0001752724-21-187880.txt : 20210826
0001752724-21-187880.hdr.sgml : 20210826
20210826172035
ACCESSION NUMBER: 0001752724-21-187880
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20210630
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: 211213352
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
C000015189
Class I
FCBYX
C000151934
Class R6
FSFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000820892
XXXXXXXX
S000005573
C000151934
C000015187
C000015185
C000015189
Nuveen Investment Funds, Inc.
811-05309
0000820892
549300L93TESPETT4366
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Strategic Income Fund
S000005573
D1SNQQOZ05OZW7FW7N26
2021-06-30
2021-06-30
N
719091156.00
56541350.00
662549806.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
44901655.00000000
0.00000000
0.00000000
320133.00000000
USD
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
1000000.00000000
PA
USD
1101240.00000000
0.166212409999
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage 2021-FL4 Ltd
00489TAJ5
600000.00000000
PA
USD
595512.66000000
0.089881946173
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Variable
2.68250000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
1500000.00000000
PA
USD
1627500.00000000
0.245641910277
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAE4
1424700.91000000
PA
USD
1441104.92000000
0.217508918869
Long
ABS-CBDO
USGSE
US
Y
2
2060-01-25
Fixed
2.72400000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAL5
1500000.00000000
PA
USD
1434212.40000000
0.216468616700
Long
DBT
CORP
ID
Y
2
2031-02-09
Fixed
2.30000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
1100000.00000000
PA
USD
1197625.00000000
0.180759995573
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.5 12/05/2169
USD
XXXX
N
N
N
DELEK US HOLDINGS INC
5493003O53JMENV1N385
Delek US Holdings Inc
24664GAE1
246875.00000000
PA
USD
248417.97000000
0.037494233301
Long
LON
CORP
US
N
2
2025-03-30
Variable
6.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
350000.00000000
PA
USD
332471.02000000
0.050180532390
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
1500000.00000000
PA
USD
1493190.00000000
0.225370226732
Long
DBT
CORP
MY
Y
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco Inc., Term Loan
84850XAK8
770000.00000000
PA
USD
772167.55000000
0.116544830744
Long
LON
CORP
US
N
2
2028-03-04
Variable
4.75000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
600000.00000000
PA
USD
636000.00000000
0.095992783371
Long
DBT
CORP
MU
Y
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
3500000.00000000
PA
USD
3648750.00000000
0.550713314977
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
3662000.00000000
PA
USD
3988318.66000000
0.601965108718
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG3 Mortgage Trust
08162QBA6
1000000.00000000
PA
USD
1052194.50000000
0.158809872174
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
3.65417700
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
1000000.00000000
PA
USD
1075700.00000000
0.162357605459
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
1496250.00000000
PA
USD
1551775.84000000
0.234212707625
Long
ABS-O
CORP
US
Y
2
2050-12-05
Fixed
2.84100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHKM3
2605362.11000000
PA
USD
2828241.88000000
0.426872342937
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
PITNEY BOWES INC
549300N2O26NW4ST6W55
Pitney Bowes Inc
724479AQ3
250000.00000000
PA
USD
265625.00000000
0.040091325602
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMG4
722000.00000000
PA
USD
752239.13000000
0.113536993473
Long
DBT
CORP
US
Y
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
VR Funding LLC
N/A
VR Funding LLC
91835CAC7
227062.50000000
PA
USD
228987.58000000
0.034561564719
Long
ABS-O
CORP
US
Y
2
2050-11-15
Fixed
6.42000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ1
36257TAD2
156345.54000000
PA
USD
158276.75000000
0.023889034238
Long
ABS-CBDO
USGSE
US
Y
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAC5
489959.93000000
PA
USD
490635.24000000
0.074052582244
Long
ABS-O
CORP
US
Y
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2A4
500000.00000000
PA
USD
558750.00000000
0.084333282560
Long
DBT
NUSS
UZ
Y
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
Transdigm, Inc., Term Loan E
89364MBQ6
1440220.55000000
PA
USD
1421576.89000000
0.214561513281
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.35430000
N
N
N
N
N
N
RAYONIER AM PROD INC
549300ZGRDDK1QM6MM16
Rayonier AM Products Inc
75508EAB4
100000.00000000
PA
USD
104250.00000000
0.015734666142
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series 2020-1
14576AAC6
498750.00000000
PA
USD
511499.40000000
0.077201652670
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
SESAC Finance, LLC
N/A
Sesac Finance LLC
78396YAA1
1473750.00000000
PA
USD
1572461.78000000
0.237334878941
Long
ABS-O
CORP
US
Y
2
2049-07-25
Fixed
5.21600000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
275000.00000000
PA
USD
285304.25000000
0.043061555133
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAB7
1200000.00000000
PA
USD
1200360.00000000
0.181172794728
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
JSM GLOBAL SARL
222100JFIJNVE1XMFY68
JSM Global Sarl
46592BAA0
750000.00000000
PA
USD
777855.00000000
0.117403249228
Long
DBT
CORP
LU
Y
2
2030-10-20
Fixed
4.75000000
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
1075000.00000000
PA
USD
1090645.44000000
0.164613351347
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAN6
49641.24000000
PA
USD
52228.09000000
0.007882892656
Long
ABS-MBS
CORP
US
Y
2
2025-04-15
Variable
2.84000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
250000.00000000
PA
USD
308217.50000000
0.046519898913
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
1325000.00000000
PA
USD
1390322.50000000
0.209844224148
Long
DBT
CORP
GB
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG2 Mortgage Trust
08162NAK2
1000000.00000000
PA
USD
1038631.30000000
0.156762750602
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
550000.00000000
PA
USD
535098.59000000
0.080763526780
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
L8030PAF5
1366762.47000000
PA
USD
1349438.76000000
0.203673557486
Long
LON
CORP
LU
N
2
2025-04-25
Variable
1.85430000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBF1
1025000.00000000
PA
USD
1025097.03000000
0.154719995495
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
900000.00000000
PA
USD
941844.42000000
0.142154508456
Long
ABS-CBDO
USGSE
US
Y
2
2050-11-25
Variable
4.01800000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
400000.00000000
PA
USD
410000.00000000
0.061882140223
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2007-S1
466275AA2
283427.07000000
PA
USD
280136.60000000
0.042281591129
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Variable
0.37150000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
665000.00000000
PA
USD
774216.18000000
0.116854034668
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBC8
225000.00000000
PA
USD
222171.75000000
0.033532837529
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
BJ1411179
550000.00000000
PA
USD
622679.25000000
0.093982255275
Long
DBT
NUSS
IL
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAM8
1874655.18000000
PA
USD
1861963.76000000
0.281030006067
Long
LON
CORP
US
N
2
2025-03-28
Variable
3.10430000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
175000.00000000
PA
USD
204222.95000000
0.030823788362
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUC
549300DWNZYMOSR1X343
Reynolds Group Holdings, Inc., Term Loan, First Lien
76171JAB7
303200.77000000
PA
USD
301249.67000000
0.045468230051
Long
LON
CORP
US
N
2
2027-02-04
Variable
1.85430000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AM7
300000.00000000
PA
USD
308625.00000000
0.046581403723
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAN6
1500000.00000000
PA
USD
1473639.75000000
0.222419467435
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
4.32300000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2017-SLP
36255MAN7
1200000.00000000
PA
USD
1197006.60000000
0.180666659194
Long
ABS-MBS
USGSE
US
Y
2
2032-10-10
Variable
4.74434300
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAD1
325000.00000000
PA
USD
348636.73000000
0.052620456129
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Fixed
3.34900000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791AC9
1000000.00000000
PA
USD
1000000.00000000
0.150932049325
Long
ABS-O
CORP
KY
Y
2
2031-07-17
Variable
2.28975000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAA3
500000.00000000
PA
USD
496560.00000000
0.074946818413
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
500000.00000000
PA
USD
530000.00000000
0.079993986142
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
OMAN SOVEREIGN SUKUK
549300KM6RUZQLK8LU36
Oman Sovereign Sukuk Co
68204LAB0
275000.00000000
PA
USD
282139.00000000
0.042583817464
Long
DBT
CORP
OM
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
240000.00000000
PA
USD
251776.27000000
0.038001108402
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
275000.00000000
PA
USD
281795.25000000
0.042531934572
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791BB0
500000.00000000
PA
USD
500000.00000000
0.075466024662
Long
ABS-O
CORP
KY
Y
2
2034-07-17
Variable
1.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
450000.00000000
PA
USD
507960.00000000
0.076667443775
Long
DBT
CORP
MX
Y
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBG9
705000.00000000
PA
USD
703200.14000000
0.106135438216
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Variable
3.63100000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
658000.00000000
PA
USD
755980.62000000
0.114101704227
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
2125000.00000000
PA
USD
2127975.00000000
0.321179627664
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
2115000.00000000
PA
USD
2358225.00000000
0.355931732021
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
1850000.00000000
PA
USD
1883989.03000000
0.284354325205
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA/Cayman Islands
05971AAG6
2000000.00000000
PA
USD
1949000.00000000
0.294166564136
Long
DBT
CORP
BR
Y
2
2026-01-11
Fixed
2.75000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
800000.00000000
PA
USD
793000.00000000
0.119689115115
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
1225000.00000000
PA
USD
1255012.50000000
0.189421608554
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
SUTTER RE LTD
N/A
Sutter Re Ltd
86944RAC2
250000.00000000
PA
USD
255725.00000000
0.038597098313
Long
DBT
CORP
BM
Y
2
2022-06-06
Variable
5.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
815000.00000000
PA
USD
918993.93000000
0.138705637172
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.37500000
N
N
N
N
N
N
AMENTUM GOVERNMENT SERVI
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC
57776DAB9
990000.00000000
PA
USD
990123.75000000
0.149441406673
Long
LON
CORP
US
N
2
2027-01-31
Variable
3.60430000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
649432.50000000
PA
USD
685365.60000000
0.103443634545
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
600000.00000000
PA
USD
568500.00000000
0.085804870041
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA
29280LAA1
1000000.00000000
PA
USD
995000.00000000
0.150177389079
Long
DBT
CORP
ES
Y
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBE4
500000.00000000
PA
USD
525671.25000000
0.079340639034
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAC0
750000.00000000
PA
USD
800427.53000000
0.120810167439
Long
ABS-MBS
CORP
US
Y
2
2052-04-15
Variable
10.01000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAK0
400000.00000000
PA
USD
411000.00000000
0.062033072272
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AN2
100000.00000000
PA
USD
103573.50000000
0.015632560610
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
C7052BAH7
248750.00000000
PA
USD
249181.58000000
0.037609486523
Long
LON
CORP
CA
N
2
2025-05-30
Variable
3.50000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
200000.00000000
PA
USD
199420.66000000
0.030098968891
Long
DBT
CORP
N/A
Y
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AV3
1025000.00000000
PA
USD
1161844.79000000
0.175359615153
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XDS0
255146.75000000
PA
USD
265227.06000000
0.040031263702
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
4.34150000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
1500000.00000000
PA
USD
1572057.48000000
0.237273857114
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
ULTRA CLEAN HOLDINGS INC
5493007L6LS7QX18PE75
Ultra Clean Holdings Inc
90385YAD3
897785.74000000
PA
USD
900775.37000000
0.135955872576
Long
LON
CORP
US
N
2
2025-08-27
Variable
3.85430000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAC3
750000.00000000
PA
USD
749501.40000000
0.113123782274
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
URSA RE II LTD
N/A
Ursa Re II Ltd
91734PAA4
500000.00000000
PA
USD
518550.00000000
0.078265814177
Long
ABS-O
CORP
BM
Y
2
2023-12-07
Variable
3.79056000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
325000.00000000
PA
USD
336225.50000000
0.050747203750
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAA9
1985000.00000000
PA
USD
2078314.85000000
0.313684319454
Long
ABS-O
CORP
US
Y
2
2050-07-20
Fixed
3.78600000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank/The
00831TAB7
375000.00000000
PA
USD
379578.00000000
0.057290485418
Long
DBT
NUSS
N/A
Y
2
2026-05-17
Fixed
2.63400000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Thomson Reuters IP & S, Term Loan B
L2000AAC4
320125.00000000
PA
USD
319164.63000000
0.048172171678
Long
LON
CORP
LU
N
2
2026-10-31
Variable
3.10430000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
3500000.00000000
PA
USD
3623550.00000000
0.546909827334
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321847
326000.00000000
PA
USD
333711.01000000
0.050367686621
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
325000.00000000
PA
USD
328087.50000000
0.049518918733
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
Lifepoint Health, Inc., New Term Loan B
75915TAD4
1153066.53000000
PA
USD
1151740.50000000
0.173834553956
Long
LON
CORP
US
N
2
2025-11-16
Variable
3.85430000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
850000.00000000
PA
USD
1093312.50000000
0.165015896178
Long
DBT
NUSS
QA
Y
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
Start Ltd.
549300VIQYFIDJQCKZ43
Start Ltd/Bermuda
85572RAA7
1023731.40000000
PA
USD
1028830.61000000
0.155283512376
Long
ABS-O
CORP
US
Y
2
2043-05-15
Fixed
4.08900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VU2
1438523.08000000
PA
USD
1558790.49000000
0.235271443125
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
QUIKRETE HOLDINGS INC
5493007KIN86DIZWZT22
Quikrete Holdings, Inc., Term Loan B
74839XAF6
980050.24000000
PA
USD
972699.86000000
0.146811583248
Long
LON
CORP
US
N
2
2027-01-31
Variable
2.60430000
N
N
N
N
N
N
LUNAR AIRCRAFT 2020-1 LIMITED
N/A
LUNAR AIRCRAFT 2020-1 LTD
55037LAB0
308365.08000000
PA
USD
286649.89000000
0.043264655336
Long
ABS-O
CORP
US
Y
2
2045-02-15
Fixed
4.33500000
N
N
N
N
N
N
NEUSTAR INC
N/A
NeuStar Inc
64127UAY3
1770324.43000000
PA
USD
1736582.05000000
0.262105887628
Long
LON
CORP
US
N
2
2024-08-08
Variable
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
500000.00000000
PA
USD
632875.02000000
0.095521123735
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBMJ4
252285.15000000
PA
USD
269117.10000000
0.040618395411
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
444511.53000000
PA
USD
478367.97000000
0.072201058043
Long
ABS-O
CORP
US
Y
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DAZ2
107126.24000000
PA
USD
117638.33000000
0.017755394226
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2020-1 Trust
21872UAA2
430935.36000000
PA
USD
437773.70000000
0.066074081681
Long
ABS-O
CORP
US
Y
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
J2 Global Inc
48123VAF9
325000.00000000
PA
USD
336472.50000000
0.050784483966
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022683
7000000.00000000
PA
USD
7226406.25000000
1.090696304573
Long
ABS-O
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
1200000.00000000
PA
USD
1438217.20000000
0.217073069371
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series 2020-1
14576AAE2
1250000.00000000
PA
USD
1358773.25000000
0.205082431191
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
4.69000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
3000000.00000000
PA
USD
3139800.00000000
0.473896448473
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2020-SFR1 Trust
89613GAD8
500000.00000000
PA
USD
506416.25000000
0.076434442424
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.54800000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
90385KAG6
124064.06000000
PA
USD
124368.64000000
0.018771213707
Long
LON
CORP
US
N
2
2026-05-03
Variable
4.00000000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani LLC
17026YAH2
198500.00000000
PA
USD
199306.90000000
0.030081798861
Long
LON
CORP
US
N
2
2027-10-23
Variable
4.50000000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
14600.00000000
NS
USD
1591400.00000000
0.240193263297
Long
EP
CORP
US
N
2
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAB6
375000.00000000
PA
USD
374062.50000000
0.056458019700
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2018-R07
20753QCB3
394618.06000000
PA
USD
394991.49000000
0.059616875051
Long
ABS-CBDO
USGSE
US
Y
2
2031-04-25
Variable
2.61617000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
200000.00000000
PA
USD
199500.00000000
0.030110943840
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
2295000.00000000
PA
USD
2565600.24000000
0.387231301973
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
230000.00000000
PA
USD
267536.00000000
0.040379756748
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BAJ8
1000000.00000000
PA
USD
908785.00000000
0.137164782446
Long
ABS-MBS
USGSE
US
Y
2
2052-10-17
Fixed
2.50000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AR4
665000.00000000
PA
USD
735549.85000000
0.111018046241
Long
DBT
NUSS
PK
Y
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
Apidos CLO
549300AVJUID3QNR9M59
Apidos CLO XXIX
03767MAG3
1000000.00000000
PA
USD
999454.00000000
0.150849640426
Long
ABS-O
CORP
KY
Y
2
2030-07-25
Variable
1.72575000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBJ4
1000000.00000000
PA
USD
1097311.90000000
0.165619533816
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.52539000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
1420000.00000000
PA
USD
1641255.81000000
0.247718102871
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
625000.00000000
PA
USD
645125.00000000
0.097370038321
Long
DBT
CORP
MX
Y
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
CME Group Inc
N/A
US ULTRA BOND CBT Sep21
N/A
50.00000000
NC
USD
9634375.00000000
1.454135962723
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US ULTRA BOND CBT Sep21
2021-09-21
9284475.00000000
USD
349900.00000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAJ0
1250000.00000000
PA
USD
1244064.00000000
0.187769129012
Long
ABS-O
CORP
US
Y
2
2028-01-18
Fixed
2.38000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAK0
130475.86000000
PA
USD
138467.36000000
0.020899162409
Long
ABS-CBDO
CORP
US
Y
2
2055-08-25
Variable
5.49031900
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
750000.00000000
PA
USD
777187.50000000
0.117302502085
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
785620.19000000
PA
USD
800030.51000000
0.120750244397
Long
ABS-O
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
Dell International LLC
24702NBF6
330855.24000000
PA
USD
331164.59000000
0.049983350232
Long
LON
CORP
US
N
2
2025-09-19
Variable
2.00000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
1909091.67000000
PA
USD
2015790.80000000
0.304247436456
Long
ABS-O
CORP
US
Y
2
2050-01-20
Fixed
3.84500000
N
N
N
N
N
N
ULKER BISKUVI SANAYI AS
7890009HEU9BS7J3DA93
Ulker Biskuvi Sanayi AS
903742AA2
575000.00000000
PA
USD
623668.00000000
0.094131489338
Long
DBT
CORP
TR
Y
2
2025-10-30
Fixed
6.95000000
N
N
N
N
N
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2020A
549300C8XO7EXTX2XU71
Dormitory Authority of the State of New York, Revenue Bonds, New York University, Series 2020A
64990GY48
2540000.00000000
PA
USD
2602788.80000000
0.392844247546
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
2.51200000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAA3
600000.00000000
PA
USD
617538.00000000
0.093206275876
Long
DBT
CORP
JE
Y
2
2026-08-15
Fixed
4.87500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163ABR3
1500000.00000000
PA
USD
1521479.10000000
0.229639958569
Long
ABS-MBS
USGSE
US
Y
2
2053-07-15
Fixed
4.13900000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd
46143NAB6
550000.00000000
PA
USD
594687.50000000
0.089757403083
Long
DBT
CORP
BM
Y
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
1345000.00000000
PA
USD
1592152.73000000
0.240306874378
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Solar Financing V LLC
92854VAB1
1345906.78000000
PA
USD
1428187.58000000
0.215559278271
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
SANDERS RE LTD
549300R7FVCRRNP5EE19
Sanders Re Ltd
80000RAJ1
250000.00000000
PA
USD
218750.00000000
0.033016385790
Long
ABS-O
CORP
BM
Y
2
2022-04-07
Variable
5.54056000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCT9
282288.41000000
PA
USD
298202.45000000
0.045008306892
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
5.99150000
N
N
N
N
N
N
Octagon Credit Partners 46, LT
N/A
Octagon Investment Partners 46 Ltd
67577VAC7
1000000.00000000
PA
USD
1000120.00000000
0.150950161171
Long
ABS-O
CORP
KY
Y
2
2033-07-15
Variable
2.38375000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
1225000.00000000
PA
USD
1191003.56000000
0.179760608065
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAG5
750000.00000000
PA
USD
790485.00000000
0.119309521011
Long
DBT
CORP
TR
Y
2
2026-02-06
Fixed
6.80000000
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
250000.00000000
PA
USD
251875.00000000
0.038016009923
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
375000.00000000
PA
USD
390455.21000000
0.058932205015
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-II Ltd
12547LAE8
700000.00000000
PA
USD
700884.10000000
0.105785873552
Long
ABS-O
CORP
KY
Y
2
2032-08-24
Variable
2.38825000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AC2
1000000.00000000
PA
USD
991415.12000000
0.149636315794
Long
DBT
CORP
KR
Y
2
2026-07-07
Fixed
1.37500000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
49000.00000000
NS
USD
1324960.00000000
0.199978928074
Long
EP
CORP
US
N
1
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
500000.00000000
PA
USD
632263.79000000
0.095428869539
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAP4
1350000.00000000
PA
USD
1444500.00000000
0.218021345251
Long
DBT
CORP
CA
Y
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C22
46642NBK1
1600000.00000000
PA
USD
1582108.48000000
0.238790875142
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Variable
4.70473900
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
1041573.00000000
0.157206747412
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1500000.00000000
PA
USD
1553550.00000000
0.234480485230
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
INDIA GREEN ENERGY HLDNG
2549005BFUXXT5HWAG36
India Green Energy Holdings
45410FAA3
750000.00000000
PA
USD
784875.00000000
0.118462792214
Long
DBT
CORP
MU
Y
2
2024-04-29
Fixed
5.37500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital, Term Loan B
95810DAR2
1291357.23000000
PA
USD
1292855.20000000
0.195133284817
Long
LON
CORP
US
N
2
2023-04-29
Variable
1.84250000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
1284727.50000000
PA
USD
1425510.38000000
0.215155202988
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCC79
275.77000000
PA
USD
9.63000000
0.000001453475
Long
ABS-CBDO
USGSE
US
N
2
2024-09-25
Fixed
5.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
2600000.00000000
PA
USD
2631200.00000000
0.397132408186
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2169
USD
XXXX
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc., Term Loan
76173FAW7
248750.00000000
PA
USD
247483.86000000
0.037353246164
Long
LON
CORP
US
N
2
2026-02-05
Variable
3.35430000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
675000.00000000
PA
USD
684436.50000000
0.103303403578
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
BRITISH AIR 20-1 B PPT
N/A
British Airways 2020-1 Class B Pass Through Trust
11042WAA4
431624.81000000
PA
USD
498966.91000000
0.075310098272
Long
ABS-O
CORP
US
Y
2
2028-11-15
Fixed
8.37500000
N
N
N
N
N
N
CITY BREWING CO LLC
N/A
City Brewing Co LLC
17776EAB1
400000.00000000
PA
USD
402500.00000000
0.060750149853
Long
LON
CORP
US
N
2
2028-04-05
Variable
4.25000000
N
N
N
N
N
N
UNIVAR USA INC
5493008FTB9VZW6CVA82
Univar Solutions USA Inc/Washington
91335PAJ8
456303.50000000
PA
USD
456018.31000000
0.068827778058
Long
LON
CORP
US
N
2
2028-06-03
Variable
0.00000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
2000000.00000000
PA
USD
2187500.00000000
0.330163857900
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 09/08/2169
USD
XXXX
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
375000.00000000
PA
USD
398906.25000000
0.060207737801
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
1339875.00000000
PA
USD
1373278.08000000
0.207271674908
Long
ABS-O
CORP
US
Y
2
2049-06-07
Fixed
4.19400000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
92858RAB6
1285000.00000000
PA
USD
1304275.00000000
0.196856898634
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.75000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
550000.00000000
PA
USD
574150.50000000
0.086657711586
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
462652AA6
437500.00000000
PA
USD
423189.38000000
0.063872840376
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AS9
1413138.35000000
PA
USD
1514374.45000000
0.228567639185
Long
ABS-O
CORP
US
Y
2
2048-11-15
Fixed
4.81000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
145000.00000000
PA
USD
156701.50000000
0.023651278527
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-1776
63875BAJ4
1000000.00000000
PA
USD
1002118.00000000
0.151251723406
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Fixed
3.90170000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
750000.00000000
PA
USD
725047.50000000
0.109432905033
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
2.80000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
225000.00000000
PA
USD
229902.75000000
0.034699693203
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
7602983.06000000
NS
USD
7602983.06000000
1.147533814235
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HN9
238114.44000000
PA
USD
275335.93000000
0.041557016167
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
1210000.00000000
PA
USD
1382420.23000000
0.208651518343
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
575000.00000000
PA
USD
694030.75000000
0.104751483392
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CRV0
170102.19000000
PA
USD
176500.18000000
0.026639533873
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
450000.00000000
PA
USD
445500.00000000
0.067240227974
Long
DBT
CORP
PE
Y
2
2026-02-11
Fixed
4.37500000
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAE2
100000.00000000
PA
USD
101500.00000000
0.015319603006
Long
DBT
CORP
US
Y
2
2026-12-31
Fixed
5.00000000
N
N
N
N
N
N
Apollo Aviation Securitization
N/A
AASET 2020-1 Trust
00255UAB1
651371.60000000
PA
USD
457051.30000000
0.068983689356
Long
ABS-O
CORP
US
Y
2
2040-01-16
Fixed
4.33500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CF2
187494.52000000
PA
USD
187565.88000000
0.028309702651
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
4.03591500
N
N
N
N
N
N
OQ SAOC
549300YK417GKI6EQ392
OQ SAOC
67624L2A5
500000.00000000
PA
USD
502532.00000000
0.075848184611
Long
DBT
CORP
OM
Y
2
2028-05-06
Fixed
5.12500000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
250000.00000000
PA
USD
249492.50000000
0.037656414316
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
2845000.00000000
PA
USD
3080427.53000000
0.464935239902
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1150000.00000000
PA
USD
1190780.27000000
0.179726906447
Long
ABS-MBS
USGSE
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
980000.00000000
PA
USD
1053500.00000000
0.159006913964
Long
DBT
CORP
MX
Y
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 6.75 09/27/2169
USD
XXXX
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AK2
1505672.01000000
PA
USD
1506515.19000000
0.227381424967
Long
DBT
NUSS
CI
Y
2
2032-12-31
Fixed
5.75000000
N
Y
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
500000.00000000
PA
USD
508250.00000000
0.076711214069
Long
DBT
CORP
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
BLOUNT INTERNATIONAL INC
N/A
Blount International Inc
09518DAH0
750000.00000000
PA
USD
753281.25000000
0.113694282781
Long
LON
CORP
US
N
2
2023-04-12
Variable
4.75000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
540000.00000000
PA
USD
539354.64000000
0.081405901128
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CA8
420000.00000000
PA
USD
489825.00000000
0.073930291061
Long
DBT
NUSS
JM
N
2
2028-04-28
Fixed
6.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
1010000.00000000
PA
USD
1128998.20000000
0.170402012011
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Emdeon, Inc., Term Loan
15911AAC7
1169538.18000000
PA
USD
1169602.50000000
0.176530502221
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAC1
500000.00000000
PA
USD
499221.65000000
0.075348546702
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
3.44000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
Vertical US Newco Inc
N/A
422877.65000000
PA
USD
424023.65000000
0.063998758457
Long
LON
CORP
US
N
2
2027-07-31
Variable
4.47760000
N
N
N
N
N
N
INGRAM MICRO INC
549300KJMEWPKRQZHX63
Ingram Micro Inc
N/A
400000.00000000
PA
USD
401188.00000000
0.060552127004
Long
LON
CORP
US
N
2
2028-04-01
Variable
0.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAH3
1150000.00000000
PA
USD
1185299.48000000
0.178899679581
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
1000000.00000000
PA
USD
1042500.00000000
0.157346661422
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
1502000.00000000
PA
USD
1588747.30000000
0.239792885849
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
125000.00000000
PA
USD
121250.00000000
0.018300510980
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179YAK3
2442010.87000000
PA
USD
2447358.87000000
0.369384889684
Long
LON
CORP
US
N
2
2026-01-30
Variable
1.85430000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding 2021-A LLC
74615JAD2
250000.00000000
PA
USD
249794.98000000
0.037702068242
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
4.37000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
500000.00000000
PA
USD
499879.25000000
0.075447799617
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBU7
171142.86000000
PA
USD
181435.63000000
0.027384451456
Long
ABS-CBDO
USGSE
US
N
2
2028-08-25
Variable
7.04150000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAA5
270000.00000000
PA
USD
274139.10000000
0.041376376163
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
PROMETRIC HOLDINGS INC
54930034OH1XQT27TX40
Prometric Holdings Inc
80358TAC0
244987.56000000
PA
USD
242170.20000000
0.036551244571
Long
LON
CORP
US
N
2
2025-01-29
Variable
4.00000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
75009XAB6
748125.00000000
PA
USD
744997.84000000
0.112444050734
Long
LON
CORP
US
N
2
2028-02-09
Variable
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AD7
1000000.00000000
PA
USD
1001348.40000000
0.151135566101
Long
ABS-CBDO
USGSE
US
Y
2
2065-05-25
Variable
2.13000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2200000.00000000
PA
USD
2228850.80000000
0.336405018885
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
250000.00000000
PA
USD
250005.00000000
0.037733766991
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
1000000.00000000
PA
USD
1042680.00000000
0.157373829191
Long
ABS-O
CORP
US
Y
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
1105000.00000000
PA
USD
1198637.24000000
0.180912775031
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
1000000.00000000
PA
USD
1012200.00000000
0.152773420327
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2625000.00000000
PA
USD
2650090.35000000
0.399983567424
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAD7
715784.14000000
PA
USD
724996.57000000
0.109425218064
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
1492500.00000000
PA
USD
1579393.35000000
0.238381075007
Long
ABS-O
CORP
US
Y
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
SIERRA LTD
549300GLWBBA2QVWUQ65
Sierra Ltd
826359AA9
500000.00000000
PA
USD
505200.00000000
0.076250871319
Long
ABS-O
CORP
BM
Y
2
2022-12-28
Variable
3.29056000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
750000.00000000
PA
USD
785636.25000000
0.118577689237
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
350000.00000000
PA
USD
384919.50000000
0.058096688960
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
2000000.00000000
PA
USD
2035600.00000000
0.307237279607
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
BQ2336940
600000.00000000
PA
USD
598687.50000000
0.090361131280
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHJ94
202.58000000
PA
USD
204.11000000
0.000030806740
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
5.50000000
N
N
N
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
275000.00000000
PA
USD
283255.50000000
0.042752333097
Long
DBT
CORP
CA
Y
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
300000.00000000
PA
USD
316731.00000000
0.047804858915
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAK6
850000.00000000
PA
USD
969246.50000000
0.146290360546
Long
DBT
NUSS
ID
Y
2
2028-03-01
Fixed
4.40000000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
Arterra Wines Canada Inc
N/A
223875.00000000
PA
USD
224645.13000000
0.033906149841
Long
LON
CORP
CA
N
2
2027-11-25
Variable
4.25000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
430000.00000000
PA
USD
494680.31000000
0.074663112949
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
GOPHER RESOURCE LLC
549300BTDNOXC3JSII89
Gopher Resource LLC
26828KAB6
1480476.79000000
PA
USD
1326262.93000000
0.200175581969
Long
LON
CORP
US
N
2
2025-01-28
Variable
4.25000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAD7
500000.00000000
PA
USD
505000.00000000
0.076220684909
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
1000000.00000000
PA
USD
1101250.00000000
0.166213919320
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2169
USD
XXXX
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
100000.00000000
PA
USD
103875.00000000
0.015678066623
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
CAELUS RE VI LTD
N/A
Caelus Re VI Ltd
12765MAA9
750000.00000000
PA
USD
767550.00000000
0.115847894460
Long
ABS-O
CORP
KY
Y
2
2023-06-07
Variable
5.54056000
N
N
N
N
N
N
MAGIC MERGECO INC
N/A
Magic Mergeco Inc
55916AAA2
375000.00000000
PA
USD
384723.75000000
0.058067144011
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
CALRIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAA7
470000.00000000
PA
USD
474281.70000000
0.071584308938
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
1431568.26000000
PA
USD
1455140.61000000
0.219627354324
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
670460.06000000
PA
USD
683875.97000000
0.103218801636
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
Settlement Fee Finance LLC
N/A
Settlement Fee Finance 2019-1 LLC
81784RAA0
2359078.70000000
PA
USD
2337846.99000000
0.352856037210
Long
ABS-O
CORP
US
Y
3
2049-11-01
Fixed
3.84000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
2010000.00000000
PA
USD
2236756.10000000
0.337598182015
Long
DBT
CORP
FR
Y
2
2026-05-12
Fixed
4.37500000
N
N
N
N
N
N
CURO GROUP HOLDINGS CORP
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAA5
1000000.00000000
PA
USD
1035000.00000000
0.156214671052
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
8.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
670000.00000000
PA
USD
677452.90000000
0.102249354518
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
3000000.00000000
PA
USD
3150000.00000000
0.475435955376
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBK1
500000.00000000
PA
USD
534445.25000000
0.080664916834
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.52539000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAZ3
1500000.00000000
PA
USD
1732688.40000000
0.261518211055
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.17700000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
1345000.00000000
PA
USD
1355087.50000000
0.204526133390
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
1495000.00000000
PA
USD
1506212.50000000
0.227335739345
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAK0
3149954.30000000
PA
USD
3173785.28000000
0.479025916430
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.09150000
N
N
N
N
N
N
ZEKELMAN INDUSTRIES INC
549300S5LMRAKDWWI425
Zekelman Industries Inc
98931YAC7
485387.28000000
PA
USD
480938.71000000
0.072589065100
Long
LON
CORP
US
N
2
2027-01-24
Variable
2.09150000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
25474816.74000000
PA
USD
25474816.74000000
3.844966296767
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
23077100.00000000
USD
25984326.75000000
USD
UST
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
1050000.00000000
PA
USD
1030438.50000000
0.155526194509
Long
DBT
CORP
SA
Y
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
IGT HOLDING IV AB
549300S0NZ6VQU5JU607
IGT Holding IV AB
N/A
498750.00000000
PA
USD
501243.75000000
0.075653746399
Long
LON
CORP
SE
N
2
2028-03-29
Variable
4.25000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAF1
850000.00000000
PA
USD
859562.50000000
0.129735529648
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
4.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
75000.00000000
PA
USD
77861.37000000
0.011751776137
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
2865000.00000000
PA
USD
3102164.70000000
0.468216075517
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
S-JETS Limited
635400FR77IW5YEET913
S-Jets 2017-1 Ltd
784309AA4
316880.89000000
PA
USD
313391.08000000
0.047300757944
Long
ABS-O
CORP
BM
Y
2
2042-08-15
Fixed
3.96700000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAF2
2435000.00000000
PA
USD
2691975.24000000
0.406305339707
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
C8000CAG8
911503.74000000
PA
USD
904954.59000000
0.136586650815
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.35430000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
750000.00000000
PA
USD
753682.50000000
0.113754844266
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
2200000.00000000
PA
USD
2322100.00000000
0.350479311739
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Conduit Receivables Funding LLC
82652KAB0
591087.34000000
PA
USD
596082.26000000
0.089967917068
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
3.20000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
72431HAD2
498750.00000000
PA
USD
499435.78000000
0.075380865782
Long
LON
CORP
US
N
2
2028-04-12
Variable
3.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4
81747LAK7
0.01000000
PA
USD
0.01000000
0.000000001509
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
4.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAD8
680000.00000000
PA
USD
676923.75000000
0.102169488824
Long
ABS-CBDO
USGSE
US
Y
2
2066-06-25
Variable
2.29600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAC2
267769.06000000
PA
USD
271895.62000000
0.041037763129
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2D8
600000.00000000
PA
USD
594000.00000000
0.089653637299
Long
DBT
CORP
PE
Y
2
2031-09-30
Fixed
3.25000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
1100000.00000000
PA
USD
1167375.00000000
0.176194301081
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
ORGANON & CO/ORG
68621XAE3
500000.00000000
PA
USD
501147.50000000
0.075639219189
Long
LON
CORP
US
N
2
2028-06-02
Variable
3.50000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAC4
467001.22000000
PA
USD
472706.99000000
0.071346634731
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAZ0
1425000.00000000
PA
USD
1614225.75000000
0.243638400521
Long
ABS-MBS
USGSE
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust 2020-SH1
85209FAE6
1500000.00000000
PA
USD
1526188.50000000
0.230350757962
Long
ABS-CBDO
USGSE
US
Y
2
2050-01-28
Variable
3.82700000
N
N
N
N
N
N
BONANZA RE LTD
5493003F0CXUQ2C83105
Bonanza RE Ltd
09785EAD3
500000.00000000
PA
USD
502600.00000000
0.075858447991
Long
ABS-O
CORP
BM
Y
2
2024-12-23
Variable
4.79056000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NKB0
26140.73000000
PA
USD
29746.59000000
0.004489713789
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
MASTR Reperforming Loan Trust
N/A
MASTR Reperforming Loan Trust 2005-1
576436AU3
1435308.27000000
PA
USD
1304715.60000000
0.196923399295
Long
ABS-CBDO
USGSE
US
Y
2
2034-08-25
Fixed
7.50000000
N
N
N
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722AAD5
1000000.00000000
PA
USD
998750.00000000
0.150743384264
Long
DBT
CORP
US
Y
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
660000.00000000
PA
USD
668236.67000000
0.100858330037
Long
ABS-O
CORP
US
Y
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
1500000.00000000
PA
USD
1586250.00000000
0.239415963243
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-6
46650JAV6
927022.48000000
PA
USD
941695.67000000
0.142132057314
Long
ABS-CBDO
USGSE
US
Y
2
2048-12-25
Variable
3.92973400
N
N
N
N
N
N
PPD INC
N/A
PPD Inc
69355HAB4
2453009.47000000
PA
USD
2453205.71000000
0.370267365228
Long
LON
CORP
US
N
2
2028-01-13
Variable
2.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1500000.00000000
PA
USD
1822500.00000000
0.275073659896
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2170
USD
XXXX
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
875000.00000000
PA
USD
864062.50000000
0.130414723870
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
New York Transportation Development Corporation, New York, Lease Revenue Bonds, Fuller Road Management Corporarion - Nanotechnology Facilities Project
N/A
New York Transportation Development Corporation, New York, Lease Revenue Bonds, Fuller Road Management Corporarion - Nanotechnology Facilities Project
650117AA2
870000.00000000
PA
USD
964255.80000000
0.145537103968
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
4.24800000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
1500000.00000000
PA
USD
1706250.00000000
0.257527809162
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 06/27/2170
USD
XXXX
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
500000.00000000
PA
USD
528580.00000000
0.079779662632
Long
DBT
CORP
NL
Y
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-7
81747WBN6
57865.19000000
PA
USD
58768.14000000
0.008869995805
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
800000.00000000
PA
USD
766670.50000000
0.115715149722
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAC3
928836.06000000
PA
USD
950612.06000000
0.143477826329
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
Aimco
5493004I93856WYBB035
AIMCO CLO 10 Ltd
00901AAG2
1150000.00000000
PA
USD
1151024.65000000
0.173726509249
Long
ABS-O
CORP
KY
Y
2
2032-07-22
Variable
3.73375000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2019-GC44 Mortgage Trust
12655TAG4
450000.00000000
PA
USD
400082.00000000
0.060385196158
Long
ABS-MBS
USGSE
US
Y
2
2057-08-15
Fixed
2.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
300000.00000000
PA
USD
325875.00000000
0.049184981574
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AK6
500000.00000000
PA
USD
486250.00000000
0.073390708984
Long
DBT
NUSS
PY
Y
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AD6
850000.00000000
PA
USD
928625.00000000
0.140159274305
Long
DBT
NUSS
BM
Y
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
450000.00000000
PA
USD
479307.17000000
0.072342813424
Long
DBT
NUSS
MN
Y
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
100000.00000000
PA
USD
102375.00000000
0.015451668549
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2019-2
81746YAU8
18681.73000000
PA
USD
18996.71000000
0.002867212370
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-3
81748AAU8
488702.24000000
PA
USD
498932.73000000
0.075304939414
Long
ABS-CBDO
USGSE
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988LAG2
498750.00000000
PA
USD
499336.03000000
0.075365810310
Long
LON
CORP
US
N
2
2027-12-15
Variable
4.25000000
N
N
N
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings Inc
74168LAA4
375000.00000000
PA
USD
375000.00000000
0.056599518497
Long
DBT
CORP
US
Y
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
940000.00000000
PA
USD
939183.92000000
0.141752953739
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
JAZZ FINANCING LUX SARL
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l., Term Loan
N/A
2250000.00000000
PA
USD
2259663.75000000
0.341055680574
Long
LON
CORP
LU
N
2
2028-04-22
Variable
4.00000000
N
N
N
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
BO7663400
1450000.00000000
PA
USD
1464500.00000000
0.221039986237
Long
DBT
CORP
IL
Y
2
2031-04-07
Fixed
3.07700000
N
N
N
N
Y
Mizrahi Tefahot Bank Ltd
Mizrahi Tefahot Bank Ltd 3.077 04/07/2031
USD
XXXX
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAB6
274000.00000000
PA
USD
295510.10000000
0.044601944989
Long
DBT
NUSS
RO
Y
2
2023-08-22
Fixed
4.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
510000.00000000
PA
USD
506174.32000000
0.076397927433
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
LS GROUP OPCO ACQUISITIO
N/A
LS GROUP OPCO ACQUISITIO
50220KAB0
448875.00000000
PA
USD
449716.64000000
0.067876654091
Long
LON
CORP
US
N
2
2027-11-02
Variable
4.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
200000.00000000
PA
USD
198123.59000000
0.029903199458
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
100000.00000000
PA
USD
118500.00000000
0.017885447845
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2019-SFR1 Trust
00178XAD5
265000.00000000
PA
USD
275254.49000000
0.041544724261
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345NAB1
485000.00000000
PA
USD
486428.33000000
0.073417624697
Long
LON
CORP
US
N
2
2028-06-10
Variable
0.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
500000.00000000
PA
USD
537764.07000000
0.081165833138
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
325000.00000000
PA
USD
328246.75000000
0.049542954662
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAK7
500000.00000000
PA
USD
489805.97000000
0.073927418824
Long
DBT
CORP
ID
Y
2
2026-02-09
Fixed
1.40000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
Arches Buyer Inc
039524AA1
100000.00000000
PA
USD
98875.00000000
0.014923406377
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
725000.00000000
PA
USD
777128.57000000
0.117293607659
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300IWMW28G8CR9G28
Neuberger Berman Loan Advisers CLO 27 Ltd
64131WAE7
1000000.00000000
PA
USD
1000014.00000000
0.150934162374
Long
ABS-O
CORP
KY
Y
2
2030-01-15
Variable
1.58375000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
1395150.00000000
PA
USD
1413245.10000000
0.213303979142
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
3.78700000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2021-1
25273CAD2
467001.22000000
PA
USD
474917.59000000
0.071680285119
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
3.83000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
270000.00000000
PA
USD
273344.68000000
0.041256472724
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
975000.00000000
PA
USD
1029116.40000000
0.155326647246
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2019-A
43284HAC3
917942.43000000
PA
USD
939710.24000000
0.141832392295
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.84000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
750000.00000000
PA
USD
713295.00000000
0.107659076123
Long
DBT
CORP
US
Y
2
2025-02-01
Fixed
6.37500000
N
N
N
N
N
N
MELCO RESORTS FINANCE
529900NRV6LBR3T6B421
Melco Resorts Finance Ltd
58547DAE9
325000.00000000
PA
USD
342875.00000000
0.051750826412
Long
DBT
CORP
KY
Y
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2C0
450000.00000000
PA
USD
447579.00000000
0.067554015705
Long
DBT
NUSS
UZ
Y
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
2100000.00000000
PA
USD
2362479.78000000
0.356573914686
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
150000.00000000
PA
USD
154312.50000000
0.023290701861
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
1550000.00000000
PA
USD
1575807.50000000
0.237839855317
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
595000.00000000
PA
USD
681643.90000000
0.102881910737
Long
DBT
CORP
IT
Y
2
N/A
Fixed
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2170
USD
XXXX
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
1325000.00000000
PA
USD
1589648.74000000
0.239928942036
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
TANK HOLDING CORP
N/A
Tank Holding Corp
87583FAJ7
197000.00000000
PA
USD
195983.48000000
0.029580188270
Long
LON
CORP
US
N
2
2026-03-26
Variable
3.60430000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
300000.00000000
PA
USD
300105.00000000
0.045295462662
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
500000.00000000
PA
USD
508750.00000000
0.076786680094
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-3
92537JAE7
200000.00000000
PA
USD
203512.14000000
0.030716504352
Long
ABS-CBDO
USGSE
US
Y
2
2059-07-25
Variable
4.04300000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
400000.00000000
PA
USD
404768.00000000
0.061092463741
Long
DBT
CORP
FR
Y
2
2032-06-09
Fixed
2.88900000
N
N
N
N
N
N
COMPASS GROUP DIVERSIFIE
549300I6PTUQPX21TE93
Compass Group Diversified Holdings LLC
20451RAB8
300000.00000000
PA
USD
312000.00000000
0.047090799389
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
100000.00000000
PA
USD
104625.00000000
0.015791265660
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAA4
800000.00000000
PA
USD
857000.00000000
0.129348766272
Long
DBT
CORP
MU
Y
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAC3
30450000.00000000
PA
USD
1511745.06000000
0.228170779963
Long
ABS-MBS
USGSE
US
Y
2
2041-05-10
Variable
0.66526200
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
4460000.00000000
PA
USD
5345227.40000000
0.806766125594
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
200000.00000000
PA
USD
207360.00000000
0.031297269748
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA
N/A
Horizon Therapeutics USA Inc
44055PAA4
200000.00000000
PA
USD
212250.00000000
0.032035327469
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
200000.00000000
PA
USD
209500.00000000
0.031620264333
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Inc
05350NAG9
323375.00000000
PA
USD
323879.47000000
0.048883792141
Long
LON
CORP
US
N
2
2027-11-06
Variable
3.25000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
750000.00000000
PA
USD
870937.50000000
0.131452381709
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAD1
346000.00000000
PA
USD
350434.58000000
0.052891809314
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
2.61900000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2017-SFR2 Trust
46187BAB9
1229792.73000000
PA
USD
1231399.09000000
0.185857588191
Long
ABS-O
CORP
US
Y
2
2036-12-17
Variable
1.23200000
N
N
N
N
N
N
COSAN SA INDUSTRIA E COM
549300PGFCX2JMKKLC96
Cosan SA
22113AAB1
1100000.00000000
PA
USD
1184931.00000000
0.178844064139
Long
DBT
CORP
BR
Y
2
2029-09-20
Fixed
5.50000000
N
N
N
N
N
CME Group Inc
N/A
US 5YR NOTE (CBT) Sep21
N/A
-200.00000000
NC
USD
-24685937.60000000
-3.72589915149
N/A
DIR
US
N
1
N/A
N/A
Short
CME Group Inc
US 5YR NOTE (CBT) Sep21
2021-09-30
-24773053.40000000
USD
87115.80000000
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
228750.01000000
PA
USD
230473.21000000
0.034785793899
Long
ABS-O
CORP
US
Y
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-7
46592NBP0
348526.38000000
PA
USD
351235.48000000
0.053012690792
Long
ABS-CBDO
USGSE
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
725000.00000000
PA
USD
774233.99000000
0.116856722768
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AB4
1705000.00000000
PA
USD
1707728.00000000
0.257750886731
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03200000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2A1
375000.00000000
PA
USD
379839.99000000
0.057330028106
Long
DBT
CORP
IN
Y
2
2030-02-13
Fixed
3.24900000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WF5YRKNHB1FX69
GS Mortgage Securities Trust 2013-GC13
36198EAE5
100000.00000000
PA
USD
105967.79000000
0.015993935707
Long
ABS-MBS
USGSE
US
N
2
2046-07-10
Variable
4.18759400
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
1400000.00000000
PA
USD
1427300.00000000
0.215425314002
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAC5
1244947.94000000
PA
USD
1252978.85000000
0.189114665592
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.68000000
N
N
N
N
N
N
RESIDENTIAL RE 2020 LTD
N/A
Residential Reinsurance 2020 Ltd
76120AAC6
550000.00000000
PA
USD
557150.00000000
0.084091791281
Long
ABS-O
CORP
KY
Y
2
2024-12-06
Variable
6.55056000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert LLC
04538FAD1
868437.50000000
PA
USD
866566.02000000
0.130792585274
Long
LON
CORP
US
N
2
2027-09-04
Variable
1.85430000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
900000.00000000
PA
USD
960435.00000000
0.144960422794
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AF0
200000.00000000
PA
USD
208250.00000000
0.031431599272
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAA3
498750.00000000
PA
USD
515752.39000000
0.077843565167
Long
ABS-O
CORP
US
Y
2
2051-10-30
Fixed
2.84100000
N
N
N
N
N
N
Washington Mutual MSC Mortgage
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust
939336T29
67820.01000000
PA
USD
70741.64000000
0.010677180697
Long
ABS-CBDO
USGSE
US
N
2
2038-08-25
Variable
5.93635700
N
N
N
N
N
N
10 RENEW POWER SUBSIDIAR
N/A
ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries
75973PAA7
1000000.00000000
PA
USD
1016615.62000000
0.153439878903
Long
DBT
CORP
IN
Y
2
2028-07-14
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
750000.00000000
PA
USD
734730.00000000
0.110894304601
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
100000.00000000
PA
USD
105792.00000000
0.015967403362
Long
DBT
CORP
CA
Y
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
RETAIL PPTYS OF AMERICA
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131VAB9
1236000.00000000
PA
USD
1369222.03000000
0.206659486969
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
3175000.00000000
PA
USD
3333661.10000000
0.503156301580
Long
DBT
NUSS
EG
Y
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
675000.00000000
PA
USD
667203.75000000
0.100702429305
Long
DBT
CORP
KY
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAP7
1645000.00000000
PA
USD
1808711.37000000
0.272992513712
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.80000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C21
46642EBC9
175000.00000000
PA
USD
188277.81000000
0.028417155705
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.99650000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
600000.00000000
PA
USD
630303.98000000
0.095133071399
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
1500000.00000000
PA
USD
1698750.00000000
0.256395818792
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556L2A1
1000000.00000000
PA
USD
992510.00000000
0.149801568276
Long
DBT
CORP
BR
Y
2
2031-04-15
Fixed
3.87500000
N
N
N
N
Y
Itau Unibanco Holding SA/Cayman Island
Itau Unibanco Holding SA/ 3.875 04/15/2031
USD
XXXX
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
1000000.00000000
PA
USD
970781.25000000
0.146522003509
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
70000.00000000
NS
USD
2070600.00000000
0.312519901334
Long
EP
CORP
BM
N
1
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAL6
425000.00000000
PA
USD
439212.00000000
0.066291167248
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
1185000.00000000
PA
USD
1245731.25000000
0.188020770471
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
1797000.00000000
PA
USD
2000779.80000000
0.301981795463
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1200000.00000000
PA
USD
1329120.00000000
0.200606805399
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAZ7
1560000.00000000
PA
USD
1596721.25000000
0.240996410464
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
625000.00000000
PA
USD
615000.00000000
0.092823210335
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AL8
595000.00000000
PA
USD
598028.65000000
0.090261689700
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAH0
1525000.00000000
PA
USD
1721937.49000000
0.259895554176
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389375AL0
650000.00000000
PA
USD
647744.50000000
0.097765404824
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CX63
27071.88000000
PA
USD
30231.98000000
0.004562974696
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
925000.00000000
PA
USD
1004591.05000000
0.151624985910
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90016LAA4
750000.00000000
PA
USD
743203.13000000
0.112173171476
Long
DBT
NUSS
TR
Y
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAB9
275000.00000000
PA
USD
279122.25000000
0.042128493204
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards
44421MAN0
1700000.00000000
PA
USD
1628524.01000000
0.245796466205
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
850000.00000000
PA
USD
902870.00000000
0.136272019374
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
1575000.00000000
PA
USD
1777951.68000000
0.268349890664
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
2000000.00000000
PA
USD
2230000.00000000
0.336578469996
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
2780000.00000000
PA
USD
2985025.00000000
0.450535940538
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
200000.00000000
PA
USD
202422.00000000
0.030551967288
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
731250.00000000
PA
USD
732814.88000000
0.110605251614
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
PARKLAND CORP/CANADA
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137WAG3
325000.00000000
PA
USD
330261.75000000
0.049847082741
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AEK0
2020323.00000000
PA
USD
2210499.42000000
0.333635207494
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411EDA2
804.23000000
PA
USD
805.18000000
0.000121527467
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
2.25000000
N
N
N
N
N
N
GOGO INTERMEDIATE HOLDIN
N/A
Gogo Intermediate Holdings LLC
38046JAB0
1000000.00000000
PA
USD
999750.00000000
0.150894316313
Long
LON
CORP
US
N
2
2028-04-30
Variable
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
1660000.00000000
PA
USD
1617761.90000000
0.244172118888
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
1000000.00000000
PA
USD
1097220.00000000
0.165605663161
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
1120000.00000000
PA
USD
1313662.59000000
0.198273786831
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
2500000.00000000
PA
USD
2496250.00000000
0.376764128129
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
BANIJAY GROUP US HOLDING
5493008PW5N0VVCH7279
Banijay Group, Term Loan
N/A
298500.00000000
PA
USD
297877.63000000
0.044959281144
Long
LON
CORP
US
N
2
2025-03-01
Variable
3.83590000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
250000.00000000
PA
USD
257562.91000000
0.038874497836
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
850000.00000000
PA
USD
964852.00000000
0.145627089656
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
825000.00000000
PA
USD
880687.50000000
0.132923969190
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
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
1575045.00000000
0.237724769630
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
2.83200000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-1
64829JAA1
34557.40000000
PA
USD
36754.00000000
0.005547356540
Long
ABS-CBDO
CORP
US
Y
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
1710000.00000000
PA
USD
1846800.00000000
0.278741308694
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
1000000.00000000
PA
USD
1002434.00000000
0.151299417933
Long
ABS-O
CORP
US
Y
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BV4
600000.00000000
PA
USD
659700.00000000
0.099569872940
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAC0
1000000.00000000
PA
USD
1000500.00000000
0.151007515350
Long
DBT
CORP
MU
Y
2
N/A
Fixed
3.97500000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
2000000.00000000
PA
USD
2245740.00000000
0.338954140452
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
Bear Stearns Commercial Mortga
N/A
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7
07383F4C9
216607.99000000
PA
USD
215336.05000000
0.032501111320
Long
ABS-MBS
USGSE
US
N
2
2041-02-11
Variable
5.11659300
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA Inc
87901JAJ4
625000.00000000
PA
USD
648437.50000000
0.097870000734
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1725000.00000000
PA
USD
1911507.00000000
0.288507668810
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 6.125 12/15/2169
USD
XXXX
N
N
N
Horizon Aircraft Finance II LL
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
2223319.93000000
PA
USD
2185494.37000000
0.329861144054
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAC5
716055.71000000
PA
USD
726397.27000000
0.109636628585
Long
ABS-CBDO
USGSE
US
Y
2
2065-05-25
Fixed
2.32100000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
1000000.00000000
PA
USD
1060500.00000000
0.160063438310
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AQ2
425000.00000000
PA
USD
478125.00000000
0.072164386083
Long
DBT
NUSS
GT
Y
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
1275000.00000000
PA
USD
1347611.25000000
0.203397727657
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
1000000.00000000
PA
USD
1034690.00000000
0.156167882116
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
95000.00000000
PA
USD
97137.50000000
0.014661161941
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
100000.00000000
PA
USD
107150.00000000
0.016172369085
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM1
452764AD5
450000.00000000
PA
USD
449517.24000000
0.067846558240
Long
ABS-CBDO
USGSE
US
Y
2
2056-06-25
Variable
2.38300000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
1000000.00000000
PA
USD
1026820.00000000
0.154980046888
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
1000000.00000000
PA
USD
1121250.00000000
0.169232560306
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
Wachovia Mortgage Loan Trust,
N/A
Wachovia Mortgage Loan Trust LLC Series 2005-B Trust
92977YBN0
48290.72000000
PA
USD
46615.61000000
0.007035789547
Long
ABS-CBDO
CORP
US
N
2
2035-10-20
Variable
2.43827300
N
N
N
N
N
N
VR Funding LLC
N/A
VR Funding LLC
91835CAA1
1362419.98000000
PA
USD
1337134.28000000
0.201816417104
Long
ABS-O
CORP
US
Y
2
2050-11-15
Fixed
2.79000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCS1
2100000.00000000
PA
USD
2158422.63000000
0.325775150857
Long
ABS-O
CORP
US
Y
2
2023-09-20
Fixed
4.15000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
200000.00000000
PA
USD
209294.00000000
0.031589172331
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya Inc
053499AL3
1000000.00000000
PA
USD
1070300.00000000
0.161542572393
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAD5
710000.00000000
PA
USD
696130.14000000
0.105068348627
Long
DBT
CORP
GB
Y
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAD2
199073.02000000
PA
USD
200376.55000000
0.030243243328
Long
ABS-CBDO
USGSE
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAK4
115000.00000000
PA
USD
115849.85000000
0.017485455274
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4GS9
34086.00000000
PA
USD
38815.45000000
0.005858495414
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
DIEBOLD NIXDORF INC
549300XZK6EWDBAZSY16
Diebold Nixdorf Inc
253651AC7
500000.00000000
PA
USD
511875.00000000
0.077258342748
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
AssuredPartners Inc
04621HAP8
987500.00000000
PA
USD
990832.81000000
0.149548426552
Long
LON
CORP
US
N
2
2027-02-13
Variable
5.50000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
350000.00000000
PA
USD
367500.00000000
0.055467528127
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
PUTNAM RE PTE LTD
N/A
Putnam RE PTE Ltd
74686TAA0
250000.00000000
PA
USD
249525.00000000
0.037661319608
Long
DBT
CORP
SG
Y
2
2024-06-07
Variable
5.54056000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ2
36257LAA5
23118.22000000
PA
USD
23230.14000000
0.003506172636
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
725000.00000000
PA
USD
748925.00000000
0.113036785041
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAG6
700000.00000000
PA
USD
713461.00000000
0.107684130844
Long
DBT
CORP
KY
Y
2
2027-02-01
Fixed
4.75000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
933178.78000000
PA
USD
917059.14000000
0.138413615353
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
CME Group Inc
N/A
US 10yr Ultra Fut Sep21
N/A
-200.00000000
NC
USD
-29440625.00000000
-4.44353386468
N/A
DIR
US
N
1
N/A
N/A
Short
CME Group Inc
US 10yr Ultra Fut Sep21
2021-09-21
-29054786.21000000
USD
-385838.79000000
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
200000.00000000
PA
USD
220298.00000000
0.033250028602
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
76601.59000000
PA
USD
76660.76000000
0.011570565609
Long
ABS-CBDO
USGSE
US
Y
2
2057-06-25
Variable
0.74150000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493006JG853WBZS5J73
Neuberger Berman Loan Advisers CLO 37 Ltd
64133GAX8
500000.00000000
PA
USD
500753.00000000
0.075579676496
Long
ABS-O
CORP
KY
Y
2
2031-07-20
Variable
2.94203000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD Mortgage Trust
55348UAS7
1500000.00000000
PA
USD
1494135.00000000
0.225512857519
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
AECOM TECHNOLOGY
0EEB8GF0W0NPCIHZX097
AECOM
00766WAV5
500000.00000000
PA
USD
500470.00000000
0.075536962726
Long
LON
CORP
US
N
2
2028-04-13
Variable
1.85430000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AF8
850000.00000000
PA
USD
1066325.00000000
0.160942617497
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321904
326000.00000000
PA
USD
334546.11000000
0.050493729976
Long
DBT
CORP
IL
Y
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AF5
967708.34000000
PA
USD
956810.98000000
0.144413442028
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
2.54000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
1000000.00000000
PA
USD
1120000.00000000
0.169043895244
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
Pioneer Aircraft Finance Limit
N/A
Pioneer Aircraft Finance Ltd
72353PAA4
1341871.88000000
PA
USD
1338150.60000000
0.201969812364
Long
ABS-O
CORP
KY
Y
2
2044-06-15
Fixed
3.96700000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAH3
1440000.00000000
PA
USD
1511280.86000000
0.228100717306
Long
ABS-O
CORP
US
Y
2
2023-05-22
Fixed
5.48000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
250000.00000000
PA
USD
261867.50000000
0.039524198426
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
18060TAA3
90000.00000000
PA
USD
95848.20000000
0.014466565250
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
1195000.00000000
PA
USD
1378922.45000000
0.208123591239
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen 2021-ACEN Mortgage Trust
01449NAJ5
1500000.00000000
PA
USD
1512432.30000000
0.228274506505
Long
ABS-MBS
USGSE
US
Y
2
2034-04-15
Variable
4.07300000
N
N
N
N
N
N
IG INVESTMENT HOLDINGS
549300E2BEZMEPIYGU19
IG Investments Holdings, LLC
44958AAJ6
568578.20000000
PA
USD
570551.17000000
0.086114457333
Long
LON
CORP
US
N
2
2025-05-23
Variable
4.75000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
625000.00000000
PA
USD
623437.50000000
0.094096699501
Long
DBT
CORP
CA
Y
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAF5
800000.00000000
PA
USD
789536.00000000
0.119166286496
Long
DBT
CORP
CO
Y
2
2031-02-15
Fixed
4.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
695000.00000000
PA
USD
776094.20000000
0.117137488075
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
350000.00000000
PA
USD
374262.00000000
0.056488130644
Long
LON
CORP
US
N
2
2027-06-20
Variable
5.38450000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAQ6
1070000.00000000
PA
USD
1149998.48000000
0.173571627307
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-1 Trust
95003AAS3
481955.10000000
PA
USD
486327.88000000
0.073402463572
Long
ABS-CBDO
USGSE
US
Y
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
515000.00000000
PA
USD
523348.24000000
0.078990022374
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart Inc., Term Loan B
N/A
1000000.00000000
PA
USD
1002000.00000000
0.151233913424
Long
LON
CORP
US
N
2
2028-02-12
Variable
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-HE6
61744CFB7
176128.81000000
PA
USD
174458.26000000
0.026331342703
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.91650000
N
N
N
N
N
N
MFT Trust
N/A
MFT Trust 2020-ABC
55317BAC1
34356000.00000000
PA
USD
420105.17000000
0.063407334240
Long
ABS-MBS
USGSE
US
Y
2
2042-02-10
Variable
0.23459000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAB9
850000.00000000
PA
USD
945601.20000000
0.142721526960
Long
DBT
NUSS
N/A
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
1250000.00000000
PA
USD
1274262.50000000
0.192327050504
Long
DBT
CORP
VG
Y
2
2026-05-12
Fixed
3.37500000
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
1665403.95000000
0.251362831128
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.72320000
N
N
N
N
N
N
CAESARS RESORT COLLECTIO
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAD1
297750.00000000
PA
USD
299052.66000000
0.045136630830
Long
LON
CORP
US
N
2
2025-07-20
Variable
4.60430000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAG9
450000.00000000
PA
USD
459936.00000000
0.069419083038
Long
DBT
CORP
US
Y
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
1650000.00000000
PA
USD
1697437.50000000
0.256197720477
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
425000.00000000
PA
USD
436475.00000000
0.065878066229
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-27
126694RG5
355099.96000000
PA
USD
330010.76000000
0.049809200306
Long
ABS-CBDO
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AY9
1340000.00000000
PA
USD
1426384.57000000
0.215287146276
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-5
03464KAE8
1000000.00000000
PA
USD
1003117.20000000
0.151402534709
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
3.95700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCHU7
1231874.45000000
PA
USD
175508.85000000
0.026489910405
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BJ9
1000000.00000000
PA
USD
1043750.00000000
0.157535326483
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.25000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
600000.00000000
PA
USD
621750.00000000
0.093842001668
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1000000.00000000
PA
USD
990370.00000000
0.149478573690
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332EAU0
493762.50000000
PA
USD
494419.20000000
0.074623703082
Long
LON
CORP
US
N
2
2025-04-25
Variable
4.00000000
N
N
N
N
N
N
SANDERS RE II LTD
254900VRQU0N0MF3CT92
Sanders Re II Ltd
80001PAA3
300000.00000000
PA
USD
299550.00000000
0.045211695375
Long
DBT
CORP
BM
Y
2
2025-04-07
Variable
3.54056000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAC8
193621.42000000
PA
USD
196722.29000000
0.029691698377
Long
ABS-CBDO
USGSE
US
Y
2
2059-11-25
Fixed
3.00000000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
1753071.57000000
PA
USD
1748276.92000000
0.263871018324
Long
LON
CORP
US
N
2
2025-08-03
Variable
3.00000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
825000.00000000
PA
USD
865139.08000000
0.130577214296
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC
94767KAN1
547873.43000000
PA
USD
549585.53000000
0.082950070322
Long
LON
CORP
US
N
2
2027-10-30
Variable
4.00000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
720000.00000000
PA
USD
750826.80000000
0.113323827612
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM 2013-CCRE10 Mortgage Trust
12626BAD6
400000.00000000
PA
USD
426916.32000000
0.064435355068
Long
ABS-MBS
USGSE
US
N
2
2046-08-10
Variable
4.21000000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
ORGANON & CO/ORG
68622TAB7
975000.00000000
PA
USD
1004445.00000000
0.151602942285
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAE4
350000.00000000
PA
USD
366614.92000000
0.055333941189
Long
ABS-MBS
USGSE
US
N
2
2046-06-15
Fixed
3.33700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AM7
1000000.00000000
PA
USD
1015770.90000000
0.153312383582
Long
ABS-MBS
USGSE
US
Y
2
2050-09-15
Variable
4.54475400
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
1130000.00000000
PA
USD
1173806.30000000
0.177164990370
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
AES ANDRES BV
7245003VZ59682IZLJ86
AES Andres BV
00109YAA3
675000.00000000
PA
USD
698095.13000000
0.105364928595
Long
DBT
CORP
NL
Y
2
2028-05-04
Fixed
5.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
340000.00000000
PA
USD
380800.00000000
0.057474924383
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
250000.00000000
PA
USD
249095.00000000
0.037596418826
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.37500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
2015000.00000000
PA
USD
2057818.75000000
0.310590801078
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
1500000.00000000
PA
USD
1584375.00000000
0.239132965650
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2170
USD
XXXX
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC
82652QAC5
430389.23000000
PA
USD
431860.69000000
0.065181618964
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CSS4
389998.05000000
PA
USD
400320.34000000
0.060421169303
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2017-6
64830BAA5
1560100.37000000
PA
USD
1668827.04000000
0.251879485117
Long
ABS-CBDO
CORP
US
Y
2
2057-08-27
Variable
4.00000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAK7
500000.00000000
PA
USD
489955.00000000
0.073949912227
Long
DBT
CORP
TH
Y
2
2030-06-18
Fixed
2.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134KAA8
660000.00000000
PA
USD
657920.34000000
0.099301265209
Long
ABS-O
CORP
KY
Y
2
2033-04-16
Variable
6.03788000
N
N
N
N
N
N
ATP TOW / AND TELECOM
N/A
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par
00216DAA9
400000.00000000
PA
USD
411200.00000000
0.062063258682
Long
DBT
CORP
N/A
Y
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
3950000.00000000
PA
USD
4573535.11000000
0.690293026815
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAB4
976190.50000000
PA
USD
946644.63000000
0.142879013989
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
4.45800000
N
N
N
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
Medco Oak Tree Pte Ltd
58405FAA3
750000.00000000
PA
USD
819375.00000000
0.123669947916
Long
DBT
CORP
SG
Y
2
2026-05-14
Fixed
7.37500000
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
2500000.00000000
PA
USD
2738675.00000000
0.413353830187
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 6.625 09/25/2169
USD
XXXX
N
N
N
ENDO LUX FIN CO I SARL
N/A
Endo Luxembourg Finance Co I Sarl / Endo US Inc
29280BAA3
225000.00000000
PA
USD
220500.00000000
0.033280516876
Long
DBT
CORP
LU
Y
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AS1
975000.00000000
PA
USD
879937.50000000
0.132810770153
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust
50184BAC2
190000.00000000
PA
USD
212608.04000000
0.032089367180
Long
ABS-MBS
USGSE
US
Y
2
2036-02-15
Fixed
3.98510000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAR8
125000.00000000
PA
USD
127187.50000000
0.019196670023
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BF3
740000.00000000
PA
USD
758500.00000000
0.114481959413
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
425000.00000000
PA
USD
439343.75000000
0.066311052545
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
PQ CORP
2H1FRGMQKKSWC9PFJY28
PQ Corp
69353FAX2
669970.66000000
PA
USD
668717.81000000
0.100930949483
Long
LON
CORP
US
N
2
2027-02-07
Variable
2.43550000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325VDB7
236632.38000000
PA
USD
46446.09000000
0.007010203546
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
5.84712000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-2
33850RBA9
92140.65000000
PA
USD
93579.71000000
0.014124177405
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
4.10584700
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
850000.00000000
PA
USD
925386.50000000
0.139670480863
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
150000.00000000
PA
USD
162558.00000000
0.024535212074
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TDY7
835699.62000000
PA
USD
818790.66000000
0.123581752282
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
8.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund
26244QAU7
1500000.00000000
PA
USD
1500018.00000000
0.226400790765
Long
ABS-O
CORP
KY
Y
2
2030-07-18
Variable
3.58975000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT MORTGAGE TRUST
12654YAL3
180000.00000000
PA
USD
178338.56000000
0.026917004334
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGEJ7
293988.78000000
PA
USD
69552.78000000
0.010497743621
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
5.85850000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
500000.00000000
PA
USD
516247.50000000
0.077918293134
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAQ9
750000.00000000
PA
USD
752776.95000000
0.113618167748
Long
ABS-MBS
CORP
US
Y
2
2052-04-15
Variable
3.60300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-3
46649TAN6
407715.73000000
PA
USD
412511.81000000
0.062261252854
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAD6
600000.00000000
PA
USD
611350.44000000
0.092272374765
Long
ABS-CBDO
USGSE
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
N/A
Castlelake Aircraft Structured Trust 2021-1
14856GAA8
890498.48000000
PA
USD
905429.56000000
0.136658339010
Long
ABS-O
CORP
US
Y
2
2046-01-15
Fixed
3.47400000
N
N
N
N
N
N
Ameriquest Mortgage Securities
N/A
Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1
03072SNR2
752409.78000000
PA
USD
714668.60000000
0.107866396386
Long
ABS-O
CORP
US
N
2
2034-02-25
Variable
0.70613000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAC9
625000.00000000
PA
USD
662354.21000000
0.099970478294
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
500000.00000000
PA
USD
493210.00000000
0.074441196047
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
1130000.00000000
PA
USD
1096052.10000000
0.165429389620
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
675000.00000000
PA
USD
685975.50000000
0.103535688002
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.62500000
N
N
N
N
Y
Bancolombia SA
Bancolombia SA 4.625 12/18/2029
USD
XXXX
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AF6
905265.64000000
PA
USD
906147.37000000
0.136766679545
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
1.32300000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAJ5
1000000.00000000
PA
USD
842933.60000000
0.127225695693
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
1030000.00000000
PA
USD
1084249.22000000
0.163647956754
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
LIQUID TELECOM FINANCE
635400MXAVJRJJCWVI87
Liquid Telecommunications Financing Plc
536333AB3
425000.00000000
PA
USD
435178.75000000
0.065682420560
Long
DBT
CORP
GB
Y
2
2026-09-04
Fixed
5.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748WAU0
199452.94000000
PA
USD
200753.97000000
0.030300208102
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries GmbH, Term Loan
D6000EAB8
2219030.90000000
PA
USD
2206826.23000000
0.333080805399
Long
LON
CORP
US
N
2
2026-03-01
Variable
2.64600000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
2470000.00000000
PA
USD
2688323.30000000
0.405754144919
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AS3
1260000.00000000
PA
USD
1264253.76000000
0.190816410864
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAPZ5
886619.14000000
PA
USD
961890.66000000
0.145180128541
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games Corp., Initial Term Loan B5
80875AAP6
491116.71000000
PA
USD
488184.74000000
0.073682723257
Long
LON
CORP
US
N
2
2024-08-14
Variable
2.85430000
N
N
N
N
N
N
DUN & BRADSTREET CORP
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp.,Term Loan, First Lien
26483NAN0
1678813.74000000
PA
USD
1672778.40000000
0.252475871979
Long
LON
CORP
US
N
2
2026-02-08
Variable
3.34500000
N
N
N
N
N
N
AMAGGI LUX INTL SARL
N/A
Amaggi Luxembourg International Sarl
02265WAA3
900000.00000000
PA
USD
943659.00000000
0.142428386734
Long
DBT
CORP
LU
Y
2
2028-01-28
Fixed
5.25000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-4
46649CAN3
131434.17000000
PA
USD
134346.92000000
0.020277255956
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-2 Receivables Funding LLC
82652MAD2
487998.98000000
PA
USD
499387.75000000
0.075373616515
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
4.54000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAK3
700000.00000000
PA
USD
751147.95000000
0.113372299440
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.20599800
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
2835000.00000000
PA
USD
3006234.00000000
0.453737058372
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
795000.00000000
PA
USD
810407.10000000
0.122316404391
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AN7
936000.00000000
PA
USD
973440.00000000
0.146923294095
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
5.12500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
900000.00000000
PA
USD
932625.00000000
0.140763002502
Long
DBT
CORP
FR
Y
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 4.75 11/26/2169
USD
XXXX
N
N
N
PREGIS TOPCO LLC
549300LJXHJYHS1GM034
Pregis TopCo Corp
74045BAC1
246250.00000000
PA
USD
246496.25000000
0.037204184163
Long
LON
CORP
US
N
2
2026-08-01
Variable
4.10430000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
350000.00000000
PA
USD
400312.50000000
0.060419985995
Long
DBT
CORP
NL
Y
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
250000.00000000
PA
USD
260905.00000000
0.039378926329
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAE5
200000.00000000
PA
USD
196183.45000000
0.029610370152
Long
DBT
NUSS
MN
Y
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AH2
905265.64000000
PA
USD
906138.86000000
0.136765395113
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
1.87300000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
335000.00000000
PA
USD
358872.80000000
0.054165407151
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F72J3
1802662.20000000
PA
USD
379783.25000000
0.057321464222
Long
ABS-MBS
USGSE
US
N
2
2055-10-25
Variable
2.80199500
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1060000.00000000
PA
USD
1160937.10000000
0.175222615641
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
1448425.03000000
PA
USD
1450317.11000000
0.218899333584
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
0.99300000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-4
33852FAW6
3000000.00000000
PA
USD
3020625.00000000
0.455909121494
Long
ABS-CBDO
USGSE
US
Y
2
2051-06-01
Variable
2.50000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
275000.00000000
PA
USD
283250.00000000
0.042751502971
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers Clo 40 Ltd
64134JAG8
1000000.00000000
PA
USD
993448.00000000
0.149943142538
Long
ABS-O
CORP
KY
Y
2
2033-04-16
Variable
2.93788000
N
N
N
N
N
N
PETRONAS ENERGY CANADA
5493001PEB90YGTDC638
Petronas Energy Canada Ltd
71675BAA8
500000.00000000
PA
USD
505218.08000000
0.076253600170
Long
DBT
CORP
CA
Y
2
2028-03-23
Fixed
2.11200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
2080000.00000000
PA
USD
2146624.38000000
0.323994416806
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932RAJ3
1500000.00000000
PA
USD
1521772.50000000
0.229684242032
Long
LON
CORP
US
N
2
2028-04-21
Variable
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBL9
1240000.00000000
PA
USD
1140004.91000000
0.172063277307
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-5
46649KAN5
541277.14000000
PA
USD
556915.07000000
0.084056332815
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAY3
1000000.00000000
PA
USD
1001209.90000000
0.151114662012
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.93047600
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2017-SFR1 Trust
89613DAE3
200000.00000000
PA
USD
201621.02000000
0.030431073735
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
4.01100000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAA8
1600000.00000000
PA
USD
1604497.12000000
0.242170038458
Long
ABS-MBS
USGSE
US
Y
2
2038-07-15
Variable
1.15500000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Valeant Pharmaceuticals International, Inc., Term Loan, First Lien
C9413PAZ6
761403.43000000
PA
USD
758978.36000000
0.114554159268
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.10430000
N
N
N
N
N
N
OneDigital Borrower LLC
N/A
OneDigital Borrower LLC
N/A
484375.01000000
PA
USD
487000.32000000
0.073503956319
Long
LON
CORP
US
N
2
2027-10-29
Fixed
5.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REK6
700000.00000000
PA
USD
698772.76000000
0.105467204679
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
2.13000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAA6
1625000.00000000
PA
USD
1643687.50000000
0.248085122826
Long
DBT
CORP
MX
Y
2
2026-05-11
Fixed
1.87500000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AF3
375000.00000000
PA
USD
391406.25000000
0.059075747431
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AHP6
2061974.95000000
PA
USD
2239029.98000000
0.337941383383
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAD8
305000.00000000
PA
USD
315423.56000000
0.047607524316
Long
ABS-O
CORP
US
Y
2
2038-03-17
Fixed
3.19800000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
450000.00000000
PA
USD
432000.00000000
0.065202645308
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
800000.00000000
PA
USD
834960.00000000
0.126022223905
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CK1
2000000.00000000
PA
USD
2365140.00000000
0.356975427142
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 8 09/30/2169
USD
XXXX
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
275000.00000000
PA
USD
283250.00000000
0.042751502971
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
FIRST COAST RE III PTE
N/A
First Coast Re III Pte Ltd
31971CAA1
500000.00000000
PA
USD
500400.00000000
0.075526397482
Long
DBT
CORP
SG
Y
2
2025-04-07
Variable
6.04056000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HT3C8
225696.64000000
PA
USD
240205.58000000
0.036254720448
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Fixed
3.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
800000.00000000
PA
USD
816000.00000000
0.123160552249
Long
DBT
CORP
CA
Y
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund Series 2021-1
67190AAE6
1000000.00000000
PA
USD
1058089.20000000
0.159699571325
Long
ABS-O
CORP
US
Y
2
2051-01-20
Fixed
4.23000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
555000.00000000
PA
USD
575177.59000000
0.086812732384
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
CHAMPIONX HOLDING INC
N/A
ChampionX Holding Inc
15872EAB8
546250.00000000
PA
USD
558199.22000000
0.084250152206
Long
LON
CORP
US
N
2
2027-06-03
Variable
6.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-1
46651XBT8
242851.45000000
PA
USD
253846.94000000
0.038313638869
Long
ABS-CBDO
USGSE
US
Y
2
2050-06-25
Variable
3.88259900
N
N
N
N
N
N
OneDigital Borrower LLC
N/A
OneDigital Borrower LLC
N/A
15624.99000000
PA
USD
15709.68000000
0.002371094196
Long
LON
CORP
US
N
2
2027-10-29
Fixed
5.25000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
150000.00000000
PA
USD
156615.00000000
0.023638222905
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
1000000.00000000
PA
USD
1049640.00000000
0.158424316254
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
BANISTMO SA
549300E94AMW3HSSMU17
Banistmo SA
06034LAB6
750000.00000000
PA
USD
790312.50000000
0.119283485232
Long
DBT
CORP
PA
Y
2
2027-07-31
Fixed
4.25000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAC4
125000.00000000
PA
USD
132048.75000000
0.019930388448
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corp
12656AAC3
475000.00000000
PA
USD
475779.00000000
0.071810299496
Long
LON
CORP
US
N
2
2027-11-08
Variable
4.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAB9
300000.00000000
PA
USD
309030.87000000
0.046642662514
Long
ABS-O
CORP
US
Y
2
2069-01-15
Fixed
2.78000000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
N/A
Triton Water Holdings Inc
89680EAA7
175000.00000000
PA
USD
175437.50000000
0.026479141403
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAG0
1500000.00000000
PA
USD
1515709.95000000
0.228769208937
Long
ABS-MBS
USGSE
US
Y
2
2047-06-10
Variable
4.92680900
N
Y
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
2000000.00000000
PA
USD
2229260.00000000
0.336466780280
Long
DBT
CORP
CH
Y
2
N/A
Fixed
6.37500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 6.375 02/21/2170
USD
XXXX
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
1615000.00000000
PA
USD
1721337.74000000
0.259805032680
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
4.24407000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
2000000.00000000
PA
USD
1910000.00000000
0.288280214212
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AJ5
2000000.00000000
PA
USD
2218090.92000000
0.334781008146
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
4.20000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corporation, Term Loan B
816194AV6
1482456.29000000
PA
USD
1471345.28000000
0.222073158376
Long
LON
CORP
US
N
2
2025-03-06
Variable
2.36000000
N
N
N
N
N
N
KENDALL RE LTD
N/A
Kendall Re Ltd
48878QAB6
250000.00000000
PA
USD
250625.00000000
0.037827344862
Long
DBT
CORP
BM
Y
2
2024-05-02
Variable
4.04056000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
1000000.00000000
PA
USD
980921.17000000
0.148052442415
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEA2
12000000.00000000
PA
236759.03000000
0.035734525594
Long
DBT
NUSS
DO
Y
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
Credit Suisse First Boston Mor
N/A
Credit Suisse First Boston Mortgage Securities Corp
22541QWN8
35526.34000000
PA
USD
36276.13000000
0.005475230642
Long
ABS-CBDO
CORP
US
N
2
2033-09-25
Fixed
5.75000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAG4
1000000.00000000
PA
USD
1015852.90000000
0.153324760010
Long
ABS-MBS
USGSE
US
Y
2
2046-03-10
Variable
3.64870000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
775000.00000000
PA
USD
778797.50000000
0.117545502684
Long
DBT
CORP
FR
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
915000.00000000
PA
USD
939017.96000000
0.141727905056
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80400000
N
N
N
N
N
N
GENTIVA HEALTH SERVICES
549300STP29LPEN7S547
Kindred at Home Hospice, Term Loan B, First Lien
37249UAU0
1376490.52000000
PA
USD
1375203.50000000
0.207562282495
Long
LON
CORP
US
N
2
2025-07-02
Variable
2.87500000
N
N
N
N
N
N
USI INC/NY
N/A
USI Holdings Corporation, NewTerm Loan
90351NAE5
492327.37000000
PA
USD
488327.21000000
0.073704226546
Long
LON
CORP
US
N
2
2024-05-16
Variable
3.14730000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-8
46592TBP7
230000.00000000
PA
USD
232012.50000000
0.035018122094
Long
ABS-CBDO
USGSE
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
1275000.00000000
PA
USD
1343518.50000000
0.202780000512
Long
DBT
CORP
US
Y
2
2032-07-15
Fixed
4.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
2260000.00000000
PA
USD
2449756.61000000
0.369746785496
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.62451900
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBP7
890000.00000000
PA
USD
961785.09000000
0.145164194644
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.77059400
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
Constellium SE
21039CAB0
300000.00000000
PA
USD
297000.00000000
0.044826818649
Long
DBT
CORP
FR
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
788000.00000000
PA
USD
870722.55000000
0.131419938865
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
425000.00000000
PA
USD
462289.50000000
0.069774301616
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GAG8
1500000.00000000
PA
USD
1484490.90000000
0.224057253742
Long
ABS-MBS
USGSE
US
Y
2
2047-08-10
Variable
4.86490100
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AH4
450000.00000000
PA
USD
483021.00000000
0.072903349397
Long
DBT
NUSS
JO
Y
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
1465000.00000000
PA
USD
1505531.94000000
0.227233021029
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BM7
250000.00000000
PA
USD
289113.33000000
0.043636467384
Long
DBT
NUSS
ID
Y
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
225000.00000000
PA
USD
249705.00000000
0.037688487376
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
675000.00000000
PA
USD
695776.50000000
0.105014973017
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Start Ltd.
N/A
START Ireland
85573LAB7
1294128.78000000
PA
USD
1216576.30000000
0.183620354120
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
5.09500000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health Inc
53219LAU3
275000.00000000
PA
USD
268125.00000000
0.040468655725
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.37500000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group LLC, Initial Dollar Term Loan
98919XAB7
311776.32000000
PA
USD
308878.36000000
0.046619643867
Long
LON
CORP
US
N
2
2027-03-09
Variable
3.10430000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
1560000.00000000
PA
USD
1651989.66000000
0.249338184848
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAD2
3000000.00000000
PA
USD
3026250.00000000
0.456758114272
Long
ABS-CBDO
USGSE
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAV2
1000000.00000000
PA
USD
996620.20000000
0.150421929185
Long
ABS-MBS
USGSE
US
N
2
2053-12-12
Fixed
2.01200000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAD5
675000.00000000
PA
USD
671625.00000000
0.101369737628
Long
DBT
CORP
KZ
Y
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-6
46653PBM8
353220.42000000
PA
USD
358064.13000000
0.054043352930
Long
ABS-CBDO
USGSE
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAL0
1500000.00000000
PA
USD
1484936.85000000
0.224124561889
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
3.57300000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
250000.00000000
PA
USD
294492.50000000
0.044448356536
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
QUICKEN LOANS INC
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
2000000.00000000
PA
USD
2100000.00000000
0.316957303584
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBE4
1690000.00000000
PA
USD
1807838.46000000
0.272860763617
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.28820300
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
665000.00000000
PA
USD
630087.50000000
0.095100397629
Long
DBT
CORP
ID
Y
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
250000.00000000
PA
USD
258517.50000000
0.039018576061
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAA3
2129846.91000000
PA
USD
2263852.62000000
0.341687915308
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
3.78600000
N
N
N
N
N
N
PLAZE INC
54930069WJQSNERFIV02
Plaze Inc
72819QAM4
498734.18000000
PA
USD
492500.00000000
0.074334034292
Long
LON
CORP
US
N
2
2026-08-03
Variable
3.60430000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B5 Mortgage Trust
08160BAD6
1000000.00000000
PA
USD
1156343.30000000
0.174529263993
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.20760000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR1 Trust
00180AAC3
1482000.00000000
PA
USD
1510874.10000000
0.228039324186
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
2.41900000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
1335000.00000000
PA
USD
1405842.82000000
0.212186737852
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAB7
600000.00000000
PA
USD
674100.00000000
0.101743294450
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Connecticut Avenue Securities Trust 2019-HRP1
20754PAC4
877236.98000000
PA
USD
873813.47000000
0.131886457755
Long
ABS-CBDO
USGSE
US
Y
2
2039-11-25
Variable
2.24150000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
500000.00000000
PA
USD
522875.00000000
0.078918595291
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
175000.00000000
PA
USD
185073.88000000
0.027933579985
Long
LON
CORP
KY
N
2
2027-10-20
Variable
4.75000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
745000.00000000
PA
USD
799615.95000000
0.120687674007
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust 2018-8
81748HAU3
33669.63000000
PA
USD
34138.09000000
0.005152531883
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HVV7
15337.28000000
PA
USD
15374.53000000
0.002320509320
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
2.15600000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
350000.00000000
PA
USD
351564.50000000
0.053062350455
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
1025000.00000000
PA
USD
998287.34000000
0.150673554042
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
MOSS CREEK RESOURCES HLD
54930037SLMSPWKYIX36
Moss Creek Resources Holdings Inc
61965RAB1
1000000.00000000
PA
USD
989000.00000000
0.149271796783
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
ENDO LUXEMBOURG FINANCE
222100B15VY0VVCTG251
Endo Luxembourg Finance Co I Sarl
L2968EAE2
1428295.38000000
PA
USD
1382325.69000000
0.208637249227
Long
LON
CORP
LU
N
2
2028-03-25
Variable
5.75000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
215000.00000000
PA
USD
217956.25000000
0.032896583475
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
4635000.00000000
PA
USD
5179001.65000000
0.781677332496
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
Arches Buyer Inc
039524AB9
100000.00000000
PA
USD
103000.00000000
0.015546001080
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBA2
1250000.00000000
PA
USD
1347134.88000000
0.203325828156
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Fixed
2.92900000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
06000BAA0
750000.00000000
PA
USD
789750.00000000
0.119198585955
Long
DBT
CORP
TH
Y
2
N/A
Fixed
5.00000000
N
N
N
N
Y
Bangkok Bank PCL/Hong Kong
Bangkok Bank PCL/Hong Kon 5 03/23/2170
USD
XXXX
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AL8
225000.00000000
PA
USD
224437.50000000
0.033874811820
Long
DBT
NUSS
KE
Y
2
2034-01-23
Fixed
6.30000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-3 Receivables Funding LLC
82652NAD0
881372.64000000
PA
USD
895452.30000000
0.135152450712
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
4.18000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBM1
750000.00000000
PA
USD
812592.98000000
0.122646323739
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Variable
4.18800000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
1620000.00000000
PA
USD
1828706.30000000
0.276010389474
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
1575000.00000000
PA
USD
1656745.21000000
0.250055949756
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
1500000.00000000
PA
USD
1683300.00000000
0.254063918630
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HQ2
164101.45000000
PA
USD
186536.35000000
0.028154313579
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAD5
250000.00000000
PA
USD
280000.00000000
0.042260973811
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
SERVPRO MASTER ISSUER, LLC
N/A
SERVPRO Master Issuer LLC
817743AA5
1797625.00000000
PA
USD
1891245.31000000
0.285449530416
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.88200000
N
N
N
N
N
N
Myers Park CLO LTD
N/A
Myers Park CLO Ltd
62848FAE2
1000000.00000000
PA
USD
1000068.00000000
0.150942312705
Long
ABS-O
CORP
KY
Y
2
2030-10-20
Variable
1.78825000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAL9
1155000.00000000
PA
USD
1130549.81000000
0.170636199688
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
ANADOLU EFES BIR
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS
032523AB8
1000000.00000000
PA
USD
1001300.00000000
0.151128260989
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
200000.00000000
PA
USD
198315.00000000
0.029932089362
Long
DBT
CORP
N/A
Y
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAB0
1776000.00000000
PA
USD
1785803.52000000
0.269534984966
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.37700000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAJ2
500000.00000000
PA
USD
526904.25000000
0.079526738250
Long
ABS-MBS
USGSE
US
Y
2
2039-07-10
Variable
3.55789700
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAC9
40180000.00000000
PA
USD
862861.48000000
0.130233451460
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Variable
0.25799000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBA3
1000000.00000000
PA
USD
1038327.00000000
0.156716821980
Long
ABS-MBS
USGSE
US
Y
2
2052-07-10
Variable
3.66801300
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAD9
500000.00000000
PA
USD
499998.55000000
0.075465805811
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
5.40000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
1000000.00000000
PA
USD
1009040.00000000
0.152296475051
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64132JAU9
1500000.00000000
PA
USD
1500582.00000000
0.226485916441
Long
ABS-O
CORP
KY
Y
2
2031-04-20
Variable
0.00000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
500000.00000000
PA
USD
504200.00000000
0.076099939270
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
AHP HEALTH PARTN
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAB7
370000.00000000
PA
USD
375087.50000000
0.056612725051
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
900000.00000000
PA
USD
1005849.00000000
0.151814850882
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAG2
750000.00000000
PA
USD
787500.00000000
0.118858988844
Long
DBT
CORP
BR
Y
2
2030-01-24
Fixed
4.87500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
2000000.00000000
PA
USD
2014600.00000000
0.304067706571
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
970000.00000000
PA
USD
997181.58000000
0.150506659419
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
500000.00000000
PA
USD
559955.00000000
0.084515155680
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
450000.00000000
PA
USD
475920.00000000
0.071831580915
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
2000000.00000000
PA
USD
2247500.00000000
0.339219780859
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BOR
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
03765VAK6
446768.49000000
PA
USD
446873.48000000
0.067447530125
Long
LON
CORP
US
N
2
2026-09-23
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV1
46591DBF5
108883.70000000
PA
USD
109589.43000000
0.016540557254
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
1.04150000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs Inc
171484AE8
225000.00000000
PA
USD
232809.75000000
0.035138452670
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ2
36257LAD9
60247.48000000
PA
USD
60445.27000000
0.009123128473
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBD6
2750000.00000000
PA
USD
2930115.38000000
0.442248319064
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDJ4
1000000.00000000
PA
USD
1158600.00000000
0.174869872348
Long
DBT
NUSS
DO
Y
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
725000.00000000
PA
USD
741040.67000000
0.111846786956
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
VITALITY RE XII LTD
N/A
Vitality Re XII Ltd
92849VAA1
500000.00000000
PA
USD
498100.00000000
0.075179253769
Long
DBT
CORP
KY
Y
2
2025-01-07
Variable
2.29056000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp
65249BAA7
325000.00000000
PA
USD
328250.00000000
0.049543445191
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
565000.00000000
PA
USD
570650.00000000
0.086129373947
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
1000000.00000000
PA
USD
1042500.00000000
0.157346661422
Long
DBT
CORP
KY
Y
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687HAB3
174125.00000000
PA
USD
174429.72000000
0.026327035102
Long
LON
CORP
US
N
2
2027-12-01
Variable
3.75000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAA6
1910000.00000000
PA
USD
1948038.74000000
0.294021479194
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AU6
450000.00000000
PA
USD
495000.00000000
0.074711364416
Long
DBT
NUSS
UA
Y
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AD2
500000.00000000
PA
USD
542505.00000000
0.081881391419
Long
DBT
CORP
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
AGRIUM INC
549300PKXJDXRXJ9S290
Agrium Inc
008916AP3
2185000.00000000
PA
USD
2303143.23000000
0.347618127594
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
N
AEGION CORP
549300AG3DVJURRIT691
Aegion Corp
00771PAJ0
500000.00000000
PA
USD
506250.00000000
0.076409349971
Long
LON
CORP
US
N
2
2028-05-17
Variable
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HP4
40062.97000000
PA
USD
47435.59000000
0.007159550809
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBE8
593000.00000000
PA
USD
647265.43000000
0.097693097807
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855031AQ3
1960000.00000000
PA
USD
1913459.80000000
0.288802408916
Long
LON
CORP
US
N
2
2026-04-12
Variable
5.17560000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
665000.00000000
PA
USD
680656.68000000
0.102732907599
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABX2
1100000.00000000
PA
USD
1085117.00000000
0.163778932568
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
870000.00000000
PA
USD
877560.30000000
0.132451974485
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-3
46650QAZ1
62434.49000000
PA
USD
66448.56000000
0.010029217335
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.72453300
N
N
N
N
N
N
CTR PARTNERSHIP/CARETRST
N/A
CTR Partnership LP / CareTrust Capital Corp
126458AE8
375000.00000000
PA
USD
382920.00000000
0.057794900327
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
600000.00000000
PA
USD
618000.00000000
0.093276006483
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
174000.00000000
PA
USD
182482.50000000
0.027542457691
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBB7
550000.00000000
PA
USD
517984.01000000
0.078180388147
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
3.93156200
N
N
N
N
N
N
2021-06-30
Nuveen Investment Funds, Inc.
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer