Full & Historical Holdings

Charter Income Trust


View Historical Holdings by Month
Based on Market Value Based on Equivalent Exposure
CUSIP/SEDOL Ticker Securities
(on 10-31-24)
Shares or Par Amount Value Percent of Net Assets Value Percent of Net Assets Market Cap ($mm) GICS Sectors Country
TUZ24F00 TUZ24F00 UST Bond 2Yr Future DEC 31 24 96 $0.00 0.00% $19,770,749.95 6.92% - U.S. Governments United States
91282CFF 91282CFF US Treasury Note 2.75% AUG 15 32 16,124,000 $14,623,849.07 5.12% $14,623,849.07 5.12% - U.S. Governments United States
OEZ24F00 OEZ24F00 Euro BOBL Future DEC 06 24 111 $0.00 0.00% $14,265,460.54 4.99% - Non U.S. Markets Germany
912810SQ 912810SQ US Treasury Bond 1.125% AUG 15 40 13,919,000 $8,640,134.22 3.02% $8,640,134.22 3.02% - U.S. Governments United States
BYZB94 BYZB94 Australia Government Bond RegS 3.25% JUN 21 39 13,620,000 $7,702,362.84 2.70% $7,702,362.84 2.70% - Non U.S. Markets Australia
91282CHK 91282CHK US Treasury Note 4% JUN 30 28 7,400,000 $7,461,871.92 2.61% $7,461,871.92 2.61% - U.S. Governments United States
91282CHW 91282CHW US Treasury Note 4.125% AUG 31 30 7,000,000 $7,022,384.09 2.46% $7,022,384.09 2.46% - U.S. Governments United States
91282CJZ 91282CJZ US Treasury Note 4% FEB 15 34 6,200,000 $6,118,877.72 2.14% $6,118,877.72 2.14% - U.S. Governments United States
91282CJG 91282CJG US Treasury Note 4.875% OCT 31 30 4,700,000 $4,866,418.11 1.70% $4,866,418.11 1.70% - U.S. Governments United States
912810TS 912810TS US Treasury Bond 3.875% MAY 15 43 4,636,000 $4,310,621.76 1.51% $4,310,621.76 1.51% - U.S. Governments United States
XQZ24F00 XQZ24F00 Canadian Bond 5Yr Future DEC 18 24 45 $0.00 0.00% $3,677,308.15 1.29% - Non U.S. Markets Canada
B068LQ B068LQ Japan Government Thirty Year Bond 2.4% DEC 20 34 431,000,000 $3,254,049.66 1.14% $3,254,049.69 1.14% - Non U.S. Markets Japan
912810TV 912810TV US Treasury Bond 4.75% NOV 15 53 2,732,000 $2,908,911.85 1.02% $2,908,911.85 1.02% - U.S. Governments United States
BJQWYH BJQWYH United Kingdom Gilt RegS 1.25% OCT 22 41 3,501,000 $2,701,320.78 0.95% $2,701,320.78 0.95% - Non U.S. Markets United Kingdom
BJGTKB BJGTKB Korea Treasury Bond 1.875% JUN 10 29 3,274,250,000 $2,277,490.79 0.80% $2,277,490.98 0.80% - Emerging Markets South Korea
BS3D4D BS3D4D Italy Buoni Poliennali Del Tesoro 4.15% OCT 01 39 2,025,000 $2,265,568.19 0.79% $2,265,568.19 0.79% - Non U.S. Markets Italy
91282CKL 91282CKL US Treasury Inflation Indexed Bonds 2.125% APR 15 29 1,946,937 $1,969,485.55 0.69% $1,969,485.54 0.69% - U.S. Governments United States
46138G50 BKLN US Invesco Senior Loan ETF ETF 92,300 $1,937,377.00 0.68% $1,937,377.00 0.68% 7,594.18 ETFs United States
1248EPCD 1248EPCD CCO Holdings LLC 144A 4.75% MAR 01 30 1,977,000 $1,814,067.85 0.63% $1,814,067.85 0.63% - Corporate Debt United States
30251GBC 30251GBC FMG Resources August 2006 Pty Ltd 144A 4.375% APR 01 31 1,788,000 $1,634,235.10 0.57% $1,634,235.10 0.57% - Corporate Debt Australia
BMD3N0 BMD3N0 Korea Treasury Bond 1.375% JUN 10 30 2,446,670,000 $1,633,520.20 0.57% $1,633,520.31 0.57% - Emerging Markets South Korea
BKT1DG BKT1DG Italy Buoni Poliennali Del Tesoro REGS 1.45% MAR 01 36 1,738,000 $1,510,977.19 0.53% $1,510,977.18 0.53% - Non U.S. Markets Italy
BPLM2X BPLM2X China Government Bond 2.88% FEB 25 33 9,820,000 $1,470,526.87 0.51% $1,470,526.87 0.51% - Emerging Markets China
BQXL3H BQXL3H Hellenic Republic Government Bond 3.375% JUN 15 34 1,285,000 $1,423,551.23 0.50% $1,423,551.23 0.50% - Emerging Markets Greece
76774LAC 76774LAC Ritchie Bros Holdings Inc 144A 7.75% MAR 15 31 1,296,000 $1,378,287.94 0.48% $1,378,287.94 0.48% - Corporate Debt Canada
BT386064 BT386064 Japan Government Thirty Year Bond 0.7% DEC 20 51 295,000,000 $1,376,989.99 0.48% $1,376,989.99 0.48% - Non U.S. Markets Japan
18539UAD 18539UAD Clearway Energy Operating LLC 144A 3.75% FEB 15 31 1,455,000 $1,310,387.65 0.46% $1,310,387.65 0.46% - Corporate Debt United States
893647BL 893647BL TransDigm Inc 5.5% NOV 15 27 1,235,000 $1,255,517.19 0.44% $1,255,517.19 0.44% - Corporate Debt United States
BP2C76 BP2C76 Adani Electricity Mumbai Ltd RegS 3.867% JUL 22 31 1,440,000 $1,235,710.15 0.43% $1,235,710.15 0.43% - Emerging Markets India
BPVBWV BPVBWV CHS/Community Health Systems Inc 144A 5.25% MAY 15 30 1,365,000 $1,224,324.24 0.43% $1,224,324.24 0.43% - Corporate Debt United States
78466CAC 78466CAC SS&C Technologies Inc 144A 5.5% SEP 30 27 1,202,000 $1,202,915.58 0.42% $1,202,915.58 0.42% - Corporate Debt United States
1248EPCE 1248EPCE CCO Holdings LLC 144A 4.5% AUG 15 30 1,323,000 $1,194,191.26 0.42% $1,194,191.26 0.42% - Corporate Debt United States
432833AF 432833AF Hilton Domestic Operating Co Inc 4.875% JAN 15 30 1,213,000 $1,192,743.10 0.42% $1,192,743.10 0.42% - Corporate Debt United States
BRRDYG BRRDYG Italy Buoni Poliennali Del Tesoro RegS 4.1% FEB 01 29 1,030,000 $1,182,525.64 0.41% $1,182,525.64 0.41% - Non U.S. Markets Italy
749571AJ 749571AJ RHP Hotel Properties LP 144A 7.25% JUL 15 28 1,109,000 $1,173,946.61 0.41% $1,173,946.61 0.41% - Corporate Debt United States
98953GAD 98953GAD Ziggo Bond Co BV 144A 5.125% FEB 28 30 1,265,000 $1,164,049.21 0.41% $1,164,049.21 0.41% - Corporate Debt Netherlands
BP0Y0C BP0Y0C Spain Government Bond 3.9% JUL 30 39 1,003,000 $1,162,081.68 0.41% $1,162,081.67 0.41% - Non U.S. Markets Spain
12511VAA 12511VAA Churchill Downs Inc 144A 5.75% APR 01 30 1,171,000 $1,158,409.84 0.41% $1,158,409.84 0.41% - Corporate Debt United States
893647BS 893647BS TransDigm Inc 144A 6.875% DEC 15 30 1,098,000 $1,154,054.24 0.40% $1,154,054.24 0.40% - Corporate Debt United States
205768AS 205768AS Comstock Resources Inc 144A 6.75% MAR 01 29 1,189,000 $1,152,043.50 0.40% $1,152,043.50 0.40% - Corporate Debt United States
019576AB 019576AB Allied Universal Holdco LLC 144A 9.75% JUN 15 27 1,071,000 $1,104,326.67 0.39% $1,104,326.66 0.39% - Corporate Debt United States
BD05CV BD05CV Southern Gas Corridor CJSC RegS 6.875% MAR 24 26 1,065,000 $1,092,962.61 0.38% $1,092,962.61 0.38% - Emerging Markets Azerbaijan
74168LAA 74168LAA Primo Water Holdings Inc 144A 4.375% APR 30 29 1,148,000 $1,081,703.95 0.38% $1,081,703.95 0.38% - Corporate Debt Canada
BNVQS1 BNVQS1 European Union RegS 3.375% OCT 05 54 983,433 $1,062,488.86 0.37% $1,062,488.86 0.37% - Non U.S. Markets Supranational
98313RAH 98313RAH Wynn Macau Ltd 144A 5.625% AUG 26 28 1,083,000 $1,050,500.20 0.37% $1,050,500.20 0.37% - Emerging Markets Macau
05605HAC 05605HAC BWX Technologies Inc 144A 4.125% APR 15 29 1,096,000 $1,040,237.85 0.36% $1,040,237.86 0.36% - Corporate Debt United States
449691AC 449691AC Iliad Holding SASU 144A 7% OCT 15 28 1,012,000 $1,028,224.00 0.36% $1,028,224.00 0.36% - Corporate Debt France
699149AH 699149AH Paraguay Government International Bond 144A 5.4% MAR 30 50 1,150,000 $1,023,672.50 0.36% $1,023,672.50 0.36% - Emerging Markets Paraguay
46266TAA 46266TAA IQVIA Inc 144A 5% MAY 15 27 1,010,000 $1,020,324.68 0.36% $1,020,324.68 0.36% - Corporate Debt United States
BKRQD0 BKRQD0 Japan Government Twenty Year Bond 0.3% DEC 20 39 183,250,000 $1,019,620.13 0.36% $1,019,620.13 0.36% - Non U.S. Markets Japan
63861CAA 63861CAA Nationstar Mortgage Holdings Inc 144A 6% JAN 15 27 1,003,000 $1,017,087.81 0.36% $1,017,087.80 0.36% - Corporate Debt United States
88033GDQ 88033GDQ Tenet Healthcare Corp 6.125% JUN 15 30 978,000 $1,005,208.83 0.35% $1,005,208.83 0.35% - Corporate Debt United States
BKLX9G BKLX9G EP Infrastructure AS RegS 2.045% OCT 09 28 996,000 $1,002,998.47 0.35% $1,002,998.48 0.35% - Emerging Markets Czech Republic
BKPQWC BKPQWC Japan Government Thirty Year Bond 0.4% MAR 20 50 225,900,000 $1,000,344.60 0.35% $1,000,344.60 0.35% - Non U.S. Markets Japan
98311AAB 98311AAB Wyndham Hotels & Resorts Inc 144A 4.375% AUG 15 28 1,040,000 $999,447.40 0.35% $999,447.40 0.35% - Corporate Debt United States
70137WAL 70137WAL Parkland Corp 144A 4.625% MAY 01 30 1,055,000 $994,081.46 0.35% $994,081.45 0.35% - Corporate Debt Canada
019736AG 019736AG Allison Transmission Inc 144A 3.75% JAN 30 31 1,105,000 $991,125.74 0.35% $991,125.74 0.35% - Corporate Debt United States
05825XAA 05825XAA Baldwin Insurance Group Holdings LLC 144A 7.125% MAY 15 31 941,000 $988,974.92 0.35% $988,974.92 0.35% - Corporate Debt United States
26885BAC 26885BAC EQM Midstream Partners LP 5.5% JUL 15 28 980,000 $988,553.20 0.35% $988,553.20 0.35% - Corporate Debt United States
BD35RT BD35RT Ivory Coast Government International Bond RegS 5.250 MAR 22 30 929,000 $987,499.28 0.35% $987,499.28 0.35% - Emerging Markets Ivory Coast
44332PAH 44332PAH HUB International Ltd 144A 7.25% JUN 15 30 931,000 $987,615.86 0.35% $987,615.87 0.35% - Corporate Debt United States
01883LAG 01883LAG Alliant Holdings Intermediate LLC 144A 6.5% OCT 01 31 975,000 $972,841.38 0.34% $972,841.38 0.34% - Corporate Debt United States
131347CM 131347CM Calpine Corp 144A 4.5% FEB 15 28 999,000 $971,680.85 0.34% $971,680.85 0.34% - Corporate Debt United States
896288AA 896288AA TriNet Group Inc 144A 3.5% MAR 01 29 1,061,000 $970,966.02 0.34% $970,966.02 0.34% - Corporate Debt United States
BDCPB1 BDCPB1 Tengizchevroil Finance Co International Ltd RegS 4% AUG 15 26 987,000 $963,983.60 0.34% $963,983.60 0.34% - Emerging Markets Kazakhstan
00185PAA 00185PAA APi Group DE Inc 144A 4.75% OCT 15 29 1,009,000 $959,667.78 0.34% $959,667.78 0.34% - Corporate Debt United States
05480AAA 05480AAA Azorra Finance Ltd 144A 7.75% APR 15 30 967,000 $958,194.68 0.34% $958,194.68 0.34% - Emerging Markets Cayman Islands
90290MAD 90290MAD US Foods Inc 144A 4.75% FEB 15 29 982,000 $955,841.98 0.33% $955,841.97 0.33% - Corporate Debt United States
87470LAD 87470LAD Tallgrass Energy Partners LP 144A 5.5% JAN 15 28 977,000 $954,109.03 0.33% $954,109.03 0.33% - Corporate Debt United States
92332YAB 92332YAB Venture Global LNG Inc 144A 8.375% JUN 01 31 886,000 $951,192.62 0.33% $951,192.62 0.33% - Corporate Debt United States
78410GAG 78410GAG SBA Communications Corp 3.125% FEB 01 29 1,029,000 $944,472.18 0.33% $944,472.18 0.33% - Corporate Debt United States
896215AH 896215AH TriMas Corp 144A 4.125% APR 15 29 1,009,000 $943,415.94 0.33% $943,415.94 0.33% - Corporate Debt United States
96950GAE 96950GAE Williams Scotsman Inc 144A 4.625% AUG 15 28 971,000 $937,684.11 0.33% $937,684.11 0.33% - Corporate Debt United States
38016LAC 38016LAC Go Daddy Operating Co LLC 144A 3.5% MAR 01 29 1,008,000 $936,154.53 0.33% $936,154.53 0.33% - Corporate Debt United States
159864AG 159864AG Charles River Laboratories International Inc 144A 3.75% MAR 15 29 1,014,000 $934,405.83 0.33% $934,405.83 0.33% - Corporate Debt United States
06237MAC 06237MAC Bank Gospodarstwa Krajowego 144A 5.75% JUL 09 34 909,000 $933,423.82 0.33% $933,423.82 0.33% - Emerging Markets Poland
737446AQ 737446AQ Post Holdings Inc 144A 4.625% APR 15 30 993,000 $930,085.86 0.33% $930,085.86 0.33% - Corporate Debt United States
82983MAB 82983MAB Sitio Royalties Operating Partnership LP 144A 7.875% NOV 01 28 857,000 $923,385.98 0.32% $923,385.98 0.32% - Corporate Debt United States
88104LAE 88104LAE TerraForm Power Operating LLC 144A 5% JAN 31 28 925,000 $915,430.68 0.32% $915,430.68 0.32% - Corporate Debt United States
71654QDB 71654QDB Petroleos Mexicanos 6.49% JAN 23 27 904,000 $906,960.98 0.32% $906,960.98 0.32% - Emerging Markets Mexico
47077WAD 47077WAD Jane Street Group 144A 6.125% NOV 01 32 902,000 $904,118.49 0.32% $904,118.48 0.32% - Corporate Debt United States
00402D2B 00402D2B Abu Dhabi Developmental Holding Co PJSC 144A 5.5% MAY 08 34 855,000 $901,461.17 0.32% $901,461.18 0.32% - Emerging Markets United Arab Emirates
682357AA 682357AA 180 Medical Inc 144A 4.000 SEP 30 29 965,000 $899,176.98 0.31% $899,176.99 0.31% - Corporate Debt United Kingdom
450913AF 450913AF IAMGOLD Corp 144A 5.75% OCT 15 28 919,000 $898,339.65 0.31% $898,339.64 0.31% - Emerging Markets Burkina Faso
36261NAA 36261NAA GYP Holdings III Corp 144A 4.625% MAY 01 29 917,000 $886,822.54 0.31% $886,822.54 0.31% - Corporate Debt United States
900123DK 900123DK Turkiye Government International Bond 7.625% MAY 15 34 830,000 $884,601.32 0.31% $884,601.32 0.31% - Emerging Markets Turkey
00253XAB 00253XAB American Airlines Inc/AAdvantage Loyalty IP Ltd 144A 5.75% APR 20 29 880,123 $873,077.04 0.31% $873,077.04 0.31% - Corporate Debt United States
28618MAA 28618MAA Element Solutions Inc 144A 3.875% SEP 01 28 900,000 $872,792.67 0.31% $872,792.67 0.31% - Corporate Debt United States
BMY0LP BMY0LP Oman Government International Bond RegS 7% JAN 25 51 800,000 $868,971.73 0.30% $868,971.73 0.30% - Emerging Markets Oman
92770QAA 92770QAA Virgin Media Vendor Financing Notes IV DAC 144A 5% JUL 15 28 891,000 $867,097.25 0.30% $867,097.25 0.30% - Corporate Debt United Kingdom
36257BAA 36257BAA Garda World Security Corp 144A 9.5% NOV 01 27 822,000 $861,709.18 0.30% $861,709.18 0.30% - Corporate Debt Canada
71677KAB 71677KAB PetSmart Inc 144A 7.75% FEB 15 29 870,000 $858,648.95 0.30% $858,648.95 0.30% - Corporate Debt United States
12769GAB 12769GAB Caesars Entertainment Inc 144A 7% FEB 15 30 823,000 $855,780.12 0.30% $855,780.12 0.30% - Corporate Debt United States
25714PEE 25714PEE Dominican Republic International Bond 144A 5.875% JAN 30 60 948,000 $852,162.26 0.30% $852,162.26 0.30% - Emerging Markets Dominican Republic
703343AH 703343AH Patrick Industries Inc 144A 6.375% NOV 01 32 860,000 $851,876.56 0.30% $851,876.55 0.30% - Corporate Debt United States
83002YAA 83002YAA Six Flags Entertainment Corp 144A 6.625% MAY 01 32 803,000 $844,600.20 0.30% $844,600.20 0.30% - Corporate Debt United States
74112BAL 74112BAL Prestige Brands Inc 144A 5.125% JAN 15 28 836,000 $831,207.94 0.29% $831,207.95 0.29% - Corporate Debt United States
29103CAA 29103CAA EMRLD Borrower LP 144A 6.625% DEC 15 30 788,000 $821,136.01 0.29% $821,136.01 0.29% - Corporate Debt United States
BKTFDX BKTFDX China Government Bond 3.13% NOV 21 29 5,400,000 $818,323.93 0.29% $818,323.93 0.29% - Emerging Markets China
615394AM 615394AM Moog Inc 144A 4.25% DEC 15 27 840,000 $814,286.98 0.28% $814,286.97 0.28% - Corporate Debt United States
02352NAA 02352NAA Amer Sports Co 144A 6.75% FEB 16 31 791,000 $812,469.32 0.28% $812,469.32 0.28% - Corporate Debt Finland
487526AC 487526AC KeHE Distributors LLC 144A 9% FEB 15 29 769,000 $810,880.44 0.28% $810,880.44 0.28% - Corporate Debt United States
62482BAB 62482BAB Medline Borrower LP 144A 5.25% OCT 01 29 833,000 $810,489.00 0.28% $810,488.99 0.28% - Corporate Debt United States
058498AW 058498AW Ball Corp 2.875% AUG 15 30 922,000 $808,024.25 0.28% $808,024.24 0.28% - Corporate Debt United States
05352TAA 05352TAA Avantor Funding Inc 144A 4.625% JUL 15 28 815,000 $799,139.58 0.28% $799,139.57 0.28% - Corporate Debt United States
23345MAB 23345MAB DT Midstream Inc 144A 4.375% JUN 15 31 853,000 $798,787.65 0.28% $798,787.65 0.28% - Corporate Debt United States
78433BAB 78433BAB SCIH Salt Holdings Inc 144A 6.625% MAY 01 29 793,000 $796,137.43 0.28% $796,137.43 0.28% - Corporate Debt United States
BRDXH1 BRDXH1 Albania Government International Bond RegS 5.9% JUN 09 28 682,000 $795,496.77 0.28% $795,496.77 0.28% - Emerging Markets Albania
853496AG 853496AG Standard Industries Inc/NY 144A 4.375% JUL 15 30 847,000 $789,268.35 0.28% $789,268.35 0.28% - Corporate Debt United States
29261AAB 29261AAB Encompass Health Corp 4.75% FEB 01 30 810,000 $788,685.74 0.28% $788,685.74 0.28% - Corporate Debt United States
23345MAA 23345MAA DT Midstream Inc 144A 4.125% JUN 15 29 826,000 $788,533.82 0.28% $788,533.82 0.28% - Corporate Debt United States
BG205D BG205D Angolan Government International Bond RegS 9.375% MAY 08 48 870,000 $772,365.70 0.27% $772,365.70 0.27% - Emerging Markets Angola
69867RAA 69867RAA Panther Escrow Issuer LLC 144A 7.125% JUN 01 31 724,000 $770,377.65 0.27% $770,377.65 0.27% - Corporate Debt United States
69346VAA 69346VAA Performance Food Group Inc 144A 5.5% OCT 15 27 773,000 $768,338.23 0.27% $768,338.23 0.27% - Corporate Debt United States
703343AC 703343AC Patrick Industries Inc 144A 7.5% OCT 15 27 767,000 $768,117.62 0.27% $768,117.62 0.27% - Corporate Debt United States
BN6QP6 BN6QP6 European Union RegS 3.375% NOV 04 42 675,000 $767,275.01 0.27% $767,275.00 0.27% - Non U.S. Markets Supranational
225310AQ 225310AQ Credit Acceptance Corp 144A 9.25% DEC 15 28 695,000 $759,705.75 0.27% $759,705.75 0.27% - Corporate Debt United States
25714PEP 25714PEP Dominican Republic International Bond 144A 5.5% FEB 22 29 761,000 $754,372.98 0.26% $754,372.97 0.26% - Emerging Markets Dominican Republic
68622TAB 68622TAB Organon & Co 144A 5.125% APR 30 31 825,000 $752,523.14 0.26% $752,523.14 0.26% - Corporate Debt United States
86765KAC 86765KAC Sunoco LP 144A 7.25% MAY 01 32 697,000 $751,001.74 0.26% $751,001.74 0.26% - Corporate Debt United States
163851AH 163851AH Chemours Co 144A 4.625% NOV 15 29 838,000 $745,430.48 0.26% $745,430.49 0.26% - Corporate Debt United States
005095AA 005095AA Acushnet Co 144A 7.375% OCT 15 28 711,000 $743,748.50 0.26% $743,748.50 0.26% - Corporate Debt United States
92332YAC 92332YAC Venture Global LNG Inc 144A 9.5% FEB 01 29 656,000 $740,660.08 0.26% $740,660.08 0.26% - Corporate Debt United States
670001AE 670001AE Novelis Corp 144A 4.75% JAN 30 30 780,000 $740,118.02 0.26% $740,118.02 0.26% - Corporate Debt United States
350392AA 350392AA Foundation Building Materials Inc 144A 6% MAR 01 29 828,000 $739,846.65 0.26% $739,846.65 0.26% - Corporate Debt United States
55282XAJ 55282XAJ MF1 Multifamily Housing Mortgage Loan Trust 144A 7.395% JUL 15 36 755,000 $738,503.73 0.26% $738,503.73 0.26% - Commercial Mortgage-Backed Securities United States
BWC9V0 BWC9V0 State Oil Co of the Azerbaijan Republic RegS 6.95% MAR 18 30 700,000 $737,293.47 0.26% $737,293.47 0.26% - Emerging Markets Azerbaijan
82556FAB 82556FAB Shriram Finance Ltd 144A 6.15% APR 03 28 738,000 $735,233.70 0.26% $735,233.70 0.26% - Emerging Markets India
039853AA 039853AA Ardonagh Finco Ltd 144A 7.75% FEB 15 31 701,000 $734,637.80 0.26% $734,637.80 0.26% - Corporate Debt United Kingdom
143658BN 143658BN Carnival Corp 144A 5.75% MAR 01 27 721,000 $730,068.98 0.26% $730,068.98 0.26% - Corporate Debt United States
00840KAA 00840KAA AG TTMT Escrow Issuer LLC 144A 8.625% SEP 30 27 700,000 $728,382.26 0.25% $728,382.26 0.25% - Corporate Debt United States
BNTDWH BNTDWH Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 144A 6.625% JUL 15 30 699,000 $726,337.15 0.25% $726,337.15 0.25% - Corporate Debt United States
7846ELAE 7846ELAE SNF Group SACA 144A 3.375% MAR 15 30 805,000 $725,096.18 0.25% $725,096.18 0.25% - Corporate Debt France
15239XAA 15239XAA Central American Bottling Corp 144A 5.25% APR 27 29 755,000 $724,664.57 0.25% $724,664.58 0.25% - Emerging Markets Guatemala
36168QAL 36168QAL GFL Environmental Inc 144A 4% AUG 01 28 758,000 $724,464.64 0.25% $724,464.64 0.25% - Corporate Debt United States
92332YAF 92332YAF Venture Global LNG Inc 144A FRB MAR 30 73 718,000 $721,197.16 0.25% $721,197.17 0.25% - Corporate Debt United States
05508WAC 05508WAC B&G Foods Inc 144A 8% SEP 15 28 685,000 $718,648.04 0.25% $718,648.04 0.25% - Corporate Debt United States
BSY4VX BSY4VX Bulgaria Government International Bond RegS 5% MAR 05 37 742,000 $716,955.92 0.25% $716,955.93 0.25% - Emerging Markets Bulgaria
12685JAC 12685JAC Cable One Inc 144A 4% NOV 15 30 887,000 $715,440.58 0.25% $715,440.58 0.25% - Corporate Debt United States
07556QBU 07556QBU Beazer Homes USA Inc 144A 7.5% MAR 15 31 689,000 $714,913.52 0.25% $714,913.52 0.25% - Corporate Debt United States
644274AH 644274AH New Enterprise Stone & Lime Co Inc 144A 5.25% JUL 15 28 722,000 $709,814.83 0.25% $709,814.83 0.25% - Corporate Debt United States
983133AA 983133AA Wynn Resorts Finance LLC 144A 5.125% OCT 01 29 727,000 $708,891.69 0.25% $708,891.68 0.25% - Corporate Debt United States
USZ24F00 USZ24F00 UST Bond 30Yr Future DEC 19 24 6 $0.00 0.00% $707,812.50 0.25% - U.S. Governments United States
45434M2C 45434M2C Indian Railway Finance Corp Ltd RegS 2.8% FEB 10 31 800,000 $704,796.80 0.25% $704,796.80 0.25% - Emerging Markets India
BMCVTL BMCVTL Ipoteka-Bank ATIB RegS 5.5% NOV 19 25 700,000 $703,501.40 0.25% $703,501.40 0.25% - Emerging Markets Uzbekistan
67059TAH 67059TAH NuStar Logistics LP 6.375% OCT 01 30 692,000 $703,486.16 0.25% $703,486.16 0.25% - Corporate Debt United States
88032XAD 88032XAD Tencent Holdings Ltd RegS 3.8% FEB 11 25 700,000 $703,081.32 0.25% $703,081.32 0.25% - Emerging Markets China
19416MAB 19416MAB Permian Resources Operating LLC 144A 5.875% JUL 01 29 699,000 $702,766.86 0.25% $702,766.86 0.25% - Corporate Debt United States
70959WAK 70959WAK Penske Automotive Group Inc 3.75% JUN 15 29 756,000 $702,484.47 0.25% $702,484.47 0.25% - Corporate Debt United States
29163VAG 29163VAG Empire Communities Corp 144A 9.75% MAY 01 29 642,000 $702,421.62 0.25% $702,421.62 0.25% - Corporate Debt Canada
91740PAG 91740PAG USA Compression Partners LP 144A 7.125% MAR 15 29 683,000 $701,848.87 0.25% $701,848.86 0.25% - Corporate Debt United States
CNZ24F00 CNZ24F00 Canadian Bond 10Yr Future DEC 18 24 8 $0.00 0.00% $700,915.72 0.25% - Non U.S. Markets Canada
03969YAA 03969YAA Ardagh Metal Packaging Finance USA LLC 144A 3.25% SEP 01 28 765,000 $700,772.30 0.25% $700,772.29 0.25% - Corporate Debt United States
92769VAJ 92769VAJ Virgin Media Finance PLC 144A 5% JUL 15 30 800,000 $699,501.30 0.24% $699,501.30 0.24% - Corporate Debt United Kingdom
98372MAC 98372MAC XHR LP 144A 4.875% JUN 01 29 729,000 $699,085.76 0.24% $699,085.76 0.24% - Corporate Debt United States
284902AF 284902AF Eldorado Gold Corp 144A 6.25% SEP 01 29 701,000 $696,973.01 0.24% $696,973.01 0.24% - Emerging Markets Turkey
126307AS 126307AS CSC Holdings LLC 144A 5.375% FEB 01 28 800,000 $695,430.28 0.24% $695,430.28 0.24% - Corporate Debt United States
50221DAA 50221DAA LSF11 A5 HoldCo LLC 144A 6.625% OCT 15 29 680,000 $695,277.18 0.24% $695,277.18 0.24% - Corporate Debt United States
69331CAJ 69331CAJ PG&E Corp 5.25% JUL 01 30 696,000 $690,463.46 0.24% $690,463.46 0.24% - Corporate Debt United States
98313RAD 98313RAD Wynn Macau Ltd 144A 5.5% OCT 01 27 705,000 $686,378.22 0.24% $686,378.22 0.24% - Emerging Markets Macau
BYM54C BYM54C Australia Government Bond RegS 3.000 MAR 21 47 1,405,000 $685,814.89 0.24% $685,814.89 0.24% - Non U.S. Markets Australia
85511XAC 85511XAC Star Energy Geothermal Wayang Windu Ltd 144A 6.75% APR 24 33 673,480 $684,406.87 0.24% $684,406.88 0.24% - Emerging Markets Indonesia
65342QAB 65342QAB NextEra Energy Operating Partners LP 144A 4.5% SEP 15 27 707,000 $682,788.43 0.24% $682,788.43 0.24% - Corporate Debt United States
BLNM9X BLNM9X India Government Bond 7.18% AUG 14 33 55,500,000 $681,424.89 0.24% $681,424.89 0.24% - Emerging Markets India
55337PAA 55337PAA MIWD Holdco II LLC 144A 5.5% FEB 01 30 702,000 $680,363.45 0.24% $680,363.45 0.24% - Corporate Debt United States
69867DAC 69867DAC Clarios Global LP 144A 8.5% MAY 15 27 651,000 $679,993.87 0.24% $679,993.88 0.24% - Corporate Debt United States
91087BAK 91087BAK Mexico Government International Bond 4.75% APR 27 32 727,000 $675,490.07 0.24% $675,490.08 0.24% - Emerging Markets Mexico
013305AA 013305AA Albion Financing 2 Sarl 144A 8.75% APR 15 27 635,000 $671,634.14 0.24% $671,634.14 0.24% - Corporate Debt Luxembourg
96350RAA 96350RAA White Cap Buyer LLC 144A 6.875% OCT 15 28 666,000 $670,226.81 0.23% $670,226.81 0.23% - Corporate Debt United States
BTL1DB BTL1DB Japan Government Twenty Year Bond 1.2% DEC 20 34 99,000,000 $669,507.84 0.23% $669,507.85 0.23% - Non U.S. Markets Japan
031921AB 031921AB AmWINS Group Inc 144A 4.875% JUN 30 29 698,000 $668,394.34 0.23% $668,394.34 0.23% - Corporate Debt United States
576485AF 576485AF Matador Resources Co 144A 6.875% APR 15 28 654,000 $667,820.03 0.23% $667,820.04 0.23% - Corporate Debt United States
34960PAD 34960PAD Fortress Transportation and Infrastructure Investors LLC 144A 5.5% MAY 01 28 657,000 $662,164.87 0.23% $662,164.87 0.23% - Corporate Debt United States
056623AA 056623AA Baffinland Iron Mines Corp 144A 8.75% JUL 15 26 708,000 $659,113.17 0.23% $659,113.16 0.23% - Corporate Debt Canada
92332YAA 92332YAA Venture Global LNG Inc 144A 8.125% JUN 01 28 613,000 $656,913.59 0.23% $656,913.58 0.23% - Corporate Debt United States
BQHN1Z BQHN1Z Costa Rica Government International Bond RegS 7.3% NOV 13 54 600,000 $653,740.00 0.23% $653,740.00 0.23% - Emerging Markets Costa Rica
50201DAA 50201DAA LCPR Senior Secured Financing DAC 6.75% OCT 15 27 693,000 $651,641.50 0.23% $651,641.50 0.23% - Corporate Debt United States
29245JAP 29245JAP Empresa Nacional del Petroleo 144A 5.95% JUL 30 34 635,000 $650,244.62 0.23% $650,244.62 0.23% - Emerging Markets Chile
008911BK 008911BK Air Canada 144A 3.875% AUG 15 26 666,000 $649,726.13 0.23% $649,726.13 0.23% - Corporate Debt Canada
04020JAA 04020JAA Aretec Group Inc 144A 10% AUG 15 30 585,000 $649,768.92 0.23% $649,768.92 0.23% - Corporate Debt United States
445545AQ 445545AQ Hungary Government International Bond 144A 5.5% JUN 16 34 650,000 $648,651.25 0.23% $648,651.25 0.23% - Emerging Markets Hungary
98927UAA 98927UAA Zegona Finance PLC 144A 8.625% JUL 15 29 598,000 $646,537.67 0.23% $646,537.67 0.23% - Corporate Debt United Kingdom
060335AB 060335AB Banijay Entertainment SAS 144A 8.125% MAY 01 29 600,000 $646,502.62 0.23% $646,502.62 0.23% - Corporate Debt France
131347CN 131347CN Calpine Corp 144A 5.125% MAR 15 28 656,000 $645,427.65 0.23% $645,427.65 0.23% - Corporate Debt United States
92682RAA 92682RAA Viking Ocean Cruises Ship VII Ltd 144A 5.625% FEB 15 29 644,000 $642,740.72 0.22% $642,740.72 0.22% - Corporate Debt United States
46590XAU 46590XAU JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3.625% JAN 15 32 713,000 $636,984.02 0.22% $636,984.01 0.22% - Corporate Debt United States
401494AY 401494AY Guatemala Government Bond 144A 6.05% AUG 06 31 630,000 $636,479.37 0.22% $636,479.38 0.22% - Emerging Markets Guatemala
948565AD 948565AD Weekley Homes LLC 144A 4.875% SEP 15 28 661,000 $635,714.88 0.22% $635,714.88 0.22% - Corporate Debt United States
14985VAE 14985VAE CCM Merger Inc 144A 6.375% MAY 01 26 617,000 $634,677.61 0.22% $634,677.61 0.22% - Corporate Debt United States
46266TAD 46266TAD IQVIA Inc 144A 6.5% MAY 15 30 600,000 $634,320.73 0.22% $634,320.73 0.22% - Corporate Debt United States
BF2F61 BF2F61 Eskom Holdings SOC Ltd RegS 6.35% AUG 10 28 624,000 $632,975.68 0.22% $632,975.68 0.22% - Emerging Markets South Africa
17302XAN 17302XAN CITGO Petroleum Corp 144A 8.375% JAN 15 29 594,000 $632,536.78 0.22% $632,536.77 0.22% - Corporate Debt United States
46284VAE 46284VAE Iron Mountain Inc 144A 5.25% MAR 15 28 639,000 $631,413.83 0.22% $631,413.83 0.22% - Corporate Debt United States
498894AA 498894AA Knife River Corp 144A 7.75% MAY 01 31 579,000 $629,003.02 0.22% $629,003.02 0.22% - Corporate Debt United States
71654QCC 71654QCC Petroleos Mexicanos 6.75% SEP 21 47 866,000 $626,516.53 0.22% $626,516.53 0.22% - Emerging Markets Mexico
BF3FX6 BF3FX6 Millicom International Cellular SA RegS 5.125% JAN 15 28 635,400 $625,239.17 0.22% $625,239.18 0.22% - Emerging Markets Guatemala
024747AG 024747AG American Builders & Contractors Supply Co Inc 144A 3.875% NOV 15 29 670,000 $621,252.96 0.22% $621,252.96 0.22% - Corporate Debt United States
59565JAA 59565JAA Stagwell Global LLC 144A 5.625% AUG 15 29 642,000 $618,113.94 0.22% $618,113.94 0.22% - Corporate Debt United States
88104UAC 88104UAC Terraform Global Operating LP 144A 6.125% MAR 01 26 610,000 $614,774.85 0.22% $614,774.86 0.22% - Emerging Markets Brazil
917935AA 917935AA Uzbek Industrial and Construction Bank ATB 144A 8.95% JUL 24 29 597,000 $614,480.34 0.22% $614,480.33 0.22% - Emerging Markets Uzbekistan
62957HAQ 62957HAQ Nabors Industries Inc 144A 8.875% AUG 15 31 630,000 $610,992.93 0.21% $610,992.93 0.21% - Corporate Debt United States
89686QAB 89686QAB Trivium Packaging Finance BV 144A 8.5% AUG 15 27 601,000 $609,989.12 0.21% $609,989.12 0.21% - Corporate Debt Netherlands
20600DAA 20600DAA Concentra Escrow Issuer Corp 144A 6.875% JUL 15 32 579,000 $606,319.50 0.21% $606,319.50 0.21% - Corporate Debt United States
93710WAA 93710WAA WASH Multifamily Acquisition Inc 144A 5.75% APR 15 26 605,000 $605,052.61 0.21% $605,052.61 0.21% - Corporate Debt United States
292554AQ 292554AQ Encore Capital Group Inc 144A 9.25% APR 01 29 558,000 $598,432.87 0.21% $598,432.87 0.21% - Corporate Debt United States
92328MAB 92328MAB Venture Global Calcasieu Pass LLC 144A 4.125% AUG 15 31 650,000 $598,093.95 0.21% $598,093.95 0.21% - Corporate Debt United States
38869AAE 38869AAE Graphic Packaging International LLC 144A 6.375% JUL 15 32 575,000 $597,238.70 0.21% $597,238.70 0.21% - Corporate Debt United States
858912AG 858912AG Stericycle Inc 144A 3.875% JAN 15 29 601,000 $597,367.90 0.21% $597,367.90 0.21% - Corporate Debt United States
039524AB 039524AB Arches Buyer Inc 144A 6.125% DEC 01 28 659,000 $596,823.57 0.21% $596,823.57 0.21% - Corporate Debt United States
58506DAA 58506DAA Medline Borrower LP/Medline Co-Issuer Inc 144A 6.25% APR 01 29 583,000 $596,206.31 0.21% $596,206.31 0.21% - Corporate Debt United States
780153BK 780153BK Royal Caribbean Cruises Ltd 144A 5.375% JUL 15 27 587,000 $595,213.59 0.21% $595,213.59 0.21% - Corporate Debt United States
92328MAA 92328MAA Venture Global Calcasieu Pass LLC 144A 3.875% AUG 15 29 639,000 $594,414.58 0.21% $594,414.58 0.21% - Corporate Debt United States
24665FAD 24665FAD Delek Logistics Partners LP 144A 8.625% MAR 15 29 573,000 $594,236.43 0.21% $594,236.43 0.21% - Corporate Debt United States
35640YAH 35640YAH Freedom Mortgage Corp 144A 7.625% MAY 01 26 566,000 $589,616.92 0.21% $589,616.92 0.21% - Corporate Debt United States
472481AB 472481AB Jefferson Capital Holdings LLC 144A 9.5% FEB 15 29 544,000 $589,539.38 0.21% $589,539.39 0.21% - Corporate Debt United States
31556TAC 31556TAC Fertitta Entertainment LLC 144A 6.75% JAN 15 30 634,000 $589,211.64 0.21% $589,211.64 0.21% - Corporate Debt United States
85205TAR 85205TAR Spirit AeroSystems Inc 144A 9.75% NOV 15 30 508,000 $586,755.91 0.21% $586,755.92 0.21% - Corporate Debt United States
914906AZ 914906AZ Univision Communications Inc 144A 8.5% JUL 31 31 574,000 $583,723.33 0.20% $583,723.33 0.20% - Corporate Debt United States
62886HBP 62886HBP NCL Corp Ltd 144A 6.25% MAR 01 30 580,000 $578,109.43 0.20% $578,109.43 0.20% - Corporate Debt United States
836205BE 836205BE Republic of South Africa Government International Bond 7.3% APR 20 52 611,000 $577,902.47 0.20% $577,902.47 0.20% - Emerging Markets South Africa
78410GAD 78410GAD SBA Communications Corp 3.875% FEB 15 27 591,000 $576,829.57 0.20% $576,829.57 0.20% - Corporate Debt United States
BS29LK BS29LK Avis Budget Finance Plc 144A 7.25% JUL 31 30 517,000 $575,625.32 0.20% $575,625.33 0.20% - Corporate Debt United States
516806AK 516806AK Vital Energy Inc 144A 7.875% APR 15 32 596,000 $574,852.33 0.20% $574,852.33 0.20% - Corporate Debt United States
46284VAC 46284VAC Iron Mountain Inc 144A 4.875% SEP 15 27 571,000 $564,756.83 0.20% $564,756.84 0.20% - Corporate Debt United States
70052LAC 70052LAC Park Intermediate Holdings LLC 144A 4.875% MAY 15 29 579,000 $564,510.68 0.20% $564,510.68 0.20% - Corporate Debt United States
853496AD 853496AD Standard Industries Inc/NY 144A 4.75% JAN 15 28 576,000 $563,594.12 0.20% $563,594.12 0.20% - Corporate Debt United States
05351CAA 05351CAA Avation Capital SA 144A 8.25% OCT 31 26 574,138 $563,259.05 0.20% $563,259.04 0.20% - Corporate Debt Singapore
682691AH 682691AH OneMain Finance Corp 6.625% MAY 15 29 563,000 $563,000.00 0.20% $563,000.00 0.20% - Corporate Debt United States
18972EAB 18972EAB Clydesdale Acquisition Holdings Inc 144A 8.75% APR 15 30 551,000 $561,683.28 0.20% $561,683.28 0.20% - Corporate Debt United States
29254BAB 29254BAB Encino Acquisition Partners Holdings LLC 144A 8.75% MAY 01 31 523,000 $559,991.85 0.20% $559,991.85 0.20% - Corporate Debt United States
146869AM 146869AM Carvana Co 144A 14% JUN 01 31 457,650 $559,149.24 0.20% $559,149.24 0.20% - Corporate Debt United States
085209AJ 085209AJ Bermuda Government International Bond 144A 5% JUL 15 32 560,000 $554,244.44 0.19% $554,244.44 0.19% - Non U.S. Markets Bermuda
715638EB 715638EB Peruvian Government International Bond 5.375% FEB 08 35 556,000 $553,903.58 0.19% $553,903.59 0.19% - Emerging Markets Peru
17888HAA 17888HAA Civitas Resources Inc 144A 8.375% JUL 01 28 516,000 $547,675.52 0.19% $547,675.52 0.19% - Corporate Debt United States
365417AA 365417AA Neogen Food Safety Corp 144A 8.625% JUL 20 30 494,000 $546,610.96 0.19% $546,610.96 0.19% - Corporate Debt United States
13806CAA 13806CAA Canpack SA 144A 3.875% NOV 15 29 588,000 $545,397.94 0.19% $545,397.93 0.19% - Emerging Markets Poland
893647BP 893647BP TransDigm Inc 4.625% JAN 15 29 566,000 $545,196.48 0.19% $545,196.48 0.19% - Corporate Debt United States
01F0306B 01F0306B Fannie Mae or Freddie Mac 3% NOV TBA 625,000 $538,668.76 0.19% $538,668.76 0.19% - Mortgage-Backed Securities United States
25830JAA 25830JAA Dornoch Debt Merger Sub Inc 144A 6.625% OCT 15 29 639,000 $536,635.28 0.19% $536,635.28 0.19% - Corporate Debt United States
BF5J6P BF5J6P Australia Government Bond RegS 2.75% MAY 21 41 1,044,000 $535,845.89 0.19% $535,845.89 0.19% - Non U.S. Markets Australia
30191BAB 30191BAB F-Brasile SpA 144A 7.375% AUG 15 26 525,000 $533,142.46 0.19% $533,142.46 0.19% - Corporate Debt Italy
67091TAF 67091TAF OCP SA 144A 6.75% MAY 02 34 493,000 $530,498.81 0.19% $530,498.81 0.19% - Emerging Markets Morocco
402635AT 402635AT Gulfport Energy Operating Corp 144A 6.75% SEP 01 29 516,000 $523,312.24 0.18% $523,312.24 0.18% - Corporate Debt United States
57665RAN 57665RAN Match Group Holdings II LLC 144A 4.625% JUN 01 28 532,000 $521,918.61 0.18% $521,918.62 0.18% - Corporate Debt United States
501797AW 501797AW Bath & Body Works Inc 144A 6.625% OCT 01 30 516,000 $519,516.45 0.18% $519,516.45 0.18% - Corporate Debt United States
876511AG 876511AG Taseko Mines Ltd 144A 8.25% MAY 01 30 481,000 $517,760.58 0.18% $517,760.59 0.18% - Corporate Debt Canada
53190FAE 53190FAE Life Time Inc 144A 6% NOV 15 31 520,000 $517,791.99 0.18% $517,791.99 0.18% - Corporate Debt United States
071705AA 071705AA Bausch + Lomb Corp 144A 8.375% OCT 01 28 486,000 $513,288.50 0.18% $513,288.50 0.18% - Corporate Debt United States
74112BAM 74112BAM Prestige Brands Inc 144A 3.75% APT 01 31 572,000 $511,660.41 0.18% $511,660.41 0.18% - Corporate Debt United States
67091TAE 67091TAE OCP SA 144A 5.125% JUN 23 51 650,000 $510,053.84 0.18% $510,053.84 0.18% - Emerging Markets Morocco
53219LAX 53219LAX LifePoint Health Inc 144A 10% JUN 01 32 457,000 $508,420.07 0.18% $508,420.07 0.18% - Corporate Debt United States
BQ5HRF BQ5HRF Italy Buoni Poliennali Del Tesoro RegS 3.85% FEB 01 35 453,000 $506,658.65 0.18% $506,658.64 0.18% - Non U.S. Markets Italy
81282UAG 81282UAG SeaWorld Parks & Entertainment Inc 144A 5.25% AUG 15 29 520,000 $505,172.58 0.18% $505,172.58 0.18% - Corporate Debt United States
640695AA 640695AA Neptune Bidco US Inc 144A 9.29% APR 15 29 535,000 $502,181.83 0.18% $502,181.82 0.18% - Corporate Debt United States
05609GAE 05609GAE BXMT 2021-FL4 Ltd 144A 6.445% MAY 15 38 549,000 $498,236.78 0.17% $498,236.78 0.17% - Commercial Mortgage-Backed Securities United States
817565CH 817565CH Service Corp International/US 5.75% OCT 15 32 502,000 $496,656.95 0.17% $496,656.95 0.17% - Corporate Debt United States
90367UAD 90367UAD US Acute Care Solutions LLC 144A 9.75% MAY 15 29 465,000 $496,076.09 0.17% $496,076.08 0.17% - Corporate Debt United States
05605HAB 05605HAB BWX Technologies Inc 144A 4.125% JUN 30 28 511,000 $494,742.47 0.17% $494,742.48 0.17% - Corporate Debt United States
17027NAC 17027NAC Chobani LLC 144A 7.625% JUL 01 29 463,000 $494,454.39 0.17% $494,454.38 0.17% - Corporate Debt United States
18912UAC 18912UAC Cloud Software Group Inc 144A 8.25% JUN 30 32 463,000 $492,764.03 0.17% $492,764.03 0.17% - Corporate Debt United States
71424VAA 71424VAA Permian Resources Operating LLC 144A 7% JAN 15 32 473,000 $492,253.05 0.17% $492,253.04 0.17% - Corporate Debt United States
15679GAC 15679GAC Cerdia Finanz GmbH 144A 9.375% OCT 03 31 474,000 $490,941.55 0.17% $490,941.55 0.17% - Corporate Debt Germany
01883LAF 01883LAF Alliant Holdings Intermediate LLC 144A 7% JAN 15 31 478,000 $491,070.48 0.17% $491,070.49 0.17% - Corporate Debt United States
900123DN 900123DN Turkiye Government International Bond 6.5% JAN 03 35 514,000 $490,653.89 0.17% $490,653.89 0.17% - Emerging Markets Turkey
31659AAB 31659AAB Fiesta Purchaser Inc 144A 9.625% SEP 15 32 463,000 $490,017.31 0.17% $490,017.30 0.17% - Corporate Debt United States
29362UAD 29362UAD Entegris Inc 144A 3.625% MAY 01 29 524,000 $488,975.84 0.17% $488,975.84 0.17% - Corporate Debt United States
46284VAL 46284VAL Iron Mountain Inc 144A 5.625% JUL 15 32 494,000 $487,410.09 0.17% $487,410.09 0.17% - Corporate Debt United States
BSPQJ8 BSPQJ8 China Government Bond 2.27% MAY 25 34 3,400,000 $487,569.73 0.17% $487,569.73 0.17% - Emerging Markets China
44805RAA 44805RAA Husky Injection /Titan 144A 9.000 JAN 31 29 464,000 $486,206.74 0.17% $486,206.74 0.17% - Corporate Debt Canada
49461MAA 49461MAA Kinetik Holdings LP 144A 5.875% JUN 15 30 478,000 $484,929.10 0.17% $484,929.11 0.17% - Corporate Debt United States
780153BV 780153BV Royal Caribbean Cruises Ltd 144A 6% FEB 01 33 474,000 $483,151.47 0.17% $483,151.47 0.17% - Corporate Debt United States
87470LAL 87470LAL Tallgrass Energy Partners LP 144A 7.375% FEB 15 29 472,000 $480,903.08 0.17% $480,903.07 0.17% - Corporate Debt United States
BZ13PB BZ13PB Nigeria Government International Bond RegS 7.875% FEB 16 32 526,000 $480,648.94 0.17% $480,648.94 0.17% - Emerging Markets Nigeria
57701RAM 57701RAM Mattamy Group Corp 144A 4.625% MAR 01 30 506,000 $478,031.58 0.17% $478,031.58 0.17% - Corporate Debt Canada
893647BU 893647BU TransDigm Inc 144A 6.375% MAR 01 29 465,000 $476,934.01 0.17% $476,934.01 0.17% - Corporate Debt United States
73943NAA 73943NAA Prairie Acquiror LP 144A 9% AUG 01 29 459,000 $475,678.68 0.17% $475,678.68 0.17% - Corporate Debt United States
670001AG 670001AG Novelis Corp 144A 3.25% NOV 15 26 486,000 $474,872.94 0.17% $474,872.94 0.17% - Corporate Debt United States
34960PAE 34960PAE Fortress Transportation and Infrastructure Investors LLC 144A 7.875% DEC 01 30 435,000 $472,537.68 0.17% $472,537.67 0.17% - Corporate Debt United States
55760LAB 55760LAB Madison IAQ LLC 144A 5.875% JUN 30 29 485,000 $469,586.28 0.16% $469,586.28 0.16% - Corporate Debt United States
24229JAA 24229JAA Dealer Tire LLC 144A 8% FEB 01 28 464,000 $466,888.00 0.16% $466,888.00 0.16% - Corporate Debt United States
17888HAB 17888HAB Civitas Resources Inc 144A 8.75% JUL 01 31 432,000 $465,059.52 0.16% $465,059.52 0.16% - Corporate Debt United States
78351GAA 78351GAA Ryan Specialty LLC 144A 5.875% AUG 01 32 463,000 $464,626.97 0.16% $464,626.97 0.16% - Corporate Debt United States
71429MAD 71429MAD Perrigo Finance Unlimited Co 6.125% SEP 30 32 459,000 $456,698.63 0.16% $456,698.62 0.16% - Corporate Debt United States
61978XAA 61978XAA Motion Bondco DAC 144A 6.625% NOV 15 27 464,000 $453,230.06 0.16% $453,230.05 0.16% - Corporate Debt United Kingdom
BLF7Z4 BLF7Z4 Morocco Government International Bond RegS 1.375% MAR 30 26 428,000 $452,250.44 0.16% $452,250.44 0.16% - Emerging Markets Morocco
57665RAG 57665RAG Match Group Holdings II LLC 144A 5% DEC 15 27 452,000 $449,853.27 0.16% $449,853.27 0.16% - Corporate Debt United States
96812HAA 96812HAA Wildfire Intermediate Holdings LLC 144A 7.5% OCT 15 29 460,000 $449,491.34 0.16% $449,491.34 0.16% - Corporate Debt United States
65342QAM 65342QAM NextEra Energy Operating Partners LP 144A 7.25% JAN 15 29 428,000 $449,380.41 0.16% $449,380.41 0.16% - Corporate Debt United States
126307BA 126307BA CSC Holdings LLC 144A 5.75% JAN 15 30 825,000 $448,541.03 0.16% $448,541.03 0.16% - Corporate Debt United States
3132DWMY 3132DWMY Freddie Mac Pool 5.5% NOV 01 54 450,000 $447,883.61 0.16% $447,883.61 0.16% - Mortgage-Backed Securities United States
77340RAM 77340RAM Rockies Express Pipeline LLC 144A 6.875% APR 15 40 465,000 $442,301.98 0.15% $442,301.98 0.15% - Corporate Debt United States
04624VAB 04624VAB AssuredPartners Inc 144A 5.625% JAN 15 29 459,000 $441,918.13 0.15% $441,918.13 0.15% - Corporate Debt United States
35906ABG 35906ABG Frontier Communications Holdings LLC 144A 6.75% MAY 01 29 429,000 $441,219.89 0.15% $441,219.89 0.15% - Corporate Debt United States
29362UAC 29362UAC Entegris Inc 144A 4.375% APR 15 28 457,000 $437,810.59 0.15% $437,810.59 0.15% - Corporate Debt United States
55617LAP 55617LAP Macy's Retail Holdings LLC 144A 5.875% APR 01 29 445,000 $436,999.36 0.15% $436,999.36 0.15% - Corporate Debt United States
21925DAA 21925DAA Cornerstone Building Brands Inc 144A 6.125% JAN 15 29 479,000 $436,755.61 0.15% $436,755.62 0.15% - Corporate Debt United States
01883LAD 01883LAD Alliant Holdings Intermediate LLC 144A 5.875% NOV 01 29 447,000 $435,329.73 0.15% $435,329.72 0.15% - Corporate Debt United States
040114HT 040114HT Argentine Republic Government International Bond FRB JUL 09 35 768,494 $434,001.40 0.15% $434,001.40 0.15% - Emerging Markets Argentina
1248EPCP 1248EPCP CCO Holdings LLC 144A 4.25% JAN 15 34 535,000 $434,111.32 0.15% $434,111.32 0.15% - Corporate Debt United States
75602BAA 75602BAA Real Hero Merger Sub 2 Inc 144A 6.25% FEB 01 29 488,000 $433,831.17 0.15% $433,831.17 0.15% - Corporate Debt United States
68622TAA 68622TAA Organon & Co 144A 4.125% APR 30 28 454,000 $430,222.33 0.15% $430,222.33 0.15% - Corporate Debt United States
15234VAA 15234VAA Centrais Eletricas Brasileiras SA 144A 7% JAN 11 35 434,000 $429,973.44 0.15% $429,973.44 0.15% - Emerging Markets Brazil
833636AP 833636AP Sociedad Quimica y Minera de Chile SA 144A 5.5% SEP 10 34 444,000 $429,233.30 0.15% $429,233.30 0.15% - Emerging Markets Chile
BD216F BD216F Peru LNG Srl RegS 5.375% MAR 22 30 474,851 $428,905.78 0.15% $428,905.77 0.15% - Emerging Markets Peru
030727AA 030727AA AmeriTex HoldCo Intermediate LLC 144A 10.25% OCT 15 28 405,000 $427,981.54 0.15% $427,981.54 0.15% - Corporate Debt United States
097751CC 097751CC Bombardier Inc 144A 7% JUN 01 32 406,000 $427,188.85 0.15% $427,188.85 0.15% - Corporate Debt Canada
02352BAA 02352BAA Amentum Holdings Inc 144A 7.25% AUG 01 32 405,000 $425,847.52 0.15% $425,847.51 0.15% - Corporate Debt United States
86881WAF 86881WAF Surgery Center Holdings Inc 144A 7.25% APR 15 32 413,000 $425,400.83 0.15% $425,400.83 0.15% - Corporate Debt United States
BQTXLH BQTXLH Iliad Holding SASU 144A 6.875% APR 15 31 366,000 $424,742.76 0.15% $424,742.75 0.15% - Corporate Debt France
432833AN 432833AN Hilton Domestic Operating Co Inc 144A 3.625% FEB 15 32 477,000 $422,336.03 0.15% $422,336.03 0.15% - Corporate Debt United States
82453AAB 82453AAB Shift4 Payments LLC 144A 6.75% AUG 15 32 405,000 $421,300.84 0.15% $421,300.84 0.15% - Corporate Debt United States
12543DBD 12543DBD CHS/Community Health Systems Inc 144A 8% DEC 15 27 409,000 $420,692.18 0.15% $420,692.17 0.15% - Corporate Debt United States
917288BM 917288BM Uruguay Government International Bond 8.25% MAY 21 31 17,777,000 $420,083.48 0.15% $420,083.48 0.15% - Emerging Markets Uruguay
3140XJXX 3140XJXX Fannie Mae 4% OCT 01 52 449,643 $417,472.01 0.15% $417,472.01 0.15% - Mortgage-Backed Securities United States
BMF7ZZ BMF7ZZ Titan Holdings II BV RegS 5.125% JUL 15 29 373,000 $416,965.54 0.15% $416,965.55 0.15% - Corporate Debt Netherlands
682691AF 682691AF OneMain Finance Corp 7.5% MAY 15 31 394,000 $415,974.96 0.15% $415,974.96 0.15% - Corporate Debt United States
02156LAC 02156LAC Altice France SA 144A 5.5% JAN 15 28 534,000 $415,689.94 0.15% $415,689.94 0.15% - Corporate Debt France
563571AN 563571AN Manitowoc Co Inc 144A 9.25% OCT 01 31 405,000 $415,607.63 0.15% $415,607.62 0.15% - Corporate Debt United States
88104LAG 88104LAG TerraForm Power Operating LLC 144A 4.75% JAN 15 30 438,000 $414,795.34 0.15% $414,795.33 0.15% - Corporate Debt United States
25470MAG 25470MAG DISH Network Corp 144A 11.75% NOV 15 27 372,000 $411,729.65 0.14% $411,729.65 0.14% - Corporate Debt United States
53219LAW 53219LAW LifePoint Health Inc 144A 11% OCT 15 30 367,000 $410,890.96 0.14% $410,890.96 0.14% - Corporate Debt United States
88033GDK 88033GDK Tenet Healthcare Corp 6.125% OCT 01 28 409,000 $410,698.36 0.14% $410,698.37 0.14% - Corporate Debt United States
03881JAA 03881JAA Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd 144A 6.654% MAY 15 37 407,341 $408,614.47 0.14% $408,614.47 0.14% - Collateralized Loan Obligations United States
BD3S2R BD3S2R Empresa Nacional del Petroleo RegS 5.25% NOV 06 29 400,000 $407,587.05 0.14% $407,587.05 0.14% - Emerging Markets Chile
651229BF 651229BF Newell Brands Inc 6.375% MAY 15 30 405,000 $406,850.86 0.14% $406,850.86 0.14% - Corporate Debt United States
CS100155 CS100155 Itraxx Eur Xover Ser 41 Payer 400.00 NOV 20 24 -7,440,000 $-3,543.62 -0.00% $405,502.39 0.14% - Corporate Debt Germany
44332PAJ 44332PAJ HUB International Ltd 144A 7.375% JAN 31 32 390,000 $405,109.91 0.14% $405,109.91 0.14% - Corporate Debt United States
75420NAA 75420NAA Raven Acquisition Holdings LLC 144A 6.875% NOV 15 31 405,000 $403,920.37 0.14% $403,920.37 0.14% - Corporate Debt United States
08163HAG 08163HAG Benchmark 2021-B27 Mortgage Trust FRB JUL 15 54 6,895,218 $401,241.97 0.14% $401,241.97 0.14% - Commercial Mortgage-Backed Securities United States
25159XAE 25159XAE Development Bank of Kazakhstan JSC 144A 5.25% OCT 23 29 400,000 $399,980.26 0.14% $399,980.27 0.14% - Emerging Markets Kazakhstan
BSBGQD BSBGQD European Union RegS 3% DEC 04 34 360,000 $399,824.30 0.14% $399,824.30 0.14% - Non U.S. Markets Supranational
16882LAA 16882LAA Chile Electricity Lux Mpc II Sarl 144A 5.58% OCT 20 35 400,000 $398,034.00 0.14% $398,034.00 0.14% - Emerging Markets Chile
3140A9BZ 3140A9BZ Fannie Mae 5.5% APR 01 54 400,000 $398,119.13 0.14% $398,119.14 0.14% - Mortgage-Backed Securities United States
36485MAP 36485MAP Garda World Security Corp 144A 8.375% NOV 15 32 397,000 $397,059.57 0.14% $397,059.57 0.14% - Corporate Debt Canada
85172FAR 85172FAR OneMain Finance Corp 5.375% NOV 15 29 403,000 $396,213.16 0.14% $396,213.17 0.14% - Corporate Debt United States
88033GDR 88033GDR Tenet Healthcare Corp 4.375% JAN 15 30 416,000 $395,375.06 0.14% $395,375.06 0.14% - Corporate Debt United States
08163QBK 08163QBK Benchmark 2022-B36 Mortgage Trust FRB JUL 15 55 8,925,369 $394,831.86 0.14% $394,831.86 0.14% - Commercial Mortgage-Backed Securities United States
00402D2D 00402D2D Abu Dhabi Developmental Holding Co PJSC 144A 5.25% OCT 02 54 416,000 $393,421.25 0.14% $393,421.25 0.14% - Emerging Markets United Arab Emirates
53219LAV 53219LAV LifePoint Health Inc 144A 9.875% AUG 15 30 353,000 $393,499.03 0.14% $393,499.03 0.14% - Corporate Debt United States
31659AAA 31659AAA Fiesta Purchaser Inc 144A 7.875% MAR 01 31 368,000 $390,754.54 0.14% $390,754.54 0.14% - Corporate Debt United States
3132DNA3 3132DNA3 Freddie Mac Pool 2.5% JUL 01 51 468,028 $390,293.56 0.14% $390,293.56 0.14% - Mortgage-Backed Securities United States
97360AAA 97360AAA Windsor Holdings III LLC 144A 8.5% JUN 15 30 358,000 $388,259.51 0.14% $388,259.51 0.14% - Corporate Debt United States
26483EAL 26483EAL Dun & Bradstreet Corp 144A 5% DEC 15 29 387,000 $386,500.21 0.14% $386,500.21 0.14% - Corporate Debt United States
BKBZF0 BKBZF0 Melco Resorts Finance Ltd RegS 5.375% DEC 04 29 413,000 $386,358.86 0.14% $386,358.86 0.14% - Emerging Markets China
71376LAF 71376LAF Performance Food Group Inc 144A 6.5% SEP 15 32 380,000 $384,951.86 0.13% $384,951.86 0.13% - Corporate Debt United States
81725WAL 81725WAL Sensata Technologies BV 144A 5.875% SEP 01 30 385,000 $384,773.99 0.13% $384,773.99 0.13% - Corporate Debt United States
617726AL 617726AL Morocco Government International Bond 144A 3% DEC 15 32 459,000 $383,934.38 0.13% $383,934.38 0.13% - Emerging Markets Morocco
05552BAA 05552BAA LBM Acquisition LLC 144A 6.25% JAN 15 29 406,000 $381,904.82 0.13% $381,904.82 0.13% - Corporate Debt United States
BNRK9M BNRK9M Serbia International Bond RegS 1.65% MAR 03 33 428,000 $376,496.85 0.13% $376,496.85 0.13% - Emerging Markets Serbia
78454LAW 78454LAW SM Energy Co 6.5% JUL 15 28 370,000 $376,037.03 0.13% $376,037.03 0.13% - Corporate Debt United States
019576AC 019576AC Allied Universal Holdco LLC 144A 6% JUN 01 29 400,000 $376,000.52 0.13% $376,000.52 0.13% - Corporate Debt United States
BP6SYW BP6SYW Serbia International Bond 144A 2.05% SEP 23 36 452,000 $372,059.99 0.13% $372,059.98 0.13% - Emerging Markets Serbia
68245XAM 68245XAM 1011778 BC ULC 144A 4% OCT 15 30 406,000 $367,400.58 0.13% $367,400.58 0.13% - Corporate Debt Canada
367398AA 367398AA Gates Corp/DE 144A 6.875% JUL 01 29 348,000 $367,315.02 0.13% $367,315.02 0.13% - Corporate Debt United States
20914UAF 20914UAF Consolidated Energy Finance SA 144A 5.625% OCT 15 28 447,000 $365,391.17 0.13% $365,391.17 0.13% - Emerging Markets Trinidad and Tobago
43118DAA 43118DAA Hightower Holding LLC 144A 6.75% APR 15 29 369,000 $364,385.84 0.13% $364,385.84 0.13% - Corporate Debt United States
16115QAG 16115QAG Chart Industries Inc 144A 9.5% JAN 01 31 326,000 $360,785.72 0.13% $360,785.72 0.13% - Corporate Debt United States
68245XAR 68245XAR 1011778 BC ULC 144A 6.125% JUN 15 29 347,000 $360,969.05 0.13% $360,969.04 0.13% - Corporate Debt Canada
401494AR 401494AR Guatemala Government Bond 144A 6.125% JUN 01 50 382,000 $358,705.96 0.13% $358,705.96 0.13% - Emerging Markets Guatemala
62886HBA 62886HBA NCL Corp Ltd 144A 5.875% MAR 15 26 355,000 $357,276.64 0.12% $357,276.63 0.12% - Corporate Debt United States
01F0426B 01F0426B Fannie Mae or Freddie Mac 4.5% NOV TBA 375,000 $356,598.80 0.12% $356,598.80 0.12% - Mortgage-Backed Securities United States
00489LAK 00489LAK Acrisure LLC 144A 8.25% FEB 01 29 344,000 $356,694.63 0.12% $356,694.63 0.12% - Corporate Debt United States
BMY837 BMY837 Iceland Rikisbref 5% NOV 15 28 50,000,000 $355,293.65 0.12% $355,293.65 0.12% - Non U.S. Markets Iceland
097751BZ 097751BZ Bombardier Inc 144A 7.5% FEB 01 29 335,000 $355,099.66 0.12% $355,099.66 0.12% - Corporate Debt Canada
92837TAA 92837TAA Virtusa Corp 144A 7.125% DEC 15 28 355,000 $353,798.25 0.12% $353,798.24 0.12% - Corporate Debt United States
55416AAE 55416AAE MF1 2024-FL14 LLC 144A 7.448% MAR 19 39 349,917 $351,665.75 0.12% $351,665.75 0.12% - Collateralized Loan Obligations United States
853191AA 853191AA Standard Industries Inc/NY 144A 6.5% AUG 15 32 344,000 $351,419.46 0.12% $351,419.47 0.12% - Corporate Debt United States
75606DAL 75606DAL Anywhere Real Estate Group LLC 144A 5.75% JAN 15 29 417,000 $350,558.99 0.12% $350,559.00 0.12% - Corporate Debt United States
780153BG 780153BG Royal Caribbean Cruises Ltd 144A 5.5% APR 01 28 347,000 $348,566.48 0.12% $348,566.47 0.12% - Corporate Debt United States
527298BV 527298BV Level 3 Financing Inc 144A 11% NOV 15 29 289,141 $345,618.52 0.12% $345,618.53 0.12% - Corporate Debt United States
BL5PBB BL5PBB QNB Finance Ltd RegS 2.75% FEB 12 27 352,000 $338,736.89 0.12% $338,736.89 0.12% - Emerging Markets Qatar
817477AJ 817477AJ Serbia International Bond 144A 6% JUN 12 34 329,000 $337,710.31 0.12% $337,710.32 0.12% - Emerging Markets Serbia
097751CB 097751CB Bombardier Inc 144A 7.25% JUL 01 31 311,000 $334,276.95 0.12% $334,276.95 0.12% - Corporate Debt Canada
75606DAQ 75606DAQ Anywhere Real Estate Group LLC 144A 5.25% APR 15 30 436,000 $333,527.63 0.12% $333,527.63 0.12% - Corporate Debt United States
1248EPCN 1248EPCN CCO Holdings LLC 4.5% MAY 01 32 382,000 $333,595.76 0.12% $333,595.76 0.12% - Corporate Debt United States
36168QAQ 36168QAQ GFL Environmental Inc 144A 6.75% JAN 15 31 317,000 $332,688.97 0.12% $332,688.96 0.12% - Corporate Debt United States
25470XAY 25470XAY DISH DBS Corp 7.75% JUL 01 26 381,000 $332,125.45 0.12% $332,125.45 0.12% - Corporate Debt United States
78573NAJ 78573NAJ Sabre GLBL Inc 144A 8.625% JUN 01 27 337,000 $330,136.96 0.12% $330,136.96 0.12% - Corporate Debt United States
3140XQPE 3140XQPE Fannie Mae 3% MAY 01 51 373,105 $325,658.45 0.11% $325,658.45 0.11% - Mortgage-Backed Securities United States
75102XAD 75102XAD Raizen Fuels Finance SA 144A 5.7% JAN 17 35 335,000 $323,196.83 0.11% $323,196.83 0.11% - Emerging Markets Brazil
03880XAG 03880XAG Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd 144A 2.35% JAN 15 37 327,000 $322,262.29 0.11% $322,262.29 0.11% - Collateralized Loan Obligations United States
29365BAB 29365BAB Entegris Inc 144A 5.95% JUN 15 30 315,000 $321,736.84 0.11% $321,736.84 0.11% - Corporate Debt United States
BKV96K BKV96K Romanian Government International Bond RegS 2% JAN 28 32 350,000 $315,531.19 0.11% $315,531.19 0.11% - Emerging Markets Romania
BMV3K0 BMV3K0 Petra Diamonds US Treasury PLC 144A 9.75% MAR 08 26 373,170 $314,984.63 0.11% $314,984.63 0.11% - Emerging Markets South Africa
86389QAG 86389QAG Studio City Finance Ltd 144A 5% JAN 15 29 342,000 $313,766.82 0.11% $313,766.82 0.11% - Emerging Markets Macau
18539UAC 18539UAC Clearway Energy Operating LLC 144A 4.75% MAR 15 28 321,000 $313,317.84 0.11% $313,317.84 0.11% - Corporate Debt United States
535219AA 535219AA Lindblad Expeditions Holdings Inc 144A 9% MAY 15 28 289,000 $312,857.53 0.11% $312,857.53 0.11% - Corporate Debt United States
87276WAE 87276WAE TRTX 2021-FL4 Issuer Ltd 144A 6.745% MAR 15 38 310,000 $307,511.34 0.11% $307,511.34 0.11% - Collateralized Loan Obligations United States
18060TAC 18060TAC Clarios Global LP 144A 6.75% MAY 15 28 290,000 $305,878.37 0.11% $305,878.37 0.11% - Corporate Debt United States
983133AC 983133AC Wynn Resorts Finance LLC 144A 7.125% FEB 15 31 286,000 $305,169.63 0.11% $305,169.63 0.11% - Corporate Debt United States
718286CR 718286CR Philippine Government International Bond 3.556% SEP 29 32 334,000 $304,975.70 0.11% $304,975.70 0.11% - Emerging Markets Philippines
96949VAM 96949VAM Williams Scotsman Inc 144A 6.625% JUN 15 29 291,000 $302,002.54 0.11% $302,002.54 0.11% - Corporate Debt United States
92332YAE 92332YAE Venture Global LNG Inc 144A 7% JAN 15 30 289,000 $296,234.73 0.10% $296,234.73 0.10% - Corporate Debt United States
BMT6SD BMT6SD Maxeda DIY Holding BV RegS 5.875% OCT 01 26 345,000 $296,467.55 0.10% $296,467.55 0.10% - Corporate Debt Netherlands
35641AAA 35641AAA Freedom Mortgage Holdings LLC 144A 9.25% FEB 01 29 283,000 $296,370.34 0.10% $296,370.34 0.10% - Corporate Debt United States
911365BR 911365BR United Rentals North America Inc 144A 6.125% MAR 15 34 289,000 $293,673.54 0.10% $293,673.53 0.10% - Corporate Debt United States
12515KAA 12515KAA CD&R Smokey Buyer Inc 144A 9.5% OCT 15 29 288,000 $293,392.96 0.10% $293,392.96 0.10% - Corporate Debt United States
68251PAA 68251PAA 1375209 BC Ltd 144A 9% JAN 30 28 287,000 $293,002.26 0.10% $293,002.26 0.10% - Corporate Debt Canada
30319YAC 30319YAC FS RIALTO 144A 1.660 MAY 16 26 297,500 $292,334.17 0.10% $292,334.16 0.10% - Collateralized Loan Obligations United States
BR1WDH BR1WDH Spain Government Bond 4% OCT 31 54 256,000 $291,498.78 0.10% $291,498.79 0.10% - Non U.S. Markets Spain
91889FAC 91889FAC Valaris Ltd 144A 8.375% APR 30 30 287,000 $291,256.96 0.10% $291,256.96 0.10% - Corporate Debt United States
68245XAT 68245XAT 1011778 BC ULC 144A 5.625% SEP 15 29 289,000 $290,437.37 0.10% $290,437.37 0.10% - Corporate Debt Canada
780153BW 780153BW Royal Caribbean Cruises Ltd 144A 5.625% SEP 30 31 290,000 $290,401.27 0.10% $290,401.27 0.10% - Corporate Debt United States
92676AAA 92676AAA Viking Baked Goods Acquisition Corp 144A 8.625% NOV 01 31 286,000 $285,089.48 0.10% $285,089.48 0.10% - Corporate Debt United States
44332PAG 44332PAG HUB International Ltd 144A 5.625% DEC 01 29 287,000 $284,646.25 0.10% $284,646.26 0.10% - Corporate Debt United States
74365PAF 74365PAF Prosus NV 144A 3.061% JUL 13 31 329,000 $284,261.35 0.10% $284,261.35 0.10% - Emerging Markets China
59155LAA 59155LAA Mavis Tire Express Services Topco Corp 144A 6.5% MAY 15 29 287,000 $283,649.57 0.10% $283,649.57 0.10% - Corporate Debt United States
55916AAB 55916AAB Michaels Cos Inc 144A 7.875% MAY 01 29 493,000 $279,404.50 0.10% $279,404.50 0.10% - Corporate Debt United States
60337JAA 60337JAA AthenaHealth Group Inc 144A 6.5% FEB 15 30 287,000 $275,373.58 0.10% $275,373.58 0.10% - Corporate Debt United States
62482BAA 62482BAA Medline Borrower LP 144A 3.875% APR 01 29 290,000 $272,222.82 0.10% $272,222.82 0.10% - Corporate Debt United States
91087BAN 91087BAN Mexico Government International Bond 3.771% MAY 24 61 440,000 $271,349.12 0.10% $271,349.12 0.10% - Emerging Markets Mexico
CS100153 CS100153 Itraxx Eur Xover Ser 41 Payer 400.00 NOV 20 24 -4,980,000 $-2,371.94 -0.00% $271,424.99 0.10% - Corporate Debt Germany
12543DBL 12543DBL CHS/Community Health Systems Inc 144A 6.125% APR 01 30 338,000 $266,371.50 0.09% $266,371.50 0.09% - Corporate Debt United States
040133AA 040133AA Aretec Group Inc 144A 7.5% APR 01 29 274,000 $265,577.19 0.09% $265,577.19 0.09% - Corporate Debt United States
45434L2C 45434L2C Indian Railway Finance Corp Ltd 144A 2.8% FEB 10 31 299,000 $263,417.80 0.09% $263,417.80 0.09% - Emerging Markets India
78573NAH 78573NAH Sabre GLBL Inc 144A 11.25% DEC 15 27 245,000 $262,816.83 0.09% $262,816.83 0.09% - Corporate Debt United States
929566AL 929566AL Wabash National Corp 144A 4.5% OCT 15 28 288,000 $262,706.60 0.09% $262,706.60 0.09% - Corporate Debt United States
670001AH 670001AH Novelis Corp 144A 3.875% AUG 15 31 296,000 $262,374.53 0.09% $262,374.53 0.09% - Corporate Debt United States
67118HAA 67118HAA OBX 2024-NQM2 Trust 144A 5.878% DEC 25 63 258,656 $260,792.48 0.09% $260,792.49 0.09% - Residential Mortgage Backed Securities United States
CS100150 CS100150 Itraxx Eur Xover Ser 41 Payer 400.00 NOV 20 24 -4,710,000 $-2,243.34 -0.00% $256,709.17 0.09% - Corporate Debt Germany
78454LAY 78454LAY SM Energy Co 144A 7% AUG 01 32 253,000 $255,671.30 0.09% $255,671.29 0.09% - Corporate Debt United States
25461LAB 25461LAB Directv Financing LLC 144A 8.875% FEB 01 30 253,000 $255,324.16 0.09% $255,324.16 0.09% - Corporate Debt United States
25470XBD 25470XBD DISH DBS Corp 5.125% JUN 01 29 370,000 $254,035.19 0.09% $254,035.19 0.09% - Corporate Debt United States
737446AX 737446AX Post Holdings Inc 144A 6.25% OCT 15 34 254,000 $252,164.01 0.09% $252,164.01 0.09% - Corporate Debt United States
71424VAB 71424VAB Permian Resources Operating LLC 144A 6.25% FEB 01 33 249,000 $250,923.59 0.09% $250,923.59 0.09% - Corporate Debt United States
36179XHU 36179XHU Ginnie Mae II 2.5% OCT 20 52 295,010 $250,683.81 0.09% $250,683.81 0.09% - Mortgage-Backed Securities United States
146869AL 146869AL Carvana Co 144A 9% DEC 01 28 232,000 $249,785.58 0.09% $249,785.58 0.09% - Corporate Debt United States
55342UAH 55342UAH MPT Operating Partnership LP 5% OCT 15 27 281,000 $248,618.04 0.09% $248,618.04 0.09% - Corporate Debt United States
03466JAA 03466JAA Angel Oak Mortgage Trust 2024-9 144A FRB SEP 25 69 248,526 $247,750.45 0.09% $247,750.44 0.09% - Residential Mortgage Backed Securities United States
63938PBU 63938PBU Navistar Financial Dealer Note Master Owner Trust II 144A 6.18% AUG 25 28 244,000 $246,856.80 0.09% $246,856.80 0.09% - Asset Backed Securities United States
527298CF 527298CF Level 3 Financing Inc 144A 3.875% OCT 15 30 318,055 $246,374.41 0.09% $246,374.42 0.09% - Corporate Debt United States
55916AAA 55916AAA Michaels Cos Inc 144A 5.25% MAY 01 28 328,000 $244,634.86 0.09% $244,634.86 0.09% - Corporate Debt United States
88948ABM 88948ABM Toll Road Investors Partnership II LP 0% FEB 15 43 818,284 $295,268.33 0.10% $243,439.51 0.09% - Corporate Debt United States
34960PAG 34960PAG Fortress Transportation and Infrastructure Investors LLC 144A 7% JUN 15 32 231,000 $243,025.52 0.08% $243,025.53 0.08% - Corporate Debt United States
62828L2C 62828L2C Muthoot Finance Ltd 144A 7.125% FEB 14 28 231,000 $242,753.62 0.08% $242,753.62 0.08% - Emerging Markets India
LGZ24F00 LGZ24F00 GB Govt Bond 10Yr Future DEC 27 24 2 $0.00 0.00% $242,519.76 0.08% - Non U.S. Markets United Kingdom
21925DAB 21925DAB Cornerstone Building Brands Inc 144A 9.5% AUG 15 29 230,000 $241,873.67 0.08% $241,873.67 0.08% - Corporate Debt United States
67884XCP 67884XCP Oklahoma Development Finance Authority OK Txbl-Ou Medicine Project-Ser-C 5.450 AUG 15 28 246,000 $240,173.29 0.08% $240,173.28 0.08% - Municipal United States
37185LAP 37185LAP Genesis Energy LP 8.25% JAN 15 29 229,000 $239,441.64 0.08% $239,441.64 0.08% - Corporate Debt United States
81728UAA 81728UAA Sensata Technologies Inc 144A 4.375% FEB 15 30 254,000 $238,845.17 0.08% $238,845.17 0.08% - Corporate Debt United States
914906AY 914906AY Univision Communications Inc 144A 8% AUG 15 28 231,000 $238,654.39 0.08% $238,654.39 0.08% - Corporate Debt United States
451102CF 451102CF Icahn Enterprises LP 9.75% JAN 15 29 230,000 $236,429.83 0.08% $236,429.83 0.08% - Corporate Debt United States
26885BAP 26885BAP EQM Midstream Partners LP 144A 6.375% APR 01 29 229,000 $233,780.94 0.08% $233,780.95 0.08% - Corporate Debt United States
BF5GRQ BF5GRQ Korea Treasury Bond 2.375% DEC 10 27 325,000,000 $233,643.10 0.08% $233,643.13 0.08% - Emerging Markets South Korea
644274AG 644274AG New Enterprise Stone & Lime Co Inc 144A 9.75% JUL 15 28 223,000 $232,773.94 0.08% $232,773.94 0.08% - Corporate Debt United States
29261AAE 29261AAE Encompass Health Corp 4.625% APR 01 31 246,000 $232,466.28 0.08% $232,466.28 0.08% - Corporate Debt United States
BL53Z4 BL53Z4 Romanian Government International Bond 144A 1.75% JUL 13 30 247,000 $230,821.25 0.08% $230,821.25 0.08% - Emerging Markets Romania
06540MBQ 06540MBQ BANK 2022-BNK41 FRB APR 15 65 257,000 $229,100.77 0.08% $229,100.77 0.08% - Commercial Mortgage-Backed Securities United States
02154CAH 02154CAH Altice Financing SA 144A 5.75% AUG 15 29 275,000 $228,872.75 0.08% $228,872.75 0.08% - Corporate Debt Luxembourg
BP9RXB BP9RXB Flutter Treasury DAC 144A 5% APR 29 29 203,000 $227,146.66 0.08% $227,146.66 0.08% - Corporate Debt Ireland
097751CA 097751CA Bombardier Inc 144A 8.75% NOV 15 30 202,000 $227,020.37 0.08% $227,020.37 0.08% - Corporate Debt Canada
46115HCD 46115HCD Intesa Sanpaolo SpA 144A 7.2% NOV 28 33 200,000 $226,736.92 0.08% $226,736.92 0.08% - Corporate Debt Italy
576485AG 576485AG Matador Resources Co 144A 6.5% APR 15 32 228,000 $226,462.10 0.08% $226,462.09 0.08% - Corporate Debt United States
05553LAA 05553LAA BCPE Ulysses Intermediate Inc 144A 7.75% APR 01 27 230,000 $225,569.11 0.08% $225,569.10 0.08% - Corporate Debt United States
760942BF 760942BF Uruguay Government International Bond 9.75% JUL 20 33 8,914,000 $224,782.64 0.08% $224,782.64 0.08% - Emerging Markets Uruguay
3137HDJW 3137HDJW Freddie Mac Multifamily Structured Pass Through Certificates 5.713% APR 25 29 223,717 $224,026.42 0.08% $224,026.42 0.08% - Mortgage-Backed Securities United States
00500RAG 00500RAG ACREC 2021-FL1 Ltd 144A 7.024% OCT 16 36 229,500 $223,796.61 0.08% $223,796.61 0.08% - Collateralized Loan Obligations United States
92676XAD 92676XAD Viking Cruises Ltd 144A 5.875% SEP 15 27 221,000 $221,229.57 0.08% $221,229.58 0.08% - Corporate Debt United States
192108BC 192108BC Coeur Mining Inc 144A 5.125% FEB 15 29 229,000 $220,827.43 0.08% $220,827.44 0.08% - Corporate Debt United States
08163EBE 08163EBE Benchmark 2021-B26 Mortgage Trust FRB JUN 15 54 5,517,089 $219,895.31 0.08% $219,895.31 0.08% - Commercial Mortgage-Backed Securities United States
071734AN 071734AN Bausch Health Cos Inc 144A 4.875% JUN 01 28 272,000 $215,702.12 0.08% $215,702.12 0.08% - Corporate Debt United States
639057AQ 639057AQ NatWest Group PLC FRB JUN 30 72 200,000 $215,712.11 0.08% $215,712.11 0.08% - Corporate Debt United Kingdom
00135TAD 00135TAD AIB Group PLC 144A FRB SEP 13 29 200,000 $212,017.37 0.07% $212,017.38 0.07% - Corporate Debt Ireland
55282XAG 55282XAG MF1 Multifamily Housing Mortgage Loan Trust 144A 1.81% JUL 15 36 213,000 $211,051.24 0.07% $211,051.23 0.07% - Commercial Mortgage-Backed Securities United States
17888HAC 17888HAC Civitas Resources Inc 144A 8.625% NOV 01 30 192,000 $209,988.86 0.07% $209,988.86 0.07% - Corporate Debt United States
55977YAA 55977YAA Magyar Export-Import Bank Zrt 144A 6.125% DEC 04 27 200,000 $208,696.08 0.07% $208,696.08 0.07% - Emerging Markets Hungary
62878U2F 62878U2F NBN Co Ltd 144A 5.75% OCT 06 28 200,000 $207,438.79 0.07% $207,438.79 0.07% - Non U.S. Markets Australia
699149AN 699149AN Paraguay Government International Bond 144A 6% FEB 09 36 200,000 $207,043.33 0.07% $207,043.33 0.07% - Emerging Markets Paraguay
344045AA 344045AA Flutter Treasury DAC 144A 6.375% APR 29 29 200,000 $205,129.67 0.07% $205,129.67 0.07% - Corporate Debt Ireland
29287TAB 29287TAB Engie Energia Chile SA 144A 6.375% APR 17 34 200,000 $204,795.83 0.07% $204,795.83 0.07% - Emerging Markets Chile
67114NAA 67114NAA Oryx Funding Ltd 144A 5.8% FEB 03 31 200,000 $204,720.96 0.07% $204,720.96 0.07% - Emerging Markets Oman
21H0626B 21H0626B Ginnie Mae 6.5% NOV TBA 200,000 $203,871.74 0.07% $203,185.63 0.07% - Mortgage-Backed Securities United States
03880XAJ 03880XAJ Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd 144A 2.8% JAN 15 37 208,000 $202,880.41 0.07% $202,880.41 0.07% - Collateralized Loan Obligations United States
013304AA 013304AA Albion Financing 1 SARL 144A 6.125% OCT 15 26 200,000 $200,702.24 0.07% $200,702.24 0.07% - Corporate Debt Luxembourg
3132DWFG 3132DWFG Freddie Mac Pool 5% NOV 01 52 205,086 $200,446.07 0.07% $200,446.08 0.07% - Mortgage-Backed Securities United States
03881CAG 03881CAG Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd 144A 2.13% DEC 15 35 200,000 $198,776.10 0.07% $198,776.11 0.07% - Collateralized Loan Obligations United States
08162RAF 08162RAF Benchmark 2021-B23 Mortgage Trust FRB FEB 15 54 3,588,750 $198,083.41 0.07% $198,083.41 0.07% - Commercial Mortgage-Backed Securities United States
12326TAA 12326TAA Business Jet Securities 2024-2 LLC 144A 5.364% SEP 15 39 197,222 $194,287.28 0.07% $194,287.28 0.07% - Asset Backed Securities United States
65336YAN 65336YAN Nexstar Media Inc 144A 4.75% NOV 01 28 200,000 $192,776.32 0.07% $192,776.32 0.07% - Corporate Debt United States
202712BN 202712BN Commonwealth Bank of Australia 144A 2.688% MAR 11 31 221,000 $191,619.82 0.07% $191,619.81 0.07% - Corporate Debt Australia
18539UAE 18539UAE Clearway Energy Operating LLC 144A 3.75% JAN 15 32 212,000 $190,203.55 0.07% $190,203.55 0.07% - Corporate Debt United States
BMDLRL BMDLRL Toronto-Dominion Bank RegS 3.563% APR 16 31 170,000 $189,149.01 0.07% $189,149.02 0.07% - Corporate Debt Canada
126307BB 126307BB CSC Holdings LLC 144A 4.125% DEC 01 30 250,000 $188,829.80 0.07% $188,829.80 0.07% - Corporate Debt United States
3140XHGD 3140XHGD Fannie Mae 2.5% FEB 01 52 227,275 $188,618.39 0.07% $188,618.39 0.07% - Mortgage-Backed Securities United States
BKS3L6 BKS3L6 Samhallsbyggnadsbolaget i Norden AB RegS FRB SEP 04 26 200,000 $188,729.84 0.07% $188,729.84 0.07% - Corporate Debt Sweden
78486BAE 78486BAE STWD 2021-FL2 Ltd 144A 1.909% APR 18 38 190,000 $186,768.98 0.07% $186,768.99 0.07% - Collateralized Loan Obligations United States
BQXK2R BQXK2R Bundesrepublik Deutschland Bundesanleihe RegS 2.5% AUG 15 54 170,000 $184,682.46 0.06% $184,682.45 0.06% - Non U.S. Markets Germany
57701RAJ 57701RAJ Mattamy Group Corp 144A 5.25% DEC 15 27 183,000 $183,869.16 0.06% $183,869.16 0.06% - Corporate Debt Canada
08163AAF 08163AAF Benchmark 2020-B18 Mortgage Trust FRB JUL 15 53 3,260,278 $183,567.97 0.06% $183,567.96 0.06% - Commercial Mortgage-Backed Securities United States
BMC6K1 BMC6K1 Ubisoft Entertainment SA RegS 0.878% NOV 24 27 200,000 $183,444.31 0.06% $183,444.31 0.06% - Corporate Debt France
L5217E12 INTEL LX Intelsat Jackson Holdings SA 6,129 $177,741.00 0.06% $177,741.00 0.06% - Communication Services Luxembourg
BMDKP3 BMDKP3 EP Infrastructure AS RegS 1.816% MAR 02 31 187,000 $176,896.86 0.06% $176,896.85 0.06% - Emerging Markets Czech Republic
3137FUZG 3137FUZG Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 30 2,034,877 $176,651.05 0.06% $176,651.05 0.06% - Mortgage-Backed Securities United States
60672JAA 60672JAA Miter Brands Acquisition Holdco Inc 144A 6.75% APR 01 32 171,000 $174,911.49 0.06% $174,911.48 0.06% - Corporate Debt United States
BKWCW0 BKWCW0 Angolan Government International Bond RegS 9.125% NOV 26 49 200,000 $174,782.64 0.06% $174,782.64 0.06% - Emerging Markets Angola
651229BE 651229BE Newell Brands Inc 6.625% MAY 15 32 174,000 $174,502.48 0.06% $174,502.48 0.06% - Corporate Debt United States
3137F4XB 3137F4XB Freddie Mac Multifamily Structured Pass Through Certificates FRB FEB 25 28 36,576,000 $173,215.43 0.06% $173,215.43 0.06% - Mortgage-Backed Securities United States
3140LXAS 3140LXAS Fannie Mae 2.5% APR 01 52 205,110 $171,563.93 0.06% $171,563.93 0.06% - Mortgage-Backed Securities United States
291918AA 291918AA Empire District Bondco LLC 4.943% JAN 01 33 165,000 $170,992.74 0.06% $170,992.74 0.06% - Asset Backed Securities United States
29278GAP 29278GAP Enel Finance International NV 144A 2.5% JUL 12 31 200,000 $171,026.16 0.06% $171,026.16 0.06% - Corporate Debt Italy
902613AK 902613AK UBS Group AG 144A FRB FEB 11 33 200,000 $170,694.33 0.06% $170,694.33 0.06% - Corporate Debt Switzerland
05493EAZ 05493EAZ BBCMS Mortgage Trust 2021-C9 FRB FEB 15 54 2,236,627 $170,408.79 0.06% $170,408.79 0.06% - Commercial Mortgage-Backed Securities United States
BL68HH BL68HH United Kingdom Gilt RegS 0.375% OCT 22 30 162,000 $167,370.29 0.06% $167,370.29 0.06% - Non U.S. Markets United Kingdom
BKKF64 BKKF64 Ziggo Bond Co BV RegS 3.375% FEB 28 30 170,000 $167,331.39 0.06% $167,331.38 0.06% - Corporate Debt Netherlands
88581EAF 88581EAF 3650R 2021-PF1 Commercial Mortgage Trust 1.008% NOV 15 54 3,732,131 $164,042.27 0.06% $164,042.27 0.06% - Commercial Mortgage-Backed Securities United States
SM11139P SM11139P Glencore International AG 5% JUN 20 28 130,000 $22,146.01 0.01% $163,553.52 0.06% - Corporate Debt Australia
3137FLYN 3137FLYN Freddie Mac Multifamily Structured Pass Through Certificates 5.808% MAR 25 29 159,822 $160,631.57 0.06% $160,631.57 0.06% - Mortgage-Backed Securities United States
43118DAB 43118DAB Hightower Holding LLC 144A 9.125% JAN 31 30 149,000 $160,492.59 0.06% $160,492.59 0.06% - Corporate Debt United States
BN44R7 BN44R7 SPP-Distribucia AS RegS 1% JUN 09 31 180,000 $160,683.59 0.06% $160,683.59 0.06% - Emerging Markets Slovakia
25714PET 25714PET Dominican Republic International Bond 144A 7.05% FEB 03 31 150,000 $159,144.15 0.06% $159,144.15 0.06% - Emerging Markets Dominican Republic
57563RSU 57563RSU Massachusetts Educational Financing Authority MA Ref-Txbl-Senior-Issue M-Ser A 4.949 JUL 01 38 160,000 $157,936.54 0.06% $157,936.54 0.06% - Municipal United States
31418EHP 31418EHP Fannie Mae 5% AUG 01 52 159,722 $156,207.45 0.05% $156,207.45 0.05% - Mortgage-Backed Securities United States
3137F4D8 3137F4D8 Freddie Mac Multifamily Structured Pass Through Certificates FRB FEB 28 28 15,572,000 $155,018.23 0.05% $155,018.24 0.05% - Mortgage-Backed Securities United States
57587GTN 57587GTN Massachusetts Housing Finance Agency MA Txbl-Ser 226-Social Bond 5.562 DEC 01 52 150,000 $154,454.70 0.05% $154,454.70 0.05% - Municipal United States
822866AG 822866AG Shelter Growth CRE Issuer Ltd 144A FRB SEP 15 36 157,500 $153,554.83 0.05% $153,554.83 0.05% - Commercial Mortgage-Backed Securities United States
91327BAA 91327BAA Uniti Group LP 144A 6.5% FEB 15 29 174,000 $152,185.99 0.05% $152,185.99 0.05% - Corporate Debt United States
02156LAF 02156LAF Altice France SA 144A 5.125% JUL 15 29 200,000 $150,046.21 0.05% $150,046.21 0.05% - Corporate Debt France
61692CBK 61692CBK Morgan Stanley Capital I Trust 2021-L6 FRB JUN 15 54 3,000,516 $149,970.57 0.05% $149,970.58 0.05% - Commercial Mortgage-Backed Securities United States
90290MAJ 90290MAJ US Foods Inc 144A 5.75% APR 15 33 151,000 $149,377.22 0.05% $149,377.22 0.05% - Corporate Debt United States
BLCD4T BLCD4T Eustream AS RegS 1.625% JUN 25 27 146,000 $148,933.93 0.05% $148,933.93 0.05% - Emerging Markets Slovakia
87276WAC 87276WAC TRTX 2021-FL4 Issuer Ltd 144A 6.295% MAR 15 38 150,000 $148,970.13 0.05% $148,970.13 0.05% - Collateralized Loan Obligations United States
36179W5B 36179W5B Ginnie Mae II 2.5% MAY 20 52 175,000 $148,670.00 0.05% $148,670.00 0.05% - Mortgage-Backed Securities United States
889184AG 889184AG Toledo Hospital 6.015% NOV 15 48 142,000 $148,049.12 0.05% $148,049.11 0.05% - Corporate Debt United States
BS9DC8 BS9DC8 Summer BidCo BV 144A 10% FEB 15 29 123,584 $147,755.89 0.05% $147,755.89 0.05% - Emerging Markets Slovenia
BNVRCH BNVRCH Ferrari NV RegS 3.63% MAY 21 30 130,000 $145,537.69 0.05% $145,537.68 0.05% - Corporate Debt Italy
6174468P 6174468P Morgan Stanley FRB APR 01 31 154,000 $144,588.38 0.05% $144,588.38 0.05% - Corporate Debt United States
92540EAA 92540EAA Verus Securitization Trust 2024-1 144A FRB JAN 25 69 141,897 $142,671.15 0.05% $142,671.15 0.05% - Residential Mortgage Backed Securities United States
95003DBP 95003DBP Wells Fargo Commercial Mortgage Trust 2021-C60 FRB AUG 15 54 1,934,133 $142,122.72 0.05% $142,122.72 0.05% - Commercial Mortgage-Backed Securities United States
37441QAA 37441QAA Wrangler Holdco Corp 144A 6.625% APR 01 32 137,000 $140,588.55 0.05% $140,588.56 0.05% - Corporate Debt Canada
31418ECY 31418ECY Fannie Mae 2% APR 01 42 166,467 $140,418.91 0.05% $140,418.92 0.05% - Mortgage-Backed Securities United States
9249ZZ9X LHTTWR LTRI Holdings, LP 615 $139,955.55 0.05% $139,955.55 0.05% - Energy United States
08163GAZ 08163GAZ Benchmark 2021-B28 Mortgage Trust FRB AUG 15 54 2,312,005 $139,954.71 0.05% $139,954.72 0.05% - Commercial Mortgage-Backed Securities United States
071734AJ 071734AJ Bausch Health Cos Inc 144A 5.25% JAN 30 30 244,000 $137,461.18 0.05% $137,461.19 0.05% - Corporate Debt United States
BQP9H0 BQP9H0 Allwyn Entertainment Financing UK PLC RegS 7.25% APR 30 30 114,000 $134,495.58 0.05% $134,495.59 0.05% - Emerging Markets Czech Republic
30251GBD 30251GBD FMG Resources August 2006 Pty Ltd 144A 5.875% APR 15 30 134,000 $133,708.19 0.05% $133,708.19 0.05% - Corporate Debt Australia
BQHP8P BQHP8P EPH Financing International AS RegS 6.651% NOV 13 28 107,000 $132,605.69 0.05% $132,605.69 0.05% - Emerging Markets Czech Republic
19688TAA 19688TAA COLT 2024-1 Mortgage Loan Trust 144A FRB FEB 25 69 131,303 $132,222.41 0.05% $132,222.41 0.05% - Residential Mortgage Backed Securities United States
92328MAE 92328MAE Venture Global Calcasieu Pass LLC 144A 6.25% JAN 15 30 126,000 $131,110.53 0.05% $131,110.53 0.05% - Corporate Debt United States
073250BW 073250BW Bayview Financial Revolving Asset Trust 2005-E 144A FRB DEC 28 40 77,104 $130,949.29 0.05% $130,949.29 0.05% - Asset Backed Securities United States
05635JAB 05635JAB Bacardi Ltd 144A 5.4% JUN 15 33 129,000 $130,887.28 0.05% $130,887.28 0.05% - Corporate Debt Bermuda
BYZ89R BYZ89R RAC Bond Co PLC RegS 4.87% MAY 06 26 100,000 $130,589.79 0.05% $130,589.79 0.05% - Asset Backed Securities United Kingdom
BNT2JY BNT2JY Samhallsbyggnadsbolaget i Norden AB RegS FRB JAN 30 71 280,000 $129,442.25 0.05% $129,442.25 0.05% - Corporate Debt Sweden
758750AM 758750AM Regal Rexnord Corp 6.05% APR 15 28 126,000 $129,354.22 0.05% $129,354.22 0.05% - Corporate Debt United States
20338HAB 20338HAB CommScope Technologies LLC 144A 5% MAR 15 27 145,000 $129,172.77 0.05% $129,172.77 0.05% - Corporate Debt United States
BQPGBQ BQPGBQ Royal Bank of Canada RegS 4.875% NOV 01 30 100,000 $127,193.93 0.04% $127,193.93 0.04% - Corporate Debt Canada
BP6SRF BP6SRF Aviva PLC RegS FRB SEP 12 54 100,000 $127,303.13 0.04% $127,303.12 0.04% - Corporate Debt United Kingdom
BPJMZC BPJMZC Tesco Corporate Treasury Services PLC RegS 5.125% MAY 22 34 100,000 $125,829.56 0.04% $125,829.56 0.04% - Corporate Debt United Kingdom
BP4DQ1 BP4DQ1 Morgan Stanley FRB OCT 24 35 100,000 $125,222.09 0.04% $125,222.09 0.04% - Corporate Debt United States
BSVLR7 BSVLR7 Hammerson PLC RegS 5.875% OCT 08 36 100,000 $124,436.18 0.04% $124,436.18 0.04% - Corporate Debt United Kingdom
BRDY8W BRDY8W CEZ AS RegS 4.25% JUN 11 32 110,000 $123,029.66 0.04% $123,029.65 0.04% - Emerging Markets Czech Republic
21H0506B 21H0506B Ginnie Mae 5% NOV TBA 125,000 $122,418.75 0.04% $122,088.89 0.04% - Mortgage-Backed Securities United States
893647BR 893647BR TransDigm Inc 144A 6.75% AUG 15 28 117,000 $121,178.19 0.04% $121,178.19 0.04% - Corporate Debt United States
BNRR08 BNRR08 HSBC Holdings PLC RegS FRB MAY 23 33 100,000 $119,489.83 0.04% $119,489.82 0.04% - Corporate Debt United Kingdom
ZB781602 ZB781602 Pachelbel Bidco SpA 144A 7.125% MAY 17 31 100,000 $119,536.28 0.04% $119,536.29 0.04% - Corporate Debt Italy
896288AC 896288AC TriNet Group Inc 144A 7.125% AUG 15 31 114,000 $118,464.54 0.04% $118,464.54 0.04% - Corporate Debt United States
BRDYC0 BRDYC0 Autostrade per l'Italia SpA RegS 5.125% JUN 14 33 100,000 $118,404.04 0.04% $118,404.04 0.04% - Corporate Debt Italy
38384KSR 38384KSR Ginnie Mae 6.04% MAR 20 64 117,229 $118,129.70 0.04% $118,129.70 0.04% - Mortgage-Backed Securities United States
70137WAN 70137WAN Parkland Corp 144A 6.625% AUG 15 32 116,000 $117,358.31 0.04% $117,358.31 0.04% - Corporate Debt Canada
135087ZS 135087ZS Canadian Government Bond 3.5% DEC 01 45 156,000 $117,115.26 0.04% $117,115.26 0.04% - Non U.S. Markets Canada
BKVG1Q BKVG1Q Zegona Finance PLC 144A 6.75% JUL 15 29 100,000 $116,470.83 0.04% $116,470.83 0.04% - Corporate Debt United Kingdom
BRS948 BRS948 BP Capital Markets BV RegS 4.323% MAY 12 35 100,000 $115,923.13 0.04% $115,923.13 0.04% - Corporate Debt United States
135087M6 135087M6 Canadian Government Bond 1.75% DEC 01 53 224,000 $115,989.89 0.04% $115,989.89 0.04% - Non U.S. Markets Canada
BRJGT4 BRJGT4 Amber Finco PLC 144A 6.625% JUL 15 29 100,000 $115,771.72 0.04% $115,771.73 0.04% - Corporate Debt United Kingdom
161175CQ 161175CQ Charter Communications Operating LLC 6.1% JUN 01 29 110,000 $115,456.38 0.04% $115,456.39 0.04% - Corporate Debt United States
3132DWJP 3132DWJP Freddie Mac Pool 4.5% NOV 01 53 120,921 $115,293.33 0.04% $115,293.33 0.04% - Mortgage-Backed Securities United States
116705AK 116705AK Bruce Power LP 2.68% DEC 21 28 166,000 $114,811.51 0.04% $114,811.51 0.04% - Corporate Debt Canada
BRDW8R BRDW8R Lseg Netherlands BV RegS 4.231% SEP 29 30 100,000 $114,292.43 0.04% $114,292.43 0.04% - Corporate Debt United Kingdom
BNNMLP BNNMLP Engie SA RegS 4.25% JAN 11 43 100,000 $114,108.18 0.04% $114,108.18 0.04% - Corporate Debt France
BPRSM0 BPRSM0 Deutsche Bank AG RegS FRB JAN 15 30 100,000 $113,981.15 0.04% $113,981.15 0.04% - Corporate Debt Germany
BSHSMV BSHSMV NBN Co Ltd RegS 3.75% MAR 22 34 100,000 $114,053.17 0.04% $114,053.17 0.04% - Non U.S. Markets Australia
44107HAF 44107HAF NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery 2.667% OCT 01 50 179,000 $113,722.71 0.04% $113,722.70 0.04% - Corporate Debt United States
BQWR4C BQWR4C Enel Finance International NV RegS 3.875% JAN 23 35 100,000 $113,669.59 0.04% $113,669.60 0.04% - Corporate Debt Italy
BPQTJ7 BPQTJ7 Banque Federative du Credit Mutuel SA RegS 3.75% FEB 03 34 100,000 $113,369.37 0.04% $113,369.38 0.04% - Corporate Debt France
BPCVFP BPCVFP Eni SpA RegS 3.875% JAN 15 34 100,000 $113,372.81 0.04% $113,372.81 0.04% - Corporate Debt Italy
BMCXVY BMCXVY Macquarie Group Ltd RegS 0.95% MAY 21 31 120,000 $112,455.97 0.04% $112,455.97 0.04% - Corporate Debt Australia
075887CV 075887CV Becton Dickinson & Co 3.828% JUN 07 32 100,000 $112,495.42 0.04% $112,495.42 0.04% - Corporate Debt United States
BS3FP3 BS3FP3 Swisscom Finance BV RegS 3.5% NOV 29 31 100,000 $112,487.24 0.04% $112,487.24 0.04% - Non U.S. Markets Switzerland
BPMQ4P BPMQ4P Veralto Corp 4.15% SEP 19 31 100,000 $112,527.63 0.04% $112,527.63 0.04% - Corporate Debt United States
BPBJY2 BPBJY2 Transurban Finance Co Pty Ltd RegS 3.974% MAR 12 36 100,000 $112,303.03 0.04% $112,303.02 0.04% - Corporate Debt Australia
BPJK1W BPJK1W Johnson & Johnson 3.55% JUN 01 44 100,000 $112,244.47 0.04% $112,244.47 0.04% - Corporate Debt United States
BPTK5C BPTK5C JPMorgan Chase & Co RegS FRB MAR 21 34 100,000 $112,395.38 0.04% $112,395.39 0.04% - Corporate Debt United States
BKVFK4 BKVFK4 BAT International Finance PLC RegS 4.13% APR 12 32 100,000 $112,066.66 0.04% $112,066.66 0.04% - Corporate Debt United Kingdom
34706CAC 34706CAC FORT CRE 2022-FL3 Issuer LLC 144A 7.107% FEB 23 39 114,000 $111,628.20 0.04% $111,628.21 0.04% - Collateralized Loan Obligations United States
BMDLQD BMDLQD Duke Energy Corp 3.75% APR 01 31 100,000 $111,346.46 0.04% $111,346.46 0.04% - Corporate Debt United States
36179XX5 36179XX5 Ginnie Mae II 5% APR 20 53 113,381 $111,422.75 0.04% $111,422.76 0.04% - Mortgage-Backed Securities United States
00489LAH 00489LAH Acrisure LLC 144A 6% AUG 01 29 116,000 $111,514.00 0.04% $111,514.00 0.04% - Corporate Debt United States
BPZRJ7 BPZRJ7 Oncor Electric Delivery Co LLC RegS 3.5% MAY 15 31 100,000 $111,279.27 0.04% $111,279.28 0.04% - Corporate Debt United States
BQD3HY BQD3HY DSM BV RegS 3.625% JUL 02 34 100,000 $111,221.83 0.04% $111,221.83 0.04% - Corporate Debt Netherlands
BNXJ4S BNXJ4S Heineken NV RegS 3.812% JUL 04 36 100,000 $111,297.73 0.04% $111,297.73 0.04% - Corporate Debt Netherlands
74625PAB 74625PAB BX Commercial Mortgage Trust 2024-PURE 144A 6.2% NOV 15 29 154,000 $110,893.17 0.04% $110,893.17 0.04% - Commercial Mortgage-Backed Securities Canada
BS6ZP7 BS6ZP7 Commerzbank AG RegS FRB JUL 16 32 100,000 $110,878.76 0.04% $110,878.76 0.04% - Corporate Debt Germany
3140QNWE 3140QNWE Fannie Mae 2% APR 01 52 139,012 $110,833.90 0.04% $110,833.90 0.04% - Mortgage-Backed Securities United States
BPBNG6 BPBNG6 Nationwide Building Society RegS FRB JUL 24 32 100,000 $110,846.64 0.04% $110,846.64 0.04% - Corporate Debt United Kingdom
57563RRZ 57563RRZ Massachusetts Educational Financing Authority MA Txbl-Senior-Ser A 2.641 JUL 01 37 125,000 $110,862.01 0.04% $110,862.00 0.04% - Municipal United States
BSCD4Y BSCD4Y NatWest Group PLC RegS FRB AUG 05 31 100,000 $110,508.60 0.04% $110,508.60 0.04% - Corporate Debt United Kingdom
67448LAA 67448LAA OBX 2024-NQM1 Trust 144A 5.928% NOV 25 63 109,100 $110,046.18 0.04% $110,046.18 0.04% - Residential Mortgage Backed Securities United States
BSWWL7 BSWWL7 Kerry Group Financial Services Unltd Co RegS 3.75% SEP 05 36 100,000 $109,788.14 0.04% $109,788.14 0.04% - Corporate Debt Ireland
BMYCKC BMYCKC Verisure Midholding AB RegS 5.25% FEB 15 29 100,000 $109,776.09 0.04% $109,776.09 0.04% - Corporate Debt Sweden
BRBQD6 BRBQD6 P3 Group Sarl RegS 4% APR 19 32 100,000 $109,393.72 0.04% $109,393.72 0.04% - Non U.S. Markets Luxembourg
BPMPNS BPMPNS Powszechna Kasa Oszczednosci Bank Polski SA RegS FRB SEP 12 27 100,000 $109,360.11 0.04% $109,360.11 0.04% - Emerging Markets Poland
BTFK57 BTFK57 Bankinter SA RegS 3.5% SEP 10 32 100,000 $109,245.16 0.04% $109,245.16 0.04% - Corporate Debt Spain
BTFJ0P BTFJ0P Unicaja Banco SA RegS FRB SEP 12 29 100,000 $109,301.31 0.04% $109,301.31 0.04% - Corporate Debt Spain
BP4YD4 BP4YD4 Stryker Corp 3.625% SEP 11 36 100,000 $109,055.79 0.04% $109,055.78 0.04% - Corporate Debt United States
BMXKTP BMXKTP Logicor Financing Sarl RegS 1.625% JAN 17 30 110,000 $109,150.75 0.04% $109,150.75 0.04% - Non U.S. Markets Luxembourg
BQTY6W BQTY6W mBank SA RegS FRB SEP 27 30 100,000 $108,763.08 0.04% $108,763.08 0.04% - Emerging Markets Poland
BL6JQN BL6JQN RTE Reseau de Transport d'Electricite SADIR RegS 3.5% OCT 02 36 100,000 $108,965.68 0.04% $108,965.68 0.04% - Non U.S. Markets France
BSPRNC BSPRNC Diageo Finance PLC RegS 3.375% AUG 30 35 100,000 $108,835.66 0.04% $108,835.66 0.04% - Corporate Debt United Kingdom
BT06L1 BT06L1 Experian Finance PLC RegS 3.375% OCT 10 34 100,000 $108,339.97 0.04% $108,339.97 0.04% - Corporate Debt United States
BPMRJ4 BPMRJ4 Unibail-Rodamco-Westfield SE RegS 3.875% SEP 11 34 100,000 $108,374.10 0.04% $108,374.10 0.04% - Corporate Debt France
BP2VP5 BP2VP5 Landsbankinn HF RegS 3.75% OCT 08 29 100,000 $108,184.78 0.04% $108,184.78 0.04% - Non U.S. Markets Iceland
05492VAG 05492VAG BBCMS Mortgage Trust 2020-C7 FRB APR 15 53 1,952,597 $108,029.17 0.04% $108,029.16 0.04% - Commercial Mortgage-Backed Securities United States
HM30104C HM30104C DSV Finance BV RegS 3.375% NOV 06 34 100,000 $107,931.34 0.04% $107,931.34 0.04% - Corporate Debt Denmark
BRJZ22 BRJZ22 L'Oreal SA RegS 2.875% NOV 06 31 100,000 $108,144.10 0.04% $108,144.10 0.04% - Corporate Debt France
BQTY81 BQTY81 Naturgy Finance Iberia SA RegS 3.25% OCT 02 30 100,000 $107,910.37 0.04% $107,910.37 0.04% - Corporate Debt Spain
YU234567 YU234567 Vier Gas Transport GmbH RegS 3.375% NOV 11 31 100,000 $107,853.68 0.04% $107,853.68 0.04% - Corporate Debt Germany
BQNKXT BQNKXT Coventry Building Society RegS 3.125% OCT 29 29 100,000 $107,610.43 0.04% $107,610.44 0.04% - Corporate Debt United Kingdom
55284JAG 55284JAG MF1 2022-FL8 Ltd 144A 3.672% FEB 19 37 110,841 $107,801.07 0.04% $107,801.07 0.04% - Collateralized Loan Obligations United States
BS55M6 BS55M6 TDF Infrastructure SASU RegS 4.125% OCT 23 31 100,000 $107,525.26 0.04% $107,525.27 0.04% - Corporate Debt France
BTBMJ9 BTBMJ9 Verallia SA RegS 3.875% NOV 04 32 100,000 $107,362.74 0.04% $107,362.74 0.04% - Corporate Debt France
BRZX5V BRZX5V IHG Finance LLC RegS 3.625% SEP 27 31 100,000 $107,449.36 0.04% $107,449.36 0.04% - Corporate Debt United Kingdom
BQKS3R BQKS3R Commerzbank AG RegS 3.875% OCT 15 35 100,000 $107,058.97 0.04% $107,058.97 0.04% - Corporate Debt Germany
50212YAD 50212YAD LPL Holdings Inc 144A 4% MAR 15 29 113,000 $106,843.67 0.04% $106,843.66 0.04% - Corporate Debt United States
BS6VN6 BS6VN6 Shurgard Luxembourg Sarl RegS 3.625% OCT 22 34 100,000 $106,877.88 0.04% $106,877.87 0.04% - Corporate Debt Belgium
BJKFFY BJKFFY Euronet Worldwide Inc 1.375% MAY 22 26 100,000 $105,779.71 0.04% $105,779.71 0.04% - Corporate Debt United States
373334KT 373334KT Georgia Power Co 4.95% MAY 17 33 103,000 $105,038.73 0.04% $105,038.73 0.04% - Corporate Debt United States
3140N5MY 3140N5MY Fannie Mae 5.5% NOV 01 52 105,306 $105,046.23 0.04% $105,046.23 0.04% - Mortgage-Backed Securities United States
097023CW 097023CW Boeing Co 5.805% MAY 01 50 108,000 $104,996.22 0.04% $104,996.22 0.04% - Corporate Debt United States
BYVSL2 BYVSL2 Richemont International Holding SA RegS 1.5% MAR 26 30 100,000 $101,733.57 0.04% $101,733.57 0.04% - Corporate Debt Switzerland
BMG4Q3 BMG4Q3 CAB SELAS RegS 3.375% FEB 01 28 100,000 $101,818.57 0.04% $101,818.57 0.04% - Corporate Debt France
BMDWDD BMDWDD P3 Group Sarl RegS 1.625% JAN 26 29 100,000 $101,416.56 0.04% $101,416.56 0.04% - Non U.S. Markets Luxembourg
26860XBC 26860XBC ELM Trust 2024-ELM 144A FRB JUN 10 39 100,000 $101,503.33 0.04% $101,503.33 0.04% - Commercial Mortgage-Backed Securities United States
26860XBE 26860XBE ELM Trust 2024-ELM 144A FRB JUN 10 39 100,000 $101,575.38 0.04% $101,575.38 0.04% - Commercial Mortgage-Backed Securities United States
26860XBA 26860XBA ELM Trust 2024-ELM 144A FRB JUN 10 39 100,000 $101,492.28 0.04% $101,492.28 0.04% - Commercial Mortgage-Backed Securities United States
29439DAE 29439DAE EQT Trust 2024-EXTR 144A 6.046% JUL 05 41 100,000 $100,527.09 0.04% $100,527.09 0.04% - Commercial Mortgage-Backed Securities United States
29439DAC 29439DAC EQT Trust 2024-EXTR 144A 5.655% JUL 05 41 100,000 $100,636.38 0.04% $100,636.38 0.04% - Commercial Mortgage-Backed Securities United States
55416AAC 55416AAC MF1 2024-FL14 LLC 144A 6.999% MAR 19 39 100,000 $100,251.85 0.04% $100,251.85 0.04% - Collateralized Loan Obligations United States
05555MAA 05555MAA BDS 2024-FL13 LLC 144A 7.188% SEP 19 39 100,000 $100,220.38 0.04% $100,220.38 0.04% - Commercial Mortgage-Backed Securities United States
91324PFJ 91324PFJ UnitedHealth Group Inc 5.15% JUL 15 34 98,000 $100,085.82 0.04% $100,085.81 0.04% - Corporate Debt United States
05593JAG 05593JAG BMP 2024-MF23 144A 7.194% JUN 15 41 100,000 $100,068.95 0.04% $100,068.95 0.04% - Commercial Mortgage-Backed Securities United States
05593JAE 05593JAE BMP 2024-MF23 144A 6.645% JUN 15 41 100,000 $100,130.16 0.04% $100,130.16 0.04% - Commercial Mortgage-Backed Securities United States
87971MBV 87971MBV TELUS Corp RegS 2.85% NOV 13 31 151,000 $99,869.21 0.03% $99,869.21 0.03% - Corporate Debt Canada
05602CAE 05602CAE BSPRT 2021-FL7 Issuer Ltd 144A 2.15% DEC 15 38 100,000 $99,423.91 0.03% $99,423.91 0.03% - Collateralized Loan Obligations United States
53947XAG 53947XAG LoanCore 2021-CRE5 Issuer Ltd 144A 2.101% JUL 15 36 100,000 $99,264.89 0.03% $99,264.89 0.03% - Collateralized Loan Obligations United States
04002VAG 04002VAG AREIT 2022-CRE6 Trust 144A 2.25% JAN 20 37 100,000 $99,072.57 0.03% $99,072.57 0.03% - Commercial Mortgage-Backed Securities United States
05602CAG 05602CAG BSPRT 2021-FL7 Issuer Ltd 144A 2.4% DEC 15 38 100,000 $98,942.01 0.03% $98,942.01 0.03% - Collateralized Loan Obligations United States
04002VAJ 04002VAJ AREIT 2022-CRE6 Trust 144A 7.918% JAN 20 37 100,000 $98,681.95 0.03% $98,681.95 0.03% - Commercial Mortgage-Backed Securities United States
78486BAG 78486BAG STWD 2021-FL2 Ltd 144A 2.209% APR 18 38 100,000 $98,284.99 0.03% $98,284.99 0.03% - Collateralized Loan Obligations United States
BMTSD7 BMTSD7 Haleon Netherlands Capital BV RegS 2.125% MAR 29 34 100,000 $98,299.27 0.03% $98,299.27 0.03% - Corporate Debt United States
862121AC 862121AC Store Capital LLC 2.75% NOV 18 30 113,000 $98,022.58 0.03% $98,022.58 0.03% - Corporate Debt United States
3137FYUL 3137FYUL Freddie Mac Multifamily Structured Pass Through Certificates FRB MAR 25 31 3,723,380 $97,868.33 0.03% $97,868.33 0.03% - Mortgage-Backed Securities United States
49177JAP 49177JAP Kenvue Inc 5.05% MAR 22 53 100,000 $97,760.28 0.03% $97,760.29 0.03% - Corporate Debt United States
462590NG 462590NG Iowa Student Loan Liquidity Corp IA Txbl-Ser A 5.080 DEC 01 39 100,000 $97,576.67 0.03% $97,576.67 0.03% - Municipal United States
08163CBE 08163CBE Benchmark 2021-B24 Mortgage Trust FRB MAR 15 54 1,985,151 $96,645.56 0.03% $96,645.56 0.03% - Commercial Mortgage-Backed Securities United States
303901AZ 303901AZ Fairfax Financial Holdings Ltd 4.250 DEC 06 27 130,000 $95,876.37 0.03% $95,876.38 0.03% - Corporate Debt Canada
92928QAH 92928QAH WEA Finance LLC 144A 2.875% JAN 15 27 100,000 $95,829.03 0.03% $95,829.03 0.03% - Corporate Debt France
BLH2WK BLH2WK APA Infrastructure Ltd RegS 2.5% MAR 15 36 100,000 $95,405.55 0.03% $95,405.56 0.03% - Corporate Debt Australia
B6RNH5 B6RNH5 United Kingdom Gilt RegS 3.75% JUL 22 52 88,000 $95,358.26 0.03% $95,538.02 0.03% - Non U.S. Markets United Kingdom
59156RCN 59156RCN MetLife Inc 5.3% DEC 15 34 92,000 $94,916.21 0.03% $94,916.21 0.03% - Corporate Debt United States
36179WLP 36179WLP Ginnie Mae II 2.5% AUG 20 51 111,138 $94,451.65 0.03% $94,451.65 0.03% - Mortgage-Backed Securities United States
12327CAB 12327CAB Business Jet Securities 2024-1 LLC 144A 6.924% MAY 15 39 92,211 $94,194.35 0.03% $94,194.35 0.03% - Asset Backed Securities United States
92826CAJ 92826CAJ Visa Inc 3.65% SEP 15 47 118,000 $94,415.89 0.03% $94,415.89 0.03% - Corporate Debt United States
BL0HMB BL0HMB Ivory Coast Government International Bond RegS 6.875% OCT 17 40 100,000 $94,397.70 0.03% $94,397.70 0.03% - Emerging Markets Ivory Coast
26884UAG 26884UAG EPR Properties 3.6% NOV 15 31 104,000 $93,418.39 0.03% $93,418.39 0.03% - Corporate Debt United States
12327CAA 12327CAA Business Jet Securities 2024-1 LLC 144A 6.197% MAY 15 39 92,211 $93,513.46 0.03% $93,513.45 0.03% - Asset Backed Securities United States
437076CQ 437076CQ Home Depot Inc 3.625% APR 15 52 122,000 $92,731.78 0.03% $92,731.77 0.03% - Corporate Debt United States
3140XGX4 3140XGX4 Fannie Mae 2% APR 01 52 115,501 $91,886.04 0.03% $91,886.04 0.03% - Mortgage-Backed Securities United States
BDCHBW BDCHBW United Kingdom Gilt RegS 1.5% JUL 22 47 130,000 $91,870.08 0.03% $91,870.07 0.03% - Non U.S. Markets United Kingdom
46647PBX 46647PBX JPMorgan Chase & Co FRB FEB 04 32 108,000 $90,851.20 0.03% $90,851.20 0.03% - Corporate Debt United States
55261FAQ 55261FAQ M&T Bank Corp FRB AUG 16 28 88,000 $87,825.92 0.03% $87,825.91 0.03% - Corporate Debt United States
571748CB 571748CB Marsh & McLennan Cos Inc 4.85% NOV 15 31 88,000 $87,685.87 0.03% $87,685.87 0.03% - Corporate Debt United States
71654QDE 71654QDE Petroleos Mexicanos 5.95% JAN 28 31 100,000 $87,703.35 0.03% $87,703.35 0.03% - Emerging Markets Mexico
12530MAA 12530MAA CF Hippolyta Issuer LLC 144A 1.69% JUL 15 60 89,945 $87,193.27 0.03% $87,193.27 0.03% - Asset Backed Securities United States
67448LAB 67448LAB OBX 2024-NQM1 Trust 144A 6.253% NOV 25 63 86,225 $86,941.79 0.03% $86,941.78 0.03% - Residential Mortgage Backed Securities United States
120568BF 120568BF Bunge Ltd Finance Corp 4.65% SEP 17 34 90,000 $86,830.50 0.03% $86,830.50 0.03% - Corporate Debt United States
04033GAB 04033GAB ARI Fleet Lease Trust 2023-B 144A 6.05% JUL 15 32 85,413 $86,498.58 0.03% $86,498.58 0.03% - Asset Backed Securities United States
12530MAC 12530MAC CF Hippolyta Issuer LLC 144A 2.28% JUL 15 60 89,945 $86,596.32 0.03% $86,596.33 0.03% - Asset Backed Securities United States
BPQTFG BPQTFG Nestle Finance International Ltd RegS 3.125% OCT 28 36 80,000 $85,720.14 0.03% $85,720.14 0.03% - Corporate Debt United States
165183CU 165183CU Chesapeake Funding II LLC 144A 5.65% MAY 15 35 84,882 $85,566.05 0.03% $85,566.05 0.03% - Asset Backed Securities United States
517834AF 517834AF Las Vegas Sands Corp 3.9% AUG 08 29 89,000 $83,969.46 0.03% $83,969.46 0.03% - Corporate Debt United States
03027XCH 03027XCH American Tower Corp 5.45% FEB 15 34 82,000 $84,015.81 0.03% $84,015.80 0.03% - Corporate Debt United States
3137H4BT 3137H4BT Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 31 2,699,427 $83,672.78 0.03% $83,672.78 0.03% - Mortgage-Backed Securities United States
253393AG 253393AG Dick's Sporting Goods Inc 4.1% JAN 15 52 111,000 $82,844.45 0.03% $82,844.45 0.03% - Corporate Debt United States
723787AR 723787AR Pioneer Natural Resources Co 2.15% JAN 15 31 95,000 $82,043.90 0.03% $82,043.91 0.03% - Corporate Debt United States
92660FAN 92660FAN Videotron Ltd 144A 3.625% JUN 15 29 86,000 $81,462.73 0.03% $81,462.73 0.03% - Corporate Debt Canada
3137FNX7 3137FNX7 Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 29 1,867,086 $81,426.56 0.03% $81,426.56 0.03% - Mortgage-Backed Securities United States
66573RAA 66573RAA Northern Star Resources Ltd 144A 6.125% APR 11 33 78,000 $81,162.28 0.03% $81,162.28 0.03% - Corporate Debt Australia
50077LAB 50077LAB Kraft Heinz Foods Co 4.375% JUN 01 46 94,000 $80,492.72 0.03% $80,492.72 0.03% - Corporate Debt United States
55608JBQ 55608JBQ Macquarie Group Ltd 144A FRB DEC 07 34 74,000 $80,604.82 0.03% $80,604.82 0.03% - Corporate Debt Australia
BMB37L BMB37L Exxon Mobil Corp 1.408% JUN 26 39 100,000 $80,274.60 0.03% $80,274.61 0.03% - Corporate Debt United States
571903BG 571903BG Marriott International Inc/MD 2.85% APR 15 31 90,000 $79,212.88 0.03% $79,212.88 0.03% - Corporate Debt United States
92887QAB 92887QAB Volvo Financial Equipment LLC Series 2024-1 144A 4.56% MAY 17 27 79,000 $78,978.20 0.03% $78,978.19 0.03% - Asset Backed Securities United States
3132D6EP 3132D6EP Freddie Mac Pool 4.5% JUL 01 38 79,805 $78,679.32 0.03% $78,679.32 0.03% - Mortgage-Backed Securities United States
BSWW16 BSWW16 EnBW International Finance BV RegS 4% JUL 22 36 70,000 $78,579.57 0.03% $78,579.57 0.03% - Non U.S. Markets Germany
BRXGNN BRXGNN Volkswagen Leasing GmbH RegS 4% APR 11 31 70,000 $78,181.65 0.03% $78,181.66 0.03% - Corporate Debt Germany
3137FEZY 3137FEZY Freddie Mac Multifamily Structured Pass Through Certificates FRB APR 25 28 15,983,000 $77,838.58 0.03% $77,838.58 0.03% - Mortgage-Backed Securities United States
69351UBB 69351UBB PPL Electric Utilities Corp 5.25% MAY 15 53 76,000 $76,846.12 0.03% $76,846.13 0.03% - Corporate Debt United States
803014AB 803014AB Santos Finance Ltd 144A 6.875% SEP 19 33 71,000 $76,800.05 0.03% $76,800.05 0.03% - Corporate Debt Australia
44891ABL 44891ABL Hyundai Capital America 144A 6.375% APR 08 30 72,000 $75,945.09 0.03% $75,945.09 0.03% - Corporate Debt United States
BSF04J BSF04J Wurth Finance International BV RegS 3% AUG 28 31 70,000 $75,420.95 0.03% $75,410.22 0.03% - Corporate Debt Germany
674599DF 674599DF Occidental Petroleum Corp 6.45% SEP 15 36 72,000 $75,052.34 0.03% $75,052.34 0.03% - Corporate Debt United States
36179Y5L 36179Y5L Ginnie Mae II 5.5% AUG 20 54 74,838 $74,818.54 0.03% $74,818.54 0.03% - Mortgage-Backed Securities United States
78433BAA 78433BAA SCIH Salt Holdings Inc 144A 4.875% MAY 01 28 76,000 $74,625.26 0.03% $74,625.26 0.03% - Corporate Debt United States
303901BR 303901BR Fairfax Financial Holdings Ltd 6.35% MAR 22 54 71,000 $74,350.14 0.03% $74,350.14 0.03% - Corporate Debt Canada
030288AC 030288AC American Transmission Systems Inc 144A 2.65% JAN 15 32 86,000 $74,200.63 0.03% $74,200.63 0.03% - Corporate Debt United States
026874DS 026874DS American International Group Inc 5.125% MAR 27 33 74,000 $74,326.70 0.03% $74,326.70 0.03% - Corporate Debt United States
3140XGZN 3140XGZN Fannie Mae 2.5% JAN 01 52 89,023 $74,103.13 0.03% $74,103.12 0.03% - Mortgage-Backed Securities United States
12592BAR 12592BAR CNH Industrial Capital LLC 5.5% JAN 12 29 71,000 $73,806.86 0.03% $73,806.86 0.03% - Corporate Debt United States
3140QKNN 3140QKNN Fannie Mae 2.5% MAY 01 51 88,532 $73,477.52 0.03% $73,477.53 0.03% - Mortgage-Backed Securities United States
3137FUZZ 3137FUZZ Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 30 896,340 $73,045.04 0.03% $73,045.04 0.03% - Mortgage-Backed Securities United States
337738AV 337738AV Fiserv Inc 4.4% JUL 01 49 84,000 $72,314.63 0.03% $72,314.63 0.03% - Corporate Debt United States
3137FTG4 3137FTG4 Freddie Mac Multifamily Structured Pass Through Certificates FRB APR 25 30 845,640 $72,035.11 0.03% $72,035.10 0.03% - Mortgage-Backed Securities United States
72650RBP 72650RBP Plains All American Pipeline LP 5.7% SEP 15 34 70,000 $71,979.96 0.03% $71,979.97 0.03% - Corporate Debt United States
06051GMB 06051GMB Bank of America Corp FRB AUG 15 35 71,000 $70,755.69 0.02% $70,755.69 0.02% - Corporate Debt United States
26444HAR 26444HAR Duke Energy Florida LLC 6.2% NOV 15 53 63,000 $70,903.95 0.02% $70,903.95 0.02% - Corporate Debt United States
929160AZ 929160AZ Vulcan Materials Co 3.5% JUN 01 30 75,000 $70,920.51 0.02% $70,920.51 0.02% - Corporate Debt United States
10112RAX 10112RAX Boston Properties LP 3.65% FEB 01 26 71,000 $70,319.64 0.02% $70,319.63 0.02% - Corporate Debt United States
036752AZ 036752AZ Elevance Health Inc 5.375% JUN 15 34 68,000 $70,180.74 0.02% $70,180.74 0.02% - Corporate Debt United States
421924BT 421924BT Encompass Health Corp 5.75% SEP 15 25 70,000 $70,199.00 0.02% $70,419.42 0.02% - Corporate Debt United States
12189LBL 12189LBL Burlington Northern Santa Fe LLC 5.5% MAR 15 55 67,000 $69,975.02 0.02% $69,975.02 0.02% - Corporate Debt United States
04273WAE 04273WAE Arrow Electronics Inc 5.875% APR 10 34 69,000 $70,100.75 0.02% $70,100.75 0.02% - Corporate Debt United States
05401AAG 05401AAG Avolon Holdings Funding Ltd 144A 4.375% MAY 01 26 69,000 $69,450.70 0.02% $69,450.69 0.02% - Corporate Debt Ireland
89680YAC 89680YAC Triton Container International Ltd 144A 3.15% JUN 15 31 78,000 $67,422.96 0.02% $67,422.96 0.02% - Corporate Debt Bermuda
36179XBS 36179XBS Ginnie Mae II 3.5% JUL 20 52 73,647 $66,787.78 0.02% $66,787.78 0.02% - Mortgage-Backed Securities United States
110709GJ 110709GJ Province of British Columbia Canada 2.95% JUN 18 50 115,000 $66,754.41 0.02% $66,754.41 0.02% - Non U.S. Markets Canada
36179XVS 36179XVS Ginnie Mae II 5% MAR 20 53 67,512 $66,355.87 0.02% $66,355.87 0.02% - Mortgage-Backed Securities United States
79588TAF 79588TAF Sammons Financial Group Inc 144A 6.875% APR 15 34 62,000 $65,303.36 0.02% $65,303.36 0.02% - Corporate Debt United States
19828TAC 19828TAC Columbia Pipelines Operating Co LLC 144A 6.544% NOV 15 53 59,000 $65,203.76 0.02% $65,203.76 0.02% - Corporate Debt United States
B28RLV B28RLV E.ON International Finance BV RegS 5.875% OCT 30 37 50,000 $65,251.57 0.02% $65,251.57 0.02% - Corporate Debt Germany
31418DRA 31418DRA Fannie Mae 3.5% JUL 01 50 71,530 $64,798.37 0.02% $64,798.37 0.02% - Mortgage-Backed Securities United States
71654QDP 71654QDP Petroleos Mexicanos 10% FEB 07 33 60,000 $64,997.53 0.02% $64,997.53 0.02% - Emerging Markets Mexico
06540CBL 06540CBL BANK 2021-BNK35 FRB JUN 15 64 1,290,980 $64,777.93 0.02% $64,777.93 0.02% - Commercial Mortgage-Backed Securities United States
21871XAK 21871XAK Corebridge Financial Inc 4.35% APR 05 42 76,000 $64,806.24 0.02% $64,806.23 0.02% - Corporate Debt United States
3137FTZU 3137FTZU Freddie Mac Multifamily Structured Pass Through Certificates FRB APR 25 30 731,897 $64,702.67 0.02% $64,702.67 0.02% - Mortgage-Backed Securities United States
36179W2T 36179W2T Ginnie Mae II 2% APR 20 52 78,888 $64,524.97 0.02% $64,524.98 0.02% - Mortgage-Backed Securities United States
25278XBA 25278XBA Diamondback Energy Inc 5.75% APR 18 54 66,000 $64,244.75 0.02% $64,244.75 0.02% - Corporate Debt United States
36179XTD 36179XTD Ginnie Mae II 5.5% FEB 20 53 63,837 $63,951.78 0.02% $63,951.77 0.02% - Mortgage-Backed Securities United States
286181AH 286181AH Element Fleet Management Corp 144A 6.271% JUN 26 26 60,000 $62,487.22 0.02% $62,487.21 0.02% - Corporate Debt Canada
115236AG 115236AG Brown & Brown Inc 5.65% JUN 11 34 60,000 $62,385.52 0.02% $62,385.52 0.02% - Corporate Debt United States
013051EP 013051EP Province of Alberta Canada 1.65% JUN 01 31 95,000 $61,269.59 0.02% $61,269.59 0.02% - Non U.S. Markets Canada
694308KL 694308KL Pacific Gas and Electric Co 6.1% JAN 15 29 58,000 $61,265.13 0.02% $61,265.14 0.02% - Corporate Debt United States
3133CAS6 3133CAS6 Freddie Mac Pool 6% AUG 01 53 59,914 $60,968.25 0.02% $60,968.25 0.02% - Mortgage-Backed Securities United States
29273VAW 29273VAW Energy Transfer LP 5.95% MAY 15 54 60,000 $60,746.29 0.02% $60,746.29 0.02% - Corporate Debt United States
46647PEG 46647PEG JPMorgan Chase & Co FRB APR 22 30 59,000 $60,602.66 0.02% $60,602.65 0.02% - Corporate Debt United States
67078AAF 67078AAF nVent Finance Sarl 5.65% MAY 15 33 58,000 $60,712.27 0.02% $60,712.27 0.02% - Corporate Debt United Kingdom
04316JAE 04316JAE Arthur J Gallagher & Co 5.75% MAR 02 53 60,000 $60,462.12 0.02% $60,462.12 0.02% - Corporate Debt United States
06051GJT 06051GJT Bank of America Corp FRB APR 22 32 69,000 $59,882.10 0.02% $59,882.10 0.02% - Corporate Debt United States
06051GLG 06051GLG Bank of America Corp FRB APR 25 29 59,000 $59,630.57 0.02% $59,630.57 0.02% - Corporate Debt United States
00188LAA 00188LAA APA Infrastructure Ltd 144A 5.125% SEP 16 34 61,000 $59,573.93 0.02% $59,573.93 0.02% - Corporate Debt Australia
70632ZAD 70632ZAD Pembina Pipeline Corp RegS 4.81% MAR 25 44 87,000 $58,625.63 0.02% $58,625.63 0.02% - Corporate Debt Canada
61691YAP 61691YAP Morgan Stanley Capital I Trust 2021-L5 FRB MAY 15 54 1,025,185 $58,392.21 0.02% $58,392.21 0.02% - Commercial Mortgage-Backed Securities United States
59447TXX 59447TXX Michigan Finance Authority Txbl-Ref-Trinity Hlth Credit G 3.384 DEC 01 40 70,000 $58,414.41 0.02% $58,414.41 0.02% - Municipal United States
02531AAA 02531AAA American Credit Acceptance Receivables Trust 2024-1 144A 5.61% JAN 12 27 58,036 $58,270.99 0.02% $58,270.99 0.02% - Asset Backed Securities United States
63938PBV 63938PBV Navistar Financial Dealer Note Master Owner Trust II 144A 6.48% AUG 25 28 57,000 $57,649.52 0.02% $57,649.52 0.02% - Asset Backed Securities United States
693475BW 693475BW PNC Financial Services Group Inc FRB JAN 22 35 55,000 $57,356.07 0.02% $57,356.06 0.02% - Corporate Debt United States
3137FWHX 3137FWHX Freddie Mac Multifamily Structured Pass Through Certificates FRB AUG 25 30 719,995 $57,371.76 0.02% $57,371.76 0.02% - Mortgage-Backed Securities United States
534187BT 534187BT Lincoln National Corp 5.852% MAR 15 34 55,000 $56,931.60 0.02% $56,931.59 0.02% - Corporate Debt United States
57636QBC 57636QBC Mastercard Inc 4.55% JAN 15 35 58,000 $56,765.71 0.02% $56,765.71 0.02% - Corporate Debt United States
92939UAE 92939UAE WEC Energy Group Inc 1.8% OCT 15 30 67,000 $56,532.42 0.02% $56,532.42 0.02% - Corporate Debt United States
29375QAB 29375QAB Enterprise Fleet Financing 2024-3 LLC 144A 5.31% APR 20 27 56,000 $56,395.49 0.02% $56,395.49 0.02% - Asset Backed Securities United States
30040WAX 30040WAX Eversource Energy 5.5% JAN 01 34 55,000 $56,394.53 0.02% $56,394.54 0.02% - Corporate Debt United States
05551VBK 05551VBK BBCMS Trust 2021-C10 FRB JUL 15 54 938,644 $56,150.55 0.02% $56,150.55 0.02% - Commercial Mortgage-Backed Securities United States
06542BBN 06542BBN BANK 2021-BNK32 FRB MAR 15 31 1,568,191 $55,199.75 0.02% $55,199.75 0.02% - Commercial Mortgage-Backed Securities United States
501044DW 501044DW Kroger Co 5.5% SEP 15 54 56,000 $54,929.68 0.02% $54,929.68 0.02% - Corporate Debt United States
31418DKQ 31418DKQ Fannie Mae 2.5% JAN 01 50 64,515 $54,203.11 0.02% $54,203.10 0.02% - Mortgage-Backed Securities United States
3137FVNL 3137FVNL Freddie Mac Multifamily Structured Pass Through Certificates FRB JUN 25 30 821,458 $53,751.93 0.02% $53,751.93 0.02% - Mortgage-Backed Securities United States
10373QBU 10373QBU BP Capital Markets America Inc 4.812% FEB 13 33 54,000 $53,453.51 0.02% $53,453.51 0.02% - Corporate Debt United States
46590XAX 46590XAX JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 6.5% DEC 01 52 50,000 $52,767.74 0.02% $52,767.73 0.02% - Corporate Debt United States
404119BY 404119BY HCA Inc 5.125% JUN 15 39 54,000 $52,047.64 0.02% $52,047.64 0.02% - Corporate Debt United States
00287YDW 00287YDW AbbVie Inc 5.4% MAR 15 54 51,000 $51,737.73 0.02% $51,737.73 0.02% - Corporate Debt United States
87264ABF 87264ABF T-Mobile USA Inc 3.875% APR 15 30 54,000 $51,377.93 0.02% $51,377.93 0.02% - Corporate Debt United States
3137F84L 3137F84L Freddie Mac Multifamily Structured Pass Through Certificates 1.08% NOV 25 30 901,677 $51,143.47 0.02% $51,143.47 0.02% - Mortgage-Backed Securities United States
459506AE 459506AE International Flavors & Fragrances Inc 4.375% JUN 01 47 62,000 $50,825.77 0.02% $50,825.77 0.02% - Corporate Debt United States
571748CD 571748CD Marsh & McLennan Cos Inc 5.4% MAR 15 55 51,000 $50,676.69 0.02% $50,676.69 0.02% - Corporate Debt United States
341081GE 341081GE Florida Power & Light Co 2.875% DEC 04 51 75,000 $50,022.19 0.02% $50,022.19 0.02% - Corporate Debt United States
3137FXZ5 3137FXZ5 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31 3,172,317 $49,807.74 0.02% $49,807.74 0.02% - Mortgage-Backed Securities United States
98389BBB 98389BBB Xcel Energy Inc 5.5% MAR 15 34 49,000 $49,759.31 0.02% $49,759.31 0.02% - Corporate Debt United States
68389XBJ 68389XBJ Oracle Corp 4% JUL 15 46 62,000 $49,541.48 0.02% $49,541.49 0.02% - Corporate Debt United States
345370DB 345370DB Ford Motor Co 6.1% AUG 19 32 48,000 $48,788.44 0.02% $48,788.44 0.02% - Corporate Debt United States
36179YHS 36179YHS Ginnie Mae II 5.5% OCT 20 53 48,700 $48,726.80 0.02% $48,726.80 0.02% - Mortgage-Backed Securities United States
94106LBU 94106LBU Waste Management Inc 4.625% FEB 15 33 49,000 $48,714.19 0.02% $48,714.19 0.02% - Corporate Debt United States
459506AP 459506AP International Flavors & Fragrances Inc 144A 1.832% OCT 15 27 53,000 $48,584.44 0.02% $48,584.45 0.02% - Corporate Debt United States
22003BAL 22003BAL COPT Defense Properties LP 2.25% MAR 15 26 49,000 $47,269.59 0.02% $47,269.59 0.02% - Corporate Debt United States
001084AS 001084AS AGCO Corp 5.8% MAR 21 34 46,000 $47,082.98 0.02% $47,082.98 0.02% - Corporate Debt United States
594918CC 594918CC Microsoft Corp 2.525% JUN 01 50 71,000 $46,200.01 0.02% $46,200.01 0.02% - Corporate Debt United States
87612GAB 87612GAB Targa Resources Corp 4.95% APR 15 52 53,000 $46,242.06 0.02% $46,242.06 0.02% - Corporate Debt United States
92857WBY 92857WBY Vodafone Group PLC 5.625% FEB 10 53 47,000 $46,397.37 0.02% $46,397.37 0.02% - Corporate Debt United Kingdom
06541JAR 06541JAR BANK 2021-BNK34 FRB JUN 15 63 995,645 $46,132.17 0.02% $46,132.17 0.02% - Commercial Mortgage-Backed Securities United States
404121AK 404121AK HCA Inc 5.45% SEP 15 34 45,000 $45,218.76 0.02% $45,218.76 0.02% - Corporate Debt United States
808513CD 808513CD Charles Schwab Corp FRB MAY 19 29 43,000 $45,176.72 0.02% $45,176.72 0.02% - Corporate Debt United States
808513CH 808513CH Charles Schwab Corp FRB AUG 24 34 42,000 $45,042.29 0.02% $45,042.29 0.02% - Corporate Debt United States
21036PBH 21036PBH Constellation Brands Inc 2.25% AUG 01 31 53,000 $44,941.38 0.02% $44,941.38 0.02% - Corporate Debt United States
61747YFG 61747YFG Morgan Stanley FRB JUL 21 34 43,000 $44,091.14 0.02% $44,091.13 0.02% - Corporate Debt United States
95000U2V 95000U2V Wells Fargo & Co FRB MAR 24 28 45,000 $43,839.91 0.02% $43,839.91 0.02% - Corporate Debt United States
BR3T9M BR3T9M Volkswagen Financial Services Overseas AG RegS 3.875% SEP 10 30 40,000 $43,737.14 0.02% $43,737.15 0.02% - Corporate Debt Germany
03523TBV 03523TBV Anheuser-Busch InBev Worldwide Inc 5.55% JAN 23 49 42,000 $43,494.11 0.02% $43,494.11 0.02% - Corporate Debt Belgium
222793AA 222793AA Cousins Properties LP 5.875% OCT 01 34 42,000 $42,883.94 0.02% $42,883.95 0.02% - Corporate Debt United States
458140CJ 458140CJ Intel Corp 5.7% FEB 10 53 45,000 $42,632.89 0.01% $42,632.88 0.01% - Corporate Debt United States
98388MAD 98388MAD Xcel Energy Inc 4.6% JUN 01 32 43,000 $42,099.58 0.01% $42,099.57 0.01% - Corporate Debt United States
36179XLF 36179XLF Ginnie Mae II 4% NOV 20 52 44,643 $41,720.08 0.01% $41,720.08 0.01% - Mortgage-Backed Securities United States
00287YDV 00287YDV AbbVie Inc 5.35% MAR 15 44 41,000 $41,403.15 0.01% $41,403.15 0.01% - Corporate Debt United States
880779BA 880779BA Terex Corp 144A 5% MAY 15 29 42,000 $41,340.23 0.01% $41,340.23 0.01% - Corporate Debt United States
46647PCP 46647PCP JPMorgan Chase & Co FRB SEP 22 27 44,000 $41,459.80 0.01% $41,459.80 0.01% - Corporate Debt United States
04273WAC 04273WAC Arrow Electronics Inc 2.95% FEB 15 32 48,000 $41,499.29 0.01% $41,499.29 0.01% - Corporate Debt United States
529043AE 529043AE LXP Industrial Trust 2.7% SEPT 15 30 47,000 $40,842.62 0.01% $40,842.62 0.01% - Corporate Debt United States
286181AK 286181AK Element Fleet Management Corp 144A 6.319% DEC 04 28 38,000 $40,712.23 0.01% $40,712.23 0.01% - Corporate Debt Canada
36179W7K 36179W7K Ginnie Mae II 3% JUN 20 52 45,963 $40,425.87 0.01% $40,425.87 0.01% - Mortgage-Backed Securities United States
960386AR 960386AR Westinghouse Air Brake Technologies Corp 5.611% MAR 11 34 39,000 $40,393.19 0.01% $40,393.19 0.01% - Corporate Debt United States
3133ALS9 3133ALS9 Freddie Mac Pool 2.5% APR 01 51 47,894 $40,124.16 0.01% $40,124.16 0.01% - Mortgage-Backed Securities United States
694308KT 694308KT Pacific Gas and Electric Co 5.9% OCT 01 54 39,000 $39,345.93 0.01% $39,345.93 0.01% - Corporate Debt United States
960386AM 960386AM Westinghouse Air Brake Technologies Corp FRB SEP 15 28 39,000 $39,053.01 0.01% $39,053.00 0.01% - Corporate Debt United States
57636QAQ 57636QAQ Mastercard Inc 3.85% MAR 26 50 48,000 $38,878.40 0.01% $38,878.39 0.01% - Corporate Debt United States
36179XLD 36179XLD Ginnie Mae II 3% NOV 20 52 43,313 $38,121.52 0.01% $38,121.52 0.01% - Mortgage-Backed Securities United States
00440KAC 00440KAC Accenture Capital Inc 4.25% OCT 04 31 39,000 $37,924.32 0.01% $37,924.32 0.01% - Corporate Debt United States
911312CA 911312CA United Parcel Service Inc 5.05% MAR 03 53 39,000 $37,430.07 0.01% $37,430.07 0.01% - Corporate Debt United States
3140JPLF 3140JPLF Fannie Mae 3.5% MAY 01 49 40,947 $37,544.58 0.01% $37,544.57 0.01% - Mortgage-Backed Securities United States
38141GB7 38141GB7 Goldman Sachs Group Inc FRB OCT 23 35 38,000 $37,145.81 0.01% $37,145.81 0.01% - Corporate Debt United States
89788MAR 89788MAR Truist Financial Corp FRB JAN 24 30 36,000 $36,959.06 0.01% $36,959.06 0.01% - Corporate Debt United States
035240AM 035240AM Anheuser-Busch InBev Worldwide Inc 4.375% APR 15 38 40,000 $36,938.99 0.01% $36,938.99 0.01% - Corporate Debt Belgium
31418EDB 31418EDB Fannie Mae 2% MAY 01 52 46,099 $36,659.82 0.01% $36,659.82 0.01% - Mortgage-Backed Securities United States
3137H2NA 3137H2NA Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 31 670,491 $36,642.04 0.01% $36,642.04 0.01% - Mortgage-Backed Securities United States
501889AF 501889AF LKQ Corp 6.25% JUN 15 33 34,000 $35,963.96 0.01% $35,963.96 0.01% - Corporate Debt United States
3132DPPP 3132DPPP Freddie Mac Pool 2% AUG 01 51 43,970 $35,231.14 0.01% $35,231.14 0.01% - Mortgage-Backed Securities United States
3140QK5E 3140QK5E Fannie Mae 2.5% JUN 01 51 42,198 $35,022.46 0.01% $35,022.46 0.01% - Mortgage-Backed Securities United States
110122EJ 110122EJ Bristol-Myers Squibb Co 5.5% FEB 22 44 34,000 $34,951.19 0.01% $34,951.19 0.01% - Corporate Debt United States
39154TCB 39154TCB GreatAmerica Leasing Receivables Funding LLC Series 2023-1 144A 5.35% FEB 16 26 34,851 $34,998.48 0.01% $34,998.47 0.01% - Asset Backed Securities United States
62954HAY 62954HAY NXP BV 3.4% MAY 01 30 36,000 $33,781.56 0.01% $33,781.56 0.01% - Emerging Markets China
27636AAA 27636AAA Eastern Energy Gas Holdings LLC 5.65% OCT 15 54 34,000 $33,340.67 0.01% $33,340.68 0.01% - Corporate Debt United States
3140Q8AF 3140Q8AF Fannie Mae 3.5% DEC 01 47 35,021 $32,186.02 0.01% $32,186.03 0.01% - Mortgage-Backed Securities United States
097023DK 097023DK Boeing Co 144A 6.388% MAY 01 31 29,000 $31,268.75 0.01% $31,268.75 0.01% - Corporate Debt United States
459506AL 459506AL International Flavors & Fragrances Inc 5% SEP 26 48 35,000 $31,287.68 0.01% $31,287.68 0.01% - Corporate Debt United States
31418EP8 31418EP8 Fannie Mae 6.5% FEB 01 43 30,163 $30,944.80 0.01% $30,944.80 0.01% - Mortgage-Backed Securities United States
694308KM 694308KM Pacific Gas and Electric Co 6.4% JUN 15 33 28,000 $30,474.80 0.01% $30,474.80 0.01% - Corporate Debt United States
95000U2U 95000U2U Wells Fargo & Co FRB MAR 02 33 34,000 $30,396.89 0.01% $30,396.88 0.01% - Corporate Debt United States
36179XHX 36179XHX Ginnie Mae II 4% OCT 20 52 32,503 $30,374.27 0.01% $30,374.27 0.01% - Mortgage-Backed Securities United States
25470DBF 25470DBF Discovery Communications LLC 4.125% MAY 15 29 32,000 $30,377.71 0.01% $30,377.71 0.01% - Corporate Debt United States
21036PBE 21036PBE Constellation Brands Inc 3.15% AUG 01 29 32,000 $29,946.25 0.01% $29,946.25 0.01% - Corporate Debt United States
501044DV 501044DV Kroger Co 5% SEP 15 34 30,000 $29,775.01 0.01% $29,775.00 0.01% - Corporate Debt United States
517834AL 517834AL Las Vegas Sands Corp 6.2% AUG 15 34 28,000 $29,334.63 0.01% $29,334.62 0.01% - Corporate Debt United States
015857AF 015857AF Algonquin Power & Utilities Corp 5.365% JUN 15 26 28,000 $28,723.71 0.01% $28,723.71 0.01% - Corporate Debt Canada
04316JAF 04316JAF Arthur J Gallagher & Co 6.5% FEB 15 34 26,000 $28,529.36 0.01% $28,529.36 0.01% - Corporate Debt United States
55609NAE 55609NAE Macquarie Airfinance Holdings Ltd 144A 5.15% MAR 17 30 29,000 $28,567.25 0.01% $28,567.25 0.01% - Corporate Debt United Kingdom
89788MAS 89788MAS Truist Financial Corp FRB JAN 24 35 27,000 $27,904.43 0.01% $27,904.43 0.01% - Corporate Debt United States
38141GB6 38141GB6 Goldman Sachs Group Inc FRB OCT 23 30 28,000 $27,663.06 0.01% $27,663.06 0.01% - Corporate Debt United States
19828TAB 19828TAB Columbia Pipelines Operating Co LLC 144A 6.036% NOV 15 33 26,000 $27,648.22 0.01% $27,648.22 0.01% - Corporate Debt United States
87264ADC 87264ADC T-Mobile USA Inc 5.75% JAN 15 34 26,000 $27,526.10 0.01% $27,526.10 0.01% - Corporate Debt United States
3137F62R 3137F62R Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 30 455,646 $27,024.29 0.01% $27,024.29 0.01% - Mortgage-Backed Securities United States
12664QAB 12664QAB CNH Equipment Trust 2023-A 5.34% SEP 15 26 25,328 $25,416.70 0.01% $25,416.70 0.01% - Asset Backed Securities United States
00440KAD 00440KAD Accenture Capital Inc 4.5% OCT 04 34 26,000 $25,219.92 0.01% $25,219.92 0.01% - Corporate Debt United States
36179YYX 36179YYX Ginnie Mae II 6% JUN 20 54 24,792 $25,119.01 0.01% $25,119.01 0.01% - Mortgage-Backed Securities United States
BSY59Q BSY59Q OMV AG RegS 3.25% SEP 04 31 23,000 $25,171.92 0.01% $25,188.48 0.01% - Corporate Debt Austria
36179YU7 36179YU7 Ginnie Mae II 6% APR 20 54 24,702 $25,027.91 0.01% $25,027.91 0.01% - Mortgage-Backed Securities United States
476556DD 476556DD Jersey Central Power & Light Co 144A 2.75% MAR 01 32 28,000 $24,039.53 0.01% $24,039.54 0.01% - Corporate Debt United States
00188LAB 00188LAB APA Infrastructure Ltd 144A 5.75% SEP 16 44 23,000 $22,720.41 0.01% $22,720.42 0.01% - Corporate Debt Australia
55903VBC 55903VBC Warnermedia Holdings Inc 4.279% MAR 15 32 26,000 $22,926.82 0.01% $22,926.82 0.01% - Corporate Debt United States
BMGBYN BMGBYN Deutsche Bahn Finance GMBH RegS 3.375% JAN 29 38 20,000 $22,213.56 0.01% $22,213.56 0.01% - Non U.S. Markets Germany
10112RAY 10112RAY Boston Properties LP 2.75% OCT 01 26 23,000 $22,097.85 0.01% $22,097.85 0.01% - Corporate Debt United States
3137H4SM 3137H4SM FHMS K136 XAM 0.567 DEC 25 31 659,754 $22,130.87 0.01% $22,130.87 0.01% - Mortgage-Backed Securities United States
31411LSY 31411LSY Fannie Mae 6% FEB 01 37 20,960 $21,804.20 0.01% $21,804.21 0.01% - Mortgage-Backed Securities United States
91481CAD 91481CAD Trustees of the University of Pennsylvania 2.396% OCT 01 50 35,000 $21,714.71 0.01% $21,714.71 0.01% - Corporate Debt United States
36179W2V 36179W2V Ginnie Mae II 3% APR 20 52 24,598 $21,641.98 0.01% $21,641.98 0.01% - Mortgage-Backed Securities United States
31488VAA 31488VAA Ferguson Enterprises Inc 5% OCT 03 34 22,000 $21,437.99 0.01% $21,437.99 0.01% - Corporate Debt United States
161175BT 161175BT Charter Communications Operating LLC 4.8% MAR 01 50 27,000 $20,473.56 0.01% $20,473.56 0.01% - Corporate Debt United States
46647PCE 46647PCE JPMorgan Chase & Co FRB APR 22 52 28,000 $20,284.83 0.01% $20,284.82 0.01% - Corporate Debt United States
36179XBT 36179XBT Ginnie Mae II 4% JUL 20 52 21,681 $20,261.34 0.01% $20,261.34 0.01% - Mortgage-Backed Securities United States
3140KG3Z 3140KG3Z Fannie Mae 2.5% JUL 01 50 23,663 $20,151.95 0.01% $20,151.95 0.01% - Mortgage-Backed Securities United States
36179WXH 36179WXH Ginnie Mae II 2% FEB 20 52 24,489 $20,030.07 0.01% $20,030.07 0.01% - Mortgage-Backed Securities United States
59562VBD 59562VBD Berkshire Hathaway Energy Co 5.15% NOV 15 43 20,000 $19,948.36 0.01% $19,948.37 0.01% - Corporate Debt United States
22003BAM 22003BAM COPT Defense Properties LP 2.75% APR 15 31 23,000 $19,680.93 0.01% $19,680.94 0.01% - Corporate Debt United States
437076DD 437076DD Home Depot Inc 4.85% JUN 25 31 19,000 $19,431.77 0.01% $19,431.77 0.01% - Corporate Debt United States
31401WV4 31401WV4 Fannie Mae 5.5% JUL 01 33 19,134 $19,420.07 0.01% $19,420.06 0.01% - Mortgage-Backed Securities United States
3133BAFE 3133BAFE Freddie Mac Pool 3% APR 01 52 21,788 $18,870.27 0.01% $18,870.27 0.01% - Mortgage-Backed Securities United States
3140KELG 3140KELG Fannie Mae 2% AUG 01 50 23,780 $18,961.57 0.01% $18,961.58 0.01% - Mortgage-Backed Securities United States
22003BAN 22003BAN COPT Defense Properties LP 2% JAN 15 29 21,000 $18,545.37 0.01% $18,545.36 0.01% - Corporate Debt United States
31297C5V 31297C5V Freddie Mac Gold 6% AUG 01 34 17,825 $18,440.99 0.01% $18,440.99 0.01% - Mortgage-Backed Securities United States
674599EM 674599EM Occidental Petroleum Corp 6.05% OCT 01 54 19,000 $18,717.36 0.01% $18,717.36 0.01% - Corporate Debt United States
3137F4X5 3137F4X5 Freddie Mac Multifamily Structured Pass Through Certificates FRB FEB 25 25 38,000,000 $18,650.91 0.01% $18,650.91 0.01% - Mortgage-Backed Securities United States
31418D6B 31418D6B Fannie Mae 2% NOV 01 51 23,057 $18,393.83 0.01% $18,393.83 0.01% - Mortgage-Backed Securities United States
3133KMSR 3133KMSR Freddie Mac Pool 2% SEP 01 51 22,150 $17,667.91 0.01% $17,667.90 0.01% - Mortgage-Backed Securities United States
62954HBB 62954HBB NXP BV 5% JAN 15 33 17,000 $16,983.35 0.01% $16,983.34 0.01% - Emerging Markets China
3140XGQ6 3140XGQ6 Fannie Mae 3% DEC 01 51 18,801 $16,457.29 0.01% $16,457.30 0.01% - Mortgage-Backed Securities United States
31376KQF 31376KQF Fannie Mae 5.5% JUL 01 35 15,494 $15,802.23 0.01% $15,802.23 0.01% - Mortgage-Backed Securities United States
3140KHW3 3140KHW3 Fannie Mae 2.5% JUL 01 50 18,360 $15,635.47 0.01% $15,635.47 0.01% - Mortgage-Backed Securities United States
862121AD 862121AD Store Capital LLC 2.7% DEC 01 31 18,000 $15,061.59 0.01% $15,061.59 0.01% - Corporate Debt United States
084659BF 084659BF Berkshire Hathaway Energy Co 4.6% MAY 01 53 17,000 $15,000.17 0.01% $15,000.17 0.01% - Corporate Debt United States
3137FTFW 3137FTFW Freddie Mac Multifamily Structured Pass Through Certificates FRB MAR 25 27 448,000 $13,430.17 0.00% $13,430.18 0.00% - Mortgage-Backed Securities United States
BNK936 AVAPCW LN AVATION PLC OCT 31 26 6,125 $4,304.35 0.00% $12,042.04 0.00% - Equity Warrants United Kingdom
87612GAA 87612GAA Targa Resources Corp 4.2% FEB 01 33 11,000 $10,227.17 0.00% $10,227.17 0.00% - Corporate Debt United States
23346KAA 23346KAA DT Auto Owner Trust 2023-1 144A 5.48% APR 15 27 9,453 $9,477.64 0.00% $9,477.64 0.00% - Asset Backed Securities United States
31371KML 31371KML Fannie Mae 6.5% APR 01 32 7,552 $7,841.76 0.00% $7,841.75 0.00% - Mortgage-Backed Securities United States
31402KJ2 31402KJ2 Fannie Mae 5.5% AUG 01 33 2,818 $2,862.44 0.00% $2,862.44 0.00% - Mortgage-Backed Securities United States
31390ABV 31390ABV Fannie Mae 6.5% APR 01 32 2,549 $2,614.42 0.00% $2,614.42 0.00% - Mortgage-Backed Securities United States
96042XAC 96042XAC Westlake Automobile Receivables Trust 2023-1 144A FRB JUN 15 26 2,604 $2,611.82 0.00% $2,611.81 0.00% - Asset Backed Securities United States
31405GT9 31405GT9 Fannie Mae 6% AUG 01 34 1,497 $1,522.07 0.00% $1,522.06 0.00% - Mortgage-Backed Securities United States
31385W2A 31385W2A Fannie Mae 6.5% JAN 01 33 887 $913.47 0.00% $913.48 0.00% - Mortgage-Backed Securities United States
22608WAR 22608WAR CREST 2004-1 Ltd 7% JAN 28 40 4,586,320 $45.86 0.00% $45.86 0.00% - Commercial Mortgage-Backed Securities United States
UBZ24F00 UBZ24F00 Euro BUXL 30Yr Future DEC 06 24 -1 $0.00 0.00% $-143,974.59 -0.05% - Non U.S. Markets Germany
RXZ24F00 RXZ24F00 Euro Bund 10Yr Future DEC 06 24 -4 $0.00 0.00% $-573,461.80 -0.20% - Non U.S. Markets Germany
CS100152 CS100152 Itraxx Eur Xover Ser 41 Payer 337.50 NOV 20 24 4,980,000 $5,943.58 0.00% $-730,983.48 -0.26% - Corporate Debt Germany
CS100154 CS100154 Itraxx Eur Xover Ser 41 Payer 337.50 NOV 20 24 7,440,000 $8,879.57 0.00% $-1,092,071.70 -0.38% - Corporate Debt Germany
CS100148 CS100148 Itraxx Eur Xover Ser 41 Payer 337.50 NOV 20 24 9,960,000 $11,887.16 0.00% $-1,461,966.95 -0.51% - Corporate Debt Germany
CS100163 CS100163 Itraxx Eur Xover Ser 41 Payer 350.00 DEC 18 24 7,020,000 $37,161.31 0.01% $-2,776,603.28 -0.97% - Corporate Debt Germany
XYZ24F00 XYZ24F00 UST 10Yr Ultra Bond Future DEC 19 24 -25 $0.00 0.00% $-2,843,750.00 -1.00% - U.S. Governments United States
XMZ24F00 XMZ24F00 Aud Bond 10Yr Future DEC 16 24 -70 $0.00 0.00% $-5,152,343.94 -1.80% - Non U.S. Markets Australia
TYZ24F00 TYZ24F00 UST Bond 10Yr Future DEC 19 24 -122 $0.00 0.00% $-13,477,187.50 -4.72% - U.S. Governments United States
DUZ24F00 DUZ24F00 Euro Schatz 2Yr Future DEC 06 24 -140 $0.00 0.00% $-16,224,443.90 -5.68% - Non U.S. Markets Germany
FVZ24F00 FVZ24F00 UST Bond 5Yr Future DEC 31 24 -284 $0.00 0.00% $-30,454,562.50 -10.66% - U.S. Governments United States
CASH_DERV CASH_DERV Other - $565,092.30 0.20% $35,206,428.39 12.32% - - -
CASH CASH Cash & Cash Equivalents - $-88,300,957.97 -30.90% $-88,350,341.43 -30.92% - - -

*Short positions, unlike long positions, lose value if the underlying asset gains value.

Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.
Other. Other consists of: (i) currency derivatives and/or (ii) any derivative offsets.
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