0001752724-19-198803.txt : 20191220
0001752724-19-198803.hdr.sgml : 20191220
20191220145829
ACCESSION NUMBER: 0001752724-19-198803
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191220
PERIOD START: 20191031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRINCIPAL FUNDS INC
CENTRAL INDEX KEY: 0000898745
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07572
FILM NUMBER: 191300600
BUSINESS ADDRESS:
STREET 1: 711 HIGH STREET
CITY: DES MOINES
STATE: IA
ZIP: 50392
BUSINESS PHONE: 515-248-4745
MAIL ADDRESS:
STREET 1: PRINCIPAL FINANCIAL GROUP
CITY: DES MOINES
STATE: IA
ZIP: 50392
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL INVESTORS FUND INC
DATE OF NAME CHANGE: 20001012
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL SPECIAL MARKETS FUND INC
DATE OF NAME CHANGE: 19930714
0000898745
S000006952
Core Plus Bond Fund fka Bond & Mortgage Securities Fund
C000018956
R-1
PBOMX
C000018957
R-2
PBMNX
C000018958
R-3
PBMMX
C000018959
R-5
PBMPX
C000018960
R-4
PBMSX
C000018961
Institutional Class
PMSIX
C000018962
J Class
PBMJX
C000018963
A Class
PRBDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000898745
XXXXXXXX
S000006952
C000018960
C000018961
C000018958
C000018962
C000018959
C000018956
C000018963
C000018957
Principal Funds, Inc
811-07572
0000898745
549300HZGBXSW6DSXF23
801 Grand Ave
Des Moines
50309
515-248-0156
Core Plus Bond Fund
S000006952
KIJ3S7K8DD1O6JZ8TF70
2019-10-31
2019-10-31
N
1610391250.37
152778492.48
1457612757.89
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3812264.30000000
0.00000000
0.00000000
1556500.26000000
USD
N
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
N/A
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
553514AE0
21939522.63000000
PA
USD
557904.51000000
0.038275221383
Long
ABS-MBS
CORP
US
N
2
2030-10-15
Variable
1.06000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
1280000.00000000
PA
USD
1370661.89000000
0.094034707269
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379FN70
5043280.80000000
PA
USD
975949.98000000
0.066955367584
Long
ABS-MBS
CORP
US
N
2
2045-11-20
Floating
4.35000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DCR0
5107.25000000
PA
USD
5641.95000000
0.000387067825
Long
ABS-MBS
USGA
US
N
2
2029-07-20
Fixed
6.00000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AE7
370000.00000000
PA
USD
388611.00000000
0.026660784758
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
1390000.00000000
PA
USD
1742011.97000000
0.119511300965
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BQ2
1125000.00000000
PA
USD
1157545.97000000
0.079413819873
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.00000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38380HLF7
8030197.28000000
PA
USD
1470728.22000000
0.100899790567
Long
ABS-MBS
CORP
US
N
2
2047-09-20
Floating
4.35000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389K5Z0
20906.05000000
PA
USD
23444.20000000
0.001608397008
Long
ABS-MBS
USGA
US
N
2
2032-03-01
Fixed
7.00000000
N
N
N
N
N
N
Denbury Resources Inc
549300KCWA5W52MS5559
Denbury Resources Inc
247916AF6
40000.00000000
PA
USD
35000.00000000
0.002401186447
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
9.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC
N/A
417321.39720000
PA
USD
417767.93000000
0.028661105478
Long
LON
CORP
US
N
2
2023-11-03
Floating
4.79000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128M9WT5
3941238.08000000
PA
USD
4262593.39000000
0.292436613697
Long
ABS-MBS
USGA
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416LG91
722388.20000000
PA
USD
751435.62000000
0.051552486483
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CM0
1355000.00000000
PA
USD
1540429.46000000
0.105681666935
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.88000000
N
N
N
N
N
N
Indiantown Cogeneration LP
N/A
Indiantown Cogeneration LP
455665AK5
188975.61000000
PA
USD
195355.80000000
0.013402448554
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
9.77000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
220000.00000000
PA
USD
232100.00000000
0.015923296413
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A3U62
234421.78000000
PA
USD
245988.70000000
0.016876135219
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
Parsley Energy LLC / Parsley Finance Corp
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AD7
80000.00000000
PA
USD
82358.40000000
0.005650224969
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.38000000
N
N
N
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780099CH8
2924000.00000000
PA
USD
3154190.96000000
0.216394302459
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
5.13000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAL3
390000.00000000
PA
USD
418275.00000000
0.028695893181
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.63000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
80000.00000000
PA
USD
75600.00000000
0.005186562726
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAY8
660000.00000000
PA
USD
668831.88000000
0.045885429883
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137FLUT9
11552196.22000000
PA
USD
11551101.07000000
0.792467066954
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Floating
2.37000000
N
N
N
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559AJ3
165000.00000000
PA
USD
179211.36000000
0.012294853967
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
6.25000000
N
N
N
N
N
N
WellCare Health Plans Inc
529900JCT1MMTWHZ5P23
WellCare Health Plans Inc
94946TAC0
500000.00000000
PA
USD
523281.25000000
0.035899881307
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
24703DAY7
350000.00000000
PA
USD
366578.21000000
0.025149217994
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
Corp Lindley SA
549300XI785GPWS6HA82
Corp Lindley SA
N/A
14000.00000000
PA
USD
14717.64000000
0.001009708505
Long
DBT
CORP
PE
N
2
2021-11-23
Fixed
6.75000000
N
N
N
N
N
N
COMM 2015-PC1 Mortgage Trust
N/A
COMM 2015-PC1 Mortgage Trust
12593GAH5
2000000.00000000
PA
USD
2175508.20000000
0.149251451609
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Variable
4.29000000
N
N
N
N
N
N
Ingles Markets Inc
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030AJ3
405000.00000000
PA
USD
413100.00000000
0.028340860613
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C28
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAJ0
7000000.00000000
PA
USD
7398630.40000000
0.507585458480
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.99000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C6G3
20257.05000000
PA
USD
22629.00000000
0.001552469946
Long
ABS-MBS
USGA
US
N
2
2028-11-20
Fixed
6.00000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAF1
160000.00000000
PA
USD
167000.00000000
0.011457089621
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.38000000
N
N
N
N
N
N
CNAC HK Finbridge Co Ltd
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
N/A
350000.00000000
PA
USD
368261.40000000
0.025264693795
Long
DBT
CORP
HK
N
2
2023-03-14
Fixed
4.63000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AX5
110000.00000000
PA
USD
113575.00000000
0.007791850022
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
UBS AG/Stamford CT
BFM8T61CT2L1QCEMIK50
UBS AG/Stamford CT
90261XHK1
5135000.00000000
PA
USD
5144243.72000000
0.352922522950
Long
DBT
CORP
CH
N
2
2020-03-26
Fixed
2.35000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
2315000.00000000
PA
USD
2526251.11000000
0.173314283668
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97000000
N
N
N
N
N
N
Match Group Inc
549300BIJKT86CPCKK96
Match Group Inc
57665RAG1
60000.00000000
PA
USD
62625.00000000
0.004296408607
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AK4
345000.00000000
PA
USD
234600.00000000
0.016094809731
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.25000000
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379QDZ5
2582619.05000000
PA
USD
180655.75000000
0.012393946816
Long
ABS-MBS
CORP
US
N
2
2040-02-20
Fixed
3.50000000
N
N
N
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
Avantor Inc
05352AAC4
40000.00000000
PA
USD
44688.00000000
0.003065834856
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
9.00000000
N
N
N
N
N
N
Targa Resources Partners LP / Targa Resources Partners Finance Corp
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBK7
466000.00000000
PA
USD
498629.32000000
0.034208627586
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
3455000.00000000
PA
USD
3806922.74000000
0.261175179717
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
Banco de Credito del Peru
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
500000.00000000
PA
USD
497500.00000000
0.034131150218
Long
DBT
CORP
PE
N
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CW7
1455000.00000000
PA
USD
1726331.86000000
0.118435561890
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Finance Inc
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
450000.00000000
PA
USD
467437.50000000
0.032068702573
Long
DBT
CORP
XX
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NJU3
241047.41000000
PA
USD
246491.69000000
0.016910643013
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Floating
3.75000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBF5
1925000.00000000
PA
USD
2040018.75000000
0.139956153577
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09000000
N
N
N
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
761735AR0
150000.00000000
PA
USD
150375.00000000
0.010316526058
Long
DBT
CORP
US
N
2
2021-07-15
Floating
5.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31298PTR1
244.67000000
PA
USD
272.67000000
0.000018706614
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
6.50000000
N
N
N
N
N
N
Nielsen Finance LLC / Nielsen Finance Co
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
155000.00000000
PA
USD
155778.10000000
0.010687207501
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KKL4
1598.45000000
PA
USD
1803.42000000
0.000123724218
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
6.50000000
N
N
N
N
N
N
BANK 2019-BNK18
N/A
BANK 2019-BNK18
065402BC2
5000000.00000000
PA
USD
5459768.00000000
0.374569169379
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Fixed
3.58000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C3X9
22489.46000000
PA
USD
25119.81000000
0.001723352781
Long
ABS-MBS
USGA
US
N
2
2028-07-20
Fixed
6.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2011-C2
N/A
CFCRE Commercial Mortgage Trust 2011-C2
12527DAE0
1125000.00000000
PA
USD
1179893.70000000
0.080946993199
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
5.74000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413AJK0
281098.86000000
PA
USD
334050.59000000
0.022917649985
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
6.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
1004000.00000000
PA
USD
1079444.26000000
0.074055626513
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
370000.00000000
PA
USD
386761.00000000
0.026533864903
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAE4
355000.00000000
PA
USD
371862.50000000
0.025511748438
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2012-GCJ7
N/A
GS Mortgage Securities Trust 2012-GCJ7
36192KAW7
11338246.09000000
PA
USD
357467.69000000
0.024524187790
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Variable
2.16000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBQ3
1630000.00000000
PA
USD
1952791.05000000
0.133971868689
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.60000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
160000.00000000
PA
USD
122400.00000000
0.008397292033
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1700000.00000000
PA
USD
1802000.00000000
0.123626799384
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
Cinemark USA Inc
172441AZ0
50000.00000000
PA
USD
50750.00000000
0.003481720348
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GHP4
697901.88000000
PA
USD
719919.05000000
0.049390281890
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAQ6
260000.00000000
PA
USD
261786.37000000
0.017959939536
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379WE24
5297687.43000000
PA
USD
1082310.13000000
0.074252240462
Long
ABS-MBS
CORP
US
N
2
2046-05-20
Floating
4.20000000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAH5
125000.00000000
PA
USD
130625.00000000
0.008961570848
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-48870.24000000
-0.00335275879
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
3661242.90000000
USD
390000000.00000000
JPY
2019-11-08
-48870.24000000
N
N
N
Lamar Media Corp
N/A
Lamar Media Corp
513075BE0
155000.00000000
PA
USD
157809.38000000
0.010826564129
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AP6
200000.00000000
PA
USD
195435.04000000
0.013407884840
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCT4
10740000.00000000
PA
USD
10772009.82000000
0.739017256928
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
2.58000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
90000.00000000
PA
USD
92587.50000000
0.006351995720
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAT2
110000.00000000
PA
USD
110220.00000000
0.007561679149
Long
DBT
CORP
US
N
2
2020-08-14
Floating
2.77000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-89407.66000000
-0.00613384175
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
5900000.00000000
EUR
6492478.00000000
USD
2019-11-08
-89407.66000000
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31294FUC8
11105.45000000
PA
USD
12232.52000000
0.000839216035
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
7.00000000
N
N
N
N
N
N
Navistar Inc
4EW4JDYTYMZ6D6T42H76
Navistar Inc
N/A
649515.12000000
PA
USD
641805.38000000
0.044031268011
Long
LON
CORP
US
N
2
2024-11-06
Floating
5.42000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
2070000.00000000
PA
USD
2168021.31000000
0.148737811072
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.88000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
50000.00000000
PA
USD
58802.02000000
0.004034131814
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
FMG Resources August 2006 Pty Ltd
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAU1
265000.00000000
PA
USD
272950.00000000
0.018725824024
Long
DBT
CORP
AU
N
2
2022-05-15
Fixed
4.75000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BM2
60000.00000000
PA
USD
63750.00000000
0.004373589600
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.38000000
N
N
N
N
N
N
Republic of South Africa Government International Bond
549300KEVMSOSY8T8R35
Republic of South Africa Government International Bond
836205AU8
875000.00000000
PA
USD
843281.25000000
0.057853585970
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
460000.00000000
PA
USD
507150.00000000
0.034793191624
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.88000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
965000.00000000
PA
USD
1034007.15000000
0.070938398720
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
7082.74000000
0.000485913694
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
415000.00000000
CHF
427898.13000000
USD
2019-11-08
7082.74000000
N
N
N
Ferrellgas LP / Ferrellgas Finance Corp
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315292AM4
100000.00000000
PA
USD
84000.00000000
0.005762847474
Long
DBT
CORP
US
N
2
2021-05-01
Fixed
6.50000000
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390X7C8
6460.79000000
PA
USD
7196.26000000
0.000493701770
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
Principal Government Money Market Fund
549300WWK3YB7DNN4U34
Principal Government Money Market Fund
742537228
61205262.00000000
NS
USD
61205262.00000000
4.199007018064
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401PDX9
69624.73000000
PA
USD
74894.53000000
0.005138163726
Long
ABS-MBS
USGA
US
N
2
2023-06-01
Fixed
5.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCM4
1095000.00000000
PA
USD
1417843.37000000
0.097271608136
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
5.01000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
1430000.00000000
PA
USD
1447298.31000000
0.099292373928
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Taylor Morrison Communities Inc
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
100000.00000000
PA
USD
110750.00000000
0.007598039973
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Zayo Group LLC / Zayo Capital Inc
N/A
Zayo Group LLC / Zayo Capital Inc
989194AP0
65000.00000000
PA
USD
66064.70000000
0.004532390351
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.75000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
709000.00000000
PA
USD
846092.42000000
0.058046447207
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.38000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AE6
115000.00000000
PA
USD
118018.75000000
0.008096714944
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAJ6
403000.00000000
PA
USD
419120.00000000
0.028753864682
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
5.63000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAG5
20400937.61000000
PA
USD
719916.45000000
0.049390103517
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
1.01000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
460000.00000000
PA
USD
470878.39000000
0.032304765957
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C4
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAC8
19628269.80000000
PA
USD
764872.45000000
0.052474324600
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
1.63000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
48870.24000000
0.003352758799
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
390000000.00000000
JPY
3661242.90000000
USD
2019-11-08
48870.24000000
N
N
N
Morocco Government International Bond
529900F3MBW9XY5K1X07
Morocco Government International Bond
N/A
390000.00000000
PA
USD
408514.08000000
0.028026242072
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.25000000
N
N
N
N
N
N
BANK 2017-BNK9
N/A
BANK 2017-BNK9
06540RAJ3
2000000.00000000
PA
USD
2168344.60000000
0.148759990488
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Variable
4.03000000
N
N
N
N
N
N
Staples Inc
XQM2JINI1UL7642TU573
Staples Inc
855030AP7
300000.00000000
PA
USD
312000.00000000
0.021404862046
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J96A4
3857894.50000000
PA
USD
4129800.45000000
0.283326310616
Long
ABS-MBS
USGA
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL6B4
3542326.37000000
PA
USD
3647671.54000000
0.250249699054
Long
ABS-MBS
USGA
US
N
2
2028-07-01
Fixed
3.00000000
N
N
N
N
N
N
PPL WEM Ltd / Western Power Distribution Ltd
N/A
PPL WEM Ltd / Western Power Distribution Ltd
69353UAA9
3675000.00000000
PA
USD
3798752.54000000
0.260614660473
Long
DBT
CORP
GB
N
2
2021-05-01
Fixed
5.38000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
1200000.00000000
PA
USD
1477726.01000000
0.101379876239
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies Inc
01741RAF9
65000.00000000
PA
USD
70788.25000000
0.004856451044
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.88000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
17000000.00000000
PA
USD
20428554.73000000
1.401507678868
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
7990000.00000000
PA
USD
8719713.52000000
0.598218798017
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
565000.00000000
PA
USD
580368.00000000
0.039816336462
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
24703DAZ4
2810000.00000000
PA
USD
3048823.87000000
0.209165558787
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
EP Energy LLC / Everest Acquisition Finance Inc
N/A
EP Energy LLC / Everest Acquisition Finance Inc
268787AJ7
890000.00000000
PA
USD
618550.00000000
0.042435825060
Long
DBT
CORP
US
N
2
2026-05-15
None
0.00000000
Y
Y
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378FPD6
4243970.39000000
PA
USD
800815.57000000
0.054940214104
Long
ABS-MBS
CORP
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ABT78
3715882.30000000
PA
USD
676548.09000000
0.046414802994
Long
ABS-MBS
CORP
US
N
2
2043-02-25
Floating
4.28000000
N
N
N
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
270000.00000000
PA
USD
259200.00000000
0.017782500777
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
N
Mallinckrodt International Finance SA / Mallinckrodt CB LLC
N/A
Mallinckrodt International Finance SA / Mallinckrodt CB LLC
561233AA5
95000.00000000
PA
USD
37525.00000000
0.002574414898
Long
DBT
CORP
LU
N
2
2022-08-01
Fixed
5.75000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AD2
91000.00000000
PA
USD
92706.25000000
0.006360142602
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
American Airlines 2013-2 Class A Pass Through Trust
N/A
American Airlines 2013-2 Class A Pass Through Trust
02377UAB0
3337213.58000000
PA
USD
3500362.28000000
0.240143499091
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.95000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38376UBJ7
7649814.06000000
PA
USD
1441167.60000000
0.098871774564
Long
ABS-MBS
CORP
US
N
2
2047-03-20
Floating
4.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
810000.00000000
PA
USD
842045.93000000
0.057768836437
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
100000.00000000
PA
USD
93250.00000000
0.006397446749
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.38000000
N
N
N
N
N
N
Genworth Holdings Inc
PXDECZED7L8SRUP41R09
Genworth Holdings Inc
N/A
633904.68000000
PA
USD
632319.92000000
0.043380514926
Long
LON
CORP
US
N
2
2023-03-07
Floating
6.32000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2E99
1090498.30000000
PA
USD
1223115.27000000
0.083912223145
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
5.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BNR5
8629.89000000
PA
USD
10127.97000000
0.000694832694
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
7.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBA2
115000.00000000
PA
USD
115885.50000000
0.007950362630
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
8.50000000
N
N
N
N
N
N
Altice Luxembourg SA
2221006ZDZREFLFIFQ42
Altice Luxembourg SA
02156DAA7
265000.00000000
PA
USD
299781.25000000
0.020566590706
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
1890000.00000000
PA
USD
1918747.77000000
0.131636318330
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22000000
N
N
N
N
N
N
H&E Equipment Services Inc
N/A
H&E Equipment Services Inc
404030AH1
130000.00000000
PA
USD
136662.50000000
0.009375775511
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.63000000
N
N
N
N
N
N
Navient Student Loan Trust 2017-3
N/A
Navient Student Loan Trust 2017-3
63940JAA7
493953.74000000
PA
USD
493994.29000000
0.033890639837
Long
ABS-O
CORP
US
N
2
2066-07-26
Floating
2.12000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XRAE9
93016.73000000
PA
USD
95785.11000000
0.006571368800
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
3.00000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38380TP67
5881941.91000000
PA
USD
1160084.23000000
0.079587958030
Long
ABS-MBS
CORP
US
N
2
2047-07-20
Floating
4.35000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
2910000.00000000
PA
USD
3079271.24000000
0.211254410564
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EDQ9
58577.16000000
PA
USD
65711.58000000
0.004508164438
Long
ABS-MBS
USGA
US
N
2
2035-05-20
Fixed
5.50000000
N
N
N
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources Inc
205677AB3
85000.00000000
PA
USD
67150.00000000
0.004606847712
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Garda World Security Corp
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAG4
220000.00000000
PA
USD
220275.00000000
0.015112038420
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
7.25000000
N
N
N
N
N
N
Blue Racer Midstream LLC / Blue Racer Finance Corp
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AA6
300000.00000000
PA
USD
294750.00000000
0.020221420154
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
941053AH3
3360000.00000000
PA
USD
3826383.15000000
0.262510267510
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
Futures
N/A
178.00000000
NC
USD
476060.14000000
0.032660261610
N/A
DIR
N/A
N
1
CBT
N/A
Long
N/A
US Long Bond; December 2019
2019-12-19
28724750.00000000
USD
476060.14000000
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ATST2
4702497.41000000
PA
USD
886239.72000000
0.060800765855
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Floating
4.28000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AQ7
126000.00000000
PA
USD
124110.00000000
0.008514607142
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.69000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
320000.00000000
PA
USD
347200.00000000
0.023819769559
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
16136690.75000000
PA
USD
16688699.02000000
1.144933654680
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAD8
5400000.00000000
PA
USD
5440500.00000000
0.373247281937
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.35000000
N
N
N
N
N
N
Argentine Republic Government International Bond
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
1345000.00000000
PA
USD
564900.00000000
0.038755149263
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8MP5
11398725.04000000
PA
USD
12047280.58000000
0.826507624524
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378TWD8
1940882.22000000
PA
USD
385808.57000000
0.026468523132
Long
ABS-MBS
CORP
US
N
2
2043-05-16
Fixed
4.50000000
N
N
N
N
N
N
Pinnacle Operating Corp
5493003TRZY542551L24
Pinnacle Operating Corp
72348XAC1
1329399.00000000
PA
USD
451995.66000000
0.031009310089
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
9.00000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DBX8
4240.91000000
PA
USD
4834.22000000
0.000331653244
Long
ABS-MBS
USGA
US
N
2
2029-05-20
Fixed
6.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF60
2782905.44000000
PA
USD
2887897.39000000
0.198125144992
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.00000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
940000.00000000
PA
USD
1004464.92000000
0.068911644369
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDCC3
2124652.05000000
PA
USD
2192478.74000000
0.150415721057
Long
ABS-MBS
USGA
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38380GHV9
3166848.10000000
PA
USD
731761.37000000
0.050202728127
Long
ABS-MBS
CORP
US
N
2
2047-08-20
Floating
4.35000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
03524BAE6
140000.00000000
PA
USD
149356.71000000
0.010246665940
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419B5L5
723442.23000000
PA
USD
784215.04000000
0.053801329314
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EM6R7
905255.05000000
PA
USD
982332.91000000
0.067393270584
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128MJC24
48387.04000000
PA
USD
55785.55000000
0.003827185903
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Fixed
6.50000000
N
N
N
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
155000.00000000
PA
USD
165462.50000000
0.011351608930
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GU6
375000.00000000
PA
USD
384843.75000000
0.026402331340
Long
DBT
CORP
US
N
2
N/A
Variable
5.80000000
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
46099.00000000
0.003162636972
N/A
DFE
N/A
N
2
Goldman Sachs & Co
N/A
6483595.96000000
USD
8600000.00000000
CAD
2019-11-08
46099.00000000
N
N
N
JP Morgan Mortgage Acquisition Trust 2006-CW2
N/A
JP Morgan Mortgage Acquisition Trust 2006-CW2
46629BAR0
63378.94000000
PA
USD
63240.55000000
0.004338638616
Long
ABS-O
CORP
US
N
2
2036-08-25
Floating
1.97000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
39000000.00000000
PA
USD
45485273.34000000
3.120532054469
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
1400000.00000000
PA
USD
1544216.80000000
0.105941498634
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
Viacom Inc
X0ST5BPF0CZG9FE5OV61
Viacom Inc
92553PAT9
1310000.00000000
PA
USD
1392957.11000000
0.095564278129
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
363692.19000000
0.024951221648
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
26410080.00000000
USD
24000000.00000000
EUR
2019-11-08
363692.19000000
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RJQ1
461860.98000000
PA
USD
515937.28000000
0.035396045843
Long
ABS-MBS
USGA
US
N
2
2040-05-01
Fixed
5.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AN9
1900000.00000000
PA
USD
2213873.48000000
0.151883514192
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.70000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
1230000.00000000
PA
USD
1300740.93000000
0.089237756939
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
Russian Foreign Bond - Eurobond
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
N/A
1400000.00000000
PA
USD
1609806.80000000
0.110441322037
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AB2
40000.00000000
PA
USD
42600.00000000
0.002922586933
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.38000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-2496.87000000
-0.00017129858
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
415000.00000000
CHF
418318.52000000
USD
2019-11-08
-2496.87000000
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297GES5
2239959.72000000
PA
USD
2439593.08000000
0.167369081177
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
4.50000000
N
N
N
N
N
N
VEON Holdings BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92718WAF6
1175000.00000000
PA
USD
1190333.75000000
0.081663236244
Long
DBT
CORP
NL
N
2
2021-06-16
Fixed
3.95000000
N
N
N
N
N
N
Level 3 Parent LLC
N/A
Level 3 Parent LLC
N/A
60000.00000000
PA
USD
60045.00000000
0.004119406864
Long
LON
CORP
US
N
2
2024-02-22
Floating
3.98000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C2H4
458480.07000000
PA
USD
477353.69000000
0.032749006031
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Floating
4.30000000
N
N
N
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
250000.00000000
PA
USD
272807.50000000
0.018716047765
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
761735AT6
90000.00000000
PA
USD
92335.50000000
0.006334707177
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAU3
810000.00000000
PA
USD
858194.77000000
0.058876732887
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-55450.91000000
-0.00380422781
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
6637336.57000000
USD
5900000.00000000
EUR
2019-11-08
-55450.91000000
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HGZ1
5153.28000000
PA
USD
5994.61000000
0.000411262179
Long
ABS-MBS
USGA
US
N
2
2031-01-01
Fixed
7.50000000
N
N
N
N
N
N
Indonesia Asahan Aluminium Persero PT
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAC6
300000.00000000
PA
USD
362800.76000000
0.024890064801
Long
DBT
CORP
ID
N
2
2028-11-15
Fixed
6.53000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390YLR7
5186.60000000
PA
USD
5761.96000000
0.000395301150
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
7.50000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
505000.00000000
PA
USD
534542.50000000
0.036672463046
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AW1
90000.00000000
PA
USD
100822.50000000
0.006916960588
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AE4
1775000.00000000
PA
USD
1911316.81000000
0.131126514889
Long
DBT
CORP
US
N
2
2025-09-24
Fixed
3.50000000
N
N
N
N
N
N
JC Penney Corp Inc
8TDNUQ07MEFMWW1VHP39
JC Penney Corp Inc
708160CB0
40000.00000000
PA
USD
34800.00000000
0.002387465382
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDMA6
7042717.95000000
PA
USD
7576970.08000000
0.519820510556
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AX2
1195000.00000000
PA
USD
1205203.17000000
0.082683357666
Long
DBT
CORP
US
N
2
2020-07-23
Fixed
3.58000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06053FAA7
1975000.00000000
PA
USD
2108395.73000000
0.144647178654
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
4.10000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412CAC5
395000.00000000
PA
USD
413762.50000000
0.028386311642
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
6.25000000
N
N
N
N
N
N
Cablevision Systems Corp
N/A
Cablevision Systems Corp
12686CBB4
130000.00000000
PA
USD
140237.50000000
0.009621039555
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.88000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
1475000.00000000
PA
USD
1475941.79000000
0.101257469242
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
1325000.00000000
PA
USD
1589320.29000000
0.109035838318
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
Tucson Electric Power Co
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AQ3
325000.00000000
PA
USD
405257.29000000
0.027802808928
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.85000000
N
N
N
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469AAB0
340000.00000000
PA
USD
341275.00000000
0.023413282996
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCTS2
561963.28000000
PA
USD
568529.08000000
0.039004123483
Long
ABS-MBS
USGA
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-508376.42000000
-0.03487733057
N/A
DFE
N/A
N
2
Goldman Sachs & Co
N/A
6900000.00000000
GBP
8430351.00000000
USD
2019-11-08
-508376.42000000
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BH6
210000.00000000
PA
USD
214725.00000000
0.014731278855
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.63000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379BSE9
539775.57000000
PA
USD
73612.16000000
0.005050186313
Long
ABS-MBS
CORP
US
N
2
2044-04-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities
30711XYS7
7497677.99000000
PA
USD
7498536.47000000
0.514439547088
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
2.42000000
N
N
N
N
N
N
Want Want China Finance Ltd
N/A
Want Want China Finance Ltd
N/A
1700000.00000000
PA
USD
1708371.00000000
0.117203351216
Long
DBT
CORP
VG
N
2
2022-04-27
Fixed
2.88000000
N
N
N
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
380000.00000000
PA
USD
389025.00000000
0.026689187364
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Refinitiv US Holdings Inc
549300NF240HXJO7N016
Refinitiv US Holdings Inc
N/A
255547.46000000
PA
USD
256761.31000000
0.017615193652
Long
LON
CORP
US
N
2
2025-09-18
Floating
5.54000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31335HYK3
93509.42000000
PA
USD
103327.01000000
0.007088783316
Long
ABS-MBS
USGA
US
N
2
2023-07-01
Fixed
6.00000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUA1
4069181.25000000
PA
USD
4224765.58000000
0.289841424420
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136AQTT7
564005.32000000
PA
USD
67092.44000000
0.004602898790
Long
ABS-MBS
CORP
US
N
2
2043-04-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJXW6
43689.14000000
PA
USD
45717.66000000
0.003136475017
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389XYN7
2348.46000000
PA
USD
2615.80000000
0.000179457814
Long
ABS-MBS
USGA
US
N
2
2022-05-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128P7QT3
723753.15000000
PA
USD
777252.21000000
0.053323642084
Long
ABS-MBS
USGA
US
N
2
2031-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HD5P5
9486587.57000000
PA
USD
10436392.31000000
0.715992107883
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGT1
1065000.00000000
PA
USD
1207549.55000000
0.082844331833
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38376US75
5373472.40000000
PA
USD
1108459.77000000
0.076046245067
Long
ABS-MBS
CORP
US
N
2
2047-05-16
Floating
4.24000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128M6QM3
356064.65000000
PA
USD
402974.33000000
0.027646185711
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Futures
N/A
695.00000000
NC
USD
535983.23000000
0.036771304799
N/A
DIR
N/A
N
1
CBT
N/A
Long
N/A
US 10 Year Note; December 2019
2019-12-20
90556328.13000000
USD
535983.23000000
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379FQW2
2367195.59000000
PA
USD
296772.71000000
0.020360188835
Long
ABS-MBS
CORP
US
N
2
2040-09-20
Fixed
4.00000000
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAV0
500000.00000000
PA
USD
502943.85000000
0.034504627328
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.08000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136AUDW8
7653369.79000000
PA
USD
1701057.87000000
0.116701631540
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
4.18000000
N
N
N
N
N
N
COMM 2015-CCRE22 Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
1610500.00000000
PA
USD
1700098.23000000
0.116635795124
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.12000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAM2
275000.00000000
PA
USD
278437.50000000
0.019102295756
Long
DBT
CORP
XX
N
2
2022-09-15
Fixed
4.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C24
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAY6
1000000.00000000
PA
USD
952674.70000000
0.065358559387
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
3.91000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAP8
1030000.00000000
PA
USD
1234294.75000000
0.084679195027
Long
DBT
CORP
US
N
2
2048-08-20
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4F68
214900.27000000
PA
USD
219325.04000000
0.015046866104
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
2565000.00000000
PA
USD
3047782.63000000
0.209094124176
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796SX8
7500000.00000000
PA
USD
7485500.03000000
0.513545177858
Long
DBT
UST
US
N
2
2019-12-19
None
1.57000000
N
N
N
N
N
N
Carrizo Oil & Gas Inc
6X88M1NLGKDIRGWMPT94
Carrizo Oil & Gas Inc
144577AH6
50000.00000000
PA
USD
46500.00000000
0.003190147708
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAG4
368000.00000000
PA
USD
379040.00000000
0.026004163173
Long
DBT
CORP
GB
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AG2
105000.00000000
PA
USD
150954.91000000
0.010356310973
Long
DBT
CORP
LU
N
2
2037-10-01
Fixed
7.13000000
N
N
N
N
N
N
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
N/A
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAB1
105000.00000000
PA
USD
111037.50000000
0.007617764004
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Magellan Health Inc
N/A
Magellan Health Inc
559079AK4
190000.00000000
PA
USD
188575.00000000
0.012937249552
Long
DBT
CORP
US
N
2
2024-09-22
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RPT0
31763.44000000
PA
USD
32301.42000000
0.002216049484
Long
ABS-MBS
USGA
US
N
2
2034-10-01
Floating
3.53000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
N/A
375000.00000000
PA
USD
375277.50000000
0.025746035630
Long
DBT
CORP
NL
N
2
2022-03-03
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128L9BD4
155284.46000000
PA
USD
173375.83000000
0.011894505523
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
Navios South American Logistics Inc / Navios Logistics Finance US Inc
N/A
Navios South American Logistics Inc / Navios Logistics Finance US Inc
63938NAE4
175000.00000000
PA
USD
172375.00000000
0.011825843254
Long
DBT
CORP
MH
N
2
2022-05-01
Fixed
7.25000000
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C1
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C1
46634NAR7
2585000.00000000
PA
USD
2610130.59000000
0.179068862828
Long
ABS-MBS
CORP
US
N
2
2043-06-15
Fixed
5.95000000
N
N
N
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
100000.00000000
PA
USD
105750.00000000
0.007255013337
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAD0
395000.00000000
PA
USD
417218.75000000
0.028623428804
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
6.63000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAQ4
265000.00000000
PA
USD
271566.09000000
0.018630880426
Long
DBT
CORP
IE
N
2
2020-10-30
Fixed
4.63000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
425000.00000000
PA
USD
461125.00000000
0.031635631446
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407F6Z8
90825.95000000
PA
USD
95161.42000000
0.006528580343
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Floating
4.36000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587CY1
380000.00000000
PA
USD
397612.45000000
0.027278332180
Long
DBT
CORP
US
N
2
2057-03-15
Variable
5.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCY3
975000.00000000
PA
USD
1093127.48000000
0.074994368297
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Hughes Satellite Systems Corp
N/A
Hughes Satellite Systems Corp
444454AF9
95000.00000000
PA
USD
102837.50000000
0.007055200322
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136AD2Q1
1333683.72000000
PA
USD
100108.57000000
0.006867981187
Long
ABS-MBS
CORP
US
N
2
2028-05-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402NF52
140354.08000000
PA
USD
157938.44000000
0.010835418333
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38375GYC9
6587537.22000000
PA
USD
1305216.42000000
0.089544799394
Long
ABS-MBS
CORP
US
N
2
2042-08-20
Floating
4.20000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414FNE7
229411.77000000
PA
USD
253373.89000000
0.017382798595
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
CSAIL 2018-CX11 Commercial Mortgage Trust
N/A
CSAIL 2018-CX11 Commercial Mortgage Trust
12652UAU3
1000000.00000000
PA
USD
1111381.40000000
0.076246684449
Long
ABS-MBS
CORP
US
N
2
2051-04-15
Variable
4.03000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAL4
200000.00000000
PA
USD
210000.00000000
0.014407118685
Long
DBT
CORP
XX
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
DP World PLC
549300M3U2DNF4QVSS04
DP World PLC
N/A
340000.00000000
PA
USD
446578.44000000
0.030637659939
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
Greystar Real Estate Partners LLC
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAB2
75000.00000000
PA
USD
78187.50000000
0.005364079010
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
1460000.00000000
PA
USD
1525451.65000000
0.104654109381
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.46000000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
270000.00000000
PA
USD
274893.75000000
0.018859175628
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.63000000
N
N
N
N
N
N
Nuveen Finance LLC
N/A
Nuveen Finance LLC
87246YAC0
2985000.00000000
PA
USD
3241123.48000000
0.222358336427
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.13000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
475000.00000000
PA
USD
493364.24000000
0.033847415051
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292GY42
4209.84000000
PA
USD
4691.59000000
0.000321868066
Long
ABS-MBS
USGA
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
520000.00000000
PA
USD
580995.89000000
0.039859413061
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAF2
475000.00000000
PA
USD
354017.50000000
0.024287486376
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust 2005-C3
N/A
LB-UBS Commercial Mortgage Trust 2005-C3
52108H5W0
1883484.94000000
PA
USD
2369.61000000
0.000162567869
Long
ABS-MBS
CORP
US
N
2
2040-07-15
Variable
0.77000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
225000.00000000
PA
USD
247997.25000000
0.017013932449
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
GTT Communications Inc
549300ETSL7K1ZX05H30
GTT Communications Inc
362393AA8
245000.00000000
PA
USD
142712.50000000
0.009790837739
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKQQ1
217457.28000000
PA
USD
230471.11000000
0.015811545882
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYR6
1392217.06000000
PA
USD
1440662.33000000
0.098837110350
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
3.00000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
275000.00000000
PA
USD
291500.00000000
0.019998452841
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-46099.00000000
-0.00316263697
N/A
DFE
N/A
N
2
Goldman Sachs & Co
N/A
8600000.00000000
CAD
6483595.96000000
USD
2019-11-08
-46099.00000000
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BU2
2235000.00000000
PA
USD
2252428.46000000
0.154528591205
Long
DBT
CORP
US
N
2
2022-06-06
Floating
3.14000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC29
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBE4
2000000.00000000
PA
USD
2106892.00000000
0.144544014766
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.14000000
N
N
N
N
N
N
Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl
N/A
Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl
39479TAA4
45000.00000000
PA
USD
48600.00000000
0.003334218895
Long
DBT
CORP
US
N
2
2024-11-30
Fixed
10.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391UTD7
44529.19000000
PA
USD
45596.38000000
0.003128154563
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Floating
4.85000000
N
N
N
N
N
N
SABIC Capital II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
550000.00000000
PA
USD
578655.00000000
0.039698815537
Long
DBT
CORP
NL
N
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2016-3
N/A
Sequoia Mortgage Trust 2016-3
81746NAK4
2774279.60000000
PA
USD
2828317.02000000
0.194037614221
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HJD7
2760.37000000
PA
USD
3127.44000000
0.000214559044
Long
ABS-MBS
USGA
US
N
2
2031-04-01
Fixed
6.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2P1
229604.84000000
PA
USD
239459.13000000
0.016428171934
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ART32
9164558.73000000
PA
USD
1955200.87000000
0.134137195178
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Floating
4.18000000
N
N
N
N
N
N
Claire's Stores Inc
N/A
Claire's Stores Inc
N/A
36678.37000000
PA
USD
64187.15000000
0.004403580419
Long
LON
CORP
US
N
2
2038-10-12
Floating
9.19000000
N
N
N
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165AAH1
50000.00000000
PA
USD
47505.00000000
0.003259096062
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
855000.00000000
PA
USD
918636.75000000
0.063023374694
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAE5
110000.00000000
PA
USD
114400.00000000
0.007848449417
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.63000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081BB7
100000.00000000
PA
USD
104375.00000000
0.007160681013
Long
DBT
CORP
US
N
2
2025-12-31
Fixed
6.75000000
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
Romanian Government International Bond
77586TAD8
250000.00000000
PA
USD
274687.50000000
0.018845025780
Long
DBT
NUSS
RO
N
2
2024-01-22
Fixed
4.88000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JA9
655000.00000000
PA
USD
717763.73000000
0.049242415457
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.80000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BW3
390000.00000000
PA
USD
417300.00000000
0.028629002987
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.88000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEG8
756506.64000000
PA
USD
781978.83000000
0.053647913395
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
50000.00000000
PA
USD
55062.50000000
0.003777580821
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BN0
450000.00000000
PA
USD
506657.88000000
0.034759429571
Long
DBT
CORP
CA
N
2
2049-05-01
Fixed
4.35000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
1120000.00000000
PA
USD
1134863.16000000
0.077857658274
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
400000.00000000
PA
USD
529562.05000000
0.036330777645
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YL1
1725000.00000000
PA
USD
1733442.01000000
0.118923356057
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.34000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RJG8
1065000.00000000
PA
USD
1249865.25000000
0.085747414272
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
5.38000000
N
N
N
N
N
N
State Grid Overseas Investment 2016 Ltd
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd
G8450LAJ3
850000.00000000
PA
USD
894596.33000000
0.061374073817
Long
DBT
CORP
VG
N
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FB47
126870.58000000
PA
USD
140467.78000000
0.009636837990
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse Commercial Mortgage Trust Series 2006-C5
N/A
Credit Suisse Commercial Mortgage Trust Series 2006-C5
22545LBR9
639840.92000000
PA
USD
3910.26000000
0.000268264666
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
0.88000000
N
N
N
N
N
N
Jack Ohio Finance LLC / Jack Ohio Finance 1 Corp
N/A
Jack Ohio Finance LLC / Jack Ohio Finance 1 Corp
46647DAA1
400000.00000000
PA
USD
408500.00000000
0.028025276109
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371K7M7
1458.82000000
PA
USD
1569.35000000
0.000107665770
Long
ABS-MBS
USGA
US
N
2
2023-07-01
Fixed
5.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
335000.00000000
PA
USD
353131.67000000
0.024226713719
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331BC0
1765000.00000000
PA
USD
1847816.22000000
0.126770036142
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC16
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAF7
20306242.76000000
PA
USD
720437.06000000
0.049425820136
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
1.04000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31294BH99
5136.61000000
PA
USD
5602.36000000
0.000384351740
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
7.00000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AF9
105000.00000000
PA
USD
106837.50000000
0.007329621631
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.20000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
1585000.00000000
PA
USD
1593770.79000000
0.109341166326
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
30052KAA7
650000.00000000
PA
USD
693147.00000000
0.047553576644
Long
DBT
CORP
GB
N
2
2024-04-02
Fixed
5.25000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
60000.00000000
PA
USD
55503.00000000
0.003807801468
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KY88
7046.08000000
PA
USD
7782.05000000
0.000533890085
Long
ABS-MBS
USGA
US
N
2
2023-02-01
Fixed
6.00000000
N
N
N
N
N
N
GFL Environmental Inc
5493008HF9XC5H29ZX61
GFL Environmental Inc
44485HAA2
125000.00000000
PA
USD
132500.00000000
0.009090205837
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
7.00000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
474000.00000000
PA
USD
488290.83000000
0.033499352098
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
Avation Capital SA
54930056OEYSV06OMD90
Avation Capital SA
05351CAA5
200000.00000000
PA
USD
208500.00000000
0.014304210694
Long
DBT
CORP
LU
N
2
2021-05-15
Fixed
6.50000000
N
N
N
N
N
N
PPL Electric Utilities Corp
N/A
PPL Electric Utilities Corp
69351UAR4
325000.00000000
PA
USD
403495.62000000
0.027681948982
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.75000000
N
N
N
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAN9
370000.00000000
PA
USD
375087.50000000
0.025733000618
Long
DBT
CORP
CA
N
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
N
COMM 2013-CCRE11 Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAF9
51428888.82000000
PA
USD
1677368.64000000
0.115076424168
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Variable
0.93000000
N
N
N
N
N
N
Icahn Enterprises LP / Icahn Enterprises Finance Corp
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BJ5
405000.00000000
PA
USD
414618.75000000
0.028445054954
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
6.25000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
1090000.00000000
PA
USD
1194253.57000000
0.081932156777
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Sensata Technologies UK Financing Co PLC
635400EUADS212PJER83
Sensata Technologies UK Financing Co PLC
81727TAA6
475000.00000000
PA
USD
507953.13000000
0.034848290621
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
6.25000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAA1
726000.00000000
PA
USD
687013.80000000
0.047132806452
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
10.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137B5AG8
444630.23000000
PA
USD
442913.56000000
0.030386229648
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Fixed
2.00000000
N
N
N
N
N
N
Frontier Communications Corp
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906AAZ1
200000.00000000
PA
USD
93750.00000000
0.006431749413
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9YZ7
2353069.11000000
PA
USD
2450332.52000000
0.168105863970
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
2980000.00000000
PA
USD
3197904.57000000
0.219393288971
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHP0
1170000.00000000
PA
USD
1249446.08000000
0.085718656977
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.05000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326B1
24000000.00000000
PA
USD
24907500.00000000
1.708787184056
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Alta Mesa Holdings LP / Alta Mesa Finance Services Corp
N/A
Alta Mesa Holdings LP / Alta Mesa Finance Services Corp
021332AF8
200000.00000000
PA
USD
23000.00000000
0.001577922522
Long
DBT
CORP
US
N
2
2024-12-15
None
0.00
Y
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAV2
390000.00000000
PA
USD
412912.50000000
0.028327997114
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.88000000
N
N
N
N
N
N
Aruba Investments Inc
549300CH22U9L3I13F89
Aruba Investments Inc
04318AAA4
355000.00000000
PA
USD
355350.03000000
0.024378905033
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
8.75000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAD2
90000.00000000
PA
USD
80550.00000000
0.005526159095
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.63000000
N
N
N
N
N
N
Ziggo Bond Co BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
98954UAB9
305000.00000000
PA
USD
318725.00000000
0.021866232871
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
250000.00000000
PA
USD
271814.89000000
0.018647949431
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
4.90000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
N/A
2100000.00000000
PA
USD
2202228.00000000
0.151084572228
Long
DBT
NUSS
QA
N
2
2026-06-02
Fixed
3.25000000
N
N
N
N
N
N
Titan International Inc
54930043H7SFLNS88586
Titan International Inc
88830MAK8
60000.00000000
PA
USD
49500.00000000
0.003395963690
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
6.50000000
N
N
N
N
N
N
Rackspace Hosting Inc
549300QTYCKLMFSE8I97
Rackspace Hosting Inc
45332JAA0
100000.00000000
PA
USD
91500.00000000
0.006277387427
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.63000000
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
1210000.00000000
PA
USD
1188825.00000000
0.081559727956
Long
DBT
CORP
US
N
2
2078-02-15
Variable
5.38000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137B7TV1
2640582.10000000
PA
USD
164387.06000000
0.011277828017
Long
ABS-MBS
CORP
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
215000.00000000
PA
USD
264248.05000000
0.018128823898
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
380000.00000000
PA
USD
419071.60000000
0.028750544184
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKYT6
1600504.37000000
PA
USD
1679703.12000000
0.115236581932
Long
ABS-MBS
USGA
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Norbord Inc
549300VL705RQ5PHI407
Norbord Inc
65548PAF3
125000.00000000
PA
USD
129375.00000000
0.008875814189
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
3463000.00000000
PA
USD
3685011.37000000
0.252811410304
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Sprint Communications Inc
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AS9
200000.00000000
PA
USD
211500.00000000
0.014510026675
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
IAMGOLD Corp
254900E7II30XAB9LA72
IAMGOLD Corp
450913AE8
350000.00000000
PA
USD
361375.00000000
0.024792250070
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
7.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
160000.00000000
PA
USD
173069.27000000
0.011873473874
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EG9
35000.00000000
PA
USD
37932.60000000
0.002602378429
Long
DBT
CORP
US
N
2
2065-11-15
Fixed
4.38000000
N
N
N
N
N
N
Nine Energy Service Inc
549300KRLJCZBPZMKT65
Nine Energy Service Inc
65441VAA9
80000.00000000
PA
USD
60000.00000000
0.004116319624
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
8.75000000
N
N
N
N
N
N
Prestige Brands Inc
549300JBVP4J6D42I235
Prestige Brands Inc
74112BAJ4
415000.00000000
PA
USD
415830.00000000
0.028528153156
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AM3
375000.00000000
PA
USD
355265.48000000
0.024373104452
Long
DBT
CORP
DE
N
2
2028-05-24
Variable
4.30000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
2030000.00000000
PA
USD
2556943.71000000
0.175419959530
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BY3
1935000.00000000
PA
USD
1974465.41000000
0.135458845246
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.60000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38380HZL9
5873543.92000000
PA
USD
1288699.00000000
0.088411616392
Long
ABS-MBS
CORP
US
N
2
2047-10-20
Floating
4.40000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407NJD6
80779.83000000
PA
USD
81252.47000000
0.005574352279
Long
ABS-MBS
USGA
US
N
2
2020-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJJF6
11879896.36000000
PA
USD
12644241.76000000
0.867462341527
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
20854PAL3
200000.00000000
PA
USD
195500.00000000
0.013412341442
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.88000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BE3
115000.00000000
PA
USD
121833.30000000
0.008358413394
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WY5
1275000.00000000
PA
USD
1275000.00000000
0.087471792017
Long
DBT
CORP
US
N
2
2019-11-04
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
31334WD81
12601236.84000000
PA
USD
13012583.68000000
0.892732559423
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAB9
805000.00000000
PA
USD
1014690.30000000
0.069613159908
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
5.03000000
N
N
N
N
N
N
Taseko Mines Ltd
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AC0
270000.00000000
PA
USD
237600.00000000
0.016300625712
Long
DBT
CORP
CA
N
2
2022-06-15
Fixed
8.75000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AF2
82000.00000000
PA
USD
82410.00000000
0.005653765004
Long
DBT
CORP
CA
N
2
2021-02-15
Fixed
7.00000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc
457153AG9
200000.00000000
PA
USD
206659.43000000
0.014177937787
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.45000000
N
N
N
N
N
N
Abu Dhabi Government International Bond
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAD2
1700000.00000000
PA
USD
1690922.00000000
0.116006256863
Long
DBT
NUSS
AE
N
2
2024-09-30
Fixed
2.13000000
N
N
N
N
N
N
Air 2 US
549300METKFLL2O2VN62
Air 2 US
00922KAB6
4913.53000000
PA
USD
4925.81000000
0.000337936806
Long
DBT
CORP
KY
N
2
2020-10-01
Fixed
8.63000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
1460000.00000000
PA
USD
1865799.51000000
0.128003785635
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Avon International Operations Inc
549300TLB866S6OTS133
Avon International Operations Inc
05409QAA6
80000.00000000
PA
USD
83300.00000000
0.005714823745
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
7.88000000
N
N
N
N
N
N
Kazakhstan Temir Zholy National Co JSC
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
48669DAA0
650000.00000000
PA
USD
744503.50000000
0.051076906124
Long
DBT
CORP
KZ
N
2
2027-11-17
Fixed
4.85000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAF3
19142517.98000000
PA
USD
174631.45000000
0.011980647744
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
0.31000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C24
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAG5
7851720.39000000
PA
USD
248000.51000000
0.017014156102
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.93000000
N
N
N
N
N
N
Solera LLC / Solera Finance Inc
N/A
Solera LLC / Solera Finance Inc
83422AAA1
65000.00000000
PA
USD
68006.25000000
0.004665591024
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
Pacific Drilling SA
549300VEJMMZCY6OBU06
Pacific Drilling SA
694183AA2
55000.00000000
PA
USD
43828.13000000
0.003006843193
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
8.38000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176XCE7
803581.35000000
PA
USD
858928.73000000
0.058927086453
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
4.00000000
N
N
N
N
N
N
Avis Budget Car Rental LLC / Avis Budget Finance Inc
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773AV9
15000.00000000
PA
USD
15295.50000000
0.001049352780
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
5.50000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAS4
225000.00000000
PA
USD
233786.25000000
0.016038982146
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.13000000
N
N
N
N
N
N
Centennial Resource Production LLC
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15138AAC4
200000.00000000
PA
USD
196000.00000000
0.013446644106
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAF0
8723455.32000000
PA
USD
278358.48000000
0.019096874563
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
0.94000000
N
N
N
N
N
N
Icahn Enterprises LP / Icahn Enterprises Finance Corp
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
700000.00000000
PA
USD
742000.00000000
0.050905152687
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RCA0
5966000.00000000
PA
USD
5998704.06000000
0.411543054047
Long
DBT
CORP
NL
N
2
2020-01-15
Fixed
4.75000000
N
N
N
N
N
N
American Airlines 2016-3 Class A Pass Through Trust
N/A
American Airlines 2016-3 Class A Pass Through Trust
023771S25
1115939.82000000
PA
USD
1153085.77000000
0.079107826393
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HLL2
405000.00000000
PA
USD
503340.37000000
0.034531830712
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.95000000
N
N
N
N
N
N
Maxar Technologies Ltd
5493007AITUJ9X4UWV14
Maxar Technologies Ltd
N/A
380491.74000000
PA
USD
335624.15000000
0.023025604584
Long
LON
CORP
CA
N
2
2024-10-05
Floating
4.85000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
1175000.00000000
PA
USD
1185697.56000000
0.081345168912
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
Hudbay Minerals Inc
443628AF9
270000.00000000
PA
USD
279085.50000000
0.019146752008
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3132XCR72
995854.94000000
PA
USD
1039295.92000000
0.071301236516
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
2345000.00000000
PA
USD
2407564.55000000
0.165171753400
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.13000000
N
N
N
N
N
N
EP Energy LLC / Everest Acquisition Finance Inc
N/A
EP Energy LLC / Everest Acquisition Finance Inc
268787AH1
100000.00000000
PA
USD
1938.00000000
0.000132957123
Long
DBT
CORP
US
N
2
2024-05-01
None
0.00000000
Y
Y
N
N
N
N
N/A
N/A
Futures
N/A
605.00000000
NC
USD
364589.40000000
0.025012775034
N/A
DIR
N/A
N
1
CBT
N/A
Long
N/A
US 5 Year Note; December 2019
2020-01-06
72117890.63000000
USD
364589.40000000
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1WH9
91274.39000000
PA
USD
94394.55000000
0.006475968976
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
McAfee LLC
549300713UKUTLV9T378
McAfee LLC
N/A
736022.72000000
PA
USD
738598.80000000
0.050671812249
Long
LON
CORP
US
N
2
2025-09-29
Floating
10.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
1330000.00000000
PA
USD
1476615.32000000
0.101303676988
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBFA8
699654.37000000
PA
USD
751609.78000000
0.051564434787
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
4.00000000
N
N
N
N
N
N
Continental Airlines 2007-1 Class A Pass Through Trust
N/A
Continental Airlines 2007-1 Class A Pass Through Trust
21079NAA9
1342959.62000000
PA
USD
1423214.62000000
0.097640104499
Long
DBT
CORP
US
N
2
2023-10-19
Fixed
5.98000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
44545000.00000000
PA
USD
58206046.79000000
3.993244877621
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.88000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
950000.00000000
PA
USD
1004625.00000000
0.068922626710
Long
DBT
CORP
US
N
2
2053-05-15
Variable
5.65000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBJ8
2700000.00000000
PA
USD
2874285.62000000
0.197191305059
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
2400000.00000000
PA
USD
2583927.24000000
0.177271173431
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBF9
780000.00000000
PA
USD
798525.00000000
0.054783068800
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.13000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BT2
8440000.00000000
PA
USD
8630968.00000000
0.592130382591
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
6.88000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans Inc
74840LAA0
120000.00000000
PA
USD
123537.60000000
0.008475337453
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
1800000.00000000
PA
USD
1855314.00000000
0.127284423792
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
170000.00000000
PA
USD
172975.00000000
0.011867006450
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31298DX44
351.63000000
PA
USD
354.88000000
0.000024346658
Long
ABS-MBS
USGA
US
N
2
2030-12-01
Fixed
7.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291AM89
38561.86000000
PA
USD
44064.19000000
0.003023038167
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
6.00000000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354GAB6
65000.00000000
PA
USD
68168.75000000
0.004676739389
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
1125000.00000000
PA
USD
1280200.49000000
0.087828573334
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AE6
1230000.00000000
PA
USD
1510878.63000000
0.103654322577
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AB0
80000.00000000
PA
USD
84100.00000000
0.005769708006
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.88000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust 2018-2
N/A
GM Financial Automobile Leasing Trust 2018-2
36255KAC5
161417.39000000
PA
USD
161412.87000000
0.011073782740
Long
ABS-O
CORP
US
N
2
2020-07-20
Floating
2.07000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAE1
2230000.00000000
PA
USD
2466746.17000000
0.169231927797
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
3.80000000
N
N
N
N
N
N
Installed Building Products Inc
549300I95Y9P9YM5FI86
Installed Building Products Inc
45780RAA9
370000.00000000
PA
USD
388680.22000000
0.026665533619
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3132XYA72
83646.50000000
PA
USD
87097.22000000
0.005975333265
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
2515000.00000000
PA
USD
2705544.42000000
0.185614759843
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AU8
1170000.00000000
PA
USD
1195177.42000000
0.081995537808
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35000000
N
N
N
N
N
N
Tengizchevroil Finance Co International Ltd
N/A
Tengizchevroil Finance Co International Ltd
88034QAA5
675000.00000000
PA
USD
707489.10000000
0.048537521105
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BP5
855000.00000000
PA
USD
873231.00000000
0.059908298364
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8A37
11885386.74000000
PA
USD
12237519.97000000
0.839559060097
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDC1
335000.00000000
PA
USD
343576.00000000
0.023571143854
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.63000000
N
N
N
N
N
N
Anixter Inc
5493000SM561KPBZQ714
Anixter Inc
035287AE1
220000.00000000
PA
USD
227150.00000000
0.015583700044
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.13000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
380000.00000000
PA
USD
439369.40000000
0.030143081392
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
385000.00000000
PA
USD
410987.50000000
0.028195931860
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAN1
213000.00000000
PA
USD
215928.75000000
0.014813862518
Long
DBT
CORP
BM
N
2
2021-12-15
Fixed
4.75000000
N
N
N
N
N
N
Tms International Holding Corp
5493006KWV587ZQB8S80
Tms International Holding Corp
87261QAB9
410000.00000000
PA
USD
339275.00000000
0.023276072342
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3132QWP52
1016877.38000000
PA
USD
1122020.22000000
0.076976564174
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BV3
575000.00000000
PA
USD
683548.50000000
0.046895068412
Long
DBT
NUSS
UA
N
2
2028-11-01
Fixed
9.75000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAJ1
510000.00000000
PA
USD
524662.50000000
0.035994642415
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
6.50000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378WNP4
2893804.89000000
PA
USD
488270.54000000
0.033497960096
Long
ABS-MBS
CORP
US
N
2
2042-08-20
Floating
4.35000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
570000.00000000
PA
USD
670500.90000000
0.045999933546
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C15
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2013-C15
46640NAG3
22694118.49000000
PA
USD
806859.88000000
0.055354885969
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
1.07000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9LV1
4614475.72000000
PA
USD
4911216.92000000
0.336935643120
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Hungary Government International Bond
5299008DH62LEB10JK83
Hungary Government International Bond
445545AH9
376000.00000000
PA
USD
411516.96000000
0.028232255636
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.38000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
90000.00000000
PA
USD
80073.00000000
0.005493434354
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Credit Acceptance Corp
N/A
Credit Acceptance Corp
225310AK7
985000.00000000
PA
USD
1018243.75000000
0.069856945508
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.38000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AF8
375000.00000000
PA
USD
466320.06000000
0.031992040236
Long
DBT
CORP
GG
N
2
2045-05-15
Fixed
4.88000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAA1
250000.00000000
PA
USD
236807.50000000
0.016246255990
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Big River Steel LLC / BRS Finance Corp
N/A
Big River Steel LLC / BRS Finance Corp
08949LAA8
95000.00000000
PA
USD
97612.50000000
0.006696737488
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.25000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATT1
395000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-02-01
None
0.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C3
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C3
90349DAS1
1500000.00000000
PA
USD
1581948.45000000
0.108530090823
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
5.03000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities
30711XC28
823309.58000000
PA
USD
823269.90000000
0.056480700758
Long
ABS-MBS
CORP
US
N
2
2030-08-25
Floating
2.47000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
-7082.74000000
-0.00048591369
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
427898.13000000
USD
415000.00000000
CHF
2019-11-08
-7082.74000000
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38376ULX5
6732036.41000000
PA
USD
1401408.69000000
0.096144101539
Long
ABS-MBS
CORP
US
N
2
2047-04-20
Floating
4.30000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
N/A
624690.82000000
PA
USD
623647.59000000
0.042785546889
Long
LON
CORP
US
N
2
2025-12-17
Floating
4.31000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BF9
305000.00000000
PA
USD
308812.50000000
0.021186182566
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.13000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAQ8
405000.00000000
PA
USD
409050.00000000
0.028063009038
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3132J7UB6
463152.76000000
PA
USD
479761.26000000
0.032914178158
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Radiate Holdco LLC / Radiate Finance Inc
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAA8
15000.00000000
PA
USD
15150.00000000
0.001039370705
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
745000.00000000
PA
USD
836699.06000000
0.057402012672
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.43000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CS0
580000.00000000
PA
USD
601723.77000000
0.041281456048
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
110000.00000000
PA
USD
123298.56000000
0.008458938036
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C5
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YAN9
1090000.00000000
PA
USD
1054136.28000000
0.072319364268
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Variable
4.07000000
N
N
N
N
N
N
Prestige Brands Inc
549300JBVP4J6D42I235
Prestige Brands Inc
N/A
11164.49000000
PA
USD
11173.20000000
0.000766541040
Long
LON
CORP
US
N
2
2024-01-26
Floating
3.79000000
N
N
N
N
N
N
GE Capital International Funding Co Unlimited Co
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
995000.00000000
PA
USD
1050170.32000000
0.072047278285
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DLH2
3556.02000000
PA
USD
4315.77000000
0.000296084812
Long
ABS-MBS
USGA
US
N
2
2031-01-20
Fixed
8.00000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BE8
1515000.00000000
PA
USD
1583316.56000000
0.108623950458
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H2PG7
5569457.66000000
PA
USD
5909965.72000000
0.405455131207
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
520000.00000000
PA
USD
539903.93000000
0.037040285705
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAM3
220000.00000000
PA
USD
227722.16000000
0.015622953268
Long
DBT
CORP
BM
N
2
2021-03-15
Fixed
5.13000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CY3
1995000.00000000
PA
USD
2263790.86000000
0.155308112373
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
UPC Holding BV
213800G1DU7LKI6ZCD69
UPC Holding BV
90320LAG2
505000.00000000
PA
USD
515100.00000000
0.035338603975
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
115000.00000000
PA
USD
131544.72000000
0.009024668540
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
50000000.00000000
PA
USD
52109375.00000000
3.574980715415
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
Xerox Corp
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CQ4
640000.00000000
PA
USD
653600.00000000
0.044840441774
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0304B1
13500000.00000000
PA
USD
13823261.69000000
0.948349389450
Long
ABS-MBS
USGA
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAE0
735000.00000000
PA
USD
832276.40000000
0.057098594636
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616CAC4
2750000.00000000
PA
USD
3184869.93000000
0.218499043230
Long
DBT
CORP
US
N
2
2047-02-13
Fixed
4.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
970000.00000000
PA
USD
993315.69000000
0.068146747798
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.21000000
N
N
N
N
N
N
Consolidated Energy Finance SA
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
735000.00000000
PA
USD
712950.00000000
0.048912167936
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
6.88000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38378CBL0
98577.57000000
PA
USD
98248.44000000
0.006740366360
Long
ABS-MBS
CORP
US
N
2
2037-10-16
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828H86
2025000.00000000
PA
USD
2023576.18000000
0.138828105684
Long
DBT
UST
US
N
2
2022-01-31
Fixed
1.50000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38377WKK9
1449670.48000000
PA
USD
291385.36000000
0.019990587926
Long
ABS-MBS
CORP
US
N
2
2041-04-20
Floating
5.06000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
265000.00000000
PA
USD
272205.35000000
0.018674737067
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HNN0
1824.11000000
PA
USD
2054.28000000
0.000140934551
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
6.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
150000.00000000
PA
USD
150704.50000000
0.010339131513
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.38000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
25272KAR4
70000.00000000
PA
USD
93210.21000000
0.006394716943
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBE7
400000.00000000
PA
USD
418000.00000000
0.028677026716
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136AVXS3
4737982.09000000
PA
USD
921153.74000000
0.063196053616
Long
ABS-MBS
CORP
US
N
2
2047-03-25
Floating
4.23000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401BXX8
71151.47000000
PA
USD
74788.32000000
0.005130877154
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Floating
4.63000000
N
N
N
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RK7
153032.66000000
PA
USD
153020.89000000
0.010498048207
Long
ABS-MBS
CORP
US
N
2
2030-04-25
Floating
2.37000000
N
N
N
N
N
N
Ultra Resources Inc
VZ4O3I6KP00FINKB5W86
Ultra Resources Inc
90400GAA9
135000.00000000
PA
USD
13500.00000000
0.000926171915
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
6.88000000
N
N
N
N
N
N
Infor US Inc
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672NAG6
75000.00000000
PA
USD
76031.25000000
0.005216148773
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBE8
25000.00000000
PA
USD
25661.69000000
0.001760528635
Long
DBT
CORP
US
N
2
2021-11-14
Fixed
3.38000000
N
N
N
N
N
N
Prime Security Services Borrower LLC / Prime Finance Inc
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAA4
34000.00000000
PA
USD
35768.00000000
0.002453875338
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
9.25000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAF7
775000.00000000
PA
USD
964284.67000000
0.066155065176
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.42000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230LXW4
162931.21000000
PA
USD
172276.56000000
0.011819089745
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400GDK8
16842.10000000
PA
USD
18116.86000000
0.001242913105
Long
ABS-MBS
USGA
US
N
2
2023-02-01
Fixed
5.50000000
N
N
N
N
N
N
Altice Finco SA
549300IGQP5SEZB5Z419
Altice Finco SA
02154EAB5
245000.00000000
PA
USD
252656.25000000
0.017333564668
Long
DBT
CORP
LU
N
2
2024-01-15
Fixed
8.13000000
N
N
N
N
N
N
DBUBS 2011-LC2 Mortgage Trust
N/A
DBUBS 2011-LC2 Mortgage Trust
23305XAJ0
5000000.00000000
PA
USD
5201477.50000000
0.356849065147
Long
ABS-MBS
CORP
US
N
2
2044-07-10
Variable
5.53000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAD4
460000.00000000
PA
USD
523297.25000000
0.035900978992
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
1525000.00000000
PA
USD
1813558.20000000
0.124419753475
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHV5
1395000.00000000
PA
USD
1843144.06000000
0.126449501077
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.50000000
N
N
N
N
N
N
Boyne USA Inc
N/A
Boyne USA Inc
103557AA2
715000.00000000
PA
USD
781137.50000000
0.053590193676
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPJ47
5633881.94000000
PA
USD
5918226.10000000
0.406021837279
Long
ABS-MBS
USGA
US
N
2
2030-04-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
04650NAB0
2905000.00000000
PA
USD
3441039.11000000
0.236073613610
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.35000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31298VJF5
1756.06000000
PA
USD
1957.02000000
0.000134261997
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
6.50000000
N
N
N
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AE8
230000.00000000
PA
USD
198950.00000000
0.013649029821
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.88000000
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T67
16900000.00000000
PA
USD
16795695.23000000
1.152274164663
Long
DBT
UST
US
N
2
2021-10-31
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KTQ7
344146.09000000
PA
USD
397532.42000000
0.027272841695
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
6.50000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CA0
5470000.00000000
PA
USD
5497425.87000000
0.377152699867
Long
DBT
CORP
US
N
2
2020-08-03
Fixed
2.70000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
360000.00000000
PA
USD
356400.00000000
0.024450938568
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXE9
3785000.00000000
PA
USD
3978796.24000000
0.272966617399
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.63000000
N
N
N
N
N
N
AK Steel Corp
O05HJM8THRTZG4688Q91
AK Steel Corp
001546AT7
80000.00000000
PA
USD
80200.00000000
0.005502147231
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
255000.00000000
PA
USD
261165.62000000
0.017917352780
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
3.40000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
670000.00000000
PA
USD
719070.80000000
0.049332087422
Long
DBT
USGSE
US
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
1785000.00000000
PA
USD
1972751.64000000
0.135341271494
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31283HHG3
1112.60000000
PA
USD
1287.63000000
0.000088338277
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
7.50000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017BT5
1310000.00000000
PA
USD
1571948.18000000
0.107844019029
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715AB2
435000.00000000
PA
USD
463818.75000000
0.031820437046
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
5.88000000
N
N
N
N
N
N
Forestar Group Inc
549300BC2UB0GHV60V70
Forestar Group Inc
346232AD3
745000.00000000
PA
USD
800875.00000000
0.054944291319
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BZ1
1450000.00000000
PA
USD
1521110.86000000
0.104356308063
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
3.80000000
N
N
N
N
N
N
Abu Dhabi Crude Oil Pipeline LLC
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAA4
550000.00000000
PA
USD
590623.00000000
0.040519884091
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
70000.00000000
PA
USD
75691.00000000
0.005192805811
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
2355000.00000000
PA
USD
2431817.39000000
0.166835627421
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.19000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAE0
155000.00000000
PA
USD
158558.99000000
0.010877991369
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
3.55000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
30000.00000000
PA
USD
32685.00000000
0.002242365115
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C18
46641JBC9
2700000.00000000
PA
USD
2817351.72000000
0.193285336228
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.81000000
N
N
N
N
N
N
Delta Merlin Dunia Tekstil PT
2549006VVY3FDMC5ZG55
Delta Merlin Dunia Tekstil PT
69374VAA2
1000000.00000000
PA
USD
100000.00000000
0.006860532707
Long
DBT
CORP
ID
N
2
2024-03-12
None
0.00000000
Y
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAT6
220000.00000000
PA
USD
236665.00000000
0.016236479731
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
7.00000000
N
N
N
N
N
N
Viacom Inc
X0ST5BPF0CZG9FE5OV61
Viacom Inc
92553PAP7
3055000.00000000
PA
USD
3150566.75000000
0.216145662347
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78388JAV8
125000.00000000
PA
USD
129843.75000000
0.008907972937
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.88000000
N
N
N
N
N
N
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
N/A
Baffinland Iron Mines Corp / Baffinland Iron Mines LP
056623AA9
85000.00000000
PA
USD
85000.00000000
0.005831452801
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
8.75000000
N
N
N
N
N
N
Gulfport Energy Corp
549300FJX18IDUFPHD40
Gulfport Energy Corp
402635AL0
700000.00000000
PA
USD
423500.00000000
0.029054356015
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.38000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAT4
880000.00000000
PA
USD
966129.30000000
0.066281616620
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
955000.00000000
PA
USD
1097986.04000000
0.075327691395
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GS1
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAC0
3000000.00000000
PA
USD
3235524.60000000
0.221974223433
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.73000000
N
N
N
N
N
N
Crown Americas LLC / Crown Americas Capital Corp IV
N/A
Crown Americas LLC / Crown Americas Capital Corp IV
228189AB2
75000.00000000
PA
USD
78375.00000000
0.005376942509
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379VDH4
6841591.47000000
PA
USD
1392747.56000000
0.095549901883
Long
ABS-MBS
CORP
US
N
2
2046-02-20
Floating
4.25000000
N
N
N
N
N
N
William Carter Co/The
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
300000.00000000
PA
USD
321000.00000000
0.022022309990
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
1005000.00000000
PA
USD
1042124.78000000
0.071495311382
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CF1
95000.00000000
PA
USD
97493.75000000
0.006688590606
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CM0
3780000.00000000
PA
USD
3785439.46000000
0.259701312266
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.20000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
860000.00000000
PA
USD
874433.17000000
0.059990773630
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
Noble Holding International Ltd
549300GNEZBJHMST9U32
Noble Holding International Ltd
65504LAQ0
200000.00000000
PA
USD
132000.00000000
0.009055903173
Long
DBT
CORP
KY
N
2
2026-02-01
Fixed
7.88000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBE1
1355000.00000000
PA
USD
1365267.16000000
0.093664600053
Long
DBT
CORP
US
N
2
2029-08-16
Fixed
2.44000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
65000.00000000
PA
USD
67112.50000000
0.004604275013
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAB7
19000.00000000
PA
USD
19285.00000000
0.001323053732
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ12
549300SSCQUZ3RRV2T53
GS Mortgage Securities Trust 2013-GCJ12
36197XAQ7
555000.00000000
PA
USD
574015.24000000
0.039380503284
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.78000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
75000.00000000
PA
USD
70312.50000000
0.004823812059
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
Branch Banking & Trust Co
JJKC32MCHWDI71265Z06
Branch Banking & Trust Co
07330MAC1
430000.00000000
PA
USD
428871.86000000
0.029422894227
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.64000000
N
N
N
N
N
N
Axtel SAB de CV
549300BVRDR8XTSXAD13
Axtel SAB de CV
N/A
450000.00000000
PA
USD
469710.00000000
0.032224608179
Long
DBT
CORP
MX
N
2
2024-11-14
Fixed
6.38000000
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369622SM8
644000.00000000
PA
USD
667342.72000000
0.045783265575
Long
DBT
CORP
US
N
2
2021-02-11
Fixed
5.30000000
N
N
N
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
280000.00000000
PA
USD
311150.00000000
0.021346547518
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
235000.00000000
PA
USD
251450.00000000
0.017250809492
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAR6
1265000.00000000
PA
USD
1305745.65000000
0.089581107391
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128KRML5
525054.74000000
PA
USD
587090.05000000
0.040277504901
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAW8
405000.00000000
PA
USD
411199.03000000
0.028210443945
Long
DBT
CORP
US
N
2
2022-11-07
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414MNP7
303041.97000000
PA
USD
347726.54000000
0.023855893008
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665AJ5
270000.00000000
PA
USD
277789.50000000
0.019057839504
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.13000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust Series 2005-A8
N/A
Merrill Lynch Mortgage Investors Trust Series 2005-A8
59020UQ24
66708.47000000
PA
USD
67365.74000000
0.004621648626
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.17000000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
345000.00000000
PA
USD
345000.00000000
0.023668837839
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AX6
385000.00000000
PA
USD
451393.25000000
0.030967981554
Long
DBT
CORP
AU
N
2
2075-10-19
Variable
6.75000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38375GQR5
7123445.94000000
PA
USD
1631588.25000000
0.111935645538
Long
ABS-MBS
CORP
US
N
2
2042-07-20
Floating
4.75000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AN4
60000.00000000
PA
USD
55650.00000000
0.003817886451
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJC5
185000.00000000
PA
USD
192744.42000000
0.013223293975
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YWB9
266958.56000000
PA
USD
282722.49000000
0.019396268897
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBE9
95000.00000000
PA
USD
99898.97000000
0.006853601511
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
365000.00000000
PA
USD
380512.50000000
0.026105184517
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
152000.00000000
PA
USD
195206.58000000
0.013392211267
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.63000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BZ0
1875000.00000000
PA
USD
1943086.73000000
0.133306100641
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31335A5X2
15852706.86000000
PA
USD
16371857.80000000
1.123196659152
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283C2
35000000.00000000
PA
USD
35489453.30000000
2.434765551268
Long
DBT
UST
US
N
2
2022-10-31
Fixed
2.00000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AD9
180000.00000000
PA
USD
185130.00000000
0.012700904200
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
5.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
500000.00000000
PA
USD
695125.81000000
0.047689333551
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAG7
230000.00000000
PA
USD
252137.50000000
0.017297975654
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.00000000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
400000.00000000
PA
USD
414000.00000000
0.028402605407
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B3DQ0
7433508.16000000
PA
USD
1433417.50000000
0.098340076418
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Floating
4.38000000
N
N
N
N
N
N
Chesapeake Oil Op/Fin Escrow Shares
N/A
Chesapeake Oil Op/Fin Escrow Shares
165ESCAB0
1385000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2019-11-15
None
0.00000000
Y
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CX5
900000.00000000
PA
USD
1135967.25000000
0.077933404729
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.63000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAA2
405000.00000000
PA
USD
412362.90000000
0.028290291627
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
400000.00000000
PA
USD
435677.66000000
0.029889808362
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.88000000
N
N
N
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
345000.00000000
PA
USD
351165.45000000
0.024091820553
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Specialty Underwriting & Residential Finance Trust Series 2004-BC1
N/A
Specialty Underwriting & Residential Finance Trust Series 2004-BC1
84751PBZ1
303177.73000000
PA
USD
301210.74000000
0.020664661335
Long
ABS-O
CORP
US
N
2
2035-02-25
Floating
2.59000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAQ5
250000.00000000
PA
USD
262596.39000000
0.018015511223
Long
DBT
CORP
KY
N
2
2024-11-28
Fixed
3.60000000
N
N
N
N
N
N
Kinder Morgan Inc/DE
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456BAB7
1905000.00000000
PA
USD
2117262.59000000
0.145255492485
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HSY1
23292.64000000
PA
USD
26812.45000000
0.001839476901
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
Sanchez Energy Corp
549300SB0HTIM17TVR61
Sanchez Energy Corp
79970YAD7
100000.00000000
PA
USD
4500.00000000
0.000308723971
Long
DBT
CORP
US
N
2
2023-01-15
None
0.00000000
Y
Y
N
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020AQ7
395000.00000000
PA
USD
397526.99000000
0.027272469169
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
2.88000000
N
N
N
N
N
N
GE Capital International Funding Co Unlimited Co
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QMS4
200000.00000000
PA
USD
199875.11000000
0.013712497295
Long
DBT
CORP
IE
N
2
2020-11-15
Fixed
2.34000000
N
N
N
N
N
N
Garda World Security Corp
N/A
Garda World Security Corp
N/A
205000.00000000
PA
USD
203718.75000000
0.013976191474
Long
LON
CORP
CA
N
2
2026-10-23
Floating
0.00000000
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426LAJ7
110000.00000000
PA
USD
109486.30000000
0.007511343421
Long
DBT
CORP
US
N
2
2023-06-30
Floating
9.35000000
N
N
N
N
N
N
Kazakhstan Government International Bond
5493007OEK8EF02UO833
Kazakhstan Government International Bond
N/A
550000.00000000
PA
USD
623437.10000000
0.042771106154
Long
DBT
NUSS
KZ
N
2
2025-07-21
Fixed
5.13000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EL3
95000.00000000
PA
USD
99213.06000000
0.006806544431
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137A3XG9
1124540.72000000
PA
USD
23585.44000000
0.001618086825
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
N/A
215000.00000000
PA
USD
141900.00000000
0.009735095911
Long
LON
CORP
US
N
2
2021-12-31
Floating
12.17000000
N
N
N
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
1930000.00000000
PA
USD
2178189.14000000
0.149435378375
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.13000000
N
N
N
N
N
N
N/A
N/A
Futures
N/A
170.00000000
NC
USD
24908.06000000
0.001708825603
N/A
DIR
N/A
N
1
CBT
N/A
Short
N/A
US 2 Year Note; December 2019
2020-01-02
36652265.54000000
USD
24908.06000000
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137BN3A0
7869723.32000000
PA
USD
1513439.08000000
0.103829983087
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Floating
4.13000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAD5
615000.00000000
PA
USD
631728.00000000
0.043339906060
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
6.63000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017BJ7
585000.00000000
PA
USD
751358.54000000
0.051547198385
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GW90
227331.66000000
PA
USD
263444.19000000
0.018073674820
Long
ABS-MBS
USGA
US
N
2
2037-12-01
Fixed
6.50000000
N
N
N
N
N
N
FMG Resources August 2006 Pty Ltd
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GAW7
80000.00000000
PA
USD
84000.00000000
0.005762847474
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
5.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
775000.00000000
PA
USD
779439.64000000
0.053473711435
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.88000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAM1
480000.00000000
PA
USD
543600.00000000
0.037293855796
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
1280000.00000000
PA
USD
1438894.71000000
0.098715842202
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
925000.00000000
PA
USD
802190.82000000
0.055034563580
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136A9SX7
1018268.39000000
PA
USD
86339.49000000
0.005923348950
Long
ABS-MBS
CORP
US
N
2
2027-11-25
Fixed
3.50000000
N
N
N
N
N
N
Denbury Resources Inc
549300KCWA5W52MS5559
Denbury Resources Inc
247916AM1
245000.00000000
PA
USD
180075.00000000
0.012354104272
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
7.75000000
N
N
N
N
N
N
LGI Homes Inc
549300W02B4WNV8CV109
LGI Homes Inc
50187TAE6
365000.00000000
PA
USD
377775.00000000
0.025917377434
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.88000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EG4
1230000.00000000
PA
USD
1353915.50000000
0.092885815705
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.42000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128P7Q89
554568.77000000
PA
USD
595013.72000000
0.040821110873
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
Piedmont Natural Gas Co Inc
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
1615000.00000000
PA
USD
1735963.84000000
0.119096367029
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AL3
2645000.00000000
PA
USD
2789435.33000000
0.191370123162
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
3.45000000
N
N
N
N
N
N
Williams Scotsman International Inc
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAA0
85000.00000000
PA
USD
88612.50000000
0.006079289545
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
7.88000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
31396EDZ6
228093.23000000
PA
USD
9292.63000000
0.000637523920
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
4.83000000
N
N
N
N
N
N
SunTrust Bank/Atlanta GA
IYDOJBGJWY9T8XKCSX06
SunTrust Bank/Atlanta GA
86787EBB2
685000.00000000
PA
USD
751178.69000000
0.051534859717
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
4.05000000
N
N
N
N
N
N
Wyndham Destinations Inc
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310WAN8
100000.00000000
PA
USD
109250.00000000
0.007495131982
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.75000000
N
N
N
N
N
N
Trust F/1401
N/A
Trust F/1401
N/A
400000.00000000
PA
USD
426004.00000000
0.029226143754
Long
DBT
CORP
MX
N
2
2026-01-30
Fixed
5.25000000
N
N
N
N
N
N
Equate Petrochemical BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAB1
925000.00000000
PA
USD
925684.50000000
0.063506887888
Long
DBT
CORP
NL
N
2
2022-03-03
Fixed
3.00000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATL8
1330000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2026-01-15
None
0.00000000
N
N
N
N
N
N
Eldorado Resorts Inc
5299000BKFWWVND5L441
Eldorado Resorts Inc
N/A
667882.68000000
PA
USD
666767.32000000
0.045743790069
Long
LON
CORP
US
N
2
2024-04-17
Floating
4.21000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EC3
115000.00000000
PA
USD
137295.20000000
0.009419182101
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
Republic of Poland Government International Bond
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
400000.00000000
PA
USD
426200.00000000
0.029239590398
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae REMIC Trust 2005-W2
5493003LPQ4JJCYQN327
Fannie Mae REMIC Trust 2005-W2
31394DJP6
163292.18000000
PA
USD
162984.00000000
0.011181570627
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.02000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
3335000.00000000
PA
USD
3721977.09000000
0.255347455615
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J93J8
13677264.92000000
PA
USD
14598836.16000000
1.001557929633
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
13800000.00000000
PA
USD
13856062.50000000
0.950599699748
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC16
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAL4
800000.00000000
PA
USD
877681.68000000
0.060213638721
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.31000000
N
N
N
N
N
N
Refinitiv US Holdings Inc
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740LAC7
405000.00000000
PA
USD
454612.50000000
0.031188839253
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.25000000
N
N
N
N
N
N
Turkey Government International Bond
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CV0
1200000.00000000
PA
USD
1236000.00000000
0.084796184261
Long
DBT
NUSS
TR
N
2
2024-08-10
Fixed
6.35000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAF8
40000.00000000
PA
USD
42150.00000000
0.002891714536
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BN8
1345000.00000000
PA
USD
1566902.79000000
0.107497878398
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAS2
165000.00000000
PA
USD
174487.51000000
0.011970772693
Long
DBT
CORP
US
N
2
2024-01-31
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31293JFB0
502.18000000
PA
USD
557.86000000
0.000038272167
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
6.00000000
N
N
N
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AF5
235000.00000000
PA
USD
244400.00000000
0.016767141936
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.38000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FX0
625000.00000000
PA
USD
637230.18000000
0.043717384919
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
N/A
Freddie Mac Non Gold Pool
31349SK51
40688.11000000
PA
USD
41515.43000000
0.002848179653
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Floating
5.11000000
N
N
N
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265HAE9
315000.00000000
PA
USD
323662.50000000
0.022204971673
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
4.88000000
N
N
N
N
N
N
AmeriGas Partners LP / AmeriGas Finance Corp
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AK0
95000.00000000
PA
USD
101897.00000000
0.006990677012
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
COMM 2013-CCRE8 Mortgage Trust
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 Mortgage Trust
12625KAM7
3000000.00000000
PA
USD
3138258.90000000
0.215301278272
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Variable
3.96000000
N
N
N
N
N
N
Golden Nugget LLC
91D14OD6M4H1RVBN7R43
Golden Nugget LLC
N/A
830938.72000000
PA
USD
828728.42000000
0.056855184308
Long
LON
CORP
US
N
2
2023-10-04
Floating
4.69000000
N
N
N
N
N
N
BCD Acquisition Inc
N/A
BCD Acquisition Inc
05583PAA6
350000.00000000
PA
USD
360069.50000000
0.024702685816
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
9.63000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
895000.00000000
PA
USD
1088058.58000000
0.074646614754
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
225000.00000000
PA
USD
226410.75000000
0.015532983556
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
Russell Investments US Institutional Holdco Inc
5493008YG7V0FQCJQI74
Russell Investments US Institutional Holdco Inc
N/A
952578.04000000
PA
USD
923286.27000000
0.063342356534
Long
LON
CORP
US
N
2
2023-06-01
Floating
5.04000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BD1
1000000.00000000
PA
USD
1020178.80000000
0.069989700246
Long
DBT
CORP
US
N
2
2021-11-30
Fixed
2.90000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GQ5
395000.00000000
PA
USD
419912.65000000
0.028808244695
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CB8
390000.00000000
PA
USD
506771.25000000
0.034767207357
Long
DBT
CORP
US
N
2
2057-02-06
Fixed
4.50000000
N
N
N
N
N
N
Endo International PLC
5493007TBMWZWGZIB256
Endo International PLC
N/A
383753.47000000
PA
USD
352285.69000000
0.024168674985
Long
LON
CORP
IE
N
2
2024-04-29
Floating
6.06000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGM2
1764863.12000000
PA
USD
1856179.96000000
0.127343833261
Long
ABS-MBS
USGA
US
N
2
2025-06-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BFY7
1758579.61000000
PA
USD
1830864.13000000
0.125607032463
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C24
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C24
46643GAL4
4350000.00000000
PA
USD
4572540.35000000
0.313700626263
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
4.41000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
445000.00000000
PA
USD
382700.00000000
0.026255258670
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
Corp Lindley SA
549300XI785GPWS6HA82
Corp Lindley SA
21988VAA1
14000.00000000
PA
USD
14717.64000000
0.001009708505
Long
DBT
CORP
PE
N
2
2021-11-23
Fixed
6.75000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
1745000.00000000
PA
USD
1836074.36000000
0.125964481997
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
590000.00000000
PA
USD
605529.15000000
0.041542525387
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.88000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
22663AAA7
60000.00000000
PA
USD
57750.00000000
0.003961957638
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.63000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2E4
575000.00000000
PA
USD
616337.05000000
0.042284004902
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
Icahn Enterprises LP / Icahn Enterprises Finance Corp
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
150000.00000000
PA
USD
157500.00000000
0.010805339013
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
405000.00000000
PA
USD
415935.00000000
0.028535356715
Long
DBT
CORP
US
N
2
2043-04-30
Variable
4.75000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCE7
970000.00000000
PA
USD
1043104.22000000
0.071562506183
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
Spectrum Brands Inc
549300VU3EH2E73C1Q04
Spectrum Brands Inc
84762LAU9
135000.00000000
PA
USD
140737.50000000
0.009655342218
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
N
American Axle & Manufacturing Inc
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAR1
130000.00000000
PA
USD
125287.50000000
0.008595389915
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.25000000
N
N
N
N
N
N
Chase Funding Trust Series 2004-1
N/A
Chase Funding Trust Series 2004-1
161546HZ2
22352.14000000
PA
USD
21898.26000000
0.001502337289
Long
ABS-O
CORP
US
N
2
2033-12-25
Floating
2.28000000
N
N
N
N
N
N
Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc
N/A
Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc
639365AG0
165000.00000000
PA
USD
95700.00000000
0.006565529800
Long
DBT
CORP
XX
N
2
2022-01-15
Fixed
7.38000000
N
N
N
N
N
N
Braskem Netherlands Finance BV
N/A
Braskem Netherlands Finance BV
10554TAD7
2400000.00000000
PA
USD
2378400.00000000
0.163170909909
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
165000.00000000
PA
USD
179135.62000000
0.012289657800
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292GVT0
2018.33000000
PA
USD
2259.32000000
0.000155001387
Long
ABS-MBS
USGA
US
N
2
2028-06-01
Fixed
6.00000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AH4
102000.00000000
PA
USD
102778.76000000
0.007051170445
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.00000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAQ0
765000.00000000
PA
USD
845422.25000000
0.058000469975
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAL4
4250000.00000000
PA
USD
4411479.60000000
0.302651000831
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.77000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
3615000.00000000
PA
USD
3754336.56000000
0.257567487638
Long
DBT
CORP
CH
N
2
N/A
Variable
6.88000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAH9
36000.00000000
PA
USD
36094.31000000
0.002476261943
Long
DBT
CORP
US
N
2
2020-07-02
Fixed
2.80000000
N
N
N
N
N
N
Dell Inc
3E70L4WYANTIWWIPHC81
Dell Inc
24702RAQ4
320000.00000000
PA
USD
328960.00000000
0.022568408393
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.63000000
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213JQA6
17652.91000000
PA
USD
19510.28000000
0.001338509140
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
370000.00000000
PA
USD
451170.60000000
0.030952706578
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FEK5
14063.96000000
PA
USD
15882.82000000
0.001089646060
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136A8JY7
3854495.44000000
PA
USD
324013.13000000
0.022229026759
Long
ABS-MBS
CORP
US
N
2
2027-09-25
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Development Authority/The
N/A
Enterprise Development Authority/The
29390WAA4
225000.00000000
PA
USD
246375.00000000
0.016902637457
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
12.00000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAQ1
165000.00000000
PA
USD
168427.05000000
0.011554992853
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.13000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
500000.00000000
PA
USD
533750.00000000
0.036618093324
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176XE70
1145512.64000000
PA
USD
1221724.04000000
0.083816777356
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
3.50000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
100000.00000000
PA
USD
102190.00000000
0.007010778373
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31298AHY2
44446.80000000
PA
USD
46676.75000000
0.003202273700
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
8.00000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
220000.00000000
PA
USD
231825.00000000
0.015904429948
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
N/A
206111.71000000
PA
USD
204308.23000000
0.014016632942
Long
LON
CORP
US
N
2
2025-01-17
Floating
5.22000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
1333000.00000000
PA
USD
1569286.10000000
0.107661386160
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
950000.00000000
PA
USD
1168242.19000000
0.080147637544
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38377NXM1
4278313.28000000
PA
USD
966684.89000000
0.066319733054
Long
ABS-MBS
CORP
US
N
2
2040-12-20
Floating
4.80000000
N
N
N
N
N
N
Agiliti Health Inc
N/A
Agiliti Health Inc
N/A
9950.00000000
PA
USD
9912.69000000
0.000680063339
Long
LON
CORP
US
N
2
2026-01-04
Floating
5.06000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
N/A
573547.98000000
PA
USD
572521.33000000
0.039278013100
Long
LON
CORP
US
N
2
2027-04-15
Floating
4.53000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAP0
950000.00000000
PA
USD
888250.00000000
0.060938681772
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DG9
890000.00000000
PA
USD
904464.64000000
0.062051092452
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6E29
1222253.28000000
PA
USD
1299309.59000000
0.089139559390
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HJ96
135.80000000
PA
USD
154.34000000
0.000010588546
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
7.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
400000.00000000
PA
USD
434738.89000000
0.029825403739
Long
DBT
CORP
GB
N
2
2030-06-20
Variable
5.09000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBF5
910000.00000000
PA
USD
948660.16000000
0.065083140557
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Louisville Gas & Electric Co
KO3GRIB3RPH1XDX50U72
Louisville Gas & Electric Co
546676AY3
660000.00000000
PA
USD
778749.40000000
0.053426357294
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
15132HAH4
345000.00000000
PA
USD
350029.39000000
0.024013880785
Long
DBT
CORP
CL
N
2
2027-07-17
Fixed
4.38000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2017 Ltd
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd
82938NAG9
2400000.00000000
PA
USD
2400861.98000000
0.164711921393
Long
DBT
CORP
VG
N
2
2022-09-13
Fixed
2.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295NAZ0
538111.92000000
PA
USD
604681.07000000
0.041484342581
Long
ABS-MBS
USGA
US
N
2
2038-02-15
Fixed
5.50000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38375GMN8
6280473.26000000
PA
USD
1262424.74000000
0.086609062192
Long
ABS-MBS
CORP
US
N
2
2042-07-16
Floating
4.21000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412WJN7
154800.75000000
PA
USD
174798.63000000
0.011992117182
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
6.50000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATE4
345000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2024-04-15
None
0.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
795000.00000000
PA
USD
830983.58000000
0.057009900297
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CA5
100000.00000000
PA
USD
100973.80000000
0.006927340574
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
2.38000000
N
N
N
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer (Luxembourg) S.A.
761735AP4
169593.85000000
PA
USD
170178.95000000
0.011675182525
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
5.75000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666KAV1
230000.00000000
PA
USD
261337.50000000
0.017929144663
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.63000000
N
N
N
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
100000.00000000
PA
USD
104750.00000000
0.007186408010
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAE6
405000.00000000
PA
USD
419175.00000000
0.028757637975
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31283HN43
1016.83000000
PA
USD
1166.41000000
0.000080021939
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
7.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
435000.00000000
PA
USD
457293.75000000
0.031372787286
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAQ2
350000.00000000
PA
USD
387625.00000000
0.026593139906
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414TU25
216716.13000000
PA
USD
239908.21000000
0.016458981214
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C19
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAX5
24072177.35000000
PA
USD
538215.37000000
0.036924441494
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
3215000.00000000
PA
USD
3464509.59000000
0.237683813567
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
1440000.00000000
PA
USD
1464006.12000000
0.100438618698
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Jaguar Holding Co II / Pharmaceutical Product Development LLC
N/A
Jaguar Holding Co II / Pharmaceutical Product Development LLC
47010DAA8
65000.00000000
PA
USD
67275.00000000
0.004615423378
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.38000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
1715000.00000000
PA
USD
1826740.46000000
0.125324126734
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
210000.00000000
PA
USD
216300.00000000
0.014839332245
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
4642139.77000000
NS
USD
4642139.77000000
0.318475517236
Long
STIV
RF
US
N
1
N
N
Acrisure LLC / Acrisure Finance Inc
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAD5
100000.00000000
PA
USD
103500.00000000
0.007100651351
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
10.13000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
250000.00000000
PA
USD
265625.00000000
0.018223290003
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
1280000.00000000
PA
USD
1462872.33000000
0.100360834664
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.88000000
N
N
N
N
N
N
Hertz Fleet Lease Funding LP
549300FESQ105M6ZTE59
Hertz Fleet Lease Funding LP
428041AW7
4370045.89000000
PA
USD
4368995.33000000
0.299736353592
Long
ABS-O
CORP
US
N
2
2031-04-10
Floating
2.59000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAX0
1675000.00000000
PA
USD
1790910.69000000
0.122866013644
Long
DBT
CORP
SE
N
2
2023-11-20
Fixed
3.90000000
N
N
N
N
N
N
Continental Airlines 2012-1 Class A Pass Through Trust
N/A
Continental Airlines 2012-1 Class A Pass Through Trust
210795PZ7
3471799.92000000
PA
USD
3672062.37000000
0.251923039924
Long
DBT
CORP
US
N
2
2025-10-11
Fixed
4.15000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
1425000.00000000
PA
USD
1519332.36000000
0.104234293489
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
4.63000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38377MP75
2797500.89000000
PA
USD
565051.26000000
0.038765526504
Long
ABS-MBS
CORP
US
N
2
2040-11-20
Floating
4.20000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9KR0
3481428.88000000
PA
USD
3588578.38000000
0.246195593484
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A24L3
21712015.52000000
PA
USD
22902610.61000000
1.571241091711
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
COMM 2014-LC17 Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBN9
5000000.00000000
PA
USD
5383174.50000000
0.369314447260
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
4.49000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414PZ77
97768.13000000
PA
USD
108897.71000000
0.007470963011
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
6.50000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C22
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBF1
2000000.00000000
PA
USD
2137015.00000000
0.146610613033
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.37000000
N
N
N
N
N
N
American Airlines 2013-1 Class B Pass Through Trust
N/A
American Airlines 2013-1 Class B Pass Through Trust
023766AD0
187693.40000000
PA
USD
191273.16000000
0.013122357701
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FVUY0
16574717.51000000
PA
USD
17391935.12000000
1.193179397330
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411LL33
1404759.93000000
PA
USD
1499229.42000000
0.102855124715
Long
ABS-MBS
USGA
US
N
2
2035-03-01
Floating
5.03000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389XRY1
6452.37000000
PA
USD
7186.89000000
0.000493058939
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3132Y4B50
11213122.73000000
PA
USD
11890176.46000000
0.815729444987
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Avaya Inc
J6LB5QIFSP2MFEFG4U76
Avaya Inc
N/A
772454.16000000
PA
USD
735283.67000000
0.050444376671
Long
LON
CORP
US
N
2
2024-12-16
Floating
6.16000000
N
N
N
N
N
N
Virginia Electric & Power Co
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FZ2
1050000.00000000
PA
USD
1155766.51000000
0.079291739437
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAB7
85000.00000000
PA
USD
85956.25000000
0.005897056645
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
4.38000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
2535000.00000000
PA
USD
2863417.51000000
0.196445694818
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
Grinding Media Inc / Moly-Cop AltaSteel Ltd
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
220000.00000000
PA
USD
212300.00000000
0.014564910937
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F7K8
2032584.23000000
PA
USD
2062502.33000000
0.141498646937
Long
ABS-MBS
USGA
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C7L1
23696.90000000
PA
USD
26471.63000000
0.001816094834
Long
ABS-MBS
USGA
US
N
2
2029-01-20
Fixed
6.00000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATB0
10000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2023-03-01
None
0.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CC0
2540000.00000000
PA
USD
2893809.43000000
0.198530742430
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAC6
745000.00000000
PA
USD
787283.73000000
0.054011857795
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406WAL8
6690.35000000
PA
USD
6697.45000000
0.000459480747
Long
ABS-MBS
USGA
US
N
2
2020-06-01
Fixed
5.50000000
N
N
N
N
N
N
Golden Nugget Inc
N/A
Golden Nugget Inc
38113YAE9
195000.00000000
PA
USD
200869.50000000
0.013780717746
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AM0
375000.00000000
PA
USD
398683.92000000
0.027351840730
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136A5EL6
2401478.65000000
PA
USD
175203.72000000
0.012019908514
Long
ABS-MBS
CORP
US
N
2
2027-04-25
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
2496.87000000
0.000171298583
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
418318.52000000
USD
415000.00000000
CHF
2019-11-08
2496.87000000
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BE0
135000.00000000
PA
USD
137007.45000000
0.009399440918
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.13000000
N
N
N
N
N
Navistar International Corp
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934EAT5
293000.00000000
PA
USD
298860.00000000
0.020503388048
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAP0
30000.00000000
PA
USD
30545.70000000
0.002095597739
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
25000.00000000
PA
USD
24178.02000000
0.001658740970
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAE4
565000.00000000
PA
USD
540281.25000000
0.037066171867
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
Sanchez Energy Corp
549300SB0HTIM17TVR61
Sanchez Energy Corp
79970YAE5
130000.00000000
PA
USD
88400.00000000
0.006064710913
Long
DBT
CORP
US
N
2
2023-02-15
None
0.00000000
Y
Y
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp
N/A
265000.00000000
PA
USD
226707.50000000
0.015553342187
Long
LON
CORP
US
N
2
2022-12-31
Floating
6.55000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
1610000.00000000
PA
USD
1636137.82000000
0.112247770276
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAA9
100000.00000000
PA
USD
94250.00000000
0.006466052076
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.88000000
N
N
N
N
N
N
Ashland LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
044209AF1
60000.00000000
PA
USD
62850.00000000
0.004311844806
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137BFVG3
3062844.21000000
PA
USD
186152.01000000
0.012771019531
Long
ABS-MBS
CORP
US
N
2
2040-01-15
Fixed
3.50000000
N
N
N
N
N
N
Eletson Holdings Inc / Eletson Finance US LLC / Agathonissos Finance LLC
N/A
Eletson Holdings Inc / Eletson Finance US LLC / Agathonissos Finance LLC
28620EAB6
1748608.00000000
PA
USD
594526.72000000
0.040787700078
Long
DBT
CORP
XX
N
2
2022-01-15
None
0.00000000
Y
Y
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
1415000.00000000
PA
USD
1536185.38000000
0.105390500438
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
230000.00000000
PA
USD
245801.00000000
0.016863257999
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Sunoco LP / Sunoco Finance Corp
N/A
Sunoco LP / Sunoco Finance Corp
86765LAN7
50000.00000000
PA
USD
52501.00000000
0.003601848276
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38375CTQ3
3169758.44000000
PA
USD
771559.46000000
0.052933089109
Long
ABS-MBS
CORP
US
N
2
2042-04-16
Floating
4.76000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
100000.00000000
PA
USD
101780.00000000
0.006982650189
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
535000.00000000
PA
USD
541572.48000000
0.037154757123
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
225563.01000000
0.015474824076
N/A
DFE
N/A
N
2
Barclays Bank PLC
N/A
24000000.00000000
EUR
26999335.20000000
USD
2019-11-08
225563.01000000
N
N
N
First NLC Trust 2005-1
N/A
First NLC Trust 2005-1
32113JAB1
227992.39000000
PA
USD
215657.98000000
0.014795286253
Long
ABS-O
CORP
US
N
2
2035-05-25
Floating
1.01000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
80000.00000000
PA
USD
82186.88000000
0.005638457783
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
American Airlines 2014-1 Class A Pass Through Trust
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
1256896.02000000
PA
USD
1328527.78000000
0.091144082871
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415LP84
31835.14000000
PA
USD
35168.18000000
0.002412724491
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
PartnerRe Finance B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAB7
1410000.00000000
PA
USD
1478731.08000000
0.101448829395
Long
DBT
CORP
US
N
2
2029-07-02
Fixed
3.70000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
1690000.00000000
PA
USD
1716406.98000000
0.117754662252
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
N/A
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
877249AD4
140000.00000000
PA
USD
151025.00000000
0.010361119521
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
5.63000000
N
N
N
N
N
N
Brazos Valley Longhorn LLC / Brazos Valley Longhorn Finance Corp
549300U1ZW2M60WZ1G15
Brazos Valley Longhorn LLC / Brazos Valley Longhorn Finance Corp
96812TAB8
345000.00000000
PA
USD
270825.00000000
0.018580037704
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
312946ZU3
4656592.24000000
PA
USD
5050268.05000000
0.346475291373
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAE1
100000.00000000
PA
USD
105000.00000000
0.007203559342
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.25000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379FTL3
6275304.82000000
PA
USD
1376783.05000000
0.094454651453
Long
ABS-MBS
CORP
US
N
2
2045-11-20
Floating
4.90000000
N
N
N
N
N
N
Chase Funding Trust Series 2003-5
N/A
Chase Funding Trust Series 2003-5
161546GR1
611856.92000000
PA
USD
601710.50000000
0.041280545655
Long
ABS-O
CORP
US
N
2
2033-07-25
Floating
2.42000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BF7
530000.00000000
PA
USD
515425.00000000
0.035360900706
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
6.13000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATQ7
205000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2022-04-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128DY4C8
5476.54000000
PA
USD
6051.52000000
0.000415166508
Long
ABS-MBS
USGA
US
N
2
2022-03-01
Fixed
6.00000000
N
N
N
N
N
N
Claire's Holdings LLC
N/A
Claire's Holdings LLC
N/A
232.00000000
NS
USD
139200.00000000
0.009549861528
Long
EC
CORP
US
N
3
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YNLK1
5660612.28000000
PA
USD
5961375.78000000
0.408982135188
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3132J6PR9
1100913.64000000
PA
USD
1136250.03000000
0.077952804944
Long
ABS-MBS
USGA
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299AUC6
50000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2027-04-15
None
0.00000000
N
N
N
N
N
N
Jamaica Government International Bond
N/A
Jamaica Government International Bond
470160CB6
200000.00000000
PA
USD
263752.00000000
0.018094792226
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.88000000
N
N
N
N
N
N
Cloud Crane LLC
N/A
Cloud Crane LLC
18911YAA3
735000.00000000
PA
USD
776343.75000000
0.053261316889
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.13000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBH1
3010000.00000000
PA
USD
3193009.29000000
0.219057446685
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
GW B-CR Security Corp
N/A
GW B-CR Security Corp
36257BAA7
410000.00000000
PA
USD
421275.00000000
0.028901709162
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATP9
190000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2024-01-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0GT0
1283803.57000000
PA
USD
1297582.25000000
0.089021054664
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Floating
4.67000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KA8
130000.00000000
PA
USD
142777.20000000
0.009795276504
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.30000000
N
N
N
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565BU7
225000.00000000
PA
USD
247500.00000000
0.016979818450
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
8.00000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
2483000.00000000
PA
USD
2780640.69000000
0.190766764008
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
LYB International Finance III LLC
N/A
LYB International Finance III LLC
50249AAA1
315000.00000000
PA
USD
316632.26000000
0.021722659758
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31296NKW6
41876.30000000
PA
USD
45123.71000000
0.003095726883
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BL3
310000.00000000
PA
USD
355549.37000000
0.024392580819
Long
DBT
CORP
US
N
2
2043-03-31
Fixed
4.70000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
1915000.00000000
PA
USD
2210147.82000000
0.151627914069
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
Navios Maritime Acquisition Corp / Navios Acquisition Finance US Inc
N/A
Navios Maritime Acquisition Corp / Navios Acquisition Finance US Inc
63938MAD8
445000.00000000
PA
USD
362675.00000000
0.024881436995
Long
DBT
CORP
XX
N
2
2021-11-15
Fixed
8.13000000
N
N
N
N
N
N
JBS Investments II GmbH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAA7
400000.00000000
PA
USD
433600.00000000
0.029747269818
Long
DBT
CORP
AT
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388GTN1
2238.67000000
PA
USD
2493.51000000
0.000171068069
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
6.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213UKT6
1408.99000000
PA
USD
1546.68000000
0.000106110487
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
7.00000000
N
N
N
N
N
N
MGM China Holdings Ltd
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAB7
345000.00000000
PA
USD
364837.50000000
0.025029796015
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
5.88000000
N
N
N
N
N
N
Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc
N/A
Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc
639365AH8
140000.00000000
PA
USD
98700.00000000
0.006771345782
Long
DBT
CORP
XX
N
2
2022-08-15
Fixed
11.25000000
N
N
N
N
N
N
Owens-Brockway Glass Container Inc
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAR4
45000.00000000
PA
USD
47531.25000000
0.003260896952
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31298EPJ8
3821.15000000
PA
USD
3952.89000000
0.000271189311
Long
ABS-MBS
USGA
US
N
2
2030-12-01
Fixed
7.00000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BH5
90000.00000000
PA
USD
93037.50000000
0.006382868117
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.38000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
1475000.00000000
PA
USD
1772624.56000000
0.121611487715
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201TKE6
29362.02000000
PA
USD
32787.19000000
0.002249375893
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAC0
80000.00000000
PA
USD
59900.00000000
0.004109459091
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
5.13000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAD7
3520000.00000000
PA
USD
4516162.60000000
0.309832812285
Long
DBT
CORP
KY
N
2
2045-03-31
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285C0
26000000.00000000
PA
USD
28068828.06000000
1.925671129596
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBG4
305000.00000000
PA
USD
311938.75000000
0.021400659970
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
4.25000000
N
N
N
N
N
N
Sunoco LP / Sunoco Finance Corp
N/A
Sunoco LP / Sunoco Finance Corp
86765LAL1
145000.00000000
PA
USD
149908.25000000
0.010284504522
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
CCM Merger Inc
549300P77RSBKKFME089
CCM Merger Inc
14985VAD3
410000.00000000
PA
USD
419737.50000000
0.028796228472
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.00000000
N
N
N
N
N
N
Ahern Rentals Inc
N/A
Ahern Rentals Inc
008674AH6
440000.00000000
PA
USD
356400.00000000
0.024450938568
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.38000000
N
N
N
N
N
N
Claire's Stores
N/A
Claire's Stores
N/A
68.00000000
NS
USD
74375.00000000
0.005102521201
Long
EP
CORP
US
N
3
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AT3
100000.00000000
PA
USD
111250.00000000
0.007632342636
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
140000.00000000
PA
USD
150850.00000000
0.010349113588
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
Credit Acceptance Corp
N/A
Credit Acceptance Corp
225310AL5
535000.00000000
PA
USD
568437.50000000
0.038997840607
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.63000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAD7
400000.00000000
PA
USD
414472.00000000
0.028434987122
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
6.75000000
N
N
N
N
N
N
ILFC E-Capital Trust II
N/A
ILFC E-Capital Trust II
44965UAA2
155000.00000000
PA
USD
118962.50000000
0.008161461221
Long
DBT
CORP
US
N
2
2065-12-21
Variable
4.02000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBL4
1725000.00000000
PA
USD
1831403.85000000
0.125644060130
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.38000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MD0
610000.00000000
PA
USD
752389.76000000
0.051617945570
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAP1
800000.00000000
PA
USD
833440.32000000
0.057178445748
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
5.40000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AY7
250000.00000000
PA
USD
292674.32000000
0.020079017449
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AX5
1610000.00000000
PA
USD
1792516.73000000
0.122976196544
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0306B9
22000000.00000000
PA
USD
22354948.22000000
1.533668534320
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3132HRKN9
2623531.48000000
PA
USD
2707885.28000000
0.185775355309
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Americredit Automobile Receivables Trust 2018-2
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAB4
132056.51000000
PA
USD
132269.12000000
0.009074366239
Long
ABS-O
CORP
US
N
2
2021-11-18
Fixed
2.86000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2005-AR16 Trust
N/A
Wells Fargo Mortgage Backed Securities 2005-AR16 Trust
94981QAR9
55409.86000000
PA
USD
55671.34000000
0.003819350489
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
5.15000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
695000.00000000
PA
USD
664003.00000000
0.045554142992
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
Chaparral Energy Inc - A Shares
V5IUQSDP5WPR92NJWH73
Chaparral Energy Inc - A Shares
15942R208
73263.00000000
NS
USD
68669.41000000
0.004711087332
Long
EC
CORP
US
N
1
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AX5
325000.00000000
PA
USD
348562.50000000
0.023913244317
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Bausch Health Americas Inc
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
N/A
377948.99000000
PA
USD
379169.77000000
0.026013066086
Long
LON
CORP
US
N
2
2025-05-19
Floating
4.92000000
N
N
N
N
N
N
Arconic Inc
549300HO5WFZUT5N2T22
Arconic Inc
013817AV3
250000.00000000
PA
USD
257915.00000000
0.017694342931
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
5.40000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBE9
1525000.00000000
PA
USD
1619139.68000000
0.111081607322
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
3.41000000
N
N
N
N
N
N
First National Master Note Trust 2018-1
N/A
First National Master Note Trust 2018-1
32113CBS8
4000000.00000000
PA
USD
3995674.40000000
0.274124549086
Long
ABS-O
CORP
US
N
2
2024-10-15
Floating
2.38000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BZ2
170000.00000000
PA
USD
172916.70000000
0.011863006759
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
985000.00000000
PA
USD
1176360.62000000
0.080704605090
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389MBD8
1741.87000000
PA
USD
1940.16000000
0.000133105311
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
6.50000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
145000.00000000
PA
USD
122162.50000000
0.008380998268
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201M3E0
56799.99000000
PA
USD
62287.59000000
0.004273260484
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
7.00000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085790AY9
120000.00000000
PA
USD
123000.00000000
0.008438455229
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
390000.00000000
PA
USD
390487.50000000
0.026789522655
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311AA5
15000.00000000
PA
USD
14483.25000000
0.000993628103
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Vale Overseas Ltd
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
834000.00000000
PA
USD
1060848.00000000
0.072779824014
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.88000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VES9
2940000.00000000
PA
USD
3251393.07000000
0.223062885008
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.88000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JP6
1205000.00000000
PA
USD
1399352.59000000
0.096003042126
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
245000.00000000
PA
USD
226428.32000000
0.015534188952
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
Saxon Asset Securities Trust 2004-1
N/A
Saxon Asset Securities Trust 2004-1
805564PP0
272119.27000000
PA
USD
162837.91000000
0.011171548075
Long
ABS-O
CORP
US
N
2
2035-03-25
Floating
3.08000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CA8
375000.00000000
PA
USD
410636.25000000
0.028171834239
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137BBG61
3879024.48000000
PA
USD
267032.05000000
0.018319821129
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128LDQG2
882656.27000000
PA
USD
1007657.46000000
0.069130669620
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
6.00000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAB1
955000.00000000
PA
USD
984710.69000000
0.067556398959
Long
DBT
CORP
HK
N
2
2025-03-11
Fixed
3.20000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
2065000.00000000
PA
USD
2162987.80000000
0.148392485472
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LUN0
184637.98000000
PA
USD
189992.24000000
0.013034479766
Long
ABS-MBS
USGA
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPAZ6
410000.00000000
PA
USD
418712.50000000
0.028725908011
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.13000000
N
N
N
N
N
N
Virginia Electric & Power Co
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804GA6
670000.00000000
PA
USD
825155.86000000
0.056610087661
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.60000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBS3
2145000.00000000
PA
USD
2233735.28000000
0.153246139477
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
Toll Brothers Finance Corp
88947EAS9
60000.00000000
PA
USD
65175.00000000
0.004471352191
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.88000000
N
N
N
N
N
N
Orbia Advance Corp SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
N/A
200000.00000000
PA
USD
210400.00000000
0.014434560816
Long
DBT
CORP
MX
N
2
2044-09-17
Fixed
5.88000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
770000.00000000
PA
USD
893918.42000000
0.061327565580
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AUAN0
1653854.45000000
PA
USD
1757263.07000000
0.120557607669
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
845000.00000000
PA
USD
947595.99000000
0.065010132826
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
715000.00000000
PA
USD
743600.00000000
0.051014921211
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CK8
65000.00000000
PA
USD
69225.00000000
0.004749203766
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
8.38000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202TXQ4
77211.71000000
PA
USD
81459.65000000
0.005588565931
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
3.50000000
N
N
N
N
N
N
Elwood Energy LLC
5493008JH2Q2O8Y5MU55
Elwood Energy LLC
290408AB9
108362.22000000
PA
USD
117647.35000000
0.008071234925
Long
DBT
CORP
US
N
2
2026-07-05
Fixed
8.16000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AN8
75000.00000000
PA
USD
62796.75000000
0.004308191572
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
1065000.00000000
PA
USD
1449120.47000000
0.099417383811
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A22C5
2990867.29000000
PA
USD
3221510.35000000
0.221012771228
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
115000.00000000
PA
USD
123193.75000000
0.008451747512
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
290000.00000000
PA
USD
320812.50000000
0.022009446491
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128KE4E0
180109.05000000
PA
USD
206990.37000000
0.014200642034
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29273AAA4
170000.00000000
PA
USD
176375.00000000
0.012100264562
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409EVH1
16013.68000000
PA
USD
16405.19000000
0.001125483425
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Floating
4.73000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AM6
1020000.00000000
PA
USD
1038691.65000000
0.071259780375
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.70000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAA1
2235000.00000000
PA
USD
2402701.28000000
0.164838107171
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
5.00000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAF9
20000.00000000
PA
USD
27512.25000000
0.001887486909
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
390000.00000000
PA
USD
394270.50000000
0.027049056607
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
4.13000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38380GRS5
3849695.03000000
PA
USD
830209.83000000
0.056956816925
Long
ABS-MBS
CORP
US
N
2
2047-08-20
Floating
4.35000000
N
N
N
N
N
N
N/A
N/A
FX Forwards
N/A
1.00000000
NC
N/A
495645.92000000
0.034003950453
N/A
DFE
N/A
N
2
Goldman Sachs & Co
N/A
8443081.50000000
USD
6900000.00000000
GBP
2019-11-08
495645.92000000
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
280000.00000000
PA
USD
294000.00000000
0.020169966159
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WVTT8
144877.91000000
PA
USD
146758.09000000
0.010068386764
Long
ABS-MBS
USGA
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
435000.00000000
PA
USD
429137.29000000
0.029441104139
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
95000.00000000
PA
USD
82175.00000000
0.005637642752
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBE4
1571000.00000000
PA
USD
1612019.75000000
0.110593142195
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
3.18000000
N
N
N
N
N
N
Claire's Stores Inc
N/A
Claire's Stores Inc
N/A
11003.51000000
PA
USD
10948.49000000
0.000751124737
Long
LON
CORP
US
N
2
2022-10-12
Floating
0.75000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HMV3
23216.24000000
PA
USD
26722.51000000
0.001833306538
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
6.00000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674XN5
400000.00000000
PA
USD
508126.84000000
0.034860208052
Long
DBT
CORP
CH
N
2
2048-06-26
Fixed
4.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
1360000.00000000
PA
USD
1712451.41000000
0.117483289078
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCE4
485000.00000000
PA
USD
480565.20000000
0.032969332725
Long
DBT
CORP
US
N
2
2023-01-05
Floating
3.03000000
N
N
N
N
N
N
Blue Cube Spinco LLC
N/A
Blue Cube Spinco LLC
095370AB8
245000.00000000
PA
USD
267050.00000000
0.018321052594
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
9.75000000
N
N
N
N
N
N
AK Steel Corp
O05HJM8THRTZG4688Q91
AK Steel Corp
001546AS9
475000.00000000
PA
USD
464702.00000000
0.031881032701
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
7.63000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAU9
270000.00000000
PA
USD
278437.50000000
0.019102295756
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAD3
330000.00000000
PA
USD
337012.50000000
0.023120852789
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
4.75000000
N
N
N
N
N
N
West Corp
5493005Z5DB0O5S30R71
West Corp
68163PAA2
200000.00000000
PA
USD
151000.00000000
0.010359404387
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.50000000
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
N/A
27101.95000000
PA
USD
27120.65000000
0.001860621063
Long
LON
CORP
US
N
2
2024-05-24
Floating
3.83000000
N
N
N
N
N
N
Gold Fields Orogen Holdings BVI Ltd
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
500000.00000000
PA
USD
565000.00000000
0.038762009795
Long
DBT
CORP
VG
N
2
2029-05-15
Fixed
6.13000000
N
N
N
N
N
N
Hess Infrastructure Partners LP / Hess Infrastructure Partners Finance Corp
N/A
Hess Infrastructure Partners LP / Hess Infrastructure Partners Finance Corp
428102AA5
1450000.00000000
PA
USD
1517062.50000000
0.104078569001
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.63000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CE3
1490000.00000000
PA
USD
1548662.66000000
0.106246508314
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6F77
15043075.56000000
PA
USD
15952363.89000000
1.094417142251
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290S2F7
26730.71000000
PA
USD
29368.11000000
0.002014808792
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Global Aircraft Leasing Co Ltd
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
400000.00000000
PA
USD
409380.00000000
0.028085648796
Long
DBT
CORP
KY
N
2
2024-09-15
Variable
6.50000000
N
N
Y
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137AUKE8
4099409.10000000
PA
USD
380665.80000000
0.026115701714
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Fixed
3.50000000
N
N
N
N
N
N
Abu Dhabi National Energy Co PJSC
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAC5
675000.00000000
PA
USD
728169.75000000
0.049956323863
Long
DBT
CORP
AE
N
2
2026-06-22
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HWM2
49194.63000000
PA
USD
55049.20000000
0.003776668371
Long
ABS-MBS
USGA
US
N
2
2033-05-01
Fixed
5.50000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
55000.00000000
PA
USD
56718.75000000
0.003891208394
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
260000.00000000
PA
USD
319447.25000000
0.021915783068
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
755000.00000000
PA
USD
849213.72000000
0.058260585015
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAA1
750000.00000000
PA
USD
760578.20000000
0.052179716175
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
875000.00000000
PA
USD
983557.39000000
0.067477276435
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292GZZ2
6208.25000000
PA
USD
6945.86000000
0.000476522997
Long
ABS-MBS
USGA
US
N
2
2029-05-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0LH9
1455640.16000000
PA
USD
1534890.61000000
0.105301672319
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
825000.00000000
PA
USD
845522.70000000
0.058007361380
Long
DBT
NUSS
EG
N
2
2023-02-21
Fixed
5.58000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
280000.00000000
PA
USD
284200.00000000
0.019497633953
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
370000.00000000
PA
USD
386650.00000000
0.026526249712
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
Consolidated Energy Finance SA
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAC0
250000.00000000
PA
USD
248135.32000000
0.017023404786
Long
DBT
CORP
LU
N
2
2022-06-15
Floating
5.87000000
N
N
N
N
N
N
Nexstar Broadcasting Inc
5493006PK6I4I2OOT688
Nexstar Broadcasting Inc
65341XAA6
55000.00000000
PA
USD
57385.90000000
0.003936978438
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.63000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
N/A
418471.99000000
PA
USD
404871.65000000
0.027776351970
Long
LON
CORP
US
N
2
2025-03-24
Floating
4.04000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAT6
755000.00000000
PA
USD
781865.72000000
0.053640153447
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.83000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CV0
2700000.00000000
PA
USD
2815036.98000000
0.193126532733
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.70000000
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAH5
115000.00000000
PA
USD
115575.00000000
0.007929060676
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
6.75000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
240000.00000000
PA
USD
247800.00000000
0.017000400048
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Hercules Merger Sub LLC
549300KUU34E83DUTG95
Hercules Merger Sub LLC
N/A
185000.00000000
PA
USD
185810.30000000
0.012747576404
Long
LON
CORP
US
N
2
2026-11-15
Floating
0.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128MBZ34
181461.93000000
PA
USD
186536.70000000
0.012797411314
Long
ABS-MBS
USGA
US
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481101
14973.00000000
NS
USD
124575.36000000
0.008546533317
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
1330000.00000000
PA
USD
1400479.49000000
0.096080353469
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3Y62
4015211.65000000
PA
USD
4228300.34000000
0.290083927786
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
3.50000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98920AAA6
1882000.00000000
PA
USD
1927872.06000000
0.132262293230
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
3.50000000
N
N
N
N
N
N
Springleaf Finance Corp
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAJ8
145000.00000000
PA
USD
154243.75000000
0.010581942917
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
8.25000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128MJCA6
65064.16000000
PA
USD
75387.33000000
0.005171972431
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
6.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
1000000.00000000
PA
USD
1105378.08000000
0.075834824717
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
4035000.00000000
PA
USD
5245815.21000000
0.359890868243
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAB9
590000.00000000
PA
USD
593048.29000000
0.040686271905
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
840000.00000000
PA
USD
944077.24000000
0.064768727831
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQYZ9
4970766.65000000
PA
USD
5308923.58000000
0.364220438608
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Sunoco LP / Sunoco Finance Corp
N/A
Sunoco LP / Sunoco Finance Corp
86765LAJ6
745000.00000000
PA
USD
764556.25000000
0.052452631596
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.88000000
N
N
N
N
N
N
United Airlines 2014-2 Class A Pass Through Trust
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
1879850.79000000
PA
USD
1994279.00000000
0.136818163068
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
1151000.00000000
PA
USD
1165387.50000000
0.079951790603
Long
DBT
CORP
US
N
2
N/A
Variable
5.55000000
N
N
N
N
N
N
HC2 Holdings Inc
549300S6O246JWQQ1K58
HC2 Holdings Inc
404139AD9
100000.00000000
PA
USD
91125.00000000
0.006251660429
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
11.50000000
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AJ0
1630000.00000000
PA
USD
1683704.83000000
0.115511120555
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.95000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072TAC9
235000.00000000
PA
USD
250275.00000000
0.017170198233
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.63000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XAJ5
3864000.00000000
PA
USD
4143779.88000000
0.284285373983
Long
ABS-MBS
CORP
US
N
2
2047-10-15
Variable
4.48000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31288FQM9
117317.40000000
PA
USD
130058.42000000
0.008922700442
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780099CJ4
5291000.00000000
PA
USD
5390206.25000000
0.369796862769
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AS3
1265000.00000000
PA
USD
1338429.02000000
0.091823360680
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.30000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CZ48
4655.54000000
PA
USD
5209.19000000
0.000357378183
Long
ABS-MBS
USGA
US
N
2
2028-03-20
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WN6
4540000.00000000
PA
USD
4568552.33000000
0.313427026847
Long
DBT
UST
US
N
2
2021-05-31
Fixed
2.00000000
N
N
N
N
N
N
Symantec Corp
YF6ZV0M6AU4FY94MK914
Symantec Corp
871503AK4
405000.00000000
PA
USD
416245.44000000
0.028556654553
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.95000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
1645000.00000000
PA
USD
1786166.55000000
0.122540540368
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200AJA8
48572.05000000
PA
USD
53791.23000000
0.003690364927
Long
ABS-MBS
USGA
US
N
2
2032-12-15
Fixed
6.50000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790RAA2
250000.00000000
PA
USD
255625.00000000
0.017537236732
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2016-GC37
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAV2
1750000.00000000
PA
USD
1852689.30000000
0.127104355390
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
3.58000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities
30711XCZ5
622759.95000000
PA
USD
623448.97000000
0.042771920499
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
3.27000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CA7
150000.00000000
PA
USD
162562.50000000
0.011152653482
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
6.63000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
45000.00000000
PA
USD
47587.50000000
0.003264756002
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023MAA2
755000.00000000
PA
USD
801214.06000000
0.054967552641
Long
DBT
CORP
SG
N
2
2028-12-11
Variable
4.52000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CD8
970000.00000000
PA
USD
1134391.15000000
0.077825275873
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
375000.00000000
PA
USD
406410.00000000
0.027881890975
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387BG6
200000.00000000
PA
USD
124000.00000000
0.008507060556
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.63000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DB2
1325000.00000000
PA
USD
1401541.31000000
0.096153199978
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137AUWZ8
605247.17000000
PA
USD
47762.78000000
0.003276781143
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
3.00000000
N
N
N
N
N
N
Blackstone Holdings Finance Co LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAM9
820000.00000000
PA
USD
824664.77000000
0.056576396270
Long
DBT
CORP
US
N
2
2049-09-10
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137AF5S7
813562.10000000
PA
USD
11845.06000000
0.000812634215
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
3.00000000
N
N
N
N
N
N
United Airlines 2018-1 Class A Pass Through Trust
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
2179016.05000000
PA
USD
2281699.78000000
0.156536759688
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.70000000
N
N
N
N
N
N
United Airlines 2018-1 Class AA Pass Through Trust
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
1436713.88000000
PA
USD
1500159.88000000
0.102918959228
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHW3
670000.00000000
PA
USD
694321.05000000
0.047634122728
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3.00000000
N
N
N
N
N
N
Bausch Health Americas Inc
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
465000.00000000
PA
USD
521823.00000000
0.035799837588
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
31398TE98
91292.85000000
PA
USD
92424.26000000
0.006340796586
Long
ABS-MBS
CORP
US
N
2
2040-07-25
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPGX6
2292404.84000000
PA
USD
2507681.83000000
0.172040332140
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409D3W1
59710.22000000
PA
USD
61751.61000000
0.004236489401
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Floating
4.67000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GT95
1535000.00000000
PA
USD
1744903.61000000
0.119709682873
Long
DBT
CORP
US
N
2
2026-01-05
Fixed
5.55000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379EAU6
2516738.82000000
PA
USD
524456.16000000
0.035980486391
Long
ABS-MBS
CORP
US
N
2
2044-08-20
Floating
4.30000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAK7
90000.00000000
PA
USD
104210.42000000
0.007149389948
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.38000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177PPF6
1089532.05000000
PA
USD
1149495.09000000
0.078861486617
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.50000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
35000.00000000
NS
USD
3780000.00000000
0.259328136333
Long
EP
USGSE
US
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
880000.00000000
PA
USD
926372.03000000
0.063554056108
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
31394EP93
2561.55000000
PA
USD
305.85000000
0.000020982939
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
21.77000000
N
N
N
N
N
N
Dun & Bradstreet Corp/The
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAK6
110000.00000000
PA
USD
120589.70000000
0.008273095810
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
10.25000000
N
N
N
N
N
N
Bahrain Government International Bond
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
400000.00000000
PA
USD
419694.40000000
0.028793271582
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
N
N
N
N
N
N
Kenya Government International Bond
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
510000.00000000
PA
USD
543247.92000000
0.037269701233
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAC7
310000.00000000
PA
USD
311937.50000000
0.021400574213
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
4.75000000
N
N
N
N
N
N
Braskem Netherlands Finance BV
N/A
Braskem Netherlands Finance BV
10554TAB1
250000.00000000
PA
USD
250875.00000000
0.017211361429
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CR8
1275000.00000000
PA
USD
1240229.49000000
0.085086349806
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2016-3
N/A
JP Morgan Mortgage Trust 2016-3
46647EAC5
4731654.75000000
PA
USD
4814827.78000000
0.330322834644
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAD8
450000.00000000
PA
USD
474747.15000000
0.032570183502
Long
DBT
CORP
KY
N
2
2025-02-11
Fixed
3.80000000
N
N
N
N
N
N
CNOOC Finance 2013 Ltd
5493006KAH3PSSMCES09
CNOOC Finance 2013 Ltd
12625GAC8
1850000.00000000
PA
USD
1876836.95000000
0.128761012816
Long
DBT
CORP
VG
N
2
2023-05-09
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ANLU9
2377830.90000000
PA
USD
127945.37000000
0.008777733956
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Fixed
3.50000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AK0
490000.00000000
PA
USD
509649.00000000
0.034964636337
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
2140000.00000000
PA
USD
2567064.46000000
0.176114296894
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
320000.00000000
PA
USD
353200.00000000
0.024231401521
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-C36
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBP5
750000.00000000
PA
USD
783228.68000000
0.053733659763
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Fixed
3.07000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
240000.00000000
PA
USD
251409.36000000
0.017248021371
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BN8
280000.00000000
PA
USD
294000.00000000
0.020169966159
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C4RF9
3840516.66000000
PA
USD
4130271.08000000
0.283358598341
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
4.50000000
N
N
N
N
N
N
Rowan Cos Inc
5493006IFM30PWSM2474
Rowan Cos Inc
779382AP5
50000.00000000
PA
USD
33500.00000000
0.002298278456
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.88000000
N
N
N
N
N
N
Symantec Corp
YF6ZV0M6AU4FY94MK914
Symantec Corp
871503AU2
55000.00000000
PA
USD
56401.35000000
0.003869433064
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
364725BE0
140000.00000000
PA
USD
144025.00000000
0.009880882231
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
6.38000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
220000.00000000
PA
USD
306075.00000000
0.020998375483
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7XN2
5545288.34000000
PA
USD
5836615.16000000
0.400422892047
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
90000.00000000
PA
USD
95625.00000000
0.006560384401
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HH56
1637.24000000
PA
USD
1859.09000000
0.000127543477
Long
ABS-MBS
USGA
US
N
2
2031-03-01
Fixed
7.50000000
N
N
N
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BK6
1600000.00000000
PA
USD
1697599.89000000
0.116464395691
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.27000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp
25272KAU7
90000.00000000
PA
USD
91384.20000000
0.006269442930
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.88000000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
70000.00000000
PA
USD
79975.00000000
0.005486711032
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225B6E3
1559757.26000000
PA
USD
1730675.44000000
0.118733554617
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
555000.00000000
PA
USD
621088.77000000
0.042609998206
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96000000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
100000.00000000
PA
USD
97625.00000000
0.006697595055
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.13000000
N
N
N
N
N
N
Pinnacle Operating Corp
N/A
Pinnacle Operating Corp
N/A
925862.00000000
NS
USD
49070.69000000
0.003366510737
Long
EP
CORP
US
N
3
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDS8
1290000.00000000
PA
USD
1558736.30000000
0.106937613681
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.45000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAG4
1275000.00000000
PA
USD
1369388.25000000
0.093947328780
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
655000.00000000
PA
USD
660796.75000000
0.045334177162
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Blackstone Holdings Finance Co LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAL1
615000.00000000
PA
USD
604583.03000000
0.041477616515
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
2.50000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
1693000.00000000
PA
USD
1731464.71000000
0.118787702743
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
1390000.00000000
PA
USD
1690320.80000000
0.115965011341
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81000000
N
N
N
N
N
N
AK Steel Corp
O05HJM8THRTZG4688Q91
AK Steel Corp
001546AV2
135000.00000000
PA
USD
111375.00000000
0.007640918302
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.38000000
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8NS0
39112.71000000
PA
USD
40949.26000000
0.002809337375
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
3.50000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
205000.00000000
PA
USD
214225.00000000
0.014696976192
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020AL8
115000.00000000
PA
USD
146364.88000000
0.010041410464
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
5.25000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAW6
630000.00000000
PA
USD
643722.83000000
0.044162815296
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.63000000
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AM9
2830000.00000000
PA
USD
2958217.62000000
0.202949487371
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
TRI Pointe Group Inc / TRI Pointe Homes Inc
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
65000.00000000
PA
USD
70037.50000000
0.004804945594
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
31396L2Q2
96124.07000000
PA
USD
3057.25000000
0.000209743636
Long
ABS-MBS
CORP
US
N
2
2021-12-25
Floating
4.68000000
N
N
N
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
300000.00000000
PA
USD
268800.00000000
0.018441111917
Long
DBT
NUSS
EC
N
2
2028-01-23
Fixed
7.88000000
N
N
N
N
N
N
NGL Energy Partners LP / NGL Energy Finance Corp
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAN2
275000.00000000
PA
USD
262545.25000000
0.018012002747
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290R5T6
562240.61000000
PA
USD
631065.18000000
0.043294433077
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
5.50000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
2075000.00000000
PA
USD
2279185.69000000
0.156364279721
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747WAF6
925000.00000000
PA
USD
966735.37000000
0.066323196251
Long
DBT
CORP
US
N
2
2021-01-25
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137AYGG0
2355265.66000000
PA
USD
193473.06000000
0.013273282561
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BS4
107000.00000000
PA
USD
115013.87000000
0.007890564169
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAB8
400000.00000000
PA
USD
449012.06000000
0.030804619235
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
90000.00000000
PA
USD
92925.00000000
0.006375150018
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.88000000
N
N
N
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AL6
35000.00000000
PA
USD
37012.50000000
0.002539254668
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.88000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AE9
270000.00000000
PA
USD
358427.70000000
0.024590049590
Long
DBT
CORP
CO
N
2
2043-09-18
Fixed
7.38000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AC2B9
306247.32000000
PA
USD
335959.12000000
0.023048585310
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201FSZ1
10317.39000000
PA
USD
11402.94000000
0.000782302428
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.00000000
N
N
N
N
N
N
Indonesia Government International Bond
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BP0
2850000.00000000
PA
USD
3143454.92000000
0.215657752924
Long
DBT
NUSS
ID
N
2
2023-10-17
Fixed
5.38000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174AK2
295000.00000000
PA
USD
317125.00000000
0.021756464347
Long
DBT
CORP
PR
N
2
2023-09-14
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137AEES0
1710084.27000000
PA
USD
151028.49000000
0.010361358953
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
4.73000000
N
N
N
N
N
N
LSB Industries Inc
5493001H215A0HG0MI71
LSB Industries Inc
502160AM6
50000.00000000
PA
USD
53000.00000000
0.003636082334
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.63000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414ABT8
335385.10000000
PA
USD
370726.61000000
0.025433820333
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
6.00000000
N
N
N
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAA3
260000.00000000
PA
USD
243750.00000000
0.016722548473
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F3F3
544537.96000000
PA
USD
561716.56000000
0.038536748320
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Cable Onda SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
200000.00000000
PA
USD
202654.00000000
0.013903143952
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
TerraForm Power Operating LLC
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
85000.00000000
PA
USD
89649.50000000
0.006150433269
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
ADT Security Corp/The
5493009JEEDYLVRA0J13
ADT Security Corp/The
00101JAK2
410000.00000000
PA
USD
437162.50000000
0.029991676296
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
6.25000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
2200000.00000000
PA
USD
2314914.43000000
0.158815461614
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AM6
1720000.00000000
PA
USD
1803850.00000000
0.123753719239
Long
DBT
CORP
FR
N
2
N/A
Variable
5.63000000
N
N
N
N
N
N
Allied Universal Holdco LLC / Allied Universal Finance Corp
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
115000.00000000
PA
USD
120175.00000000
0.008244645180
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
320000.00000000
PA
USD
469331.96000000
0.032198672621
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
31396PXB2
118778.52000000
PA
USD
4776.49000000
0.000327692658
Long
ABS-MBS
CORP
US
N
2
2022-03-25
Floating
4.68000000
N
N
N
N
N
N
Croatia Government International Bond
74780000O00QGQ7CER13
Croatia Government International Bond
N/A
150000.00000000
PA
USD
154431.00000000
0.010594789265
Long
DBT
NUSS
HR
N
2
2020-07-14
Fixed
6.63000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
3128L5AY7
11503.62000000
PA
USD
12712.06000000
0.000872115034
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
6.00000000
N
N
N
N
N
N
Diamond Offshore Drilling Inc
F14FQJ2EEHW5VPYUHL14
Diamond Offshore Drilling Inc
25271CAN2
100000.00000000
PA
USD
50875.00000000
0.003490296014
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
4.88000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
470000.00000000
PA
USD
504075.00000000
0.034582230244
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323AN9
410000.00000000
PA
USD
415637.50000000
0.028514946631
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.88000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DD8
1735000.00000000
PA
USD
1898681.44000000
0.130259661197
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Capital Auto Receivables Asset Trust 2018-2
N/A
Capital Auto Receivables Asset Trust 2018-2
13976CAB2
628933.33000000
PA
USD
630177.80000000
0.043233554082
Long
ABS-O
CORP
US
N
2
2021-02-22
Fixed
3.02000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAP0
590000.00000000
PA
USD
631359.00000000
0.043314590695
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Navient Private Education Loan Trust 2017-A
N/A
Navient Private Education Loan Trust 2017-A
63939XAA9
745528.55000000
PA
USD
745325.77000000
0.051133318226
Long
ABS-O
CORP
US
N
2
2058-12-16
Floating
2.32000000
N
N
N
N
N
N
Hertz Corp/The
549300PD0C69OJ0NLB27
Hertz Corp/The
428040CT4
70000.00000000
PA
USD
72712.50000000
0.004988464844
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
7.63000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2016-2
N/A
JP Morgan Mortgage Trust 2016-2
46647CAF2
5749168.36000000
PA
USD
5770039.57000000
0.395855451920
Long
ABS-MBS
CORP
US
N
2
2046-06-25
Variable
2.80000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RL39
175682.93000000
PA
USD
181222.76000000
0.012432846722
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DP2
2640000.00000000
PA
USD
2596548.77000000
0.178137077625
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271RAA7
2718000.00000000
PA
USD
2896594.40000000
0.198721806208
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PT9
2300000.00000000
PA
USD
3272289.07000000
0.224496461922
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
225000.00000000
PA
USD
243690.59000000
0.016718472631
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404AAJ8
115000.00000000
PA
USD
116725.00000000
0.008007956802
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.63000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ40
8114618.80000000
PA
USD
8424879.63000000
0.577991622562
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
3.50000000
N
N
N
N
N
N
Academy Ltd
549300BN53IR80C35Z14
Academy Ltd
N/A
213641.73000000
PA
USD
142849.41000000
0.009800230495
Long
LON
CORP
US
N
2
2022-07-01
Floating
6.02000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7PG4
83147.13000000
PA
USD
87492.88000000
0.006002477648
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
1715000.00000000
PA
USD
1736094.28000000
0.119105315907
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
T-Mobile USA Inc
N/A
T-Mobile USA Inc
87299ATZ7
980000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2025-04-15
None
0.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
46639EAG6
10641882.97000000
PA
USD
399108.92000000
0.027380997994
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.51000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
375000.00000000
PA
USD
424271.25000000
0.029107267873
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
725000.00000000
PA
USD
769950.00000000
0.052822671579
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HQC1
8187.71000000
PA
USD
9534.87000000
0.000654142874
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
6.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BL7
1060000.00000000
PA
USD
1346236.38000000
0.092358987166
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.45000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
830000.00000000
PA
USD
941012.50000000
0.064558470341
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
245000.00000000
PA
USD
258475.00000000
0.017732761915
Long
DBT
CORP
CA
N
2
2077-01-15
Variable
6.00000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38380GGX6
6258983.81000000
PA
USD
1770258.43000000
0.121449158592
Long
ABS-MBS
CORP
US
N
2
2047-08-20
Floating
4.35000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBK8
1380000.00000000
PA
USD
1566324.47000000
0.107458202565
Long
DBT
CORP
CA
N
2
2049-06-15
Fixed
4.30000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
1605000.00000000
PA
USD
1792836.73000000
0.122998150249
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
670000.00000000
PA
USD
804000.00000000
0.055158682966
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WQL9
102047.44000000
PA
USD
106312.47000000
0.007293601776
Long
ABS-MBS
USGA
US
N
2
2020-08-01
Fixed
4.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201CLT9
2436.77000000
PA
USD
2793.75000000
0.000191666132
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.00000000
N
N
N
N
N
N
CC Holdings GS V LLC / Crown Castle GS III Corp
N/A
CC Holdings GS V LLC / Crown Castle GS III Corp
14987BAE3
2320000.00000000
PA
USD
2443241.42000000
0.167619376736
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.85000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
1115000.00000000
PA
USD
1147390.76000000
0.078717118369
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
475000.00000000
PA
USD
551703.49000000
0.037849798378
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
90000.00000000
PA
USD
94509.00000000
0.006483820856
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31296QV64
596402.58000000
PA
USD
667659.59000000
0.045805004544
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
610000.00000000
PA
USD
654999.70000000
0.044936468650
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CC4
100000.00000000
PA
USD
108375.00000000
0.007435102321
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
Telecom Italia Capital SA
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
80000.00000000
PA
USD
98000.00000000
0.006723322053
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
15000.00000000
PA
USD
16561.01000000
0.001136173507
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.88000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
200000.00000000
PA
USD
213000.00000000
0.014612934666
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
N
N
Honduras Government International Bond
N/A
Honduras Government International Bond
N/A
350000.00000000
PA
USD
385003.50000000
0.026413291041
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
135000.00000000
PA
USD
148668.75000000
0.010199468219
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAR0
135000.00000000
PA
USD
138712.50000000
0.009516416431
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31296SBJ4
26714.43000000
PA
USD
30531.04000000
0.002094591985
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402HPQ8
111992.36000000
PA
USD
125960.92000000
0.008641590114
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
135000.00000000
PA
USD
134662.50000000
0.009238564856
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAD5
95000.00000000
PA
USD
96763.20000000
0.006638470984
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
75000.00000000
PA
USD
67687.50000000
0.004643723076
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Claire's Stores Escrow - GCB
N/A
Claire's Stores Escrow - GCB
179ESCAM0
400000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2019-03-15
None
0.00000000
Y
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
110000.00000000
PA
USD
119509.45000000
0.008198984905
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AJ6
156000.00000000
PA
USD
208723.69000000
0.014319557020
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.38000000
N
N
N
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013093AB5
390000.00000000
PA
USD
409012.50000000
0.028060436339
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4KH8
4815959.16000000
PA
USD
5090499.46000000
0.349235380415
Long
ABS-MBS
USGA
US
N
2
2034-05-01
Fixed
3.50000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
45000.00000000
PA
USD
48496.50000000
0.003327118244
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
Freddie Mac Gold Pool
31292HP32
2560.31000000
PA
USD
2907.91000000
0.000199498116
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
7.50000000
N
N
N
N
N
N
SESI LLC
XDZ56K6RXS5J1ESBZS35
SESI LLC
78412FAP9
70000.00000000
PA
USD
53025.00000000
0.003637797468
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
7.13000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BE8
155000.00000000
PA
USD
157906.25000000
0.010833209928
Long
DBT
CORP
KY
N
2
2023-07-15
Fixed
9.00000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
865000.00000000
PA
USD
891328.06000000
0.061149853085
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust 2007-C1
N/A
LB-UBS Commercial Mortgage Trust 2007-C1
50179AAQ0
252511.71000000
PA
USD
24.37000000
0.000001671911
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Variable
0.21000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
N/A
5197000.00000000
PA
USD
5248824.48000000
0.360097320196
Long
DBT
CORP
SE
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
Ginnie Mae
38379MXF6
2117646.15000000
PA
USD
190912.15000000
0.013097590492
Long
ABS-MBS
CORP
US
N
2
2039-03-16
Fixed
4.00000000
N
N
N
N
N
N
2019-12-04
Principal Funds, Inc
Sara Reece
/s/ Sara Reece
Vice President and Controller