0000940400-26-014646.txt : 20260424
0000940400-26-014646.hdr.sgml : 20260424
20260424095729
ACCESSION NUMBER: 0000940400-26-014646
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260227
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BNY Mellon ETF Trust II
CENTRAL INDEX KEY: 0002025968
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23977
FILM NUMBER: 26890932
BUSINESS ADDRESS:
STREET 1: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
BUSINESS PHONE: 212-922-6400
MAIL ADDRESS:
STREET 1: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
0002025968
S000095603
BNY Mellon Core Plus ETF
C000264330
BNY Mellon Core Plus ETF
NPORT-P
1
primary_doc.xml
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false
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10286
212-922-6400
BNY Mellon Core Plus ETF
S000095603
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2026-08-31
2026-02-27
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USD
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Bloomberg US Aggregate
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CHICAGO BOARD OF TRADE
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Ultra U.S. Treasury Bond Futures, Jun-2026,ETH
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0.007352390090
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DIR
CORP
US
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CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
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United States Treasury Bonds
T 4.75 11/15/53
2026-06-18
3985676.53000000
USD
26917.22000000
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR RC3537
3133L94W0
3160056.71000000
PA
USD
3277463.88000000
0.895233347008
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA 5.75 03/01/35
404119DB2
2000000.00000000
PA
USD
2117873.70000000
0.578493380983
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.75000000
N
N
N
N
N
N
CVR Energy Inc.
529900SOYZIXZBTXB558
CVI 7.875 02/15/34 144A
12662PAJ7
934000.00000000
PA
USD
915846.85000000
0.250161915094
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
7.87500000
N
N
N
N
N
N
Mexico (United Mexican States)
254900EGTWEU67VP6075
MEX 6.125 02/09/38
91087BBR0
1110000.00000000
PA
USD
1125096.00000000
0.307317942977
Long
DBT
NUSS
MX
N
2
2038-02-09
Fixed
6.12500000
N
N
N
N
N
N
Avianca Midco 2 PLC
213800AMPX5VKH9AMX10
AVIAGP 9.5 01/28/31 144A
05369YAD1
679000.00000000
PA
USD
687487.50000000
0.187785970551
Long
DBT
CORP
GB
N
2
2031-01-28
Fixed
9.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FA1089
3140W1F73
5513163.21000000
PA
USD
4863578.83000000
1.328477784604
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2
N/A
EART 2026-1A C
30168HAE7
742000.00000000
PA
USD
747793.24000000
0.204258374653
Long
ABS-O
CORP
US
N
2
2032-05-17
Fixed
4.40000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SD4013
3132E0N65
3230863.70000000
PA
USD
3157288.69000000
0.862407710629
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.00000000
N
N
N
N
N
N
CHURCHILL NCDLC CLO-II LLC
254900966GVHITXUEY28
CHMML 2023-2A AR
17151LAN4
1500000.00000000
PA
USD
1501477.50000000
0.410125870794
Long
ABS-CBDO
CORP
US
N
2
2039-01-20
Floating
5.04000000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
BA 5.805 05/01/50
097023CW3
759000.00000000
PA
USD
762554.57000000
0.208290405317
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
G2 MB0552
3618N5TJ8
2222177.00000000
PA
USD
2087183.21000000
0.570110328998
Long
ABS-MBS
USGA
US
N
2
2055-08-20
Fixed
3.50000000
N
N
N
N
N
N
EFMT 2025-RTL1
254900NFBGFOBK1G2B84
EFMT 2025-RTL1 A1
26846FAA7
1500000.00000000
PA
USD
1508380.20000000
0.412011330848
Long
ABS-O
CORP
US
N
2
2040-11-25
Variable
5.22100000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META 5.6 05/15/53
30303M8Q8
786000.00000000
PA
USD
765790.14000000
0.209174195426
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM 8.75 07/01/31 144A
17888HAB9
725000.00000000
PA
USD
761611.78000000
0.208032883929
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CI 5.25 01/15/36
125523CZ1
1469000.00000000
PA
USD
1509363.23000000
0.412279843720
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.25000000
N
N
N
N
N
N
DETROIT MICH
549300BQRJP7MKKHOY28
MI DET 04/01/2044
251093S84
4971590.00000000
PA
USD
4062989.17000000
1.109798163060
Long
DBT
MUN
US
N
2
2044-04-01
Variable
4.00000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST 2026-1
N/A
SCLP 2026-1 C
83408AAC5
496000.00000000
PA
USD
501271.39000000
0.136921375996
Long
ABS-O
CORP
US
N
2
2035-12-26
Fixed
4.74000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1
N/A
SDART 2026-1 A3
80288FAC5
480000.00000000
PA
USD
481228.70000000
0.131446751375
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.93000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
AYR 5 09/15/30 144A
00929JAC0
1000000.00000000
PA
USD
1022788.35000000
0.279372792920
Long
DBT
CORP
BM
N
2
2030-09-15
Fixed
5.00000000
N
N
N
N
N
N
AFFIRM MASTER TRUST
N/A
AFRMT 2026-1A B
00833BAV0
1080000.00000000
PA
USD
1085983.63000000
0.296634469662
Long
ABS-O
CORP
US
N
2
2034-02-15
Fixed
4.57000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
BAC V5.875 PERP FF
060505FL3
1844000.00000000
PA
USD
1883421.03000000
0.514453057073
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC
549300TI38531ODB1G63
AER V6.5 01/31/56
00774MBQ7
359000.00000000
PA
USD
372416.19000000
0.101724810542
Long
DBT
CORP
IE
N
2
2056-01-31
Fixed
6.50000000
N
N
N
N
N
N
Amur Equipment Finance Receivables VI LLC
254900UXD59DZRJ7U848
AXIS 2025-1A A2
03237FAB1
295590.61000000
PA
USD
298964.01000000
0.081661480067
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
4.70000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
TFC V5.711 01/24/35 MTN
89788MAS1
2000000.00000000
PA
USD
2122762.44000000
0.579828731496
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71100000
N
N
N
N
N
N
Taco Bell Funding Llc
N/A
BELL 2021-1A A23
87342RAJ3
245625.00000000
PA
USD
220284.02000000
0.060170182719
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.54200000
N
N
N
N
N
N
DOMINO'S PIZZA INC
25490005ZWM1IF9UXU57
DPABS 2021-1A A2II
25755TAP5
301475.00000000
PA
USD
282728.44000000
0.077226763407
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
KR 5 09/15/34
501044DV0
1119000.00000000
PA
USD
1138158.48000000
0.310885935828
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.00000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DUBAEE 4.95 01/15/33 144A
23371DAM6
769000.00000000
PA
USD
765005.10000000
0.208959763166
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.95000000
N
N
N
N
N
N
ALIGNED DATA CENTERS ISSUER LLC
N/A
ADC 2023-2A A2
01627AAE8
120000.00000000
PA
USD
121567.72000000
0.033206003436
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
6.50000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVRG V6.65 06/01/55
30034WAE6
920000.00000000
PA
USD
951050.92000000
0.259777843314
Long
DBT
CORP
US
N
2
2055-06-01
Fixed
6.65000000
N
N
N
N
N
N
MCF CLO 11 LTD
2549003B9E1FHXFQM826
MCFCL 2026-1A A1
579922AC9
1500000.00000000
PA
USD
1500817.50000000
0.409945592985
Long
ABS-CBDO
CORP
US
N
2
2038-04-20
Floating
5.00957000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
CTRA 5.9 02/15/55
127097AN3
970000.00000000
PA
USD
965675.29000000
0.263772463600
Long
DBT
CORP
US
N
2
2055-02-15
Fixed
5.90000000
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PCG V6.85 09/15/56
69331CAN8
723000.00000000
PA
USD
722003.05000000
0.197213830775
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
6.85000000
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST 2026-A
N/A
NALT 2026-A A3
65481HAD5
738000.00000000
PA
USD
739651.35000000
0.202034432086
Long
ABS-O
CORP
US
N
2
2029-03-15
Fixed
3.87000000
N
N
N
N
N
N
Fiserv Inc.
GI7UBEJLXYLGR2C7GV83
FISV 3.5 07/01/29
337738AU2
392000.00000000
PA
USD
380878.27000000
0.104036212431
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
VZMT 2025-10 C
92348KFB4
180000.00000000
PA
USD
183605.72000000
0.050151571234
Long
ABS-O
CORP
US
N
2
2033-10-20
Fixed
4.67000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
C V6.174 05/25/34
17327CAR4
1778000.00000000
PA
USD
1898628.80000000
0.518607032017
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
AVGO 3.137 11/15/35 144A
11135FBP5
880000.00000000
PA
USD
769745.06000000
0.210254474690
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Bbcms Mortgage Trust 2017
N/A
BBCMS 2019-C5 A4
05492JAW2
225000.00000000
PA
USD
216878.06000000
0.059239850889
Long
ABS-O
CORP
US
N
2
2052-11-18
Fixed
3.06300000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 4.875 08/15/45
912810UN6
21459000.00000000
PA
USD
22327418.91000000
6.098694201587
Long
DBT
UST
US
N
2
2045-08-15
Fixed
4.87500000
N
N
N
N
N
N
The J M Smucker Company
5493000WDH6A0LHDJD55
SJM 4.25 03/15/35
832696AM0
994000.00000000
PA
USD
954086.84000000
0.260607099386
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.25000000
N
N
N
N
N
N
Sasol Financing USA LLC
549300XRB1PFMESFEL85
SASOL 5.5 03/18/31
80386WAD7
625000.00000000
PA
USD
549097.50000000
0.149984991675
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FS1376
3140XGQ69
3046209.60000000
PA
USD
2784230.55000000
0.760507552602
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VZ 4.272 01/15/36
92343VCV4
2375000.00000000
PA
USD
2259434.00000000
0.617160321585
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
EPD 5.35 01/31/33
29379VCD3
713000.00000000
PA
USD
753968.24000000
0.205945064765
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MS V5.948 01/19/38
61747YFB6
2639000.00000000
PA
USD
2782918.08000000
0.760149053789
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
FORTRESS CREDIT OPPORTUNITIES XXXIII CLO LLC
254900EIAMUDSPJ37T25
FCO 2026-33A A1T
34967LAE3
1500000.00000000
PA
USD
1500742.50000000
0.409925106870
Long
ABS-CBDO
CORP
US
N
2
2038-04-20
Floating
0.01000000
N
N
N
N
N
N
ENEL Finance International N.V.
0YQH6LCEF474UTUV4B96
ENELIM 5.5 06/26/34 144A
29278GBE7
550000.00000000
PA
USD
574017.03000000
0.156791716345
Long
DBT
CORP
NL
N
2
2034-06-26
Fixed
5.50000000
N
N
N
N
N
N
Phillips 66 Co.
RVJMT2IZVVSKIRJJBH76
PSX V6.2 03/15/56 B
718547BA9
744000.00000000
PA
USD
754406.33000000
0.206064728258
Long
DBT
CORP
US
N
2
2056-03-15
Fixed
6.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FS8243
3140XQER4
1810297.98000000
PA
USD
1883548.52000000
0.514487880736
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
6.00000000
N
N
N
N
N
N
NAVOI MINING AND METALLURGICAL CO JSC
213800YLNAGERZ4C3M60
NAVOIM 6.75 05/14/30 144A
63890CAC8
250000.00000000
PA
USD
264141.82000000
0.072149861680
Long
DBT
CORP
UZ
N
2
2030-05-14
Fixed
6.75000000
N
N
N
N
N
N
Saudi Arabia (Kingdom of)
635400FMICXSM3SI3H65
KSA 5.875 01/12/56 144A
80413TBS7
900000.00000000
PA
USD
905773.70000000
0.247410452341
Long
DBT
NUSS
SA
N
2
2056-01-12
Fixed
5.87500000
N
N
N
N
N
N
Foundry JV Holdco LLC.
21380048QROAMGM6EP30
FABSJV 5.875 01/25/34
350930AA1
896000.00000000
PA
USD
936378.02000000
0.255769967146
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings, LLC
549300I7CIEWU1BBLQ53
CHCOCH 2.742 12/31/39 144A
16412XAK1
2000000.00000000
PA
USD
1740079.98000000
0.475299707821
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74200000
N
N
N
N
N
N
JERSEY MIKE'S FUNDING LLC
N/A
JMIKE 2024-1A A2
476681AD3
544500.00000000
PA
USD
560757.79000000
0.153169978856
Long
ABS-O
CORP
US
N
2
2055-02-15
Fixed
5.63600000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
EDF 6.9 05/23/53 144A
28504DAD5
508000.00000000
PA
USD
569652.79000000
0.155599632062
Long
DBT
CORP
FR
N
2
2053-05-23
Fixed
6.90000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LVS 5.625 06/15/28
517834AM9
1480000.00000000
PA
USD
1516530.51000000
0.414237573324
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM V5.336 01/23/35
46647PEC6
3500000.00000000
PA
USD
3649056.85000000
0.996733296493
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.33600000
N
N
N
N
N
N
NMEF FUNDING 2026-A LLC
N/A
NMEF 2026-A A3
62919FAC0
146000.00000000
PA
USD
146673.48000000
0.040063596495
Long
ABS-O
CORP
US
N
2
2034-02-15
Fixed
4.20000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SL1438
31427NS42
3011943.04000000
PA
USD
3089981.10000000
0.844022763828
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR QD2067
3133AYJL5
7733311.73000000
PA
USD
6512752.93000000
1.778946715277
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
BAC V5.518 10/25/35
06051GMD8
918000.00000000
PA
USD
942391.39000000
0.257412508314
Long
DBT
CORP
US
N
2
2035-10-25
Fixed
5.51800000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 4.75 08/15/55
912810UM8
10294000.00000000
PA
USD
10485404.06000000
2.864069205660
Long
DBT
UST
US
N
2
2055-08-15
Fixed
4.75000000
N
N
N
N
N
N
HF Sinclair Corp.
2549009G116AM01XHN24
DINO 5.5 09/01/32
403949AT7
366000.00000000
PA
USD
374387.30000000
0.102263215683
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
5.50000000
N
N
N
N
N
N
Vedanta Resources Finance II PLC
8945002DGA3BBXO3N634
VEDLN 9.125 10/15/32 144A
92243XAN1
300000.00000000
PA
USD
310999.24000000
0.084948881432
Long
DBT
CORP
GB
N
2
2032-10-15
Fixed
9.12500000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 5.8 03/08/29
345397E58
675000.00000000
PA
USD
695472.37000000
0.189967023388
Long
DBT
CORP
US
N
2
2029-03-08
Fixed
5.80000000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
AEE 1.75 03/15/28
023608AK8
796000.00000000
PA
USD
761355.27000000
0.207962818685
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
FMCN 6.375 02/15/36 144A
335934AY1
200000.00000000
PA
USD
200800.56000000
0.054848310764
Long
DBT
CORP
CA
N
2
2036-02-15
Fixed
6.37500000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
VOYA 5.05 03/02/36
929089AK6
1097000.00000000
PA
USD
1085164.82000000
0.296410813187
Long
DBT
CORP
US
N
2
2036-03-02
Fixed
5.05000000
N
N
N
N
N
N
Sierra Pacific Power Company
QB888G5GSVGE1LD1WV84
BRKHEC V6.2 12/15/55
826418BR5
572000.00000000
PA
USD
569182.50000000
0.155471173196
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.20000000
N
N
N
N
N
N
HPEFS EQUIP TR 2024-2
N/A
HPEFS 2024-2A D
40444MAL5
240000.00000000
PA
USD
245016.24000000
0.066925744001
Long
ABS-O
CORP
US
N
2
2032-04-20
Fixed
5.82000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
AESOP 2023-1A A
05377RGC2
1000000.00000000
PA
USD
1024925.30000000
0.279956496958
Long
ABS-O
CORP
US
N
2
2029-04-20
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300ZJUO7A58PNUW40
AMH 4.9 02/15/29
02666TAB3
737000.00000000
PA
USD
751342.28000000
0.205227788528
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SC0809
3132D93S1
397589.20000000
PA
USD
410189.31000000
0.112042470136
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
5.50000000
N
N
N
N
N
N
Brazil (Federative Republic)
254900ZFY40OYEADAP90
BRAZIL 6.25 05/22/36
105756CQ1
698000.00000000
PA
USD
704072.60000000
0.192316160700
Long
DBT
NUSS
BR
N
2
2036-05-22
Fixed
6.25000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA 4.9 11/15/35
404119DF3
764000.00000000
PA
USD
761108.38000000
0.207895381127
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.90000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
VZMT 2025-7 C
92348KER0
105000.00000000
PA
USD
105622.24000000
0.028850524337
Long
ABS-O
CORP
US
N
2
2031-08-20
Fixed
4.40000000
N
N
N
N
N
N
MetLife Inc.
C4BXATY60WC6XEOZDX54
MET V5.875 PERP D
59156RBT4
2000000.00000000
PA
USD
2048204.00000000
0.559463228097
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
Howard Midstream Energy Partners Llc
N/A
HOWARD 7.375 07/15/32 144A
442722AC8
697000.00000000
PA
USD
736032.00000000
0.201045813162
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.37500000
N
N
N
N
N
N
CROSS 2024-H3 MORTGAGE TRUST
N/A
CROSS 2024-H3 A2
22758DAB5
271464.12000000
PA
USD
275018.29000000
0.075120749841
Long
ABS-O
CORP
US
N
2
2069-06-25
Variable
6.57600000
N
N
N
N
N
N
GLOBAL PARTNERS LP
549300PCHWTW9P4DU444
GLP 8.25 01/15/32 144A
37954FAK0
2000000.00000000
PA
USD
2117630.00000000
0.578426814768
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
Carvana Auto Receivables Trust 2022- P2
N/A
CRVNA 2022-P3 B
14686MAE3
250000.00000000
PA
USD
252532.35000000
0.068978755890
Long
ABS-O
CORP
US
N
2
2028-10-10
Fixed
5.04000000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
ABG 5 02/15/32 144A
043436AX2
774000.00000000
PA
USD
753176.13000000
0.205728701347
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FM3458
3140X6ZY0
6143244.95000000
PA
USD
5656900.47000000
1.545172159594
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
GE Healthcare Technologies Inc.
549300OI9J7XOWZMUN85
GEHC 4.8 08/14/29
36266GAA5
915000.00000000
PA
USD
938535.58000000
0.256359300768
Long
DBT
CORP
US
N
2
2029-08-14
Fixed
4.80000000
N
N
N
N
N
N
Blue Owl Capital Corp.
2549000BD79OOCPF2L94
OBDC 2.625 01/15/27
69121KAF1
1536000.00000000
PA
USD
1497754.06000000
0.409108819875
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FR RA7747
3133KPTC2
4961239.26000000
PA
USD
4324111.41000000
1.181123231909
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.50000000
N
N
N
N
N
N
Ecuador (Republic Of)
5299003Y2U5XK0A35H71
ECUA 9.25 01/29/39 144A
27927WAR3
200000.00000000
PA
USD
203000.00000000
0.055449083833
Long
DBT
NUSS
EC
N
2
2039-01-29
Fixed
9.25000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2025-5
213800Z7TIVJRAYLRV98
VERUS 2025-5 A1
92540XAA9
884065.84000000
PA
USD
893493.87000000
0.244056238927
Long
ABS-O
CORP
US
N
2
2070-06-25
Variable
5.42700000
N
N
N
N
N
N
Arizona Public Service Company
YG6VT0TPHRH4TFVAQV64
PNW 4.25 03/01/49
040555CY8
695000.00000000
PA
USD
568584.80000000
0.155307912519
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.25000000
N
N
N
N
N
N
Azule Energy Finance PLC
2138006X6O82RJSQDB63
AZURGY 8.625 01/22/33 144A
05501YAC2
250000.00000000
PA
USD
251701.42000000
0.068751788859
Long
DBT
CORP
GB
N
2
2033-01-22
Fixed
8.62500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
PARA 5.85 09/01/43
92553PAU6
1149000.00000000
PA
USD
851745.08000000
0.232652632244
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2026-CSMO
N/A
BX 2026-CSMO A
12433LAA3
450000.00000000
PA
USD
450694.44000000
0.123106373333
Long
ABS-O
CORP
US
N
2
2042-02-15
Floating
5.06724000
N
N
N
N
N
N
Targa Resources Corp.
5493003QENHHS261UR94
TRGP 6.125 03/15/33
87612GAC5
350000.00000000
PA
USD
378821.34000000
0.103474365711
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.12500000
N
N
N
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
MU 5.8 01/15/35
595112CE1
877000.00000000
PA
USD
939507.08000000
0.256624664240
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
5.80000000
N
N
N
N
N
N
Brazil (Federative Republic)
254900ZFY40OYEADAP90
BRAZIL 7.25 01/12/56
105756CN8
1100000.00000000
PA
USD
1120625.00000000
0.306096697392
Long
DBT
NUSS
BR
N
2
2056-01-12
Fixed
7.25000000
N
N
N
N
N
N
Volvo Financial Equipment LLC Series 2024-1
N/A
VFET 2024-1A A4
92887QAD9
45000.00000000
PA
USD
45453.62000000
0.012415574314
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
4.29000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
RY V6.75 08/24/85
780082AV5
349000.00000000
PA
USD
362339.83000000
0.098972470984
Long
DBT
CORP
CA
N
2
2085-08-24
Fixed
6.75000000
N
N
N
N
N
N
Autozone, Inc.
GA3JGKJ41LJKXDN23E90
AZO 4.75 02/01/33
053332BD3
372000.00000000
PA
USD
376601.54000000
0.102868031345
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.75000000
N
N
N
N
N
N
Cousins Properties LP
254900ZQIHJ5FQH4C329
CUZ 5.375 02/15/32
222793AB7
1084000.00000000
PA
USD
1119489.78000000
0.305786614097
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.37500000
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2026-5C40
N/A
BBCMS 2026-5C40 A3
05557AAC7
1160000.00000000
PA
USD
1213917.03000000
0.331579247109
Long
ABS-O
CORP
US
N
2
2059-02-18
Variable
5.24793000
N
N
N
N
N
N
Olin Corporation
549300GKK294V7W57P06
OLN 6.625 04/01/33 144A
680665AN6
376000.00000000
PA
USD
367623.25000000
0.100415627627
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.62500000
N
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I L P
549300WUPIVS6ZE0ZI51
PECO 2.625 11/15/31
71845JAA6
2115000.00000000
PA
USD
1922120.10000000
0.525023638239
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.62500000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
AESOP 2025-3A B
05377RKX1
625000.00000000
PA
USD
628698.63000000
0.171727896752
Long
ABS-O
CORP
US
N
2
2030-02-20
Fixed
4.46000000
N
N
N
N
N
N
FEDEX FREIGHT HOLDING COMPANY INC
984500Y1DA5A58ICE336
FDX 5.25 03/15/36 144A
314352AG0
182000.00000000
PA
USD
181507.11000000
0.049578339698
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.25000000
N
N
N
N
N
N
South Africa (Republic of)
378900AAFB4F17004C49
SOAF 7.25 12/11/55 144A
836205BJ2
200000.00000000
PA
USD
200298.50000000
0.054711173981
Long
DBT
NUSS
ZA
N
2
2055-12-11
Fixed
7.25000000
N
N
N
N
N
N
Buenos Aires (City Of)
5299007MC8RF52X0ON96
BUEAIR 7.8 11/26/33 144A
11943HAD1
275000.00000000
PA
USD
282202.25000000
0.077083035557
Long
DBT
NUSS
AR
N
2
2033-11-26
Fixed
7.80000000
N
N
N
N
N
N
GBX LEASING LLC 2022-1
5493001GAGGFR30BP390
GBXL 2026-1A A
361528AE2
193000.00000000
PA
USD
197090.13000000
0.053834813502
Long
ABS-O
CORP
US
N
2
2056-02-20
Fixed
5.13000000
N
N
N
N
N
N
FHLMC Super 30Y Fixed
S6XOOCT0IEG5ABCC6L87
FR SL2458
31427PWU4
1936701.60000000
PA
USD
2007771.25000000
0.548419095366
Long
ABS-MBS
USGSE
US
N
2
2055-09-01
Fixed
6.00000000
N
N
N
N
N
N
Smurfit Westrock Financing Designated Activity Co.
6354005S6ZLHLVX7VT12
SW 5.418 01/15/35
83272YAB8
360000.00000000
PA
USD
374250.66000000
0.102225892714
Long
DBT
CORP
IE
N
2
2035-01-15
Fixed
5.41800000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH
000000000
-126.00000000
NC
USD
-145321.30000000
-0.03969425096
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
United States Treasury Notes
T 4 11/15/35
2026-06-18
-14563209.95000000
USD
-145321.30000000
N
N
N
Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.
254900N4NW6XZ9B4HM15
VDCR 2024-1A A2
76134KAH7
1200000.00000000
PA
USD
1203511.92000000
0.328737110081
Long
ABS-O
CORP
US
N
2
2049-09-15
Fixed
4.99200000
N
N
N
N
N
N
Lithia Motors Incorporated
SE8N1EZEHPZQBCBVKD53
LAD 5.5 10/01/30 144A
536797AJ2
1109000.00000000
PA
USD
1116690.92000000
0.305022110536
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.50000000
N
N
N
N
N
N
GABON, GOVERNMENT OF
213800XA7X746GRPXA35
GABON 7 11/24/31 144A
362420AE1
325000.00000000
PA
USD
266977.46000000
0.072924411631
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
B.A.T. Capital Corporation
2138005GYEXN7XRHFA84
BATSLN 7.081 08/02/53
054989AD0
490000.00000000
PA
USD
562116.56000000
0.153541124431
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.08100000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2026-2
213800OKSLL73WD2H386
VERUS 2026-2 A3
92490GAM0
734127.00000000
PA
USD
733760.74000000
0.200425422590
Long
ABS-O
CORP
US
N
2
2071-02-25
Variable
5.04700000
N
N
N
N
N
N
RIN XIII LTD
N/A
RIN 2026-1A D
74990KAL6
1000000.00000000
PA
USD
1001847.00000000
0.273652700941
Long
ABS-CBDO
CORP
US
N
2
2039-04-15
Variable
0.01000000
N
N
N
N
N
N
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1
N/A
BLAST 2026-1 C
107927AE5
496000.00000000
PA
USD
499559.89000000
0.136453882858
Long
ABS-O
CORP
US
N
2
2031-11-15
Fixed
4.44000000
N
N
N
N
N
N
Bravo Residential Funding Trust 2025-NQM8
254900Z6C8GAQR4M4U49
BRAVO 2025-NQM8 A1
10571JAA4
1300165.78000000
PA
USD
1307446.58000000
0.357126674985
Long
ABS-O
CORP
US
N
2
2065-06-25
Variable
5.08200000
N
N
N
N
N
N
GOLDEN ST TOB SECURITIZATION CORP CALIF
N/A
CA GLDGEN 3.49 06/01/2036
38122ND41
4000000.00000000
PA
USD
3500452.40000000
0.956142259025
Long
DBT
MUN
US
N
2
2036-06-01
Fixed
3.48700000
N
N
N
N
N
N
Corebridge Financial Inc.
549300XY1661QCIA7J65
CRBG V6.375 09/15/54
21871XAT6
553000.00000000
PA
USD
553416.41000000
0.151164694151
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
6.37500000
N
N
N
N
N
N
Ipalco Enterprises Inc.
5493000YFVK2DZX0JV43
AES 5.75 04/01/34
462613AR1
1102000.00000000
PA
USD
1138845.93000000
0.311073711555
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.75000000
N
N
N
N
N
N
Mexico (United Mexican States)
254900EGTWEU67VP6075
MEX 5.375 03/22/33
91087BBK5
450000.00000000
PA
USD
451147.50000000
0.123230125855
Long
DBT
NUSS
MX
N
2
2033-03-22
Fixed
5.37500000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CDEL 5.529 01/30/37 144A
21987BBQ0
920000.00000000
PA
USD
943230.00000000
0.257641573123
Long
DBT
CORP
CL
N
2
2037-01-30
Fixed
5.52900000
N
N
N
N
N
N
Perusahaan Listrik Negara PT
254900OYVDRYS9J51J61
PLNIJ 5.45 02/03/36 144A
71568PAX7
200000.00000000
PA
USD
200351.95000000
0.054725773752
Long
DBT
CORP
ID
N
2
2036-02-03
Fixed
5.45000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
RMIT 2024-1 B
758983AB6
325000.00000000
PA
USD
333539.90000000
0.091105822053
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
6.45000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 4.625 11/15/55
912810UP1
3700000.00000000
PA
USD
3694507.79000000
1.009148138771
Long
DBT
UST
US
N
2
2055-11-15
Fixed
4.62500000
N
N
N
N
N
N
Vornado Realty Lp
549300BMOJ05INE4YK86
VNO 5.75 02/01/33
929043AN7
756000.00000000
PA
USD
767338.84000000
0.209597220038
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
Energean Israel Finance Ltd.
98450044QACBL3F8EB03
ENOIGA 5.875 03/30/31
000000000
350000.00000000
PA
USD
337143.91000000
0.092090250884
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
F 7.122 11/07/33
345397D67
1160000.00000000
PA
USD
1268088.52000000
0.346376091889
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.12200000
N
N
N
N
N
N
Nigeria (Federal Republic of)
549300GSBZD84TNEQ285
NGERIA 8.6308 01/13/36 144A
65412AFF4
550000.00000000
PA
USD
592084.32000000
0.161726764020
Long
DBT
NUSS
NG
N
2
2036-01-13
Fixed
8.63080000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR RA6505
3133KNGN7
8045317.40000000
PA
USD
6751971.64000000
1.844288874416
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Romania (Republic Of)
315700IASY927EDWBK92
ROMANI 6 09/24/44 144A
000000000
548000.00000000
PA
648467.61000000
0.177127757980
Long
DBT
NUSS
RO
N
2
2044-09-24
Fixed
6.00000000
N
N
N
N
N
N
Ukraine (Republic of)
6354001WLTJXOMEXPY07
UKRAIN 4 02/01/32 144A
903724CH3
375000.00000000
PA
USD
293801.33000000
0.080251303337
Long
DBT
NUSS
UA
N
2
2032-02-01
Variable
4.00000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 3.375 11/30/27
91282CPL9
7817000.00000000
PA
USD
7812725.04000000
2.134031752264
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.37500000
N
N
N
N
N
N
Ventas Realty Limited Partnership
32SXKSJ72K64GM3HOU64
VTR 5.1 07/15/32
92277GBB2
719000.00000000
PA
USD
743537.11000000
0.203095820421
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.10000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FS5423
3140XMAZ9
2407191.76000000
PA
USD
2398818.20000000
0.655232864397
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.50000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
MPC 5.7 03/01/35
56585ABL5
1266000.00000000
PA
USD
1333968.13000000
0.364370988528
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.70000000
N
N
N
N
N
N
CMS Energy Corporation
549300IA9XFBAGNIBW29
CMS V3.75 12/01/50
125896BV1
790000.00000000
PA
USD
739614.51000000
0.202024369307
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
Air Canada Pass Through Trust Series 2015-1
N/A
ACACN 3.6 03/15/27 144A
009090AA9
1578006.39000000
PA
USD
1563511.45000000
0.427070332341
Long
ABS-O
CORP
CA
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
OKLAHOMA DEV FIN AUTH
549300PXGPHUWC32DJ91
OK OKSMED 5.45 08/15/2028
67884XCP0
3750000.00000000
PA
USD
3744843.75000000
1.022897315450
Long
DBT
MUN
US
N
2
2028-08-15
Fixed
5.45000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VST 5.35 01/31/36 144A
92840VAZ5
840000.00000000
PA
USD
846231.12000000
0.231146504015
Long
DBT
CORP
US
N
2
2036-01-31
Fixed
5.35000000
N
N
N
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
T 3.625 08/31/30
91282CNX5
22750000.00000000
PA
USD
22869970.76000000
6.246891260772
Long
DBT
UST
US
N
2
2030-08-31
Fixed
3.62500000
N
N
N
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
HRI 5.75 03/15/31 144A
42704LAH7
747000.00000000
PA
USD
757652.97000000
0.206951542118
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
5.75000000
N
N
N
N
N
N
Goldman Sachs BDC, Inc.
6D01AGSGBNZIJSN77043
GSBD 5.1 01/28/29
38147UAG2
435000.00000000
PA
USD
429316.49000000
0.117267024852
Long
DBT
CORP
US
N
2
2029-01-28
Fixed
5.10000000
N
N
N
N
N
N
Entergy Corporation
4XM3TW50JULSLG8BNC79
ETR V6.1 06/15/56
29364GAS2
1127000.00000000
PA
USD
1136736.15000000
0.310497428954
Long
DBT
CORP
US
N
2
2056-06-15
Fixed
6.10000000
N
N
N
N
N
N
Commercial Metals Company
549300OQS2LO07ZJ7N73
CMC 5.75 11/15/33 144A
201723AS2
740000.00000000
PA
USD
755458.60000000
0.206352153911
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.75000000
N
N
N
N
N
N
DLLMT 2026-1 LLC
N/A
DLLMT 2026-1A A3
23347JAC6
310000.00000000
PA
USD
312452.10000000
0.085345727521
Long
ABS-O
CORP
US
N
2
2029-12-20
Fixed
4.20000000
N
N
N
N
N
N
Panama (Republic of)
549300SHS4T08CL0LP14
PANAMA 5.662 02/23/38
698299CC6
200000.00000000
PA
USD
201250.00000000
0.054971074489
Long
DBT
NUSS
PA
N
2
2038-02-23
Fixed
5.66200000
N
N
N
N
N
N
Highbridge Loan Management 7-2015 Ltd.
254900IU43NDZ7HEB142
HLM 2026-27A A1
403970AA4
1300000.00000000
PA
USD
1300643.50000000
0.355268425954
Long
DBT
CORP
KY
N
2
2039-04-15
Variable
0.01000000
N
N
N
N
N
N
GLS Auto Receivables Issuer Trust 2025-1
N/A
GCAR 2025-1A B
36271KAG6
795000.00000000
PA
USD
803473.03000000
0.219467208858
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.98000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
TMUS 3 02/15/41
87264ABL8
1275000.00000000
PA
USD
970941.93000000
0.265211036817
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2025-REV2
N/A
FORDR 2025-2 B
34536BAB3
575000.00000000
PA
USD
589747.20000000
0.161088383907
Long
ABS-O
CORP
US
N
2
2038-02-15
Fixed
4.67000000
N
N
N
N
N
N
Southern Co.
549300FC3G3YU2FBZD92
SO V6.375 03/15/55 2025
842587EB9
1072000.00000000
PA
USD
1121938.05000000
0.306455354631
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
6.37500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ET V6.75 02/15/56
29273VBH2
718000.00000000
PA
USD
734234.70000000
0.200554883909
Long
DBT
CORP
US
N
2
2056-02-15
Fixed
6.75000000
N
N
N
N
N
N
NXP BV
724500RKKW4NOJ9YQF60
NXPI 5 01/15/33
62954HBB3
914000.00000000
PA
USD
933985.15000000
0.255116359021
Long
DBT
CORP
NL
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
Apidos Clo LV / Apidos Clo LV LLC
254900Z4DQDC7AU0J989
APID 2025-55A A1
03771VAA0
1500000.00000000
PA
USD
1504768.50000000
0.411024801508
Long
ABS-CBDO
CORP
KY
N
2
2039-01-20
Floating
4.93231000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
SNAP 6.875 03/01/33 144A
83304AAL0
350000.00000000
PA
USD
348823.86000000
0.095280608158
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.87500000
N
N
N
N
N
N
PT Pertamina Hulu Energi
2549003IT1KDHL64C037
PERHUL 5.25 05/21/30 144A
74448WAA2
800000.00000000
PA
USD
816474.58000000
0.223018558789
Long
DBT
CORP
ID
N
2
2030-05-21
Fixed
5.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEE V6.5 08/15/55 .
65339KDF4
880000.00000000
PA
USD
933337.68000000
0.254939503759
Long
DBT
CORP
US
N
2
2055-08-15
Fixed
6.50000000
N
N
N
N
N
N
FORD CR AUT OWNER TR 2020-REV2
N/A
FORDR 2022-1 C
34528EAC5
250000.00000000
PA
USD
251174.80000000
0.068607943556
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
4.67000000
N
N
N
N
N
N
Cheniere Energy Partners Lp
5493005UEC8AZ34LDV29
CQP 4.5 10/01/29
16411QAG6
749000.00000000
PA
USD
753626.09000000
0.205851607110
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
VB-S1 ISSUER LLC
N/A
VBTEL 2026-1A C2
91825HAA2
355000.00000000
PA
USD
357416.84000000
0.097627765145
Long
ABS-O
CORP
US
N
2
2056-03-15
Fixed
4.69300000
N
N
N
N
N
N
DLLMT 2026-1 LLC
N/A
DLLMT 2026-1A A2
23347JAB8
875000.00000000
PA
USD
876623.30000000
0.239448073162
Long
ABS-O
CORP
US
N
2
2028-07-20
Fixed
4.03000000
N
N
N
N
N
N
Centerpoint Energy Inc
21TPXMRRHFKOBHDC8J74
CNP V6.7 05/15/55
15189TBP1
915000.00000000
PA
USD
948935.52000000
0.259200025620
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
6.70000000
N
N
N
N
N
N
Petroleos del Peru - Petroperu SA
549300ZMGDLC9JT2OR80
PETRPE 4.75 06/19/32 144A
716564AA7
900000.00000000
PA
USD
659052.00000000
0.180018865017
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust 2023-P3
N/A
CRVNA 2023-P2 C
14686TAF5
188000.00000000
PA
USD
194619.93000000
0.053160082828
Long
ABS-O
CORP
US
N
2
2029-07-10
Fixed
5.84000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH
549300C8XO7EXTX2XU71
NY NYSHGR 4.95 08/01/2048
64990GGK2
2500000.00000000
PA
USD
2345250.25000000
0.640600875479
Long
DBT
MUN
US
N
2
2048-08-01
Fixed
4.94600000
N
N
N
N
N
N
Blue Owl Technology Finance Corp.
254900G5EZJSOD3UKL16
OTF 6.125 01/23/31
095924AC0
395000.00000000
PA
USD
377496.28000000
0.103112427962
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
6.12500000
N
N
N
N
N
N
American Electric Power Co, Inc.
1B4S6S7G0TW5EE83BO58
AEP V6.95 12/15/54
025537BA8
1058000.00000000
PA
USD
1143802.74000000
0.312427655266
Long
DBT
CORP
US
N
2
2054-12-15
Fixed
6.95000000
N
N
N
N
N
N
Harbour Energy PLC
213800YPC42DYBKVPF97
HBRLN 6.327 04/01/35 144A
411618AD3
927000.00000000
PA
USD
966000.68000000
0.263861343292
Long
DBT
CORP
GB
N
2
2035-04-01
Fixed
6.32700000
N
N
N
N
N
N
Macquarie Airfinance Holdings Ltd
549300MCGUSL5B852H65
MCAIRH 5.2 03/27/28 144A
55609NAF5
739000.00000000
PA
USD
751585.75000000
0.205294291919
Long
DBT
CORP
GB
N
2
2028-03-27
Fixed
5.20000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2
213800CZKHCTHKMD9W65
NRZT 2026-NQM2 A1
64832MAE1
580746.24000000
PA
USD
583743.70000000
0.159448538711
Long
ABS-O
CORP
US
N
2
2065-12-28
Variable
4.74300000
N
N
N
N
N
N
Ashtead Capital Inc.
213800J1134IW58IC398
AHTLN 5.95 10/15/33 144A
045054AR4
532000.00000000
PA
USD
567912.58000000
0.155124296839
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. The
5493002BI0S2ZQUY3437
GT 5 07/15/29
382550BN0
757000.00000000
PA
USD
742587.02000000
0.202836305051
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
COF V6.183 01/30/36
14040HDJ1
535000.00000000
PA
USD
556552.46000000
0.152021300552
Long
DBT
CORP
US
N
2
2036-01-30
Fixed
6.18300000
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
BNS V0 PERP
064159KJ4
1904000.00000000
PA
USD
1903310.28000000
0.519885769835
Long
DBT
CORP
CA
N
2
N/A
Floating
6.55929000
N
N
N
N
Y
Bank of Nova Scotia
Bank of Nova Scotia COM
CAD
XXXX
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
VZMT 2025-9 C
92348KEY5
325000.00000000
PA
USD
326426.07000000
0.089162692220
Long
ABS-O
CORP
US
N
2
2030-10-21
Fixed
4.41000000
N
N
N
N
N
N
Israel (State Of)
213800T8ZHTFZIBYPE21
ISRAEL 5.875 01/13/56 30Y
46515CKR4
750000.00000000
PA
USD
747497.88000000
0.204177697602
Long
DBT
NUSS
IL
N
2
2056-01-13
Fixed
5.87500000
N
N
N
N
N
N
Argentina (Republic Of)
549300KPBYGYF7HCHO27
ARGENT 3.5 07/09/41
040114HV5
525000.00000000
PA
USD
368812.50000000
0.100740469119
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
3.50000000
N
N
N
N
N
N
Blue Owl Credit Income Corp.
5493003I42XBWPE05N35
OCINCC 6.6 09/15/29
09581CAB7
2000000.00000000
PA
USD
2019645.92000000
0.551662640057
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.60000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
T 3.5 09/15/53
00206RKJ0
1393000.00000000
PA
USD
951207.22000000
0.259820536377
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Phantom 2026-1 Aviation Ltd. / Phantom 2026-1 Aviation LLC
N/A
PHNTOM 2026-1A A
71711GAA3
353000.00000000
PA
USD
360097.70000000
0.098360037219
Long
ABS-O
CORP
KY
N
2
2051-01-15
Fixed
5.24000000
N
N
N
N
N
N
American Airlines Pass Through Trust 2015-1A
N/A
AAL 3.375 05/01/27
023770AA8
2560063.52000000
PA
USD
2532873.34000000
0.691849784082
Long
ABS-O
CORP
US
N
2
2027-05-01
Fixed
3.37500000
N
N
N
N
N
N
Sirius Xm Radio Inc
WP5O65E6BMU84LNO4227
SIRI 5.875 04/15/32 144A
82966BAA3
454000.00000000
PA
USD
453206.65000000
0.123792578963
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
5.87500000
N
N
N
N
N
N
Kilroy Realty L.P.
5493008CT3N3JR7P1552
KRC 5.875 10/15/35
49427RAT9
722000.00000000
PA
USD
712047.61000000
0.194494520296
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
5.87500000
N
N
N
N
N
N
GFL Environmental Holdings (US) Inc.
N/A
GFLCN 5.5 02/01/34 144A
36273TAA8
202000.00000000
PA
USD
202979.09000000
0.055443372304
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
Ecopetrol S.A.
254900IDGKCJICKBPA66
ECOPET 7.75 02/01/32
279158AW9
720000.00000000
PA
USD
735283.15000000
0.200841266135
Long
DBT
CORP
CO
N
2
2032-02-01
Fixed
7.75000000
N
N
N
N
N
N
STORE CAPITAL LLC
254900Z9PIEFQ6AYXK50
STOR 4.625 03/15/29
862121AB6
376000.00000000
PA
USD
377974.68000000
0.103243102060
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
NGPL Pipe Co LLC
549300K3NT1HSQFEM073
NGPLCO 7.768 12/15/37 144A
62912XAC8
977000.00000000
PA
USD
1170221.64000000
0.319643930147
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEE V6.7 09/01/54
65339KCW8
1075000.00000000
PA
USD
1116883.08000000
0.305074598694
Long
DBT
CORP
US
N
2
2054-09-01
Fixed
6.70000000
N
N
N
N
N
N
FOUNDATION FINANCE TR 2021-1
549300MQ65NOVQXYNB21
FFIN 2021-1A C
35041LAC4
191320.76000000
PA
USD
185921.36000000
0.050784084123
Long
ABS-O
CORP
US
N
2
2041-05-15
Fixed
2.99000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANBNK V5.705 03/01/30 144A
23636ABH3
898000.00000000
PA
USD
937376.78000000
0.256042776638
Long
DBT
CORP
DK
N
2
2030-03-01
Fixed
5.70500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN BR9747
3140L8ZM5
5291434.20000000
PA
USD
4421191.54000000
1.207640494308
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
RPRX 2.2 09/02/30
78081BAK9
3000000.00000000
PA
USD
2757346.65000000
0.753164263809
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
ELDRIDGE MMPC CLO 2026-1 LTD
N/A
ELDMM 2026-1A A1R
284919AA5
1250000.00000000
PA
USD
1250895.00000000
0.341679712914
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
5.01835000
N
N
N
N
N
N
FHLMC Super 30Y Fixed
S6XOOCT0IEG5ABCC6L87
FR SL1860
31427PB60
5819061.77000000
PA
USD
5934601.45000000
1.621025681371
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 5 05/15/45
912810UL0
4479000.00000000
PA
USD
4736017.61000000
1.293634667453
Long
DBT
UST
US
N
2
2045-05-15
Fixed
5.00000000
N
N
N
N
N
N
Industrial F And B Investments III Inc.
5493007M7EVHE470Q576
THS 7.75 02/11/33 144A
456142AA6
708000.00000000
PA
USD
727203.95000000
0.198634447228
Long
DBT
CORP
US
N
2
2033-02-11
Fixed
7.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SD4661
3132DSFA5
5286079.83000000
PA
USD
4659714.26000000
1.272792545034
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
COLT 2025-8 MORTGAGE LOAN TRUST
2138009IZ4NQZAKAEN75
COLT 2025-8 A1
19689DAA7
1165735.61000000
PA
USD
1179217.69000000
0.322101184978
Long
ABS-O
CORP
US
N
2
2070-08-25
Variable
5.48000000
N
N
N
N
N
N
Eagle Funding Luxco S.a.r.l.
894500VDP08MVIZ6OA60
MEXPCP 5.5 08/17/30 144A
26951TAA8
800000.00000000
PA
USD
814912.00000000
0.222591742880
Long
DBT
CORP
LU
N
2
2030-08-17
Fixed
5.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CM V6.5 07/28/86
13607QUM2
568000.00000000
PA
USD
569832.02000000
0.155648588413
Long
DBT
CORP
CA
N
2
2086-07-28
Fixed
6.50000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
10-Year T-Note Futures, Jun-2026,ETH
000000000
-63.00000000
NC
USD
-46532.61000000
-0.01271029848
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
United States Treasury Notes
T 4 01/31/33
2026-06-18
-7123654.89000000
USD
-46532.61000000
N
N
N
AGL CLO 45 LTD
254900MVCHR9RPZJKC22
AGL 2025-45A A
00122PAA5
1000000.00000000
PA
USD
1000256.00000000
0.273218122161
Long
ABS-CBDO
CORP
KY
N
2
2039-01-20
Floating
5.08201000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN FS9885
3140XR6X8
3657206.43000000
PA
USD
3725399.14000000
1.017586055302
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
FR SD4956
3132DSQH8
2321041.90000000
PA
USD
2221493.36000000
0.606796904205
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
Pacific Gas and Electric Company
1HNPXZSMMB7HMBMVBS46
PCG 5.05 10/15/32
694308KY2
747000.00000000
PA
USD
761737.04000000
0.208067098472
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.05000000
N
N
N
N
N
N
American Homes 4 Rent L P
549300N4PXZ37U8QKI55
AMH 5.25 03/15/35
02666TAJ6
556000.00000000
PA
USD
561167.33000000
0.153281843968
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.25000000
N
N
N
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
IRM 6.25 01/15/33 144A
46284VAQ4
355000.00000000
PA
USD
362977.92000000
0.099146764116
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
DOMREP 5.75 03/17/34 144A
25714PFG8
750000.00000000
PA
USD
750562.50000000
0.205014793027
Long
DBT
NUSS
DO
N
2
2034-03-17
Fixed
5.75000000
N
N
N
N
N
N
United Airlines Pass Through Trust Series 2016-2
N/A
UAL 3.1 10/07/28 A
90932DAA3
1722331.48000000
PA
USD
1663870.21000000
0.454483146611
Long
ABS-O
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
Wendys Funding Llc
5493009DRVSTWJOXUL48
WEN 2025-1A A2I
95058XAR9
1000000.00000000
PA
USD
1022849.00000000
0.279389359358
Long
ABS-O
CORP
US
N
2
2055-12-15
Fixed
5.42200000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 2025-11
213800H1O4C5SRNN4B66
VERUS 2025-11 A1
924935AC3
1221075.26000000
PA
USD
1226560.45000000
0.335032774476
Long
ABS-O
CORP
US
N
2
2070-11-25
Variable
4.91400000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
2-Year T-Note Futures, Jun-2026,ETH
000000000
170.00000000
NC
USD
52111.39000000
0.014234132181
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Notes
T 3.875 03/15/28
2026-06-30
35524373.07000000
USD
52111.39000000
N
N
N
Venture Global Plaquemines Lng LLC
549300TKP4I6OJ02BF90
VEGLPL 6.125 12/15/30 144A
922966AE6
1110000.00000000
PA
USD
1153615.23000000
0.315107919210
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.12500000
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO 47 LTD
N/A
BSP 2026-47A A
08186BAA2
1125000.00000000
PA
USD
1125821.25000000
0.307516043707
Long
ABS-CBDO
CORP
US
N
2
2039-04-15
Floating
0.01000000
N
N
N
N
N
N
Columbia Pipelines Holding Co. LLC
N/A
CPGX 4.999 11/17/32 144A
19828AAF4
1130000.00000000
PA
USD
1153098.68000000
0.314966824509
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
4.99900000
N
N
N
N
N
N
Kuwait (State Of)
549300FSC1YD0D9XX589
KUWIB 4.652 10/09/35 144A
501499AF4
1250000.00000000
PA
USD
1260096.83000000
0.344193176181
Long
DBT
NUSS
KW
N
2
2035-10-09
Fixed
4.65200000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GPN 3.2 08/15/29
37940XAB8
1181000.00000000
PA
USD
1133542.11000000
0.309624982689
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
254900ZARLSVK41DKO78
DELL 8.1 07/15/36
24703TAJ5
612000.00000000
PA
USD
744607.15000000
0.203388099917
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC
549300TPZNMN50BJ3745
CHTR 4.4 04/01/33
161175CJ1
2500000.00000000
PA
USD
2382038.28000000
0.650649459516
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
Royal Caribbean Group
K2NEH8QNVW44JIWK7Z55
RCL 6.25 03/15/32 144A
780153BU5
1442000.00000000
PA
USD
1504147.27000000
0.410855113654
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
VZMT 2024-6 C
92348KDH3
145000.00000000
PA
USD
146081.73000000
0.039901961050
Long
ABS-O
CORP
US
N
2
2030-08-20
Fixed
4.67000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CFG V5.299 01/29/36
174610BK0
59000.00000000
PA
USD
59827.55000000
0.016341787366
Long
DBT
CORP
US
N
2
2036-01-29
Fixed
5.29900000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
5-Year T-Note Futures, Jun-2026,ETH
000000000
225.00000000
NC
USD
122946.19000000
0.033582530031
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
United States Treasury Notes
T 3.625 08/31/30
2026-06-30
24658694.44000000
USD
122946.19000000
N
N
N
LAD AUTO RECEIVABLES TRUST 2026-1
N/A
LADAR 2026-1A A3
505708AC1
565000.00000000
PA
USD
567311.25000000
0.154960044634
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
3.92000000
N
N
N
N
N
N
Databank Issuer LLC / Databank Co-Issuer LLC
N/A
COLO 2026-1A A2
23802WAQ4
352000.00000000
PA
USD
356912.09000000
0.097489893593
Long
ABS-O
CORP
US
N
2
2056-02-25
Fixed
5.81100000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
TII 2.375 02/15/55
912810UH9
2040000.00000000
PA
USD
2065669.05000000
0.564233775001
Long
DBT
UST
US
N
2
2055-02-15
Fixed
2.37500000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBE 5.125 11/01/35
22966RAK2
1304000.00000000
PA
USD
1328929.38000000
0.362994663055
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
5.12500000
N
N
N
N
N
N
Metronet Infrastructure Issuer LLC.
5493000BIROCAEATAQ61
MNET 2025-4A A2
59170JBD9
1099000.00000000
PA
USD
1119385.35000000
0.305758089231
Long
ABS-O
CORP
US
N
2
2055-12-22
Fixed
5.16300000
N
N
N
N
N
N
Apollo Debt Solutions BDC
549300UMUGX092P8DW87
APODS 5.7 01/23/31 144A
03770DAL7
218000.00000000
PA
USD
216350.35000000
0.059095707854
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
5.70000000
N
N
N
N
N
N
PK ALIFT LOAN FUNDING 8 LP
N/A
PKAIR 2026-1 A
72585CAA3
269000.00000000
PA
USD
271587.78000000
0.074183712223
Long
ABS-O
CORP
US
N
2
2043-09-15
Fixed
4.61400000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
ARCC 2.875 06/15/28
04010LBB8
1275000.00000000
PA
USD
1216540.46000000
0.332295832281
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
AASET MT-1 LTD
N/A
AASET 2025-3A A
00039NAC8
344951.93000000
PA
USD
350769.58000000
0.095812078066
Long
ABS-O
CORP
KY
N
2
2050-02-16
Fixed
5.24300000
N
N
N
N
N
N
Philippines (Republic Of)
529900RAHBALMYIJ3T08
PHILIP 5 01/27/36
718286DK0
607000.00000000
PA
USD
617460.22000000
0.168658145332
Long
DBT
NUSS
PH
N
2
2036-01-27
Fixed
5.00000000
N
N
N
N
N
N
BENEFIT STR PAR 41 LTD/LLC
2549009YX7JH1CA3SZ28
BSP 2025-41A A
08186GAA1
250000.00000000
PA
USD
250698.00000000
0.068477706496
Long
ABS-CBDO
CORP
KY
N
2
2038-07-26
Floating
4.96802000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBCN V7.375 03/15/55
29250NCG8
880000.00000000
PA
USD
941843.76000000
0.257262924168
Long
DBT
CORP
CA
N
2
2055-03-15
Fixed
7.37500000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
INTC 5.6 02/21/54
458140CM0
990000.00000000
PA
USD
935596.94000000
0.255556616552
Long
DBT
CORP
US
N
2
2054-02-21
Fixed
5.60000000
N
N
N
N
N
N
Compass Datacenters Issuer II LLC
N/A
CMDC 2026-1A A21
20469BAF4
473054.00000000
PA
USD
477911.03000000
0.130540535799
Long
ABS-O
CORP
US
N
2
2056-02-25
Fixed
4.89700000
N
N
N
N
N
N
United Rentals (North America), Inc.
NGIZXNT70J2LYT3FBI09
URI 5.375 11/15/33 144A
911365BS2
615000.00000000
PA
USD
620448.05000000
0.169474265707
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.37500000
N
N
N
N
N
N
MetLife Inc.
C4BXATY60WC6XEOZDX54
MET V5.85 03/15/56 .
59156RCR7
1090000.00000000
PA
USD
1082740.27000000
0.295748551728
Long
DBT
CORP
US
N
2
2056-03-15
Fixed
5.85000000
N
N
N
N
N
N
RR Ltd
N/A
RR 44 Ltd
78109WAA3
1500000.00000000
PA
USD
1500448.50000000
0.409844801300
Long
ABS-CBDO
CORP
KY
N
2
2041-04-15
Floating
0.00001080
N
N
N
N
N
N
PG&E Corporation
8YQ2GSDWYZXO2EDN3511
PCG 5.25 07/01/30
69331CAJ7
725000.00000000
PA
USD
726024.43000000
0.198312263468
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
MAPS TRUST 2026-1
N/A
MAPSL 2026-1A A
55293WAA7
993939.02000000
PA
USD
1009429.96000000
0.275723972787
Long
ABS-O
CORP
US
N
2
2051-01-15
Fixed
5.20100000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
GS 6.75 10/01/37
38141GFD1
2007000.00000000
PA
USD
2255366.45000000
0.616049277639
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST 2021
N/A
CRVNA 2021-P4 D
14687KAG1
175000.00000000
PA
USD
170357.36000000
0.046532805597
Long
ABS-O
CORP
US
N
2
2028-09-10
Fixed
2.61000000
N
N
N
N
N
N
Stack Infrastructure Issuer Llc
254900AV7V87H3A2WM57
SIDC 2025-1A A2
85236KAP7
1000000.00000000
PA
USD
995726.90000000
0.271981006665
Long
ABS-O
CORP
US
N
2
2050-05-25
Fixed
5.00000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3
N/A
WLAKE 2025-3A A3
96043QAD1
975000.00000000
PA
USD
979310.48000000
0.267496891154
Long
ABS-O
CORP
US
N
2
2029-06-15
Fixed
4.22000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2025-Nqm2
2138006ZAYPD4ZHQYX81
NRZT 2025-NQM2 A1
64831XAC2
1034276.19000000
PA
USD
1051595.04000000
0.287241288333
Long
ABS-O
CORP
US
N
2
2065-04-25
Variable
5.56600000
N
N
N
N
N
N
Post Holdings Inc.
JM1I5YUAURL6DC8N1468
POST 6.375 03/01/33 144A
737446AV6
525000.00000000
PA
USD
534802.80000000
0.146080420155
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.37500000
N
N
N
N
N
N
Romania (Republic Of)
315700IASY927EDWBK92
ROMANI 4.625 03/04/33 144A
000000000
532000.00000000
PA
627480.91000000
0.171395278731
Long
DBT
NUSS
RO
N
2
2033-03-04
Fixed
4.62500000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST 2026-1
N/A
SCLP 2026-1 B
83408AAB7
1000000.00000000
PA
USD
1008078.00000000
0.275354687352
Long
ABS-O
CORP
US
N
2
2035-12-26
Fixed
4.44000000
N
N
N
N
N
N
General Motors Financial Company Inc
5493008B6JBRUJ90QL97
GM 3.1 01/12/32
37045XDS2
2501000.00000000
PA
USD
2313569.23000000
0.631947262012
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
AFFIRM MASTER TRUST
N/A
AFRMT 2026-1A C
00833BAW8
990000.00000000
PA
USD
995533.70000000
0.271928234434
Long
ABS-O
CORP
US
N
2
2034-02-15
Fixed
4.72000000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS INC
549300WW675Y48HDVX34
CNSL 2025-4A A2
315961AA0
1250000.00000000
PA
USD
1277135.50000000
0.348847258157
Long
ABS-O
CORP
US
N
2
2055-12-20
Fixed
5.52200000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4
N/A
SDART 2025-4 C
802923AE2
750000.00000000
PA
USD
760105.80000000
0.207621528208
Long
ABS-O
CORP
US
N
2
2032-01-15
Fixed
4.52000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BXP 5.75 01/15/35
10112RBJ2
902000.00000000
PA
USD
919267.99000000
0.251096393314
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
5.75000000
N
N
N
N
N
N
Kenya (Republic of)
549300VVURQQYU45PR87
KENINT 8.7 02/26/39 144A
491798AS3
275000.00000000
PA
USD
268482.73000000
0.073335573416
Long
DBT
NUSS
KE
N
2
2039-02-26
Fixed
8.70000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
EXC V6.5 03/15/55
30161NBQ3
895000.00000000
PA
USD
937075.44000000
0.255960466161
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
WFC V5.211 12/03/35
95000U3N1
2225000.00000000
PA
USD
2285440.17000000
0.624263860011
Long
DBT
CORP
US
N
2
2035-12-03
Fixed
5.21100000
N
N
N
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
BOAD 4.7 10/22/31 REGS
000000000
350000.00000000
PA
USD
328873.33000000
0.089831156875
Long
DBT
NUSS
N/A
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Flutter Treasury Designated Activity Co.
635400JE8VLL9UFVIC38
FLTR 5.875 06/04/31 144A
344045AB5
371000.00000000
PA
USD
370176.03000000
0.101112914879
Long
DBT
CORP
IE
N
2
2031-06-04
Fixed
5.87500000
N
N
N
N
N
N
JETBLUE AIRWAYS PASS THROUGH TRUST SERIES 2019-1
54930070J9H97ZO93T57
JBLU 2.95 05/15/28 2019
477143AJ0
3597821.54000000
PA
USD
3408224.98000000
0.930950505609
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
2.95000000
N
N
N
N
N
N
DATABANK ISSUER II LLC
N/A
HYPER 2025-1A A2
23802YAA5
1000000.00000000
PA
USD
999967.60000000
0.273139346221
Long
ABS-O
CORP
US
N
2
2055-09-27
Fixed
5.18000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
OMC 5.3 06/02/36
681919BX3
1093000.00000000
PA
USD
1085373.10000000
0.296467704494
Long
DBT
CORP
US
N
2
2036-06-02
Fixed
5.30000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
RY V6.5 05/24/86
780082BA0
520000.00000000
PA
USD
519571.47000000
0.141920009839
Long
DBT
CORP
CA
N
2
2086-05-24
Fixed
6.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
ES V6.35 08/15/56 B
30040WBD9
674000.00000000
PA
USD
678552.75000000
0.185345459704
Long
DBT
CORP
US
N
2
2056-08-15
Fixed
6.35000000
N
N
N
N
N
N
D.R. Horton, Inc.
529900ZIUEYVSB8QDD25
DHI 5.5 10/15/35
23331ABU2
721000.00000000
PA
USD
759187.96000000
0.207370821868
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
Tecpetrol SA
529900C0GOV3UC7ZMZ16
TECPET 7.625 01/22/33 144A
87876TAG9
350000.00000000
PA
USD
362180.00000000
0.098928813708
Long
DBT
CORP
AR
N
2
2033-01-22
Fixed
7.62500000
N
N
N
N
N
N
United States Treasury Bonds
254900HROIFWPRGM1V77
T 4.625 11/15/45
912810UQ9
313000.00000000
PA
USD
315127.42000000
0.086076486353
Long
DBT
UST
US
N
2
2045-11-15
Fixed
4.62500000
N
N
N
N
N
N
Healthcare Realty Holdings L.P
549300IYGAS4GE6VDL07
HR 3.1 02/15/30
42225UAG9
1188000.00000000
PA
USD
1138389.60000000
0.310949065839
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
YPF Sociedad Anonima
5493003N7447U18U5U53
YPFDAR 8.75 09/11/31 144A
984245AY6
300000.00000000
PA
USD
312999.90000000
0.085495358103
Long
DBT
CORP
AR
N
2
2031-09-11
Fixed
8.75000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
INTNED V7 PERP .
456837BT9
520000.00000000
PA
USD
540661.17000000
0.147680623353
Long
DBT
CORP
NL
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
ORCL 6.25 11/09/32
68389XCJ2
3000000.00000000
PA
USD
3168788.55000000
0.865548876645
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUK V6.45 09/01/54
26441CCG8
675000.00000000
PA
USD
711497.25000000
0.194344190455
Long
DBT
CORP
US
N
2
2054-09-01
Fixed
6.45000000
N
N
N
N
N
N
Spire Inc
549300NXSY15DRY2R511
SR V6.45 06/01/56
84857LAE1
360000.00000000
PA
USD
367863.84000000
0.100481344351
Long
DBT
CORP
US
N
2
2056-06-01
Fixed
6.45000000
N
N
N
N
N
N
DREYFUS INSTITUTIONAL PREFERRED MONEY MARKET FUNDS
5493006CKAQEE1JHBZ16
Dreyfus Instl Resv PFD GOVT INSTL
26200X100
4178643.10000000
PA
USD
4178643.10000000
1.141388825425
Long
STIV
RF
US
N
1
2023-03-03
Variable
4.79000085
N
N
N
N
N
N
NiSource Inc.
549300D8GOWWH0SJB189
NI V5.75 07/15/56
65473PAY1
933000.00000000
PA
USD
938970.27000000
0.256478035557
Long
DBT
CORP
US
N
2
2056-07-15
Fixed
5.75000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
JBL 4.75 02/01/33
46656PAD6
205000.00000000
PA
USD
204311.53000000
0.055807325887
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.75000000
N
N
N
N
N
N
2026-04-23
BNY Mellon ETF Trust II
James Windels
James Windels
Treasurer