0001752724-22-272991.txt : 20221129
0001752724-22-272991.hdr.sgml : 20221129
20221129100348
ACCESSION NUMBER: 0001752724-22-272991
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221129
DATE AS OF CHANGE: 20221129
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEASONS SERIES TRUST
CENTRAL INDEX KEY: 0001003239
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07725
FILM NUMBER: 221429026
BUSINESS ADDRESS:
STREET 1: 21650 OXNARD STREET, 10TH FLOOR
CITY: WOODLAND HILLS
STATE: CA
ZIP: 91367
BUSINESS PHONE: 201-324-6378
MAIL ADDRESS:
STREET 1: HARBORSIDE 5
STREET 2: 185 HUDSON STREET, SUITE 3300
CITY: JERSEY CITY
STATE: NJ
ZIP: 07311
0001003239
S000008040
SA Multi-Managed Diversified Fixed Income Portfolio
C000021823
Class 1
C000021824
Class 2
C000021825
Class 3
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001003239
XXXXXXXX
S000008040
C000021825
C000021824
C000021823
SEASONS SERIES TRUST
811-07725
0001003239
549300O318N6OBWGKN57
21650 Oxnard Street
Woodland Hills
91367
800-445-7862
SA Multi-Managed Diversified Fixed Income Portfolio
S000008040
549300BTS1EQGCFP3Y92
2023-03-31
2022-09-30
N
905585976.38
139901917.77
765684058.61
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
33264278.80000000
0.00000000
0.00000000
0.00000000
EUR
USD
N
Bloomberg US Aggregate Bond
LBUSTRUU
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
510000.00000000
PA
USD
477888.11000000
0.062413224439
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.38000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B22 Mortgage Trust
08163BBF7
2164234.80000000
PA
USD
194134.89000000
0.025354438010
Long
ABS-MBS
CORP
US
N
2
2054-01-15
Variable
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200D4V2
5215.61000000
PA
USD
5338.46000000
0.000697214463
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
17000.00000000
PA
USD
12182.69000000
0.001591085756
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAK9
1972490.27000000
PA
USD
85544.54000000
0.011172302601
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.17000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HM8
815000.00000000
PA
USD
645538.01000000
0.084308665270
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
33000.00000000
PA
USD
26634.30000000
0.003478497390
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
925000.00000000
PA
USD
764177.59000000
0.099803251929
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
122000.00000000
PA
USD
110079.41000000
0.014376609877
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
1188000.00000000
PA
USD
1081404.85000000
0.141233820639
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A3DS0
22915.97000000
PA
USD
21671.81000000
0.002830385425
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-2
12669GPT2
27622.16000000
PA
USD
24396.32000000
0.003186212345
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
3.76000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
3971000.00000000
PA
USD
3629587.08000000
0.474031950800
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
75000.00000000
PA
USD
70834.74000000
0.009251170793
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887AR3
118000.00000000
PA
USD
121986.25000000
0.015931669025
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
7.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
126000.00000000
PA
USD
86177.21000000
0.011254930676
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8JD6
326404.87000000
PA
USD
302842.02000000
0.039551825141
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
820000.00000000
PA
USD
741445.05000000
0.096834332863
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
175000.00000000
PA
USD
143062.50000000
0.018684273022
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
Bunker Hill Loan Depositary Trust
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
429277.48000000
PA
USD
398400.75000000
0.052032002693
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.88000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBD3
5000.00000000
PA
USD
4962.64000000
0.000648131555
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.63000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST
N/A
Mercedes-Benz Auto Receivables Trust 2021-1
58772WAC7
215000.00000000
PA
USD
203383.92000000
0.026562381404
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.46000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAP8
285000.00000000
PA
USD
171845.64000000
0.022443413581
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V98
1843000.00000000
PA
USD
1703479.15000000
0.222478074454
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AA7
288862.91000000
PA
USD
271376.07000000
0.035442303773
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.99000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CJ6
160000.00000000
PA
USD
120417.37000000
0.015726769892
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
LFS TOPCO LLC
N/A
LFS Topco LLC
50203TAA4
24000.00000000
PA
USD
19080.29000000
0.002491927288
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213WTE6
907.97000000
PA
USD
938.27000000
0.000122540098
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
8004000.00000000
PA
USD
4479738.76000000
0.585063605494
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6AN4
111217.68000000
PA
USD
105498.98000000
0.013778395777
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
3.50000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM1
10569TAA6
215689.39000000
PA
USD
198093.23000000
0.025871405806
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
0.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
315000.00000000
PA
USD
279796.29000000
0.036542002782
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4D8
324443.76000000
PA
USD
291521.71000000
0.038073368084
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEZ2
1407274.10000000
PA
USD
1142028.16000000
0.149151356510
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
4501000.00000000
PA
USD
4373706.09000000
0.571215508644
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
2423000.00000000
PA
USD
1977016.56000000
0.258202653923
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2007-1 Trust
05951FAA2
6868.72000000
PA
USD
5887.82000000
0.000768962071
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.14000000
N
N
N
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357KAD5
10000.00000000
PA
USD
9332.44000000
0.001218836920
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
8.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
99000.00000000
PA
USD
74359.18000000
0.009711470307
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810TE8
2293588.05000000
PA
USD
1449559.60000000
0.189315630082
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.13000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAC1
52000.00000000
PA
USD
48357.80000000
0.006315633642
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
289000.00000000
PA
USD
256373.97000000
0.033482996951
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFQ7
67925.01000000
PA
USD
64267.61000000
0.008393489361
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
3166000.00000000
PA
USD
2917295.85000000
0.381005170108
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
568000.00000000
PA
USD
453823.13000000
0.059270285817
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES
5493009ZVXOKZLQ6QJ12
ION Trading Technologies Sarl
46205YAA9
200000.00000000
PA
USD
163000.00000000
0.021288153797
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAB9
175000.00000000
PA
USD
149723.23000000
0.019554178817
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
935000.00000000
PA
USD
847476.88000000
0.110682320007
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
1125000.00000000
PA
USD
842793.75000000
0.110070693064
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
99000.00000000
PA
USD
83191.62000000
0.010865006142
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
67000.00000000
PA
USD
58047.88000000
0.007581179123
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
525000.00000000
PA
USD
482324.77000000
0.062992661865
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DW5
255000.00000000
PA
USD
185968.02000000
0.024287827062
Long
DBT
NUSS
CL
N
2
2052-01-31
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBF9
270000.00000000
PA
USD
220164.75000000
0.028753994225
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200ARS0
1260.91000000
PA
USD
1274.12000000
0.000166402837
Long
ABS-MBS
USGA
US
N
2
2032-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C56N2
3727.11000000
PA
USD
3548.58000000
0.000463452250
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
1445000.00000000
PA
USD
1330575.90000000
0.173776100604
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBH0
120000.00000000
PA
USD
92181.39000000
0.012039089617
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust
93363QAC2
38794.72000000
PA
USD
34312.56000000
0.004481294812
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
2.60000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B8 Mortgage Trust
08162UAY6
8895643.45000000
PA
USD
246915.49000000
0.032247698933
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Variable
0.80000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
710000.00000000
PA
USD
543150.00000000
0.070936568927
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VII Ltd
67108WBE8
253093.08000000
PA
USD
247807.74000000
0.032364228719
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201TNM5
4210.64000000
PA
USD
4264.87000000
0.000557001279
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N5W4
39604.03000000
PA
USD
37584.51000000
0.004908618584
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
4.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
20000.00000000
PA
USD
19530.00000000
0.002550660390
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFRE1
710050.07000000
PA
USD
600287.05000000
0.078398791675
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AV7
36000.00000000
PA
USD
29386.81000000
0.003837981171
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.13000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2007-1F
3622MPBG2
315802.12000000
PA
USD
89529.74000000
0.011692778371
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
1816320.22000000
PA
USD
1566540.81000000
0.204593630020
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAE0
780000.00000000
PA
USD
776786.40000000
0.101449989883
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
201000.00000000
PA
USD
161356.23000000
0.021073473867
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust 2017-2
82281FAA2
27292.85000000
PA
USD
24509.96000000
0.003201053975
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHED5
667884.46000000
PA
USD
565469.72000000
0.073851572804
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WF3E4
88782.03000000
PA
USD
81607.93000000
0.010658172791
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
720000.00000000
PA
USD
528817.90000000
0.069064765558
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284F4
3886000.00000000
PA
USD
3736328.30000000
0.487972585818
Long
DBT
UST
US
N
2
2025-03-31
Fixed
2.63000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
617000.00000000
PA
USD
416811.01000000
0.054436422609
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PH55
553.79000000
PA
USD
567.03000000
0.000074055348
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
6.00000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBZ8
54000.00000000
PA
USD
47868.39000000
0.006251715634
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.63000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3E9
890000.00000000
PA
USD
669516.21000000
0.087440270235
Long
DBT
CORP
US
N
2
2031-10-04
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
871000.00000000
PA
USD
1017209.94000000
0.132849826055
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.63000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAW4
105000.00000000
PA
USD
97798.05000000
0.012772637604
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AT6
95000.00000000
PA
USD
93702.27000000
0.012237719846
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
530000.00000000
PA
USD
488728.90000000
0.063829055144
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation/The
34531XAC8
85000.00000000
PA
USD
50528.72000000
0.006599160506
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.82000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
855000.00000000
PA
USD
802414.58000000
0.104797085818
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCT0
640000.00000000
PA
USD
591131.17000000
0.077203013874
Long
DBT
CORP
US
N
2
2033-05-10
Fixed
5.27000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PARIBAS REPO
000000000
4050000.00000000
PA
USD
4050000.00000000
0.528938790674
Long
RA
CORP
US
N
2
Repurchase
N
2.94000000
2022-10-03
4637334.15400000
USD
4126384.70100000
USD
UST
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CM2
101000.00000000
PA
USD
92080.49000000
0.012025911858
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS2
36252TAR6
1199000.00000000
PA
USD
1110393.54000000
0.145019806474
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.05000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
115000.00000000
PA
USD
94511.59000000
0.012343418794
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
1230000.00000000
PA
USD
1088022.43000000
0.142098090950
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210TED4
13960.96000000
PA
USD
14289.99000000
0.001866303710
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJW0
1051000.00000000
PA
USD
738881.51000000
0.096499528975
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2005-QS17 Trust
761118PY8
39244.30000000
PA
USD
32956.08000000
0.004304135580
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
6.00000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
128000.00000000
PA
USD
110267.04000000
0.014401114762
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCP4
5055000.00000000
PA
USD
4420952.92000000
0.577386047193
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.63000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
61000.00000000
PA
USD
52460.00000000
0.006851389866
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAA6
310000.00000000
PA
USD
267392.54000000
0.034922046109
Long
DBT
CORP
NO
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BG8
845000.00000000
PA
USD
795863.66000000
0.103941521447
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAM6
26000.00000000
PA
USD
23236.18000000
0.003034695542
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LHQ0
49108.13000000
PA
USD
48878.72000000
0.006383666925
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GS6
55000.00000000
PA
USD
46383.13000000
0.006057737454
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.85000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM 2013-300P Mortgage Trust
12625XAA5
845000.00000000
PA
USD
832145.27000000
0.108679978464
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202VFT3
10423.12000000
PA
USD
10670.54000000
0.001393595684
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200QPK4
3569.29000000
PA
USD
3712.78000000
0.000484897126
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
6.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-4
64829NAA2
400478.31000000
PA
USD
377362.58000000
0.049284372027
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
45000.00000000
PA
USD
42320.53000000
0.005527153076
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
142000.00000000
PA
USD
129841.25000000
0.016957549075
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAP3
1235000.00000000
PA
USD
1176640.32000000
0.153671779733
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.82000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2007-AR9
45669YAC6
109330.53000000
PA
USD
66397.31000000
0.008671632803
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.18000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
126000.00000000
PA
USD
106450.17000000
0.013902623256
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAS7
525000.00000000
PA
USD
523787.41000000
0.068407772645
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
5.30000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
78000.00000000
PA
USD
68047.40000000
0.008887138139
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBF1
2749584.75000000
PA
USD
55798.15000000
0.007287359501
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
1.16000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
2224000.00000000
PA
USD
1520573.13000000
0.198590151238
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QE1
1159000.00000000
PA
USD
1260095.58000000
0.164571217832
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.63000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
31000.00000000
PA
USD
24631.27000000
0.003216897325
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
1515000.00000000
PA
USD
1361604.30000000
0.177828476992
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
750000.00000000
PA
USD
661599.95000000
0.086406389497
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
157964.48000000
0.020630503955
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
1240000.00000000
PA
811151.01000000
0.105938082539
Long
DBT
NUSS
HU
N
2
2032-04-28
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZE3
3002000.00000000
PA
USD
2575270.38000000
0.336335901347
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.63000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
174000.00000000
PA
USD
136618.20000000
0.017842633454
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
3254000.00000000
PA
USD
3150660.09000000
0.411483046378
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
887675.96000000
PA
USD
47794.07000000
0.006242009280
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.97000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAJ1
14000.00000000
PA
USD
11604.29000000
0.001515545461
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
5.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
28000.00000000
PA
USD
22540.00000000
0.002943772923
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQJN3
211900.68000000
PA
USD
213520.45000000
0.027886234224
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
5.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
420000.00000000
PA
USD
315722.85000000
0.041234089498
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
253000.00000000
PA
USD
219116.58000000
0.028617100948
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9DP5
276331.46000000
PA
USD
267365.10000000
0.034918462385
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC22
000000000
-148.00000000
NC
USD
1109773.45000000
0.144938821374
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYZ2 Comdty
2022-12-20
-18645460.95000000
USD
1109773.45000000
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BT8
585000.00000000
PA
USD
547695.23000000
0.071530185830
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.15000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
95000.00000000
PA
USD
94475.89000000
0.012338756297
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WM5B3
91605.28000000
PA
USD
87111.94000000
0.011377008443
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019AU5
40000.00000000
PA
USD
32488.00000000
0.004243003316
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BN9
95000.00000000
PA
USD
60489.14000000
0.007900012977
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AAQR2
4902.81000000
PA
USD
4716.32000000
0.000615961628
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201TL47
255.28000000
PA
USD
257.61000000
0.000033644425
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAC3
88000.00000000
PA
USD
62493.69000000
0.008161811558
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAD3
250000.00000000
PA
USD
212018.58000000
0.027690086742
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.63000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
3205000.00000000
PA
USD
2329453.33000000
0.304231661062
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
355000.00000000
PA
USD
276780.78000000
0.036148170630
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
5067431.25000000
PA
USD
4569199.84000000
0.596747416721
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201SAE9
15196.25000000
PA
USD
15353.55000000
0.002005206955
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BK8
65000.00000000
PA
USD
58440.86000000
0.007632503164
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
342000.00000000
PA
USD
313202.38000000
0.040904910645
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EULG2
193420.87000000
PA
USD
177343.85000000
0.023161491741
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAA7
100000.00000000
PA
USD
91516.87000000
0.011952301862
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6S77
460929.61000000
PA
USD
404860.08000000
0.052875605211
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAP2
254000.00000000
PA
USD
220586.53000000
0.028809079609
Long
DBT
CORP
SE
N
2
2026-11-16
Fixed
1.54000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
205000.00000000
PA
USD
128377.34000000
0.016766359251
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
145000.00000000
PA
USD
116597.71000000
0.015227914005
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
55000.00000000
PA
USD
40425.00000000
0.005279592743
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1466000.00000000
PA
USD
1105343.18000000
0.144360218496
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFX27
121436.95000000
PA
USD
114604.03000000
0.014967535070
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group PLC/The
94876QAA4
290000.00000000
PA
USD
243645.73000000
0.031820661180
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
36000.00000000
PA
USD
31041.36000000
0.004054068992
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Transit Authority Sales Tax Receipts Fund
N/A
CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE
16772PCX2
160000.00000000
PA
USD
134269.25000000
0.017535855486
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ADQ8
157375.08000000
PA
USD
158783.87000000
0.020737518068
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
5.00000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
30000.00000000
PA
USD
23400.00000000
0.003056090790
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HS8
307898.22000000
PA
USD
272112.09000000
0.035538429583
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
60000.00000000
PA
USD
55023.79000000
0.007186226405
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
883000.00000000
PA
USD
730682.50000000
0.095428720473
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.32000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579BM9
13589.45000000
PA
USD
11991.16000000
0.001566071523
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
3.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
129000.00000000
PA
USD
121988.14000000
0.015931915863
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1F58
189640.68000000
PA
USD
170571.91000000
0.022277061678
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARCL3
949.61000000
PA
USD
935.50000000
0.000122178330
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AE5
200000.00000000
PA
USD
177142.78000000
0.023135231562
Long
DBT
CORP
VG
N
2
2025-09-28
Fixed
0.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
820000.00000000
PA
USD
664831.79000000
0.086828474815
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND DEC22
000000000
-25.00000000
NC
313947.78000000
0.041002261503
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBZ2 COMDTY
2022-12-08
-3986338.50000000
EUR
313947.78000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHA0
595000.00000000
PA
USD
440799.25000000
0.057569338821
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.95000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375DB5
87000.00000000
PA
USD
74905.87000000
0.009782869207
Long
DBT
CORP
CA
N
2
2052-08-05
Fixed
4.40000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
215000.00000000
PA
USD
127670.51000000
0.016674045719
Long
DBT
CORP
IT
N
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKPE0
87761.71000000
PA
USD
80726.67000000
0.010543078322
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202SFK9
6705.73000000
PA
USD
6769.42000000
0.000884100945
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
SOUTH32 TREASURY LTD
213800HFGZMXST64GP53
South32 Treasury Ltd
84055BAA1
190000.00000000
PA
USD
163337.30000000
0.021332205909
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.35000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
1175000.00000000
PA
USD
1071071.25000000
0.139884230049
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AL5
137000.00000000
PA
USD
130095.92000000
0.016990809530
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.65000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GB3
121000.00000000
PA
USD
83076.18000000
0.010849929427
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
470000.00000000
PA
USD
440403.43000000
0.057517643869
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
565000.00000000
PA
USD
457650.00000000
0.059770083346
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAB3
154000.00000000
PA
USD
106231.83000000
0.013874107578
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHW3
121577.45000000
PA
USD
114952.02000000
0.015012983319
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-2
92538FAA2
241018.68000000
PA
USD
200069.08000000
0.026129456105
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.03000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJW89
156912.60000000
PA
USD
139902.12000000
0.018271520534
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.00000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
60000.00000000
PA
USD
56079.48000000
0.007324101810
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
837000.00000000
PA
USD
764918.45000000
0.099900009853
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
1.88000000
N
N
N
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
19000.00000000
PA
USD
16778.90000000
0.002191360759
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AZ5
6000.00000000
PA
USD
3695.71000000
0.000482667747
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGE26
31467.03000000
PA
USD
33151.61000000
0.004329672222
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
6.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
75000.00000000
PA
USD
57258.84000000
0.007478128786
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
BCAP LLC Trust
N/A
BCAP LLC Trust 2006-AA2
05530MAA7
9735.03000000
PA
USD
8456.03000000
0.001104375872
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
3.42000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCB9
300000.00000000
PA
USD
188870.92000000
0.024666952103
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BK5
34000.00000000
PA
USD
24918.53000000
0.003254414104
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.88000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAA8
174945.42000000
PA
USD
162857.53000000
0.021269546906
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.94000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWY5
98844.34000000
PA
USD
91388.16000000
0.011935492057
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
1339000.00000000
PA
USD
948440.90000000
0.123868440166
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2CY6
1374114.38000000
PA
USD
1161344.56000000
0.151674120277
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AY1
74000.00000000
PA
USD
73855.87000000
0.009645736928
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MJA66
76955.29000000
PA
USD
74361.30000000
0.009711747183
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
3.00000000
N
N
N
N
N
N
MFRA TRUST
N/A
MFA 2021-NQM2 Trust
55283WAA9
310180.32000000
PA
USD
251638.25000000
0.032864501640
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.03000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMPF6
384186.25000000
PA
USD
367454.07000000
0.047990299114
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRMV9
541940.95000000
PA
USD
497181.39000000
0.064932968684
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAV0
8449022.20000000
PA
USD
119909.37000000
0.015660423989
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
0.86000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HLNF6
110168.30000000
PA
USD
101339.81000000
0.013235199147
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
1690000.00000000
PA
USD
1319441.02000000
0.172321861107
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206YDK4
1870.73000000
PA
USD
1863.69000000
0.000243401959
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FP8
1289000.00000000
PA
USD
1424647.12000000
0.186062006121
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.38000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBL3
460000.00000000
PA
USD
413269.46000000
0.053973888492
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BHU4
184182.48000000
PA
USD
165191.88000000
0.021574418083
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FN3
16000.00000000
PA
USD
14153.64000000
0.001848496104
Long
DBT
CORP
US
N
2
2052-07-18
Fixed
4.20000000
N
N
N
N
N
N
NMLT Trust
N/A
NMLT 2021-INV1 Trust
62923JAA0
860476.53000000
PA
USD
730522.72000000
0.095407852858
Long
ABS-MBS
CORP
US
N
2
2056-05-25
Variable
1.19000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
121000.00000000
PA
USD
93616.02000000
0.012226455409
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
845000.00000000
PA
USD
772012.60000000
0.100826521241
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
95000.00000000
PA
USD
62822.46000000
0.008204749634
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HAZ3
2574332.59000000
PA
USD
51779.35000000
0.006762495498
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
1.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNUY6
1457906.76000000
PA
USD
1226277.35000000
0.160154483590
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M4MX7
9199.45000000
PA
USD
8708.40000000
0.001137335941
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFPA8
118075.32000000
PA
USD
108508.67000000
0.014171467824
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAN2
400000.00000000
PA
USD
376178.00000000
0.049129663308
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.30000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-20
362351AA6
54414.51000000
PA
USD
17367.56000000
0.002268241032
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
3.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDD0
4116000.00000000
PA
USD
3945250.29000000
0.515258251185
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.38000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
216000.00000000
PA
USD
183339.99000000
0.023944600640
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
35000.00000000
PA
USD
31944.85000000
0.004172066747
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225A2B5
27611.28000000
PA
USD
29082.01000000
0.003798173629
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
6.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
150000.00000000
PA
USD
132375.00000000
0.017288462324
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.88000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AX8
45000.00000000
PA
USD
41850.00000000
0.005465700836
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEGE2
617068.97000000
PA
USD
544421.08000000
0.071102574734
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNP37
67355.74000000
PA
USD
61934.93000000
0.008088836290
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
2360000.00000000
PA
USD
1727347.55000000
0.225595339301
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8R36
116385.58000000
PA
USD
104291.03000000
0.013620634885
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
580000.00000000
PA
USD
537631.00000000
0.070215775547
Long
DBT
CORP
CZ
N
2
2027-02-04
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
690000.00000000
PA
USD
596219.13000000
0.077867512493
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59000000
N
N
N
N
N
N
Soundview Home Equity Loan Trust
N/A
Soundview Home Loan Trust 2006-3
83612HAD0
244438.37000000
PA
USD
227667.87000000
0.029733917983
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.58000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
127000.00000000
PA
USD
99695.00000000
0.013020383391
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300C2HE5FJAWYZL57
CSAIL 2016-C6 Commercial Mortgage Trust
12636MAG3
1754214.59000000
PA
USD
87831.77000000
0.011471019804
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
2.03000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413BA9
78000.00000000
PA
USD
45097.63000000
0.005889848364
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
3.38000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EBA5
26000.00000000
PA
USD
19500.52000000
0.002546810238
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KC0
640000.00000000
PA
USD
526232.40000000
0.068727093646
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
4.40000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
138000.00000000
PA
USD
133054.08000000
0.017377151646
Long
DBT
NUSS
XX
N
2
2025-11-20
Fixed
3.13000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
22000.00000000
PA
USD
21670.00000000
0.002830149035
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAA1
535000.00000000
PA
USD
478497.77000000
0.062492847359
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AT3
9000.00000000
PA
USD
8795.61000000
0.001148725757
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
3060000.00000000
PA
USD
2332891.40000000
0.304680680466
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMUQ4
79249.65000000
PA
USD
73622.02000000
0.009615195611
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31306XFY4
87478.42000000
PA
USD
84894.69000000
0.011087430781
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
136000.00000000
PA
USD
114028.75000000
0.014892402253
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.59000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAE1
250000.00000000
PA
USD
185017.81000000
0.024163727573
Long
DBT
CORP
US
N
2
2052-03-24
Fixed
4.00000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAB9
560000.00000000
PA
USD
472378.47000000
0.061693653496
Long
DBT
CORP
US
N
2
2029-09-23
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
499000.00000000
PA
USD
407503.67000000
0.053220863803
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
Residential Funding Mtg Sec I
N/A
RFMSI Series 2007-SA2 Trust
74958XAB0
10036.36000000
PA
USD
8020.25000000
0.001047462058
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
5000.00000000
PA
USD
3930.57000000
0.000513340973
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5EV3
640950.45000000
PA
USD
608174.88000000
0.079428959394
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
60000.00000000
PA
USD
44894.63000000
0.005863336123
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VBH4
1578.48000000
PA
USD
1596.21000000
0.000208468490
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
5.00000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
20000.00000000
PA
USD
18459.00000000
0.002410785465
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36230SPC2
55567.14000000
PA
USD
54483.60000000
0.007115676418
Long
ABS-MBS
USGA
US
N
2
2041-05-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290RUT8
23279.64000000
PA
USD
23500.90000000
0.003069268549
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYC2
80000.00000000
PA
USD
54201.31000000
0.007078808731
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-2
64829GAA7
387438.97000000
PA
USD
361932.39000000
0.047269155721
Long
ABS-MBS
CORP
US
N
2
2035-11-26
Variable
3.75000000
N
N
N
N
N
N
Belo Corp
N/A
Belo Corp
080555AE5
52000.00000000
PA
USD
50960.00000000
0.006655486610
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.75000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
670000.00000000
PA
USD
550388.25000000
0.071881900088
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
785000.00000000
PA
USD
656059.81000000
0.085682835188
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.59000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
570000.00000000
PA
USD
505247.83000000
0.065986463257
Long
DBT
US
N
2
2032-05-15
Fixed
5.13000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBB9
118000.00000000
PA
USD
102039.89000000
0.013326631115
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD63
57998.01000000
PA
USD
52153.58000000
0.006811370749
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
CLECO CORPORATE HOLDINGS
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAE9
555000.00000000
PA
USD
466495.42000000
0.060925314397
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.38000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CH5
200000.00000000
PA
USD
197373.42000000
0.025777397058
Long
DBT
CORP
JP
N
2
2025-07-18
Fixed
4.79000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM5 Trust
22946DAA0
416546.03000000
PA
USD
322547.75000000
0.042125436251
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
0.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
6066000.00000000
PA
USD
5403716.00000000
0.705737038565
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAC9
24000.00000000
PA
USD
19437.59000000
0.002538591444
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RF0
55000.00000000
PA
USD
49457.08000000
0.006459201996
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.61000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
549300ZCGJ6T8YDJ4M34
Celanese US Holdings LLC
15089QAR5
87000.00000000
PA
USD
85794.13000000
0.011204899597
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
10000.00000000
PA
USD
8533.15000000
0.001114447911
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHL6
295000.00000000
PA
USD
290987.50000000
0.038003599099
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.86000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
5319000.00000000
PA
USD
4774010.26000000
0.623496102121
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UM6
26020.77000000
PA
USD
24588.66000000
0.003211332366
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
3.82000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BB9
59000.00000000
PA
USD
50528.76000000
0.006599165730
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KD8
235000.00000000
PA
USD
177513.77000000
0.023183683662
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.25000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAD4
60000.00000000
PA
USD
57205.73000000
0.007471192505
Long
ABS-O
CORP
US
N
2
2027-04-19
Fixed
0.46000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296XT79
3168.22000000
PA
USD
3018.64000000
0.000394240936
Long
ABS-MBS
USGA
US
N
2
2039-04-15
Fixed
4.00000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAB5
182000.00000000
PA
USD
163378.95000000
0.021337645490
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
165000.00000000
PA
USD
160738.60000000
0.020992810049
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding Trust
N/A
Bear Stearns Mortgage Funding Trust 2006-AR3
07400HAA1
36047.72000000
PA
USD
30247.00000000
0.003950323852
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
3.26000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AS5
1055000.00000000
PA
USD
1034111.00000000
0.135057141176
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC23
17322VAY2
2933228.88000000
PA
USD
38480.15000000
0.005025591112
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
1.06000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNE96
142948.35000000
PA
USD
128362.36000000
0.016764402831
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAF4
1225000.00000000
PA
USD
1023293.93000000
0.133644408355
Long
DBT
CORP
US
N
2
2028-03-08
Fixed
1.80000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-64CB
12668AZX6
48337.96000000
PA
USD
41689.39000000
0.005444724822
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
3.88000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
200000.00000000
PA
USD
129644.76000000
0.016931887054
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS7
36254CAV2
1255000.00000000
PA
USD
1152134.30000000
0.150471240330
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.43000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
305000.00000000
PA
USD
249311.87000000
0.032560671362
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAP9
90198.27000000
PA
USD
93215.08000000
0.012174091774
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Floating
7.98000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAN5
41000.00000000
PA
USD
36384.23000000
0.004751859411
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
Cabot Corp
127055AM3
60000.00000000
PA
USD
53860.35000000
0.007034278615
Long
DBT
CORP
US
N
2
2032-06-30
Fixed
5.00000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KBA7
6000.00000000
PA
USD
5355.00000000
0.000699374623
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B10 Mortgage Trust
08162VAF5
5754799.65000000
PA
USD
309985.16000000
0.040484734730
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
1.38000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
362341AQ2
194084.05000000
PA
USD
182980.46000000
0.023897645241
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
5.56000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
62000.00000000
PA
USD
38597.69000000
0.005040942091
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176UD28
16332.06000000
PA
USD
15510.78000000
0.002025741534
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAH5
69000.00000000
PA
USD
67105.62000000
0.008764139627
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
4.26000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AX4
60000.00000000
PA
USD
48989.25000000
0.006398102382
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MC91
3608.47000000
PA
USD
3798.70000000
0.000496118465
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBW4
785000.00000000
PA
USD
656683.31000000
0.085764265641
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.74000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
1485000.00000000
PA
USD
1260964.81000000
0.164684741156
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
1.88000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CE0
245000.00000000
PA
USD
211052.88000000
0.027563964226
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
1686000.00000000
PA
USD
1214051.71000000
0.158557788470
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4P37
120790.29000000
PA
USD
118636.94000000
0.015494241869
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
5.00000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
193306.00000000
PA
USD
146707.96000000
0.019160378011
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128S5JN5
65697.79000000
PA
USD
66891.12000000
0.008736125461
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Floating
2.99000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AV7L0
29902.09000000
PA
USD
28471.10000000
0.003718387457
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282D1
928000.00000000
PA
USD
903785.00000000
0.118036282698
Long
DBT
UST
US
N
2
2023-08-31
Fixed
1.38000000
N
N
N
N
N
N
INDUSTRIAL BANK OF KOREA
988400RBIWE3YA18PK12
Industrial Bank of Korea
45604GAH2
341000.00000000
PA
USD
306709.04000000
0.040056866347
Long
DBT
NUSS
KR
N
2
2025-06-22
Fixed
1.04000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
50000.00000000
PA
USD
23481.83000000
0.003066777966
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291AD30
6983.29000000
PA
USD
7061.73000000
0.000922277265
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
5.00000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2017-2 Ltd
05683HAN5
1260000.00000000
PA
USD
1201190.76000000
0.156878120484
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
3.96000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBE8
509000.00000000
PA
USD
483666.80000000
0.063167933896
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
INVEST ENERGY RES LTD
254900A71Y7WHN7L5K89
Investment Energy Resources Ltd
46143NAB6
200000.00000000
PA
USD
169322.55000000
0.022113892550
Long
DBT
CORP
BM
N
2
2029-04-26
Fixed
6.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-8
92538GAA0
528602.95000000
PA
USD
451710.62000000
0.058994387426
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2H4
192000.00000000
PA
USD
185604.64000000
0.024240368845
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
4.69000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297KCN9
2313.71000000
PA
USD
2226.75000000
0.000290818383
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
322000.00000000
PA
USD
201020.03000000
0.026253652239
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.53000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAH0
91000.00000000
PA
USD
68019.61000000
0.008883508705
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
6.00000000
N
N
N
N
N
N
LSTAR Securities Investment Ltd
N/A
LSTAR Securities Investment Ltd 2019-4
54912JAA0
447640.86000000
PA
USD
444859.09000000
0.058099562737
Long
ABS-MBS
CORP
US
N
2
2024-05-01
Floating
6.06000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AX3
59000.00000000
PA
USD
57179.09000000
0.007467713263
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBF0
65520.26000000
PA
USD
67838.07000000
0.008859799187
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Floating
8.78000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AK4
30000.00000000
PA
USD
26190.00000000
0.003420470846
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771AK4
283000.00000000
PA
USD
271546.99000000
0.035464626296
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECR9
1945795.76000000
PA
USD
1697490.16000000
0.221695899361
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
AXIS Equipment Finance Receivables LLC
549300IFG1NMINYRYF89
Amur Equipment Finance Receivables XI LLC
03236XAB3
230000.00000000
PA
USD
228609.60000000
0.029856909965
Long
ABS-O
CORP
US
N
2
2028-06-21
Fixed
5.30000000
N
N
N
N
N
N
EARTHSTONE ENERGY HOL
549300HGVO86L8G72J25
Earthstone Energy Holdings LLC
27034RAA1
32000.00000000
PA
USD
30160.00000000
0.003938961463
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
626000.00000000
PA
USD
541294.38000000
0.070694220927
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200XHS1
3025.75000000
PA
USD
3126.73000000
0.000408357724
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AR5
566000.00000000
PA
USD
539088.51000000
0.070406129517
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
6782000.00000000
PA
USD
5480968.65000000
0.715826402334
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
63000.00000000
PA
USD
36779.46000000
0.004803477307
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Wingstop Funding LLC
N/A
Wingstop Funding LLC
974153AB4
158800.00000000
PA
USD
134948.40000000
0.017624553950
Long
ABS-O
CORP
US
N
2
2050-12-05
Fixed
2.84000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAW8
143000.00000000
PA
USD
113329.70000000
0.014801104806
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
142000.00000000
PA
USD
114226.96000000
0.014918288909
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
C&S GROUP ENTERPRISES LL
N/A
C&S Group Enterprises LLC
12467AAF5
62000.00000000
PA
USD
45829.82000000
0.005985473967
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAM2
265000.00000000
PA
USD
212614.62000000
0.027767930859
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.63000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAN9
4808968.15000000
PA
USD
484122.67000000
0.063227471508
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.90000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAY0
58000.00000000
PA
USD
51906.93000000
0.006779157723
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
5.20000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BE0
59000.00000000
PA
USD
47476.85000000
0.006200579660
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.75000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
410000.00000000
PA
363647.59000000
0.047493164564
Long
DBT
NUSS
MK
N
2
2025-01-18
Fixed
2.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
91553.83000000
PA
USD
83904.71000000
0.010958137244
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BD8
101000.00000000
PA
USD
83233.21000000
0.010870437886
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAX2
156000.00000000
PA
USD
138486.19000000
0.018086597003
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
7344000.00000000
PA
USD
6642303.71000000
0.867499281891
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BQ8
32000.00000000
PA
USD
31467.22000000
0.004109687232
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
4.05000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FREK3
2469541.47000000
PA
USD
154559.46000000
0.020185800953
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.25000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBK4
233000.00000000
PA
USD
207297.96000000
0.027073563523
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.75000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AV6
228000.00000000
PA
USD
136501.35000000
0.017827372591
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
625000.00000000
PA
USD
586697.99000000
0.076624030943
Long
DBT
CORP
CH
N
2
2028-05-12
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
206000.00000000
PA
USD
205316.80000000
0.026814819727
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2CL4
920067.87000000
PA
USD
748512.73000000
0.097757387212
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202SFH6
1348.02000000
PA
USD
1392.66000000
0.000181884418
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
74000.00000000
PA
USD
50789.64000000
0.006633237224
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2012-II-R Ltd
12551PAA0
986567.83000000
PA
USD
973553.03000000
0.127148138850
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
3.51000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
31944TAA8
8000.00000000
PA
USD
6840.00000000
0.000893318846
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W48
2824000.00000000
PA
USD
2739280.00000000
0.357755913708
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200K2A4
1070.95000000
PA
USD
1145.52000000
0.000149607398
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
18000.00000000
PA
USD
15385.14000000
0.002009332678
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
000000000
705000.00000000
PA
342012.98000000
0.044667637539
Long
DBT
NUSS
CL
N
2
2051-01-22
Fixed
1.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
150000.00000000
PA
USD
120633.34000000
0.015754976043
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAL4
290000.00000000
PA
USD
194453.23000000
0.025396013905
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECP3
11612576.77000000
PA
USD
9424147.54000000
1.230814124184
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BB0
585000.00000000
PA
USD
480491.98000000
0.062753295513
Long
DBT
CORP
US
N
2
2032-03-17
Fixed
3.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
405000.00000000
PA
USD
405314.51000000
0.052934954756
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
89668QAF5
16000.00000000
PA
USD
9440.00000000
0.001232884489
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213UWT3
222.89000000
PA
USD
230.33000000
0.000030081597
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292L3X0
7340.84000000
PA
USD
7514.28000000
0.000981381278
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2022 Term Loan B10
04649VBB5
124852.69000000
PA
USD
106827.08000000
0.013951848520
Long
LON
CORP
US
N
2
2028-08-19
Floating
7.70000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 2016-C3 Mortgage Trust
23312VAF3
1625000.00000000
PA
USD
1481271.03000000
0.193457211671
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.89000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
150000.00000000
PA
USD
114970.07000000
0.015015340688
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAB4
85000.00000000
PA
USD
64927.62000000
0.008479688099
Long
DBT
CORP
US
N
2
2031-02-18
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505KH8
335000.00000000
PA
USD
290411.63000000
0.037928389227
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
6.14000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2021-2
24702VAE2
180000.00000000
PA
USD
171392.71000000
0.022384259940
Long
ABS-O
CORP
US
N
2
2026-12-22
Fixed
0.53000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-NPL1 LLC
55282YAA6
707305.62000000
PA
USD
675474.89000000
0.088218486777
Long
ABS-O
CORP
US
N
2
2060-03-25
Variable
2.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AAQP6
2125.07000000
PA
USD
2022.54000000
0.000264148113
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-7
92538QAA8
1069610.67000000
PA
USD
905302.21000000
0.118234433617
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.83000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
204230.98000000
PA
USD
183565.31000000
0.023974027921
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
128000.00000000
PA
USD
119516.84000000
0.015609158719
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAG7
225000.00000000
PA
USD
192531.01000000
0.025144967801
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJB7
259000.00000000
PA
USD
194661.13000000
0.025423166097
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
2.49000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
456605.93000000
PA
USD
441887.01000000
0.057711402638
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
3.19000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CD1
615000.00000000
PA
USD
490506.28000000
0.064061184830
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
70000.00000000
PA
USD
58540.48000000
0.007645513752
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DX3
227000.00000000
PA
USD
191156.70000000
0.024965479932
Long
DBT
NUSS
XX
N
2
2028-07-20
Fixed
1.13000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAE0
154000.00000000
PA
USD
167994.22000000
0.021940409769
Long
DBT
CORP
US
N
2
2037-12-10
Fixed
7.38000000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun SA
192714AE3
200000.00000000
PA
USD
152805.24000000
0.019956696013
Long
DBT
CORP
CL
N
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
197173.83000000
PA
USD
192280.53000000
0.025112254569
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NF4
28000.00000000
PA
USD
17863.09000000
0.002332958326
Long
DBT
CORP
US
N
2
2042-11-03
Fixed
2.90000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
100000.00000000
PA
USD
87486.87000000
0.011425975115
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292EBE9
17707.51000000
PA
USD
18146.96000000
0.002370032364
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
705000.00000000
PA
USD
633896.03000000
0.082788197412
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.22000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205F4W0
31838.00000000
PA
USD
34311.23000000
0.004481121111
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
32000.00000000
PA
USD
25654.08000000
0.003350478531
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAM1
200000.00000000
PA
USD
194678.01000000
0.025425370661
Long
DBT
CORP
ES
N
2
2024-05-24
Fixed
3.89000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DA5
183000.00000000
PA
USD
124906.68000000
0.016313083522
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505NG7
355000.00000000
PA
USD
335670.89000000
0.043839346820
Long
DBT
MUN
US
N
2
2029-11-01
Fixed
6.32000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-64CB
12668AA70
84300.66000000
PA
USD
64188.33000000
0.008383135221
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AEFK1
10888.39000000
PA
USD
10366.61000000
0.001353901767
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
4.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
585000.00000000
PA
USD
478908.76000000
0.062546523545
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXV1
31181.50000000
PA
USD
32209.62000000
0.004206646284
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
80000.00000000
PA
USD
61552.17000000
0.008038847003
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZS2
5410000.00000000
PA
USD
4589412.88000000
0.599387283618
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
465000.00000000
PA
USD
441749.81000000
0.057693484020
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176FQZ4
3009.91000000
PA
USD
2867.33000000
0.000374479521
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEY3
700000.00000000
PA
USD
676593.75000000
0.088364612321
Long
DBT
UST
US
N
2
2025-07-15
Fixed
3.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
18000.00000000
PA
USD
17009.47000000
0.002221473701
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2022-SFR2 Trust
33767PAA6
1048414.28000000
PA
USD
986793.00000000
0.128877307670
Long
ABS-O
CORP
US
N
2
2039-07-17
Fixed
4.25000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
146000.00000000
PA
USD
113500.11000000
0.014823360722
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292L7G3
9286.92000000
PA
USD
9648.50000000
0.001260115042
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVB5
1551544.78000000
PA
USD
1193599.29000000
0.155886658025
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd
629571AA8
21000.00000000
PA
USD
18272.50000000
0.002386428161
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
185000.00000000
PA
USD
169370.11000000
0.022120103990
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208MBT1
1035.36000000
PA
USD
1069.91000000
0.000139732568
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAG5
201508.89000000
PA
USD
190902.17000000
0.024932237762
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
4.22000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
1360000.00000000
PA
USD
1310171.72000000
0.171111270408
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200DTV5
3945.60000000
PA
USD
3982.68000000
0.000520146652
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
180000.00000000
PA
USD
141247.77000000
0.018447265345
Long
DBT
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MBN2
4803.20000000
PA
USD
5112.74000000
0.000667734941
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAY2
210000.00000000
PA
USD
158700.71000000
0.020726657191
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.03000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
435000.00000000
PA
USD
345136.99000000
0.045075640026
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EL7
660000.00000000
PA
USD
623433.04000000
0.081421708208
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.00000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
155000.00000000
PA
USD
126742.26000000
0.016552814254
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
495000.00000000
PA
USD
409893.16000000
0.053532936384
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206A2
24600000.00000000
PA
USD
19912547.00000000
2.600621859118
Long
ABS-MBS
USGSE
US
N
2
2052-10-15
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
875000.00000000
PA
USD
766203.36000000
0.100067821888
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-4
92538HAA8
359208.50000000
PA
USD
288273.66000000
0.037649165704
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.94000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BJ2
685000.00000000
PA
USD
652863.51000000
0.085265391470
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DN5
90000.00000000
PA
USD
79873.00000000
0.010431587167
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-1
64829JAA1
695525.90000000
PA
USD
662704.59000000
0.086550657878
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KKW6
7219.67000000
PA
USD
7688.44000000
0.001004126952
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
133000.00000000
PA
USD
101745.83000000
0.013288226241
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
200000.00000000
PA
USD
142153.00000000
0.018565490348
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5PK5
270295.22000000
PA
USD
246812.00000000
0.032234182914
Long
ABS-MBS
USGSE
US
N
2
2049-08-25
Fixed
3.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR5 Trust
74332YAA7
190494.62000000
PA
USD
181569.39000000
0.023713356437
Long
ABS-O
CORP
US
N
2
2039-06-17
Fixed
4.45000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
70000.00000000
PA
USD
56175.00000000
0.007336576929
Long
DBT
US
N
2
2026-06-15
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDX8
1545795.28000000
PA
USD
1253236.41000000
0.163675395341
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
2.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
575000.00000000
PA
USD
524087.63000000
0.068446982029
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
470000.00000000
PA
USD
431243.61000000
0.056321351496
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.49000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CB4
350000.00000000
PA
USD
309079.99000000
0.040366517563
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
1305634.82000000
PA
USD
1063113.90000000
0.138844982867
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAG8
430000.00000000
PA
USD
284560.61000000
0.037164233315
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QHSW1
7940.42000000
PA
USD
7954.79000000
0.001038912840
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
2.74000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HYB3
12669GE49
25101.16000000
PA
USD
23734.58000000
0.003099787664
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Variable
3.12000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
1329000.00000000
PA
USD
1239240.59000000
0.161847510871
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.63000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
279994.50000000
PA
USD
256026.97000000
0.033437677997
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.92000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
206000.00000000
PA
USD
150874.67000000
0.019704559381
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
706000.00000000
PA
USD
529679.27000000
0.069177262350
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK17
065403BC0
1190000.00000000
PA
USD
1084851.72000000
0.141683989342
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.71000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
387000.00000000
PA
USD
361821.30000000
0.047254647126
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAU8
1029000.00000000
PA
USD
983341.52000000
0.128426536891
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291NUY5
21085.61000000
PA
USD
20848.64000000
0.002722877636
Long
ABS-MBS
USGA
US
N
2
2036-02-15
Fixed
5.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
315000.00000000
PA
USD
263068.79000000
0.034357354974
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9C27
266766.04000000
PA
USD
252163.44000000
0.032933092594
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAR3
29689.26000000
PA
USD
28053.51000000
0.003663849297
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
Condor Merger Sub Inc
579063AB4
55000.00000000
PA
USD
44966.08000000
0.005872667648
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KK80
17274.71000000
PA
USD
18659.32000000
0.002436947692
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.00000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBL1
26000.00000000
PA
USD
22610.55000000
0.002952986907
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
230000.00000000
PA
USD
185924.80000000
0.024282182436
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC92
605049.98000000
PA
USD
545659.07000000
0.071264258915
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-BNK2
61690YBU5
1475000.00000000
PA
USD
1344018.23000000
0.175531698079
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2TT7
159947.01000000
PA
USD
154296.34000000
0.020151436909
Long
ABS-MBS
USGSE
US
N
2
2039-10-15
Fixed
1.70000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CK0
154000.00000000
PA
USD
122785.62000000
0.016036068482
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
37000.00000000
PA
USD
28703.48000000
0.003748736789
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Starwood Residential Mortgage Trust
N/A
STAR 2021-1 Trust
85573GAA0
463975.89000000
PA
USD
430865.32000000
0.056271946001
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.22000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-5 LLC
69358DAA2
543580.61000000
PA
USD
488888.46000000
0.063849894026
Long
ABS-MBS
CORP
US
N
2
2026-06-25
Variable
1.79000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
1230000.00000000
PA
USD
1020658.87000000
0.133300263799
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTLY8
97954.87000000
PA
USD
90022.14000000
0.011757086880
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CS30
136099.25000000
PA
USD
125004.13000000
0.016325810704
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
549300Z5THZ1JXIHVK60
Connecticut Avenue Securities Trust 2019-HRP1
20754PAC4
179187.14000000
PA
USD
174812.66000000
0.022830912833
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Floating
5.23000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210BX83
477.23000000
PA
USD
466.17000000
0.000060882813
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.50000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DE4
200000.00000000
PA
USD
176022.97000000
0.022988981946
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBQ3
3549000.00000000
PA
USD
3131576.59000000
0.408990699856
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
25000.00000000
PA
USD
21597.46000000
0.002820675154
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
102000.00000000
PA
USD
91652.89000000
0.011970066369
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.30000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
809000.00000000
PA
USD
506193.27000000
0.066109939773
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KZ91
926.04000000
PA
USD
970.00000000
0.000126684105
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291BQX8
476.73000000
PA
USD
502.64000000
0.000065645874
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCB7
1485109.62000000
PA
USD
1207286.33000000
0.157674215157
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EE80
68764.74000000
PA
USD
61655.44000000
0.008052334289
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LD43
741.55000000
PA
USD
747.98000000
0.000097687811
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
31000.00000000
PA
USD
28099.49000000
0.003669854384
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.88000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-72
12668A3N3
64052.68000000
PA
USD
57179.32000000
0.007467743301
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.62000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGP3
37000.00000000
PA
USD
27518.17000000
0.003593932731
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210BYG4
4410.83000000
PA
USD
4337.14000000
0.000566439897
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.50000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-12
41162DAD1
133183.43000000
PA
USD
122928.32000000
0.016054705412
Long
ABS-MBS
CORP
US
N
2
2036-12-19
Floating
3.23000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
965000.00000000
PA
658664.54000000
0.086023018579
Long
DBT
NUSS
PH
N
2
2033-04-28
Fixed
1.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292BDU7
28009.22000000
PA
USD
29086.36000000
0.003798741749
Long
ABS-MBS
USGA
US
N
2
2035-08-15
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJC4
154000.00000000
PA
USD
150209.57000000
0.019617695877
Long
DBT
CORP
US
N
2
2024-05-19
Fixed
1.49000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM2 Trust
36166XAA9
402471.40000000
PA
USD
340258.70000000
0.044438524764
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.04000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-5
03464KAA6
100150.03000000
PA
USD
95992.77000000
0.012536864117
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
2.59000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-6
64830BAA5
625430.66000000
PA
USD
590720.38000000
0.077149363808
Long
ABS-MBS
CORP
US
N
2
2057-08-27
Variable
4.00000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
240000.00000000
PA
USD
181548.21000000
0.023710590283
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201V3E0
4003.13000000
PA
USD
4223.36000000
0.000551579982
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
185000.00000000
PA
USD
173235.63000000
0.022624949292
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK24
06540VBC8
2240562.62000000
PA
USD
80760.41000000
0.010547484839
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
0.76000000
N
N
N
N
N
N
State Street Institutional Liquid Reserves Fund
5493000HFJPORCLSV250
State Street Institutional Liquid Reserves Fund
85749P101
3423081.65400000
NS
USD
3423766.27000000
0.447151306273
Long
STIV
RF
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-5
64829XAA0
328963.40000000
PA
USD
319134.14000000
0.041679611376
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBG8
190000.00000000
PA
USD
145648.35000000
0.019021990645
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
3.85000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBG8
25000.00000000
PA
USD
17705.88000000
0.002312426359
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
59000.00000000
PA
USD
50603.12000000
0.006608877307
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
34000.00000000
PA
USD
29167.92000000
0.003809393662
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
RR Ltd
549300FLUOZC8QYYKL96
RR 16 Ltd
74971CAA1
1080000.00000000
PA
USD
1033915.32000000
0.135031584943
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
3.62000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ASLM9
26817.95000000
PA
USD
25665.69000000
0.003351994822
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
4.00000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
259000.00000000
PA
USD
239947.45000000
0.031337657784
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
36000.00000000
PA
USD
31331.79000000
0.004091999780
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJF3
142000.00000000
PA
USD
120816.89000000
0.015778948071
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
640000.00000000
PA
USD
628850.00000000
0.082129174942
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QZB8
4474.85000000
PA
USD
4409.06000000
0.000575832806
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3A9
725000.00000000
PA
USD
691450.70000000
0.090304962239
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.81000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXIX Ltd
83614VAC9
1255000.00000000
PA
USD
1189506.57000000
0.155352139909
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Floating
3.85000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAL7
1440000.00000000
PA
USD
1184662.79000000
0.154719531728
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAM0
27000.00000000
PA
USD
22680.00000000
0.002962057227
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200GMW3
10664.14000000
PA
USD
10916.61000000
0.001425732960
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
6.00000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2005-56
12668AHE8
28157.74000000
PA
USD
22699.02000000
0.002964541281
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.72000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
282000.00000000
PA
USD
205598.53000000
0.026851614277
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.64000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
60000.00000000
PA
USD
62660.40000000
0.008183584246
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200Q2Q6
307.31000000
PA
USD
310.21000000
0.000040514099
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2R7
45856.60000000
PA
USD
44881.66000000
0.005861642213
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAZ2
332000.00000000
PA
USD
311884.65000000
0.040732812247
Long
DBT
CORP
JP
N
2
2025-09-13
Fixed
2.56000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR 2019-HQA3
35564XAH4
333863.40000000
PA
USD
327387.92000000
0.042757572959
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Floating
4.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
2491000.00000000
PA
USD
2076092.81000000
0.271142227222
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176JRF9
2771.42000000
PA
USD
2630.36000000
0.000343530725
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
4.00000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AL7
68000.00000000
PA
USD
58059.12000000
0.007582647091
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296XSG0
27050.36000000
PA
USD
26676.74000000
0.003484040146
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.50000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
845000.00000000
PA
USD
698003.01000000
0.091160708147
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
160000.00000000
PA
USD
150775.18000000
0.019691565771
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A5LP2
7785.18000000
PA
USD
7628.01000000
0.000996234662
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
186000.00000000
PA
USD
155061.87000000
0.020251416789
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.63000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
107000.00000000
PA
USD
104912.07000000
0.013701744057
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners LLC
69362NAA4
1051922.88000000
PA
USD
948980.87000000
0.123938961420
Long
ABS-O
CORP
US
N
2
2052-01-25
Variable
2.98000000
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794AE7
175000.00000000
PA
USD
154758.47000000
0.020211792090
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXV2
8277.06000000
PA
USD
7841.76000000
0.001024150876
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2022-C16
05552YAE6
215000.00000000
PA
USD
205167.47000000
0.026795316905
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKW8
775000.00000000
PA
USD
744646.38000000
0.097252433510
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAN2
93855.01000000
PA
USD
88621.50000000
0.011574160256
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.00000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT DEC22
000000000
62.00000000
NC
-117538.08000000
-0.01535072836
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMZ2 COMDTY
2022-12-15
7444976.12000000
AUD
-117538.08000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ABHK5
15428.18000000
PA
USD
14927.35000000
0.001949544310
Long
ABS-MBS
USGA
US
N
2
2041-05-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFHZ4
470304.62000000
PA
USD
434847.99000000
0.056792091347
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
4300000.00000000
PA
USD
3619894.54000000
0.472766084038
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DK3
36000.00000000
PA
USD
31669.55000000
0.004136111969
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.88000000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAE6
189000.00000000
PA
USD
174333.65000000
0.022768353087
Long
DBT
NUSS
XX
N
2
2024-10-30
Fixed
0.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202XD20
10916.03000000
PA
USD
11510.39000000
0.001503281917
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
1065000.00000000
PA
USD
800952.56000000
0.104606142833
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JM3
240000.00000000
PA
USD
192247.17000000
0.025107897681
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBJ6
5030786.51000000
PA
USD
171670.06000000
0.022420482452
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
0.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AVAM7
30655.82000000
PA
USD
29078.35000000
0.003797695625
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
2516000.00000000
PA
USD
2112358.90000000
0.275878657293
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.38000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
74000.00000000
PA
USD
53257.80000000
0.006955584278
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
434901.07000000
PA
USD
364413.05000000
0.047593135301
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
1137840.64000000
PA
USD
981584.40000000
0.128197053205
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AGH24
3007.38000000
PA
USD
2894.29000000
0.000378000556
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AP3B2
32390.04000000
PA
USD
30728.76000000
0.004013242753
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BN9
173000.00000000
PA
USD
122892.29000000
0.016049999816
Long
DBT
US
N
2
2033-04-15
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1568.77000000
-0.00020488476
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
77493.59000000
USD
77000.00000000
EUR
2022-12-21
-1568.77000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q6P1
49062.19000000
PA
USD
45437.14000000
0.005934189106
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
3.50000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL3 LLC
91824MAA2
481524.91000000
PA
USD
441393.81000000
0.057646989647
Long
ABS-O
CORP
US
N
2
2051-05-25
Variable
1.74000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AE4
184000.00000000
PA
USD
178422.84000000
0.023302410177
Long
DBT
CORP
US
N
2
2025-09-24
Fixed
3.50000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
1115875.00000000
PA
USD
887087.15000000
0.115855507245
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
445000.00000000
PA
USD
412805.34000000
0.053913273413
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.02000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding Trust
N/A
Bear Stearns Mortgage Funding Trust 2007-AR1
07401MAG6
92399.53000000
PA
USD
82377.23000000
0.010758645040
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ88
312610.31000000
PA
USD
264158.01000000
0.034499609470
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
1084000.00000000
PA
USD
1014931.73000000
0.132552286884
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.46000000
N
N
N
N
N
N
HSI Asset Securitization Corporation Trust
N/A
HSI Asset Securitization Corp Trust 2006-OPT3
40430HFM5
135756.29000000
PA
USD
133727.91000000
0.017465155307
Long
ABS-O
CORP
US
N
2
2036-02-25
Floating
3.62000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAY8
55000.00000000
PA
USD
36086.45000000
0.004712968696
Long
DBT
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT DEC22
000000000
55.00000000
NC
-39012.56000000
-0.00509512501
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNZ2 COMDTY
2022-12-19
6851340.00000000
CAD
-39012.56000000
N
N
N
LGC Group Holdings, Ltd.
N/A
LGC Group Holdings Ltd EUR Term Loan B
000000000
100000.00000000
PA
88857.91000000
0.011605035915
Long
LON
CORP
LU
N
2
2027-04-21
Floating
3.69000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
90000.00000000
PA
USD
87489.66000000
0.011426339495
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMD9
371230.86000000
PA
USD
330460.22000000
0.043158822008
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
01N0326A8
3300000.00000000
PA
USD
2997843.78000000
0.391524904598
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
42000.00000000
PA
USD
36019.11000000
0.004704173946
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2006-AR1
23332UGK4
137823.79000000
PA
USD
111478.51000000
0.014559335374
Long
ABS-MBS
CORP
US
N
2
2046-03-19
Floating
2.02000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AC7
15000.00000000
PA
USD
14429.70000000
0.001884550140
Long
DBT
CORP
AU
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
153812.06000000
PA
USD
145222.41000000
0.018966361956
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.12000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
871503AU2
745000.00000000
PA
USD
709612.50000000
0.092676932740
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRMT4
69880.19000000
PA
USD
64109.16000000
0.008372795447
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAU3
90000.00000000
PA
USD
81621.65000000
0.010659964652
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
98278.96000000
PA
USD
79865.48000000
0.010430605038
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO
549300WHU4EIHRP28H10
ROYAL BANK OF SCOTLAND REPO
000000000
4235000.00000000
PA
USD
4235000.00000000
0.553100192223
Long
RA
CORP
US
N
2
Repurchase
N
2.96000000
2022-10-03
4381711.16500000
USD
4323218.56100000
USD
UST
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
181000.00000000
PA
USD
146984.31000000
0.019196469920
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.45000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EC5
74000.00000000
PA
USD
73699.19000000
0.009625274180
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.38000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
870000.00000000
PA
USD
781782.00000000
0.102102426086
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAG9
545000.00000000
PA
USD
528514.95000000
0.069025199631
Long
ABS-O
CORP
US
N
2
2025-09-18
Fixed
2.58000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WBA2
490000.00000000
PA
USD
454814.47000000
0.059399756973
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.45000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CRP
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAH0
35000.00000000
PA
USD
32900.00000000
0.004296811410
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.13000000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD89
150000.00000000
PA
USD
144504.62000000
0.018872617024
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.38000000
N
N
N
N
N
N
Soundview Home Equity Loan Trust
N/A
Soundview Home Loan Trust 2007-OPT2
83613DAD8
27433.65000000
PA
USD
24868.44000000
0.003247872241
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Floating
3.26000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BD0
2882641.48000000
PA
USD
127763.57000000
0.016686199557
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
1.04000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
30000.00000000
PA
USD
21995.78000000
0.002872696610
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2006-AR16 Trust
94984NAA0
26494.45000000
PA
USD
24611.96000000
0.003214375397
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
4.24000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HS6
150000.00000000
PA
USD
147279.39000000
0.019235008009
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.97000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
617000.00000000
PA
USD
363781.90000000
0.047510705742
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 1st Lien Term Loan
02034DAC1
0.04000000
PA
USD
0.03000000
0.000000003918
Long
LON
CORP
US
N
2
2024-06-13
Floating
0.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBM1
75000.00000000
PA
USD
65390.48000000
0.008540138620
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.29000000
N
N
N
N
N
N
VM CONSOLIDATED INC
N/A
VM Consolidated Inc
91835HAA0
30000.00000000
PA
USD
25795.02000000
0.003368885601
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290RVV2
3273.38000000
PA
USD
3258.10000000
0.000425514931
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.00000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
51000.00000000
PA
USD
36437.42000000
0.004758806140
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
24000.00000000
PA
USD
22800.00000000
0.002977729488
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.38000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAB9
17000.00000000
PA
USD
13534.58000000
0.001767645525
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290STK7
24300.52000000
PA
USD
24531.64000000
0.003203885430
Long
ABS-MBS
USGA
US
N
2
2034-02-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NCT5
56862.97000000
PA
USD
57729.56000000
0.007539605840
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Floating
2.09000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
48000.00000000
PA
USD
37560.00000000
0.004905417525
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
210000.00000000
PA
USD
166793.47000000
0.021783589213
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176MYU1
4703.68000000
PA
USD
4480.85000000
0.000585208735
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
689000.00000000
PA
USD
600955.29000000
0.078486065269
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEA69
576481.49000000
PA
USD
487958.81000000
0.063728479718
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
150000.00000000
PA
USD
109229.95000000
0.014265668557
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.90000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAL6
30000.00000000
PA
USD
24908.15000000
0.003253058454
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QN1
1123000.00000000
PA
USD
1234861.33000000
0.161275570010
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
430000.00000000
PA
USD
392800.13000000
0.051300549565
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-AR1
3623414A4
3409.30000000
PA
USD
3350.13000000
0.000437534249
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
2.89000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AF6
190000.00000000
PA
USD
160474.98000000
0.020958380704
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCE2
76000.00000000
PA
USD
70751.66000000
0.009240320365
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LYB5
118255.65000000
PA
USD
106152.98000000
0.013863809596
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BAY5
305000.00000000
PA
USD
276884.61000000
0.036161731054
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
2.81000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-1 Mortgage Loan Trust
19688EAA6
472880.88000000
PA
USD
390322.50000000
0.050976965709
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.91000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
55000.00000000
PA
USD
42741.43000000
0.005582123529
Long
DBT
CORP
AU
N
2
2031-04-29
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
1642000.00000000
PA
USD
1370300.31000000
0.178964194773
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
575000.00000000
PA
USD
571050.74000000
0.074580466130
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
330000.00000000
PA
USD
308786.54000000
0.040328192356
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.21000000
N
N
N
N
N
N
Chicago Board of Education
54930099NR6T9V7LVB43
CHICAGO IL BRD OF EDU
167505KG0
85000.00000000
PA
USD
79778.88000000
0.010419294891
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAQ7
675000.00000000
PA
USD
628930.51000000
0.082139689722
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
5.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XATJ1
306202.75000000
PA
USD
249464.87000000
0.032580653494
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2021-1 Ltd
89053BAA2
640000.00000000
PA
USD
607178.24000000
0.079298796046
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
2.24000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
860000.00000000
PA
USD
820332.53000000
0.107137208980
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGG8
235000.00000000
PA
USD
190357.37000000
0.024861085699
Long
DBT
CORP
US
N
2
2048-01-20
Fixed
4.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCX7
4200000.00000000
PA
USD
3896320.30000000
0.508867888287
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.38000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1
433674AA6
104637.30000000
PA
USD
95616.35000000
0.012487702848
Long
ABS-O
CORP
US
N
2
2025-12-25
Fixed
3.84000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAD4
115000.00000000
PA
USD
103157.99000000
0.013472657402
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQA36
128789.63000000
PA
USD
115361.36000000
0.015066444012
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418X7B8
97427.85000000
PA
USD
95323.23000000
0.012449420740
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
34000.00000000
PA
USD
23829.39000000
0.003112170056
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
330000.00000000
PA
USD
304311.32000000
0.039743718910
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-3
59980XAC1
405397.46000000
PA
USD
389465.62000000
0.050865055321
Long
ABS-O
CORP
US
N
2
2058-08-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201TKU0
2151.44000000
PA
USD
2205.08000000
0.000287988234
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290REE9
1689.69000000
PA
USD
1706.45000000
0.000222866073
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
First Franklin Mtg Loan Asset Backed Certificates
N/A
First Franklin Mortgage Loan Trust 2006-FF12
32027GAE6
410706.51000000
PA
USD
376798.17000000
0.049210658856
Long
ABS-O
CORP
US
N
2
2036-09-25
Floating
3.39000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
1000000.00000000
PA
USD
917370.00000000
0.119810513185
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCY5
4533000.00000000
PA
USD
3858539.19000000
0.503933593315
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
RR 1 Ltd
N/A
RR 1 LLC
78108YAL6
1305000.00000000
PA
USD
1251655.52000000
0.163468927676
Long
ABS-CBDO
CORP
KY
N
2
2035-07-15
Floating
3.66000000
N
N
N
N
N
N
American Home Mortgage Assets
N/A
American Home Mortgage Assets Trust 2006-3
02660UAE0
36298.56000000
PA
USD
25892.90000000
0.003381668941
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
2.04000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
245000.00000000
PA
USD
212924.60000000
0.027808414920
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
605000.00000000
PA
USD
473455.85000000
0.061834361663
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKNY8
7550.46000000
PA
USD
7168.42000000
0.000936211211
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
4.00000000
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
Crown Americas LLC
228180AA3
29000.00000000
PA
USD
26100.00000000
0.003408716651
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.25000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAE9
48000.00000000
PA
USD
44149.81000000
0.005766061014
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20755DAA4
159772.09000000
PA
USD
158975.91000000
0.020762598909
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
4.85000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAG9
615000.00000000
PA
USD
477720.07000000
0.062391278051
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAD0
210000.00000000
PA
USD
205439.49000000
0.026830843308
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
4.43000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBR1
1070000.00000000
PA
USD
943135.95000000
0.123175602181
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1075000.00000000
PA
718281.41000000
0.093809111202
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
Ascent Resources Marcellus Holdings, LLC
N/A
ASCENT RESOURCES MARCELLUS HOL
000000000
11973.00000000
NS
USD
28435.88000000
0.003713787649
Long
EC
CORP
US
Y
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FF0
1045000.00000000
PA
USD
1110924.81000000
0.145089191489
Long
DBT
UST
US
N
2
2028-11-15
Fixed
5.25000000
N
N
N
N
N
N
GreenPoint Mortgage Funding Trust
N/A
GreenPoint Mortgage Funding Trust 2005-AR4
39538WBW7
106101.67000000
PA
USD
83675.59000000
0.010928213674
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TYP6
47005.38000000
PA
USD
46368.04000000
0.006055766667
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBC6
6786023.09000000
PA
USD
258680.49000000
0.033784233469
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Variable
0.81000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust 2019-1
89231XAA9
100000.00000000
PA
USD
96359.35000000
0.012584740261
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBL5
2420000.00000000
PA
USD
2145291.01000000
0.280179662339
Long
DBT
CORP
FR
N
2
2033-06-15
Fixed
6.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
4144000.00000000
PA
USD
3100230.00000000
0.404896767163
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
26000.00000000
PA
USD
23429.63000000
0.003059960532
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
11000.00000000
PA
USD
9460.00000000
0.001235496533
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVW6
56000.00000000
PA
USD
48844.32000000
0.006379174210
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
1.30000000
N
N
N
N
N
N
TELFON CELUAR DEL PARAGU
254900R8A8IKGF4THL54
Telefonica Celular del Paraguay SA
87936VAB3
735000.00000000
PA
USD
652592.37000000
0.085229979997
Long
DBT
CORP
PY
N
2
2027-04-15
Fixed
5.88000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAP5
835000.00000000
PA
USD
758357.23000000
0.099043100280
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
3886000.00000000
PA
USD
3774581.07000000
0.492968480609
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212LQX2
8927.10000000
PA
USD
8936.15000000
0.001167080586
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
7.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CA6
502000.00000000
PA
USD
457141.67000000
0.059703694344
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.15000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
78000.00000000
PA
USD
68650.43000000
0.008965895166
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBL7
184000.00000000
PA
USD
115504.51000000
0.015085139712
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV23
75829.82000000
PA
USD
69725.64000000
0.009106319926
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
1060000.00000000
PA
USD
989550.98000000
0.129237505844
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
44000.00000000
PA
USD
38830.00000000
0.005071282281
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMME8
11164.77000000
PA
USD
11420.65000000
0.001491561678
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Floating
2.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
5501000.00000000
PA
USD
4310334.35000000
0.562939021849
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
85000.00000000
PA
USD
59976.61000000
0.007833075447
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
NBM US Holdings Inc
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAA9
675000.00000000
PA
USD
651388.18000000
0.085072710170
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXA7
210000.00000000
PA
USD
173998.83000000
0.022724624868
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQRF1
395223.50000000
PA
USD
387205.84000000
0.050569923148
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
3027495.15000000
PA
USD
2844928.93000000
0.371553893281
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAA6
51000.00000000
PA
USD
39885.10000000
0.005209080632
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFA4
700000.00000000
PA
USD
684414.07000000
0.089385963088
Long
DBT
UST
US
N
2
2024-07-31
Fixed
3.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAP7
650000.00000000
PA
USD
433125.21000000
0.056567092540
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBV6
300000.00000000
PA
USD
228715.82000000
0.029870782528
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.65000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM1 Trust
67114BAA5
549377.71000000
PA
USD
477425.55000000
0.062352813099
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.07000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176UCC7
14536.03000000
PA
USD
13749.83000000
0.001795757642
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
500000.00000000
PA
USD
309555.88000000
0.040428669830
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FL7
48000.00000000
PA
USD
45348.09000000
0.005922558983
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
94000.00000000
PA
USD
65510.95000000
0.008555872263
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.22000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS CAPITAL REPO
000000000
4050000.00000000
PA
USD
4050000.00000000
0.528938790674
Long
RA
CORP
US
N
2
Repurchase
N
2.98000000
2022-10-03
5883190.70300000
USD
4119998.45000000
USD
UST
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAV8
120000.00000000
PA
USD
91696.22000000
0.011975725362
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
179000.00000000
PA
USD
196292.52000000
0.025636229172
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC22
000000000
-39.00000000
NC
USD
200484.38000000
0.026183695186
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYZ2 COMDTY
2022-12-20
-4570921.88000000
USD
200484.38000000
N
N
N
IndyMac INDA Mortgage Loan Trust
N/A
IndyMac INDA Mortgage Loan Trust 2006-AR3
45662FAA8
104850.06000000
PA
USD
91543.48000000
0.011955777186
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.01000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CT3
122000.00000000
PA
USD
96977.87000000
0.012665520316
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.13000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
30000.00000000
PA
USD
21320.94000000
0.002784561041
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.88000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
660000.00000000
PA
USD
640805.80000000
0.083690628372
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLHH2
1320643.79000000
PA
USD
1113714.24000000
0.145453497101
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBG6
90000.00000000
PA
USD
76645.29000000
0.010010041235
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.33000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
460000.00000000
PA
USD
273434.11000000
0.035711088264
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
54000.00000000
PA
USD
41464.17000000
0.005415310601
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
382551.87000000
PA
USD
354817.89000000
0.046339986579
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBE8
405000.00000000
PA
USD
382683.79000000
0.049979333603
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.13000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
165000.00000000
PA
USD
152736.22000000
0.019947681851
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan Inc
25159MBF3
268000.00000000
PA
USD
251440.28000000
0.032838646328
Long
DBT
NUSS
JP
N
2
2025-02-18
Fixed
1.75000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAJ2
340000.00000000
PA
USD
235850.90000000
0.030802639463
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.36000000
N
N
N
N
N
N
Bain Capital Credit CLO, Limited
549300B0VI605XM3L529
Bain Capital Credit CLO 2019-1
05683VAS3
1055000.00000000
PA
USD
1009121.22000000
0.131793421666
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
3.87000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAL4
395000.00000000
PA
USD
375849.18000000
0.049086718702
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1WE0
269512.58000000
PA
USD
249245.61000000
0.032552017662
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291QGR9
475.42000000
PA
USD
471.19000000
0.000061538436
Long
ABS-MBS
USGA
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAP9
260000.00000000
PA
USD
203676.33000000
0.026600570784
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36230LV22
55760.24000000
PA
USD
52760.35000000
0.006890616228
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2019-3
96042HAL4
785000.00000000
PA
USD
780206.40000000
0.101896649306
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
2.72000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-STAR
055980AA4
510000.00000000
PA
USD
503670.14000000
0.065780413518
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Floating
6.08000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
95000.00000000
PA
USD
66552.25000000
0.008691868304
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
63000.00000000
PA
USD
47021.91000000
0.006141163508
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AQMY6
337.20000000
PA
USD
332.54000000
0.000043430445
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-3 LLC
69357PAA6
407030.11000000
PA
USD
370608.20000000
0.048402235338
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.87000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
215000.00000000
PA
USD
179421.80000000
0.023432876521
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.28000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
37000.00000000
PA
USD
35360.53000000
0.004618161969
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DET5
147947.55000000
PA
USD
135388.19000000
0.017681991479
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBF7
125000.00000000
PA
USD
96441.67000000
0.012595491432
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.10000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BU4
116000.00000000
PA
USD
111158.67000000
0.014517563575
Long
DBT
CORP
US
N
2
2033-02-22
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212UT84
15281.32000000
PA
USD
15877.17000000
0.002073592863
Long
ABS-MBS
USGA
US
N
2
2036-11-15
Fixed
6.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
920000.00000000
PA
USD
766565.03000000
0.100115056775
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDJ0
286000.00000000
PA
USD
248660.98000000
0.032475663715
Long
DBT
CORP
NL
N
2
2026-09-24
Fixed
1.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
70000.00000000
PA
USD
57920.80000000
0.007564582199
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust
92927XAA2
78688.51000000
PA
USD
70108.87000000
0.009156370595
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201XBL1
1350.71000000
PA
USD
1365.80000000
0.000178376444
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297K5Q0
7546.31000000
PA
USD
7442.31000000
0.000971981839
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
Harriman Park CLO
N/A
Harriman Park CLO LTD
413717AN9
1595000.00000000
PA
USD
1530853.89000000
0.199932840808
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.83000000
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
Cobra AcquisitionCo LLC
19106CAA4
40000.00000000
PA
USD
27900.00000000
0.003643800557
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
104000.00000000
PA
USD
95798.75000000
0.012511524684
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
35000.00000000
PA
USD
27152.24000000
0.003546141478
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
CURO GROUP HOLDINGS CORP
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAC1
31000.00000000
PA
USD
15180.70000000
0.001982632370
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
138000.00000000
PA
USD
136390.65000000
0.017812914930
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
39000.00000000
PA
USD
32293.24000000
0.004217567237
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292BAF3
1513.73000000
PA
USD
1496.73000000
0.000195476186
Long
ABS-MBS
USGA
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
125000.00000000
PA
USD
93076.20000000
0.012155953745
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412ECJ3
41944.47000000
PA
USD
42886.89000000
0.005601120921
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Floating
3.31000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
43000.00000000
PA
USD
35439.96000000
0.004628535699
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
61000.00000000
PA
USD
55252.66000000
0.007216117323
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.38000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Koitere Fund Trust 2017-RT4
07332CAA5
484010.68000000
PA
USD
463607.40000000
0.060548132716
Long
ABS-O
CORP
US
N
2
2057-07-28
Variable
3.50000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust
75971EAH9
149482.05000000
PA
USD
64499.47000000
0.008423770780
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
6.12000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449W7M3
122000.00000000
PA
USD
105957.46000000
0.013838274260
Long
DBT
CORP
US
N
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners LLC
74140QAA6
859392.04000000
PA
USD
802343.79000000
0.104787840490
Long
ABS-MBS
CORP
US
N
2
2061-02-25
Variable
1.99000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
41000.00000000
PA
USD
38029.55000000
0.004966741774
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EX2
377000.00000000
PA
USD
411563.24000000
0.053751052457
Long
DBT
UST
US
N
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AJ3
680000.00000000
PA
USD
527525.93000000
0.068896031472
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-2
57108TAB3
225000.00000000
PA
USD
217349.10000000
0.028386264224
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
1.06000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291S6Q8
57350.90000000
PA
USD
58776.27000000
0.007676308438
Long
ABS-MBS
USGA
US
N
2
2034-11-15
Fixed
6.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EK9
31000.00000000
PA
USD
30526.93000000
0.003986883317
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294UUZ3
36685.05000000
PA
USD
34690.89000000
0.004530705531
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
4.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2022-4
30166BAD4
330000.00000000
PA
USD
323699.61000000
0.042275871667
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.57000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JN4
208000.00000000
PA
USD
174934.28000000
0.022846796669
Long
DBT
NUSS
XX
N
2
2027-11-24
Fixed
0.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HP1
69000.00000000
PA
USD
67326.73000000
0.008793017073
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.20000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACV5
205000.00000000
PA
USD
196063.12000000
0.025606269034
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQ4H6
89328.78000000
PA
USD
84212.53000000
0.010998339204
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBK5
198000.00000000
PA
USD
185081.22000000
0.024172009057
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.54000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
1005000.00000000
PA
USD
870828.54000000
0.113732097489
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.66000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
171000.00000000
PA
USD
126205.02000000
0.016482649544
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAD3
900000.00000000
PA
USD
725783.05000000
0.094788841668
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust
75970JAH9
338398.46000000
PA
USD
109177.80000000
0.014258857654
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
5.91000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AT8
250000.00000000
PA
USD
211981.93000000
0.027685300172
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.70000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
905000.00000000
PA
USD
734102.77000000
0.095875415159
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
5657000.00000000
PA
USD
5462761.59000000
0.713448520779
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
HARSCO CORP
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864AM9
31000.00000000
PA
USD
19368.46000000
0.002529562915
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
57000.00000000
PA
USD
53223.75000000
0.006951137274
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
Artera Services, LLC
549300J2G34D0WX8Z443
Artera Services, LLC 2018 1st Lien Term Loan
73937UAF5
233488.29000000
PA
USD
189903.73000000
0.024801839331
Long
LON
CORP
US
N
2
2025-03-06
Floating
6.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB90
771732.77000000
PA
USD
649243.55000000
0.084792616837
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
815000.00000000
PA
USD
638815.18000000
0.083430649079
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
17000.00000000
PA
USD
10285.00000000
0.001343243323
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVIII Ltd
55821KAC0
1275000.00000000
PA
USD
1217906.78000000
0.159061268979
Long
ABS-CBDO
CORP
KY
N
2
2034-07-17
Floating
3.86000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
65000.00000000
PA
USD
60702.74000000
0.007927909601
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9PQ8
15148.79000000
PA
USD
14500.85000000
0.001893842484
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
4.00000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
154000.00000000
PA
USD
122811.27000000
0.016039418428
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
70000.00000000
PA
USD
65348.65000000
0.008534675531
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290N6P2
3578.57000000
PA
USD
3619.71000000
0.000472741982
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
2889326.85000000
PA
USD
192991.72000000
0.025205137527
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
206000.00000000
PA
USD
239696.91000000
0.031304936716
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT Innovations Inc
69336VAB7
18000.00000000
PA
USD
14765.42000000
0.001928395900
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.38000000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AT4
16000.00000000
PA
USD
14400.00000000
0.001880671255
Long
DBT
CORP
BM
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBM7
320000.00000000
PA
USD
221692.33000000
0.028953499489
Long
DBT
CORP
US
N
2
2041-04-22
Fixed
3.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD2K6
216387.67000000
PA
USD
205605.14000000
0.026852477557
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAW4
1541072.59000000
PA
USD
61398.64000000
0.008018795652
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.48000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
1560000.00000000
PA
USD
1471989.64000000
0.192245041991
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XB1
5012000.00000000
PA
USD
4747499.52000000
0.620033741935
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.13000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0426A6
1300000.00000000
PA
USD
1238351.57000000
0.161731402929
Long
ABS-MBS
USGSE
US
N
2
2052-10-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXE5
215134.75000000
PA
USD
198000.99000000
0.025859359062
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
305000.00000000
PA
USD
254003.44000000
0.033173400587
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDW9
132000.00000000
PA
USD
117722.78000000
0.015374850589
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.25000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-9T1
12668BVA8
94098.85000000
PA
USD
43820.93000000
0.005723108572
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.75000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
263901AF7
135000.00000000
PA
USD
118288.50000000
0.015448734849
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
1585000.00000000
PA
USD
1153328.31000000
0.150627180627
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
90000.00000000
PA
USD
67795.85000000
0.008854285163
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-9 LLC
69360XAA4
967411.12000000
PA
USD
893242.61000000
0.116659423682
Long
ABS-MBS
CORP
US
N
2
2026-10-25
Variable
2.36000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
40000.00000000
PA
USD
34023.20000000
0.004443503768
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TAH3
304428.27000000
PA
USD
300059.72000000
0.039188450722
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
5.13000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2019-GS1
59981BAC8
740464.13000000
PA
USD
708681.19000000
0.092555301632
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
183000.00000000
PA
USD
148687.50000000
0.019418910231
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
PAYSAFE FIN PLC/PAYSAFE
N/A
Paysafe Finance PLC / Paysafe Holdings US Corp
70452AAA1
30000.00000000
PA
USD
20956.50000000
0.002736964386
Long
DBT
CORP
XX
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
285000.00000000
PA
USD
179926.80000000
0.023498830617
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.11000000
N
N
N
N
N
N
OHIO NAT FINANCIAL SRVS
549300K609B872PZT291
Ohio National Financial Services Inc
67740QAH9
200000.00000000
PA
USD
185371.63000000
0.024209937233
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
244735.82000000
PA
USD
206282.91000000
0.026940995790
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
4030000.00000000
PA
USD
3263198.04000000
0.426180746915
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
250000.00000000
PA
USD
236415.69000000
0.030876402262
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
127000.00000000
PA
USD
122720.10000000
0.016027511428
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
6.13000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AY7
95000.00000000
PA
USD
69700.97000000
0.009103097970
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
3.48000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
675000.00000000
PA
USD
419134.70000000
0.054739901567
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2007-A Trust
05952DAR9
120144.98000000
PA
USD
109733.95000000
0.014331492051
Long
ABS-MBS
CORP
US
N
2
2047-02-20
Floating
3.45000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXIV Ltd
09609NAL9
795000.00000000
PA
USD
761352.42000000
0.099434278595
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H36P6
565681.17000000
PA
USD
516166.61000000
0.067412479624
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
184280.19000000
PA
USD
178177.83000000
0.023270411339
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
202000.00000000
PA
USD
163256.40000000
0.021321640194
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
5373000.00000000
PA
USD
5098473.28000000
0.665871676792
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
33000.00000000
PA
USD
29271.00000000
0.003822856133
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
BRINKER INTERNATIONAL IN
52990067JY6PBGJNTG76
Brinker International Inc
109641AH3
2000.00000000
PA
USD
1921.58000000
0.000250962518
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
428040DB2
26000.00000000
PA
USD
19337.50000000
0.002525519472
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2Q6
200000.00000000
PA
USD
169178.81000000
0.022095119794
Long
DBT
CORP
FR
N
2
2027-06-30
Fixed
1.68000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
740000.00000000
PA
USD
705149.57000000
0.092094064395
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-3
64828MAA5
585162.59000000
PA
USD
555403.91000000
0.072536956170
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176NYN5
32910.79000000
PA
USD
31338.90000000
0.004092928362
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
4.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
270000.00000000
PA
USD
210600.00000000
0.027504817115
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAN1
20000.00000000
PA
USD
17317.51000000
0.002261704394
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.45000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AH5
1840000.00000000
PA
USD
1740569.40000000
0.227322141610
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.65000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAX6
105000.00000000
PA
USD
93526.83000000
0.012214807001
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BM5
17000.00000000
PA
USD
13775.14000000
0.001799063183
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
435000.00000000
PA
USD
369172.27000000
0.048214699764
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78351MAA0
16000.00000000
PA
USD
13570.20000000
0.001772297574
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.38000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2006-QA3 Trust
75114RAE5
275704.28000000
PA
USD
234817.97000000
0.030667736563
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
3.68000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAC6
430000.00000000
PA
USD
390629.55000000
0.051017067105
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
6.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
75000.00000000
PA
USD
47927.87000000
0.006259483851
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AG5
113000.00000000
PA
USD
105663.31000000
0.013799857632
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-3
91679LAA0
137016.00000000
PA
USD
132628.50000000
0.017321569975
Long
ABS-O
CORP
US
N
2
2031-07-20
Fixed
0.83000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
33767DAB1
331000.00000000
PA
USD
277080.10000000
0.036187262472
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200J2H2
20505.20000000
PA
USD
20991.16000000
0.002741491058
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
595000.00000000
PA
USD
421388.75000000
0.055034285389
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176CHA6
1347.76000000
PA
USD
1274.54000000
0.000166457690
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748TAC5
58000.00000000
PA
USD
53796.34000000
0.007025918770
Long
DBT
CORP
US
N
2
2032-07-01
Fixed
5.41000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368D3S1
111000.00000000
PA
USD
106680.38000000
0.013932689181
Long
DBT
CORP
CA
N
2
2025-06-07
Fixed
3.70000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
28000.00000000
PA
USD
26985.00000000
0.003524299571
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
93000.00000000
PA
USD
68362.89000000
0.008928341818
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARLU3
6148.69000000
PA
USD
5886.14000000
0.000768742660
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
4.00000000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC
N/A
OBX 2021-NQM3 Trust
67114JAA8
501808.76000000
PA
USD
400379.61000000
0.052290446104
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EG29
38276.33000000
PA
USD
38624.05000000
0.005044384764
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCV5
1575000.00000000
PA
USD
1466642.61000000
0.191546708267
Long
DBT
CORP
US
N
2
2030-07-26
Fixed
5.25000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-4
26209AAG6
470000.00000000
PA
USD
462873.67000000
0.060452305986
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFJ5
30000.00000000
PA
USD
28471.88000000
0.003718489327
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.13000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004CJ7
143000.00000000
PA
USD
128622.18000000
0.016798335887
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
5.10000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BN3
522000.00000000
PA
USD
489843.53000000
0.063974628241
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.40000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
111000.00000000
PA
USD
109363.86000000
0.014283157494
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.63000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
129000.00000000
PA
USD
119288.82000000
0.015579378812
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLK3
220743.03000000
PA
USD
203921.77000000
0.026632625781
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust
93363RAA4
93059.17000000
PA
USD
79534.81000000
0.010387418819
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
1.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176JFC9
3042.89000000
PA
USD
2895.87000000
0.000378206907
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBM7
24000.00000000
PA
USD
21542.86000000
0.002813544275
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
6239000.00000000
PA
USD
5204934.48000000
0.679775740590
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.38000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AQ4
50000.00000000
PA
USD
40870.67000000
0.005337798213
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
1784000.00000000
PA
USD
1676681.25000000
0.218978210548
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
105000.00000000
PA
USD
95535.37000000
0.012477126685
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-19
362244AA3
10829.51000000
PA
USD
3328.21000000
0.000434671450
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.26000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AR7
330000.00000000
PA
USD
257881.32000000
0.033679860132
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-3
03465EAA9
582277.58000000
PA
USD
495068.29000000
0.064656993238
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.07000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AV0
620000.00000000
PA
USD
576568.47000000
0.075301093645
Long
DBT
CORP
CH
N
2
2028-08-11
Fixed
6.44000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Corp
16164AAC9
109049.87000000
PA
USD
95957.22000000
0.012532221210
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
135000.00000000
PA
USD
107120.44000000
0.013990161972
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.08000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
14000.00000000
PA
USD
13265.00000000
0.001732437792
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFLL6
146530.48000000
PA
USD
139895.76000000
0.018270689904
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
1.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJW97
164828.37000000
PA
USD
151561.95000000
0.019794319640
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
9000.00000000
PA
USD
7925.96000000
0.001035147579
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BYU4
81105.97000000
PA
USD
74526.36000000
0.009733304378
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JTJ3
327.23000000
PA
USD
337.60000000
0.000044091292
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176N2L4
12539.51000000
PA
USD
11938.55000000
0.001559200543
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XEC4
391025.97000000
PA
USD
399940.23000000
0.052233062123
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Floating
7.43000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAC5
250000.00000000
PA
USD
217886.80000000
0.028456489011
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.38000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAS2
96000.00000000
PA
USD
69591.50000000
0.009088800950
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAD1
32000.00000000
PA
USD
23736.96000000
0.003100098497
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
806000.00000000
PA
USD
681699.69000000
0.089031459168
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
110000.00000000
PA
USD
93360.32000000
0.012193060434
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.63000000
N
N
N
N
N
N
STRATHCONA RESOURCES LTD
549300MK8E4L4BHGLO91
Strathcona Resources Ltd
86304TAA6
85000.00000000
PA
USD
72038.62000000
0.009408400134
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.88000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967CC3
309000.00000000
PA
USD
297622.48000000
0.038870141888
Long
DBT
CORP
US
N
2
2033-10-31
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290VPU2
16380.47000000
PA
USD
16572.62000000
0.002164420143
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCD0
54000.00000000
PA
USD
52458.10000000
0.006851141722
Long
DBT
CORP
US
N
2
2024-03-21
Fixed
2.94000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBY4
80000.00000000
PA
USD
74480.69000000
0.009727339777
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292GL52
15560.09000000
PA
USD
16544.16000000
0.002160703205
Long
ABS-MBS
USGA
US
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRK75
386884.18000000
PA
USD
349300.74000000
0.045619434814
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Fixed
2.50000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
39000.00000000
PA
USD
29289.78000000
0.003825308842
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAR3
60000.00000000
PA
USD
55737.30000000
0.007279412359
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
29000.00000000
PA
USD
26390.00000000
0.003446591280
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DG1
1890000.00000000
PA
USD
1766908.85000000
0.230762130950
Long
DBT
CORP
GB
N
2
2028-08-11
Fixed
5.21000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
550000.00000000
PA
USD
514547.00000000
0.067200955043
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8MF1
307346.60000000
PA
USD
271159.36000000
0.035414000977
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AC5X8
26743.38000000
PA
USD
26124.29000000
0.003411888977
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
4.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
108000.00000000
PA
USD
86603.91000000
0.011310658622
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
111000.00000000
PA
USD
75063.24000000
0.009803422071
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
69000.00000000
PA
USD
52685.64000000
0.006880858940
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.88000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAM4
18000.00000000
PA
USD
14327.07000000
0.001871146439
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.13000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AL4
97000.00000000
PA
USD
90501.14000000
0.011819645320
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
870000.00000000
PA
USD
667138.53000000
0.087129740066
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295QK74
29094.86000000
PA
USD
29031.72000000
0.003791605646
Long
ABS-MBS
USGA
US
N
2
2038-08-15
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP5
46647TAS7
1355000.00000000
PA
USD
1270559.92000000
0.165937883349
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFA90
371545.05000000
PA
USD
314097.74000000
0.041021846604
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2022-3
02528GAC7
50000.00000000
PA
USD
49279.08000000
0.006435954810
Long
ABS-O
CORP
US
N
2
2026-10-13
Fixed
4.55000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
355000.00000000
PA
USD
184713.60000000
0.024123997087
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Z5
61000.00000000
PA
USD
49558.76000000
0.006472481625
Long
DBT
CORP
US
N
2
2053-04-25
Fixed
4.61000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PYZ0
4246.88000000
PA
USD
4347.68000000
0.000567816444
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
6.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FM5
72000.00000000
PA
USD
66555.85000000
0.008692338471
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
2426000.00000000
PA
USD
1773728.20000000
0.231652752862
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBT1
720000.00000000
PA
USD
651111.27000000
0.085036545123
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AD3
76000.00000000
PA
USD
72849.34000000
0.009514281926
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.65000000
N
N
N
N
N
N
Apex Credit CLO LLC
549300RQCC84IFW6Y440
JFIN CLO 2017 Ltd
03755FAC1
710493.64000000
PA
USD
696921.79000000
0.091019498468
Long
ABS-CBDO
CORP
KY
N
2
2029-04-24
Floating
3.78000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAJ9
731500.00000000
PA
USD
688496.58000000
0.089919147755
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.12000000
N
N
N
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445AC7
246000.00000000
PA
USD
238640.11000000
0.031166916343
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
5.90000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
202517.92000000
PA
USD
171075.53000000
0.022342835543
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.90000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BH4
435000.00000000
PA
USD
391181.38000000
0.051089137301
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BW9
757998.76000000
PA
USD
668644.86000000
0.087326470034
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
Summit Issuer, LLC
N/A
Summit Issuer LLC
86613XAA3
290000.00000000
PA
USD
254627.08000000
0.033254849325
Long
ABS-O
CORP
US
N
2
2050-12-20
Fixed
2.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
2193190.69000000
PA
USD
1777758.35000000
0.232179099200
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
4507000.00000000
PA
USD
4272671.20000000
0.558020132710
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
253000.00000000
PA
USD
169090.40000000
0.022083573256
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AX1
141000.00000000
PA
USD
128479.72000000
0.016779730301
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.55000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-5
3622ECAF3
98729.80000000
PA
USD
49025.31000000
0.006402811897
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Floating
3.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418VWK4
7334.73000000
PA
USD
7392.43000000
0.000965467403
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SGF2
1724.82000000
PA
USD
1817.76000000
0.000237403401
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CLC8
58339.19000000
PA
USD
59608.97000000
0.007785060865
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Floating
3.51000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
71000.00000000
PA
USD
59342.08000000
0.007750204452
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AE6
59000.00000000
PA
USD
57301.40000000
0.007483687214
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAW9
1100000.00000000
PA
USD
1040227.10000000
0.135855917111
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.87000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CQ2
89000.00000000
PA
USD
72508.36000000
0.009469749198
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.10000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM8
12659FAA3
493214.43000000
PA
USD
412840.50000000
0.053917865385
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.84000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
1455000.00000000
PA
USD
1435110.98000000
0.187428608949
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.80000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
577000.00000000
PA
USD
514593.43000000
0.067207018902
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AY9
385000.00000000
PA
USD
322963.25000000
0.042179701453
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYM6
180446.32000000
PA
USD
160722.24000000
0.020990673397
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
200000.00000000
PA
USD
187466.43000000
0.024483522660
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.63000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-8
03465MAA1
491661.22000000
PA
USD
419831.24000000
0.054830871203
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
940000.00000000
PA
USD
837782.13000000
0.109416164615
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
900000.00000000
PA
USD
786599.91000000
0.102731655590
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.48000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
260000.00000000
PA
USD
190589.62000000
0.024891418053
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202X5W3
1136.17000000
PA
USD
1147.28000000
0.000149837258
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
500000.00000000
PA
USD
417545.36000000
0.054532330313
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AU6
525000.00000000
PA
USD
520885.54000000
0.068028782125
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.05000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
625000.00000000
PA
USD
507872.89000000
0.066329301790
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
450000.00000000
PA
USD
344137.68000000
0.044945127971
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAS3
666700.84000000
PA
USD
635836.26000000
0.083041595662
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.45000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
425000.00000000
PA
USD
306119.91000000
0.039979924690
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
66000.00000000
PA
USD
49946.14000000
0.006523074293
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
33000.00000000
PA
USD
24030.64000000
0.003138453743
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
36000.00000000
PA
USD
30600.00000000
0.003996426418
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAA1
146000.00000000
PA
USD
142214.93000000
0.018573578540
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.88000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RBH8
8605284.98000000
PA
USD
183018.06000000
0.023902555883
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
0.64000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
846000.00000000
PA
USD
615947.91000000
0.080444133983
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
510000.00000000
PA
USD
475007.67000000
0.062037032723
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290QJD8
13782.60000000
PA
USD
14378.26000000
0.001877831964
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS3
52474XAA3
386946.12000000
PA
USD
352410.60000000
0.046025589280
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
1128000.00000000
PA
USD
765582.56000000
0.099986744061
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
86000.00000000
PA
USD
55783.17000000
0.007285403081
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KQ3
270000.00000000
PA
USD
252862.52000000
0.033024393959
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162AP8
69000.00000000
PA
USD
61487.87000000
0.008030449283
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.25000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2021 Incremental Term Loan B1
22834KAJ0
3666.21000000
PA
USD
3922.84000000
0.000512331418
Long
LON
CORP
US
N
2
2025-02-28
Floating
10.08000000
N
N
N
N
N
N
FORESIGHT ENERGY LLC
549300HM3UR1W0JJ7F28
FORESIGHT ENERGY LLC
000000000
1358.87000000
NS
USD
16306.44000000
0.002129656457
Long
EC
CORP
US
Y
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213RTY3
591.35000000
PA
USD
596.98000000
0.000077966883
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
3294000.00000000
PA
USD
2983772.10000000
0.389687112647
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
35000.00000000
PA
USD
31444.70000000
0.004106746071
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBX7
36000.00000000
PA
USD
24349.68000000
0.003180121059
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
5.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176W3A7
20969.40000000
PA
USD
20068.36000000
0.002620971375
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
803460.94000000
PA
USD
653862.23000000
0.085395826470
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD2 Mortgage Trust
12515ABE9
1300000.00000000
PA
USD
1210580.67000000
0.158104463112
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.53000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
097793AE3
67000.00000000
PA
USD
60868.16000000
0.007949513812
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ACSU9
13223.38000000
PA
USD
13039.19000000
0.001702946516
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.50000000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
Park River Holdings Inc
70082LAB3
30000.00000000
PA
USD
20005.47000000
0.002612757804
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.75000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C4
46646RAJ2
1110000.00000000
PA
USD
1019385.93000000
0.133134015072
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.14000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 USD Term Loan
22834KAB7
83966.78000000
PA
USD
35580.92000000
0.004646945381
Long
LON
CORP
US
N
2
2025-02-28
Floating
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0406A0
10300000.00000000
PA
USD
9556871.07000000
1.248148105283
Long
ABS-MBS
USGSE
US
N
2
2052-10-15
Fixed
4.00000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAR7
800000.00000000
PA
USD
683496.00000000
0.089266061153
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
480000.00000000
PA
410995.38000000
0.053676888708
Long
DBT
NUSS
MK
N
2
2026-06-03
Fixed
3.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJTG3
74254.01000000
PA
USD
65683.95000000
0.008578466439
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2022-3
38014QAC0
80000.00000000
PA
USD
78941.22000000
0.010309894676
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.92000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZA9
194253.82000000
PA
USD
172013.99000000
0.022465400456
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LEX8
11275.54000000
PA
USD
12084.42000000
0.001578251481
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
6.00000000
N
N
N
N
N
N
NATIONAL HEALTH INVESTOR
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633DAF1
64000.00000000
PA
USD
44936.81000000
0.005868844923
Long
DBT
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-17052.67000000
-0.00222711571
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
449922.76000000
USD
439000.00000000
EUR
2022-12-21
-17052.67000000
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CH8
304000.00000000
PA
USD
291013.67000000
0.038007016957
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
300000.00000000
PA
USD
286605.47000000
0.037431296469
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.88000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
1055000.00000000
PA
USD
771016.25000000
0.100696395769
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AW4
148000.00000000
PA
USD
133983.99000000
0.017498599911
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.40000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8F2
52000.00000000
PA
USD
41889.94000000
0.005470917087
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
4.65000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEH1
720000.00000000
PA
USD
670851.12000000
0.087614612379
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291FH68
2869.03000000
PA
USD
2936.94000000
0.000383570738
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
6.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAL9
300000.00000000
PA
USD
294093.00000000
0.038409184139
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC22
000000000
22.00000000
NC
USD
-55750.00000000
-0.00728107100
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USZ2 COMDTY
2022-12-20
2836687.50000000
USD
-55750.00000000
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241AA1
12000.00000000
PA
USD
8917.96000000
0.001164704932
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.38000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
929173.95000000
PA
USD
915154.20000000
0.119521124895
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFW1
82714.05000000
PA
USD
78844.61000000
0.010297277201
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2022-2 Owner Trust
43815PAD1
50000.00000000
PA
USD
48624.42000000
0.006350454793
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
3.76000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LDS0
608.86000000
PA
USD
602.02000000
0.000078625118
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343JAA8
117000.00000000
PA
USD
112946.28000000
0.014751029322
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
98000.00000000
PA
USD
70849.81000000
0.009253138968
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294TFH3
4562.35000000
PA
USD
4675.10000000
0.000610578207
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F83S0
1619312.32000000
PA
USD
98758.30000000
0.012898048338
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.12000000
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM International Inc
749685AY9
35000.00000000
PA
USD
26936.84000000
0.003518009771
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GC1
490000.00000000
PA
USD
325127.34000000
0.042462336304
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.20000000
N
N
N
N
N
N
Affirm Asset Securitization Trust
N/A
Affirm Asset Securitization Trust 2020-Z1
00832PAA6
65142.68000000
PA
USD
64629.92000000
0.008440807833
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
3.46000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4Y8
108018.01000000
PA
USD
101113.69000000
0.013205667384
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CU3
175000.00000000
PA
USD
110575.00000000
0.014441335007
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SR86
14705.76000000
PA
USD
15260.55000000
0.001993060953
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
5.50000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
43000.00000000
PA
USD
37504.60000000
0.004898182165
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152KJ9
70000.00000000
PA
USD
70123.59000000
0.009158293059
Long
DBT
MUN
US
N
2
2023-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXA3
78600.91000000
PA
USD
74751.37000000
0.009762691172
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0306A1
16000000.00000000
PA
USD
13923124.96000000
1.818390340433
Long
ABS-MBS
USGSE
US
N
2
2052-10-15
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
63000.00000000
PA
USD
56717.42000000
0.007407418159
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust
N/A
SG Commercial Mortgage Securities Trust 2020-COVE
78397FAA1
1225000.00000000
PA
USD
1124264.82000000
0.146831425750
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Fixed
2.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAG5
4388863.33000000
PA
USD
78819.60000000
0.010294010840
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.66000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
42000.00000000
PA
USD
40566.38000000
0.005298057278
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAL9
50000.00000000
PA
USD
45442.50000000
0.005934889134
Long
DBT
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFZ9
150000.00000000
PA
USD
143572.37000000
0.018750863151
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.80000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AV3
100000.00000000
PA
USD
81768.73000000
0.010679173620
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.90000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
73000.00000000
PA
USD
61685.00000000
0.008056194889
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBB6
7360000.00000000
PA
USD
6173487.48000000
0.806270864670
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.63000000
N
N
N
N
N
N
510 Assets Backed Trust
N/A
510 Asset Backed 2021-NPL2 Trust
33835JAA8
795356.84000000
PA
USD
736908.13000000
0.096241801264
Long
ABS-MBS
CORP
US
N
2
2061-06-25
Variable
2.12000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFV1
99000.00000000
PA
USD
57499.63000000
0.007509576483
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EK2
37000.00000000
PA
USD
24421.72000000
0.003189529640
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AW1
555000.00000000
PA
USD
547483.88000000
0.071502583061
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
485000.00000000
PA
USD
367502.67000000
0.047996646380
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
158000.00000000
PA
USD
127474.84000000
0.016648490792
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
527000.00000000
PA
USD
467712.50000000
0.061084267687
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC22
000000000
94.00000000
NC
USD
-50023.38000000
-0.00653316200
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ2 COMDTY
2022-12-30
19356742.22000000
USD
-50023.38000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
305000.00000000
PA
USD
285147.42000000
0.037240871975
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M75P6
94624.42000000
PA
USD
86928.42000000
0.011353040333
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KG1
755000.00000000
PA
USD
688497.68000000
0.089919291417
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
5.90000000
N
N
N
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696AA2
46000.00000000
PA
USD
40842.48000000
0.005334116538
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WZ4
411375.86000000
PA
USD
380796.23000000
0.049732814170
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
25000.00000000
PA
USD
22389.50000000
0.002924117297
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
40000.00000000
PA
USD
34241.77000000
0.004472049485
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
220000.00000000
PA
USD
180101.86000000
0.023521693833
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
36000.00000000
PA
USD
31140.00000000
0.004066951590
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.88000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AB1
10000.00000000
PA
USD
6612.50000000
0.000863606852
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CK6
195000.00000000
PA
USD
136561.06000000
0.017835170846
Long
DBT
CORP
NL
N
2
2041-11-26
Fixed
2.88000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
374000.00000000
PA
USD
272485.68000000
0.035587221248
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
39000.00000000
PA
USD
40937.07000000
0.005346470197
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
549300ZCGJ6T8YDJ4M34
Celanese US Holdings LLC
15089QAM6
765000.00000000
PA
USD
723999.69000000
0.094555930982
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.17000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
191000.00000000
PA
USD
138574.04000000
0.018098070404
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAV6
210000.00000000
PA
USD
198623.04000000
0.025940600142
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
895000.00000000
PA
USD
692033.39000000
0.090381062818
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBK0
93000.00000000
PA
USD
90240.58000000
0.011785615618
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.90000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
106000.00000000
PA
USD
83248.55000000
0.010872441324
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJV3
160000.00000000
PA
USD
155860.45000000
0.020355713070
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-7219.99000000
-0.00094294636
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
53469000.00000000
MXN
2610638.05000000
USD
2022-12-21
-7219.99000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DX20
14317.33000000
PA
USD
14119.17000000
0.001843994248
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AST36
79373.73000000
PA
USD
75275.87000000
0.009831192011
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
87000.00000000
PA
USD
80600.41000000
0.010526588492
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-NQM1 Trust
55283FAA6
257388.93000000
PA
USD
236841.39000000
0.030931999606
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M5MU0
69239.81000000
PA
USD
62575.93000000
0.008172552281
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0326A7
19100000.00000000
PA
USD
17188507.91000000
2.244856441337
Long
ABS-MBS
USGSE
US
N
2
2052-10-15
Fixed
3.50000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
15000.00000000
PA
USD
13184.93000000
0.001721980476
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAE1
31000.00000000
PA
USD
19271.77000000
0.002516934992
Long
DBT
CORP
BM
N
2
2052-05-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KLA4
7872.58000000
PA
USD
8498.96000000
0.001109982623
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GSEB1
61144.26000000
PA
USD
56224.68000000
0.007343065245
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-RN2 LLC
74143FAA7
393701.61000000
PA
USD
360549.53000000
0.047088551204
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
1.74000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-R1
89179TAA2
1146420.93000000
PA
USD
936852.55000000
0.122354976503
Long
ABS-MBS
CORP
US
N
2
2060-11-30
Variable
2.92000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C21
46642EAY2
290000.00000000
PA
USD
282868.76000000
0.036943274033
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.77000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAV7
230000.00000000
PA
USD
183959.72000000
0.024025538723
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.15000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
40000.00000000
PA
USD
30120.20000000
0.003933763497
Long
DBT
US
N
2
2029-06-15
Fixed
4.63000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300ZVNWG0TX42H716
Wells Fargo Commercial Mortgage Trust 2015-NXS3
94989VAG4
5286972.42000000
PA
USD
113408.20000000
0.014811357076
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
1.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
369713.18000000
PA
USD
337144.86000000
0.044031850501
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
100000.00000000
PA
USD
95156.25000000
0.012427612790
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
2348000.00000000
PA
USD
2198773.59000000
0.287164603373
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
475000.00000000
PA
USD
455220.57000000
0.059452794515
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9Z78
19404.47000000
PA
USD
18486.20000000
0.002414337844
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
4908000.00000000
PA
USD
3695954.09000000
0.482699626358
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3D1
157000.00000000
PA
USD
133192.88000000
0.017395279228
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
1.73000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust
939346AA0
79580.39000000
PA
USD
65999.16000000
0.008619633549
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
1.93000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE DEC22
000000000
-53.00000000
NC
348858.63000000
0.045561694288
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXZ2 COMDTY
2022-12-08
-7695930.00000000
EUR
348858.63000000
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
51000.00000000
PA
USD
39955.95000000
0.005218333795
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
38000.00000000
PA
USD
33500.80000000
0.004375277194
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
17000.00000000
PA
USD
16223.02000000
0.002118761624
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C5Q75
26627.80000000
PA
USD
26211.77000000
0.003423314055
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLLW2
71829.74000000
PA
USD
67696.87000000
0.008841358160
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACW3
135000.00000000
PA
USD
127523.03000000
0.016654784511
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
330000.00000000
PA
USD
285117.09000000
0.037236910811
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC91
254383.54000000
PA
USD
236896.62000000
0.030939212764
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
1845000.00000000
PA
USD
1624683.09000000
0.212187137988
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust
92925DAA8
202981.98000000
PA
USD
173298.65000000
0.022633179841
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
1.68000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CN6
72000.00000000
PA
USD
52267.13000000
0.006826200625
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307AFP2
42534.79000000
PA
USD
40707.21000000
0.005316449982
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
150000.00000000
PA
USD
127290.29000000
0.016624388162
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
216719.79000000
PA
USD
202762.91000000
0.026481276150
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQU67
335749.65000000
PA
USD
320060.05000000
0.041800537232
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAA8
200000.00000000
PA
USD
194887.90000000
0.025452782751
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
3.82000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD3H2
82332.18000000
PA
USD
73433.24000000
0.009590540533
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFC1
78000.00000000
PA
USD
73003.63000000
0.009534432535
Long
DBT
CORP
US
N
2
2025-02-07
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212WNZ6
381.17000000
PA
USD
393.89000000
0.000051442888
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QZC6
4499.70000000
PA
USD
4432.88000000
0.000578943749
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AES3
140646.75000000
PA
USD
129323.37000000
0.016889912823
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBK0
50000.00000000
PA
USD
34077.68000000
0.004450618974
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.76000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
648000.00000000
PA
USD
541763.44000000
0.070755481181
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
505000.00000000
PA
USD
409538.89000000
0.053486667953
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
1049000.00000000
PA
USD
996222.19000000
0.130108780351
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAE1
4165142.82000000
PA
USD
177981.55000000
0.023244776745
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Variable
0.94000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
94000.00000000
PA
USD
86849.10000000
0.011342680969
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9YZ8
3482853.48000000
PA
USD
157724.50000000
0.020599162046
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Variable
0.81000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
97000.00000000
PA
USD
64374.76000000
0.008407483383
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2022-3
33845PAE4
444000.00000000
PA
USD
431456.25000000
0.056349122741
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.69000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAN1
395000.00000000
PA
USD
342193.23000000
0.044691178581
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QW1
875000.00000000
PA
USD
744296.88000000
0.097206788051
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
INTL AIRPORT FINANCE SA
959800M9M5LP0KXUP789
International Airport Finance SA
45900TAA0
929071.97000000
PA
USD
855165.91000000
0.111686524015
Long
DBT
CORP
ES
N
2
2033-03-15
Fixed
12.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
110918.12000000
PA
USD
93267.00000000
0.012180872639
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZ32
617749.74000000
PA
USD
563634.15000000
0.073611843378
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust 2006-AR1
36185MDN9
110603.45000000
PA
USD
87192.32000000
0.011387506246
Long
ABS-MBS
CORP
US
N
2
2036-04-19
Variable
2.90000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
25000.00000000
PA
USD
20068.75000000
0.002621022309
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-9
007036SE7
31720.82000000
PA
USD
31202.31000000
0.004075089411
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
3.62000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
1500000.00000000
PA
USD
1366054.68000000
0.178409706280
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKQ1
40000.00000000
PA
USD
35827.46000000
0.004679144040
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
80000.00000000
PA
USD
74125.01000000
0.009680887197
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.89000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
1100000.00000000
PA
USD
753141.02000000
0.098361851932
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.16000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
50000.00000000
PA
USD
47160.85000000
0.006159309374
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
560000.00000000
PA
USD
437970.40000000
0.057199884870
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.38000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163AAF0
1255572.17000000
PA
USD
102426.94000000
0.013377180685
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS68
360404.76000000
PA
USD
322673.68000000
0.042141882983
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FB9
544000.00000000
PA
USD
593661.25000000
0.077533447813
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
63000.00000000
PA
USD
59510.84000000
0.007772244874
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
137000.00000000
PA
USD
86928.03000000
0.011352989398
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
57804800.00000000
PA
2547263.04000000
0.332678081952
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
734000.00000000
PA
USD
666824.46000000
0.087088721843
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0ZR7
2025000.00000000
PA
USD
1964100.68000000
0.256515811961
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
2.63000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAB2
44000.00000000
PA
USD
31075.76000000
0.004058561707
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KNLD8
424053.19000000
PA
USD
345521.84000000
0.045125902271
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
LSTAR Securities Investment Ltd
N/A
LSTAR Securities Investment Ltd 2020-1
54912MAA3
447129.21000000
PA
USD
438293.94000000
0.057242139897
Long
ABS-MBS
CORP
US
N
2
2026-02-01
Floating
4.36000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II Series 2005-ROCK
36228CUV3
155000.00000000
PA
USD
150855.16000000
0.019702011332
Long
ABS-MBS
CORP
US
N
2
2032-05-03
Fixed
5.37000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUND TRUST
N/A
Bayview Opportunity Master Fund IVb Trust 2017-RT6
07332GAA6
411005.48000000
PA
USD
398480.21000000
0.052042380342
Long
ABS-O
CORP
US
N
2
2057-10-28
Variable
3.50000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BM1
90000.00000000
PA
USD
68615.42000000
0.008961322784
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBC1
5000.00000000
PA
USD
4721.35000000
0.000616618557
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.65000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
405000.00000000
PA
USD
317130.68000000
0.041417955151
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
200000.00000000
PA
USD
175340.39000000
0.022899835516
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Nomura Asset Acceptance Corporation
N/A
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1
65536PAM2
73073.72000000
PA
USD
56606.39000000
0.007392917400
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
3.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMG6
380707.18000000
PA
USD
360232.73000000
0.047047176436
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
4113000.00000000
PA
USD
2809371.82000000
0.366910057537
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
1523000.00000000
PA
USD
1298357.50000000
0.169568307632
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M7UJ5
99196.24000000
PA
USD
94347.75000000
0.012322020935
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEL2
142000.00000000
PA
USD
126422.19000000
0.016511012418
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
4.95000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2017-7
12553HAA6
48674.92000000
PA
USD
48522.70000000
0.006337169940
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
3.00000000
N
N
N
N
N
N
IPALCO Enterprises Inc
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AM2
925000.00000000
PA
USD
887267.43000000
0.115879052204
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.70000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAJ7
41000.00000000
PA
USD
35504.36000000
0.004636946479
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
130000.00000000
PA
USD
93642.90000000
0.012229965995
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CB8
43000.00000000
PA
USD
31490.30000000
0.004112701530
Long
DBT
US
N
2
2052-03-09
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-2
64829KBV1
715483.27000000
PA
USD
679333.12000000
0.088722379989
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
4.00000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
94000.00000000
PA
USD
82485.00000000
0.010772720036
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LDU5
6104.54000000
PA
USD
6497.84000000
0.000848632007
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.00000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
745000.00000000
PA
USD
633250.00000000
0.082703824492
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAE2
64000.00000000
PA
USD
42074.89000000
0.005495071959
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2021-NQM2
10569EAA9
204175.61000000
PA
USD
193032.22000000
0.025210426915
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
0.97000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1145000.00000000
PA
USD
801500.00000000
0.104677639685
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EQ7
1613000.00000000
PA
USD
1640786.44000000
0.214290270451
Long
DBT
UST
US
N
2
2023-08-15
Fixed
6.25000000
N
N
N
N
N
N
Genworth Mortgage Insurance Corporation
N/A
Triangle Re 2021-2 Ltd
89600GAA9
197030.17000000
PA
USD
196967.38000000
0.025724367352
Long
ABS-MBS
CORP
BM
N
2
2033-10-25
Floating
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
37000.00000000
PA
USD
35491.09000000
0.004635213388
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416QRU1
7753.19000000
PA
USD
7626.84000000
0.000996081858
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
605000.00000000
PA
USD
496724.18000000
0.064873256066
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NTS0
9099.97000000
PA
USD
9177.77000000
0.001198636682
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Washington Mutual Mortgage Pass-Through CTFS
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust
93934NAA3
42301.97000000
PA
USD
27824.94000000
0.003633997559
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
3.68000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
26000.00000000
PA
USD
20948.98000000
0.002735982258
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A36C0
82049.36000000
PA
USD
74384.93000000
0.009714833313
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176HFT6
14486.11000000
PA
USD
14129.89000000
0.001845394303
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
4.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
69000.00000000
PA
USD
73013.95000000
0.009535780349
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FJ80
38692.66000000
PA
USD
36895.45000000
0.004818625852
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
85000.00000000
PA
USD
78071.65000000
0.010196326947
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
460000.00000000
PA
USD
422050.00000000
0.055120646075
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBL8
1405000.00000000
PA
USD
1102332.03000000
0.143966955770
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
1085000.00000000
PA
USD
828089.76000000
0.108150320055
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAU5
6469000.00000000
PA
USD
5415260.58000000
0.707244785771
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ALG40
25672.67000000
PA
USD
24699.05000000
0.003225749540
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
4.00000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
1200000.00000000
PA
USD
939522.56000000
0.122703685604
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
119000.00000000
PA
USD
114534.22000000
0.014958417732
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BQ6
25000.00000000
PA
USD
21331.83000000
0.002785983299
Long
DBT
CORP
US
N
2
2052-08-16
Fixed
4.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXX3
1510117.64000000
PA
USD
1267800.46000000
0.165577491883
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-4
03463UAA5
22690.74000000
PA
USD
22529.35000000
0.002942382010
Long
ABS-MBS
CORP
US
N
2
2049-07-26
Variable
2.99000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDG8
1065000.00000000
PA
USD
1022585.22000000
0.133551849290
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.85000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
801000.00000000
PA
USD
619106.37000000
0.080856635715
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E9QD5
127225.93000000
PA
USD
116869.25000000
0.015263377719
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
665000.00000000
PA
USD
530570.90000000
0.069293711163
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.67000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176WYJ4
11030.91000000
PA
USD
10560.15000000
0.001379178511
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
745000.00000000
PA
USD
731452.45000000
0.095529277614
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
250000.00000000
PA
USD
205346.99000000
0.026818762607
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
1080000.00000000
PA
USD
945511.00000000
0.123485788866
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
54000.00000000
PA
USD
42705.36000000
0.005577412709
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2018-RP3
17327DAA9
466192.84000000
PA
USD
443185.10000000
0.057880936009
Long
ABS-MBS
CORP
US
N
2
2061-03-25
Variable
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFHF6
167842.42000000
PA
USD
154205.79000000
0.020139610883
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
1068000.00000000
PA
USD
810414.63000000
0.105841909712
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.55000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
330000.00000000
PA
USD
322972.24000000
0.042180875567
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAY7
2121536.51000000
PA
USD
43001.21000000
0.005616051361
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
0.68000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
76207.06000000
0.009952807446
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
9135000.00000000
BRL
1740165.73000000
USD
2022-12-21
76207.06000000
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
19000.00000000
PA
USD
15532.50000000
0.002028578213
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXH78
63558.19000000
PA
USD
65725.15000000
0.008583847248
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
40000.00000000
PA
USD
32691.48000000
0.004269578246
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2021-6
85573RAA6
761156.18000000
PA
USD
623901.00000000
0.081482824800
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.92000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBC1
275000.00000000
PA
USD
265593.38000000
0.034687071908
Long
DBT
CORP
XX
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
18683KAC5
19000.00000000
PA
USD
14820.00000000
0.001935524167
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y79
2474000.00000000
PA
USD
2383447.74000000
0.311283448205
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.88000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
110000.00000000
PA
77892.93000000
0.010172985727
Long
DBT
NUSS
SA
N
2
2039-07-09
Fixed
2.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR5
362341MC0
44403.12000000
PA
USD
26965.46000000
0.003521747605
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Variable
3.49000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAV3
1536000.00000000
PA
USD
1437762.97000000
0.187774964599
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.79000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFC0
500000.00000000
PA
USD
459453.13000000
0.060005576037
Long
DBT
UST
US
N
2
2029-07-31
Fixed
2.63000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529537AA0
43000.00000000
PA
USD
31239.90000000
0.004079998747
Long
DBT
US
N
2
2031-10-01
Fixed
2.38000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-2 Owner Trust
43813DAD0
100000.00000000
PA
USD
96419.66000000
0.012592616878
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
1.09000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AZ8
41000.00000000
PA
USD
37156.29000000
0.004852692123
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBK3
37000.00000000
PA
USD
35490.53000000
0.004635140251
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EEB2
959274.92000000
PA
USD
891407.58000000
0.116419764781
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DE6
228000.00000000
PA
USD
218113.27000000
0.028486066484
Long
DBT
CORP
GB
N
2
2025-12-09
Fixed
4.18000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAR0
225000.00000000
PA
USD
214469.12000000
0.028010132585
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176Q2A1
35357.30000000
PA
USD
33558.13000000
0.004382764617
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98388MAB3
1535000.00000000
PA
USD
1326261.15000000
0.173212584888
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.75000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AN2
2000.00000000
PA
USD
1890.00000000
0.000246838102
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.38000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8091.29000000
-0.00105674003
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
386000.00000000
EUR
370910.49000000
USD
2022-10-31
-8091.29000000
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
81000.00000000
PA
USD
69717.51000000
0.009105258130
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
97000.00000000
PA
USD
82429.26000000
0.010765440271
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.38000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DH9
1055000.00000000
PA
USD
938099.14000000
0.122517783862
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
5.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC22
000000000
-77.00000000
NC
USD
721507.28000000
0.094230416826
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNZ2 COMDTY
2022-12-20
-11270507.28000000
USD
721507.28000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294NZK7
9995.53000000
PA
USD
10243.30000000
0.001337797213
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.00000000
N
N
N
N
N
N
Ascent Resources Marcellus Holdings, LLC
N/A
Ascent 1St Lien Warrants 1St Lien Warrants
000000000
3100.00000000
NS
USD
83.70000000
0.000010931401
N/A
DE
US
Y
3
N/A
N/A
Call
Purchased
Ascent Resources Marcellus Holdings LLC
Ascent Resources Marcellus Holdings LLC
1.00000000
1.00000000
USD
2023-03-30
XXXX
-211.82000000
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAJ1
53000.00000000
PA
USD
33682.24000000
0.004398973652
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
3.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BXR4
7449.62000000
PA
USD
7669.48000000
0.001001650734
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
130000.00000000
PA
USD
117422.50000000
0.015335633369
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EFF2
804920.99000000
PA
USD
730415.93000000
0.095393905852
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.50000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NZ4
96000.00000000
PA
USD
87841.81000000
0.011472331049
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUGY9
13582.04000000
PA
USD
12830.62000000
0.001675706821
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
40000.00000000
PA
USD
27300.00000000
0.003565439255
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
369000.00000000
PA
USD
247248.25000000
0.032291158111
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AD5
18000.00000000
PA
USD
17395.20000000
0.002271850876
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
865000.00000000
PA
USD
549351.17000000
0.071746455189
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4TG4
137955.92000000
PA
USD
123822.42000000
0.016171476813
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Fixed
2.00000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CN5
600000.00000000
PA
USD
465740.65000000
0.060826739797
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307BV64
138306.73000000
PA
USD
132097.19000000
0.017252179735
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJD2
13774.61000000
PA
USD
12382.80000000
0.001617220557
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CY3
79000.00000000
PA
USD
76516.05000000
0.009993162210
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAN1
72000.00000000
PA
USD
56166.25000000
0.007335434160
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QH4
953000.00000000
PA
USD
1002511.32000000
0.130930154379
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FW58
23746.82000000
PA
USD
24772.10000000
0.003235290028
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
Eagle Re 2018-1 Ltd.
549300BLEDGL5R7YKU33
Eagle RE 2018-1 Ltd
269826AA1
232975.14000000
PA
USD
231150.15000000
0.030188711309
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Floating
4.78000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
51000.00000000
PA
USD
46246.80000000
0.006039932460
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.38000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
142880000.00000000
PA
747627.91000000
0.097641827799
Long
DBT
NUSS
RU
Y
3
2031-03-12
Fixed
5.90000000
N
Y
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
915000.00000000
PA
USD
833537.07000000
0.108861750565
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
2606000.00000000
PA
USD
1628444.60000000
0.212678399359
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326A3
11000000.00000000
PA
USD
10004414.09000000
1.306598195104
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
3.50000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-AR1
3623414D8
44135.37000000
PA
USD
43420.01000000
0.005670747550
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
2.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128ME4Y4
275646.57000000
PA
USD
262603.83000000
0.034296630189
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
210000.00000000
PA
USD
155255.40000000
0.020276692227
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS MORTGAGE TRUST 2017-C1
07332VBD6
1325000.00000000
PA
USD
1238201.11000000
0.161711752527
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
3.67000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 20-C9 Mortgage Trust
233063AW6
955490.69000000
PA
USD
69510.23000000
0.009078186912
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.83000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A2UE4
1605.71000000
PA
USD
1578.88000000
0.000206205155
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
Apollo Aviation Securitization Equity Trust
N/A
AASET 2020-1 Trust
00255UAA3
134895.85000000
PA
USD
108834.74000000
0.014214053273
Long
ABS-O
CORP
US
N
2
2040-01-16
Fixed
3.35000000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
40000.00000000
PA
USD
34095.33000000
0.004452924103
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.63000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300WZ62L3Y22NOZ64
GS Mortgage Securities Trust 2015-GS1
36252AAC0
1307000.00000000
PA
USD
1242182.99000000
0.162231794698
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.73000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2Z9
131000.00000000
PA
USD
127319.70000000
0.016628229172
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
3.65000000
N
N
N
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAE3
94000.00000000
PA
USD
69925.07000000
0.009132365916
Long
DBT
CORP
LU
N
2
2031-11-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac - STACR
549300D2VO9JVX6KU482
STACR Trust 2018-HRP1
3137G0VC0
18231.85000000
PA
USD
18194.53000000
0.002376245109
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
4.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
136865.01000000
PA
USD
131809.32000000
0.017214583288
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
BANKUNITED INC
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAB9
339000.00000000
PA
USD
315528.03000000
0.041208645583
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
5.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
2747000.00000000
PA
USD
2705580.40000000
0.353354672802
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
21000.00000000
PA
USD
18387.10000000
0.002401395169
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAB8
46000.00000000
PA
USD
38180.00000000
0.004986390871
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBF1
35000.00000000
PA
USD
24049.52000000
0.003140919512
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.13000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
25000.00000000
PA
USD
24247.50000000
0.003166776130
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
3725000.00000000
PA
USD
3573089.84000000
0.466653288627
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201H7L1
2695.87000000
PA
USD
2727.53000000
0.000356221338
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
2636000.00000000
PA
USD
2273241.09000000
0.296890220507
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
500000.00000000
PA
USD
470820.31000000
0.061490154418
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
43000.00000000
PA
USD
33097.10000000
0.004322553098
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
10630000.00000000
PA
1829992.47000000
0.239000988648
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
160000.00000000
PA
USD
145716.24000000
0.019030857226
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-3
36257PAD0
8774.39000000
PA
USD
8765.59000000
0.001144805080
Long
ABS-O
CORP
US
N
2
2024-04-16
Fixed
2.18000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290XJH4
3390.92000000
PA
USD
3352.84000000
0.000437888181
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.00000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-HY4
17025RAA3
68519.39000000
PA
USD
61314.69000000
0.008007831599
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
3.34000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAF7
1000000.00000000
PA
USD
938903.40000000
0.122622821964
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
4.12000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
615000.00000000
PA
USD
583399.34000000
0.076193220093
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AF5
15000.00000000
PA
USD
12055.20000000
0.001574435286
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
146206.56000000
0.019094894082
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
8039000.00000000
EUR
8072955.13000000
USD
2022-12-21
146206.56000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAR42
208641.91000000
PA
USD
197527.19000000
0.025797479754
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3B7
2000000.00000000
PA
USD
1843867.24000000
0.240813063725
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.90000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
54000.00000000
PA
USD
44268.10000000
0.005781509945
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
711000.00000000
PA
USD
577393.12000000
0.075408794725
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
26000.00000000
PA
USD
18285.80000000
0.002388165170
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
54000.00000000
PA
USD
45191.58000000
0.005902118437
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2006-1
07386HA92
26533.10000000
PA
USD
26036.20000000
0.003400384232
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.56000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
25000.00000000
PA
USD
22761.28000000
0.002972672572
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PNP0
341805.39000000
PA
USD
316327.49000000
0.041313056794
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Fixed
2.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281AZ7
1448000.00000000
PA
USD
1386986.64000000
0.181143465689
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.51000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-3 Mortgage Loan Trust
19688FAA3
800625.87000000
PA
USD
639857.31000000
0.083566753519
Long
ABS-MBS
CORP
US
N
2
2066-09-27
Variable
0.96000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
3825000.00000000
PA
USD
3593109.38000000
0.469267884004
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAA2
10000.00000000
PA
USD
9875.94000000
0.001289819200
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAF4
7128657.60000000
PA
USD
205949.77000000
0.026897486983
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.84000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
1165000.00000000
PA
USD
952882.43000000
0.124448513624
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
2224000.00000000
PA
USD
1861644.37000000
0.243134795489
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CS6
2880000.00000000
PA
USD
2241825.15000000
0.292787230554
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.54000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
59000.00000000
PA
USD
49689.03000000
0.006489495169
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
FEDEX 2020-1 CLASS AA
N/A
FedEx Corp 2020-1 Class AA Pass Through Trust
314353AA1
175931.79000000
PA
USD
144640.03000000
0.018890301864
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L8ZL7
546632.64000000
PA
USD
444883.96000000
0.058102810813
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
CLECO CORPORATE HOLDINGS
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAD1
35000.00000000
PA
USD
29647.68000000
0.003872051359
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.97000000
N
N
N
N
N
N
GMAC Mortgage Corporation Loan Trust
N/A
GMACM Mortgage Loan Trust 2005-AR5
76112BYD6
14483.26000000
PA
USD
12952.38000000
0.001691608941
Long
ABS-MBS
CORP
US
N
2
2035-09-19
Variable
3.48000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
94000.00000000
PA
USD
73168.52000000
0.009555967526
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98388MAD9
335000.00000000
PA
USD
310479.40000000
0.040549283547
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.60000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
730000.00000000
PA
470041.83000000
0.061388483241
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.63000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
105000.00000000
PA
USD
88300.34000000
0.011532216063
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEJ7
365000.00000000
PA
USD
338990.98000000
0.044272957780
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEJ4
65000.00000000
PA
USD
61450.62000000
0.008025584352
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0206A8
4500000.00000000
PA
USD
3746601.59000000
0.489314299791
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213WKF2
18697.51000000
PA
USD
18197.14000000
0.002376585981
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QLK3
13032.68000000
PA
USD
12539.80000000
0.001637725098
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CH3
500000.00000000
PA
USD
351222.12000000
0.045870371212
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING
71781LBH1
1260000.00000000
PA
USD
1333824.03000000
0.174200313432
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
121000.00000000
PA
USD
111824.48000000
0.014604519807
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
79000.00000000
PA
USD
69236.55000000
0.009042443710
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYTE7
112336.72000000
PA
USD
108822.02000000
0.014212392014
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
48000.00000000
PA
USD
45164.16000000
0.005898537326
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAA5
200000.00000000
PA
USD
196101.26000000
0.025611250201
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
3.92000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8E5
49000.00000000
PA
USD
39988.02000000
0.005222522207
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
OZLM Ltd
5493005RYHNVNU6C8029
OZLM XII Ltd
67109WAJ7
207.35000000
PA
USD
207.07000000
0.000027043791
Long
ABS-CBDO
CORP
KY
N
2
2027-04-30
Floating
3.83000000
N
N
N
N
N
N
GLATFELTER
549300LDQLQBT38QDY28
Glatfelter Corp
377320AA4
29000.00000000
PA
USD
16675.00000000
0.002177791193
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.75000000
N
N
N
N
N
N
Securitized Asset Backed Receivables LLC Trust
N/A
Securitized Asset Backed Receivables LLC Trust 2006-HE1
81376YAC5
145641.12000000
PA
USD
55966.14000000
0.007309299360
Long
ABS-O
CORP
US
N
2
2036-07-25
Floating
3.26000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
320000.00000000
PA
USD
272796.69000000
0.035627839829
Long
DBT
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRR7
71000.00000000
PA
USD
62585.53000000
0.008173806062
Long
DBT
CORP
CA
N
2
2025-10-23
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136APKJ0
200139.54000000
PA
USD
190712.15000000
0.024907420737
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
3.00000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AM6
179000.00000000
PA
USD
187158.45000000
0.024443299804
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.13000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AF9
66000.00000000
PA
USD
35970.00000000
0.004697760074
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AB2
77000.00000000
PA
USD
76946.61000000
0.010049394281
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296NWT9
4636.06000000
PA
USD
4627.11000000
0.000604310609
Long
ABS-MBS
USGA
US
N
2
2038-08-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AGX9
12220.41000000
PA
USD
12159.44000000
0.001588049256
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
4000.00000000
PA
USD
3620.00000000
0.000472779857
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
65000.00000000
PA
USD
47459.74000000
0.006198345057
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294TJ97
10843.29000000
PA
USD
11123.39000000
0.001452738877
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ADBR2
9238.92000000
PA
USD
9024.61000000
0.001178633654
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
4.50000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
200000.00000000
PA
USD
130000.00000000
0.016978282169
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWP1
305681.88000000
PA
USD
272592.26000000
0.035601140827
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.00000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
62000.00000000
PA
USD
57570.73000000
0.007518862297
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
35000.00000000
PA
USD
32978.05000000
0.004307004910
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HV8
81000.00000000
PA
USD
68035.23000000
0.008885548710
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2007-1
3622EQAA3
288207.97000000
PA
USD
96350.09000000
0.012583530885
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
3.24000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAF8
32000.00000000
PA
USD
28990.77000000
0.003786257487
Long
DBT
CORP
CA
N
2
2033-01-15
Fixed
4.20000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAH4
285000.00000000
PA
USD
244139.55000000
0.031885155143
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
81000.00000000
PA
USD
65058.28000000
0.008496752579
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
FS LUXEMBOURG SARL
222100EKR3JUJPGGOY81
FS Luxembourg Sarl
30315XAB0
200000.00000000
PA
USD
201947.16000000
0.026374737429
Long
DBT
CORP
LU
N
2
2025-12-15
Fixed
10.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200XJR1
2318.01000000
PA
USD
2372.60000000
0.000309866709
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.00000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2005-10
007036TQ9
49413.18000000
PA
USD
45513.71000000
0.005944189315
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.58000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
63000.00000000
PA
USD
46247.31000000
0.006039999067
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
200000.00000000
PA
USD
168015.71000000
0.021943216410
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
46000.00000000
PA
USD
45241.00000000
0.005908572797
Long
DBT
NUSS
XX
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
1496000.00000000
PA
USD
1375151.25000000
0.179597738066
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CU4
47000.00000000
PA
USD
36905.12000000
0.004819888775
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201XMB1
2251.33000000
PA
USD
2316.63000000
0.000302556906
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMXG5
639793.57000000
PA
USD
539273.43000000
0.070430280470
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2020-1
30167HAG3
320000.00000000
PA
USD
315035.36000000
0.041144301811
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.73000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
15000.00000000
PA
USD
12578.91000000
0.001642832948
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BT5
425000.00000000
PA
USD
378837.89000000
0.049477050715
Long
DBT
CORP
GB
N
2
2029-06-19
Fixed
4.58000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
61764RBF4
791000.00000000
PA
USD
755376.29000000
0.098653783046
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR7 Trust
74333CAA4
310000.00000000
PA
USD
302615.18000000
0.039522199345
Long
ABS-O
CORP
US
N
2
2027-10-27
Fixed
4.75000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings Inc
98919VAB1
18000.00000000
PA
USD
12628.38000000
0.001649293838
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJE0
23309.76000000
PA
USD
21557.73000000
0.002815486329
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196BT8
239000.00000000
PA
USD
225718.62000000
0.029479341702
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
2.13000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust 2006-16AX
617487AC7
213355.64000000
PA
USD
69933.07000000
0.009133410734
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.42000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-FHA1 Trust
12651RAA5
379121.93000000
PA
USD
337700.70000000
0.044104444411
Long
ABS-MBS
CORP
US
N
2
2047-04-25
Variable
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282N9
4388000.00000000
PA
USD
4221564.52000000
0.551345489373
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.13000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CP2
36000.00000000
PA
USD
32844.39000000
0.004289548623
Long
DBT
CORP
US
N
2
2032-08-22
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
3835000.00000000
PA
USD
3309485.16000000
0.432225945255
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
37000.00000000
PA
USD
28628.75000000
0.003738976889
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
1706000.00000000
PA
USD
1585447.11000000
0.207062833837
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFP3
2260000.00000000
PA
USD
2709700.22000000
0.353892730236
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
7.25000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BANK OF AMERICA MASTER NOTE
000000000
4215000.00000000
PA
USD
4215000.00000000
0.550488148813
Long
RA
CORP
US
N
2
Repurchase
N
2.91000000
2022-10-03
4296241.00200000
USD
4302616.40900000
USD
UST
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE30
2661506.16000000
PA
USD
2321397.93000000
0.303179608337
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
33000.00000000
PA
USD
21865.47000000
0.002855677841
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291GXW1
556.98000000
PA
USD
569.60000000
0.000074390996
Long
ABS-MBS
USGA
US
N
2
2034-05-15
Fixed
6.00000000
N
N
N
N
N
N
1211 Avenue of the Americas Trust
N/A
1211 Avenue of the Americas Trust 2015-1211
90117PAC9
1440000.00000000
PA
USD
1357003.01000000
0.177227538531
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
3.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
700000.00000000
PA
USD
525852.17000000
0.068677434783
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.24000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
235000.00000000
PA
USD
183836.61000000
0.024009460290
Long
DBT
CORP
FR
N
2
2029-09-15
Fixed
2.16000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
275000.00000000
PA
USD
248561.12000000
0.032462621783
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAE9
42000.00000000
PA
USD
36137.97000000
0.004719697320
Long
DBT
CORP
GB
N
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
WARRIOR MET COAL INC
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAB7
23000.00000000
PA
USD
22353.27000000
0.002919385580
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.88000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
115000.00000000
PA
USD
92063.72000000
0.012023721659
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCZ7
153000.00000000
PA
USD
147310.30000000
0.019239044922
Long
DBT
CORP
US
N
2
2026-04-26
Fixed
4.08000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
295000.00000000
PA
USD
249734.72000000
0.032615896490
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.35000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2005-AR14
45660LRU5
3051.15000000
PA
USD
2272.93000000
0.000296849591
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Floating
3.64000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
30000.00000000
PA
USD
25309.50000000
0.003305475635
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
605000.00000000
PA
USD
561636.76000000
0.073350979909
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
200000.00000000
PA
USD
181102.44000000
0.023652371753
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.98000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEB5
731206.35000000
PA
USD
698551.62000000
0.091232357804
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2022-HC Mortgage Trust
12659DAA8
186000.00000000
PA
USD
161852.16000000
0.021138243402
Long
ABS-MBS
CORP
US
N
2
2039-01-10
Fixed
2.82000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFW6
400000.00000000
PA
USD
372323.92000000
0.048626312094
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.55000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAH7
121000.00000000
PA
USD
100928.01000000
0.013181417173
Long
DBT
CORP
US
N
2
2039-03-30
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
190000.00000000
PA
USD
174879.74000000
0.022839673626
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream Inc
23345MAB3
16000.00000000
PA
USD
13195.52000000
0.001723363553
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.38000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
11000.00000000
PA
USD
10636.78000000
0.001389186555
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAB1
230772.30000000
PA
USD
192280.61000000
0.025112265018
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AU5
100000.00000000
PA
USD
83210.03000000
0.010867410528
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.80000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
69000.00000000
PA
USD
62681.64000000
0.008186358236
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JW2
550000.00000000
PA
USD
438866.15000000
0.057316871765
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAC3
600000.00000000
PA
USD
547753.45000000
0.071537789489
Long
DBT
CORP
GB
N
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-10
07386HYW5
69165.97000000
PA
USD
89968.51000000
0.011750082685
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
3.58000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-3
22535GAA0
355000.00000000
PA
USD
338170.73000000
0.044165831350
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
1.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
40000.00000000
PA
USD
29100.65000000
0.003800608054
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFY7
32056.60000000
PA
USD
32651.78000000
0.004264393339
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Floating
2.08000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAL1
715000.00000000
PA
USD
669069.27000000
0.087381898901
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AFPL5
2577.16000000
PA
USD
2541.33000000
0.000331903214
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A2VA1
3384.40000000
PA
USD
3260.64000000
0.000425846661
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.00000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
25000.00000000
PA
USD
23767.38000000
0.003104071415
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
81000.00000000
PA
USD
57128.98000000
0.007461168788
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
976000.00000000
PA
USD
718914.28000000
0.093891765398
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AY9
73000.00000000
PA
USD
66727.89000000
0.008714807269
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202XD95
23195.65000000
PA
USD
23468.44000000
0.003065029203
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
1082000.00000000
PA
USD
1142566.64000000
0.149221683167
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BSB5
1527.45000000
PA
USD
1598.60000000
0.000208780629
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177PMD4
3510.29000000
PA
USD
3319.52000000
0.000433536517
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
100000.00000000
PA
USD
118193.40000000
0.015436314583
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
306000.00000000
PA
USD
219005.15000000
0.028602547948
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
28000.00000000
PA
USD
22444.80000000
0.002931339597
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294RR84
7129.45000000
PA
USD
7298.60000000
0.000953213001
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
250000.00000000
PA
USD
242529.97000000
0.031674940502
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.75000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EQ7
74000.00000000
PA
USD
70001.32000000
0.009142324332
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
46000.00000000
PA
USD
30938.45000000
0.004040628723
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
570000.00000000
PA
USD
343907.07000000
0.044915009804
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
3690000.00000000
PA
USD
2285782.01000000
0.298528091880
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
Sapphire Aviation Finance I Limited
N/A
SAPPHIRE AVIATION FINANCE II LTD
80307AAA7
190727.72000000
PA
USD
157901.42000000
0.020622268182
Long
ABS-O
CORP
US
N
2
2040-03-15
Fixed
3.23000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
223000.00000000
PA
USD
160381.60000000
0.020946185074
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AA2
47000.00000000
PA
USD
41875.44000000
0.005469023356
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RS23
43000.00000000
PA
USD
43141.43000000
0.005634364398
Long
DBT
CORP
US
N
2
2025-10-03
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201UYR9
1013.73000000
PA
USD
1023.93000000
0.000133727480
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
15000.00000000
PA
USD
12470.70000000
0.001628700488
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners LP / Holly Energy Finance Corp
435765AH5
38000.00000000
PA
USD
33477.62000000
0.004372249836
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAG7
58000.00000000
PA
USD
55465.79000000
0.007243952564
Long
DBT
CORP
CA
N
2
2035-05-15
Fixed
5.95000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
465000.00000000
PA
USD
348981.23000000
0.045577706114
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
5853000.00000000
PA
USD
4443935.96000000
0.580387682103
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
1005000.00000000
PA
USD
814070.40000000
0.106319361209
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176C6E0
9195.55000000
PA
USD
8941.26000000
0.001167747963
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
755000.00000000
PA
USD
649839.05000000
0.084870390429
Long
DBT
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
1034000.00000000
PA
USD
1118133.67000000
0.146030684252
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
490000.00000000
PA
USD
384974.61000000
0.050278519667
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2A9
79000.00000000
PA
USD
76331.97000000
0.009969120963
Long
DBT
CORP
CA
N
2
2025-06-06
Fixed
3.77000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202UE90
57363.70000000
PA
USD
58720.78000000
0.007669061323
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
4877000.00000000
PA
USD
4478457.66000000
0.584896291053
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
167000.00000000
PA
USD
143985.73000000
0.018804848864
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
JAB HOLDINGS BV
529900RRNKUM3INJGF98
JAB Holdings BV
46653KAC2
250000.00000000
PA
USD
160799.68000000
0.021000787229
Long
DBT
CORP
NL
N
2
2052-04-08
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABY0
65000.00000000
PA
USD
41716.81000000
0.005448305933
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life Inc
03060NAD2
72000.00000000
PA
USD
54054.39000000
0.007059620661
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
202000.00000000
PA
USD
173946.67000000
0.022717812659
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AF9
26000.00000000
PA
USD
23594.65000000
0.003081512503
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.63000000
N
N
N
N
N
N
KKR Financial CLO Ltd
549300GKHET0CQ690V42
KKR CLO Ltd 22
48252WAA1
1440000.00000000
PA
USD
1395843.84000000
0.182300235234
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
3.86000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
36000.00000000
PA
USD
29747.94000000
0.003885145533
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
47000.00000000
PA
USD
41360.00000000
0.005401705773
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
1783000.00000000
PA
USD
1521121.88000000
0.198661819179
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C0V39
24450.88000000
PA
USD
24110.50000000
0.003148883632
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
4.50000000
N
N
N
N
N
N
KERNEL HOLDING SA
5493003GR6L4DZOS2U12
Kernel Holding SA
000000000
540000.00000000
PA
USD
205200.00000000
0.026799565394
Long
DBT
CORP
LU
N
2
2024-10-17
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
704000.00000000
PA
USD
563145.00000000
0.073547959327
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAA3
36000.00000000
PA
USD
30899.88000000
0.004035591397
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771AL2
26000.00000000
PA
USD
25147.46000000
0.003284312859
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.13000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DE5
89000.00000000
PA
USD
84760.91000000
0.011069958822
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2019 Term Loan B
81527CAM9
159637.50000000
PA
USD
152254.27000000
0.019884738135
Long
LON
CORP
US
N
2
2026-09-03
Floating
6.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY30
487617.11000000
PA
USD
430180.23000000
0.056182471760
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK42
06541MBN3
88000.00000000
PA
USD
83393.83000000
0.010891415207
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.49000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
164000.00000000
PA
USD
139676.55000000
0.018242060603
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
58130.64000000
PA
USD
53176.71000000
0.006944993748
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
40000.00000000
PA
USD
36724.00000000
0.004796234110
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210B3H6
17340.01000000
PA
USD
16732.24000000
0.002185266861
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.00000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
200000.00000000
PA
USD
157260.00000000
0.020538497338
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAP1
41000.00000000
PA
USD
28393.11000000
0.003708201794
Long
DBT
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
193000.00000000
PA
USD
180646.89000000
0.023592875934
Long
DBT
NUSS
XX
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300MYLNCW81S1Y182
Benefit Street Partners CLO X Ltd
08181LAU1
680000.00000000
PA
USD
652693.92000000
0.085243242648
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
3.92000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176WHT1
5942.33000000
PA
USD
5613.40000000
0.000733122224
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
303000.00000000
PA
USD
281857.54000000
0.036811206506
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENJZ3
45057.45000000
PA
USD
45596.53000000
0.005955005786
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Floating
2.89000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
81000.00000000
PA
USD
75024.81000000
0.009798403030
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AS3K3
27108.16000000
PA
USD
25913.45000000
0.003384352816
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
4.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B9D0REBG2 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D0REBG2 CDS USD P F 1.00000 1 CCPCORPORATE
000000000
2290000.00000000
OU
Notional Amount
USD
173807.56000000
0.022699644591
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
FED REPUBLIC OF BRAZIL
FED REPUBLIC OF BRAZIL
Y
buy protection
2027-06-20
119745.56000000
USD
0.00000000
USD
2290000.00000000
USD
54062.00000000
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
28000.00000000
PA
USD
22806.00000000
0.002978513101
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291CSN6
19836.44000000
PA
USD
20307.87000000
0.002652251900
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.00000000
N
N
N
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669GCK8
266000.00000000
PA
USD
247676.30000000
0.032347062370
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
200000.00000000
PA
USD
150476.78000000
0.019652594083
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC22
000000000
-137.00000000
NC
USD
347062.48000000
0.045327113199
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Notes
FVZ2 COMDTY
2022-12-30
-15075632.86000000
USD
347062.48000000
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AF4
13000.00000000
PA
USD
11342.50000000
0.001481355119
Long
DBT
CORP
CA
N
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BB7
190000.00000000
PA
USD
178197.72000000
0.023273009016
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ASXT1
10579.69000000
PA
USD
10130.10000000
0.001323013047
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
4.00000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2022 DIP Delayed Draw Term Loan
000000000
3221.64000000
PA
USD
3279.17000000
0.000428266719
Long
LON
CORP
US
N
2
2023-09-07
Floating
0.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-10
362375AC1
264563.96000000
PA
USD
74140.35000000
0.009682890634
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
5.98000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
1151000.00000000
PA
USD
1040175.97000000
0.135849239422
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
405000.00000000
PA
USD
366577.06000000
0.047875759705
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.08000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
745000.00000000
PA
USD
573453.73000000
0.074894301840
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
283000.00000000
PA
USD
188692.99000000
0.024643714059
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
3378000.00000000
PA
USD
2886474.62000000
0.376979850571
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.13000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
35000.00000000
PA
USD
33029.94000000
0.004313781856
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.63000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAJ1
25000.00000000
PA
USD
22602.47000000
0.002951931641
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAY6
82000.00000000
PA
USD
75607.83000000
0.009874546707
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294QAA9
8999.21000000
PA
USD
9221.75000000
0.001204380566
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2019-2
14316LAC7
7193.95000000
PA
USD
7190.39000000
0.000939080541
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
2.68000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BQ2
1102847.13000000
PA
USD
946738.73000000
0.123646133069
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B11 Mortgage Trust
08162BBB7
1109275.72000000
PA
USD
1071976.99000000
0.140002521659
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZV7
629980.50000000
PA
USD
512778.81000000
0.066970025591
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBC7
200000.00000000
PA
USD
142813.85000000
0.018651798792
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291J2C3
13465.14000000
PA
USD
13313.78000000
0.001738808566
Long
ABS-MBS
USGA
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
179000.00000000
PA
USD
148236.42000000
0.019359998204
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
869000.00000000
PA
USD
713168.10000000
0.093141301817
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282U3
4617000.00000000
PA
USD
4415006.25000000
0.576609399184
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2262.46000000
-0.00029548218
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
109740.45000000
USD
109000.00000000
EUR
2022-12-21
-2262.46000000
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
46000.00000000
PA
USD
42320.00000000
0.005527083857
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCG3
279714.34000000
PA
USD
256999.57000000
0.033564701669
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ABG91
9727.36000000
PA
USD
9299.74000000
0.001214566229
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
4.00000000
N
N
N
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AA1
2000.00000000
PA
USD
1938.17000000
0.000253129208
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
8.13000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS7
52474MAA7
758025.45000000
PA
USD
757323.44000000
0.098908085062
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.25000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
150000.00000000
PA
USD
120298.49000000
0.015711243906
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HU0
78000.00000000
PA
USD
70833.31000000
0.009250984032
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKN8
116797.33000000
PA
USD
106889.07000000
0.013959944548
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAG1
135000.00000000
PA
USD
129769.06000000
0.016948120904
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
394000.00000000
PA
USD
359084.53000000
0.046897219024
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AF8
77000.00000000
PA
USD
68254.16000000
0.008914141444
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
2637000.00000000
PA
USD
2539657.62000000
0.331684797592
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
115000.00000000
PA
USD
106175.52000000
0.013866753369
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
370000.00000000
PA
USD
321620.34000000
0.042004314492
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MPWD9
2128811.27000000
PA
USD
1727679.15000000
0.225638646981
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.00000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AB1
39000.00000000
PA
USD
36003.01000000
0.004702071251
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AJ3
200000.00000000
PA
USD
189899.62000000
0.024801302556
Long
DBT
NUSS
BM
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EH9
152000.00000000
PA
USD
126586.34000000
0.016532450764
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
425000.00000000
PA
USD
413832.08000000
0.054047367885
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.68000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
300000.00000000
PA
176467.82000000
0.023047080321
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FA1
1217000.00000000
PA
USD
1336655.82000000
0.174570151352
Long
DBT
UST
US
N
2
2027-08-15
Fixed
6.38000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
200000.00000000
PA
USD
168037.77000000
0.021946097494
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25000000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
938000.00000000
PA
USD
863917.49000000
0.112829499358
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
Cirrus Funding 2018-1, Ltd
N/A
Cirrus Funding 2018-1 Ltd
17275GAA4
975000.00000000
PA
USD
940494.75000000
0.122830655728
Long
ABS-CBDO
CORP
KY
N
2
2037-01-25
Fixed
4.80000000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189AQ8
23000.00000000
PA
USD
19675.62000000
0.002569678678
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJF7
105050.22000000
PA
USD
99697.22000000
0.013020673328
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
4.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
230000.00000000
PA
USD
199496.10000000
0.026054623673
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
192000.00000000
PA
USD
114929.59000000
0.015010053912
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EQ9
77000.00000000
PA
USD
64300.08000000
0.008397730013
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C6GA7
13988.65000000
PA
USD
13320.45000000
0.001739679682
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.00000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
21000.00000000
PA
USD
18585.00000000
0.002427241339
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
OZLM Ltd
5493002SZMQH8ZTTHX49
OZLM XVIII Ltd
67112GAA6
870000.00000000
PA
USD
837004.38000000
0.109314588776
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
3.53000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
2095000.00000000
PA
USD
1917006.83000000
0.250365252932
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
74000.00000000
PA
USD
72567.95000000
0.009477531781
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.90000000
N
N
N
N
N
N
Paragon Offshore Finance Company
N/A
Paragon Offshore Finance Company Term Loan B
000000000
587.30000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
KY
N
3
2022-07-18
Floating
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNE99
1921634.72000000
PA
USD
1617031.33000000
0.211187801524
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AWCR2
27187.94000000
PA
USD
25918.21000000
0.003384974482
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM2
12662EAA1
612797.34000000
PA
USD
531537.72000000
0.069419979954
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQH8
500346.10000000
PA
USD
423174.60000000
0.055267521276
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2U0
84000.00000000
PA
USD
74147.51000000
0.009683825745
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
1.70000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AS3
380000.00000000
PA
USD
358230.29000000
0.046785653426
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
1377000.00000000
PA
USD
1316057.00000000
0.171879900750
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZE7
1119768.24000000
PA
USD
102059.93000000
0.013329248382
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.68000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AE5
725000.00000000
PA
USD
653406.25000000
0.085336274492
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FG8
1966000.00000000
PA
USD
2098551.42000000
0.274075370435
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
300000.00000000
PA
USD
288140.63000000
0.037631791697
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
90000.00000000
PA
USD
74736.00000000
0.009760683817
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416JAW1
81422.56000000
PA
USD
84105.81000000
0.010984401340
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAV0
49000.00000000
PA
USD
43877.71000000
0.005730524164
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
63000.00000000
PA
USD
56815.89000000
0.007420278554
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415MLP8
24886.34000000
PA
USD
25493.30000000
0.003329480314
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
3.54000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
4644000.00000000
PA
USD
4373160.48000000
0.571144250794
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
460000.00000000
PA
USD
310877.98000000
0.040601338960
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
65000.00000000
PA
USD
39354.52000000
0.005139785732
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
255000.00000000
PA
USD
195031.20000000
0.025471498042
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M84R2
4853.06000000
PA
USD
5104.54000000
0.000666664003
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
6.00000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
815000.00000000
PA
USD
813015.16000000
0.106181544575
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-20
362351AC2
21946.65000000
PA
USD
11664.96000000
0.001523469095
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
3.18000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R03
20753MAF5
29819.42000000
PA
USD
29734.42000000
0.003883379791
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
5.23000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
1070000.00000000
PA
USD
635086.10000000
0.082943623137
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
1267000.00000000
PA
USD
1089026.09000000
0.142229171125
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.13000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust 2021-REV1
05353LAA3
435000.00000000
PA
USD
408371.74000000
0.053334235629
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
1.21000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
32000.00000000
PA
USD
25168.58000000
0.003287071177
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LE1
246818.20000000
PA
USD
246756.45000000
0.032226927963
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.95000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2020-Z2
00834AAA7
148728.75000000
PA
USD
145364.91000000
0.018984972765
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942NF8
63304.95000000
PA
USD
60411.40000000
0.007889859965
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
51000.00000000
PA
USD
45852.57000000
0.005988445166
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
90000.00000000
PA
USD
88231.50000000
0.011523225409
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
1130000.00000000
PA
USD
947518.57000000
0.123747981866
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQTK6
1346912.92000000
PA
USD
1093889.72000000
0.142864371760
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.00000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAC9
35000.00000000
PA
USD
24977.58000000
0.003262126162
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
210000.00000000
PA
USD
143710.99000000
0.018768967224
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313381BR5
1000000.00000000
PA
USD
996708.27000000
0.130172263454
Long
DBT
USGSE
US
N
2
2022-12-09
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0426A2
6800000.00000000
PA
USD
6508609.39000000
0.850038513511
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
292747.29000000
PA
USD
248564.23000000
0.032463027955
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.99000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
635000.00000000
PA
USD
670617.92000000
0.087584155952
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
210000.00000000
PA
155378.71000000
0.020292796781
Long
DBT
NUSS
MX
N
2
2030-01-17
Fixed
1.13000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DC0
1950000.00000000
PA
USD
1600514.14000000
0.209030620659
Long
DBT
CORP
GB
N
2
2033-03-29
Fixed
4.76000000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
40000.00000000
PA
USD
31200.00000000
0.004074787720
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
48000.00000000
PA
USD
37620.00000000
0.004913253655
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
110895.60000000
0.014483206062
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
1035000.00000000
PA
USD
875299.70000000
0.114316040690
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
23000.00000000
PA
USD
19932.97000000
0.002603289147
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
106000.00000000
PA
USD
82794.72000000
0.010813170140
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RW3
515000.00000000
PA
USD
471904.92000000
0.061631806839
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
74435KAA3
70000.00000000
PA
USD
58512.30000000
0.007641833383
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.13000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
359000.00000000
PA
USD
296069.10000000
0.038667267088
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407WSM6
68696.58000000
PA
USD
69980.47000000
0.009139601277
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
3.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
3218000.00000000
PA
USD
1863297.43000000
0.243350688713
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXEW9
105423.06000000
PA
USD
93818.75000000
0.012252932387
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD4J7
49482.27000000
PA
USD
47060.97000000
0.006146264829
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
230000.00000000
PA
USD
177377.34000000
0.023165865608
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A3YN8
4716.97000000
PA
USD
4626.06000000
0.000604173477
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LNL6
3421.88000000
PA
USD
3295.50000000
0.000430399453
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
54000.00000000
PA
USD
41882.03000000
0.005469884024
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HXC62
236652.86000000
PA
USD
211265.44000000
0.027591725023
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLC0
775253.82000000
PA
USD
653714.84000000
0.085376577016
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AR5
78000.00000000
PA
USD
55606.81000000
0.007262370082
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
175000.00000000
PA
USD
164062.50000000
0.021426918603
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
670000.00000000
PA
USD
543242.38000000
0.070948633955
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HQ9
855000.00000000
PA
USD
829845.18000000
0.108379581717
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-RAMP1
25150MAC0
84675.29000000
PA
USD
78671.42000000
0.010274658211
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
3.23000000
N
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd
92290CAB5
485000.00000000
PA
USD
463947.61000000
0.060592564881
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.75000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
151000.00000000
PA
USD
141175.94000000
0.018437884191
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BY0
53000.00000000
PA
USD
47562.31000000
0.006211740921
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.45000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
1305000.00000000
PA
838244.14000000
0.109476504123
Long
DBT
NUSS
MX
N
2
2033-10-25
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNGH6
70906.88000000
PA
USD
65198.37000000
0.008515048637
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
428625.00000000
PA
USD
380958.47000000
0.049754003066
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
105000.00000000
PA
USD
66689.21000000
0.008709755577
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Trust Series 2005-A1
16162WPE3
60106.88000000
PA
USD
56214.81000000
0.007341776202
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Variable
2.97000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A3
46628KAH3
42424.62000000
PA
USD
35481.54000000
0.004633966137
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Variable
3.26000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
430000.00000000
PA
USD
301081.37000000
0.039321880430
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AP6
116000.00000000
PA
USD
109439.29000000
0.014293008816
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAAY4
219425.10000000
PA
USD
194988.18000000
0.025465879537
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
493750.00000000
PA
USD
406595.23000000
0.053102219567
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 57 Clo Ltd
26243KAC1
1160000.00000000
PA
USD
1132505.68000000
0.147907699953
Long
ABS-CBDO
CORP
KY
N
2
2031-05-15
Floating
3.92000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWF2
194000.00000000
PA
USD
187495.03000000
0.024487257882
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.40000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KE6
60000.00000000
PA
USD
58243.15000000
0.007606681808
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVUL9
207086.82000000
PA
USD
184410.37000000
0.024084394591
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT DEC22
000000000
-110.00000000
NC
-35153.25000000
-0.00459109075
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUZ2 COMDTY
2022-12-08
-11752281.17000000
EUR
-35153.25000000
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
17000.00000000
PA
USD
13084.05000000
0.001708805329
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNEF0
142713.01000000
PA
USD
127957.48000000
0.016711524624
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNZP5
36667.04000000
PA
USD
33714.97000000
0.004403248261
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
25000.00000000
PA
USD
19092.38000000
0.002493506268
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
PRET 2021-NPL3 LLC
74143EAA0
424781.84000000
PA
USD
377876.92000000
0.049351545947
Long
ABS-O
CORP
US
N
2
2051-07-25
Variable
1.87000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
29000.00000000
PA
USD
26356.07000000
0.003442159948
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KS81
1102.89000000
PA
USD
1153.80000000
0.000150688784
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357KAF0
51000.00000000
PA
USD
44688.75000000
0.005836447748
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
905000.00000000
PA
USD
811559.90000000
0.105991484460
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAE3
790000.00000000
PA
USD
748147.31000000
0.097709662567
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.64000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAA7
30000.00000000
PA
USD
26275.77000000
0.003431672594
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1661643.88000000
PA
USD
24891.43000000
0.003250874785
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.10000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
79000.00000000
PA
USD
49253.05000000
0.006432555235
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-4 LLC
693583AA4
521673.77000000
PA
USD
477972.38000000
0.062424230284
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.87000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200VPV9
978.71000000
PA
USD
1011.37000000
0.000132087117
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
430000.00000000
PA
USD
292338.77000000
0.038180077894
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213TFS7
6770.50000000
PA
USD
7252.08000000
0.000947137388
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210QXE7
6156.61000000
PA
USD
6301.38000000
0.000822973905
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2006-12
41162DAF6
5935.51000000
PA
USD
5241.39000000
0.000684536910
Long
ABS-MBS
CORP
US
N
2
2038-01-19
Floating
3.18000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X88
1145000.00000000
PA
USD
1061271.88000000
0.138604411057
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
1283000.00000000
PA
USD
972524.02000000
0.127013747911
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202TQE9
16560.78000000
PA
USD
16374.45000000
0.002138538711
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBV1
520000.00000000
PA
USD
475635.67000000
0.062119050886
Long
DBT
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAR7
105000.00000000
PA
USD
69966.58000000
0.009137787213
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.13000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CF1
75000.00000000
PA
USD
70808.63000000
0.009247760770
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
3.30000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
325000.00000000
PA
USD
243821.50000000
0.031843617123
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291ETD3
3349.05000000
PA
USD
3432.05000000
0.000448233179
Long
ABS-MBS
USGA
US
N
2
2034-07-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
5223000.00000000
PA
USD
4160853.96000000
0.543416558463
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
400000.00000000
PA
USD
371245.94000000
0.048485525567
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2022-HC Mortgage Trust
12659DAJ9
190000.00000000
PA
USD
160488.08000000
0.020960091593
Long
ABS-MBS
CORP
US
N
2
2039-01-10
Variable
4.08000000
N
N
N
N
N
N
PROG HOLDINGS INC
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319RAA9
29000.00000000
PA
USD
23171.44000000
0.003026240358
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
124000.00000000
PA
USD
102389.28000000
0.013372262207
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BZ2
660000.00000000
PA
USD
599049.77000000
0.078237200221
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.65000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
171000.00000000
PA
USD
151199.91000000
0.019747036430
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2018-C Owner Trust
89231AAE1
29502.10000000
PA
USD
29494.92000000
0.003852100571
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
3.13000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
109000.00000000
PA
USD
100535.17000000
0.013130111417
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
19000.00000000
PA
USD
13115.79000000
0.001712950642
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-5
64830MAG8
351907.80000000
PA
USD
334013.32000000
0.043622864580
Long
ABS-MBS
CORP
US
N
2
2059-08-25
Variable
3.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
780000.00000000
PA
390903.57000000
0.051052854712
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
CEC ENTERTAINMENT LLC
N/A
CEC Entertainment LLC
125137AC3
50000.00000000
PA
USD
45017.68000000
0.005879406720
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
400000.00000000
PA
USD
349195.13000000
0.045605641918
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
2600000.00000000
PA
USD
2203093.75000000
0.287728825646
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q3H2
73595.28000000
PA
USD
66190.87000000
0.008644671291
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
1014000.00000000
PA
USD
835718.21000000
0.109146612183
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
350000.00000000
PA
USD
332202.68000000
0.043386391066
Long
DBT
CORP
US
N
2
2024-10-21
Fixed
0.93000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192RAA0
1285000.00000000
PA
USD
1220800.89000000
0.159439246027
Long
ABS-MBS
CORP
US
N
2
2034-11-05
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCC44
61555.04000000
PA
USD
59190.46000000
0.007730402551
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
4307000.00000000
PA
USD
3392771.97000000
0.443103383418
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
170000.00000000
PA
USD
146829.00000000
0.019176186097
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
255000.00000000
PA
153973.26000000
0.020109241960
Long
DBT
NUSS
RO
N
2
2038-02-08
Fixed
3.38000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAL4
260000.00000000
PA
USD
218910.64000000
0.028590204737
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
HI CRUSH INC.
N/A
HI CRUSH INC.
000000000
3065.00000000
NS
USD
1839.00000000
0.000240177391
Long
EC
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CEF7
164086.21000000
PA
USD
145689.30000000
0.019027338804
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
860000.00000000
PA
USD
823062.54000000
0.107493754211
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
325000.00000000
PA
USD
279190.41000000
0.036462873539
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1989.33000000
-0.00025981081
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
59179.46000000
USD
58000.00000000
EUR
2022-12-21
-1989.33000000
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
45000.00000000
PA
USD
32457.63000000
0.004239036928
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AG2
195000.00000000
PA
USD
162337.50000000
0.021201629859
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
51000.00000000
PA
USD
32550.43000000
0.004251156809
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
1232000.00000000
PA
USD
798213.34000000
0.104248394755
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
1535000.00000000
PA
USD
1157822.16000000
0.151214087191
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291EBU4
10344.29000000
PA
USD
10686.65000000
0.001395699685
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDE5
100000.00000000
PA
USD
97002.29000000
0.012668709621
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
3.53000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
1255000.00000000
PA
USD
1056553.13000000
0.137988132065
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YYX0
47498.25000000
PA
USD
45091.31000000
0.005889022958
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust 2022-2
96042VAE9
495000.00000000
PA
USD
483105.74000000
0.063094658242
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.31000000
N
N
N
N
N
N
Symphony CLO Ltd
54930085JMJSZBQ6N270
Symphony CLO XIV Ltd
87159QBV9
84153.28000000
PA
USD
83914.54000000
0.010959421063
Long
ABS-CBDO
CORP
KY
N
2
2026-07-14
Floating
3.43000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DUA5
3125.91000000
PA
USD
3082.35000000
0.000402561600
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
4.50000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
585000.00000000
PA
360968.13000000
0.047143221272
Long
DBT
NUSS
BJ
N
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
98000.00000000
PA
USD
60678.61000000
0.007924758171
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0306A7
20300000.00000000
PA
USD
17937746.04000000
2.342708567364
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
3.00000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
13000.00000000
PA
USD
9976.79000000
0.001302990428
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
7088000.00000000
PA
USD
6718371.86000000
0.877433947390
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.13000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
210000.00000000
PA
USD
187452.73000000
0.024481733411
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2006-16N
52522DAM3
206624.31000000
PA
USD
178541.15000000
0.023317861720
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
3.46000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAA1
930000.00000000
PA
USD
800044.73000000
0.104487578264
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1234.50000000
-0.00016122837
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
77159.32000000
USD
77000.00000000
EUR
2022-12-21
-1234.50000000
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAP5
44000.00000000
PA
USD
42480.53000000
0.005548049423
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.45000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2019-E
17328DAA8
293071.88000000
PA
USD
282867.35000000
0.036943089884
Long
ABS-O
CORP
US
N
2
2070-11-25
Variable
3.23000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
48000.00000000
PA
USD
38649.97000000
0.005047769973
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
27000.00000000
PA
USD
23102.98000000
0.003017299333
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C39
95000XAF4
1365000.00000000
PA
USD
1254307.78000000
0.163815318589
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.42000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
195939.81000000
PA
USD
163159.51000000
0.021308986149
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93000000
N
N
N
N
N
N
Deutsche Alt-A Securities INC Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2
25151UAA5
8436.42000000
PA
USD
8104.75000000
0.001058497941
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
3.38000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
94000.00000000
PA
USD
85526.72000000
0.011169975270
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
260000.00000000
PA
USD
192321.30000000
0.025117579220
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
1172000.00000000
PA
USD
1027803.13000000
0.134233319662
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
965000.00000000
PA
USD
583347.15000000
0.076186403966
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
75000.00000000
PA
USD
58500.00000000
0.007640226976
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
200000.00000000
PA
USD
155714.52000000
0.020336654296
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416L4C7
10887.79000000
PA
USD
11033.70000000
0.001441025169
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
2.81000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
34000.00000000
PA
USD
22779.69000000
0.002975076958
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
88000.00000000
PA
USD
77431.25000000
0.010112689317
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
1465000.00000000
PA
USD
1135562.43000000
0.148306918138
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.62000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
1185000.00000000
PA
USD
1010275.26000000
0.131944141795
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
208000.00000000
PA
USD
152842.47000000
0.019961558332
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292L4B7
3557.91000000
PA
USD
3645.27000000
0.000476080174
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Cent CLO LP
549300066YASG4MIU864
Columbia Cent CLO 27 Ltd
19736RAS0
720000.00000000
PA
USD
676798.56000000
0.088391360952
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
3.97000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
35000.00000000
PA
USD
29292.26000000
0.003825632735
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Trust Series 2005-S3
16162WNL9
104640.76000000
PA
USD
78403.42000000
0.010239656829
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
360000.00000000
PA
USD
275121.57000000
0.035931474203
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AR6
59000.00000000
PA
USD
57559.22000000
0.007517359066
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CS9
695000.00000000
PA
USD
664298.69000000
0.086758850798
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
370000.00000000
PA
USD
315341.27000000
0.041184254321
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
1.32000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
121000.00000000
PA
USD
91190.33000000
0.011909655029
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXR20
4813222.74000000
PA
USD
107249.67000000
0.014007039691
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
0.74000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGS8
100000.00000000
PA
USD
96364.69000000
0.012585437677
Long
ABS-O
CORP
US
N
2
2030-10-13
Fixed
3.96000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAC6
520000.00000000
PA
USD
403226.72000000
0.052662284850
Long
DBT
NUSS
AE
N
2
2033-03-10
Fixed
3.63000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAB0
40000.00000000
PA
USD
41217.36000000
0.005383076679
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
236000.00000000
PA
USD
211551.88000000
0.027629134709
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
75000.00000000
PA
USD
54104.23000000
0.007066129873
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCH1
1185000.00000000
PA
USD
1145294.03000000
0.149577886220
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.63000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2020-6 LLC
693587AA5
143403.35000000
PA
USD
136358.70000000
0.017808742191
Long
ABS-MBS
CORP
US
N
2
2025-11-25
Variable
2.36000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
69000.00000000
PA
USD
66689.19000000
0.008709752965
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226A8
33900000.00000000
PA
USD
28435611.20000000
3.713752543264
Long
ABS-MBS
USGSE
US
N
2
2052-10-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
2440000.00000000
PA
USD
1577326.56000000
0.206002272381
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900A99ZMAJM1OOV76
Wellfleet CLO X LTD
94949WAM8
920000.00000000
PA
USD
885280.12000000
0.115619505205
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
3.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
80000.00000000
PA
USD
64856.70000000
0.008470425793
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.07000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
830000.00000000
PA
USD
605936.44000000
0.079136614271
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.93000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
218729.01000000
PA
USD
204282.59000000
0.026679749656
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.12000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CX5
195000.00000000
PA
USD
168144.83000000
0.021960079762
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XG5C9
2051257.05000000
PA
USD
1668370.21000000
0.217892770685
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2006-AR1
86359LTG4
76958.41000000
PA
USD
69020.80000000
0.009014266292
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
3.54000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BZ2
845000.00000000
PA
USD
786184.67000000
0.102677424344
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
4015000.00000000
PA
USD
3687056.04000000
0.481537521715
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
815000.00000000
PA
USD
722917.76000000
0.094414628575
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
SECURITY BENEFIT GL FUND
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
68000.00000000
PA
USD
63403.38000000
0.008280619047
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
1983000.00000000
PA
USD
1903060.31000000
0.248543807148
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.13000000
N
N
N
N
N
N
Deutsche Bank Securities, Inc.
9J6MBOOO7BECTDTUZW19
DEUTSCHE REPO
000000000
4250000.00000000
PA
USD
4250000.00000000
0.555059224781
Long
RA
CORP
US
N
2
Repurchase
N
2.97000000
2022-10-03
4476554.35700000
USD
4339399.04300000
USD
UST
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWJ4
43000.00000000
PA
USD
42303.55000000
0.005524935451
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXR6
7761.51000000
PA
USD
7136.81000000
0.000932082876
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133BAJF9
1306737.90000000
PA
USD
1060225.41000000
0.138467739804
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AC4
39000.00000000
PA
USD
37090.06000000
0.004844042341
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-15
3622E8AF2
83595.79000000
PA
USD
24186.65000000
0.003158828988
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
6.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
4622000.00000000
PA
USD
3879591.25000000
0.506683038046
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HYB7
126694MH8
14164.78000000
PA
USD
12689.41000000
0.001657264488
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Variable
3.03000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CL4
245000.00000000
PA
USD
162415.21000000
0.021211778954
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PJK0
3436.99000000
PA
USD
3518.35000000
0.000459504146
Long
ABS-MBS
USGA
US
N
2
2036-07-15
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2022-SHIP
36269CAA1
80000.00000000
PA
USD
78652.53000000
0.010272191136
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
3.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MA3A0
449999.98000000
PA
USD
365428.98000000
0.047725817965
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
370000.00000000
PA
USD
286805.66000000
0.037457441718
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
1174000.00000000
PA
USD
980484.00000000
0.128053338576
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2006-NC4
61748LAD4
3776.57000000
PA
USD
3280.42000000
0.000428429972
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
3.38000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECA1
235000.00000000
PA
USD
213484.18000000
0.027881497283
Long
DBT
CORP
GB
N
2
2033-08-09
Fixed
5.75000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
305000.00000000
PA
USD
226984.89000000
0.029644719313
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291PW44
1497.32000000
PA
USD
1540.50000000
0.000201192643
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
6.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2017-5
64828NAA3
388004.13000000
PA
USD
382761.46000000
0.049989477473
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
4.58000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
48000.00000000
PA
USD
47060.64000000
0.006146221730
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.22000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
645000.00000000
PA
322438.05000000
0.042111109193
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.63000000
N
N
N
N
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust 2019-2
14043TAF3
15274.80000000
PA
USD
15227.60000000
0.001988757612
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
1.92000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200FMD7
3604.55000000
PA
USD
3680.88000000
0.000480730917
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
5.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
840000.00000000
PA
USD
640250.93000000
0.083618161146
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAF6
61000.00000000
PA
USD
36856.11000000
0.004813487963
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
72074.11000000
PA
USD
66875.48000000
0.008734082843
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-RPL4 Trust
12662GAC2
298642.79000000
PA
USD
277800.81000000
0.036281388762
Long
ABS-MBS
CORP
US
N
2
2060-12-27
Variable
1.80000000
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
899415AE3
540000.00000000
PA
USD
348904.80000000
0.045567724190
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290WJS2
16159.99000000
PA
USD
16250.75000000
0.002122383222
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.00000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-3
362334BS2
11638.63000000
PA
USD
6589.41000000
0.000860591248
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
3.68000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FL7
445000.00000000
PA
USD
360511.44000000
0.047083576567
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MJE54
66049.77000000
PA
USD
63788.94000000
0.008330974020
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
3.00000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAB5
595000.00000000
PA
USD
548036.00000000
0.071574691132
Long
DBT
CORP
GB
N
2
2029-04-27
Fixed
4.05000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
80000.00000000
PA
USD
70400.00000000
0.009194392805
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.38000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DC8
81000.00000000
PA
USD
79981.33000000
0.010445735300
Long
DBT
CORP
US
N
2
2024-08-01
Variable
4.48000000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM Technologies Inc
87305RAK5
40000.00000000
PA
USD
32213.20000000
0.004207113839
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
1520000.00000000
PA
USD
1175768.06000000
0.153557860684
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
1719000.00000000
PA
USD
1317183.75000000
0.172027056745
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAR2
165000.00000000
PA
USD
153365.72000000
0.020029895917
Long
DBT
CORP
US
N
2
2028-04-29
Fixed
4.35000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAA9
161079.77000000
PA
USD
153560.52000000
0.020055337220
Long
ABS-O
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
40000.00000000
PA
USD
36397.60000000
0.004753605562
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A4
59020UXH3
96190.01000000
PA
USD
53079.87000000
0.006932346233
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFV1
230466.94000000
PA
USD
218476.80000000
0.028533544291
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
1382000.00000000
PA
USD
1031291.71000000
0.134688935782
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1459.78000000
-0.00019065043
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
57663.87000000
USD
57000.00000000
EUR
2022-12-21
-1459.78000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
413000.00000000
PA
USD
334578.40000000
0.043696665254
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CE2
724000.00000000
PA
USD
657956.72000000
0.085930575751
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.13000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
196000.00000000
PA
USD
193055.92000000
0.025213522187
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
2040575.12000000
PA
USD
1657088.12000000
0.216419305242
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS2
52476DAA5
284218.92000000
PA
USD
263690.78000000
0.034438588218
Long
ABS-MBS
CORP
US
N
2
2061-04-25
Variable
1.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBE0
102000.00000000
PA
USD
63117.49000000
0.008243281192
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.38000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AD6
925000.00000000
PA
USD
837445.88000000
0.109372249635
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.26000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FVK6
798.72000000
PA
USD
798.16000000
0.000104241428
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379LUL8
129330.41000000
PA
USD
126693.83000000
0.016546489191
Long
ABS-MBS
USGA
US
N
2
2040-04-16
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GP0
324693.53000000
PA
USD
288896.87000000
0.037730558283
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-6
802918AD4
145000.00000000
PA
USD
142861.61000000
0.018658036352
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
4.72000000
N
N
N
N
N
N
HOWARD UNIVERSITY
N/A
Howard University
442851AQ4
100000.00000000
PA
USD
89263.83000000
0.011658049948
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.29000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAF0
195000.00000000
PA
USD
136085.44000000
0.017773053842
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
331500.00000000
PA
USD
285840.85000000
0.037331435438
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.67000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
200000.00000000
PA
USD
141713.08000000
0.018508035841
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
5000.00000000
PA
USD
4765.60000000
0.000622397703
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RG5
869000.00000000
PA
USD
775243.05000000
0.101248425023
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.38000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
44000.00000000
PA
USD
39142.84000000
0.005112139864
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXXI Ltd
09631BAA1
1505000.00000000
PA
USD
1444404.19000000
0.188642322346
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
3.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ABM24
127491.98000000
PA
USD
118886.34000000
0.015526814051
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPAV1
34722.97000000
PA
USD
32787.57000000
0.004282127808
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1N26
313495.48000000
PA
USD
285232.39000000
0.037251969241
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KQY6
2147.93000000
PA
USD
2185.49000000
0.000285429737
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2022 DIP Term Loan
000000000
38337.46000000
PA
USD
39019.10000000
0.005095979152
Long
LON
CORP
US
N
2
2023-09-08
Floating
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XULM5
234054.65000000
PA
USD
214052.30000000
0.027955694988
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-4
30167GAG5
1049450.55000000
PA
USD
1035498.84000000
0.135238396092
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
2.58000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QW43
48576.43000000
PA
USD
47986.63000000
0.006267158034
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
1.70000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
416000.00000000
PA
USD
396757.53000000
0.051817394594
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283P3
3515000.00000000
PA
USD
3365749.80000000
0.439574229364
Long
DBT
UST
US
N
2
2024-12-31
Fixed
2.25000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
63000.00000000
PA
USD
54501.79000000
0.007118052072
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFU79
201832.32000000
PA
USD
185462.28000000
0.024221776320
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
65000.00000000
PA
USD
56351.75000000
0.007359660863
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
25000.00000000
PA
USD
25305.02000000
0.003304890537
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
200000.00000000
PA
USD
159097.98000000
0.020778541516
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.38000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KP5
109000.00000000
PA
USD
71885.60000000
0.009388415390
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.25000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JS1
195000.00000000
PA
USD
163943.54000000
0.021411382169
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XCB8
25424.21000000
PA
USD
26326.76000000
0.003438331999
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Floating
9.08000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
480000.00000000
PA
USD
359970.24000000
0.047012894672
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
840000.00000000
PA
USD
803012.81000000
0.104875215954
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6N30
704216.83000000
PA
USD
621270.74000000
0.081139307135
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EP1
30000.00000000
PA
USD
25740.72000000
0.003361793903
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
Venture CDO Ltd
5493005OM8P21GK6YE73
Venture 42 CLO Ltd
923260AC7
1255000.00000000
PA
USD
1195582.03000000
0.156145608172
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.64000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMBM6
66353.36000000
PA
USD
62671.96000000
0.008185094007
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
2022-10-28
SEASONS SERIES TRUST
Donna McManus
Donna McManus
Assistant Treasurer