0000820892-26-000127.txt : 20260427
0000820892-26-000127.hdr.sgml : 20260427
20260427130726
ACCESSION NUMBER: 0000820892-26-000127
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260427
DATE AS OF CHANGE: 20260427
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NUVEEN INVESTMENT FUNDS INC
CENTRAL INDEX KEY: 0000820892
ORGANIZATION NAME:
EIN: 411418224
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05309
FILM NUMBER: 26898633
BUSINESS ADDRESS:
STREET 1: 333 WEST WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 WEST WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST AMERICAN INVESTMENT FUNDS INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SECURAL MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19910627
0000820892
S000005573
Nuveen Strategic Income Fund
C000015185
Class A
FCDDX
C000015187
Class C
FCBCX
C000015189
Class I
FCBYX
C000151934
Class R6
FSFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000820892
XXXXXXXX
S000005573
C000015185
C000015187
C000015189
C000151934
Nuveen Investment Funds, Inc.
811-05309
0000820892
549300L93TESPETT4366
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Strategic Income Fund
S000005573
D1SNQQOZ05OZW7FW7N26
2026-08-31
2026-02-28
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
4081660.00000000
USD
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Bloomberg US Aggregate
LFI:LHMN0001
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAC4
1370000.00000000
PA
USD
1368267.32000000
0.100984192732
Long
DBT
NUSS
RO
Y
2
2044-01-22
Fixed
6.12500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
100000.00000000
PA
USD
75245.55000000
0.005553455097
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AS3
1900000.00000000
PA
USD
1597674.01000000
0.117915423244
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
2200000.00000000
PA
USD
1616564.20000000
0.119309602992
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
EJ7500196
33600000.00000000
PA
2148193.64000000
0.158546211983
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
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N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
2500000.00000000
PA
USD
1935392.40000000
0.142840537281
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.12500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P3
29429CAG0
4000000.00000000
PA
USD
3856525.60000000
0.284628682402
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Variable
4.27100000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAD6
405000.00000000
PA
USD
403360.24000000
0.029769773509
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
2000000.00000000
PA
USD
2003926.00000000
0.147898620720
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
2730000.00000000
PA
USD
2728295.39000000
0.201360292295
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CB1
1150000.00000000
PA
USD
960828.05000000
0.070913368729
Long
DBT
NUSS
PH
N
2
2042-02-02
Fixed
3.70000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
2250000.00000000
PA
USD
2158575.37000000
0.159312429672
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
100000.00000000
PA
USD
83170.53000000
0.006138353747
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AF4
2950000.00000000
PA
USD
3197010.17000000
0.235953520525
Long
DBT
NUSS
OM
Y
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAY3
3000000.00000000
PA
USD
2808815.10000000
0.207303003777
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.90783400
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
1600000.00000000
PA
USD
989537.70000000
0.073032268148
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAF1
3556000.00000000
PA
USD
3543620.07000000
0.261534867410
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.75000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
200000.00000000
PA
USD
146232.00000000
0.010792569738
Long
DBT
CORP
PE
Y
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AJ0
600000.00000000
PA
USD
593559.40000000
0.043807314529
Long
DBT
NUSS
JO
Y
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
46648KAZ9
4000000.00000000
PA
USD
3818852.80000000
0.281848262787
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.98540000
N
N
N
N
N
N
REPUBLIC OF AZERBAIJAN
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
AO9863769
1700000.00000000
PA
USD
1600070.82000000
0.118092318445
Long
DBT
NUSS
AZ
Y
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
1379587.91000000
PA
USD
1365134.66000000
0.100752988539
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TDY7
277077.31000000
PA
USD
262233.61000000
0.019354002705
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
8.00000000
N
Y
N
N
N
N
J.P. Morgan Alternative Loan T
N/A
JP Morgan Alternative Loan Trust 2007-S1
466275AA2
126438.05000000
PA
USD
122372.91000000
0.009031663146
Long
ABS-CBDO
CORP
US
N
2
2047-04-25
Variable
4.34821000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBJ4
1840000.00000000
PA
USD
1719055.88000000
0.126873943245
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.69458500
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBL9
1500000.00000000
PA
USD
1401228.75000000
0.103416892359
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QBJ8
3000000.00000000
PA
USD
2841360.00000000
0.209704961645
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.61254700
N
N
N
N
N
N
Washington Mutual MSC Mortgage
N/A
Washington Mutual MSC Mortgage Pass-Through Certificates
939336T29
24986.54000000
PA
USD
25006.72000000
0.001845606772
Long
ABS-CBDO
CORP
US
N
2
2038-08-25
Variable
5.44590900
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAL8
1000000.00000000
PA
USD
971614.80000000
0.071709478689
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
3.95296400
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
700000.00000000
PA
USD
394440.93000000
0.029111488898
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
1980000.00000000
PA
USD
1765570.47000000
0.130306926152
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AF7
2125000.00000000
PA
USD
2061131.87000000
0.152120667477
Long
DBT
NUSS
PY
Y
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
1725000.00000000
PA
USD
1560707.08000000
0.115187099963
Long
DBT
NUSS
AO
Y
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2018-COR3 Mortgage Trust
12595VAG2
4000000.00000000
PA
USD
3500517.20000000
0.258353684561
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
4.53782300
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
1500000.00000000
PA
USD
1486503.92000000
0.109710577867
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Solar Financing V LLC
92854VAB1
383936.32000000
PA
USD
376319.29000000
0.027774031546
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust
50184BAC2
190000.00000000
PA
USD
179780.66000000
0.013268609542
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.98510000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings
29646AAC0
950000.00000000
PA
USD
980920.51000000
0.072396281332
Long
DBT
CORP
ZA
Y
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
1000000.00000000
PA
USD
1051501.00000000
0.077605434325
Long
DBT
CORP
US
N
2
N/A
Fixed
7.75800000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YBA7
1500000.00000000
PA
USD
1424014.50000000
0.105098581701
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.65221300
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YBB5
2500000.00000000
PA
USD
1978165.00000000
0.145997344740
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.65221300
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PBA8
1871000.00000000
PA
USD
1822324.63000000
0.134495634709
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.25060000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CBB5
2300000.00000000
PA
USD
2086655.22000000
0.154004403833
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
4.23600000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2016-C1
46645LBF3
1500000.00000000
PA
USD
1459889.55000000
0.107746319399
Long
ABS-MBS
CORP
US
N
2
2049-03-17
Variable
4.62836800
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B2 Mortgage Trust
08161CAL5
3750000.00000000
PA
USD
2972379.75000000
0.219374799908
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.29144700
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAZ4
2000000.00000000
PA
USD
1809173.80000000
0.133525045168
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
3.68310700
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAZ8
6000000.00000000
PA
USD
5190552.00000000
0.383085743474
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
4.34313900
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PBB6
3500000.00000000
PA
USD
3391011.40000000
0.250271671162
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
4.42206900
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAW0
1719983.15000000
PA
USD
1692420.42000000
0.124908128242
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
4.23300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC23
17322VAE6
430841.50000000
PA
USD
414086.63000000
0.030561428633
Long
ABS-MBS
CORP
US
Y
2
2047-07-10
Variable
4.59936900
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AM7
1400000.00000000
PA
USD
1001231.00000000
0.073895285515
Long
ABS-MBS
CORP
US
Y
2
2050-09-15
Variable
4.42170600
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAK3
2500000.00000000
PA
USD
2107957.75000000
0.155576624966
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.08920700
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B3 Mortgage Trust
08161BBC6
3500000.00000000
PA
USD
2946608.70000000
0.217472782194
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Variable
4.55347200
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAK3
2500000.00000000
PA
USD
2413783.75000000
0.178147939266
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
4.13607100
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBP7
1634364.84000000
PA
USD
1582662.04000000
0.116807473321
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.68444800
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBE4
1690000.00000000
PA
USD
1544131.37000000
0.113963739097
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
3.97388800
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C1
90276EAJ6
2511000.00000000
PA
USD
2425374.90000000
0.179003417511
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
4.03600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CR14 Mortgage Trust
12630DBB9
507276.41000000
PA
USD
502337.47000000
0.037074731776
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
3.59721800
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBG9
705000.00000000
PA
USD
400633.03000000
0.029568493323
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.63100000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAG2
2000000.00000000
PA
USD
1344058.40000000
0.099197467135
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
3.98400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS10
36250SAL3
1500000.00000000
PA
USD
1373241.00000000
0.101351272360
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.54669200
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C11
90276XBA2
5100000.00000000
PA
USD
4784701.68000000
0.353132191024
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
5.04373500
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAK5
3450000.00000000
PA
USD
3190137.38000000
0.235446278161
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.68154100
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAH5
2260000.00000000
PA
USD
1866808.36000000
0.137778731147
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.25404300
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust 2016-C36
95000MBV2
2415000.00000000
PA
USD
2070152.25000000
0.152786411502
Long
ABS-MBS
CORP
US
N
2
2059-11-15
Variable
4.09256600
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBK1
363982.48000000
PA
USD
360953.24000000
0.026639948950
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.25564100
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBD6
1388237.81000000
PA
USD
1344348.39000000
0.099218869683
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PBB7
365567.52000000
PA
USD
357570.73000000
0.026390304720
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.76799000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP7
465968AL9
2000000.00000000
PA
USD
1778127.80000000
0.131233712764
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
3.67170600
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YBH7
2000000.00000000
PA
USD
1866550.00000000
0.137759663034
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.63009800
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE17 Mortgage Trust
12631DBE2
1686031.34000000
PA
USD
1669582.76000000
0.123222607712
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.37700000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 2016-C3 Mortgage Trust
23312VAJ5
1072714.00000000
PA
USD
1032257.77000000
0.076185198660
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
3.26400000
N
N
N
N
N
N
Bank
N/A
BANK
06541WBC5
1200000.00000000
PA
USD
1153311.48000000
0.085119498999
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Variable
4.18977100
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PBB6
3400000.00000000
PA
USD
2827899.00000000
0.208711480182
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
4.20052200
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2015-SRCH
05547HAN1
3925000.00000000
PA
USD
3782383.56000000
0.279156671233
Long
ABS-MBS
CORP
US
Y
2
2035-08-10
Variable
4.95655000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-SMP
95001CAA0
2400000.00000000
PA
USD
2236439.52000000
0.165059149056
Long
ABS-MBS
CORP
US
Y
2
2034-12-15
Variable
6.25800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAZ0
1425000.00000000
PA
USD
1398609.43000000
0.103223574934
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2A4
1600000.00000000
PA
USD
1617706.10000000
0.119393880273
Long
DBT
NUSS
UZ
Y
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2015-2
64829EAK0
80568.11000000
PA
USD
80819.81000000
0.005964860192
Long
ABS-CBDO
CORP
US
Y
2
2055-08-25
Variable
5.24420800
N
N
N
N
N
N
Start Ltd.
N/A
Start II LTD
85573LAB7
505796.86000000
PA
USD
505874.04000000
0.037335746317
Long
ABS-O
CORP
BM
Y
2
2044-03-15
Fixed
5.09500000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
1050000.00000000
PA
USD
987625.08000000
0.072891108314
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGEJ7
128977.71000000
PA
USD
14485.93000000
0.001069125839
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
2.16831000
N
N
N
N
N
N
Horizon Aircraft Finance II LL
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd
44040HAA0
576205.30000000
PA
USD
571871.72000000
0.042206667619
Long
ABS-O
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1150000.00000000
PA
USD
1081074.98000000
0.079788125129
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
1780000.00000000
PA
USD
1799330.80000000
0.132798588141
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAC5
200033.02000000
PA
USD
199688.76000000
0.014737915560
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.68000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
464899.45000000
PA
USD
455592.63000000
0.033624755398
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAJ1
3750000.00000000
PA
USD
2703805.50000000
0.199552829867
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
3.77806700
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
1440000.00000000
PA
USD
1408418.06000000
0.103947495302
Long
ABS-O
CORP
US
Y
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAK0
2500000.00000000
PA
USD
2051286.75000000
0.151394053985
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Variable
3.71326700
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
2835000.00000000
PA
USD
2791702.18000000
0.206039994432
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
2000000.00000000
PA
USD
2007470.00000000
0.148160183628
Long
DBT
CORP
US
N
2
N/A
Fixed
6.66900000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAL0
1500000.00000000
PA
USD
1175564.25000000
0.086761852055
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.23900000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust 2019-MILE
63875FAN6
1500000.00000000
PA
USD
1068488.70000000
0.078859201879
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.98900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XAJ5
2000000.00000000
PA
USD
1180640.00000000
0.087136464903
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAH3
1150000.00000000
PA
USD
1135923.43000000
0.083836183841
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
4.52000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
2740000.00000000
PA
USD
1975726.32000000
0.145817359348
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
375000.00000000
PA
USD
354899.66000000
0.026193167915
Long
DBT
CORP
KY
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
2470000.00000000
PA
USD
2562244.62000000
0.189105009489
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAQ9
750000.00000000
PA
USD
703794.68000000
0.051943166784
Long
ABS-MBS
CORP
US
Y
2
2052-04-15
Variable
3.60300000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
575000.00000000
PA
USD
579009.20000000
0.042733445279
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
3725000.00000000
PA
USD
3740049.34000000
0.276032218161
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAH0
1750000.00000000
PA
USD
1665238.75000000
0.122902000520
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.26690000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG3 Mortgage Trust
08162QBA6
1000000.00000000
PA
USD
977115.70000000
0.072115469490
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.53630000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
1560000.00000000
PA
USD
1598673.96000000
0.117989223986
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
CF 2020-P1 Mortgage Trust
12529WAN6
47823.62000000
PA
USD
47552.42000000
0.003509579360
Long
ABS-MBS
CORP
US
Y
2
2052-04-15
Variable
2.84000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG2 Mortgage Trust
08162NAK2
1000000.00000000
PA
USD
853686.30000000
0.063005832699
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAK7
1000000.00000000
PA
USD
921757.90000000
0.068029818490
Long
DBT
CORP
TH
Y
2
2030-06-18
Fixed
2.50000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
1675000.00000000
PA
USD
1691750.00000000
0.124858648275
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAF5
800000.00000000
PA
USD
736690.80000000
0.054371046244
Long
DBT
CORP
CO
Y
2
2031-02-15
Fixed
4.37500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
1349178.00000000
PA
USD
870638.46000000
0.064256977243
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAD7
674589.00000000
PA
USD
429714.88000000
0.031714862751
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.60000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
2325000.00000000
PA
USD
1752585.00000000
0.129348540911
Long
DBT
NUSS
AR
N
2
2035-07-09
Fixed
4.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
559000.00000000
PA
USD
510401.69000000
0.037669906954
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
1700000.00000000
PA
USD
1511837.76000000
0.111580327545
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
Hardee's Funding LLC and Carls
N/A
Hardee's Funding LLC
411707AH5
2850000.00000000
PA
USD
2761089.98000000
0.203780678391
Long
ABS-O
CORP
US
Y
2
2050-12-20
Fixed
3.98100000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes
14576AAC6
1461250.00000000
PA
USD
1415212.44000000
0.104448950660
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes
14576AAE2
1250000.00000000
PA
USD
1191648.63000000
0.087948950590
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
4.69000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II SA
90363PAA4
529191.21000000
PA
USD
470995.75000000
0.034761573925
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAS7
2000000.00000000
PA
USD
1532125.00000000
0.113077615775
Long
ABS-MBS
CORP
US
Y
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAV2
1000000.00000000
PA
USD
895110.90000000
0.066063151783
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.01200000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US LONG BOND(CBT) Jun26
N/A
250.00000000
NC
USD
29617187.50000000
2.185879708564
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US LONG BOND(CBT) Jun26
2026-06-18
29426298.75000000
USD
190888.75000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
1575000.00000000
PA
USD
1572169.88000000
0.116033105409
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
Oak Street Investment Grade Ne
N/A
Oak Street Investment Grade Net Lease Fund
67190AAE6
1000000.00000000
PA
USD
451295.50000000
0.033307608158
Long
ABS-O
CORP
US
Y
2
2051-01-20
Fixed
4.23000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1050000.00000000
PA
USD
1084363.35000000
0.080030821409
Long
DBT
CORP
MX
Y
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 7.5 09/27/2174
USD
XXXX
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
500000.00000000
PA
USD
455521.22000000
0.033619485024
Long
DBT
CORP
IN
Y
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BAJ8
2000000.00000000
PA
USD
1515953.40000000
0.111884080019
Long
ABS-MBS
CORP
US
Y
2
2052-10-17
Fixed
2.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAH0
2250000.00000000
PA
USD
1759466.70000000
0.129856440873
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
2.09500000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
2000000.00000000
PA
USD
1838604.00000000
0.135697124370
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de CV
020564AD2
1700000.00000000
PA
USD
1523158.72000000
0.112415864570
Long
DBT
CORP
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
64132NAC0
1000000.00000000
PA
USD
997937.50000000
0.073652210618
Long
DBT
CORP
MU
Y
2
N/A
Fixed
3.97500000
N
N
N
N
N
N
MFT Trust
N/A
MFT Trust 2020-ABC
55317BAC1
34356000.00000000
PA
USD
183313.31000000
0.013529334770
Long
ABS-MBS
CORP
US
Y
2
2042-02-10
Variable
0.11870000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DS8
2000000.00000000
PA
USD
1569600.00000000
0.115843436874
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321904
826000.00000000
PA
USD
816501.00000000
0.060261392744
Long
DBT
CORP
IL
Y
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3322191
1000000.00000000
PA
USD
961661.55000000
0.070974884723
Long
DBT
CORP
IL
Y
2
2031-03-30
Fixed
5.87500000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen 2021-ACEN Mortgage Trust
01449NAJ5
2000000.00000000
PA
USD
1549970.60000000
0.114394700152
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
7.77448000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AC2
1900000.00000000
PA
USD
1836742.54000000
0.135559740371
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
WIN WASTE INNOVATIONS HO
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc., Term Loan B
38723BAJ0
1000000.00000000
PA
USD
1002420.00000000
0.073983038985
Long
LON
CORP
US
N
2
2028-03-27
Variable
6.53750000
N
N
N
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
BO7663400
1700000.00000000
PA
USD
1695180.50000000
0.125111834380
Long
DBT
CORP
IL
Y
2
2031-04-07
Fixed
3.07700000
N
N
N
N
Y
Mizrahi Tefahot Bank Ltd
Mizrahi Tefahot Bank Ltd 3.077 04/07/2031
USD
XXXX
N
N
N
10 RENEW POWER SUBSIDIAR
N/A
ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries
75973PAA7
1500000.00000000
PA
USD
1451882.72000000
0.107155379857
Long
DBT
CORP
IN
Y
2
2028-07-14
Fixed
4.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
3325000.00000000
PA
USD
2704222.50000000
0.199583606316
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
972500.00000000
PA
USD
933738.19000000
0.068914016992
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
55916AAA2
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust 2021-NYC
23345LAC3
30450000.00000000
PA
USD
818824.86000000
0.060432903912
Long
ABS-MBS
CORP
US
Y
2
2041-05-10
Variable
0.66526200
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAC9
219339.18000000
PA
USD
213051.30000000
0.015724130238
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.41600000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAD5
1675000.00000000
PA
USD
1533541.98000000
0.113182195180
Long
DBT
NUSS
KZ
Y
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
2775000.00000000
PA
USD
2191556.25000000
0.161746564796
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
2000000.00000000
PA
USD
1992584.48000000
0.147061566275
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS3 Mortgage Trust
12591YAG0
2000000.00000000
PA
USD
1049958.00000000
0.077491554086
Long
ABS-MBS
CORP
US
Y
2
2047-06-10
Variable
4.76656000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REK6
850000.00000000
PA
USD
844775.90000000
0.062348205686
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
2.13000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM1
126407AD7
1000000.00000000
PA
USD
825624.00000000
0.060934710579
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
2.13000000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
Zaxbys Funding LLC
98920MAA0
620750.00000000
PA
USD
595287.21000000
0.043934834565
Long
ABS-O
CORP
US
Y
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBA2
1574000.00000000
PA
USD
1372670.45000000
0.101309163241
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.50150000
N
N
N
N
N
N
Maps LTD
N/A
MAPS 2021-1 Trust
55292RAA9
101356.29000000
PA
USD
97969.01000000
0.007230547162
Long
ABS-O
CORP
US
Y
2
2046-06-15
Fixed
2.52100000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2021-NQM1
452764AD5
450000.00000000
PA
USD
358845.44000000
0.026484383968
Long
ABS-CBDO
CORP
US
Y
2
2056-06-25
Variable
2.38300000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
1025000.00000000
PA
USD
966733.88000000
0.071349245159
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
830135.92000000
PA
USD
782686.01000000
0.057765696605
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAL9
1155000.00000000
PA
USD
1016604.20000000
0.075029895813
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAC9
40180000.00000000
PA
USD
446058.27000000
0.032921077372
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Variable
0.25799900
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1500000.00000000
PA
USD
1358207.85000000
0.100241759259
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
549300T0G4GS0SINS786
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
2000000.00000000
PA
USD
1704637.20000000
0.125809780754
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
PKHL Commercial Mortgage Trust
N/A
PKHL Commercial Mortgage Trust 2021-MF
69356GAA7
2000000.00000000
PA
USD
1892527.80000000
0.139676939814
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Variable
4.65448000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2020-NQM1
452760AD3
2000000.00000000
PA
USD
1928923.40000000
0.142363096409
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
3.53100000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-I Ltd
12555QAW6
2125000.00000000
PA
USD
2128408.50000000
0.157085980959
Long
ABS-O
CORP
KY
Y
2
2036-07-15
Variable
7.03380000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB5 LP
12510HAM2
625078.17000000
PA
USD
616396.40000000
0.045492786348
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
1375000.00000000
PA
USD
1293470.27000000
0.095463838922
Long
DBT
NUSS
RW
Y
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
2583975.00000000
PA
USD
2427761.31000000
0.179179545146
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAN8
1500000.00000000
PA
USD
157500.00000000
0.011624198080
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
5.55700000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
2000000.00000000
PA
USD
1976726.60000000
0.145891184445
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
3235000.00000000
PA
USD
2269532.56000000
0.167501562085
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
900000.00000000
PA
USD
831496.86000000
0.061368153677
Long
DBT
CORP
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
1181373.71000000
PA
USD
963292.38000000
0.071095247205
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AV4
500000.00000000
PA
USD
460255.66000000
0.033968907680
Long
DBT
CORP
TH
Y
2
2036-09-23
Fixed
3.46600000
N
N
N
N
Y
Bangkok Bank PCL/Hong Kong
Bangkok Bank PCL/Hong Kon 3.466 09/23/2036
USD
XXXX
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust 2020-NQM1
452760AC5
165650.87000000
PA
USD
159529.09000000
0.011773953916
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
2.05100000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
1149000.00000000
PA
USD
1131564.15000000
0.083514449656
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
1149000.00000000
PA
USD
1094614.73000000
0.080787418690
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
1000000.00000000
PA
USD
986491.00000000
0.072807408184
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
Y
Bank Hapoalim BM
Bank Hapoalim BM 3.255 01/21/2032
USD
XXXX
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-INV1 Trust
95003KBJ0
907835.14000000
PA
USD
758864.21000000
0.056007542181
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
3.30138000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAD3
98380.78000000
PA
USD
97572.65000000
0.007201294037
Long
ABS-O
CORP
US
Y
2
2031-10-08
Fixed
5.57000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-C
68377WAC5
173431.21000000
PA
USD
171618.77000000
0.012666225884
Long
ABS-O
CORP
US
Y
2
2031-10-08
Fixed
3.61000000
N
N
N
N
N
N
AMER AIRLINE 21-1A EETC
N/A
American Airlines 2021-1 Class A Pass Through Trust
02379KAA2
1096630.44000000
PA
USD
1011091.95000000
0.074623067332
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.87500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
1000000.00000000
PA
USD
721920.86000000
0.053280959208
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
450000.00000000
PA
USD
403048.42000000
0.029746759811
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
MEDCO LAUREL TREE
254900SX7FFGRREZD046
Medco Laurel Tree Pte Ltd
58406RAA6
500000.00000000
PA
USD
502255.56000000
0.037068686455
Long
DBT
CORP
SG
Y
2
2028-11-12
Fixed
6.95000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAC5
764773.26000000
PA
USD
747174.76000000
0.055144808960
Long
ABS-O
CORP
IE
Y
2
2046-10-15
Fixed
5.68200000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAB5
1100000.00000000
PA
USD
1082277.02000000
0.079876841008
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.65800000
N
N
N
N
N
N
AASET 2021-2 Trust
N/A
Aaset 2021-2 Trust
00258BAA2
959010.65000000
PA
USD
920053.24000000
0.067904007026
Long
ABS-O
CORP
US
Y
2
2047-01-15
Fixed
2.79800000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAB1
11088808.43000000
PA
USD
977034.91000000
0.072109506830
Long
ABS-MBS
MUN
US
N
2
2041-07-25
Variable
1.22680400
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2019-GC44 Mortgage Trust
12655TBR9
2500000.00000000
PA
USD
2102891.50000000
0.155202713261
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
3.51421100
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N4
14687HAE3
238324.70000000
PA
USD
233741.84000000
0.017251183796
Long
ABS-O
CORP
US
N
2
2028-09-11
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAJ2
4830000.00000000
PA
USD
4978465.51000000
0.367432820489
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
9.16721000
N
N
N
N
N
N
Crescendo Royalty Funding LP
N/A
Crescendo Royalty Funding LP
225638AA3
3000000.00000000
PA
USD
2966610.00000000
0.218948966785
Long
ABS-O
CORP
US
Y
2
2051-12-20
Fixed
3.56700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-8
92538GAD4
2000000.00000000
PA
USD
1707349.20000000
0.126009938374
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
3.28800000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BBE8
2000000.00000000
PA
USD
1629481.00000000
0.120262920082
Long
ABS-MBS
CORP
US
Y
2
2037-01-16
Fixed
3.06480000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAJ8
5000000.00000000
PA
USD
5175659.50000000
0.381986610966
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
9.66721000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
1485000.00000000
PA
USD
1474658.16000000
0.108836308275
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
670597.50000000
PA
USD
573468.16000000
0.042324491967
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
CIA CERVECERIAS UNIDAS
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
204429AA2
1200000.00000000
PA
USD
1094477.28000000
0.080777274271
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.35000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
1966901.11000000
PA
USD
1823730.38000000
0.134599385290
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQZ5
6000000.00000000
PA
USD
6280743.60000000
0.463546715566
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
10.76721000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2016-C1
46645LAC1
1400000.00000000
PA
USD
1318201.08000000
0.097289082313
Long
ABS-MBS
CORP
US
Y
2
2049-03-17
Variable
4.12836800
N
N
N
N
N
N
HANWHA LIFE INSURANCE
988400ZKCI3R9DQHR320
Hanwha Life Insurance Co Ltd
41135UAB1
1000000.00000000
PA
USD
989236.00000000
0.073010001350
Long
DBT
CORP
KR
Y
2
2032-02-04
Fixed
3.37900000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
775000.00000000
PA
USD
746197.13000000
0.055072655533
Long
DBT
CORP
GT
Y
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAG9
1831354.29000000
PA
USD
1841226.02000000
0.135890641067
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
7.60965000
N
N
N
N
N
N
HI-FI MUSIC IP ISSUER II L.P
635400VMUHJZERQEGT10
HI-FI Music IP Issuer LP
428357AA5
6150000.00000000
PA
USD
6101031.86000000
0.450283192625
Long
ABS-O
CORP
CA
Y
2
2062-02-01
Fixed
3.93900000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAY7
3000000.00000000
PA
USD
2974310.70000000
0.219517312577
Long
ABS-O
CORP
US
Y
2
2052-02-15
Fixed
4.28800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-TWR
36251SAJ7
1081000.00000000
PA
USD
334839.75000000
0.024712657646
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
3.44900000
N
N
N
N
N
N
MTN Commercial Mortgage Trust
N/A
MTN Commercial Mortgage Trust 2022-LPFL
62475WAG0
1000000.00000000
PA
USD
1000686.80000000
0.073855121143
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
7.77280000
N
N
N
N
N
N
CSAIL 2019-C17 Commercial Mortgage Trust
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAZ2
1900000.00000000
PA
USD
1702844.98000000
0.125677506975
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.48020000
N
N
N
N
N
N
Barclays Commercial Mortgage Trust 2019-C4
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAJ3
3750000.00000000
PA
USD
3142168.13000000
0.231905934898
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.46900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YBB6
3500000.00000000
PA
USD
3220084.35000000
0.237656497279
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
4.44040000
N
N
N
N
N
N
Benchmark 2019-B15 Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAJ3
5000000.00000000
PA
USD
4391839.00000000
0.324137183970
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
3.56400000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
Benchmark Mortgage Trust Series - 2019 B12 (Class C)
N/A
2000000.00000000
PA
USD
1666512.60000000
0.122996016296
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.87260000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2019-H7
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAZ3
2765000.00000000
PA
USD
2668431.27000000
0.196942054906
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
3.52400000
N
N
N
N
N
N
Benchmark 2019-B10 Mortgage Trust
N/A
Benchmark 2019-B10 Mortgage Trust
08162VAH1
3837000.00000000
PA
USD
3505156.67000000
0.258696098010
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
4.18000000
N
N
N
N
N
N
Benchmark 2019-B14 Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAH5
1500000.00000000
PA
USD
1249060.05000000
0.092186167848
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Fixed
3.49280000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF1
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MAL2
3500000.00000000
PA
USD
2943201.80000000
0.217221337874
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.35240000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
BV4041802
1225000.00000000
PA
USD
1032694.80000000
0.076217453411
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.20000000
N
N
N
N
N
N
INDUSTRIAL DPR FUNDING LTD.
549300MBUJF25SSFY437
Industrial DPR Funding Ltd
45605PAZ1
1166942.88000000
PA
USD
1053282.64000000
0.077736927254
Long
ABS-O
CORP
KY
Y
3
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
EWC Master Issuer LLC
N/A
EWC Master Issuer LLC
26929HAB1
3860000.00000000
PA
USD
3829106.10000000
0.282605001772
Long
ABS-O
CORP
US
Y
2
2052-03-15
Fixed
5.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
1490000.00000000
PA
USD
1493228.00000000
0.110206844774
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
SITIOS LATINOAMERICA
984500D2C0CDC0BFDD35
Sitios Latinoamerica SAB de CV
03217KAB4
1375000.00000000
PA
USD
1383749.13000000
0.102126818929
Long
DBT
CORP
MX
Y
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
HESTIA RE LTD
549300QRKQ1ZKOXEMZ38
Hestia Re Ltd
42815KAA0
14285.71000000
PA
USD
7142.86000000
0.000527174727
Long
DBT
CORP
BM
Y
2
2029-04-22
Variable
3.64000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
1120000.00000000
PA
USD
1145192.16000000
0.084520257196
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BE3
1575000.00000000
PA
USD
1594981.54000000
0.117716707024
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BH1
2700000.00000000
PA
USD
2325943.89000000
0.171664968269
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
4.21377000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AN4
2348187.38000000
PA
USD
2304812.60000000
0.170105385407
Long
ABS-MBS
CORP
US
Y
2
2037-04-15
Variable
7.91828000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B14 Mortgage Trust
08162YAM4
1000000.00000000
PA
USD
402257.80000000
0.029688408551
Long
ABS-MBS
CORP
US
Y
2
2062-12-15
Fixed
2.50000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAU5
2155000.00000000
PA
USD
2114330.62000000
0.156046971018
Long
ABS-O
CORP
US
Y
2
2052-02-15
Fixed
3.15600000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
BT2749815
12400000.00000000
PA
2077656.51000000
0.153340259151
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAK3
4000000.00000000
PA
USD
3555499.60000000
0.262411629377
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
4.97060000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2022-C16
05552YAJ5
2000000.00000000
PA
USD
1956458.00000000
0.144395271929
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.60000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAM6
2100000.00000000
PA
USD
1866957.67000000
0.137789750887
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAL8
3540000.00000000
PA
USD
3282935.57000000
0.242295195888
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
3340000.00000000
PA
USD
3561462.88000000
0.262851745872
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 12/15/2174
USD
XXXX
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAS4
800000.00000000
PA
USD
745045.28000000
0.054987643898
Long
DBT
CORP
KY
N
2
2031-08-08
Fixed
3.25000000
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R05
20754DAJ6
5000000.00000000
PA
USD
5317533.00000000
0.392457504086
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
10.66721000
N
N
N
N
N
N
LUNAR AIRCRAFT 2020-1 LIMITED
N/A
LUNAR AIRCRAFT 2020-1 LTD
55037LAA2
1458058.49000000
PA
USD
1431454.75000000
0.105647705129
Long
ABS-O
CORP
US
Y
2
2045-02-15
Fixed
3.37600000
N
N
N
N
N
N
Jonah Energy LLC
2549003KXV9PPFRCPA79
Jonah Energy Abs I LLC
47987EAC1
1311313.88000000
PA
USD
1325041.70000000
0.097793950388
Long
ABS-O
CORP
US
Y
3
2037-12-10
Fixed
7.20000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
1740000.00000000
PA
USD
1676528.85000000
0.123735259941
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
3650R 2021-PF1 Commercial Mortgage Trust
N/A
3650R 2021-PF1 Commercial Mortgage Trust
88575JAZ1
1422000.00000000
PA
USD
1460074.62000000
0.107759978385
Long
ABS-MBS
CORP
US
N
2
2055-11-15
Variable
5.29067700
N
N
N
N
N
N
LIBERTY COSTA RICA SR SF
549300W6O2PHTPCYQ751
Liberty Costa Rica Senior Secured Finance
530371AA1
907000.00000000
PA
USD
963687.55000000
0.071124412503
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
10.87500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AH5
1500000.00000000
PA
USD
1638808.73000000
0.120951347899
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
VITALITY RE XIV LTD
N/A
Vitality Re XIV Ltd
92851QAA7
1000000.00000000
PA
USD
1012000.00000000
0.074690085446
Long
DBT
CORP
KY
Y
2
2027-01-05
Variable
7.81234700
N
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet/South Africa
89378TAD5
1500000.00000000
PA
USD
1580748.44000000
0.116666241159
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAD4
2640000.00000000
PA
USD
2829857.45000000
0.208856022472
Long
ABS-CBDO
USGSE
US
Y
2
2043-01-25
Variable
9.21721000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
1125000.00000000
PA
USD
1122995.70000000
0.082882060068
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R02
20755AAE2
3350000.00000000
PA
USD
3722582.98000000
0.274743123378
Long
ABS-CBDO
USGSE
US
Y
2
2043-01-25
Variable
11.56721000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAR5
2200000.00000000
PA
USD
2123544.24000000
0.156726977011
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.35000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEW8
1675000.00000000
PA
USD
1522692.70000000
0.112381470229
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
2055000.00000000
PA
USD
2017781.69000000
0.148921232054
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
1620000.00000000
PA
USD
1654182.00000000
0.122085963364
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
2000000.00000000
PA
USD
2049890.00000000
0.151290967644
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
1300000.00000000
PA
USD
1339240.68000000
0.098841898046
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
ZK1811536
1600000000.00000000
PA
1926604.95000000
0.142191984523
Long
DBT
NUSS
CL
Y
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMT6
1150000.00000000
PA
USD
1205370.43000000
0.088961680248
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAJ3
4500000.00000000
PA
USD
4880210.85000000
0.360181191091
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
14.82299000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAS9
450000.00000000
PA
USD
518412.12000000
0.038261112193
Long
DBT
NUSS
RO
Y
2
2053-01-17
Fixed
7.62500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
RECEIVE USD [8266840.55] PAY EUR [-7028080.26] on 20260106 @ 1.176259
EUR260408
1.00000000
NC
USD
-51945.74000000
-0.00383382584
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
7028080.26000000
EUR
8266840.55000000
USD
2026-04-08
-51945.74000000
N
N
N
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
RECEIVE USD [5624540.33] PAY CAD [-7711632.88] on 20260106 @ 0.729358
CAD260408
1.00000000
NC
USD
-37779.67000000
-0.00278830709
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
7711632.88000000
CAD
5624540.33000000
USD
2026-04-08
-37779.67000000
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
RECEIVE EUR [906411.01] PAY USD [-1065399.4] on 20260122 @ 1.175404
EUR260408
1.00000000
NC
USD
7473.87000000
0.000551604732
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1065399.40000000
USD
906411.01000000
EUR
2026-04-08
7473.87000000
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
RECEIVE EUR [1808660.83] PAY USD [-2157366.48] on 20260210 @ 1.192798
EUR260408
1.00000000
NC
USD
-16545.32000000
-0.00122111794
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2157366.48000000
USD
1808660.83000000
EUR
2026-04-08
-16545.32000000
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX
07336UAA1
1000000.00000000
PA
USD
1122499.91000000
0.082845468569
Long
DBT
CORP
MX
Y
2
2038-06-29
Fixed
8.45000000
N
N
N
N
Y
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX
BBVA Mexico SA Institucio 8.45 06/29/2038
USD
XXXX
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R05
207942AC7
2000000.00000000
PA
USD
2135436.00000000
0.157604641606
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
8.41721000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R05
207942AD5
1415000.00000000
PA
USD
1579145.94000000
0.116547969556
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
10.51721000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BF8
66000000.00000000
PA
1957430.76000000
0.144467065929
Long
DBT
NUSS
UY
N
2
2033-07-20
Fixed
9.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
1440000.00000000
PA
USD
1536700.32000000
0.113415294670
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R06
20754EAJ4
6000000.00000000
PA
USD
6571915.20000000
0.485036470194
Long
ABS-CBDO
USGSE
US
Y
2
2043-07-25
Variable
9.56721000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AW0
2000000.00000000
PA
USD
2029428.00000000
0.149780781351
Long
ABS-O
CORP
US
Y
2
2053-07-15
Fixed
6.96700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R06
20754EAF2
5000000.00000000
PA
USD
5276717.00000000
0.389445102379
Long
ABS-CBDO
USGSE
US
Y
2
2043-07-25
Variable
9.18758000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384B2S9
1362222.87000000
PA
USD
1522568.22000000
0.112372283053
Long
ABS-CBDO
USGSE
US
N
2
2053-07-20
Variable
10.17230000
N
N
N
N
N
N
Piedmont Operating Partnership LP
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AG5
4085000.00000000
PA
USD
4499000.21000000
0.332046156235
Long
DBT
CORP
US
N
2
2028-07-20
Fixed
9.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
1955000.00000000
PA
USD
2090022.08000000
0.154252893024
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEE4
1775000.00000000
PA
USD
1599807.50000000
0.118072884262
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2023-R04
20754QAJ7
5000000.00000000
PA
USD
5709563.00000000
0.421391055665
Long
ABS-CBDO
USGSE
US
Y
2
2043-05-25
Variable
11.91721000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384CKS7
2165699.80000000
PA
USD
2463560.84000000
0.181821709133
Long
ABS-CBDO
USGSE
US
N
2
2053-08-20
Variable
8.92499000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
018820AC4
1600000.00000000
PA
USD
1716923.57000000
0.126716569317
Long
DBT
CORP
DE
Y
2
2053-09-06
Fixed
6.35000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
1600000.00000000
PA
USD
1782382.40000000
0.131547721101
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.37500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 9.375 12/19/2174
USD
XXXX
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA2
5493000ISA3AUOXQEF68
Freddie Mac STACR REMIC Trust 2022-DNA2
35564KSQ3
6000000.00000000
PA
USD
6388638.60000000
0.471509844785
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
13.78758000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PE5
3685000.00000000
PA
USD
3905469.87000000
0.288240986462
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R07
N/A
Connecticut Avenue Securities Trust 2022-R07
20754MAL1
4000000.00000000
PA
USD
4523604.80000000
0.333862084030
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
15.66721000
N
N
N
N
N
N
Medco Maple Tree Pte Ltd
254900T5AQZNR0THA508
Medco Maple Tree Pte Ltd
58407HAA7
500000.00000000
PA
USD
518549.84000000
0.038271276539
Long
DBT
CORP
SG
Y
2
2029-04-27
Fixed
8.96000000
N
N
N
N
N
N
Willis Engine Structured Trust VII
N/A
Willis Engine Structured Trust VII
97064YAA2
467826.93000000
PA
USD
479576.36000000
0.035394860974
Long
ABS-O
CORP
US
Y
2
2048-10-15
Fixed
8.00000000
N
N
N
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AN3
1200000.00000000
PA
USD
1311812.40000000
0.096817569413
Long
DBT
CORP
CL
Y
2
2033-11-07
Fixed
6.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
2060000.00000000
PA
USD
2409155.58000000
0.177806359807
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 9.25 05/13/2174
USD
XXXX
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAQ2
2200000.00000000
PA
USD
2652771.00000000
0.195786257569
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.62500000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 9.625 02/21/2175
USD
XXXX
N
N
N
Connecticut Avenue Securities Trust 2023-R08
N/A
Connecticut Avenue Securities Trust 2023-R08
20755CAF5
6000000.00000000
PA
USD
6275647.20000000
0.463170578657
Long
ABS-CBDO
USGSE
US
Y
2
2043-10-25
Variable
7.21721000
N
N
N
N
N
N
CyrusOne Data Centers Issuer I LLC
N/A
CyrusOne Data Centers Issuer I LLC
23284BAE4
1000000.00000000
PA
USD
1006028.60000000
0.074249369659
Long
ABS-O
CORP
US
Y
2
2048-11-20
Fixed
5.56000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EU99
5821927.17000000
PA
USD
5935303.61000000
0.438051713224
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R04
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YAL6
5000000.00000000
PA
USD
5403755.00000000
0.398821069845
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
14.83743000
N
N
N
N
N
N
CHS/Community Health Systems Inc
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBN9
800000.00000000
PA
USD
866980.80000000
0.063987025724
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
10.87500000
N
Y
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBA7
4925000.00000000
PA
USD
4803352.50000000
0.354508704205
Long
DBT
NUSS
MX
N
2
2054-05-07
Fixed
6.40000000
N
N
N
N
N
N
Global Partners LP / GLP Finance Corp
N/A
Global Partners LP / GLP Finance Corp
37954FAK0
1000000.00000000
PA
USD
1056480.00000000
0.077972906593
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
8.25000000
N
N
N
N
N
N
Hungary Government International Bond
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AU0
1600000.00000000
PA
USD
1622687.25000000
0.119761511221
Long
DBT
NUSS
HU
Y
2
2036-03-26
Fixed
5.50000000
N
N
N
N
N
N
Willis Engine Structured Trust VI
N/A
Willis Engine Structured Trust VI
97064GAA1
804930.54000000
PA
USD
768100.78000000
0.056689241986
Long
ABS-O
CORP
US
Y
2
2046-05-15
Fixed
3.10400000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA3
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KWG0
6000000.00000000
PA
USD
6527736.00000000
0.481775849420
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
15.08743000
N
N
N
N
N
N
Vitality Re XV Ltd
N/A
Vitality Re XV Ltd
92847CAA5
1000000.00000000
PA
USD
1008300.00000000
0.074417009047
Long
DBT
CORP
KY
Y
2
2028-01-07
Variable
0.00000000
N
N
N
N
N
N
Brazilian Government International Bond
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CJ7
1725000.00000000
PA
USD
1752013.50000000
0.129306361678
Long
DBT
NUSS
BR
N
2
2054-05-13
Fixed
7.12500000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBK3
1025000.00000000
PA
USD
1121310.03000000
0.082757650151
Long
DBT
CORP
CL
Y
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840MAD4
3479000.00000000
PA
USD
3832014.13000000
0.282819627275
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.87500000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
1970000.00000000
PA
USD
2062487.56000000
0.152220723408
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
Camelot US Acquisition LLC
549300U6VBJHQP2SFL81
Camelot U.S. Acquisition LLC, Term Loan B
BL4573418
1000000.00000000
PA
USD
851670.00000000
0.062857020822
Long
LON
CORP
US
N
2
2031-01-31
Variable
6.42300000
N
N
N
N
N
N
Banco de Credito e Inversiones SA
549300E9E5Y3PKW24142
Banco de Credito e Inversiones SA
05890MAC7
800000.00000000
PA
USD
863440.00000000
0.063725698990
Long
DBT
CORP
CL
Y
2
N/A
Fixed
8.75000000
N
N
N
N
Y
Banco de Credito e Inversiones SA
Banco de Credito e Invers 8.75 08/08/2174
USD
XXXX
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AN0
1425000.00000000
PA
USD
1530441.24000000
0.112953346824
Long
DBT
NUSS
PY
Y
2
2036-02-09
Fixed
6.00000000
N
N
N
N
N
N
Benin Government International Bond
635400Q11P6AE5A5Y230
Benin Government International Bond
08205QAA6
2000000.00000000
PA
USD
2103968.30000000
0.155282185873
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAL2
1000000.00000000
PA
USD
1048595.00000000
0.077390958645
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
7.25000000
N
N
N
N
N
N
Elmwood CLO 26 Ltd
N/A
Elmwood CLO 26 Ltd
29004CAJ7
1500000.00000000
PA
USD
1497402.00000000
0.110514904474
Long
ABS-O
CORP
KY
Y
2
2037-04-18
Variable
7.26763000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAV8
850000.00000000
PA
USD
888275.31000000
0.065558654944
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.20000000
N
N
N
N
N
N
IRB Infrastructure Developers Ltd
335800XGO3AITGW6AK27
IRB Infrastructure Developers Ltd
449881AA9
2500000.00000000
PA
USD
2605951.30000000
0.192330756192
Long
DBT
CORP
IN
Y
2
2032-03-11
Fixed
7.11000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAQ4
2000000.00000000
PA
USD
2122882.00000000
0.156678100764
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AQ5
2600000.00000000
PA
USD
2597400.00000000
0.191699632351
Long
DBT
NUSS
SV
Y
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
Israel Government International Bond
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRM1
1675000.00000000
PA
USD
1636966.51000000
0.120815383898
Long
DBT
NUSS
IL
N
2
2054-03-12
Fixed
5.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BP6
2900000.00000000
PA
USD
3056095.40000000
0.225553385928
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
1650000.00000000
PA
USD
1965887.40000000
0.145091203443
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R02
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAJ0
6000000.00000000
PA
USD
6292809.60000000
0.464437239846
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
12.97165000
N
N
N
N
N
N
J.P. Morgan Mortgage Trust 2022-LTV2
N/A
J.P. Morgan Mortgage Trust 2022-LTV2
46655LAV6
4585589.95000000
PA
USD
4040754.00000000
0.298225554870
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.66515100
N
N
N
N
N
N
ProAmpac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC, Term Loan
74274NAL7
3203712.93000000
PA
USD
3167671.16000000
0.233788171549
Long
LON
CORP
US
N
2
2028-09-15
Variable
7.66310000
N
N
N
N
N
N
HTL Commercial Mortgage Trust 2024-T53
N/A
HTL Commercial Mortgage Trust 2024-T53
404300AE5
2000000.00000000
PA
USD
2027835.60000000
0.149663255173
Long
ABS-MBS
USGSE
US
Y
2
2039-05-10
Variable
7.08766000
N
N
N
N
N
N
BANK5 2024-5YR5
N/A
BANK5 2024-5YR5
065931BM8
2000000.00000000
PA
USD
2096758.00000000
0.154750033775
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Variable
6.53900000
N
N
N
N
N
N
Ford Otomotiv Sanayi AS
7890006XJG6ZE2H34671
Ford Otomotiv Sanayi AS
345409AC0
1500000.00000000
PA
USD
1558625.49000000
0.115033469394
Long
DBT
CORP
TR
Y
2
2029-04-25
Fixed
7.12500000
N
N
N
N
N
N
CSMC 2021-INV2 Trust
N/A
CSMC 2021-INV2 Trust
12659TBQ7
3995184.76000000
PA
USD
3428399.08000000
0.253031047658
Long
ABS-CBDO
CORP
US
Y
2
2056-11-25
Variable
3.28277800
N
N
N
N
N
N
Indika Energy Tbk PT
254900YVKE6BJ1I4V036
Indika Energy Tbk PT
69369KAA3
2000000.00000000
PA
USD
1991244.36000000
0.146962659480
Long
DBT
CORP
ID
Y
2
2029-05-07
Fixed
8.75000000
N
N
N
N
N
N
Sisecam UK PLC
789000T82YRLMLUOC889
Sisecam UK PLC
829688AB6
1275000.00000000
PA
USD
1334160.00000000
0.098466921343
Long
DBT
CORP
GB
Y
2
2032-05-02
Fixed
8.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2020-INV1
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VCA5
1288888.61000000
PA
USD
1171661.74000000
0.086473829521
Long
ABS-CBDO
CORP
US
Y
2
2050-08-25
Variable
4.18640700
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDU0
2000000.00000000
PA
USD
2171162.00000000
0.160241378753
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
7.00000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AQ1
3000000.00000000
PA
USD
3383346.00000000
0.249705930667
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.12500000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 8.125 06/30/2174
USD
XXXX
N
N
N
Alterna Funding III LLC
N/A
Alterna Funding III LLC
02157JAA3
644890.95000000
PA
USD
645901.17000000
0.047670369147
Long
ABS-O
CORP
US
Y
2
2039-05-16
Fixed
6.26000000
N
N
N
N
N
N
Alterna Funding III LLC
N/A
Alterna Funding III LLC
02157JAC9
693131.84000000
PA
USD
694136.81000000
0.051230373172
Long
ABS-O
CORP
US
Y
2
2039-05-16
Fixed
7.13600000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CR3
900000.00000000
PA
USD
957173.66000000
0.070643658550
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
6.55000000
N
N
N
N
N
N
BPR 2023-STON Mortgage Trust
N/A
BPR 2023-STON Mortgage Trust
05593GAE6
2000000.00000000
PA
USD
2069500.80000000
0.152738331604
Long
ABS-MBS
USGSE
US
Y
2
2039-12-05
Variable
7.87129000
N
N
N
N
N
N
DBSG 2024-ALTA Mortgage Trust
N/A
DBSG 2024-ALTA Mortgage Trust
239918AG0
1300000.00000000
PA
USD
1310825.36000000
0.096744721486
Long
ABS-MBS
USGSE
US
Y
2
2037-06-10
Variable
7.29590200
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAK5
1000000.00000000
PA
USD
1021620.40000000
0.075400113606
Long
ABS-O
CORP
US
Y
2
2054-06-20
Fixed
6.67200000
N
N
N
N
N
N
TX Trust 2024-HOU
N/A
TX Trust 2024-HOU
90216DAG7
2100000.00000000
PA
USD
2113431.18000000
0.155980588359
Long
ABS-MBS
USGSE
US
Y
2
2039-06-15
Variable
6.89865500
N
N
N
N
N
N
Subway Funding LLC
N/A
Subway Funding LLC
864300AA6
1481250.00000000
PA
USD
1497780.60000000
0.110542846832
Long
ABS-O
CORP
US
Y
2
2054-07-30
Fixed
6.02800000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan J
89364MCA0
1000000.00000000
PA
USD
1001125.00000000
0.073887462245
Long
LON
CORP
US
N
2
2031-02-28
Variable
6.17300000
N
N
N
N
N
N
Republic of Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
ZB2921763
6900000.00000000
PA
1958671.19000000
0.144558615161
Long
DBT
NUSS
PL
N
2
2034-10-25
Fixed
5.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C33
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JBG6
3750000.00000000
PA
USD
3304687.50000000
0.243900584733
Long
ABS-CBDO
CORP
US
Y
2
2048-12-15
Variable
4.13566700
N
N
N
N
N
N
Continuum Green Energy India Pvt / Co-Issuers
N/A
Continuum Green Energy India Pvt / Co-Issuers
89629LAA5
1411125.00000000
PA
USD
1468777.81000000
0.108402312382
Long
DBT
CORP
IN
Y
2
2033-06-26
Fixed
7.50000000
N
N
N
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l., First Lien Term Loan B
N/A
676985.61000000
PA
USD
680184.37000000
0.050200621259
Long
LON
CORP
LU
N
2
2028-05-05
Variable
5.92300000
N
N
N
N
N
N
BBCMS Trust 2018-CBM
N/A
BBCMS Trust 2018-CBM
05549RAC1
3000000.00000000
PA
USD
2852162.40000000
0.210502226644
Long
ABS-MBS
CORP
US
Y
2
2037-07-15
Variable
6.81710800
N
N
N
N
N
N
Leia Finco US LLC
N/A
Darktrace PLC, First Lien Term Loan
52526CAB5
1985000.00000000
PA
USD
1891417.18000000
0.139594971136
Long
LON
CORP
US
N
2
2031-10-09
Variable
6.89814000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBK0
1354000.00000000
PA
USD
1431008.51000000
0.105614770639
Long
DBT
CORP
IE
N
2
2055-03-10
Fixed
6.95000000
N
N
N
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCQ0
1000000.00000000
PA
USD
1022867.90000000
0.075492184636
Long
ABS-O
CORP
US
Y
2
2029-01-25
Fixed
6.12000000
N
N
N
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MCM9
1500000.00000000
PA
USD
1562132.85000000
0.115292328108
Long
ABS-O
CORP
US
Y
2
2031-01-27
Fixed
6.21000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFK3
1700000.00000000
PA
USD
1693277.57000000
0.124971389711
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.50000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc, Term Loan B
18972FAC6
3441350.21000000
PA
USD
3418069.48000000
0.252268677395
Long
LON
CORP
US
N
2
2029-04-13
Variable
6.84800000
N
N
N
N
N
N
RR Donnelley & Sons Co
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co
257867BJ9
1500000.00000000
PA
USD
1545643.50000000
0.114075340993
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
9.50000000
N
N
N
N
N
N
BMO 2024-C9 Mortgage Trust
N/A
BMO 2024-C9 Mortgage Trust
05593MAJ2
1500000.00000000
PA
USD
1610019.30000000
0.118826560363
Long
ABS-MBS
CORP
US
N
2
2057-07-15
Variable
6.33985900
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368L5Q5
5000000.00000000
PA
USD
5323745.00000000
0.392915977220
Long
DBT
CORP
CA
N
2
2084-11-26
Fixed
7.30000000
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638EC2
1755000.00000000
PA
USD
1768338.00000000
0.130511182133
Long
DBT
NUSS
PE
N
2
2054-08-08
Fixed
5.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2024-C63
N/A
Wells Fargo Commercial Mortgage Trust 2024-C63
94990FAH4
3000000.00000000
PA
USD
3194353.20000000
0.235757424362
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Variable
5.82000000
N
N
N
N
N
N
NYCT Trust 2024-3ELV
N/A
NYCT Trust 2024-3ELV
62956HAE6
4000000.00000000
PA
USD
4013462.40000000
0.296211313827
Long
ABS-MBS
USGSE
US
Y
2
2029-08-15
Variable
6.49937000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CF7
73658.00000000
PA
USD
41727.26000000
0.003079656734
Long
DBT
NUSS
UA
Y
2
2035-02-01
Fixed
0.00000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724CG5
15548.00000000
PA
USD
8776.85000000
0.000647770431
Long
DBT
NUSS
UA
Y
2
2036-02-01
Fixed
0.00000000
N
N
N
N
N
N
Ukraine Government International Bond
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BZ4
55000.00000000
PA
USD
42102.50000000
0.003107351109
Long
DBT
NUSS
UA
Y
2
2029-02-01
Fixed
4.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GBA4
1825000.00000000
PA
USD
1842533.38000000
0.135987130030
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
5.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc., Term Loan
89364MCD4
997474.75000000
PA
USD
998018.37000000
0.073658179182
Long
LON
CORP
US
N
2
2032-01-20
Variable
6.17300000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2024-B
N/A
Affirm Asset Securitization Trust 2024-B
00835AAC2
2200000.00000000
PA
USD
2203978.92000000
0.162663412902
Long
ABS-O
CORP
US
Y
2
2029-09-15
Fixed
5.06000000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2024-B
N/A
Affirm Asset Securitization Trust 2024-B
00835AAD0
1900000.00000000
PA
USD
1904026.86000000
0.140525621409
Long
ABS-O
CORP
US
Y
2
2029-09-15
Fixed
5.50000000
N
N
N
N
N
N
Horizon Aircraft Finance IV Ltd
N/A
Horizon Aircraft Finance IV Ltd
43990EAA9
2787600.00000000
PA
USD
2842547.50000000
0.209792604408
Long
ABS-O
CORP
KY
Y
2
2049-09-15
Fixed
5.37500000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAM0
2500000.00000000
PA
USD
2586257.50000000
0.190877266464
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
7.37500000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680CE1
1210000.00000000
PA
USD
1214411.94000000
0.089628983761
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.05000000
N
N
N
N
N
N
Raizen Fuels Finance SA
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAD8
1500000.00000000
PA
USD
657750.00000000
0.048544865318
Long
DBT
CORP
LU
Y
2
2035-01-17
Fixed
5.70000000
N
N
N
N
N
N
Carvana Auto Receivables Trust 2024-N3
N/A
Carvana Auto Receivables Trust 2024-N3
14687WAE0
500000.00000000
PA
USD
505483.15000000
0.037306896902
Long
ABS-O
CORP
US
Y
2
2030-12-10
Fixed
4.90000000
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
Romanian Government International Bond
77586RAV2
2100000.00000000
PA
USD
2124949.11000000
0.156830662644
Long
DBT
NUSS
RO
Y
2
2035-03-24
Fixed
5.75000000
N
N
N
N
N
N
Kingston Airport Revenue Finance Ltd
254900SK2YRR95AVHU30
Kingston Airport Revenue Finance Ltd
49647QAA6
975000.00000000
PA
USD
1005127.50000000
0.074182864486
Long
DBT
CORP
KY
Y
2
2036-12-15
Fixed
6.75000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YBB8
2000000.00000000
PA
USD
2072498.00000000
0.152959538249
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 6.75 12/27/2174
USD
XXXX
N
N
N
Venture Global LNG Inc
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAF8
2000000.00000000
PA
USD
1749151.90000000
0.129095162915
Long
DBT
CORP
US
Y
2
N/A
Fixed
9.00000000
N
N
N
N
N
N
LD Celulose International GmbH
529900EHUSQJVOTP9J45
LD Celulose International GmbH
50206BAA0
1525000.00000000
PA
USD
1609879.98000000
0.118816277930
Long
DBT
CORP
AT
Y
2
2032-01-26
Fixed
7.95000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2024-BRBK
N/A
BX Commercial Mortgage Trust 2024-BRBK
05613NAJ6
2500000.00000000
PA
USD
2505956.50000000
0.184950696749
Long
ABS-MBS
USGSE
US
Y
2
2041-10-15
Variable
8.53787000
N
N
N
N
N
N
Ghana Government International Bond
213800PP4399SNNXZ126
Ghana Government International Bond
374422AM5
137637.50000000
PA
USD
134978.02000000
0.009961976133
Long
DBT
NUSS
GH
Y
2
2029-07-03
Fixed
5.00000000
N
N
N
N
N
N
Ghana Government International Bond
213800PP4399SNNXZ126
Ghana Government International Bond
374422AP8
2226200.00000000
PA
USD
2015487.61000000
0.148751918782
Long
DBT
NUSS
GH
Y
2
2035-07-03
Fixed
5.00000000
N
N
N
N
N
N
Centersquare Issuer LLC
N/A
Centersquare Issuer LLC
15201EAA2
2240000.00000000
PA
USD
2212932.96000000
0.163324260741
Long
ABS-O
CORP
US
Y
2
2054-10-26
Fixed
5.20000000
N
N
N
N
N
N
Centersquare Issuer LLC
N/A
Centersquare Issuer LLC
15201EAB0
2760000.00000000
PA
USD
2714607.66000000
0.200350077153
Long
ABS-O
CORP
US
Y
2
2054-10-26
Fixed
5.60000000
N
N
N
N
N
N
Azorra Finance Ltd
254900MC1HXDAVUUP395
Azorra Finance Ltd
05480AAA3
1500000.00000000
PA
USD
1575413.85000000
0.116272524773
Long
DBT
CORP
KY
Y
2
2030-04-15
Fixed
7.75000000
N
N
N
N
N
N
Bojangles Issuer LLC
N/A
Bojangles Issuer LLC
09748RAC2
2412875.00000000
PA
USD
2446575.14000000
0.180568089188
Long
ABS-O
CORP
US
Y
2
2054-11-20
Fixed
6.58400000
N
N
N
N
N
N
Concord Music Royalties LLC
N/A
Concord Music Royalties LLC
20633KAE8
1000000.00000000
PA
USD
1008904.70000000
0.074461638587
Long
ABS-O
CORP
US
Y
2
2074-10-20
Fixed
5.64400000
N
N
N
N
N
N
Muthoot Finance Ltd
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2D4
2000000.00000000
PA
USD
2031352.94000000
0.149922850455
Long
DBT
CORP
IN
Y
2
2029-04-23
Fixed
6.37500000
N
N
N
N
N
N
APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves
N/A
APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves
00188QAA4
1610000.00000000
PA
USD
1559800.20000000
0.115120168199
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
7.87500000
N
N
N
N
N
N
Zelis Payments Buyer Inc
549300U8NGLZN5R1Y309
Zelis Payments Buyer, Inc., 5th Amendment Term Loan
98932TAH6
1989949.74000000
PA
USD
1884094.36000000
0.139054514563
Long
LON
CORP
US
N
2
2031-11-26
Variable
6.92300000
N
N
N
N
N
N
Grupo Aeromexico SAB de CV
N/A
Grupo Aeromexico SAB de CV
40054JAC3
1500000.00000000
PA
USD
1535625.00000000
0.113335931288
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
Blue Stream Issuer LLC
N/A
Blue Stream Issuer LLC
09606BAG9
2400000.00000000
PA
USD
2433855.36000000
0.179629313046
Long
ABS-O
CORP
US
Y
2
2054-11-20
Fixed
5.40800000
N
N
N
N
N
N
Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust
N/A
Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust
524947AB4
3015000.00000000
PA
USD
3026512.48000000
0.223370035313
Long
ABS-MBS
USGSE
US
Y
2
2039-11-05
Fixed
6.73300000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LCE7
1195000.00000000
PA
USD
1229175.92000000
0.090718630922
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.95000000
N
N
N
N
N
N
Veon Midco BV
213800GOFSH7EPKBRE50
Veon Midco BV
YX4781523
1000000.00000000
PA
USD
961130.51000000
0.070935691617
Long
DBT
CORP
NL
Y
2
2027-11-25
Fixed
3.37500000
N
N
N
N
N
N
Lyra Music Assets Delaware LP
9845007N9EAB0C048A12
Lyra Music Assets Delaware LP
552339AA1
3699343.78000000
PA
USD
3751954.00000000
0.276910834834
Long
ABS-O
CORP
US
Y
2
2064-12-22
Fixed
5.76000000
N
N
N
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAE8
1500000.00000000
PA
USD
1650247.50000000
0.121795579825
Long
DBT
CORP
MX
Y
2
N/A
Fixed
8.75000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 8.75 02/20/2175
USD
XXXX
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAD0
500000.00000000
PA
USD
534375.00000000
0.039439243488
Long
DBT
CORP
MX
Y
2
N/A
Fixed
8.37500000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 8.375 02/20/2175
USD
XXXX
N
N
N
IHS Holding Ltd
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAD7
1500000.00000000
PA
USD
1597974.29000000
0.117937585238
Long
DBT
CORP
KY
Y
2
2031-11-29
Fixed
8.25000000
N
N
N
N
N
IHS Holding Ltd
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAC9
1500000.00000000
PA
USD
1570503.12000000
0.115910091133
Long
DBT
CORP
KY
Y
2
2030-05-29
Fixed
7.87500000
N
N
N
N
N
N
Cotiviti Inc
254900YAQHVRTG4IFI64
Cotiviti Corporation, Term Loan
22164MAB3
2372888.45000000
PA
USD
2111123.26000000
0.155810253634
Long
LON
CORP
US
N
2
2031-05-01
Variable
6.42130000
N
N
N
N
N
N
Flagstar Mortgage Trust 2021-11INV
N/A
Flagstar Mortgage Trust 2021-11INV
33851TBU0
1776591.20000000
PA
USD
1516925.87000000
0.111955852615
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
3.44933900
N
N
N
N
N
N
Planet US Buyer LLC
254900ZE51SEX2EFFH74
Planet US Buyer LLC, Term Loan B
72706RAB2
3181624.25000000
PA
USD
3184360.45000000
0.235019915122
Long
LON
CORP
US
N
2
2031-02-10
Variable
6.67270000
N
N
N
N
N
N
Nigeria Government International Bond
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412AFD9
1575000.00000000
PA
USD
1875134.96000000
0.138393271133
Long
DBT
NUSS
NG
Y
2
2034-12-09
Fixed
10.37500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607PNF7
3000000.00000000
PA
USD
3102234.00000000
0.228958619106
Long
DBT
CORP
CA
N
2
2085-01-28
Fixed
6.95000000
N
N
N
N
N
N
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAF0
1775000.00000000
PA
USD
1853987.50000000
0.136832494853
Long
DBT
CORP
MX
Y
2
2029-12-10
Fixed
5.62100000
N
N
N
N
N
N
CRC Insurance Group LLC
N/A
Truist Insurance Holdings LLC, Term Loan B
89788VAG7
3595080.65000000
PA
USD
3537559.36000000
0.261087560149
Long
LON
CORP
US
N
2
2031-05-06
Variable
6.42194000
N
N
N
N
N
N
Phoenix Guarantor Inc
254900JIOIDL3GSUFE55
Phoenix Guarantor Inc, Term Loan B
71913BAK8
1985025.08000000
PA
USD
1985164.03000000
0.146513904176
Long
LON
CORP
US
N
2
2031-02-21
Variable
6.17300000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAN9
580000.00000000
PA
USD
587938.01000000
0.043392431031
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
5.15000000
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation, Term Loan E
29426NAZ7
1496212.12000000
PA
USD
1455066.29000000
0.107390341433
Long
LON
CORP
US
N
2
2031-05-30
Variable
6.17300000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Incremental Term Loan B
BL4858959
1000000.00000000
PA
USD
1004125.00000000
0.074108875542
Long
LON
CORP
US
N
2
2031-12-15
Variable
6.15250000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DS1
1225000.00000000
PA
USD
1373441.60000000
0.101366077529
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.52800000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R06
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAR6
6000000.00000000
PA
USD
6634908.00000000
0.489685618034
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
15.33403000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co, Term Loan
BL4871606
1492407.45000000
PA
USD
1446709.93000000
0.106773605028
Long
LON
CORP
US
N
2
2031-05-19
Variable
5.92300000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC, First Lien Term Loan B6
00488PAV7
1984962.41000000
PA
USD
1927894.74000000
0.142287176742
Long
LON
CORP
US
N
2
2030-11-06
Variable
6.67300000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCL7
2900000.00000000
PA
USD
2802872.62000000
0.206864422415
Long
DBT
CORP
US
N
2
2055-07-15
Fixed
6.95000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBL2
1500000.00000000
PA
USD
1601646.05000000
0.118208577401
Long
DBT
NUSS
SA
Y
2
2035-01-13
Fixed
5.62500000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBD1
1300000.00000000
PA
USD
1425190.00000000
0.105185338812
Long
DBT
NUSS
MX
N
2
2055-05-13
Fixed
7.37500000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBL1
1750000.00000000
PA
USD
1893290.00000000
0.139733193552
Long
DBT
CORP
CL
Y
2
2035-01-13
Fixed
6.33000000
N
N
N
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc., Repriced Term Loan B
BL4939163
2192864.90000000
PA
USD
2183731.62000000
0.161169072421
Long
LON
CORP
US
N
2
2031-01-30
Variable
6.17300000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP, Term Loan B
BL4949832
2496250.00000000
PA
USD
2493653.90000000
0.184042710341
Long
LON
CORP
CA
N
2
2032-01-28
Variable
6.42300000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC, Term Loan B
87422LAV2
1170740.22000000
PA
USD
1175756.84000000
0.086776066051
Long
LON
CORP
US
N
2
2030-05-17
Variable
6.15250000
N
N
N
N
N
N
Banco Bradesco SA/Cayman Islands
549300CTUU1RFXHQJE44
Banco Bradesco SA/Cayman Islands
05947KBB5
1500000.00000000
PA
USD
1585800.00000000
0.117039068677
Long
DBT
CORP
KY
Y
2
2030-01-22
Fixed
6.50000000
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GC28
3000000.00000000
PA
USD
3141564.00000000
0.231861347427
Long
DBT
CORP
US
N
2
N/A
Fixed
6.85000000
N
N
N
N
N
N
Uniti Fiber Abs Issuer LLC
N/A
Uniti Fiber Abs Issuer LLC
91326EAA3
1500000.00000000
PA
USD
1540623.90000000
0.113704872265
Long
ABS-O
CORP
US
Y
2
2055-04-20
Fixed
5.87700000
N
N
N
N
N
N
LS Group OpCo Acquistion LLC
549300GJM1TKHPYFPF83
Les Schwab Tire Centers, Term Loan B
BL4979243
2490076.94000000
PA
USD
2492417.61000000
0.183951466659
Long
LON
CORP
US
N
2
2031-04-23
Variable
6.17270000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Limited, Term Loan B
BL4978526
997055.13000000
PA
USD
987752.61000000
0.072900520594
Long
LON
CORP
US
N
2
2030-06-20
Variable
5.91969000
N
N
N
N
N
N
EUSHI Finance Inc
N/A
EUSHI Finance Inc
29882DAB9
2225000.00000000
PA
USD
2348899.13000000
0.173359166724
Long
DBT
CORP
US
N
2
2054-12-15
Fixed
7.62500000
N
N
N
N
N
N
Arcos Dorados BV
549300T91OYP6I7P8G39
Arcos Dorados BV
03965TAC7
2000000.00000000
PA
USD
2126760.00000000
0.156964314352
Long
DBT
CORP
NL
Y
2
2032-01-29
Fixed
6.37500000
N
N
N
N
N
N
Vitality Re XVI Ltd
N/A
Vitality Re XVI Ltd
92849FAA6
1500000.00000000
PA
USD
1489650.00000000
0.109942772515
Long
DBT
CORP
KY
Y
2
2029-01-08
Variable
6.04885000
N
N
N
N
N
N
Boxer Parent Co Inc
5493006T045HLTF7YX04
Boxer Parent Company Inc., Term Loan B
BL4985299
1481250.00000000
PA
USD
1369141.59000000
0.101048717733
Long
LON
CORP
US
N
2
2031-07-30
Variable
6.67270000
N
N
N
N
N
N
Houston Galleria Mall Trust 2025-HGLR
N/A
Houston Galleria Mall Trust 2025-HGLR
44216XAA3
3000000.00000000
PA
USD
3170286.30000000
0.233981180472
Long
ABS-MBS
USGSE
US
Y
2
2045-02-05
Variable
5.46185000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAQ7
1500000.00000000
PA
USD
1605417.00000000
0.118486890224
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
8.50000000
N
N
N
N
N
N
Kaman Corp
5493003YK076OLTEQF95
Kaman Corporation, Term Loan B
BL4985539
2727672.43000000
PA
USD
2727481.49000000
0.201300222868
Long
LON
CORP
US
N
2
2032-02-26
Variable
6.17300000
N
N
N
N
N
N
Kaman Corp
5493003YK076OLTEQF95
Kaman Corporation, Delayed Draw Term Loan
BL4985513
258496.71000000
PA
USD
258478.62000000
0.019076867800
Long
LON
CORP
US
N
2
2032-02-26
Variable
6.15000000
N
N
N
N
N
N
Zayo Issuer LLC
N/A
Zayo Issuer LLC
98919WAA1
4500000.00000000
PA
USD
4602075.30000000
0.339653554732
Long
ABS-O
CORP
US
Y
2
2055-03-20
Fixed
5.64800000
N
N
N
N
N
N
Zayo Issuer LLC
N/A
Zayo Issuer LLC
98919WAE3
1500000.00000000
PA
USD
1578271.65000000
0.116483443079
Long
ABS-O
CORP
US
Y
2
2055-03-20
Fixed
8.65900000
N
N
N
N
N
N
Savor Acquisition Inc
25490051R6ZOBEBPQ519
Sauer Brands Inc, Term Loan B
BL4989473
1272913.78000000
PA
USD
1276363.38000000
0.094201274617
Long
LON
CORP
US
N
2
2032-02-19
Variable
6.66680000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
1966000.00000000
PA
USD
1637678.00000000
0.120867895014
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Saavi Energia Sarl
254900A2V0IO8K56UH35
Saavi Energia Sarl
78518PAA3
1500000.00000000
PA
USD
1656000.00000000
0.122220139821
Long
DBT
CORP
LU
Y
2
2035-02-10
Fixed
8.87500000
N
N
N
N
N
N
GFL ES US LLC
254900PGDQWC19PRP053
GFL Environmental Inc., Term Loan B
BL4990463
2992500.00000000
PA
USD
2999981.25000000
0.221411912945
Long
LON
CORP
CA
N
2
2032-03-03
Variable
6.27279000
N
N
N
N
N
N
Turkiye Government International Bond
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DP2
1950000.00000000
PA
USD
2039437.47000000
0.150519524602
Long
DBT
NUSS
TR
N
2
2032-02-12
Fixed
7.12500000
N
N
N
N
N
N
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX
549300WIWQK5Q9MCUN92
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX
072912AA6
1100000.00000000
PA
USD
1174415.00000000
0.086677032312
Long
DBT
CORP
MX
Y
2
2035-02-11
Fixed
7.62500000
N
N
N
N
Y
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX
BBVA Mexico SA Institucio 7.625 02/11/2035
USD
XXXX
N
N
N
GS Mortgage-Backed Securities Trust 2022-PJ1
N/A
GS Mortgage-Backed Securities Trust 2022-PJ1
36263NBM6
6292001.15000000
PA
USD
5283929.44000000
0.389977412419
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
2.82884400
N
N
N
N
N
N
BAMLL Trust 2025-ASHF
N/A
BAMLL Trust 2025-ASHF
05494CAC9
3500000.00000000
PA
USD
3507632.45000000
0.258878821547
Long
ABS-MBS
USGSE
US
Y
2
2042-02-15
Variable
6.01000000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109DH1
2544000.00000000
PA
USD
2694276.12000000
0.198849519387
Long
DBT
CORP
CA
N
2
2055-04-15
Fixed
7.12500000
N
N
N
N
N
N
BSST 2022-1700 Mortgage Trust
N/A
BSST 2022-1700 Mortgage Trust
055742AA8
3000000.00000000
PA
USD
2644600.80000000
0.195183260597
Long
ABS-MBS
CORP
US
Y
2
2037-02-15
Variable
4.96000000
N
N
N
N
N
N
Compass Datacenters Issuer III LLC
N/A
Compass Datacenters Issuer III LLC
20469BAA5
1500000.00000000
PA
USD
1519086.15000000
0.112115290854
Long
ABS-O
CORP
US
Y
2
2050-02-25
Fixed
5.65600000
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PFB9
2225000.00000000
PA
USD
2385200.00000000
0.176038331825
Long
DBT
NUSS
DO
Y
2
2037-03-15
Fixed
6.95000000
N
N
N
N
N
N
Windsor Holdings III LLC
254900IXUJZ9H146T437
Windsor Holdings III, LLC, Term Loan B
97360BAH8
1466511.65000000
PA
USD
1466738.96000000
0.108251836215
Long
LON
CORP
US
N
2
2030-08-01
Variable
6.42300000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612GAM3
1150000.00000000
PA
USD
1191717.18000000
0.087954009883
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.55000000
N
N
N
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
YR4111344
2000000.00000000
PA
USD
2093056.00000000
0.154476809767
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Julius Baer Group Ltd
Julius Baer Group Ltd 7.5 08/19/2174
USD
XXXX
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAU8
1575000.00000000
PA
USD
1616295.51000000
0.119289772479
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.05000000
N
N
N
N
N
N
TK Elevator US Newco Inc
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
BL5017431
997500.00000000
PA
USD
998921.44000000
0.073724829751
Long
LON
CORP
US
N
2
2030-04-30
Variable
6.37732000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc
571676BC8
3035000.00000000
PA
USD
3077652.62000000
0.227144404311
Long
DBT
CORP
US
Y
2
2055-05-01
Fixed
5.70000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc
571676BA2
2065000.00000000
PA
USD
2138229.98000000
0.157810849714
Long
DBT
CORP
US
Y
2
2035-03-01
Fixed
5.20000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAD1
2424000.00000000
PA
USD
2525134.13000000
0.186366090844
Long
DBT
CORP
BM
Y
2
2045-04-01
Fixed
7.50000000
N
N
N
N
N
N
FNA 8 LLC
N/A
FNA 8 LLC
30340WAA3
1807138.98000000
PA
USD
1825147.30000000
0.134703960266
Long
ABS-O
CORP
US
Y
2
2045-03-15
Variable
5.62300000
N
N
N
N
N
N
Mission Lane Credit Card Master Trust
N/A
Mission Lane Credit Card Master Trust
60510MBP2
2500000.00000000
PA
USD
2490416.25000000
0.183803757421
Long
ABS-O
CORP
US
Y
2
2030-05-15
Fixed
12.25000000
N
N
N
N
N
N
XPLR Infrastructure Operating Partners LP
549300KJEC5IUVJWR786
XPLR Infrastructure Operating Partners LP
98380MAB1
1500000.00000000
PA
USD
1587741.00000000
0.117182323080
Long
DBT
CORP
US
Y
2
2033-03-15
Fixed
8.62500000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AV1
560000.00000000
PA
USD
583391.78000000
0.043056899107
Long
DBT
CORP
MY
Y
2
2031-01-03
Fixed
4.95000000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AW9
2400000.00000000
PA
USD
2528926.75000000
0.186646003009
Long
DBT
CORP
MY
Y
2
2035-04-03
Fixed
5.34000000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc, Term Loan B
18972FAE2
980827.87000000
PA
USD
972245.63000000
0.071756036739
Long
LON
CORP
US
N
2
2032-04-01
Variable
6.92300000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
YQ6757971
3000000.00000000
PA
3761846.30000000
0.277640930419
Long
DBT
CORP
DE
N
2
N/A
Fixed
7.12500000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 7.125 04/30/2174
EUR
XXXX
N
N
N
Savor Acquisition Inc
25490051R6ZOBEBPQ519
Sauer Brands Inc, Delayed Draw Term Loan
80536AAC6
120689.66000000
PA
USD
121016.73000000
0.008931571051
Long
LON
CORP
US
N
2
2032-02-19
Variable
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2025-DWHP
N/A
Wells Fargo Commercial Mortgage Trust 2025-DWHP
95004EAE5
2500000.00000000
PA
USD
2510951.25000000
0.185319331437
Long
ABS-MBS
USGSE
US
Y
2
2038-04-15
Variable
6.99971000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YGA7
4065000.00000000
PA
USD
4295874.93000000
0.317054610267
Long
DBT
CORP
US
N
2
2036-04-17
Fixed
5.66400000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEX0
2205000.00000000
PA
USD
2331694.49000000
0.172089388037
Long
DBT
CORP
US
N
2
2036-04-22
Fixed
5.57200000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEY8
5850000.00000000
PA
USD
6066845.40000000
0.447760080354
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
5.10300000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3W1
1850000.00000000
PA
USD
1915184.71000000
0.141349120193
Long
DBT
CORP
US
N
2
2031-04-23
Fixed
5.15000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3V3
1780000.00000000
PA
USD
1872078.96000000
0.138167724788
Long
DBT
CORP
US
N
2
2036-04-23
Fixed
5.60500000
N
N
N
N
N
N
OCP SA
213800D26TAPVTCVWG40
OCP SA
67091TAJ4
500000.00000000
PA
USD
539124.80000000
0.039789799781
Long
DBT
CORP
MA
Y
2
2036-03-01
Fixed
6.70000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAH6
4800000.00000000
PA
USD
5025163.20000000
0.370879316988
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DY9
1250000.00000000
PA
USD
1275537.16000000
0.094140295919
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAZ9
825000.00000000
PA
USD
857194.36000000
0.063264743075
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
5.85000000
N
N
N
N
N
N
Grupo Nutresa SA
254900KKAX7B7RJUE255
Grupo Nutresa SA
40055CAA1
2000000.00000000
PA
USD
2154500.00000000
0.159011649303
Long
DBT
CORP
CO
Y
2
2030-05-12
Fixed
8.00000000
N
N
N
N
N
N
Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC
N/A
Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC
209031AA1
2500000.00000000
PA
USD
2562908.75000000
0.189154025227
Long
ABS-O
CORP
US
Y
2
2055-05-20
Fixed
6.00000000
N
N
N
N
N
N
Albion Financing 1 SARL / Aggreko Holdings Inc
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
01330AAA4
1500000.00000000
PA
USD
1570879.50000000
0.115937869645
Long
DBT
CORP
LU
Y
2
2030-05-21
Fixed
7.00000000
N
N
N
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AY0
2000000.00000000
PA
USD
2177244.00000000
0.160690257310
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
10.00000000
N
N
N
N
N
N
Omnis Funding Trust
N/A
Omnis Funding Trust
68218WAA2
3015000.00000000
PA
USD
3142692.43000000
0.231944630562
Long
DBT
CORP
GB
Y
2
2055-05-15
Fixed
6.72200000
N
N
N
N
N
N
IP 2025-IP Mortgage Trust
N/A
IP 2025-IP Mortgage Trust
449843AL5
2000000.00000000
PA
USD
2048210.40000000
0.151167005720
Long
ABS-MBS
USGSE
US
Y
2
2042-06-10
Variable
7.71226000
N
N
N
N
N
N
Oportun Issuance Trust 2025-B
N/A
Oportun Issuance Trust 2025-B
68378QAD5
3330000.00000000
PA
USD
3353203.44000000
0.247481276140
Long
ABS-O
CORP
US
Y
2
2033-05-09
Fixed
6.45000000
N
N
N
N
N
N
ARDN 2025-ARCP Mortgage Trust
N/A
ARDN 2025-ARCP Mortgage Trust
039961AA5
2500000.00000000
PA
USD
2510067.50000000
0.185254106770
Long
ABS-MBS
USGSE
US
Y
2
2035-06-15
Variable
5.40965000
N
N
N
N
N
N
ARDN 2025-ARCP Mortgage Trust
N/A
ARDN 2025-ARCP Mortgage Trust
039961AG2
2500000.00000000
PA
USD
2504364.00000000
0.184833163191
Long
ABS-MBS
USGSE
US
Y
2
2035-06-15
Variable
6.65965000
N
N
N
N
N
N
ARDN 2025-ARCP Mortgage Trust
N/A
ARDN 2025-ARCP Mortgage Trust
039961AJ6
1000000.00000000
PA
USD
1001844.60000000
0.073940571915
Long
ABS-MBS
USGSE
US
Y
2
2035-06-15
Variable
8.15965000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CC5
1275000.00000000
PA
USD
1342575.00000000
0.099087985640
Long
DBT
CORP
MX
Y
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
Applebee's Funding LLC / IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAH1
3000000.00000000
PA
USD
3037437.30000000
0.224176335450
Long
ABS-O
CORP
US
Y
2
2055-06-07
Fixed
6.72000000
N
N
N
N
N
N
Willis Engine Structured Trust VIII
N/A
Willis Engine Structured Trust VIII
97063RAB6
1464491.97000000
PA
USD
1498923.35000000
0.110627186847
Long
ABS-O
CORP
US
Y
2
2050-06-15
Fixed
6.07000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC, Term Loan B13
04649VBE9
2985000.00000000
PA
USD
2980895.63000000
0.220003309597
Long
LON
CORP
US
N
2
2030-09-19
Variable
7.92300000
N
N
N
N
N
N
ILPT Commercial Mortgage Trust 2025-LPF2
N/A
ILPT Commercial Mortgage Trust 2025-LPF2
451955AE8
1500000.00000000
PA
USD
1542795.60000000
0.113865153350
Long
ABS-MBS
USGSE
US
Y
2
2042-07-13
Variable
5.82900000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298CM3
1900000.00000000
PA
USD
1967782.50000000
0.145231070222
Long
DBT
CORP
US
Y
2
2033-06-30
Fixed
6.87500000
N
N
N
N
N
N
Hungary Government International Bond
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AV8
1500000.00000000
PA
USD
1554081.69000000
0.114698116815
Long
DBT
NUSS
HU
Y
2
2030-09-26
Fixed
5.37500000
N
N
N
N
N
N
SNB Funding Ltd
549300PT73WJRNMAKE44
SNB Funding Ltd
YN3694075
4775000.00000000
PA
USD
4929744.09000000
0.363836963747
Long
DBT
CORP
KY
N
2
2035-06-24
Fixed
6.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05602XQQ4
3290000.00000000
PA
USD
3475723.79000000
0.256523821012
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.45000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.45 12/27/2174
USD
XXXX
N
N
N
Barbados Government International Bond
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AK8
2725000.00000000
PA
USD
2913025.00000000
0.214994156283
Long
DBT
NUSS
BB
Y
2
2035-06-26
Fixed
8.00000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBE9
1950000.00000000
PA
USD
2016007.50000000
0.148790288968
Long
DBT
NUSS
MX
N
2
2032-07-02
Fixed
5.85000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HCC1
3429000.00000000
PA
USD
3588270.19000000
0.264830244167
Long
DBT
CORP
JP
N
2
N/A
Fixed
7.00000000
N
N
N
N
Y
Nomura Holdings Inc
Nomura Holdings Inc 7 01/15/2175
USD
XXXX
N
N
N
Kazakhstan Government International Bond
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661BP5
2225000.00000000
PA
USD
2300448.28000000
0.169783279248
Long
DBT
NUSS
KZ
Y
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
Latam Airlines Group SA
549300HX3UUDPEFTG707
Latam Airlines Group SA
51817RAE6
3000000.00000000
PA
USD
3141600.00000000
0.231864004386
Long
DBT
CORP
CL
Y
2
2031-01-07
Fixed
7.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2025-AGLN
N/A
Wells Fargo Commercial Mortgage Trust 2025-AGLN
94990HAG2
1500000.00000000
PA
USD
1502714.10000000
0.110906960999
Long
ABS-MBS
USGSE
US
Y
2
2037-07-15
Variable
6.60026000
N
N
N
N
N
N
Guatemala Government Bond
529900QKDFFU9UWW5315
Guatemala Government Bond
401494BA6
1700000.00000000
PA
USD
1798889.00000000
0.132765981343
Long
DBT
NUSS
GT
Y
2
2036-08-15
Fixed
6.25000000
N
N
N
N
N
N
Montego Bay Airport Revenue Finance Ltd
2549008BQQ5ON8H2UC19
Montego Bay Airport Revenue Finance Ltd
61238BAA9
2575000.00000000
PA
USD
2586587.50000000
0.190901621927
Long
DBT
CORP
KY
Y
2
2035-06-15
Fixed
6.60000000
N
N
N
N
N
N
Froneri US Inc
N/A
Froneri Lux Finco Sarl, Term Loan
N/A
2000000.00000000
PA
USD
1957500.00000000
0.144472176148
Long
LON
CORP
US
N
2
2032-09-30
Variable
5.87730000
N
N
N
N
N
N
MARKIT CDX.NA.HY.44 06/30
5R6J7JCQRIPQR1EEP713
MARKIT CDX.NA.HY.44 06/30
N/A
1.00000000
NC
USD
-1535999.32000000
-0.11336355776
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX HY CDSI S44 5Y PRC
CDX HY CDSI S44 5Y PRC
Y
Credit Event as Specified in Contract
2030-06-20
0.00000000
USD
1506285.00000000
USD
19800000.00000000
USD
39975.21000000
N
N
N
Alterra Mountain Co
549300C5O4FSVNUEI843
Alterra Mountain Company, Term Loan B8
46124CAS6
989720.28000000
PA
USD
992194.58000000
0.073228357667
Long
LON
CORP
US
N
2
2030-05-31
Variable
6.17300000
N
N
N
N
N
N
Gray Media Inc
529900TM5726KDN7UU35
Gray Media Inc
389375AP1
1200000.00000000
PA
USD
1239122.40000000
0.091452725232
Long
DBT
CORP
US
Y
2
2033-08-15
Fixed
7.25000000
N
N
N
N
N
N
Chariot Buyer LLC
25490092IFNOZBRVE539
Chamberlain Group Inc, Term Loan B
15963CAE6
1990000.00000000
PA
USD
1986039.90000000
0.146578547264
Long
LON
CORP
US
N
2
2032-09-08
Variable
6.42300000
N
N
N
N
N
N
Arcor SAIC
529900B2ROYOJG45VO88
Arcor SAIC
03965PAE1
1275000.00000000
PA
USD
1314397.50000000
0.097008361250
Long
DBT
CORP
AR
Y
2
2033-07-31
Fixed
7.60000000
N
N
N
N
N
N
Sedgwick Claims Management Services Inc
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc., Term Loan B
81527CAP2
1980025.06000000
PA
USD
1923594.35000000
0.141969788899
Long
LON
CORP
US
N
2
2031-07-31
Variable
6.17300000
N
N
N
N
N
N
UKG Inc
529900FKHWSTQ1GXK240
UKG Inc., Term Loan B
89841EAB1
1084959.46000000
PA
USD
1029897.77000000
0.076011020200
Long
LON
CORP
US
N
2
2031-02-10
Variable
6.16684000
N
N
N
N
N
N
Eagle Funding Luxco Sarl
894500VDP08MVIZ6OA60
Eagle Funding Luxco Sarl
26951TAA8
2075000.00000000
PA
USD
2111084.25000000
0.155807374523
Long
DBT
CORP
LU
Y
2
2030-08-17
Fixed
5.50000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower, LP, Term Loan B
58503UAH6
3000000.00000000
PA
USD
3007665.00000000
0.221979007752
Long
LON
CORP
US
N
2
2028-10-23
Variable
5.42300000
N
N
N
N
N
N
BACR
5R6J7JCQRIPQR1EEP713
CDX-NAHYS44V1-5 Year Index
N/A
1.00000000
NC
USD
-807839.73000000
-0.05962215262
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
USD 3M FOR STANDARD CREDIT INDICES
2I65BRAD4
Y
Credit Event as Specified in Contract
2030-06-20
0.00000000
USD
751000.00000000
USD
10000000.00000000
USD
-54306.12000000
N
N
N
Entain Holdings Gibraltar Ltd
213800ATWJIEYQ8NF838
GVC Holdings (Gibraltar) Limited, Term Loan B6 (2029)
N/A
2328006.21000000
PA
USD
2323012.64000000
0.171448629027
Long
LON
CORP
GI
N
2
2029-10-31
Variable
5.92194000
N
N
N
N
N
N
Venture Global Plaquemines LNG LLC
549300TKP4I6OJ02BF90
Venture Global Plaquemines LNG LLC
922966AD8
2600000.00000000
PA
USD
2769548.60000000
0.204404962038
Long
DBT
CORP
US
Y
2
2036-01-15
Fixed
6.75000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC, Term Loan B
01881UAN5
1000000.00000000
PA
USD
979580.00000000
0.072297345752
Long
LON
CORP
US
N
2
2031-09-19
Variable
6.17300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2025-B33RP
N/A
Wells Fargo Commercial Mortgage Trust 2025-B33RP
95004RAG1
2400000.00000000
PA
USD
2417516.40000000
0.178423425380
Long
ABS-MBS
USGSE
US
Y
2
2042-08-15
Variable
6.85000000
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
Allied Universal Holdco LLC, Term Loan B
BL5184058
4987500.00000000
PA
USD
4995729.38000000
0.368706970613
Long
LON
CORP
US
N
2
2032-08-20
Variable
6.92300000
N
N
N
N
N
N
Cloud Software Group Inc
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc., Term Loan B (2031)
88632NBK5
1989999.99000000
PA
USD
1854679.99000000
0.136883603685
Long
LON
CORP
US
N
2
2031-03-24
Variable
6.92194000
N
N
N
N
N
N
South Bow Canadian Infrastructure Holdings Ltd
2549004FYUSYLPBT1G26
South Bow Canadian Infrastructure Holdings Ltd
836720AJ1
1993000.00000000
PA
USD
2115445.93000000
0.156129285839
Long
DBT
CORP
CA
N
2
2055-03-01
Fixed
7.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650EK2
1650000.00000000
PA
USD
1704198.51000000
0.125777403488
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.45000000
N
N
N
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
Surgery Center Holdings, Inc., Term Loan B
BL5192622
835178.12000000
PA
USD
837266.07000000
0.061793946946
Long
LON
CORP
US
N
2
2030-12-19
Variable
6.17300000
N
N
N
N
N
N
Lmrk Issuer Co 2 LLC
549300TATF7H68SRLE80
Lmrk Issuer Co 2 LLC
50209AAH4
2000000.00000000
PA
USD
2036937.20000000
0.150334993594
Long
ABS-O
CORP
US
Y
2
2055-09-15
Fixed
5.52000000
N
N
N
N
N
N
Icon Parent Inc
N/A
Instructure Holdings, Inc., Repriced Term Loan
45115DAC2
997500.00000000
PA
USD
947211.04000000
0.069908373037
Long
LON
CORP
US
N
2
2031-11-13
Variable
6.41080000
N
N
N
N
N
N
Javelin Buyer Inc
254900GL30A9G6Z7OW50
Javelin Buyer, Inc., Term Loan
47189BAF6
3473793.74000000
PA
USD
3252339.39000000
0.240037062194
Long
LON
CORP
US
N
2
2031-12-08
Variable
6.41684000
N
N
N
N
N
N
BSF Finance
549300FJCGREO1P1UL36
BSF Finance
YL5967630
2500000.00000000
PA
USD
2513184.75000000
0.185484173637
Long
DBT
CORP
KY
N
2
2035-09-03
Fixed
5.76100000
N
N
N
N
N
N
Saudi Awwal Bank
558600TQS0WENZUC5190
Saudi Awwal Bank
YL5970378
4500000.00000000
PA
USD
4589706.38000000
0.338740673614
Long
DBT
CORP
SA
N
2
2035-09-04
Fixed
5.94700000
N
N
N
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AV3
1500000.00000000
PA
USD
1511932.50000000
0.111587319777
Long
DBT
CORP
TR
Y
2
N/A
Fixed
8.25000000
N
N
N
N
Y
Yapi ve Kredi Bankasi AS
Yapi ve Kredi Bankasi AS 8.25 03/04/2175
USD
XXXX
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BT9
2800000.00000000
PA
USD
2910594.46000000
0.214814771658
Long
DBT
CORP
NL
N
2
N/A
Fixed
7.00000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 7 11/16/2174
USD
XXXX
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
03718NAD8
950000.00000000
PA
USD
982252.80000000
0.072494610239
Long
DBT
CORP
GB
Y
2
2035-09-09
Fixed
5.62500000
N
N
N
N
N
N
Kodiak Gas Services LLC
549300ZQBRWEUOVOM131
Kodiak Gas Services LLC
50012LAD6
1000000.00000000
PA
USD
1031221.00000000
0.076108680439
Long
DBT
CORP
US
Y
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
Suzano Netherlands BV
9845009ZB9F5D6DB3602
Suzano Netherlands BV
86960YAA0
1435000.00000000
PA
USD
1450067.50000000
0.107021408575
Long
DBT
CORP
NL
N
2
2036-01-15
Fixed
5.50000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBN8
1950000.00000000
PA
USD
1977105.00000000
0.145919112042
Long
DBT
CORP
NL
N
2
2036-01-10
Fixed
6.25000000
N
N
N
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
192714AF0
2625000.00000000
PA
USD
2648625.00000000
0.195480264393
Long
DBT
CORP
CL
Y
2
2035-09-11
Fixed
5.37500000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBM0
2000000.00000000
PA
USD
1991000.00000000
0.146944624628
Long
DBT
CORP
NL
N
2
2030-09-10
Fixed
5.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967QH7
900000.00000000
PA
USD
915711.15000000
0.067583541539
Long
DBT
CORP
US
N
2
2036-09-11
Fixed
5.17400000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967QF1
1215000.00000000
PA
USD
1224274.84000000
0.090356909495
Long
DBT
CORP
US
N
2
2031-09-11
Fixed
4.50300000
N
N
N
N
N
N
Rede D'or Finance Sarl
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735GAC2
1500000.00000000
PA
USD
1543612.50000000
0.113925444191
Long
DBT
CORP
LU
Y
2
2035-09-09
Fixed
6.45000000
N
N
N
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765KAE9
3570000.00000000
PA
USD
3690487.50000000
0.272374334698
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
Kallpa Generacion SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
48344FAC4
1300000.00000000
PA
USD
1316250.00000000
0.097145083961
Long
DBT
CORP
PE
Y
2
2035-09-11
Fixed
5.50000000
N
N
N
N
N
N
MCR 2024-HF1 Mortgage Trust
N/A
MCR 2024-HF1 Mortgage Trust
55287FAE4
1037763.83000000
PA
USD
1041456.40000000
0.076864098325
Long
ABS-MBS
USGSE
US
Y
2
2041-12-15
Variable
7.20410000
N
N
N
N
N
N
Millrose Properties Inc
N/A
Millrose Properties Inc
601137AB8
2100000.00000000
PA
USD
2126340.30000000
0.156933338632
Long
DBT
CORP
US
Y
2
2032-09-15
Fixed
6.25000000
N
N
N
N
N
N
Bidvest Group UK PLC/The
984500A80C777F496830
Bidvest Group UK PLC/The
088932AA6
1275000.00000000
PA
USD
1303024.50000000
0.096168983442
Long
DBT
CORP
GB
Y
2
2032-09-17
Fixed
6.20000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
YK0049733
1065000.00000000
PA
1221053.36000000
0.090119149993
Long
DBT
NUSS
CO
N
2
2032-09-19
Fixed
5.00000000
N
N
N
N
N
N
CFE FIBRA E
N/A
CFE FIBRA E
125276AA3
520626.23000000
PA
USD
517606.60000000
0.038201661246
Long
DBT
CORP
MX
Y
2
2040-09-23
Fixed
5.87500000
N
N
N
N
N
N
Energuate Trust 2 0
2549000ZL9MU01FZK194
Energuate Trust 2 0
29277RAB1
1550000.00000000
PA
USD
1579498.05000000
0.116573956835
Long
DBT
RF
KY
Y
2
2035-09-15
Fixed
6.35000000
N
N
N
N
N
N
BrewCo Borrower LLC
N/A
City Brewing Company, LLC, PIK Super Priority Term Loan
10756PAH2
17104.52000000
PA
USD
7697.03000000
0.000568074929
Long
LON
CORP
US
N
2
2030-09-30
Variable
10.67270000
N
N
Y
N
N
N
BrewCo Borrower LLC
N/A
City Brewing Company, LLC, PIK First Out Term Loan
10756PAJ8
89524.84000000
PA
USD
13428.73000000
0.000991099793
Long
LON
CORP
US
N
2
2030-09-30
Variable
10.67270000
N
N
Y
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBL3
1500000.00000000
PA
USD
1495500.00000000
0.110374528444
Long
DBT
NUSS
MX
N
2
2035-09-22
Fixed
5.62500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780086TQ7
4000000.00000000
PA
2883354.72000000
0.212804358112
Long
DBT
CORP
CA
N
2
2081-11-24
Fixed
3.65000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117FM63
4000000.00000000
PA
2883911.88000000
0.212845478990
Long
DBT
CORP
CA
N
2
2081-10-31
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS44V1-5Y
N/A
1.00000000
NC
USD
-807839.73000000
-0.05962215262
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
BUY PROTECTION MARKITCDX.NA.HY.4406/30ICE BARCBANK
BUY PROTECTION MARKITCDX.NA.HY.4406/30ICE BARCBANK PAY LEG F 5.000000000 ACT/360 3_M 20300620
Y
Credit Event as Specified in Contract
2030-06-20
0.00000000
USD
795190.00000000
USD
10000000.00000000
USD
8476.99000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
1650000.00000000
PA
USD
1600404.12000000
0.118116917462
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XDM4
700000.00000000
PA
USD
676447.00000000
0.049924786788
Long
DBT
CORP
US
N
2
2035-09-26
Fixed
5.20000000
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group Inc
292554AS1
2000000.00000000
PA
USD
2030800.00000000
0.149882041032
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
6.62500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XDR3
305000.00000000
PA
USD
268398.07000000
0.019808967175
Long
DBT
CORP
US
N
2
2055-09-26
Fixed
5.95000000
N
N
N
N
N
N
MFT Trust 2020-ABC
N/A
MFT Trust 2020-ABC
55317BAG2
3250000.00000000
PA
USD
2467593.38000000
0.182119328458
Long
ABS-MBS
CORP
US
Y
2
2042-02-10
Variable
3.59259000
N
N
N
N
N
N
IGT Holding IV AB
549300S0NZ6VQU5JU607
IGT Holding IV AB, Term Loan B5
N/A
480000.00000000
PA
USD
468600.00000000
0.034584756956
Long
LON
CORP
SE
N
2
2031-09-02
Variable
6.67194000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAC9
2054064.00000000
PA
USD
2002676.56000000
0.147806406510
Long
DBT
CORP
US
Y
2
2030-03-09
Fixed
9.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS44V1-5Y
N/A
1.00000000
NC
USD
1615679.47000000
0.119244305996
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CREDIT DEFAULT INDEX SELL PROTECTION ON SERIES V 6/20/2030
CREDIT DEFAULT INDEX SELL PROTECTION ON SERIES V 6/20/2030 RECEIVE LEG F 5.000000000 ACT/360 3_M 20300620
Y
Credit Event as Specified in Contract
2030-06-20
1580260.00000000
USD
0.00000000
USD
20000000.00000000
USD
-16920.33000000
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAE0
2250000.00000000
PA
USD
2304215.78000000
0.170061337446
Long
DBT
CORP
TR
Y
2
2032-10-07
Fixed
6.95000000
N
N
N
N
N
N
BX Trust 2025-OMG
N/A
BX Trust 2025-OMG
05619HAG9
2400000.00000000
PA
USD
2405678.88000000
0.177549763937
Long
ABS-MBS
CORP
US
Y
2
2042-10-15
Variable
6.06000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc., Term Loan
98919XAH4
3001166.67000000
PA
USD
2893049.64000000
0.213519886179
Long
LON
CORP
US
N
2
2030-03-11
Variable
6.78750000
N
N
N
N
N
N
OPENLANE Inc
5493004HKD20LBSG7D03
Openlane Inc, Term Loan B
BL5245164
2455000.00000000
PA
USD
2458081.03000000
0.181417274867
Long
LON
CORP
US
N
2
2032-10-08
Variable
6.13990000
N
N
N
N
N
N
Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1
N/A
Santander Bank Mortgage Credit-Linked Notes
80290CBN3
1300649.52000000
PA
USD
1502194.27000000
0.110868595241
Long
ABS-CBDO
USGSE
US
Y
2
2052-02-26
Variable
9.25603000
N
N
N
N
N
N
Dayforce Bidco LLC
N/A
Dayforce Bidco LLC
BL5216785
1000000.00000000
PA
USD
924290.00000000
0.068216698693
Long
LON
CORP
US
N
2
2033-02-04
Variable
6.66320000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAN8
2250000.00000000
PA
USD
2313377.98000000
0.170737548415
Long
DBT
CORP
US
Y
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
CIP Commercial Mortgage Trust 2025-SBAY
N/A
CIP Commercial Mortgage Trust 2025-SBAY
12576AAG1
3500000.00000000
PA
USD
3510917.90000000
0.259121302319
Long
ABS-MBS
USGSE
US
Y
2
2037-10-15
Variable
6.40000000
N
N
N
N
N
N
Opal US LLC
N/A
Opal Bidco SAS, First Lien Term Loan B
N/A
3000000.00000000
PA
USD
3000375.00000000
0.221440973441
Long
LON
CORP
US
N
2
2032-04-23
Variable
6.68558000
N
N
N
N
N
N
Win Waste Innovations Holdings Inc
549300DJBUN7Z75R2S83
WIN Waste Innovations Holdings, Inc., First Lien Term Loan
38723BAM3
995006.25000000
PA
USD
999205.18000000
0.073745771020
Long
LON
CORP
US
N
2
2028-03-27
Variable
7.03750000
N
N
N
N
N
N
Trust Fibra Uno
N/A
Trust Fibra Uno
898339AA4
290000.00000000
PA
USD
285505.15000000
0.021071545502
Long
DBT
CORP
MX
Y
2
2030-01-15
Fixed
4.86900000
N
N
N
N
N
N
Cajun Global LLC
N/A
Cajun Global LLC
12803VAC9
997500.00000000
PA
USD
1014230.97000000
0.074854740920
Long
ABS-O
CORP
US
Y
2
2055-11-20
Fixed
5.91200000
N
N
N
N
N
N
Volcan Cia Minera SAA
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAD8
750000.00000000
PA
USD
784282.50000000
0.057883524643
Long
DBT
CORP
PE
Y
2
2032-10-28
Fixed
8.50000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303MAE2
1090000.00000000
PA
USD
1066919.51000000
0.078743388702
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
5.62500000
N
N
N
N
N
N
QXO Building Products Inc
549300HDXQWWCBOYXP31
QXO Inc, Term Loan B
BL5277530
549666.67000000
PA
USD
550381.24000000
0.040620574944
Long
LON
CORP
US
N
2
2032-04-30
Variable
5.67300000
N
N
N
N
N
N
Auna SA / Oncosalud SAC
254900SOGP7YC0N9I368
Auna SA / Oncosalud SAC
05151PAA8
2500000.00000000
PA
USD
2556606.95000000
0.188688924455
Long
DBT
CORP
LU
Y
2
2032-11-06
Fixed
8.75000000
N
N
N
N
N
N
Flexential Issuer LLC
N/A
Flexential Issuer LLC
33938MAK5
2000000.00000000
PA
USD
2032828.00000000
0.150031716421
Long
ABS-O
CORP
US
Y
2
2060-10-25
Fixed
6.03000000
N
N
N
N
N
N
Hin Timeshare Trust
N/A
Hin Timeshare Trust
433401AD8
1172461.87000000
PA
USD
1191850.64000000
0.087963859823
Long
ABS-O
CORP
US
Y
2
2045-05-15
Fixed
7.58000000
N
N
N
N
N
N
Jordan Government International Bond
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AP6
2000000.00000000
PA
USD
1963862.16000000
0.144941731754
Long
DBT
NUSS
JO
Y
2
2032-11-12
Fixed
5.75000000
N
N
N
N
N
N
COLT 2025-11 Mortgage Loan Trust
N/A
COLT 2025-11 Mortgage Loan Trust
12676KAH6
2000000.00000000
PA
USD
2023908.40000000
0.149373410407
Long
ABS-MBS
CORP
US
Y
2
2070-11-25
Variable
5.95200000
N
N
N
N
N
N
Cipher Compute LLC
N/A
Cipher Compute LLC
17253NAA5
2000000.00000000
PA
USD
2084688.00000000
0.153859214278
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
7.12500000
N
N
N
N
N
N
Corp Quiport SA
N/A
Corp Quiport SA
22000FAA8
550000.00000000
PA
USD
600872.87000000
0.044347081030
Long
DBT
CORP
EC
Y
2
2037-12-15
Fixed
9.00000000
N
N
N
N
N
N
Summit Issuer LLC
N/A
Summit Issuer LLC
86613XAN5
4000000.00000000
PA
USD
4063552.40000000
0.299908177839
Long
ABS-O
CORP
US
Y
2
2055-11-20
Fixed
5.20800000
N
Y
N
N
N
N
SIERRACOL EN AND/ARA/DEV
N/A
SIERRACOL EN AND/ARA/DEV
82653NAA5
1575000.00000000
PA
USD
1600593.75000000
0.118130912997
Long
DBT
CORP
US
Y
2
2030-11-14
Fixed
9.00000000
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
924935AK5
2239000.00000000
PA
USD
2256723.03000000
0.166556161996
Long
ABS-CBDO
CORP
US
Y
2
2070-11-25
Variable
5.79600000
N
N
N
N
N
N
Maritime Partners, LLC
N/A
Maritime Partners, LLC
553427AB1
1984243.86000000
PA
USD
2005916.17000000
0.148045504087
Long
ABS-O
CORP
US
Y
2
2065-11-15
Fixed
5.54700000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CPJ4
6000000.00000000
PA
USD
6021562.50000000
0.444418001628
Long
DBT
UST
US
N
2
2035-11-15
Fixed
4.00000000
N
N
N
N
N
N
HA Sustainable Infrastructure Capital Inc
254900ZZRL7MWL1X8E92
HA Sustainable Infrastructure Capital Inc
41068XAG5
2355000.00000000
PA
USD
2480686.35000000
0.183085647675
Long
DBT
CORP
US
N
2
2056-06-01
Fixed
8.00000000
N
N
N
N
N
N
Transportadora de Gas del Sur SA
5299002TRC7IFQYSW596
Transportadora de Gas del Sur SA
893870AZ8
1750000.00000000
PA
USD
1771148.77000000
0.130718629417
Long
DBT
CORP
AR
Y
2
2035-11-20
Fixed
7.75000000
N
N
N
N
N
N
First Citizens BancShares Inc/NC
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959XAG8
4600000.00000000
PA
USD
4735976.00000000
0.349536019875
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UP1
20500000.00000000
PA
USD
20464765.63000000
1.510390408648
Long
DBT
UST
US
N
2
2055-11-15
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley Private Bank NA
549300GS0W0TEUQS8571
Morgan Stanley Private Bank NA
61776NZW6
10270000.00000000
PA
USD
10333210.31000000
0.762636720349
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
4.46500000
N
N
N
N
N
N
Morgan Stanley Private Bank NA
549300GS0W0TEUQS8571
Morgan Stanley Private Bank NA
61776NZU0
1550000.00000000
PA
USD
1555766.78000000
0.114822483926
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
4.20400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46594JDP5
2239041.75000000
PA
USD
2344780.05000000
0.173055160363
Long
ABS-CBDO
CORP
US
Y
2
2056-05-25
Variable
6.40204200
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813DC0
1420000.00000000
PA
USD
1426155.73000000
0.105256613966
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.45000000
N
N
N
N
N
N
FIBRA Prologis
N/A
FIBRA Prologis
31575KAA3
1440000.00000000
PA
USD
1459440.00000000
0.107713140617
Long
DBT
CORP
MX
Y
2
2035-11-26
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UQ9
18000000.00000000
PA
USD
18118125.00000000
1.337197929234
Long
DBT
UST
US
N
2
2045-11-15
Fixed
4.62500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
05594MAJ1
2200000.00000000
PA
USD
2209405.44000000
0.163063914130
Long
ABS-MBS
CORP
US
Y
2
2042-12-15
Variable
6.70965000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03466KAF3
2000000.00000000
PA
USD
2021979.60000000
0.149231056418
Long
ABS-CBDO
CORP
US
Y
2
2070-12-25
Fixed
5.76700000
N
N
N
N
N
N
Hertz Vehicle Financing III LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MDR7
1000000.00000000
PA
USD
1010379.20000000
0.074570463222
Long
ABS-O
CORP
US
Y
2
2032-05-25
Fixed
5.14000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967QJ3
4000000.00000000
PA
USD
4135124.56000000
0.305190520473
Long
DBT
CORP
US
N
2
N/A
Fixed
6.62500000
N
N
N
N
N
N
MetroNet Infrastructure Issuer LLC
5493000BIROCAEATAQ61
MetroNet Infrastructure Issuer LLC
59170JBD9
2000000.00000000
PA
USD
2032202.40000000
0.149985544368
Long
ABS-O
CORP
US
Y
2
2055-12-20
Fixed
5.16300000
N
N
N
N
N
N
Trust 2401
N/A
Trust 2401
89834MAA4
560000.00000000
PA
USD
553868.00000000
0.040877913286
Long
DBT
CORP
MX
Y
2
2030-01-15
Fixed
4.86900000
N
N
N
N
N
N
Planet Fitness Master Issuer LLC
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAH6
1000000.00000000
PA
USD
1015827.50000000
0.074972571911
Long
ABS-O
CORP
US
Y
2
2055-12-06
Fixed
5.27400000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CPP0
19000000.00000000
PA
USD
19056406.25000000
1.406447244190
Long
DBT
UST
US
N
2
2028-12-15
Fixed
3.50000000
N
N
N
N
N
N
Lmdv Issuer Co LLC
254900A6HRP8XHJJGM20
Lmdv Issuer Co LLC
538908AA2
2500000.00000000
PA
USD
2539125.50000000
0.187398715963
Long
ABS-O
CORP
US
Y
2
2055-12-15
Fixed
5.31000000
N
N
N
N
N
N
PAREXEL International Corp
549300GCZVUYB6P2OA17
Parexel International Corporation, Repriced Term Loan B
71911KAF1
2920344.56000000
PA
USD
2890235.81000000
0.213312213053
Long
LON
CORP
US
N
2
2031-12-12
Variable
6.42300000
N
N
N
N
N
N
BANK 2025-BNK51
N/A
BANK 2025-BNK51
06541HAH8
4000000.00000000
PA
USD
4206862.80000000
0.310485120548
Long
ABS-MBS
USGSE
US
N
2
2067-12-25
Fixed
5.54400000
N
N
N
N
N
N
Willis Engine Structured Trust IX
N/A
Willis Engine Structured Trust IX
970910AA3
1985535.39000000
PA
USD
2006957.73000000
0.148122375831
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
5.15900000
N
N
N
N
N
N
Centuri Group Inc
254900H4HY0IHK5J9N53
Centuri Group Inc
15643XAE8
2802800.00000000
PA
USD
2814361.55000000
0.207712356371
Long
LON
CORP
US
N
2
2032-07-09
Variable
5.67130000
N
N
N
N
N
N
Bausch + Lomb Corp
549300NY6OZM39SO6475
Bausch + Lomb Corp
N/A
1850700.00000000
PA
USD
1854864.08000000
0.136897190343
Long
LON
CORP
CA
N
2
2031-01-15
Variable
7.42300000
N
N
N
N
N
N
Charter Next Generation Inc
549300KRNU8RNVGYXG75
Charter Next Generation Inc
16125TAP7
1492146.60000000
PA
USD
1493079.19000000
0.110195861936
Long
LON
CORP
US
N
2
2030-12-02
Variable
6.17080000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CPS4
7000000.00000000
PA
USD
6996171.84000000
0.516348490642
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.37500000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 2YR NOTE (CBT) Jun26
N/A
125.00000000
NC
USD
26159179.75000000
1.930663409826
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 2YR NOTE (CBT) Jun26
2026-06-30
26123141.75000000
USD
36038.00000000
N
N
N
Wisconsin Public Service Corp
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BR2
2105000.00000000
PA
USD
2125521.88000000
0.156872935608
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.25000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FCZ2
815000.00000000
PA
USD
822230.60000000
0.060684262619
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.30000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FDB4
675000.00000000
PA
USD
684888.09000000
0.050547776643
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.95000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FDD0
695000.00000000
PA
USD
713674.55000000
0.052672344980
Long
DBT
CORP
US
N
2
2056-01-15
Fixed
5.70000000
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
DC8043440
950000.00000000
PA
USD
961302.06000000
0.070948352768
Long
DBT
CORP
IL
Y
2
2033-01-14
Fixed
5.25200000
N
N
N
N
N
N
Industrial Subordinated Trust 2 0
5493000UIKKX04UT3Q55
Industrial Subordinated Trust 2 0
456349AA7
500000.00000000
PA
USD
513925.00000000
0.037929942849
Long
DBT
CORP
KY
Y
2
2036-04-15
Fixed
6.55000000
N
N
N
N
N
N
Banco Internacional del Peru SAA Interbank
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAH3
1325000.00000000
PA
USD
1328445.00000000
0.098045129013
Long
DBT
CORP
PE
Y
2
2031-07-15
Fixed
4.80000000
N
N
N
N
N
N
Pan American Energy LLC/Argentina
N/A
Pan American Energy LLC/Argentina
69784DAE8
2000000.00000000
PA
USD
2017500.00000000
0.148900442083
Long
DBT
CORP
AR
Y
2
2037-01-15
Fixed
7.75000000
N
N
N
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
DC8477119
2400000.00000000
PA
USD
2462642.76000000
0.181753950760
Long
DBT
CORP
IL
Y
2
2036-04-15
Fixed
5.83670000
N
N
N
N
Y
Mizrahi Tefahot Bank Ltd
Mizrahi Tefahot Bank Ltd 5.8367 04/15/2036
USD
XXXX
N
N
N
Turkiye Ihracat Kredi Bankasi AS
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS
90015LAM9
2000000.00000000
PA
USD
2006734.46000000
0.148105897516
Long
DBT
NUSS
TR
Y
2
2031-01-15
Fixed
6.37500000
N
N
N
N
N
N
STC SUKUK CO II LTD
N/A
STC SUKUK CO II LTD
784772AA3
1450000.00000000
PA
USD
1453716.35000000
0.107290709878
Long
DBT
CORP
KY
Y
2
2031-01-15
Fixed
4.48900000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AmWINS Group Inc
03234TBB3
1237500.00000000
PA
USD
1226671.88000000
0.090533821672
Long
LON
CORP
US
N
2
2032-01-30
Variable
5.67300000
N
N
N
N
N
N
Goat Holdco LLC
N/A
Barnes Group Inc, Term Loan B
38021CAC2
2268287.04000000
PA
USD
2264737.17000000
0.167147641049
Long
LON
CORP
US
N
2
2032-01-27
Variable
6.17300000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAZ5
1100000.00000000
PA
USD
1107615.30000000
0.081746918378
Long
DBT
CORP
US
Y
2
2036-01-31
Fixed
5.35000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EU5
875000.00000000
PA
USD
872943.75000000
0.064427117863
Long
DBT
NUSS
CO
N
2
2031-01-21
Fixed
6.12500000
N
N
N
N
N
N
Azule Energy Finance Plc
2138006X6O82RJSQDB63
Azule Energy Finance Plc
05501YAC2
1200000.00000000
PA
USD
1206966.79000000
0.089079498692
Long
DBT
CORP
GB
Y
2
2033-01-22
Fixed
8.62500000
N
N
N
N
N
N
HOPPER MERGER SUB INC
N/A
HOPPER MERGER SUB INC
BL5276755
2000000.00000000
PA
USD
1978750.00000000
0.146040520333
Long
LON
CORP
US
N
2
2033-01-14
Variable
5.91880000
N
N
N
N
N
N
BroadStreet Partners Inc
549300BS9N54G8DD0R75
Broadstreet Partners, Inc., Term Loan B4
11132VAY5
3617079.27000000
PA
USD
3473155.69000000
0.256334283849
Long
LON
CORP
US
N
2
2031-06-16
Variable
6.17300000
N
N
N
N
N
N
Sisecam UK PLC
789000T82YRLMLUOC889
Sisecam UK PLC
829688AC4
2000000.00000000
PA
USD
2074775.04000000
0.153127593893
Long
DBT
CORP
GB
Y
2
2033-01-23
Fixed
8.37500000
N
N
N
N
N
N
UNITK 2026-1A A2
N/A
UNITK 2026-1A A2
49459AAA8
2025000.00000000
PA
USD
2057637.74000000
0.151862785196
Long
ABS-O
CORP
US
Y
2
2056-02-25
Fixed
5.21900000
N
N
N
N
N
N
UNITK 2026-1A A2
N/A
UNITK 2026-1A A2
49459AAE0
1250000.00000000
PA
USD
1279195.13000000
0.094410270318
Long
ABS-O
CORP
US
Y
2
2056-02-25
Fixed
7.65300000
N
N
N
N
N
N
Mitchell International Inc
5493002RDNIGEM7SSV41
Mitchell International Inc
60662WBB7
994962.22000000
PA
USD
923454.29000000
0.068155019591
Long
LON
CORP
US
N
2
2031-06-17
Variable
6.67300000
N
N
N
N
N
N
QTS Issuer ABS II LLC
N/A
QTS Issuer ABS II LLC
74690FAQ9
3000000.00000000
PA
USD
3047341.50000000
0.224907309308
Long
ABS-O
CORP
US
Y
2
2056-01-05
Fixed
5.36400000
N
N
N
N
N
N
Garda World Security Corp
549300ZF1NDXLMCHNO20
Garda World Security Corp
N/A
994974.88000000
PA
USD
994666.44000000
0.073410791891
Long
LON
CORP
CA
N
2
2029-02-01
Variable
6.42102000
N
N
N
N
N
N
DataBank Issuer
N/A
DataBank Issuer
23802WAQ4
2175000.00000000
PA
USD
2199914.19000000
0.162363417812
Long
ABS-O
CORP
US
Y
2
2056-02-25
Fixed
5.81100000
N
N
N
N
N
N
Alera Group Inc
2549003D76KZAKICNX26
Alera Group Inc
01451PAE6
1992500.00000000
PA
USD
1902279.60000000
0.140396665877
Long
LON
CORP
US
N
2
2032-05-28
Variable
6.42300000
N
N
N
N
N
N
Israel Electric Corp Ltd
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
YI2581605
1475000.00000000
PA
USD
1498213.55000000
0.110574800461
Long
DBT
CORP
IL
Y
2
2038-01-28
Fixed
5.63300000
N
N
N
N
N
N
Vitality Re XVII Ltd
N/A
Vitality Re XVII Ltd
92853KAA8
1000000.00000000
PA
USD
998500.00000000
0.073693725611
Long
DBT
CORP
KY
Y
2
2030-01-08
Variable
0.00000000
N
N
N
N
N
N
Banco BTG Pactual SA/Cayman Islands
2549002JHJ73KGETOK78
Banco BTG Pactual SA/Cayman Islands
05971AAM3
1575000.00000000
PA
USD
1574921.25000000
0.116236168709
Long
DBT
CORP
BR
Y
2
2031-01-27
Fixed
5.50000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AQ3
1400000.00000000
PA
USD
1415750.00000000
0.104488624971
Long
DBT
CORP
MX
Y
2
2034-01-28
Fixed
0.00000000
N
N
N
N
N
N
ASURION LLC/ASURION CO
N/A
ASURION LLC/ASURION CO
045941AB7
1500000.00000000
PA
USD
1492749.99000000
0.110171565517
Long
DBT
CORP
US
Y
2
2034-02-01
Fixed
8.37500000
N
N
N
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
27927WAQ5
2800000.00000000
PA
USD
2818200.00000000
0.207995650994
Long
DBT
NUSS
EC
Y
2
2034-01-29
Fixed
8.75000000
N
N
N
N
N
N
Ecuador Government International Bond
5299003Y2U5XK0A35H71
Ecuador Government International Bond
27927WAR3
1075000.00000000
PA
USD
1088437.50000000
0.080331511737
Long
DBT
NUSS
EC
Y
2
2039-01-29
Fixed
9.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082BA0
2000000.00000000
PA
USD
1997531.80000000
0.147426700419
Long
DBT
CORP
CA
N
2
2086-05-24
Fixed
6.50000000
N
N
N
N
N
N
Sotheby's Artfi Master Trust
9845002FA850DM72BA31
Sotheby's Artfi Master Trust
83589DAE6
1000000.00000000
PA
USD
1009358.40000000
0.074495123658
Long
ABS-O
CORP
US
Y
2
2033-06-20
Fixed
6.80000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAX7
1575000.00000000
PA
USD
1574839.26000000
0.116230117484
Long
DBT
CORP
ID
Y
2
2036-02-03
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CPW5
7000000.00000000
PA
USD
7071093.75000000
0.521878059673
Long
DBT
UST
US
N
2
2031-01-31
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-420
N/A
Morgan Stanley Capital I Trust 2015-420
61765BAA0
3022864.92000000
PA
USD
3153395.25000000
0.232734546116
Long
ABS-MBS
CORP
US
Y
2
2050-10-12
Fixed
7.98200000
N
N
N
N
N
N
Muthoot Finance Ltd
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828L2F9
1650000.00000000
PA
USD
1649225.04000000
0.121720117745
Long
DBT
CORP
IN
Y
2
2030-08-04
Fixed
5.75000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
87817JAJ7
2000000.00000000
PA
USD
2001250.00000000
0.147701120059
Long
LON
CORP
US
N
2
2028-06-30
Variable
7.66080000
N
N
N
N
N
N
OHS Issuer LLC
N/A
OHS Issuer LLC
67115SAA7
3000000.00000000
PA
USD
3005901.60000000
0.221848861016
Long
ABS-O
CORP
US
Y
2
2061-02-25
Fixed
6.00000000
N
N
N
N
N
N
Jersey Mike's Funding LLC
N/A
Jersey Mike's Funding LLC
476681AF8
2920000.00000000
PA
USD
2957798.52000000
0.218298640507
Long
ABS-O
CORP
US
Y
2
2056-02-15
Fixed
4.95200000
N
N
N
N
N
N
AI Aqua Merger Sub Inc
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc
00132UAQ7
1492481.20000000
PA
USD
1487817.20000000
0.109807503752
Long
LON
CORP
US
N
2
2028-07-31
Variable
6.41590000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XDZ5
1000000.00000000
PA
USD
1000560.09000000
0.073845769384
Long
DBT
CORP
US
N
2
2036-02-04
Fixed
5.70000000
N
N
N
N
N
N
Republic of Uganda Government Bonds
549300NF1DEFHG8XLQ11
Republic of Uganda Government Bonds
YW1784167
7046000000.00000000
PA
1985470.16000000
0.146536497927
Long
DBT
NUSS
UG
N
2
2039-06-23
Fixed
15.80000000
N
N
N
N
N
N
CARLYLE US CLO 2021-2 LTD
N/A
CARLYLE US CLO 2021-2 LTD
14316KBC8
1000000.00000000
PA
USD
974810.00000000
0.071945298611
Long
ABS-O
CORP
KY
Y
2
2038-04-20
Variable
6.51763000
N
N
N
N
N
N
El Puerto de Liverpool SAB de CV
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
283837AE2
3500000.00000000
PA
USD
3486875.00000000
0.257346829735
Long
DBT
CORP
MX
Y
2
2038-02-10
Fixed
5.75000000
N
N
N
N
N
N
Akbank TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAN0
2975000.00000000
PA
USD
2978995.45000000
0.219863067891
Long
DBT
CORP
TR
Y
2
N/A
Fixed
0.00000000
N
N
N
N
Y
Akbank TAS
Akbank TAS 7.95 08/19/2174
USD
XXXX
N
N
N
PLYM Commercial Mortgage Trust 2026-IND
N/A
PLYM Commercial Mortgage Trust 2026-IND
69292BAG2
3500000.00000000
PA
USD
3506559.70000000
0.258799647843
Long
ABS-MBS
USGSE
US
Y
2
2043-03-15
Variable
5.80000000
N
N
N
N
N
N
HA Sustainable Infrastructure Capital Inc
254900ZZRL7MWL1X8E92
HA Sustainable Infrastructure Capital Inc
41068XAH3
5680000.00000000
PA
USD
5678438.74000000
0.419093947326
Long
DBT
CORP
US
N
2
2056-11-15
Fixed
7.12500000
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AX4
1850000.00000000
PA
USD
1763372.88000000
0.130144734270
Long
DBT
NUSS
CI
Y
2
2041-02-25
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UT3
25000000.00000000
PA
USD
25175781.25000000
1.858084241849
Long
DBT
UST
US
N
2
2046-02-15
Fixed
4.62500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BS8
1400000.00000000
PA
USD
1398891.87000000
0.103244420257
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BW9
600000.00000000
PA
USD
602062.75000000
0.044434899448
Long
DBT
CORP
US
N
2
2056-03-15
Fixed
5.50000000
N
N
N
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAC1
2040000.00000000
PA
USD
2046557.05000000
0.151044981162
Long
DBT
CORP
US
N
2
2032-02-27
Fixed
5.30100000
N
N
N
N
N
N
Idaho Power Co
TN0LL73P2C8X3W6KM391
Idaho Power Co
45138LBM4
980000.00000000
PA
USD
980883.36000000
0.072393539497
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
4.85000000
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP
466317AJ3
939274.95000000
PA
USD
926089.03000000
0.068349475081
Long
ABS-MBS
CORP
US
Y
2
2037-04-15
Variable
5.38935000
N
N
N
N
N
N
ProAmpac PG Borrower LLC
549300ZI6LTXYFEY1578
ProAmpac PG Borrower LLC
74274NAM5
2014505.53000000
PA
USD
1991842.34000000
0.147006793054
Long
LON
CORP
US
N
2
2033-02-22
Variable
7.60000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AX7
1100000.00000000
PA
USD
1099873.56000000
0.081175543653
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
5.62500000
N
N
N
N
N
N
WCORE Commercial Mortgage Trust 2024-CORE
N/A
WCORE Commercial Mortgage Trust 2024-CORE
951913AG7
2000000.00000000
PA
USD
2005898.00000000
0.148044163060
Long
ABS-MBS
USGSE
US
Y
2
2041-11-15
Variable
6.59984000
N
N
N
N
N
N
Neuberger Berman Loan Advisers Clo 51 Ltd
549300E2R8NH2QE50368
Neuberger Berman Loan Advisers Clo 51 Ltd
64135BBC2
1000000.00000000
PA
USD
1001895.00000000
0.073944291658
Long
ABS-O
CORP
JE
Y
2
2036-10-23
Variable
0.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BT3
1955000.00000000
PA
USD
1909898.15000000
0.140958948634
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
N/A
Fixed Income Clearing Corporation
85748R009
12986719.80000000
PA
USD
12986719.80000000
0.958477481754
Long
RA
CORP
US
N
2
Repurchase
N
1.06000000
2026-03-02
12979400.00000000
USD
13246643.12000000
USD
UST
N
N
N
STATE STREET BANK AND TRUST COMPANY
N/A
Fixed Income Clearing Corporation
85748R009
60550000.00000000
PA
USD
60550000.00000000
4.468858373321
Long
RA
CORP
US
N
2
Repurchase
N
3.64000000
2026-03-02
71745000.00000000
USD
61761028.76000000
USD
UST
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
6384977.04000000
NS
USD
6384977.04000000
0.471239605428
Long
STIV
RF
US
N
1
N
N
2026-02-28
Nuveen Investment Funds, Inc.
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting