
2934750.00000000
PA
USD
3083688.56000000
0.456518547741
Long
ABS-O
CORP
US
Y
2
2047-04-30
Fixed
5.09300000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BX4
500000.00000000
PA
USD
511315.00000000
0.075696613551
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCC79
11542.62000000
PA
USD
192.17000000
0.000028449425
Long
ABS-CBDO
USGSE
US
N
2
2024-09-25
Fixed
5.00000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
930000.00000000
PA
USD
959053.20000000
0.141981126028
Long
DBT
CORP
CA
Y
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
745000.00000000
PA
USD
818829.50000000
0.121221986888
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
2100000.00000000
PA
USD
2258751.08000000
0.334392317086
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
CME Group Inc
N/A
US LONG BOND(CBT) Mar20
N/A
111.00000000
NC
USD
17305593.75000000
2.561972252656
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US LONG BOND(CBT) Mar20
2020-03-20
0
USD
-356699.39
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FF0
1500000.00000000
PA
USD
1516071.62000000
0.224443811613
Long
DBT
CORP
US
Y
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
New York City, New York, General Obligation Bonds, Fiscal 2020 Taxable Series A-2
549300ABYZD2SFD5JB29
New York City, New York, General Obligation Bonds, Fiscal 2020 Taxable Series A-2
64966QCB4
1500000.00000000
PA
USD
1500435.00000000
0.222128919264
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
2.28000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XDS0
350000.00000000
PA
USD
375892.72000000
0.055648291097
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
6.04200000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Entercom Media Corp
29365DAA7
100000.00000000
PA
USD
107000.00000000
0.015840602466
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAJ0
500000.00000000
PA
USD
524962.44000000
0.077717021698
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
10322440.37000000
PA
USD
10515293.08000000
1.556715677525
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBN4
1780000.00000000
PA
USD
1896628.91000000
0.280782659711
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-1776
63875BAJ4
2000000.00000000
PA
USD
1982058.80000000
0.293429958086
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Fixed
3.90170000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAH6
1515000.00000000
PA
USD
1617262.50000000
0.239424414447
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
1270000.00000000
PA
USD
1398251.78000000
0.207001407425
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Myers Park CLO LTD
N/A
Myers Park CLO Ltd
62848FAE2
1000000.00000000
PA
USD
992391.00000000
0.146916554410
Long
ABS-O
CORP
KY
Y
2
2030-10-20
Variable
3.56588000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
1375000.00000000
PA
USD
1442699.47000000
0.213581577405
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
250000.00000000
PA
USD
235000.00000000
0.034790108220
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAL0
1500000.00000000
PA
USD
1499996.25000000
0.222063965392
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
5.24000000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAM8
1909919.65000000
PA
USD
1920271.41000000
0.284282766662
Long
LON
CORP
US
N
2
2025-03-28
Variable
4.79938000
N
N
N
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
1030000.00000000
PA
USD
1175487.50000000
0.174022712069
Long
DBT
CORP
AU
Y
2
N/A
Variable
6.75000000
N
N
N
N
Y
Australia & New Zealand Banking Group Ltd/United Kingdom
Australia & New Zealand B 6.75 12/15/2168
USD
XXXX
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAB8
2000000.00000000
PA
USD
2003140.00000000
0.296550882467
Long
DBT
CORP
US
Y
2
2020-03-01
Fixed
4.62500000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
L8030PAF5
1803566.69000000
PA
USD
1800185.00000000
0.266504812621
Long
LON
CORP
LU
N
2
2025-04-25
Variable
3.54938000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-2
33850RAE2
2116918.09000000
PA
USD
2127091.79000000
0.314901079012
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
AUTONATION INC | 3025235
N/A
AutoNation, Inc
05329WAP7
1645000.00000000
PA
USD
1670014.73000000
0.247234013556
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.80000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2016-SFR1 Trust
89613BAE7
300000.00000000
PA
USD
304663.14000000
0.045103249409
Long
ABS-O
CORP
US
Y
2
2033-11-17
Fixed
4.87800000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBE8
13992635.13000000
PA
USD
966538.47000000
0.143089267957
Long
ABS-MBS
USGSE
US
N
2
2052-10-17
Variable
0.99707000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
3606400.00000000
PA
USD
3609285.12000000
0.534329446475
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
3.08200000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BAP7
670000.00000000
PA
USD
676700.00000000
0.100180707372
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25000000
N
N
N
N
N
N
Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A
N/A
Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A
186352SN1
1500000.00000000
PA
USD
1488390.00000000
0.220345741164
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
2.83200000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2019-SH1
85211XAA1
1428891.22000000
PA
USD
1436399.47000000
0.212648906419
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-29
Variable
3.39500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-5
46649KAN5
558424.09000000
PA
USD
571109.25000000
0.084548734523
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
850000.00000000
PA
USD
987275.00000000
0.146159166352
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
1635000.00000000
PA
USD
1793196.01000000
0.265470141479
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
1805000.00000000
PA
USD
1884425.74000000
0.278976065647
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B3KK5
443295.23000000
PA
USD
62002.95000000
0.009179103576
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
3.00000000
N
N
N
N
N
N
Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Distributable State Aid First Lien LTGO Local Project, Refunding Taxa
54930022O46HOX5J1D14
Michigan Finance Authority, Local Government Loan Program Revenue Bonds, Detroit Distributable State Aid First Lien LTGO Local Project, Refunding Taxa
59447TJV6
1500000.00000000
PA
USD
1506840.00000000
0.223077134767
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
2.24400000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AN4
800000.00000000
PA
USD
862000.00000000
0.127613077811
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHT2
1805000.00000000
PA
USD
1931628.71000000
0.285964135582
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.87500000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
1125000.00000000
PA
USD
1302412.50000000
0.192813071583
Long
DBT
CORP
KZ
Y
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
22541QWN8
83839.87000000
PA
USD
85950.51000000
0.012724372529
Long
ABS-CBDO
CORP
US
N
2
2033-09-25
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-8
46650MAE7
1088239.00000000
PA
USD
1097494.47000000
0.162476388860
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
3662000.00000000
PA
USD
3840309.96000000
0.568531060029
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
750000.00000000
PA
USD
729375.00000000
0.107978873119
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
4635000.00000000
PA
USD
4967470.40000000
0.735399288492
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
20600.00000000
NS
USD
2214500.00000000
0.327841253843
Long
EP
CORP
US
N
2
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2005-QS12 Trust
761118DU9
61923.47000000
PA
USD
60017.97000000
0.008885241155
Long
ABS-CBDO
USGSE
US
N
2
2035-08-25
Fixed
5.50000000
N
N
N
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd/Bermuda
85572RAA7
1120805.20000000
PA
USD
1143911.72000000
0.169348138438
Long
ABS-O
CORP
US
Y
2
2043-05-15
Fixed
4.08900000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan B
74839XAF6
2000000.00000000
PA
USD
2011600.00000000
0.297803326363
Long
LON
CORP
US
N
2
2023-11-15
Variable
4.54938000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
1820000.00000000
PA
USD
1974995.42000000
0.292384274024
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBA2
1250000.00000000
PA
USD
1284502.75000000
0.190161658218
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Fixed
2.92900000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694RG5
489533.15000000
PA
USD
464406.98000000
0.068752208903
Long
ABS-CBDO
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
1200000.00000000
PA
USD
1260000.00000000
0.186534197264
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252722AA1
1927103.33000000
PA
USD
1928052.62000000
0.285434720441
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
AMER AIRLN 13-2 B PTT
N/A
American Airlines 2013-2 Class B Pass Through Trust
02376TAC2
769958.87030000
PA
USD
782443.06000000
0.115835228652
Long
DBT
CORP
US
Y
2
2020-07-15
Fixed
5.60000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAJ6
525000.00000000
PA
USD
536823.00000000
0.079472894744
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.87500000
N
N
N
N
N
N
DONNELLEY FINANCIAL SOL
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787GAC4
1125000.00000000
PA
USD
1150312.50000000
0.170295729199
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
8.25000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
1500000.00000000
PA
USD
1505520.00000000
0.222881717988
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
549300X0L6OJNRPME518
Packers Holdings LLC
69519UAC6
1488636.36000000
PA
USD
1492357.95000000
0.220933168440
Long
LON
CORP
US
N
2
2024-12-04
Variable
4.98738000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR3 Trust
46187VAA7
3358948.35000000
PA
USD
3359731.66000000
0.497384800177
Long
ABS-O
CORP
US
Y
2
2037-07-17
Variable
2.73738000
N
N
N
N
N
N
SIERRA LTD
N/A
Sierra Ltd
826359AA9
500000.00000000
PA
USD
500000.00000000
0.074021506851
Long
DBT
CORP
BM
Y
2
2022-12-28
Variable
4.79361000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DAY6
715000.00000000
PA
USD
725725.00000000
0.107438516119
Long
DBT
CORP
US
N
2
2023-03-31
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities Trust
30711XAK0
5566125.64000000
PA
USD
5854956.91000000
0.866785466053
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
4.79200000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AF6
325000.00000000
PA
USD
334750.00000000
0.049557398836
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
GATES GLOBAL LLC
N/A
Gates Global LLC / Gates Global Co
36740LAA0
1500000.00000000
PA
USD
1525815.00000000
0.225886250952
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAB4
1000000.00000000
PA
USD
994259.00000000
0.147193098760
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
4.45800000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AH6
600000.00000000
PA
USD
642000.00000000
0.095043614796
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAPZ5
1292512.90000000
PA
USD
1370172.62000000
0.202844483957
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
994047.60000000
PA
USD
988197.63000000
0.146295755278
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
TMX FIN LLC/TITLEMAX FIN
N/A
TMX Finance LLC / TitleMax Finance Corp
87261NAJ9
1000000.00000000
PA
USD
905000.00000000
0.133978927400
Long
DBT
CORP
US
Y
2
2023-04-01
Fixed
11.12500000
N
N
N
N
N
MELCO RESORTS FINANCE
529900NRV6LBR3T6B421
Melco Resorts Finance Ltd
58547DAD1
225000.00000000
PA
USD
230571.43000000
0.034134489370
Long
DBT
CORP
KY
Y
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
742500.00000000
PA
USD
759711.15000000
0.112469928189
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
675000.00000000
PA
USD
684281.25000000
0.101303058469
Long
DBT
CORP
CO
N
2
2029-12-18
Variable
4.62500000
N
N
N
N
Y
Bancolombia SA
Bancolombia SA 4.625 12/18/2029
USD
XXXX
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-7
81747WBN6
246949.16000000
PA
USD
250537.58000000
0.037090338388
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
QZ6141563
575000.00000000
PA
USD
575891.45000000
0.085256705823
Long
DBT
CORP
KY
N
2
2023-09-28
Fixed
4.75000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
850000.00000000
PA
USD
1051875.00000000
0.155722745038
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
2797000.00000000
PA
USD
2972204.08000000
0.440014049341
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BJ5
900000.00000000
PA
USD
910107.00000000
0.134734983071
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300IWMW28G8CR9G28
Neuberger Berman Loan Advisers CLO 27 Ltd
64131WAE7
1000000.00000000
PA
USD
987244.00000000
0.146154577019
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Variable
3.40088000
N
N
N
N
N
N
LATAM FINANCE LTD
N/A
Latam Finance Ltd
51818KAC4
600000.00000000
PA
USD
649506.00000000
0.096154825657
Long
DBT
CORP
KY
Y
2
2026-03-01
Fixed
7.00000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
1950000.00000000
PA
USD
2052375.00000000
0.303839780247
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHKM3
3939157.89000000
PA
USD
4162260.92000000
0.616193650411
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
1335000.00000000
PA
USD
1332250.79000000
0.197230421958
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
GENTIVA HEALTH SERVICES
549300STP29LPEN7S547
Kindred at Home Hospice, Term Loan B
37249UAN6
1687218.05000000
PA
USD
1698294.64000000
0.251420656659
Long
LON
CORP
US
N
2
2025-07-02
Variable
5.56250000
N
N
N
N
N
N
CALUMET SPECIALTY PROD
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp
131477AQ4
600000.00000000
PA
USD
598500.00000000
0.088603743700
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
7.75000000
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAT0
2650000.00000000
PA
USD
2865491.98000000
0.424216068458
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAC2
1199388.36000000
PA
USD
1214567.82000000
0.179808280418
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
2995000.00000000
PA
USD
3257578.15000000
0.482261686696
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
58405FAA3
750000.00000000
PA
USD
764064.72000000
0.113114443812
Long
DBT
CORP
SG
Y
2
2026-05-14
Fixed
7.37500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co
163851AE8
995000.00000000
PA
USD
880575.00000000
0.130362976790
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AH2
1000000.00000000
PA
USD
1000940.00000000
0.148182174135
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
3.53975000
N
N
N
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
2000000.00000000
PA
USD
2070000.00000000
0.306449038363
Long
DBT
CORP
AU
Y
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Macquarie Bank Ltd/London
Macquarie Bank Ltd/London 6.125 09/08/2168
USD
XXXX
N
N
N
Horizon Aircraft Finance I Lim
N/A
Horizon Aircraft Finance II Ltd
44040HAC6
476190.50000000
PA
USD
483813.21000000
0.071625165677
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
6.90000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-1
64829JAA1
52037.78000000
PA
USD
54005.42000000
0.007995125133
Long
ABS-CBDO
CORP
US
Y
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAM7
2465000.00000000
PA
USD
2325403.60000000
0.344259757017
Long
ABS-MBS
USGSE
US
N
2
2048-07-10
Fixed
3.34500000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
1350000.00000000
PA
USD
1451250.00000000
0.214847423635
Long
DBT
CORP
IT
Y
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAV88
856216.22000000
PA
USD
911328.91000000
0.134915878310
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc
716768AD8
1000000.00000000
PA
USD
987500.00000000
0.146192476030
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
93369KAA3
750000.00000000
PA
USD
793890.00000000
0.117529868148
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
8.12500000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
2780000.00000000
PA
USD
2807800.00000000
0.415675173873
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
UNIVAR USA INC
5493008FTB9VZW6CVA82
Univar, Inc., Term Loan B
91335PAE9
493650.11000000
PA
USD
496303.48000000
0.073474262890
Long
LON
CORP
US
N
2
2024-07-01
Variable
4.04938000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
1000000.00000000
PA
USD
1001252.10000000
0.148228378359
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
2.98975000
N
N
N
N
N
N
Apidos CLO
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAG3
1000000.00000000
PA
USD
992494.00000000
0.146931802841
Long
ABS-O
CORP
KY
Y
2
2030-07-25
Variable
3.48963000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
1500000.00000000
PA
USD
1528500.00000000
0.226283746443
Long
DBT
CORP
US
Y
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
CME Group Inc
N/A
US 10YR NOTE (CBT)Mar20
N/A
-47.00000000
NC
USD
-6035828.12500000
-0.89356218581
N/A
DIR
US
N
1
N/A
N/A
Short
CME Group Inc
US 10YR NOTE (CBT)Mar20
2020-03-20
0
USD
64511.16
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
Hub International Holdings, Inc., Term Loan B
44332EAT3
500000.00000000
PA
USD
505690.00000000
0.074863871599
Long
LON
CORP
US
N
2
2025-04-25
Variable
5.90263000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBF5
593000.00000000
PA
USD
635405.43000000
0.094067334779
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
Meredith Corp
589433AB7
1000000.00000000
PA
USD
1039700.00000000
0.153920321346
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
Transdigm, Inc., Term Loan E
89364MBN3
2481108.31000000
PA
USD
2491826.70000000
0.368897534291
Long
LON
CORP
US
N
2
2025-05-30
Variable
4.29938000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
1040000.00000000
PA
USD
1090450.40000000
0.161433563508
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR2 Trust
46185HAA0
3060187.12000000
PA
USD
3055438.63000000
0.452336342967
Long
ABS-O
CORP
US
Y
2
2037-06-17
Variable
2.63975000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
1195000.00000000
PA
USD
1380225.00000000
0.204332668587
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
2000000.00000000
PA
USD
2156000.00000000
0.319180737541
Long
DBT
CORP
CH
Y
2
N/A
Variable
6.37500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 6.375 02/21/2168
USD
XXXX
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
1500000.00000000
PA
USD
1470836.10000000
0.217747008906
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
500000.00000000
PA
USD
538750.00000000
0.079758173632
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XNT7
5000000.00000000
PA
USD
5042659.00000000
0.746530435432
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
3.99200000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
2200000.00000000
PA
USD
2335784.00000000
0.345796502717
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
2295000.00000000
PA
USD
2490077.64000000
0.368638598178
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAC3
1782804.91000000
PA
USD
1801089.54000000
0.266638723449
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VAJ4
1000000.00000000
PA
USD
852365.50000000
0.126186757395
Long
ABS-MBS
USGSE
US
Y
2
2062-11-15
Fixed
2.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
2650000.00000000
PA
USD
2657274.17000000
0.393390876359
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3D4
560669.59000000
PA
USD
583752.58000000
0.086420491199
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
ULTRA CLEAN HOLDINGS INC
5493007L6LS7QX18PE75
Ultra Clean Holdings Inc
90385YAB7
1091105.12000000
PA
USD
1093150.94000000
0.161833359589
Long
LON
CORP
US
N
2
2025-08-27
Variable
6.29938000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
1500000.00000000
PA
USD
1689375.00000000
0.250100166273
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
2073750.00000000
PA
USD
2108215.73000000
0.312106610203
Long
ABS-O
CORP
US
Y
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJT0
4028907.86000000
PA
USD
4198303.77000000
0.621529542548
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
GRANITE ACQUISITION INC
549300DJBUN7Z75R2S83
Granite Acquisition Inc
38723BAB7
1487842.37000000
PA
USD
1496345.39000000
0.221523481075
Long
LON
CORP
US
N
2
2021-12-17
Variable
5.44463000
N
N
N
N
N
N
AGRIUM INC
549300PKXJDXRXJ9S290
Agrium Inc
008916AP3
3000000.00000000
PA
USD
3061977.63000000
0.453304396233
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
44485HAA2
225000.00000000
PA
USD
237690.00000000
0.035188343926
Long
DBT
CORP
CA
Y
2
2026-06-01
Fixed
7.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
1500000.00000000
PA
USD
1589085.00000000
0.235252932428
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZ73
3699068.89000000
PA
USD
3957440.68000000
0.585871444814
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
5493007TBMWZWGZIB256
Endo International PLC
L2968EAB8
1492385.79000000
PA
USD
1432921.68000000
0.212134043906
Long
LON
CORP
IE
N
2
2024-04-29
Variable
6.06250000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
825000.00000000
PA
USD
862125.00000000
0.127631583188
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
HARMAN INTL IND
1VWDHRIRERCQ5D5M5681
Harman International Industries Inc
413086AH2
1940000.00000000
PA
USD
2066588.32000000
0.305943962974
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AG4
750000.00000000
PA
USD
733880.25000000
0.108645843906
Long
ABS-O
CORP
KY
Y
2
2030-07-15
Variable
8.26088000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2018-2 Ltd
92917JAJ6
2000000.00000000
PA
USD
1942120.00000000
0.287517297771
Long
ABS-O
CORP
KY
Y
2
2031-07-15
Variable
3.85088000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBA3
1500000.00000000
PA
USD
1522187.25000000
0.225349187909
Long
ABS-MBS
USGSE
US
Y
2
2052-07-10
Variable
3.54969000
N
N
N
N
N
N
Octagon Investment Partners XV
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd
67590GBQ1
1625000.00000000
PA
USD
1494328.88000000
0.221224950857
Long
ABS-O
CORP
KY
Y
2
2031-01-25
Variable
0.00000100
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCS1
2100000.00000000
PA
USD
2145280.83000000
0.317593839310
Long
ABS-O
CORP
US
Y
2
2023-09-20
Fixed
4.15000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
1500000.00000000
PA
USD
1342500.00000000
0.198747745895
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
1725000.00000000
PA
USD
1817718.75000000
0.269100561813
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust 2018-8
81748HAU3
183946.32000000
PA
USD
186798.55000000
0.027654220297
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AGEJ7
460748.02000000
PA
USD
83831.03000000
0.012410598322
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
4.15800000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
725000.00000000
PA
USD
733016.62000000
0.108517989518
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAH7
7888000.00000000
PA
USD
501071.79000000
0.074180177872
Long
ABS-MBS
USGSE
US
N
2
2072-12-15
Variable
0.94900000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
1250000.00000000
PA
USD
1473437.50000000
0.218132128001
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAH3
1440000.00000000
PA
USD
1444623.41000000
0.213866403281
Long
ABS-O
CORP
US
Y
2
2023-05-22
Fixed
5.48000000
N
N
N
N
N
N
MASTR Reperforming Loan Trust
N/A
MASTR Reperforming Loan Trust 2005-1
576436AU3
1734541.03000000
PA
USD
1758449.77000000
0.260326203394
Long
ABS-CBDO
USGSE
US
Y
2
2034-08-25
Fixed
7.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBE4
1690000.00000000
PA
USD
1758524.77000000
0.260337306620
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.13618200
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
1050000.00000000
PA
USD
1195740.00000000
0.177020953204
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAJ2
2000000.00000000
PA
USD
2004265.60000000
0.296717519683
Long
ABS-MBS
USGSE
US
Y
2
2039-07-10
Variable
3.44312600
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAB1
2000000.00000000
PA
USD
1670000.00000000
0.247231832882
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
400000.00000000
PA
USD
411500.00000000
0.060919700138
Long
DBT
CORP
CA
Y
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
PQ CORP
2H1FRGMQKKSWC9PFJY28
PQ Corp
69353FAX2
2122029.42000000
PA
USD
2137180.71000000
0.316394673134
Long
LON
CORP
US
N
2
2025-02-08
Variable
4.42713000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation & Infrastructure Investors LLC
34960PAA9
900000.00000000
PA
USD
938250.00000000
0.138901357606
Long
DBT
CORP
US
Y
2
2022-03-15
Fixed
6.75000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BB7
750000.00000000
PA
USD
806100.00000000
0.119337473345
Long
DBT
CORP
US
Y
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
2500000.00000000
PA
USD
2700000.00000000
0.399716136995
Long
DBT
CORP
FR
Y
2
N/A
Variable
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 6.625 09/25/2168
USD
XXXX
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
2000000.00000000
PA
USD
2425000.00000000
0.359004308227
Long
DBT
CORP
FR
Y
2
N/A
Variable
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2168
USD
XXXX
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAJ1
1275000.00000000
PA
USD
1812477.75000000
0.268324668378
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
1500000.00000000
PA
USD
1657500.00000000
0.245381295211
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 06/27/2168
USD
XXXX
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
1350000.00000000
PA
USD
1368576.00000000
0.202608115520
Long
ABS-O
CORP
US
Y
2
2049-06-07
Fixed
4.19400000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1200000.00000000
PA
USD
1338000.00000000
0.198081552333
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
1000000.00000000
PA
USD
1041250.00000000
0.154149788017
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2200000.00000000
PA
USD
2238733.20000000
0.331428809803
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179YAK3
2480670.43000000
PA
USD
2491920.27000000
0.368911386676
Long
LON
CORP
US
N
2
2026-01-30
Variable
3.49488000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
450000.00000000
PA
USD
462537.00000000
0.068475371428
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
CIBANCO SA/PLA ADMIN
N/A
Cibanco SA Ibm / PLA Administradora Industrial S de RL de CV
17162LAB7
1130000.00000000
PA
USD
1168148.80000000
0.172936268804
Long
DBT
CORP
MX
Y
2
2029-07-18
Fixed
4.96200000
N
N
N
N
N
N
DENBURY RESOURCES INC
549300KCWA5W52MS5559
Denbury Resources Inc
247916AM1
600000.00000000
PA
USD
531000.00000000
0.078610840275
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
7.75000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TDY7
999419.84000000
PA
USD
1006272.16000000
0.148971563171
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
8.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
3795000.00000000
PA
USD
4141863.53000000
0.613173959324
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
7500000.00000000
PA
USD
7516848.53000000
1.112816909924
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
N/A
1.00000000
NC
USD
-2882841.10000000
-0.42678448446
N/A
DCR
CORP
US
N
2
Citigroup Inc
MBNUM2BPBDO7JBLYG310
Citigroup Inc
CITI CDX NA HY 33 BP FIX 12/24 ICE
Y
Credit Event as Specified in Contract
2024-12-20
0
USD
2099462.99
USD
29700000
USD
-733878.11
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-2
81746YAU8
72060.99000000
PA
USD
72927.96000000
0.010796474981
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAD0
2229500.00000000
PA
USD
2252798.28000000
0.333511046634
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.57300000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0MD8
2000000.00000000
PA
USD
2101962.40000000
0.311180848384
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
5.04200000
N
N
N
N
N
N
Magnetite CLO Ltd
N/A
Magnetite XV Ltd
55953MAU6
1000000.00000000
PA
USD
972134.00000000
0.143917647082
Long
ABS-O
CORP
KY
Y
2
2031-07-25
Variable
3.73963000
N
N
N
N
N
N
INFOR US INC
CIOT8TLNSHRE7MIBDR09
Infor (US), Inc., Term Loan B
45672LAE5
996569.99000000
PA
USD
1002444.77000000
0.148404944820
Long
LON
CORP
US
N
2
2022-02-01
Variable
4.69463000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-4
46649CAN3
135682.98000000
PA
USD
138760.30000000
0.020542492994
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
CLOUD CRANE LLC
N/A
Cloud Crane LLC
18911YAA3
700000.00000000
PA
USD
735000.00000000
0.108811615071
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
10.12500000
N
N
N
N
N
N
QUICKEN LOANS INC
549300FGXN1K3HLB1R50
Quicken Loans Inc
74840LAB8
2000000.00000000
PA
USD
2070000.00000000
0.306449038363
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAA6
1000000.00000000
PA
USD
853430.00000000
0.126344349183
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games Corp., Initial Term Loan B5
80875AAP6
500000.00000000
PA
USD
502050.00000000
0.074324995029
Long
LON
CORP
US
N
2
2024-08-14
Variable
0.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2011-C3
92935VAQ1
2630000.00000000
PA
USD
2700260.98000000
0.399754773261
Long
ABS-MBS
USGSE
US
Y
2
2044-03-15
Variable
5.33500000
N
N
N
N
N
N
PROMETRIC HOLDINGS INC
54930034OH1XQT27TX40
Prometric Holdings Inc
80358TAC0
500000.00000000
PA
USD
500312.50000000
0.074067770292
Long
LON
CORP
US
N
2
2025-01-29
Variable
0.00000000
N
N
N
N
N
N
Settlement Fee Finance LLC
N/A
Settlement Fee Finance 2019-1 LLC
81784RAA0
2364358.02000000
PA
USD
2357259.04000000
0.348975732358
Long
ABS-O
CORP
US
Y
2
2049-11-01
Fixed
3.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4GS9
56331.45000000
PA
USD
61921.29000000
0.009167014383
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
1880000.00000000
PA
USD
2023350.00000000
0.299542831774
Long
DBT
CORP
GB
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.5 04/02/2168
USD
XXXX
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
2940000.00000000
PA
USD
3070092.65000000
0.454505768251
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
4.12454000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
3260000.00000000
PA
USD
3443848.68000000
0.509837737321
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.48425500
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAB7
1350000.00000000
PA
USD
1466113.50000000
0.217047860969
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDL5
5533929.50000000
PA
USD
5664084.15000000
0.838528087428
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
3020000.00000000
PA
USD
3333325.00000000
0.493475478648
Long
DBT
CORP
FR
Y
2
N/A
Variable
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 6.75 10/06/2168
USD
XXXX
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
250000.00000000
PA
USD
258750.00000000
0.038306129795
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
COSAN LTD
6354007UNEBWHVSGS270
Cosan Ltd
22113AAB1
1875000.00000000
PA
USD
1954687.50000000
0.289377828346
Long
DBT
CORP
BM
Y
2
2029-09-20
Fixed
5.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AD5
515000.00000000
PA
USD
529162.50000000
0.078338811238
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
4.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-3
46649TAN6
420948.81000000
PA
USD
430502.24000000
0.063732849015
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CX63
30618.71000000
PA
USD
33825.69000000
0.005007657088
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AEK0
2919084.02000000
PA
USD
3113012.14000000
0.460859698897
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAF2
2435000.00000000
PA
USD
2560410.56000000
0.379050895617
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-6
64830BAA5
2186632.02000000
PA
USD
2269692.77000000
0.336012157848
Long
ABS-CBDO
CORP
US
Y
2
2057-08-27
Variable
4.00000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
Apollo Aviation Securitization Equity Trust 2016-2
03766EAB3
615409.16000000
PA
USD
616334.06000000
0.091243951689
Long
ABS-O
CORP
US
N
2
2041-11-15
Fixed
4.21200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
100000.00000000
PA
USD
113960.00000000
0.016870981841
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
ENSIGN DRILLING INC
549300MJ7RLJKQNMN618
Ensign Drilling Inc
29359NAA3
1625000.00000000
PA
USD
1533593.75000000
0.227037840544
Long
DBT
CORP
CA
Y
2
2024-04-15
Fixed
9.25000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAE1
625000.00000000
PA
USD
664819.70000000
0.098421911956
Long
DBT
CORP
ID
Y
2
2049-07-30
Fixed
4.70000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
3000000.00000000
PA
USD
3097500.00000000
0.458563234942
Long
DBT
CORP
US
N
2
N/A
Variable
4.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
3355000.00000000
PA
USD
3489200.00000000
0.516551683409
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust 2017-2
82281FAD6
3030864.51000000
PA
USD
3072044.87000000
0.454794780783
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AHP6
3262190.42000000
PA
USD
3439192.44000000
0.509148413519
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
GENWORTH HOLDINGS INC
PXDECZED7L8SRUP41R09
Genworth Holdings Inc
372491AG5
1230000.00000000
PA
USD
1202091.30000000
0.177961218797
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287F1
920000.00000000
PA
USD
922041.31000000
0.136501774290
Long
DBT
UST
US
N
2
2021-07-31
Fixed
1.75000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
100000.00000000
PA
USD
102750.00000000
0.015211419657
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBJ4
1680000.00000000
PA
USD
1836746.77000000
0.271917527238
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1060000.00000000
PA
USD
1119514.46000000
0.165736294541
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
1100000.00000000
PA
USD
1176756.32000000
0.174210552005
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
1000000.00000000
PA
USD
1064094.00000000
0.157531682622
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
N/A
325000.00000000
PA
USD
327518.75000000
0.048486862793
Long
LON
CORP
LU
N
2
2026-10-31
Variable
5.04938000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
600000.00000000
PA
USD
535500.00000000
0.079277033837
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAS7
1500000.00000000
PA
USD
1608358.95000000
0.238106306072
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.72320000
N
N
N
N
N
N
INGERSOLL-RAND LUX FINAN
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance SA
456873AD0
1405000.00000000
PA
USD
1506861.63000000
0.223080336937
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
Starwood Waypoint Homes Trust
N/A
Starwood Waypoint Homes 2017-1 Trust
85572MAA8
2961406.91000000
PA
USD
2955654.97000000
0.437564069222
Long
ABS-O
CORP
US
Y
2
2035-01-17
Variable
2.68975000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBS7
2000000.00000000
PA
USD
2104886.52000000
0.311613743921
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A
N/A
Cleveland, Ohio, Airport System Revenue Bonds, Taxable Series 2019A
186352SH4
1000000.00000000
PA
USD
1001740.00000000
0.148300608546
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
2.49200000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
2400000.00000000
PA
USD
2423409.36000000
0.358768825088
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBF7
19327378.03000000
PA
USD
988997.40000000
0.146414155639
Long
ABS-MBS
USGSE
US
N
2
2052-11-10
Variable
0.63058000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CK1
130194.51000000
PA
USD
130614.29000000
0.019336533124
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.73633300
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
600000.00000000
PA
USD
612960.00000000
0.090744445678
Long
DBT
CORP
MU
Y
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHJ94
1164.71000000
PA
USD
1183.30000000
0.000175179298
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
5.50000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
550000.00000000
PA
USD
566500.00000000
0.083866367262
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
830000.00000000
PA
USD
878995.63000000
0.130129162096
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAA4
1500000.00000000
PA
USD
1482000.00000000
0.219399746306
Long
DBT
CORP
MU
Y
2
N/A
Variable
5.65000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
1500000.00000000
PA
USD
1576830.00000000
0.233438665296
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
CME Group Inc
N/A
US 5YR NOTE (CBT) Mar20
N/A
-131.00000000
NC
USD
-15537828.12500000
-2.30026690201
N/A
DIR
US
N
1
N/A
N/A
Short
CME Group Inc
US 5YR NOTE (CBT) Mar20
2020-03-31
0
USD
72347.1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
1000000.00000000
PA
USD
1041230.00000000
0.154146827157
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
AASET 2019-1 Trust
549300TXM3PCKZJKD061
Aaset 2019-1 Trust
00256DAA0
2036050.00000000
PA
USD
2048743.75000000
0.303302199053
Long
ABS-O
CORP
US
Y
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
1345000.00000000
PA
USD
1543313.86000000
0.228476834922
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAA3
2199101.48000000
PA
USD
2295618.50000000
0.339850281050
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
3.78600000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
1225000.00000000
PA
USD
1283457.00000000
0.190006842237
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AH1
1000000.00000000
PA
USD
1047500.00000000
0.155075056853
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
2375000.00000000
PA
USD
2570658.44000000
0.380568022656
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.37500000
N
N
N
N
N
N
DENBURY RESOURCES INC
549300KCWA5W52MS5559
Denbury Resources Inc
247916AF6
1000000.00000000
PA
USD
967500.00000000
0.143231615756
Long
DBT
CORP
US
Y
2
2021-05-15
Fixed
9.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
4410000.00000000
PA
USD
4744491.36000000
0.702388799418
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
1195000.00000000
PA
USD
1295081.25000000
0.191727731239
Long
DBT
CORP
IT
Y
2
N/A
Variable
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2168
USD
XXXX
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAC2
1000000.00000000
PA
USD
1062500.00000000
0.157295702058
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132H3RK1
575142.16000000
PA
USD
612384.91000000
0.090659307622
Long
ABS-MBS
MUN
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAS0
350000.00000000
PA
USD
368847.50000000
0.054605295496
Long
DBT
CORP
US
Y
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
1105000.00000000
PA
USD
1150665.32000000
0.170347961735
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
2000000.00000000
PA
USD
2095000.00000000
0.310150113706
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Water Resources Authority, General Revenue Bonds, Green Series 2019F
549300GBS2G3YGHOYO19
Massachusetts Water Resources Authority, General Revenue Bonds, Green Series 2019F
576051WE2
1300000.00000000
PA
USD
1263093.00000000
0.186992094306
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
2.45300000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
1000000.00000000
PA
USD
1083750.00000000
0.160441616099
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
856870.88000000
PA
USD
899118.90000000
0.133108271632
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries GmbH, Term Loan
D6000EAB8
2487500.00000000
PA
USD
2504253.31000000
0.370737207086
Long
LON
CORP
US
N
2
2026-03-01
Variable
4.44463000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
1515000.00000000
PA
USD
1607793.75000000
0.238022632161
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2019-SFR1 Trust
00178XAD5
265000.00000000
PA
USD
260081.79000000
0.038503292000
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
WEB.COM GROUP INC
254900QSA9ZIGO5F5S30
Webcom Group Inc
94732YAS2
500000.00000000
PA
USD
500322.50000000
0.074069250723
Long
LON
CORP
US
N
2
2025-10-10
Variable
0.00000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
1100000.00000000
PA
USD
1163250.00000000
0.172211035689
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HP4
57745.92000000
PA
USD
65022.25000000
0.009626089847
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
First American Funds
N/A
First American Treasury Obligation Fund, Class Z
31846V542
7433167.78000000
NS
USD
7433167.78000000
1.100428559505
Long
STIV
USGSE
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV35
1249729.00000000
PA
USD
1309850.44000000
0.193914206636
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
1710000.00000000
PA
USD
1838250.00000000
0.272140069938
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
Pioneer Aircraft Finance Limit
N/A
Pioneer Aircraft Finance Ltd
72353PAA4
1446428.55000000
PA
USD
1456865.98000000
0.215678830239
Long
ABS-O
CORP
KY
Y
2
2044-06-15
Fixed
3.96700000
N
N
N
N
N
N
PRIME SECURITY SERVICES BOR
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
N/A
500000.00000000
PA
USD
502157.50000000
0.074340909653
Long
LON
CORP
US
N
2
2026-09-23
Variable
0.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
2070000.00000000
PA
USD
2278452.75000000
0.337309011688
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1500000.00000000
PA
USD
1458796.05000000
0.215964563618
Long
ABS-MBS
USGSE
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
ADS WASTE HOLDINGS
549300ML1GEF4BKIM713
ADS Waste Holdings, Inc., Term Loan B
00100UAG7
2479729.72000000
PA
USD
2491991.99000000
0.368922004321
Long
LON
CORP
US
N
2
2023-11-10
Variable
3.85250000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
1230000.00000000
PA
USD
1294575.00000000
0.191652784463
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.12500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
175000.00000000
PA
USD
180250.00000000
0.026684753219
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HF3
2280000.00000000
PA
USD
2383358.28000000
0.352839542503
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAB0
1803750.00000000
PA
USD
1815654.75000000
0.268795001032
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.37700000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
Vericrest Opportunity Loan Trust 2019-NPL7
92870DAB1
150000.00000000
PA
USD
149303.63000000
0.022103359341
Long
ABS-O
CORP
US
Y
2
2049-10-25
Variable
3.96710000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300IWMW28G8CR9G28
Neuberger Berman Loan Advisers CLO 27 Ltd
64131WAG2
2000000.00000000
PA
USD
1929500.00000000
0.285648994938
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Variable
3.70088000
N
N
N
N
N
N
JAGUAR HOLDING CO II
N/A
Pharmaceutical Product Development, Inc., Term Loan B
47009YAK3
2480569.96000000
PA
USD
2497202.18000000
0.369693336550
Long
LON
CORP
US
N
2
2022-08-18
Variable
4.29938000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAP4
1350000.00000000
PA
USD
1377000.00000000
0.203855229867
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
2000000.00000000
PA
USD
2034420.86000000
0.301181795253
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
2000000.00000000
PA
USD
2185000.00000000
0.323473984939
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.75 12/15/2168
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYN8
8131860.91000000
PA
USD
8562364.07000000
1.267598181338
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4F8
321072.34000000
PA
USD
333906.84000000
0.049432574889
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
1000000.00000000
PA
USD
1141260.00000000
0.168955569817
Long
DBT
NUSS
DO
Y
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CSS4
1151840.62000000
PA
USD
1158235.32000000
0.171468647349
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
1050000.00000000
PA
USD
1082823.00000000
0.160304380226
Long
DBT
CORP
BR
Y
2
2030-01-24
Fixed
4.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAX0
600000.00000000
PA
USD
611737.86000000
0.090563516390
Long
ABS-MBS
USGSE
US
N
2
2052-11-10
Fixed
3.33990000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
4125000.00000000
PA
USD
4220590.03000000
0.624828867642
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
FIRST QUALITY FINANCE CO
N/A
First Quality Finance Co Inc
336130AB5
825000.00000000
PA
USD
858346.50000000
0.127072202660
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
1465000.00000000
PA
USD
1611838.49000000
0.238621427660
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
VALARIS PLC
7N0UJMJLXD0MDT5D5086
Valaris plc
91889DAD8
1500000.00000000
PA
USD
832500.00000000
0.123245808907
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
5.20000000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
349093.12000000
PA
USD
349189.68000000
0.051695092580
Long
ABS-O
CORP
BM
Y
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
2000000.00000000
PA
USD
2200000.00000000
0.325694630144
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855031AQ3
1990000.00000000
PA
USD
1960279.35000000
0.290205662672
Long
LON
CORP
US
N
2
2026-04-12
Variable
6.69113000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AT2
1885000.00000000
PA
USD
1974948.88000000
0.292377384103
Long
DBT
CORP
US
N
2
2027-05-19
Fixed
3.15000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBC8
18210000.00000000
PA
USD
996432.99000000
0.147514942791
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Variable
0.76781000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-4
33851LAD6
1343154.25000000
PA
USD
1343026.11000000
0.198825632805
Long
ABS-CBDO
USGSE
US
Y
2
2048-07-25
Variable
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
2810000.00000000
PA
USD
2825241.72000000
0.418257298666
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVM3
3360000.00000000
PA
USD
3577835.62000000
0.529673567715
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAF6
1000000.00000000
PA
USD
1261500.00000000
0.186756261785
Long
DBT
CORP
ID
Y
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2015-STP
05547GAG8
2400000.00000000
PA
USD
2409416.64000000
0.356697300649
Long
ABS-MBS
USGSE
US
Y
2
2028-09-10
Variable
4.28435000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55400DAC5
2053488.97000000
PA
USD
2036941.34000000
0.301554934708
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.68000000
N
N
N
N
N
N
REGIONALCARE HOSPITAL PRTNRS
N/A
Lifepoint Health, Inc., Term Loan
75915TAD4
1985000.00000000
PA
USD
2003609.38000000
0.296620370897
Long
LON
CORP
US
N
2
2025-11-16
Variable
6.20163000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YD6
18000000.00000000
PA
USD
17489505.42000000
2.589199090538
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
1000000.00000000
PA
USD
1092500.00000000
0.161736992469
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2168
USD
XXXX
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Valeant Pharmaceuticals International, Inc., Term Loan, First Lien
C9413PAZ6
907779.12000000
PA
USD
914115.42000000
0.135328401648
Long
LON
CORP
US
N
2
2025-06-02
Variable
4.73975000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
1250000.00000000
PA
USD
1253125.00000000
0.185516401545
Long
DBT
CORP
CA
Y
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
1180000.00000000
PA
USD
1225736.80000000
0.181461769877
Long
DBT
CORP
MX
Y
2
N/A
Variable
6.75000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 6.75 09/27/2168
USD
XXXX
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DAZ2
160529.00000000
PA
USD
175384.58000000
0.025964461780
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
2752355.92000000
PA
USD
2895639.07000000
0.428679134516
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
1530000.00000000
PA
USD
1704114.00000000
0.252282172252
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAD0
1816322.50000000
PA
USD
1809747.41000000
0.267920460616
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
4.18000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2018-1
03463TAD2
2132000.00000000
PA
USD
2137206.34000000
0.316398467477
Long
ABS-CBDO
USGSE
US
Y
2
2048-04-27
Variable
4.10000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
1425000.00000000
PA
USD
1541434.23000000
0.228198568832
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
Massachusetts Water Resources Authority, General Revenue Bonds, Green Series 2019F
549300GBS2G3YGHOYO19
Massachusetts Water Resources Authority, General Revenue Bonds, Green Series 2019F
576051WF9
1300000.00000000
PA
USD
1268826.00000000
0.187840824903
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
2.55300000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2007-S1
466275AA2
459348.39000000
PA
USD
441825.95000000
0.065409245169
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Variable
2.07200000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
1412900.00000000
PA
USD
1443065.42000000
0.213635753746
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
3.78700000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
1400000.00000000
PA
USD
1480500.00000000
0.219177681786
Long
DBT
CORP
ES
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.5 12/05/2168
USD
XXXX
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
1480316.56000000
PA
USD
1535397.07000000
0.227304809472
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards
44421MAN0
1500000.00000000
PA
USD
1323543.30000000
0.195941338897
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04080000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
Select Medical Corp
N/A
1525000.00000000
PA
USD
1530246.00000000
0.226542229545
Long
LON
CORP
US
N
2
2025-03-06
Variable
4.58000000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Banc of America Commercial Mortgage Trust 2015-UBS7
06054ABD0
1200000.00000000
PA
USD
1261373.16000000
0.186737484009
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Variable
4.36054500
N
N
N
N
N
N
Wachovia Mortgage Loan Trust,
N/A
Wachovia Mortgage Loan Trust LLC Series 2005-B Trust
92977YBN0
130983.03000000
PA
USD
129788.92000000
0.019214342861
Long
ABS-CBDO
CORP
US
N
2
2035-10-20
Variable
4.25343100
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAH4
1784296.86000000
PA
USD
1794333.53000000
0.265638543368
Long
LON
CORP
US
N
2
2022-08-03
Variable
4.13778000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAC3
1424877.47000000
PA
USD
1418924.47000000
0.210061854754
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.84000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
2500000.00000000
PA
USD
2502003.75000000
0.370404175444
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
2.65975000
N
N
N
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
70457LAB0
1000000.00000000
PA
USD
920000.00000000
0.136199572606
Long
DBT
CORP
US
Y
2
2025-03-31
Fixed
6.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
3075000.00000000
PA
USD
3361496.43000000
0.497646062046
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
SS&C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
925000.00000000
PA
USD
987437.50000000
0.146183223342
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
2470000.00000000
PA
USD
2513225.00000000
0.372065403111
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
600000.00000000
PA
USD
623523.00000000
0.092308224032
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ1
36257TAD2
749076.49000000
PA
USD
754655.76000000
0.111721513018
Long
ABS-CBDO
USGSE
US
Y
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-2
46648HAE3
2210634.70000000
PA
USD
2240889.45000000
0.331748027551
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCK3
2000000.00000000
PA
USD
2061562.80000000
0.305199969848
Long
ABS-O
CORP
US
Y
2
2025-05-25
Fixed
4.26000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
1230000.00000000
PA
USD
1277448.04000000
0.189117257689
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
1575000.00000000
PA
USD
1445062.50000000
0.213931407488
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
2225000.00000000
PA
USD
2422013.05000000
0.358562111148
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45000000
N
N
N
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
400000.00000000
PA
USD
428252.00000000
0.063399716704
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAK6
850000.00000000
PA
USD
928234.00000000
0.137418558780
Long
DBT
NUSS
ID
Y
2
2028-03-01
Fixed
4.40000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
1000000.00000000
PA
USD
1110000.00000000
0.164327745209
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
3175000.00000000
PA
USD
3320675.35000000
0.491602786340
Long
DBT
NUSS
EG
Y
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
Horizon Aircraft Finance I Lim
N/A
Horizon Aircraft Finance II Ltd
44040HAA0
2419871.75000000
PA
USD
2415680.05000000
0.357624554742
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
500000.00000000
PA
USD
533750.00000000
0.079017958563
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
PETSMART INC
N/A
Petsmart Inc., Term Loan B, First Lien
71677HAG0
496103.90000000
PA
USD
491787.80000000
0.072805748013
Long
LON
CORP
US
N
2
2022-03-11
Variable
4.74000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
1500000.00000000
PA
USD
1760020.11000000
0.260558681260
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
549300NKHCH87PYOHD44
Freddie Mac STACR Trust 2019-HQA2
35564MAH8
1030000.00000000
PA
USD
1034719.98000000
0.153183064177
Long
ABS-CBDO
CORP
US
Y
2
2049-04-25
Variable
3.84200000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AC2
1500000.00000000
PA
USD
1481250.00000000
0.219288714046
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
1900000.00000000
PA
USD
2049624.47000000
0.303432583496
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4W1
52075.69000000
PA
USD
54164.98000000
0.008018746876
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
2000000.00000000
PA
USD
2247500.00000000
0.332726673295
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 06/11/2168
USD
XXXX
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
657695.00000000
PA
USD
673808.53000000
0.099752645439
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BK9
750000.00000000
PA
USD
824296.88000000
0.122031394300
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.50000000
N
N
N
N
N
N
TANK HOLDING CORP
N/A
Tank Holding Corp
87583FAF5
200000.00000000
PA
USD
201050.00000000
0.029764047904
Long
LON
CORP
US
N
2
2026-03-26
Variable
6.40804000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
1750000.00000000
PA
USD
1859375.00000000
0.275267478602
Long
DBT
CORP
NL
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
3215000.00000000
PA
USD
3367479.12000000
0.498531757504
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
350000.00000000
PA
USD
359236.50000000
0.053182454091
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AF8
850000.00000000
PA
USD
1049104.00000000
0.155312517847
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-3
92537BAA2
587193.06000000
PA
USD
592988.77000000
0.087787844602
Long
ABS-CBDO
USGSE
US
Y
2
2058-10-25
Variable
4.10800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HVV7
19080.92000000
PA
USD
19448.64000000
0.002879235278
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
3.79600000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AY9
1340000.00000000
PA
USD
1359679.31000000
0.201291022720
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
PGT ESCROW ISSUER INC
N/A
PGT Escrow Issuer Inc
69344BAA3
1250000.00000000
PA
USD
1339062.50000000
0.198238848035
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
1895000.00000000
PA
USD
2085396.45000000
0.308728375221
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
850000.00000000
PA
USD
1040918.50000000
0.154100711758
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
frontdoor Inc
35905AAA7
1500000.00000000
PA
USD
1635000.00000000
0.242050327403
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
STACR Trust 2018-DNA2
35563TAB7
3000000.00000000
PA
USD
3029127.60000000
0.448441178792
Long
ABS-CBDO
USGSE
US
Y
2
2030-12-25
Variable
3.94200000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325VDB7
400625.52000000
PA
USD
67680.51000000
0.010019626669
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
4.18025000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Conduit Receivables Funding LLC
82652KAB0
1090919.78000000
PA
USD
1096546.85000000
0.162336100339
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
3.20000000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp., Initial Term Loan
26483NAN0
1700000.00000000
PA
USD
1717000.00000000
0.254189854526
Long
LON
CORP
US
N
2
2026-02-08
Variable
6.79200000
N
N
N
N
N
N
CME Group Inc
N/A
US 10yr Ultra Fut Mar20
N/A
-136.00000000
NC
USD
-19135625.00000000
-2.83289559407
N/A
DIR
US
N
1
N/A
N/A
Short
CME Group Inc
US 10yr Ultra Fut Mar20
2020-03-20
0
USD
288726.1
N
N
N
Sequoia Mortgage Trust
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4
81747LAK7
648806.54000000
PA
USD
649465.47000000
0.096148825474
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
4.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAN6
1500000.00000000
PA
USD
1499995.05000000
0.222063787740
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
5.99000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAA7
1899836.63000000
PA
USD
1896681.76000000
0.280790483784
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
CURO GROUP HOLDINGS CORP
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAA5
1000000.00000000
PA
USD
879980.00000000
0.130274891197
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
8.25000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
1665000.00000000
PA
USD
1727698.92000000
0.255773754886
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
TELENET FINANCE LUX NOTE
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes Sarl
AQ2322842
2200000.00000000
PA
USD
2348031.44000000
0.347609650645
Long
DBT
CORP
LU
Y
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NKB0
32623.55000000
PA
USD
36271.21000000
0.005369699239
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
1400000.00000000
PA
USD
1497062.00000000
0.221629570179
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
1930000.00000000
PA
USD
2086853.98000000
0.308944152355
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes Trust 2018-SPI4
3137G1DM6
600000.00000000
PA
USD
601841.40000000
0.089098414626
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.45943300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HQ2
237575.65000000
PA
USD
264616.90000000
0.039174683352
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAB9
850000.00000000
PA
USD
900915.00000000
0.133374171689
Long
DBT
NUSS
N/A
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCX6
1525000.00000000
PA
USD
1641281.25000000
0.242980222582
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
1790000.00000000
PA
USD
1968660.08000000
0.291446371198
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
275000.00000000
PA
USD
302500.00000000
0.044783011644
Long
DBT
CORP
CA
Y
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
100000.00000000
PA
USD
105138.00000000
0.015564946374
Long
DBT
CORP
CA
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAJ5
1000000.00000000
PA
USD
873599.70000000
0.129330332357
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
Washington Mutual MSC Mortgage
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust
939336T29
101491.32000000
PA
USD
106207.15000000
0.015723226562
Long
ABS-CBDO
USGSE
US
N
2
2038-08-25
Variable
6.12784900
N
N
N
N
N
N
FIRST AM GOVT OB FD CL X
N/A
FIRST AM GOVT OB FD CL X
31846V336
8942073.52000000
NS
USD
8942073.52000000
1.323811512647
Long
STIV
USGSE
US
N
1
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
850000.00000000
PA
USD
883150.00000000
0.130744187551
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
250000.00000000
PA
USD
256970.00000000
0.038042613231
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
2990000.00000000
PA
USD
3262793.79000000
0.483033825760
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAN9
1500000.00000000
PA
USD
1531935.00000000
0.226792274195
Long
DBT
CORP
CA
Y
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912828YS3
2615000.00000000
PA
USD
2573476.68000000
0.380985243399
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
CME Group Inc
N/A
US ULTRA BOND CBT Mar20
N/A
160.00000000
NC
USD
29065000.00000000
4.302870193254
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US ULTRA BOND CBT Mar20
2020-03-20
0
USD
-835518.24
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
2010000.00000000
PA
USD
2156232.32000000
0.319215130894
Long
DBT
CORP
FR
Y
2
2026-05-12
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WK6Q6
2658658.37000000
PA
USD
2760183.41000000
0.408625870387
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAB6
2000000.00000000
PA
USD
1999106.40000000
0.295953736167
Long
ABS-O
CORP
US
Y
2
2022-04-20
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBMJ4
339607.85000000
PA
USD
350223.10000000
0.051848083192
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
13175000.00000000
PA
USD
12765339.19000000
1.889819284618
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBC6
8475000.00000000
PA
USD
494780.67000000
0.073248821508
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Variable
0.75629000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AD6
850000.00000000
PA
USD
892508.50000000
0.132129648094
Long
DBT
NUSS
BM
Y
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HN9
335098.84000000
PA
USD
376999.98000000
0.055812213204
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAG5
2065000.00000000
PA
USD
2175456.87000000
0.322061191213
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AH8
1250000.00000000
PA
USD
1284375.00000000
0.190142745723
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AJY5
578348.41000000
PA
USD
615347.05000000
0.091097831754
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
70000.00000000
NS
USD
1954400.00000000
0.289335265979
Long
EP
CORP
BM
N
1
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
1550000.00000000
PA
USD
1573250.00000000
0.232908671307
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAD2
998303.34000000
PA
USD
1005015.63000000
0.148785542683
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
4.54000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
2865000.00000000
PA
USD
2982106.25000000
0.441479996430
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
NEUSTAR INC
N/A
NeuStar Inc
64127UAY3
1990000.00000000
PA
USD
1898788.35000000
0.281102349716
Long
LON
CORP
US
N
2
2024-08-08
Variable
6.29938000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK22
06540XBH3
19591878.10000000
PA
USD
984958.16000000
0.145816174376
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Variable
0.60507200
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBD6
2750000.00000000
PA
USD
2829885.58000000
0.418944789695
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ98
1079142.55000000
PA
USD
1123809.60000000
0.166372160011
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Start Ltd.
N/A
START Ireland Trust 2019-I
85573LAB7
1419642.90000000
PA
USD
1451726.83000000
0.214918014985
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
5.09500000
N
N
N
N
N
N
SESAC Finance, LLC
N/A
Sesac Finance LLC
78396YAA1
1496250.00000000
PA
USD
1544728.50000000
0.228686262491
Long
ABS-O
CORP
US
Y
2
2049-07-25
Fixed
5.21600000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2012-4
81744VAA0
364443.24000000
PA
USD
367537.04000000
0.054411291048
Long
ABS-CBDO
USGSE
US
N
2
2042-09-25
Variable
3.50000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
425000.00000000
PA
USD
443615.00000000
0.065674101523
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
STENA INTERNATIONAL SA
213800A4LTGG4W55QP46
Stena International SA
85858EAA1
1000000.00000000
PA
USD
1025000.00000000
0.151744089044
Long
DBT
CORP
LU
Y
2
2024-03-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
900000.00000000
PA
USD
965782.67000000
0.142977377048
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
EK1429340
950000.00000000
PA
USD
1035500.00000000
0.153298540688
Long
DBT
CORP
IT
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA 8 06/03/2168
USD
XXXX
N
N
N
Oregon State Local Governments, Limited Tax Pension Obligation Bonds, Taxable Series 2005
N/A
Oregon State Local Governments, Limited Tax Pension Obligation Bonds, Taxable Series 2005
68608DDW1
1467956.04120000
PA
USD
1485219.20000000
0.219876326376
Long
DBT
MUN
US
N
2
2020-06-01
Fixed
4.85900000
N
N
N
N
N
N
ADANI GREEN ENERGY UP
N/A
Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ
00654AAA4
1375000.00000000
PA
USD
1477712.50000000
0.218765011885
Long
DBT
CORP
IN
Y
2
2024-12-10
Fixed
6.25000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AA6
1750000.00000000
PA
USD
1802850.00000000
0.266899347253
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
1940000.00000000
PA
USD
2165152.52000000
0.320535704185
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBM7
2280000.00000000
PA
USD
2354853.04000000
0.348619540867
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBK7
150000.00000000
PA
USD
164250.00000000
0.024316065000
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAB5
2570000.00000000
PA
USD
2621400.00000000
0.388079956118
Long
DBT
CORP
US
N
2
N/A
Fixed
5.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
2840000.00000000
PA
USD
3038800.00000000
0.449873110038
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
2019-12-31
Nuveen Investment Funds, Inc.
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer