0001752724-24-035135.txt : 20240223
0001752724-24-035135.hdr.sgml : 20240223
20240223112756
ACCESSION NUMBER: 0001752724-24-035135
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240223
DATE AS OF CHANGE: 20240223
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voya INVESTORS TRUST
CENTRAL INDEX KEY: 0000837276
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05629
FILM NUMBER: 24668052
BUSINESS ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD, STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
BUSINESS PHONE: 800-366-0066
MAIL ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD, STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
FORMER COMPANY:
FORMER CONFORMED NAME: ING INVESTORS TRUST
DATE OF NAME CHANGE: 20030501
FORMER COMPANY:
FORMER CONFORMED NAME: GCG TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: SPECIALTY MANAGERS TRUST
DATE OF NAME CHANGE: 19911209
0000837276
S000005629
Voya Limited Maturity Bond Portfolio
C000015349
Class ADV
IMBAX
C000015350
Class I
ILBPX
C000015351
Class S
ILMBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000837276
XXXXXXXX
S000005629
C000015351
C000015350
C000015349
Voya Investors Trust
811-05629
0000837276
549300LPMGZECCP9KQ67
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
85258
1-800-366-0066
VOYA LIMITED MATURITY BOND PORTFOLIO
S000005629
P43TFN6N1YGZEK6HUB92
2023-12-31
2023-12-31
N
368950172.55
27325161.07
341625011.48
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
870547.39000000
USD
N
N/A
N/A
Nomura Securities International, Inc.
OXTKY6Q8X53C9ILVV871
NOMURA SECURITIES INTERNATIONAL INC
000000000
4044316.00000000
PA
USD
4044316.00000000
1.183846575658
Long
RA
CORP
US
N
2
Repurchase
Y
5.34000000
2024-01-02
4478132.56471110
USD
3851950.75476620
USD
AMBS
289727.55082572
USD
274103.48988396
USD
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2J3
490000.00000000
PA
USD
480483.72000000
0.140646528753
Long
DBT
CORP
US
N
2
2025-04-11
Fixed
3.85000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABD9
324000.00000000
PA
USD
318774.67000000
0.093311279703
Long
DBT
CORP
AU
N
2
2025-06-09
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
107900.00000000
PA
USD
100172.08000000
0.029322232457
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYM3
466000.00000000
PA
USD
449798.84000000
0.131664493197
Long
DBT
CORP
CA
N
2
2025-01-21
Fixed
1.60000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1A
N/A
Delta Air Lines 2019-1 Class A Pass Through Trust
24737RAA8
250000.00000000
PA
USD
246805.83000000
0.072244660579
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.40400000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2021-4 LTD
14316TAC0
1550000.00000000
PA
USD
1541062.70000000
0.451097738225
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.07743000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271RAA7
94000.00000000
PA
USD
93580.08000000
0.027392631351
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
-7.00000000
NC
USD
-70270.93000000
-0.02056960926
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-03-19
-804291.57000000
USD
-70270.93000000
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
480000.00000000
PA
USD
473187.46000000
0.138510777635
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2023-1
50117KAC4
1050000.00000000
PA
USD
1055790.12000000
0.309049421008
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.02000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865AV2
407000.00000000
PA
USD
389807.46000000
0.114103899568
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
830000.00000000
PA
USD
795292.47000000
0.232796909849
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GN1
215000.00000000
PA
USD
215525.77000000
0.063088404758
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.40000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-2 Clo Ltd
88434HAE3
850000.00000000
PA
USD
836567.45000000
0.244878864804
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.10548000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CP3
274000.00000000
PA
USD
254003.80000000
0.074351640384
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAB7
293000.00000000
PA
USD
273384.92000000
0.080024854976
Long
DBT
CORP
FI
N
2
2025-08-28
Fixed
0.75000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEY4
428000.00000000
PA
USD
413520.34000000
0.121045100945
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
172619.39000000
PA
USD
152876.00000000
0.044749650892
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
115000.00000000
PA
USD
110733.00000000
0.032413610326
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AC4
358000.00000000
PA
USD
331018.54000000
0.096895288364
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
1815800.00000000
PA
USD
1809373.88000000
0.529637415059
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
OHA Loan Funding Ltd
25490072LQI0R2J4XC93
OHA Loan Funding 2015-1 Ltd
67109BDC5
1600000.00000000
PA
USD
1601963.20000000
0.468924448201
Long
ABS-CBDO
CORP
KY
N
2
2037-01-19
Floating
6.80842000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
457000.00000000
PA
USD
453041.22000000
0.132613598178
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJM4
275000.00000000
PA
USD
282841.80000000
0.082793059786
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RZD8
45410.83000000
PA
USD
44553.18000000
0.013041545116
Long
ABS-MBS
USGA
US
N
2
2057-08-16
Fixed
2.50000000
N
N
N
N
N
N
Marble Point CLO Ltd.
254900N4UCG37B1HFL93
Marble Point CLO XIV Ltd
56608KAN3
720000.00000000
PA
USD
720509.04000000
0.210906407841
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.95743000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AP7
305000.00000000
PA
USD
312047.43000000
0.091342091332
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
271000.00000000
PA
USD
251956.81000000
0.073752448308
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZT7
284000.00000000
PA
USD
259934.09000000
0.076087546656
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
538000.00000000
PA
USD
510172.04000000
0.149336852647
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2022-3
96043PAG6
1150000.00000000
PA
USD
1147499.79000000
0.335894548536
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
5.49000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3133Q3JL6
2841431.28000000
PA
USD
2839861.96000000
0.831280457978
Long
ABS-MBS
USGSE
US
N
2
2053-10-25
Floating
6.13743000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2023-A
638961AA0
1481156.59000000
PA
USD
1481696.92000000
0.433720269362
Long
ABS-O
CORP
US
N
2
2071-10-15
Fixed
5.51000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HSE0
1840008.23000000
PA
USD
1823981.02000000
0.533913196840
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Floating
5.75292000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
565000.00000000
PA
USD
516328.39000000
0.151138930888
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
444000.00000000
PA
USD
417926.66000000
0.122334912830
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396PE98
317474.85000000
PA
USD
310712.29000000
0.090951271001
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Floating
5.64191000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
392000.00000000
PA
USD
386800.48000000
0.113223700549
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
423000.00000000
PA
USD
420079.93000000
0.122965215040
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.60000000
N
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460WAF4
204000.00000000
PA
USD
210723.59000000
0.061682717283
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CG2
536000.00000000
PA
USD
526760.87000000
0.154192711979
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
388000.00000000
PA
USD
386382.84000000
0.113101449547
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
186000.00000000
PA
USD
172140.31000000
0.050388673023
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJP7
34687200.00000000
PA
USD
35031362.24000000
10.25433181494
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XVI
67115LAA2
2000000.00000000
PA
USD
2003406.00000000
0.586434228372
Long
ABS-CBDO
CORP
KY
N
2
2034-10-18
Floating
6.80665000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
133330.05000000
PA
USD
117708.11000000
0.034455354861
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-F
63942GAA1
237480.72000000
PA
USD
202494.44000000
0.059273891897
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
1.11000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2E8
265000.00000000
PA
USD
245002.95000000
0.071716924044
Long
DBT
CORP
US
N
2
2026-04-14
Fixed
1.37500000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
87265KAF9
440000.00000000
PA
USD
432260.14000000
0.126530589235
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.87500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBJ2
352000.00000000
PA
USD
325756.99000000
0.095355134739
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAD5
316000.00000000
PA
USD
318903.48000000
0.093348984788
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AV7
470000.00000000
PA
USD
469334.59000000
0.137382970868
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
3.50000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAK2
234000.00000000
PA
USD
228398.58000000
0.066856515865
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
AGL CLO 13 Ltd
N/A
AGL CLO 13 Ltd
00120JAA1
800000.00000000
PA
USD
800920.80000000
0.234444426808
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.83743000
N
N
N
N
N
N
Porsche Financial Auto Securit
N/A
Porsche Financial Auto Securitization Trust 2023-1
73328QAD6
950000.00000000
PA
USD
948651.86000000
0.277688057993
Long
ABS-O
CORP
US
N
2
2031-06-23
Fixed
4.72000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
431000.00000000
PA
USD
395495.25000000
0.115768821576
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747AU1
388000.00000000
PA
USD
387600.08000000
0.113457758353
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.95000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAQ0
371000.00000000
PA
USD
363429.65000000
0.106382623574
Long
DBT
CORP
SE
N
2
2025-04-04
Fixed
3.35600000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BV5
195000.00000000
PA
USD
189841.13000000
0.055570032527
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.62500000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AM5
384000.00000000
PA
USD
369699.96000000
0.108218060029
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
13195000.00000000
PA
USD
13170759.47000000
3.855326462468
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.12500000
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CH5
276000.00000000
PA
USD
274724.37000000
0.080416936924
Long
DBT
CORP
JP
N
2
2025-07-18
Fixed
4.78800000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
475000.00000000
PA
USD
447028.06000000
0.130853434314
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.25000000
N
N
N
N
N
N
AQUARION CO
N/A
Aquarion Co
03838WAA9
213000.00000000
PA
USD
210772.34000000
0.061696987315
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016FZZ0
434000.00000000
PA
USD
438868.16000000
0.128464879693
Long
DBT
CORP
CA
N
2
2026-07-20
Fixed
5.20000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AF2
257000.00000000
PA
USD
252502.44000000
0.073912164365
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.50000000
N
N
N
N
N
N
Octagon Investment Partners 48
N/A
Octagon Investment Partners 48 Ltd
67577UAJ4
1000000.00000000
PA
USD
1001211.00000000
0.293073096627
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.82743000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
473000.00000000
PA
USD
465086.08000000
0.136139352907
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
278000.00000000
PA
USD
257822.46000000
0.075469433248
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062BB9
510000.00000000
PA
USD
507589.21000000
0.148580810228
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
48000.00000000
PA
USD
46781.61000000
0.013693848057
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.30100000
N
N
N
N
N
N
WW GRAINGER INC
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AE4
629000.00000000
PA
USD
607594.27000000
0.177854152823
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.85000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-11.00000000
NC
USD
-63358.67000000
-0.01854626209
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-03-19
-1234813.21000000
USD
-63358.67000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
1246000.00000000
PA
USD
1228941.85000000
0.359734155492
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
288000.00000000
PA
USD
278566.18000000
0.081541506224
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U4T4
448000.00000000
PA
USD
447851.37000000
0.131094432477
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
4.75400000
N
N
N
N
N
N
MED Trust
N/A
Med Trust 2021-MDLN
58403YAD8
995223.69000000
PA
USD
977015.57000000
0.285990643883
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.42648000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
241000.00000000
PA
USD
247762.88000000
0.072524806929
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-2.00000000
NC
USD
-25863.82000000
-0.00757082155
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-03-19
-241323.68000000
USD
-25863.82000000
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AX1
464000.00000000
PA
USD
456214.76000000
0.133542552409
Long
DBT
CORP
SE
N
2
2025-06-09
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RSG2
1599359.51000000
PA
USD
1595153.83000000
0.466931218849
Long
ABS-MBS
USGA
US
N
2
2065-07-20
Floating
6.35719000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
907000.00000000
PA
USD
854154.77000000
0.250027000745
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AV8
134000.00000000
PA
USD
139582.82000000
0.040858489662
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
CARDS II Trust
549300GWPYLNK6X47W76
CARDS II Trust
14161GBY5
1350000.00000000
PA
USD
1330226.01000000
0.389381914467
Long
ABS-O
CORP
CA
N
2
2027-04-15
Fixed
0.60200000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
12803RAB0
201000.00000000
PA
USD
206188.37000000
0.060355173968
Long
DBT
CORP
ES
N
2
2027-09-13
Fixed
6.68400000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
300000.00000000
PA
USD
296955.30000000
0.086924343950
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
6.92743000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AY7
393000.00000000
PA
USD
398558.71000000
0.116665553342
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RAC7
10388.89000000
PA
USD
10279.35000000
0.003008957088
Long
ABS-MBS
USGA
US
N
2
2056-07-16
Fixed
2.35000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
352000.00000000
PA
USD
312175.12000000
0.091379468572
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
140000.00000000
PA
USD
135648.61000000
0.039706873162
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABD2
279000.00000000
PA
USD
277595.85000000
0.081257472571
Long
DBT
CORP
DK
N
2
2025-03-28
Fixed
3.77300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
898000.00000000
PA
USD
823036.23000000
0.240918024835
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO 2021-FL3 Ltd
403950AA6
250000.00000000
PA
USD
250438.09000000
0.073307890694
Long
ABS-CBDO
CORP
US
N
2
2037-04-20
Floating
7.03810000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDZ1
326000.00000000
PA
USD
329655.89000000
0.096496415344
Long
DBT
CORP
US
N
2
2025-11-07
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
654000.00000000
PA
USD
640191.84000000
0.187396068345
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
200000.00000000
PA
USD
204140.31000000
0.059755668683
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAV0
448000.00000000
PA
USD
445843.71000000
0.130506753023
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAF0
20039.18000000
PA
USD
20020.34000000
0.005860326184
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
4.11000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AR9
464000.00000000
PA
USD
460636.09000000
0.134836758000
Long
DBT
CORP
CH
N
2
2025-08-05
Fixed
4.49000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACM7
159000.00000000
PA
USD
161776.91000000
0.047355112934
Long
DBT
CORP
US
N
2
2026-09-21
Fixed
5.95000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
444000.00000000
PA
USD
429535.08000000
0.125732913447
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-2
959926AD8
900000.00000000
PA
USD
903078.63000000
0.264347925255
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
5.80000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
227500.00000000
PA
USD
228311.95000000
0.066831157651
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
467000.00000000
PA
USD
464579.75000000
0.135991140691
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
187000.00000000
PA
USD
180212.40000000
0.052751524023
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AA5
699787.41000000
PA
USD
674073.83000000
0.197313957511
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.59400000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDE9
314000.00000000
PA
USD
298292.71000000
0.087315828752
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBG6
477000.00000000
PA
USD
458379.57000000
0.134176232593
Long
DBT
CORP
FR
N
2
2026-01-21
Fixed
2.22600000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6D4
329000.00000000
PA
USD
334496.84000000
0.097913451521
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
5.45000000
N
N
N
N
N
N
Elevation CLO Ltd
635400HAVYYWWB139K27
Elevation CLO 2014-2 Ltd
28622QAB7
225853.33000000
PA
USD
225904.15000000
0.066126349772
Long
ABS-CBDO
CORP
KY
N
2
2029-10-15
Floating
6.88548000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
233000.00000000
PA
USD
226010.94000000
0.066157609192
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAA2
250000.00000000
PA
USD
254701.04000000
0.074555735511
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
5.52600000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
425000.00000000
PA
USD
413185.58000000
0.120947110461
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAA7
233000.00000000
PA
USD
226970.30000000
0.066438431722
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
50000.00000000
PA
USD
47131.70000000
0.013796325917
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
532000.00000000
PA
USD
502328.47000000
0.147040893704
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BV0
238000.00000000
PA
USD
245798.06000000
0.071949667541
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.10000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BW1
300000.00000000
PA
USD
308057.57000000
0.090174185041
Long
DBT
CORP
US
N
2
2028-09-12
Fixed
5.65000000
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
61000.00000000
PA
USD
61928.72000000
0.018127689109
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDL2
128900.00000000
PA
USD
115300.04000000
0.033750467947
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
587000.00000000
PA
USD
555220.44000000
0.162523357875
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO XXXI Ltd
09631BAC7
500000.00000000
PA
USD
500215.00000000
0.146422241695
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Floating
7.05842000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAJ3
5720000.00000000
PA
USD
3901040.00000000
1.141907023464
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Variable
3.83641000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
260000.00000000
PA
USD
238127.17000000
0.069704255250
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWB1
184000.00000000
PA
USD
178470.88000000
0.052241748701
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDW3
447000.00000000
PA
USD
460011.00000000
0.134653782522
Long
DBT
CORP
US
N
2
2027-10-22
Fixed
6.07000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KS9
446000.00000000
PA
USD
441288.00000000
0.129173211905
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RXR9
1502.37000000
PA
USD
1495.92000000
0.000437883629
Long
ABS-MBS
USGA
US
N
2
2053-05-16
Fixed
2.35000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CZ3
434000.00000000
PA
USD
440678.39000000
0.128994767710
Long
DBT
CORP
US
N
2
2026-12-05
Fixed
5.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFK3
217000.00000000
PA
USD
222783.26000000
0.065212807175
Long
DBT
CORP
US
N
2
2026-11-13
Fixed
5.60000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BU7
160000.00000000
PA
USD
157353.20000000
0.046060210673
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
3.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKQ7
227000.00000000
PA
USD
230048.03000000
0.067339340583
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
4.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NED9
308000.00000000
PA
USD
309508.38000000
0.090598864134
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.55000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2022-B
63942PAA1
1046644.79000000
PA
USD
1000911.86000000
0.292985532781
Long
ABS-O
CORP
US
N
2
2070-10-15
Fixed
4.16000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAD1
374000.00000000
PA
USD
359987.21000000
0.105374957307
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
3.65000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
448000.00000000
PA
USD
443038.16000000
0.129685516315
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.22000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAE6
681000.00000000
PA
USD
694534.22000000
0.203303094522
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.25000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAL1
104000.00000000
PA
USD
89171.54000000
0.026102169631
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
2.50000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AZ0
386000.00000000
PA
USD
369560.19000000
0.108177146748
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
1531000.00000000
PA
USD
1506768.65000000
0.441059231428
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-2
33851KAC0
247431.02000000
PA
USD
210577.09000000
0.061639834006
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
469000.00000000
PA
USD
457928.86000000
0.134044301386
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
2.87500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
479000.00000000
PA
USD
491308.98000000
0.143815283860
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
Venture CDO Ltd
549300MYRV6PEDBLPL32
Venture 34 CLO Ltd
92332CAA7
250000.00000000
PA
USD
250303.00000000
0.073268347336
Long
ABS-CBDO
CORP
KY
N
2
2031-10-15
Floating
6.88548000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2022-3
380130AE4
500000.00000000
PA
USD
494762.30000000
0.144826134906
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
4.11000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DM9
629000.00000000
PA
USD
630674.46000000
0.184610154059
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVC0
335000.00000000
PA
USD
326119.69000000
0.095461303780
Long
DBT
CORP
US
N
2
2025-01-09
Fixed
2.05000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
329000.00000000
PA
USD
306086.27000000
0.089597148836
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
1252000.00000000
PA
USD
1248350.90000000
0.365415545715
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DT4
173000.00000000
PA
USD
165101.95000000
0.048328414036
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAP3
420000.00000000
PA
USD
386758.00000000
0.113211265862
Long
DBT
CORP
FR
N
2
2026-01-20
Fixed
1.00000000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAB7
61000.00000000
PA
USD
62801.56000000
0.018383185624
Long
DBT
CORP
US
N
2
2028-08-02
Fixed
6.60000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BS6
277000.00000000
PA
USD
269523.22000000
0.078894463503
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.12500000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AM2
72000.00000000
PA
USD
70883.82000000
0.020749013572
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.70000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2D6
465000.00000000
PA
USD
462074.15000000
0.135257704931
Long
DBT
CORP
NO
N
2
2025-03-28
Fixed
2.96800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RWQ5
1404910.44000000
PA
USD
1403176.78000000
0.410735962780
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Floating
6.10543000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
286000.00000000
PA
USD
270715.74000000
0.079243536305
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAZ2
304000.00000000
PA
USD
297934.15000000
0.087210871566
Long
DBT
CORP
JP
N
2
2025-09-13
Fixed
2.55500000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2022
47787JAD0
400000.00000000
PA
USD
383249.56000000
0.112184280167
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
2.49000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAA7
324000.00000000
PA
USD
317808.94000000
0.093028592556
Long
DBT
CORP
FI
N
2
2025-06-06
Fixed
3.60000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AH8
307000.00000000
PA
USD
298280.83000000
0.087312351255
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAE7
700000.00000000
PA
USD
697413.50000000
0.204145913374
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
6.88548000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
135000.00000000
PA
USD
133642.61000000
0.039119679622
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAJ2
468000.00000000
PA
USD
459478.54000000
0.134497921568
Long
DBT
CORP
SE
N
2
2025-06-10
Fixed
3.65000000
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
270000.00000000
PA
USD
260502.35000000
0.076253886936
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAK8
1630000.00000000
PA
USD
1468008.97000000
0.429713551604
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Variable
4.73208000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBW4
428000.00000000
PA
USD
392478.15000000
0.114885660244
Long
DBT
CORP
US
N
2
2026-08-12
Fixed
1.25000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AK1
189000.00000000
PA
USD
190992.43000000
0.055907039467
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.50000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2023-1
38013JAD5
900000.00000000
PA
USD
897282.36000000
0.262651249132
Long
ABS-O
CORP
US
N
2
2028-02-16
Fixed
4.66000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
352000.00000000
PA
USD
354220.22000000
0.103686851985
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCH6
352000.00000000
PA
USD
358083.92000000
0.104817828896
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CG8
332000.00000000
PA
USD
340631.53000000
0.099709189477
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
5.87500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
279000.00000000
PA
USD
270886.69000000
0.079293576552
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
EIDP INC
GLU7INWNWH88J9XBXD45
EIDP Inc
263534CQ0
300000.00000000
PA
USD
299010.45000000
0.087525924610
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ3
36257QAA4
12539.13000000
PA
USD
11453.14000000
0.003352547271
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust
92922FPT9
79494.75000000
PA
USD
74911.93000000
0.021928116350
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
5.05256500
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBV0
414000.00000000
PA
USD
423935.44000000
0.124093794585
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
261000.00000000
PA
USD
234903.84000000
0.068760726558
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
1.87800000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AL3
474000.00000000
PA
USD
468900.55000000
0.137255919280
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.68100000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BF9
200000.00000000
PA
USD
204237.57000000
0.059784138495
Long
DBT
CORP
NL
N
2
2027-09-11
Fixed
6.08300000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PED3
600000.00000000
PA
USD
581448.06000000
0.170200670460
Long
ABS-O
CORP
US
N
2
2026-08-15
Fixed
0.77000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
-143.00000000
NC
USD
-168969.87000000
-0.04946062621
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-03-28
-15385631.69000000
USD
-168969.87000000
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
287000.00000000
PA
USD
254873.41000000
0.074606191419
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
OSCAR US Funding Trust
N/A
Oscar US Funding XIII LLC
68785BAC7
215520.00000000
PA
USD
212768.01000000
0.062281157072
Long
ABS-O
CORP
JP
N
2
2025-09-10
Fixed
0.86000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306SAA4
252000.00000000
PA
USD
237186.07000000
0.069428777762
Long
DBT
CORP
US
N
2
2027-12-14
Fixed
4.39000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FY9
475000.00000000
PA
USD
465474.88000000
0.136253161905
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJS1
8818000.00000000
PA
USD
8816966.62000000
2.580890252093
Long
DBT
UST
US
N
2
2025-12-31
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
236000.00000000
PA
USD
235735.28000000
0.069004104523
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.83456000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEQ0
270000.00000000
PA
USD
274827.06000000
0.080446996198
Long
DBT
CORP
US
N
2
2025-10-03
Fixed
5.80000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AA7
221000.00000000
PA
USD
225795.65000000
0.066094589802
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LPX5
1969937.95000000
PA
USD
1955737.65000000
0.572480815010
Long
ABS-MBS
USGA
US
N
2
2069-01-20
Floating
5.88719000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CD0
666000.00000000
PA
USD
671113.24000000
0.196447337708
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.87500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
323000.00000000
PA
USD
304881.06000000
0.089244361435
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
37000000.00000000
PA
USD
36242523.05000000
10.60886112904
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1PU3
70599.73000000
PA
USD
69948.98000000
0.020475368503
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
5.95191000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
399000.00000000
PA
USD
398522.33000000
0.116654904239
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAS7
619000.00000000
PA
USD
598823.84000000
0.175286884706
Long
DBT
CORP
SE
N
2
2024-09-09
Fixed
0.65000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2023-J1 Trust
67116MAC5
1804948.29000000
PA
USD
1723254.16000000
0.504428569949
Long
ABS-MBS
CORP
US
N
2
2053-01-25
Variable
4.50000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
277000.00000000
PA
USD
262386.06000000
0.076805283917
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFC1
325000.00000000
PA
USD
313913.55000000
0.091888339392
Long
DBT
CORP
US
N
2
2025-02-07
Fixed
1.87500000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-2
61772LBL4
297683.32000000
PA
USD
238890.39000000
0.069927663950
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8G0
447000.00000000
PA
USD
435494.96000000
0.127477481263
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECQ2
224000.00000000
PA
USD
224985.08000000
0.065857320875
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BY5
449000.00000000
PA
USD
438248.06000000
0.128283364880
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAJ5
340000.00000000
PA
USD
335979.53000000
0.098347462483
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
7.75300000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CQ0
444000.00000000
PA
USD
446148.60000000
0.130596000002
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69300000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
198000.00000000
PA
USD
189679.84000000
0.055522819941
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACQ8
299000.00000000
PA
USD
303598.37000000
0.088868894196
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
6.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
258000.00000000
PA
USD
237135.31000000
0.069413919365
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DG1
325000.00000000
PA
USD
328818.29000000
0.096251234233
Long
DBT
CORP
US
N
2
2027-07-28
Fixed
5.38900000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAG2
900000.00000000
PA
USD
835145.64000000
0.244462674551
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
4.67107300
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
433000.00000000
PA
USD
429367.55000000
0.125683874298
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBH6
461000.00000000
PA
USD
434958.60000000
0.127320478707
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
310613.29000000
PA
USD
278202.84000000
0.081435149843
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BB3
424000.00000000
PA
USD
433682.86000000
0.126947045862
Long
DBT
CORP
AU
N
2
2026-09-08
Fixed
5.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
169000.00000000
PA
USD
172660.90000000
0.050541059406
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57400000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2022-B
47800AAD2
950000.00000000
PA
USD
926151.87000000
0.271101892097
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
3.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
371000.00000000
PA
USD
344511.63000000
0.100844966973
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2P9
349000.00000000
PA
USD
339215.29000000
0.099294629667
Long
DBT
CORP
CA
N
2
2024-08-06
Fixed
0.75000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAS9
238000.00000000
PA
USD
237354.04000000
0.069477945707
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.37500000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAB8
223000.00000000
PA
USD
224992.65000000
0.065859536755
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384A3E1
1274538.57000000
PA
USD
1298046.29000000
0.379962311417
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
5.50000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196CF7
448000.00000000
PA
USD
464896.14000000
0.136083753934
Long
DBT
CORP
US
N
2
2028-11-13
Fixed
5.33800000
N
N
N
N
N
N
Chase Auto Credit Linked Notes
N/A
JPMorgan Chase Bank NA - CACLN
46591HCD0
145862.60000000
PA
USD
140771.72000000
0.041206502823
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
0.76000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300K4FV16ICO2FF98
Dryden XXVIII Senior Loan Fund
26251BAL0
422142.99000000
PA
USD
422876.67000000
0.123783872898
Long
ABS-CBDO
CORP
KY
N
2
2030-08-15
Floating
6.85182000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJL6
844000.00000000
PA
USD
852802.66000000
0.249631212979
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.87500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AK4
259000.00000000
PA
USD
254735.29000000
0.074565761123
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
327000.00000000
PA
USD
325893.43000000
0.095395073267
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-A Owner Trust
891940AD0
800000.00000000
PA
USD
793352.96000000
0.232229179170
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
4.42000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MDG2
201000.00000000
PA
USD
208275.75000000
0.060966188950
Long
DBT
CORP
JP
N
2
2028-09-14
Fixed
5.71600000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
395000.00000000
PA
USD
363535.52000000
0.106413613694
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAU7
316000.00000000
PA
USD
318733.45000000
0.093299213842
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.40000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBK3
555000.00000000
PA
USD
537177.95000000
0.157241985202
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAG5
1213472.05000000
PA
USD
1195371.66000000
0.349907535991
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.17648000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
738000.00000000
PA
USD
734411.11000000
0.214975802508
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAC5
395000.00000000
PA
USD
387671.73000000
0.113478731642
Long
DBT
CORP
FI
N
2
2024-05-24
Fixed
0.62500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
467000.00000000
PA
USD
451761.40000000
0.132238971041
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.97600000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
326000.00000000
PA
USD
321018.22000000
0.093968008551
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2A6
336000.00000000
PA
USD
310917.32000000
0.091011287098
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
0.80000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-PSB
05606DAS7
380880.41000000
PA
USD
382363.25000000
0.111924840732
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.81281000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
531000.00000000
PA
USD
505697.48000000
0.148027065644
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAJ9
326000.00000000
PA
USD
338455.92000000
0.099072347933
Long
DBT
CORP
US
N
2
2027-11-03
Fixed
5.90000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAH8
368000.00000000
PA
USD
365674.05000000
0.107039601232
Long
DBT
CORP
JP
N
2
2024-07-26
Fixed
4.14200000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-1
14317CAE2
750000.00000000
PA
USD
701068.20000000
0.205215712094
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.95000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CE4
721000.00000000
PA
USD
706095.28000000
0.206687231986
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
3.00000000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 6 Ltd
48661NAA6
1300000.00000000
PA
USD
1301691.30000000
0.381029273694
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Floating
7.05743000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCG4
214000.00000000
PA
USD
216935.00000000
0.063500912611
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.87500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DN5
506000.00000000
PA
USD
472389.90000000
0.138277316977
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.75000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAB1
653000.00000000
PA
USD
647779.47000000
0.189617108886
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UYE3
281656.32000000
PA
USD
281450.54000000
0.082385812086
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
5.72191000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
611000.00000000
PA
USD
617184.90000000
0.180661508747
Long
DBT
CORP
NO
N
2
2026-10-09
Fixed
5.89600000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBG3
444000.00000000
PA
USD
458060.70000000
0.134082893408
Long
DBT
CORP
GB
N
2
2027-10-24
Fixed
5.30000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
21873000.00000000
NS
USD
21873000.00000000
6.402634252463
Long
STIV
RF
US
N
1
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2022-C
47800BAD0
1150000.00000000
PA
USD
1157821.38000000
0.338915870059
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
5.20000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
470000.00000000
PA
USD
445848.71000000
0.130508216616
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398SSH7
490583.87000000
PA
USD
491887.84000000
0.143984726958
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Floating
5.95191000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBQ7
236000.00000000
PA
USD
233294.07000000
0.068289516914
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.80000000
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAS4
439000.00000000
PA
USD
447398.33000000
0.130961819236
Long
DBT
CORP
GB
N
2
2026-11-21
Fixed
6.83300000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FV5
157000.00000000
PA
USD
159404.46000000
0.046660652658
Long
DBT
CORP
US
N
2
2025-11-10
Fixed
5.25000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABC4
257000.00000000
PA
USD
249245.10000000
0.072958680314
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
4.29800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RTQ6
31367.74000000
PA
USD
30695.32000000
0.008985091538
Long
ABS-MBS
USGA
US
N
2
2057-04-16
Fixed
2.35000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BU5
420000.00000000
PA
USD
436669.64000000
0.127821331965
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EXB0
107000.00000000
PA
USD
109764.43000000
0.032130091858
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395DC80
771000.30000000
PA
USD
765165.83000000
0.223978281533
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Floating
5.86191000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEP6
650000.00000000
PA
USD
638920.04000000
0.187023788812
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
4.27000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
462000.00000000
PA
USD
426708.48000000
0.124905515012
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2B4
207000.00000000
PA
USD
196400.65000000
0.057490126132
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
1.20000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CF8
173000.00000000
PA
USD
178982.14000000
0.052391404020
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
5.68400000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFG9
744054.62000000
PA
USD
706947.57000000
0.206936713133
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CQ1
444000.00000000
PA
USD
424422.10000000
0.124236249026
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QBN1
706995.11000000
PA
USD
713662.36000000
0.208902257158
Long
ABS-MBS
USGA
US
N
2
2070-04-20
Floating
6.68719000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
117252.67000000
PA
USD
117303.89000000
0.034337032142
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
215000.00000000
PA
USD
208126.42000000
0.060922477279
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
245000.00000000
PA
USD
243021.88000000
0.071137027979
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-3
03066JAD5
550000.00000000
PA
USD
521403.69000000
0.152624565672
Long
ABS-O
CORP
US
N
2
2027-08-18
Fixed
1.17000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
8000.00000000
PA
USD
7123.31000000
0.002085125433
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
587000.00000000
PA
USD
570952.42000000
0.167128401262
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBW5
268000.00000000
PA
USD
268162.85000000
0.078496257881
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.70000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AV6
334000.00000000
PA
USD
303556.71000000
0.088856699538
Long
DBT
CORP
US
N
2
2027-01-14
Fixed
1.15000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
495000.00000000
PA
USD
459705.72000000
0.134564421383
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
150251.31000000
PA
USD
132492.33000000
0.038782971254
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAB7
468000.00000000
PA
USD
450335.73000000
0.131821650894
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZL9
468000.00000000
PA
USD
451270.74000000
0.132095345725
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AS4
233000.00000000
PA
USD
228160.52000000
0.066786831271
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2021-C
44935FAF1
850000.00000000
PA
USD
789921.92000000
0.231224849895
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.49000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBM1
355000.00000000
PA
USD
349895.80000000
0.102421013755
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.69600000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
372000.00000000
PA
USD
366604.39000000
0.107311929068
Long
DBT
CORP
CH
N
2
2026-05-12
Fixed
4.48800000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAS9
176000.00000000
PA
USD
171448.94000000
0.050186296154
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
650769.25000000
PA
USD
651584.01000000
0.190730768563
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.77743000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAJ8
750000.00000000
PA
USD
721092.60000000
0.211077226715
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Floating
8.37629000
N
N
N
N
N
N
Chase Auto Owner Trust
N/A
Chase Auto Owner Trust 2023-A
16144KAC2
1050000.00000000
PA
USD
1071323.51000000
0.313596333406
Long
ABS-O
CORP
US
N
2
2029-01-25
Fixed
5.68000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AL4
710000.00000000
PA
USD
694913.82000000
0.203414210508
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FLUM4
309217.30000000
PA
USD
305823.73000000
0.089520298491
Long
ABS-MBS
USGSE
US
N
2
2034-08-15
Floating
5.85292000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAL1
290000.00000000
PA
USD
295812.43000000
0.086589804627
Long
DBT
CORP
US
N
2
2028-08-03
Fixed
5.10000000
N
N
N
N
N
TRANS-ALLEGHENY INTERSTA
N/A
Trans-Allegheny Interstate Line Co
893045AE4
272000.00000000
PA
USD
266608.17000000
0.078041174106
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VBJ5
385000.00000000
PA
USD
379988.69000000
0.111229762819
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHY8
496000.00000000
PA
USD
476750.48000000
0.139553739913
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
2.01500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CA0
365000.00000000
PA
USD
351990.05000000
0.103034039713
Long
DBT
CORP
JP
N
2
2025-10-11
Fixed
0.96200000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AJ3
587000.00000000
PA
USD
582717.01000000
0.170572115746
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YK0
369000.00000000
PA
USD
358948.84000000
0.105071007080
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AW3
444000.00000000
PA
USD
460272.08000000
0.134730205498
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.25000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
331000.00000000
PA
USD
309927.65000000
0.090721592267
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
421000.00000000
PA
USD
403545.45000000
0.118125264965
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
245000.00000000
PA
USD
241410.05000000
0.070665215334
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAN8
389000.00000000
PA
USD
396947.15000000
0.116193819732
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.10000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UJP5
869960.12000000
PA
USD
860331.14000000
0.251834939213
Long
ABS-MBS
USGSE
US
N
2
2041-06-25
Floating
6.10191000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300BU8OEB78D7JI24
Sequoia Mortgage Trust 2014-4
81745LBP7
164319.36000000
PA
USD
154227.14000000
0.045145154721
Long
ABS-MBS
CORP
US
N
2
2044-11-25
Variable
3.90699200
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CU7
231000.00000000
PA
USD
237037.83000000
0.069385385154
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396W3U8
966937.22000000
PA
USD
953765.89000000
0.279185029769
Long
ABS-MBS
USGSE
US
N
2
2037-08-25
Floating
5.72191000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
415000.00000000
PA
USD
404433.76000000
0.118385289838
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLD5
436000.00000000
PA
USD
446515.19000000
0.130703307719
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.40000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
-9.00000000
NC
USD
-32973.67000000
-0.00965200699
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
WI TREAS. NT/BD
United States Treasury Note/Bond - When Issued
2024-03-19
-983041.96000000
USD
-32973.67000000
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BF5
36000.00000000
PA
USD
35627.70000000
0.010428890977
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM 26 Ltd
50200FAL3
600000.00000000
PA
USD
593307.60000000
0.173672178576
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.92743000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
444000.00000000
PA
USD
430781.30000000
0.126097705239
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle US CLO 2020-2 Ltd
14315GAN5
850000.00000000
PA
USD
851010.65000000
0.249106658295
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
6.77983000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBQ9
279000.00000000
PA
USD
279199.24000000
0.081726814670
Long
DBT
CORP
US
N
2
2027-04-26
Fixed
4.94700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
690.00000000
NC
USD
1423975.66000000
0.416824182114
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-03-28
140656727.47000000
USD
1423975.66000000
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
248000.00000000
PA
USD
215947.52000000
0.063211858834
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.62500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACG0
160000.00000000
PA
USD
161129.60000000
0.047165633248
Long
DBT
CORP
US
N
2
2026-06-26
Fixed
5.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UDY3
252139.75000000
PA
USD
251686.23000000
0.073673244505
Long
ABS-MBS
USGA
US
N
2
2063-12-20
Floating
6.03719000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
126000.00000000
PA
USD
123937.54000000
0.036278824979
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAN8
525000.00000000
PA
USD
487626.83000000
0.142737450014
Long
DBT
CORP
US
N
2
2025-09-22
Fixed
0.90000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAK2
535000.00000000
PA
USD
533131.99000000
0.156057657397
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.75000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2017-2
33850RAC6
14333.12000000
PA
USD
12965.62000000
0.003795278321
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AP1
335000.00000000
PA
USD
313221.57000000
0.091685783966
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
VMWARE LLC
549300BUDHS3LRWBE814
VMware LLC
928563AJ4
408000.00000000
PA
USD
373314.66000000
0.109276150005
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Wellman Park CLO Ltd
N/A
Wellman Park CLO Ltd
949723AA8
500000.00000000
PA
USD
499939.50000000
0.146341597716
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.75548000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UZF0
343667.59000000
PA
USD
341933.34000000
0.100090253497
Long
ABS-MBS
USGA
US
N
2
2067-03-20
Floating
5.90719000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
189400.00000000
PA
USD
175128.41000000
0.051263345514
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398N2W3
190160.33000000
PA
USD
188137.27000000
0.055071280988
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Floating
5.88191000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RRL2
704860.35000000
PA
USD
702615.44000000
0.205668618042
Long
ABS-MBS
USGA
US
N
2
2066-03-20
Floating
6.43719000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBH5
213000.00000000
PA
USD
193713.62000000
0.056703582434
Long
DBT
CORP
GB
N
2
2026-10-13
Fixed
1.50000000
N
N
N
N
N
N
GM Financial Automobile Leasin
254900DSTG5GSVOBDN09
GM Financial Automobile Leasing Trust 2023-1
362541AE4
450000.00000000
PA
USD
449934.75000000
0.131704276584
Long
ABS-O
CORP
US
N
2
2027-01-20
Fixed
5.16000000
N
N
N
N
N
N
Rate Mortgage Trust
N/A
RATE Mortgage Trust 2021-HB1
75409XBG0
537343.90000000
PA
USD
431217.62000000
0.126225424225
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2023-3
96041CAJ1
1000000.00000000
PA
USD
1005384.80000000
0.294294845580
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
5.92000000
N
N
N
N
N
N
THL Credit Wind River 2019-1 C
549300TGVPUHSOMYKZ89
THL Credit Wind River 2019-1 CLO Ltd
97316JAC7
1850000.00000000
PA
USD
1843798.80000000
0.539714229942
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.83743000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
125000.00000000
PA
USD
110894.19000000
0.032460793640
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CV2
434000.00000000
PA
USD
440320.93000000
0.128890132514
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.95000000
N
N
N
N
N
N
DAIWA CAPITAL MARKETS AMERICA INC.
M67H5PRC0NQKM73ZAS82
DAIWA CAPITAL MARKETS AMERICA INC
000000000
744561.00000000
PA
USD
744561.00000000
0.217946864245
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
795845.86530600
USD
759452.56850418
USD
UST
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2A9
454000.00000000
PA
USD
446920.81000000
0.130822040243
Long
DBT
CORP
CA
N
2
2025-06-06
Fixed
3.76600000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEY7
600000.00000000
PA
USD
607461.00000000
0.177815142213
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
5.52000000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BK7
410000.00000000
PA
USD
378687.50000000
0.110848880285
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
269000.00000000
PA
USD
276081.72000000
0.080814258535
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64300000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
651290AR9
306000.00000000
PA
USD
306177.65000000
0.089623897463
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.37500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
470000.00000000
PA
USD
460026.60000000
0.134658348932
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
338000.00000000
PA
USD
331328.14000000
0.096985914047
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAG0
800000.00000000
PA
USD
774357.60000000
0.226668883711
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.12248000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CQ5
425000.00000000
PA
USD
420258.21000000
0.123017400915
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.35000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BL3
475000.00000000
PA
USD
436525.14000000
0.127779034125
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.65000000
N
N
N
N
N
N
FS Rialto Issuer Ltd
N/A
FS RIALTO
30319YAL2
2000000.00000000
PA
USD
1881693.90000000
0.550806831106
Long
ABS-CBDO
CORP
US
N
2
2038-05-16
Floating
8.92273000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO XIX Ltd
08182RAA1
1000000.00000000
PA
USD
1001261.00000000
0.293087732558
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
7.00548000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
280414.51000000
PA
USD
261278.63000000
0.076481118542
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
713000.00000000
PA
USD
704946.12000000
0.206350851463
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
454000.00000000
PA
USD
415028.64000000
0.121486608431
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
27000.00000000
PA
USD
26387.20000000
0.007724024621
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AB1
250000.00000000
PA
USD
239823.25000000
0.070200729437
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
1.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
560000.00000000
PA
USD
547009.69000000
0.160119918512
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD SECURITIES (USA) LLC
000000000
4044316.00000000
PA
USD
4044316.00000000
1.183846575658
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
2145317.43188210
USD
1657619.47074153
USD
6497792.43520538
USD
2467582.84996622
USD
AMBS
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3133Q3JM4
2390734.92000000
PA
USD
2401693.57000000
0.703020413989
Long
ABS-MBS
USGSE
US
N
2
2053-10-25
Floating
6.33743000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
316000.00000000
PA
USD
273273.60000000
0.079992269540
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.88700000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBJ5
179000.00000000
PA
USD
177212.96000000
0.051873532102
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.41400000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCY6
323000.00000000
PA
USD
312932.29000000
0.091601106325
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.37500000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BK3
223000.00000000
PA
USD
218585.67000000
0.063984094447
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAJ0
500000.00000000
PA
USD
473347.59000000
0.138557650667
Long
DBT
CORP
US
N
2
2025-09-30
Fixed
1.75000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300F7COUCG1RROP29
Magnetite XXVI Ltd
55954YAS4
500000.00000000
PA
USD
496608.00000000
0.145366405652
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
7.03983000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Tru
N/A
THPT 2023-THL Mortgage Trust
87252LAA3
700000.00000000
PA
USD
712587.33000000
0.208587575866
Long
ABS-MBS
CORP
US
N
2
2034-12-10
Variable
6.99398000
N
N
N
N
N
N
Cedar Funding Ltd
549300PPJP6KEORGHQ85
Cedar Funding IV CLO Ltd
150323BA0
1000000.00000000
PA
USD
999110.00000000
0.292458094819
Long
ABS-CBDO
CORP
KY
N
2
2034-07-23
Floating
6.83354000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200AS0
255000.00000000
PA
USD
273418.17000000
0.080034587870
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
370000.00000000
PA
USD
346244.33000000
0.101352160516
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCQ6
444000.00000000
PA
USD
440751.26000000
0.129016098116
Long
DBT
CORP
US
N
2
2025-05-09
Fixed
4.16600000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKW8
429000.00000000
PA
USD
434968.08000000
0.127323253679
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDU7
305000.00000000
PA
USD
298776.22000000
0.087457361129
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LNT9
642000.00000000
PA
USD
648611.10000000
0.189860542467
Long
DBT
CORP
CA
N
2
2026-06-05
Fixed
5.30000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P1
14688DAC5
712226.66000000
PA
USD
699964.11000000
0.204892524399
Long
ABS-O
CORP
US
N
2
2027-02-10
Fixed
3.35000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
335000.00000000
PA
USD
326727.80000000
0.095639308897
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
466720.04000000
PA
USD
459967.67000000
0.134641099024
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.85648000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-1 Trust
95002KAS2
177219.62360000
PA
USD
148854.29000000
0.043572421514
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAB9
488000.00000000
PA
USD
450296.13000000
0.131810059236
Long
DBT
CORP
GB
N
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
Hyundai Auto Lease Securitizat
N/A
Hyundai Auto Lease Securitization Trust 2023-A
44933VAE1
900000.00000000
PA
USD
897420.42000000
0.262691661864
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
4.94000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
318000.00000000
PA
USD
292634.56000000
0.085659582924
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
Octagon Investment Partners XV
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd
67590EAS3
400000.00000000
PA
USD
393668.00000000
0.115233951488
Long
ABS-CBDO
CORP
KY
N
2
2030-07-19
Floating
7.00842000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
54000.00000000
PA
USD
54533.88000000
0.015963081790
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
388000.00000000
PA
USD
351688.47000000
0.102945761633
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDM5
389000.00000000
PA
USD
389391.44000000
0.113982122770
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.54600000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAH4
257000.00000000
PA
USD
251643.65000000
0.073660780547
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
330000.00000000
PA
USD
314981.40000000
0.092200918965
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BSK9
724771.17000000
PA
USD
723604.51000000
0.211812509530
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Floating
6.13719000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AB8
857000.00000000
PA
USD
854798.20000000
0.250215344683
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
92338CAA1
455000.00000000
PA
USD
461011.66000000
0.134946694330
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDU7
181000.00000000
PA
USD
183768.91000000
0.053792580702
Long
DBT
CORP
US
N
2
2029-07-24
Fixed
5.29900000
N
N
N
N
N
N
Credit Suisse Commercial Mortg
N/A
CSWF 2021-SOP2
12657VAL6
2520000.01000000
PA
USD
1842591.50000000
0.539360830759
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
7.79316800
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AP4
163000.00000000
PA
USD
166462.23000000
0.048726593313
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
N
PFP III
N/A
PFP 2021-8 Ltd
69357XAL5
500000.00000000
PA
USD
470001.90000000
0.137578304926
Long
ABS-CBDO
CORP
KY
N
2
2037-08-09
Floating
7.97648000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
441000.00000000
PA
USD
427995.47000000
0.125282240941
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
BNP Paribas (Suisse) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS SA
000000000
4044316.00000000
PA
USD
4044316.00000000
1.183846575658
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
4983345.33713217
USD
2748544.17771950
USD
AMBS
12673.49972137
USD
13084.69803979
USD
2040031.31493469
USD
1363573.44481844
USD
UST
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
340000.00000000
PA
USD
325670.80000000
0.095329905321
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
1056000.00000000
PA
USD
1032638.64000000
0.302272551862
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2021-FL4 Ltd
05609GAJ7
1500000.00000000
PA
USD
1268788.73000000
0.371398078994
Long
ABS-CBDO
CORP
US
N
2
2038-05-15
Floating
7.72629000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379UD52
188.82000000
PA
USD
187.96000000
0.000055019390
Long
ABS-MBS
USGA
US
N
2
2049-05-16
Fixed
2.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
473000.00000000
PA
USD
441361.79000000
0.129194811611
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AF6
500000.00000000
PA
USD
489622.20000000
0.143321531956
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
3.55000000
N
N
N
N
N
N
American Express Credit Accoun
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJV3
1500000.00000000
PA
USD
1475200.20000000
0.431818558485
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZV5
200000.00000000
PA
USD
202378.36000000
0.059239913120
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
5.80000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DV5
188000.00000000
PA
USD
191461.27000000
0.056044277662
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
621000.00000000
PA
USD
588338.34000000
0.172217583674
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RLL8
1618226.84000000
PA
USD
1613273.45000000
0.472235168909
Long
ABS-MBS
USGA
US
N
2
2065-11-20
Floating
6.03719000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
328000.00000000
PA
USD
324295.07000000
0.094927203542
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-A
345286AE8
750000.00000000
PA
USD
705621.60000000
0.206548577032
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.91000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZE5
467000.00000000
PA
USD
452357.45000000
0.132413445971
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391DGW7
5877.11000000
PA
USD
6066.71000000
0.001775838945
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
7.00000000
N
N
N
N
N
N
Deer Creek CLO, Ltd.
N/A
Deer Creek Clo Ltd 2017-1
24380LAC7
148648.86000000
PA
USD
148839.87000000
0.043568200511
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.85743000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300VC6J79YJCFU884
Carlyle US Clo 2017-2 Ltd
14315JAS8
800000.00000000
PA
USD
797340.00000000
0.233396259994
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.07743000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
389000.00000000
PA
USD
374280.69000000
0.109558924968
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
HGI CRE CLO Ltd
549300VYJ293N0KO2L78
HGI CRE CLO 2021-FL1 Ltd
40441LAE6
1360000.00000000
PA
USD
1309598.54000000
0.383343870030
Long
ABS-CBDO
CORP
KY
N
2
2036-06-16
Floating
7.07273000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCH1
271000.00000000
PA
USD
270688.42000000
0.079235539232
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.62500000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
305000.00000000
PA
USD
294334.78000000
0.086157268967
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADQP7
310456.15000000
PA
USD
308371.90000000
0.090266195283
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
5.80191000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAR5
271620.07000000
PA
USD
267576.84000000
0.078324721846
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.08900000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
580000.00000000
PA
USD
552859.18000000
0.161832173120
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
WMRK Commercial Mortgage Trust
N/A
WMRK Commercial Mortgage Trust 2022-WMRK
929342AA1
250000.00000000
PA
USD
250585.40000000
0.073351011073
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
8.15081000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
408000.00000000
PA
USD
408402.69000000
0.119547069528
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCR3
272000.00000000
PA
USD
268029.60000000
0.078457253126
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300ZUG1L9OO3W6B29
Sequoia Mortgage Trust 2018-CH1
81747DAU3
42273.61000000
PA
USD
38776.05000000
0.011350471627
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
4.00000000
N
N
N
N
N
N
Carbone CLO, LTD
5493005I53NEC017LN87
Carbone Clo Ltd
141312AA6
217291.19000000
PA
USD
217573.45000000
0.063687798811
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
6.81743000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
301000.00000000
PA
USD
294341.67000000
0.086159285798
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAG9
100000.00000000
PA
USD
95978.38000000
0.028094658404
Long
ABS-CBDO
CORP
KY
N
2
2034-08-15
Floating
7.32629000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEF9
268000.00000000
PA
USD
269786.74000000
0.078971600712
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
256000.00000000
PA
USD
257308.48000000
0.075318981735
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWD7
138000.00000000
PA
USD
129743.83000000
0.037978434142
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
2.35000000
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
462000.00000000
PA
USD
432195.75000000
0.126511741083
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142FA6
435000.00000000
PA
USD
432812.27000000
0.126692207963
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.00000000
N
N
N
N
N
N
HGI CRE CLO Ltd
549300VYJ293N0KO2L78
HGI CRE CLO 2021-FL1 Ltd
40441LAJ5
2100000.00000000
PA
USD
1965909.96000000
0.575458439498
Long
ABS-CBDO
CORP
KY
N
2
2036-06-16
Floating
7.82273000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AD3
288000.00000000
PA
USD
282979.38000000
0.082833332013
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.65000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAN8
475000.00000000
PA
USD
461700.75000000
0.135148403800
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.85000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBZ7
505000.00000000
PA
USD
495669.50000000
0.145091689233
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
444000.00000000
PA
USD
409267.61000000
0.119800247712
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBD7
485000.00000000
PA
USD
482987.92000000
0.141379554707
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.75000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JGWPT XXXIII LLC
46618HAA7
312120.56000000
PA
USD
267499.21000000
0.078301998100
Long
ABS-O
CORP
US
N
2
2077-06-15
Fixed
3.50000000
N
N
N
N
N
N
Babson CLO Ltd
549300TE5WUQQTRVZ282
Barings CLO Ltd 2017-I
06760BAC6
250000.00000000
PA
USD
249436.50000000
0.073014706657
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
7.00665000
N
N
N
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAG1
1800000.00000000
PA
USD
1782801.36000000
0.521859143824
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
7.45400000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKZ7
456000.00000000
PA
USD
463616.48000000
0.135709173632
Long
DBT
CORP
US
N
2
2025-09-11
Fixed
5.60000000
N
N
N
N
N
N
Octagon Investment Partners 32
N/A
Octagon Investment Partners 32 Ltd
67578BAC0
1100000.00000000
PA
USD
1091971.10000000
0.319640267341
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
6.85548000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAC5
1300000.00000000
PA
USD
1195486.89000000
0.349941265957
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.56648000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
176000.00000000
PA
USD
174371.91000000
0.051041903883
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDZ1
140000.00000000
PA
USD
128672.60000000
0.037664865181
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
1.30000000
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
352000.00000000
PA
USD
381644.03000000
0.111714311650
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2021-B Trust
83405NAA4
324804.39000000
PA
USD
273564.74000000
0.080077491637
Long
ABS-O
CORP
US
N
2
2047-02-15
Fixed
1.14000000
N
N
N
N
N
N
DLLAD LLC
N/A
DLLAD 2023-1 LLC
233258AB8
500925.00000000
PA
USD
499378.14000000
0.146177277195
Long
ABS-O
CORP
US
N
2
2026-04-20
Fixed
5.19000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCX1
335000.00000000
PA
USD
334256.71000000
0.097843161000
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.46800000
N
N
N
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-FL4 LLC
91835RAG5
4000000.00000000
PA
USD
3559985.00000000
1.042073876434
Long
ABS-CBDO
CORP
US
N
2
2036-06-16
Floating
7.72273000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398W6B5
407356.06000000
PA
USD
407095.52000000
0.119164436537
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
Floating
6.10292000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
81000.00000000
PA
USD
77402.21000000
0.022657067661
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.70500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DA4
519000.00000000
PA
USD
503434.98000000
0.147364789779
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
2.99900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
348000.00000000
PA
USD
321277.42000000
0.094043881215
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DG9
646000.00000000
PA
USD
640904.10000000
0.187604560106
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CM2
226000.00000000
PA
USD
220602.10000000
0.064574341042
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.70000000
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
550000.00000000
PA
USD
521040.22000000
0.152518171237
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Clear Creek CLO Ltd
254900YU962C7CTRM558
Clear Creek CLO Ltd
18452LAG3
357645.56000000
PA
USD
358111.93000000
0.104826027944
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.87743000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BQ1
155000.00000000
PA
USD
157110.63000000
0.045989205918
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.40000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
549300UOGMFS1M8XVM16
JPMBB Commercial Mortgage Securities Trust 2013-C15
46640NAP3
751700.88000000
PA
USD
630597.58000000
0.184587649852
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
4.68938900
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FL7
448000.00000000
PA
USD
438818.02000000
0.128450202781
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AY5
416000.00000000
PA
USD
423575.24000000
0.123988357340
Long
DBT
CORP
GB
N
2
2027-08-07
Fixed
5.98500000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2F8
216000.00000000
PA
USD
225051.89000000
0.065876877405
Long
DBT
CORP
AU
N
2
2028-10-06
Fixed
5.75000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
78931.98000000
PA
USD
80005.04000000
0.023418964452
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BC4
159000.00000000
PA
USD
160890.31000000
0.047095588611
Long
DBT
CORP
US
N
2
2028-12-08
Fixed
4.85000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RYK3
9534.06000000
PA
USD
9417.10000000
0.002756560463
Long
ABS-MBS
USGA
US
N
2
2057-10-16
Fixed
2.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2S0
515000.00000000
PA
USD
525032.47000000
0.153686777126
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.53200000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCC2
80000.00000000
PA
USD
81331.84000000
0.023807343510
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
280000.00000000
PA
USD
269048.94000000
0.078755632918
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Co of Canada or Bell Canada
0778FPAC3
472000.00000000
PA
USD
467203.74000000
0.136759231408
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.75000000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
Sofi Professional Loan Program 2018-A LLC
83406EAC9
278693.94000000
PA
USD
271444.78000000
0.079456939883
Long
ABS-O
CORP
US
N
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
333443.09000000
PA
USD
330901.29000000
0.096860967107
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBV1
326000.00000000
PA
USD
313773.48000000
0.091847338296
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
990000.00000000
PA
USD
953002.19000000
0.278961480563
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAL5
2000000.00000000
PA
USD
1921635.80000000
0.562498568730
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
7.90881000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BW3
242000.00000000
PA
USD
251076.38000000
0.073494730058
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJR3
71100.00000000
PA
USD
70783.38000000
0.020719612915
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAH9
43000.00000000
PA
USD
42931.48000000
0.012566843339
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABR5
194000.00000000
PA
USD
183962.54000000
0.053849259807
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
CIFC Funding Ltd
254900PA63PFHC11GD90
CIFC Funding 2018-IV Ltd
17181TAA9
600000.00000000
PA
USD
600775.20000000
0.175858084101
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
6.81444000
N
N
N
N
N
N
Rad CLO Ltd
N/A
Rad CLO 7 Ltd
48661CAA0
1000000.00000000
PA
USD
1000726.00000000
0.292931128099
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
6.86444000
N
N
N
N
N
N
NATIONAL SECS CLEARING
549300RYC9NELN2ICA34
National Securities Clearing Corp
637639AK1
250000.00000000
PA
USD
254885.37000000
0.074609692333
Long
DBT
CORP
US
N
2
2028-05-30
Fixed
5.00000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EX7
288000.00000000
PA
USD
286592.65000000
0.083891003401
Long
DBT
CORP
US
N
2
2027-09-09
Fixed
3.95000000
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-2
14314QAE4
300000.00000000
PA
USD
281549.46000000
0.082414767812
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.03000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HSBC SECURITIES (USA) INC
000000000
4044316.00000000
PA
USD
4044316.00000000
1.183846575658
Long
RA
CORP
US
N
2
Repurchase
Y
5.34000000
2024-01-02
7141050.33537222
USD
4125202.32087108
USD
AMBS
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BD9
444000.00000000
PA
USD
457588.26000000
0.133944601426
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
400000.00000000
PA
USD
392568.74000000
0.114912177624
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RZY2
50141.58000000
PA
USD
48761.56000000
0.014273416278
Long
ABS-MBS
USGA
US
N
2
2051-11-16
Fixed
2.30000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2021-C
12598LAC0
418166.38000000
PA
USD
402271.04000000
0.117752221436
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.81000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDR0
165000.00000000
PA
USD
162112.54000000
0.047453358083
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACZ6
181000.00000000
PA
USD
183533.32000000
0.053723619124
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391CDB8
7652.86000000
PA
USD
7983.51000000
0.002336921985
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.50000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2022-4
36265QAF3
600000.00000000
PA
USD
605094.36000000
0.177122382631
Long
ABS-O
CORP
US
N
2
2028-08-16
Fixed
5.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
473000.00000000
PA
USD
466671.45000000
0.136603420217
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
Trafigura Securitisation Finan
N/A
Trafigura Securitisation Finance PLC 2021-1
892725AS1
650000.00000000
PA
USD
627913.65000000
0.183802013582
Long
ABS-O
CORP
IE
N
2
2025-01-15
Fixed
1.08000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAW9
465000.00000000
PA
USD
449841.85000000
0.131677083024
Long
DBT
CORP
JP
N
2
2024-09-16
Fixed
0.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BLD88
254549.21000000
PA
USD
250504.60000000
0.073327359409
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Floating
5.85292000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KW0
445000.00000000
PA
USD
444060.19000000
0.129984683520
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.50000000
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXIII
83614BAQ2
800000.00000000
PA
USD
796431.20000000
0.233130237317
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
6.82548000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
352000.00000000
PA
USD
354403.13000000
0.103740393147
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BY5
430000.00000000
PA
USD
421610.64000000
0.123413282351
Long
DBT
CORP
US
N
2
2027-08-05
Fixed
3.75000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VBK4
212000.00000000
PA
USD
215534.08000000
0.063090837250
Long
DBT
CORP
JP
N
2
2026-09-14
Fixed
5.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGR6
802000.00000000
PA
USD
809064.49000000
0.236828236461
Long
DBT
UST
US
N
2
2026-03-15
Fixed
4.62500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCM0
165000.00000000
PA
USD
166650.40000000
0.048781674174
Long
DBT
CORP
US
N
2
2028-02-28
Fixed
4.90000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAH5
256000.00000000
PA
USD
250878.43000000
0.073436786408
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
4.26000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DE6
217000.00000000
PA
USD
216448.34000000
0.063358458170
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.99000000
N
N
N
N
N
N
2024-02-21
Voya Investors Trust
Dorothy Roman
Dorothy Roman
Vice President, Fund Administration