0001145549-22-038093.txt : 20220624
0001145549-22-038093.hdr.sgml : 20220624
20220624125235
ACCESSION NUMBER: 0001145549-22-038093
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220430
FILED AS OF DATE: 20220624
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN CENTURY MUTUAL FUNDS, INC.
CENTRAL INDEX KEY: 0000100334
IRS NUMBER: 446006315
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00816
FILM NUMBER: 221039000
BUSINESS ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
BUSINESS PHONE: 816-531-5575
MAIL ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
FORMER COMPANY:
FORMER CONFORMED NAME: AMERICAN CENTURY MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19970107
FORMER COMPANY:
FORMER CONFORMED NAME: TWENTIETH CENTURY INVESTORS INC
DATE OF NAME CHANGE: 19920703
0000100334
S000006192
BALANCED FUND
C000017045
INVESTOR CLASS
TWBIX
C000017047
I CLASS
ABINX
C000189734
R5 CLASS
ABGNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000100334
XXXXXXXX
S000006192
C000017047
C000017045
C000189734
American Century Mutual Funds, Inc.
811-00816
0000100334
549300DMFK0SMVLOE939
4500 Main St
Kansas City
64111
816-531-5575
Balanced Fund
S000006192
TEE5XU4ZMMYOHLLT7896
2022-10-31
2022-04-30
N
988206565.440000000000
29586442.830000000000
958620122.610000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
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JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
BOUGHT EUR/SOLD USD
N/A
1
NC
USD
-8031.6300000000
-0.0008378324
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
176693.3600000000
USD
159430.2500000000
EUR
2022-06-30
-8031.6300000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
BOUGHT EUR/SOLD USD
N/A
1
NC
USD
-9073.1500000000
-0.0009464802
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
289198.2800000000
USD
264792.8500000000
EUR
2022-06-30
-9073.1500000000
N
N
N
JPMORGAN CHASE BANK N.A
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N/A
1
NC
USD
-3873.0100000000
-0.0004040193
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
146868.8200000000
USD
135169.1200000000
EUR
2022-06-30
-3873.0100000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
BOUGHT EUR/SOLD USD
N/A
1
NC
USD
-2314.1400000000
-0.0002414032
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
150443.1400000000
USD
140021.3500000000
EUR
2022-06-30
-2314.1400000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
BOUGHT EUR/SOLD USD
N/A
1
NC
USD
-1739.2600000000
-0.0001814337
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
174067.5400000000
USD
162896.1200000000
EUR
2022-06-30
-1739.2600000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
BOUGHT EUR/SOLD USD
N/A
1
NC
USD
-168.3400000000
-0.0000175607
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
134364.4200000000
USD
126851.0300000000
EUR
2022-06-30
-168.3400000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
202127.4500000000
0.0210852501
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
4247083.2300000000
EUR
4695129.2800000000
USD
2022-06-30
202127.4500000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
8585.9900000000
0.0008956614
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
140714.5200000000
EUR
157448.2900000000
USD
2022-06-30
8585.9900000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
2577.7000000000
0.0002688969
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
95658.1500000000
EUR
103774.7400000000
USD
2022-06-30
2577.7000000000
N
N
N
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
5337.6700000000
0.0005568076
N/A
DFE
CORP
N/A
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
175373.2700000000
EUR
190865.5700000000
USD
2022-06-30
5337.6700000000
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
40386.0000000000
NS
USD
4214682.9600000000
0.4396614322
Long
EC
CORP
IE
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
G6095L109
41735.0000000000
NS
USD
4440604.0000000000
0.4632287488
Long
EC
CORP
IE
N
1
N
N
N
ABN Amro Mortgage Corp
N/A
ABN Amro Mortgage Corp 5.50
000780BZ8
4126.8200000000
PA
USD
3933.4200000000
0.0004103210
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Fixed
5.500000000000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund CLO IV Ltd 3.12
00085UAQ4
600000.0000000000
PA
USD
600502.9800000000
0.0626424342
Long
ABS-CBDO
CORP
US
N
2
2033-10-27
Variable
3.124860000000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc 2.10 07/01/2030
00108WAM2
370000.0000000000
PA
USD
313053.2300000000
0.0326566512
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.100000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.80 06/15/2044
00206RCG5
94000.0000000000
PA
USD
90397.0200000000
0.0094299105
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.800000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 5.15 03/15/2042
00206RDH2
460000.0000000000
PA
USD
471318.0600000000
0.0491663015
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.150000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.55 03/09/2049
00206RDK5
410000.0000000000
PA
USD
392651.6600000000
0.0409600895
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.550000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 5.25 03/01/2037
00206RDR0
793000.0000000000
PA
USD
842687.2400000000
0.0879062749
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.250000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.90 08/15/2037
00206RFW7
365000.0000000000
PA
USD
369179.2500000000
0.0385115273
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.900000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.35 03/01/2029
00206RHJ4
875000.0000000000
PA
USD
884275.1700000000
0.0922445867
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.350000000000001
N
N
N
N
N
N
Aaset 2021-2 Trust
N/A
Aaset 2021-2 Trust 2.80
00258BAA2
1544573.2900000000
PA
USD
1394134.6300000000
0.1454313963
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
2.798000000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc 4.40 11/06/2042
00287YAM1
240000.0000000000
PA
USD
228148.7700000000
0.0237997059
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.400000000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc 3.20 11/21/2029
00287YBX6
440000.0000000000
PA
USD
410154.9200000000
0.0427859702
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.200000000000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust 2004-4
N/A
Adjustable Rate Mortgage Trust 2004-4 2.59
007036DP8
94195.6200000000
PA
USD
95246.5000000000
0.0099357918
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
2.594533000000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.00 10/29/2028
00774MAW5
308000.0000000000
PA
USD
268132.2900000000
0.0279706511
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.000000000000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.40 10/29/2033
00774MAY1
176000.0000000000
PA
USD
144610.1600000000
0.0150852414
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.400000000000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85 10/29/2041
00774MAZ8
154000.0000000000
PA
USD
119210.9100000000
0.0124356778
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.850000000000000
N
N
N
N
N
N
Aimco CDO
5493004I93856WYBB035
AIMCO CLO 10 Ltd 2.74
00901AAL1
1090000.0000000000
PA
USD
1078798.7200000000
0.1125366237
Long
ABS-CBDO
CORP
US
N
2
2032-07-22
Variable
2.736290000000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd 5.25 08/11/2025
00928QAT8
371000.0000000000
PA
USD
370603.0500000000
0.0386600533
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
5.250000000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA 3.75 01/15/2030
00973RAF0
440000.0000000000
PA
USD
411344.3300000000
0.0429100454
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.750000000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA 4.00 01/15/2031
00973RAJ2
160000.0000000000
PA
USD
150563.0700000000
0.0157062288
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.000000000000000
N
N
N
N
N
N
Alfa Desarrollo SpA
2549006BJAN34R520038
Alfa Desarrollo SpA 4.55 09/27/2051
01538TAA3
99730.4000000000
PA
USD
78350.7000000000
0.0081732793
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.550000000000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC 2.48
01627AAB4
642000.0000000000
PA
USD
584564.1800000000
0.0609797527
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
2.482000000000000
N
N
N
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp 3.25 08/15/2051
017175AF7
230000.0000000000
PA
USD
181158.8500000000
0.0188978768
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.250000000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
FNCL 3.5 5/22 MBS 30yr
01F032658
11320000.0000000000
PA
USD
10981284.3200000000
1.1455303369
Long
ABS-MBS
USGA
US
N
2
2052-03-25
Fixed
3.500000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNCL 4 5/22 MBS 30yr
01F040651
9322000.0000000000
PA
USD
9271748.5500000000
0.9671973633
Long
ABS-MBS
USGA
US
N
2
2049-02-25
Fixed
4.000000000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc 3.95 04/13/2052
023135CJ3
237000.0000000000
PA
USD
227567.9100000000
0.0237391126
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.950000000000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp 3.50 01/15/2031
023608AJ1
430000.0000000000
PA
USD
402610.9000000000
0.0419990036
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.500000000000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc 6.25 05/01/2036
026874AZ0
305000.0000000000
PA
USD
356821.9900000000
0.0372224598
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.250000000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp 3.95 03/15/2029
03027XAU4
75000.0000000000
PA
USD
71402.6400000000
0.0074484812
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.950000000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp 4.05 03/15/2032
03027XBW9
173000.0000000000
PA
USD
162447.0900000000
0.0169459295
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.050000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 1.65 08/15/2028
031162DB3
540000.0000000000
PA
USD
471384.4200000000
0.0491732240
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.650000000000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046
03522AAJ9
500000.0000000000
PA
USD
493582.5500000000
0.0514888576
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029
035240AQ3
630000.0000000000
PA
USD
649025.6800000000
0.0677041577
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.750000000000000
N
N
N
N
N
N
Antares Holdings LP
5493008EAIGV4283RM42
Antares Holdings LP 2.75 01/15/2027
03666HAD3
256000.0000000000
PA
USD
219521.6100000000
0.0228997498
Long
DBT
CORP
CA
N
2
2027-01-15
Fixed
2.750000000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc 2.65 02/08/2051
037833EF3
480000.0000000000
PA
USD
364412.2500000000
0.0380142500
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.650000000000000
N
N
N
N
N
N
Applebee's Funding LLC / IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC 4.19
03789XAD0
429660.0000000000
PA
USD
426366.6600000000
0.0444771239
Long
ABS-MBS
CORP
US
N
2
2049-06-05
Fixed
4.194000000000000
N
N
N
N
N
N
Applebee's Funding LLC / IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC 4.72
03789XAE8
878130.0000000000
PA
USD
865782.2600000000
0.0903154690
Long
ABS-MBS
CORP
US
N
2
2049-06-05
Fixed
4.723000000000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC 3.10 12/01/2051
03835VAJ5
290000.0000000000
PA
USD
199614.6600000000
0.0208231243
Long
DBT
CORP
IE
N
2
2051-12-01
Fixed
3.100000000000000
N
N
N
N
N
N
ARES CLO
N/A
ARES LII CLO Ltd 2.79
04009AAQ3
550000.0000000000
PA
USD
545128.6000000000
0.0568659667
Long
ABS-CBDO
CORP
US
N
2
2031-04-22
Variable
2.786290000000000
N
N
N
N
N
N
ARES CLO
N/A
Ares XL CLO Ltd 2.84
04016GBH0
1000000.0000000000
PA
USD
989469.9000000000
0.1032181441
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Variable
2.844290000000000
N
N
N
N
N
N
Assured Guaranty US Holdings Inc
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc 3.60 09/15/2051
04621WAE0
270000.0000000000
PA
USD
216043.4700000000
0.0225369221
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.600000000000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding 1.99 08/19/2028
04685A3C3
326000.0000000000
PA
USD
275687.7500000000
0.0287588111
Long
DBT
CORP
US
N
2
2028-08-19
Fixed
1.985000000000000
N
N
N
N
N
N
AutoNation Inc
N/A
AutoNation Inc 1.95 08/01/2028
05329WAR3
220000.0000000000
PA
USD
188297.5700000000
0.0196425639
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.950000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 4.38 05/01/2026
05401AAG6
14000.0000000000
PA
USD
13498.1100000000
0.0014080771
Long
DBT
CORP
IE
N
2
2026-05-01
Fixed
4.375000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 4.25 04/15/2026
05401AAL5
258000.0000000000
PA
USD
247706.0900000000
0.0258398592
Long
DBT
CORP
IE
N
2
2026-04-15
Fixed
4.250000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 2.75 02/21/2028
05401AAP6
409000.0000000000
PA
USD
352465.3000000000
0.0367679847
Long
DBT
CORP
IE
N
2
2028-02-21
Fixed
2.750000000000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC 4.15 12/01/2044
26442RAD3
335000.0000000000
PA
USD
313504.0600000000
0.0327036803
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.150000000000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC 2.00 08/15/2031
26442UAL8
440000.0000000000
PA
USD
372564.6200000000
0.0388646776
Long
DBT
CORP
US
N
2
2031-08-15
Floating
2.000000000000000
N
N
N
N
N
N
Duke University Health System Inc
SYIJ9BNVFR17R33OPQ57
Duke University Health System Inc 3.92 06/01/2047
26443CAA1
160000.0000000000
PA
USD
150226.5400000000
0.0156711232
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.920000000000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The 3.90 06/15/2047
437076BS0
50000.0000000000
PA
USD
46234.2500000000
0.0048230002
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.900000000000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC 1.75 06/15/2030
26444HAJ0
370000.0000000000
PA
USD
312591.1500000000
0.0326084486
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.750000000000000
N
N
N
N
N
N
ELP Commercial Mortgage Trust 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP 2.67
26863LAL8
1497000.0000000000
PA
USD
1450537.0100000000
0.1513151013
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
2.673100000000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The 2.38 03/15/2051
437076CG5
397000.0000000000
PA
USD
277082.6800000000
0.0289043254
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.375000000000000
N
N
N
N
N
N
Home RE 2021-1 Ltd
N/A
Home RE 2021-1 Ltd 2.22
437307AB7
360000.0000000000
PA
USD
357963.5200000000
0.0373415404
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Variable
2.217860000000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties 4.75 12/15/2026
26884UAC3
228000.0000000000
PA
USD
223956.4400000000
0.0233623763
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.750000000000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties 4.95 04/15/2028
26884UAE9
635000.0000000000
PA
USD
611563.9000000000
0.0637962719
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.950000000000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties 3.60 11/15/2031
26884UAG4
171000.0000000000
PA
USD
144996.6100000000
0.0151255546
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.600000000000000
N
N
N
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc 2.50 07/01/2031
26969PAB4
310000.0000000000
PA
USD
262601.3000000000
0.0273936770
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.500000000000000
N
N
N
N
N
N
Home RE 2022-1 Ltd
N/A
Home RE 2022-1 Ltd 3.13
43730GAA9
425000.0000000000
PA
USD
425000.0000000000
0.0443345586
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.125030000000000
N
N
N
N
N
N
Home RE 2020-1 Ltd
N/A
Home RE 2020-1 Ltd 3.92
43731WAB1
240704.7100000000
PA
USD
240864.8700000000
0.0251262063
Long
ABS-MBS
CORP
BM
N
2
2030-10-25
Variable
3.917860000000000
N
N
N
N
N
N
Eagle RE 2021-1 Ltd
N/A
Eagle RE 2021-1 Ltd 2.99
26983BAC5
525000.0000000000
PA
USD
527923.6200000000
0.0550712016
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.988700000000000
N
N
N
N
N
N
EdgeConneX Data Centers Issuer
N/A
EdgeConneX Data Centers Issuer LLC 4.25
28000XAA6
948000.0000000000
PA
USD
922045.6700000000
0.0961846771
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Fixed
4.250000000000000
N
N
N
N
N
N
Horizon Therapeutics USA Inc
254900IS87RLPXY88S03
HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B
44055UAD7
498960.0000000000
PA
USD
493835.6800000000
0.0515152633
Long
LON
CORP
US
N
2
2028-03-15
Variable
2.344400000000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
City of Houston TX 3.96% 03/01/2047
4423313K8
120000.0000000000
PA
USD
116619.9700000000
0.0121653998
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.961000000000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc 3.40 08/01/2051
29250NBE4
130000.0000000000
PA
USD
102304.9900000000
0.0106721096
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
3.400000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 3.60 02/01/2023
29273RAS8
160000.0000000000
PA
USD
160331.8900000000
0.0167252790
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.600000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 4.90 03/15/2035
29273RBE8
270000.0000000000
PA
USD
256281.1800000000
0.0267343835
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.900000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 4.25 03/15/2023
29278NAL7
370000.0000000000
PA
USD
372918.8300000000
0.0389016276
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.250000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 3.75 05/15/2030
29278NAQ6
400000.0000000000
PA
USD
369389.8100000000
0.0385334922
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.750000000000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC 2.65 06/15/2051
29366MAB4
180000.0000000000
PA
USD
130231.7000000000
0.0135853293
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.650000000000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc 2.15 02/03/2032
444859BR2
1144000.0000000000
PA
USD
942652.3200000000
0.0983342930
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.150000000000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc 2.55 03/23/2031
452327AM1
527000.0000000000
PA
USD
449583.4900000000
0.0468990249
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.550000000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC 4.85 03/15/2044
29379VBA0
460000.0000000000
PA
USD
442172.8700000000
0.0461259742
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.850000000000001
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC 3.30 02/15/2053
29379VCB7
220000.0000000000
PA
USD
165691.9100000000
0.0172844181
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.300000000000000
N
N
N
N
N
N
Imperial Fund Mortgage Trust 2021-NQM4
N/A
Imperial Fund Mortgage Trust 2021-NQM4 2.09
45276JAA8
536428.2000000000
PA
USD
477409.4000000000
0.0498017295
Long
ABS-MBS
CORP
US
N
2
2057-01-25
Variable
2.091000000000000
N
N
N
N
N
N
Indiana Michigan Power Co
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co 3.25 05/01/2051
454889AU0
157000.0000000000
PA
USD
123779.3700000000
0.0129122441
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.250000000000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp 2.80 08/12/2041
458140BV1
580000.0000000000
PA
USD
457359.4600000000
0.0477101877
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
2.800000000000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp 3.20 08/12/2061
458140BX7
220000.0000000000
PA
USD
166676.7900000000
0.0173871574
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.200000000000000
N
N
N
N
N
N
JG Wentworth XLII LLC
N/A
JG Wentworth XLII LLC 4.70
46590UAB8
550000.0000000000
PA
USD
537860.8400000000
0.0561078187
Long
ABS-MBS
CORP
US
N
2
2077-10-15
Fixed
4.700000000000000
N
N
N
N
N
N
Chase Mortgage Finance Corp
N/A
Chase Mortgage Finance Corp 1.49
46591HBX7
375749.5500000000
PA
USD
370192.9300000000
0.0386172709
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
1.488700000000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA 3.25 11/18/2049
29446MAC6
230000.0000000000
PA
USD
191443.6000000000
0.0199707471
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.250000000000000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc 2.70 04/15/2030
29670GAD4
380000.0000000000
PA
USD
340550.5600000000
0.0355250794
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.704000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-3 3.50
46592ABH6
200782.6100000000
PA
USD
192912.1100000000
0.0201239370
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.500000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-12
N/A
JP Morgan Mortgage Trust 2021-12 2.50
46592WAF3
1002225.4800000000
PA
USD
936095.6400000000
0.0976503224
Long
ABS-MBS
CORP
US
N
2
2052-02-25
Variable
2.500000000000000
N
N
N
N
N
N
Essential Properties LP
254900XX9FNFCDE1NX02
Essential Properties LP 2.95 07/15/2031
29670VAA7
316000.0000000000
PA
USD
260632.6400000000
0.0271883131
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.950000000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp 4.45 04/15/2046
30161NAV3
150000.0000000000
PA
USD
140556.5700000000
0.0146623847
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.450000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-13
N/A
JP Morgan Mortgage Trust 2021-13 2.50
46592XAC8
1109471.2900000000
PA
USD
982085.9000000000
0.1024478703
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
2.500000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 3.52
465976AC2
631153.7200000000
PA
USD
580052.9300000000
0.0605091544
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
3.520000000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp 4.10 03/15/2052
30161NBF7
80000.0000000000
PA
USD
71181.4400000000
0.0074254064
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.100000000000000
N
N
N
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA 2.20 02/24/2023
30260NAA9
460000.0000000000
PA
USD
456156.2200000000
0.0475846698
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.200000000000000
N
N
N
N
N
N
J.G. Wentworth XXXVIII LLC
N/A
J.G. Wentworth XXXVIII LLC 5.43
46620JAB7
204303.9700000000
PA
USD
216956.3900000000
0.0226321548
Long
ABS-MBS
CORP
US
N
2
2062-08-15
Fixed
5.430000000000000
N
N
N
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC 5.09
46620VAB0
168890.2400000000
PA
USD
179070.6100000000
0.0186800387
Long
ABS-MBS
CORP
US
N
2
2074-09-17
Fixed
5.090000000000000
N
N
N
N
N
N
J.G. Wentworth XL LLC
N/A
J.G. Wentworth XL LLC 5.43
46621RAB8
90227.5200000000
PA
USD
93280.7600000000
0.0097307325
Long
ABS-MBS
CORP
US
N
2
2069-02-15
Fixed
5.430000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 2.52 04/22/2031
46647PBL9
420000.0000000000
PA
USD
365357.5500000000
0.0381128605
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.522000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 1.58 04/22/2027
46647PCB0
315000.0000000000
PA
USD
285166.4600000000
0.0297475980
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.578000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 2.07 06/01/2029
46647PCJ3
642000.0000000000
PA
USD
562865.6300000000
0.0587162335
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.069000000000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corp 3.13 10/12/2028
302635AK3
240000.0000000000
PA
USD
209283.5600000000
0.0218317512
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.125000000000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corp 4.25 02/14/2025
30313RAA7
121000.0000000000
PA
USD
116385.6600000000
0.0121409573
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
4.250000000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 5.92
30711XAB0
518612.6500000000
PA
USD
540400.9200000000
0.0563727912
Long
ABS-MBS
CORP
US
N
2
2023-10-25
Variable
5.917860000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 3.27
30711XAH7
156761.7100000000
PA
USD
158024.9900000000
0.0164846310
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Variable
3.267860000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 2.95 02/24/2028
46647PCW4
738000.0000000000
PA
USD
695678.5100000000
0.0725708227
Long
DBT
CORP
US
N
2
2028-02-24
Variable
2.947000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 4.59 04/26/2033
46647PDC7
213000.0000000000
PA
USD
214163.6400000000
0.0223408246
Long
DBT
CORP
US
N
2
2033-04-26
Variable
4.586000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-1
N/A
JP Morgan Mortgage Trust 2017-1 3.46
46648CAB0
139656.4500000000
PA
USD
133394.6000000000
0.0139152723
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
3.459698000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 3.00
46655GAD7
400000.0000000000
PA
USD
368187.5000000000
0.0384080713
Long
ABS-MBS
CORP
US
N
2
2052-10-25
Variable
3.000000000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 5.57
30711XAP9
176255.1400000000
PA
USD
186071.8100000000
0.0194103802
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
5.567860000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 6.37
30711XBF0
404298.2000000000
PA
USD
434168.3200000000
0.0452909666
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Variable
6.367859999999999
N
N
N
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV 2.25 09/24/2031
47216QAC7
475000.0000000000
PA
USD
382801.5700000000
0.0399325615
Long
DBT
CORP
NL
N
2
2031-09-24
Fixed
2.250000000000000
N
N
N
N
N
N
KKR CLO Trust
549300NB16RGUJOZXI16
KKR CLO 30 Ltd 2.64
48250EAS4
1025000.0000000000
PA
USD
1015706.6300000000
0.1059550708
Long
ABS-CBDO
CORP
US
N
2
2031-10-17
Variable
2.644290000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 6.22
30711XBH6
911137.0400000000
PA
USD
955040.5400000000
0.0996265901
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Variable
6.217860000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 3.67
30711XJV7
110000.0000000000
PA
USD
114052.9300000000
0.0118976148
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
3.667860000000000
N
N
N
N
N
N
KKR CLO Trust
54930088PYF0FHKY5C94
KKR CLO 18 Ltd 2.64
48251JAN3
575000.0000000000
PA
USD
570813.7100000000
0.0595453503
Long
ABS-CBDO
CORP
US
N
2
2030-07-18
Variable
2.644290000000000
N
N
N
N
N
N
KKR CLO Trust
549300GKHET0CQ690V42
KKR CLO Ltd 22 2.21
48252WAA1
450000.0000000000
PA
USD
447230.8400000000
0.0466536044
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Variable
2.212710000000000
N
N
N
N
N
N
KREF 2021-FL2 Ltd
54930083ELM2GCMVTQ91
KREF 2021-FL2 Ltd 2.20
48275RAE7
800000.0000000000
PA
USD
785672.2400000000
0.0819586634
Long
ABS-CBDO
CORP
US
N
2
2039-02-15
Variable
2.204140000000000
N
N
N
N
N
N
KAISER FDTN HOSPITALS
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals 3.00 06/01/2051
48305QAG8
260000.0000000000
PA
USD
202036.9700000000
0.0210758115
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.002000000000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc 4.05 04/15/2032
49271VAQ3
175000.0000000000
PA
USD
167699.5400000000
0.0174938473
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.050000000000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP 6.50 09/01/2039
494550BD7
250000.0000000000
PA
USD
273459.7800000000
0.0285263968
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 2.20
3128NGEX9
63355.7100000000
PA
USD
66140.1500000000
0.0068995161
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Variable
2.196000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 2.36
3128QLQ61
69070.2300000000
PA
USD
71960.6600000000
0.0075066920
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Variable
2.360000000000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co 5.00 06/04/2042
50076QAE6
379000.0000000000
PA
USD
365431.0400000000
0.0381205267
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.000000000000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust 2.38 10/01/2031
529537AA0
465000.0000000000
PA
USD
377839.4700000000
0.0394149321
Long
DBT
CORP
US
N
2
2031-10-01
Floating
2.375000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 2.11
31300L3K9
69235.8300000000
PA
USD
72056.2800000000
0.0075166667
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Variable
2.108000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 2.18
31300LWG6
18751.7800000000
PA
USD
19478.6900000000
0.0020319509
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Variable
2.183000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 2.88
31300M5W9
77618.0700000000
PA
USD
78563.5800000000
0.0081954862
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Variable
2.880000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 2.40
31300MCT8
76474.0000000000
PA
USD
79505.6500000000
0.0082937598
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Variable
2.400000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 2.62
31326JXE5
40726.8300000000
PA
USD
42144.2500000000
0.0043963452
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Variable
2.618000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 3.10
31326MFE8
180486.9200000000
PA
USD
182042.0100000000
0.0189900051
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Variable
3.099000000000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc 2.63 04/01/2031
548661EA1
690000.0000000000
PA
USD
605460.3300000000
0.0631595682
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.625000000000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc 4.25 04/01/2052
548661EJ2
710000.0000000000
PA
USD
639180.5900000000
0.0666771513
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.250000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.00
3132DM5Y7
1244031.9000000000
PA
USD
1177706.6300000000
0.1228543614
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.00
3132DMWU5
1237962.2700000000
PA
USD
1172733.4900000000
0.1223355803
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
3.000000000000000
N
N
N
N
N
N
MFA 2021-INV2 Trust
N/A
MFA 2021-INV2 Trust 2.26
552732AC3
797265.0500000000
PA
USD
737627.0700000000
0.0769467543
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
2.264000000000000
N
N
N
N
N
N
MF1 2021-FL7 Ltd
N/A
MF1 2021-FL7 Ltd 2.00
55284AAC2
1075000.0000000000
PA
USD
1057434.9300000000
0.1103080256
Long
ABS-CBDO
CORP
US
N
2
2036-10-16
Variable
2.004140000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.50
3133AQXM4
2010650.6600000000
PA
USD
1837906.2300000000
0.1917241446
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.50
3133AUTC2
1126204.8800000000
PA
USD
1032798.7300000000
0.1077380607
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
2.500000000000000
N
N
N
N
N
N
MFA 2022-INV1 Trust
N/A
MFA 2022-INV1 Trust 3.91
55284TAA5
490882.4200000000
PA
USD
486164.0600000000
0.0507149859
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
3.907000000000000
N
N
N
N
N
N
MAPS 2021-1 Trust
N/A
MAPS 2021-1 Trust 2.52
55292RAA9
1610683.8900000000
PA
USD
1440141.9400000000
0.1502307229
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
2.521000000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.95 03/14/2052
55336VBT6
330000.0000000000
PA
USD
303123.3000000000
0.0316207946
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.950000000000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd 2.69
55817EAQ9
1075000.0000000000
PA
USD
1065670.4000000000
0.1111671219
Long
ABS-CBDO
CORP
US
N
2
2033-07-15
Variable
2.694290000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.00
3133KMEZ4
850311.7300000000
PA
USD
804982.5000000000
0.0839730443
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 1.88
31347AMD3
122055.6000000000
PA
USD
125434.1300000000
0.0130848630
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Variable
1.876000000000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900YXXBTCF4NGD347
Madison Park Funding XXII Ltd 2.30
55819XAY8
450000.0000000000
PA
USD
448292.3400000000
0.0467643365
Long
ABS-CBDO
CORP
US
N
2
2033-01-15
Variable
2.304290000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Magallanes Inc 3.76 03/15/2027
55903VAG8
248000.0000000000
PA
USD
240153.1500000000
0.0250519621
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.428000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 6.63 11/15/2030
31359MGK3
600000.0000000000
PA
USD
753324.2300000000
0.0785842288
Long
DBT
USGA
US
N
2
2030-11-15
Fixed
6.625000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 0.75 10/08/2027
3135G05Y5
2000000.0000000000
PA
USD
1778981.3600000000
0.1855773020
Long
DBT
USGA
US
N
2
2027-10-08
Fixed
0.750000000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes 4.67
3137G0BK4
91066.7300000000
PA
USD
92040.6000000000
0.0096013632
Long
ABS-MBS
CORP
US
N
2
2024-08-25
Variable
4.667860000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes 3.92
3137G0FJ3
50935.9600000000
PA
USD
51345.3200000000
0.0053561696
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Variable
3.917860000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Magallanes Inc 5.05 03/15/2042
55903VAN3
158000.0000000000
PA
USD
144220.2800000000
0.0150445705
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.050000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Magallanes Inc 5.14 03/15/2052
55903VAQ6
342000.0000000000
PA
USD
305533.7700000000
0.0318722467
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.141000000000000
N
N
N
N
N
N
Main Street Capital Corp
5493001FS9QJLJNF3E20
Main Street Capital Corp 3.00 07/14/2026
56035LAE4
246000.0000000000
PA
USD
224100.1500000000
0.0233773676
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.000000000000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD 3.50 10/15/2032
571903BF9
372000.0000000000
PA
USD
332583.4700000000
0.0346939796
Long
DBT
CORP
US
N
2
2032-10-15
Floating
3.500000000000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc 2.40 07/15/2031
573284AW6
350000.0000000000
PA
USD
295629.5300000000
0.0308390699
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.400000000000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust 2004-13
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13 2.76
576433UM6
80114.7900000000
PA
USD
79367.5300000000
0.0082793516
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
2.760230000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 5.00
3137H15P7
1392311.6300000000
PA
USD
255569.8000000000
0.0266601748
Long
ABS-MBS
USGA
US
N
2
2042-01-25
Fixed
5.000000000000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS 5.50
3137H2FC3
429725.4300000000
PA
USD
83343.7000000000
0.0086941321
Long
ABS-MBS
USGA
US
N
2
2039-07-25
Fixed
5.500000000000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc 1.70 06/10/2027
58933YBC8
330000.0000000000
PA
USD
302062.7700000000
0.0315101637
Long
DBT
CORP
US
N
2
2027-06-10
Fixed
1.700000000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 2.19
59020UL45
34614.4400000000
PA
USD
34049.5100000000
0.0035519294
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
2.192284000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3138AP5M6
151836.7200000000
PA
USD
158093.3900000000
0.0164917663
Long
ABS-MBS
USGA
US
N
2
2041-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138EJMZ8
247059.5100000000
PA
USD
244300.9400000000
0.0254846455
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.500000000000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2
N/A
Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 2.81
59020USH9
77445.7700000000
PA
USD
76873.6500000000
0.0080191984
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
2.805879000000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
Metropolitan Transportation Authority 6.69% 11/15/2040
59259YDC0
105000.0000000000
PA
USD
125807.4800000000
0.0131238096
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.687000000000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
Metropolitan Transportation Authority 6.81% 11/15/2040
59259YGF0
60000.0000000000
PA
USD
73279.9900000000
0.0076443200
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.814000000000000
N
N
N
N
N
N
FLINT WATER ADVOCACY FUND
N/A
Michigan Strategic Fund 3.23% 09/01/2047
594698SJ2
570000.0000000000
PA
USD
481191.2600000000
0.0501962403
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
3.225000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.29
3138ELNS8
63913.1200000000
PA
USD
66570.2600000000
0.0069443837
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Variable
2.287000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138LSL65
753811.9100000000
PA
USD
745441.8100000000
0.0777619614
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc 4.25 09/01/2025
595017BA1
961000.0000000000
PA
USD
954313.4400000000
0.0995507415
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.250000000000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co 4.40 10/15/2044
595620AN5
290000.0000000000
PA
USD
283069.7500000000
0.0295288763
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.400000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 1.76
31407GYH5
34267.5500000000
PA
USD
35557.8800000000
0.0037092774
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
1.764000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 1.73
31407GYJ1
35187.3200000000
PA
USD
36555.7100000000
0.0038133677
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
1.727000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.22
3140FPBT5
107017.9000000000
PA
USD
108677.9600000000
0.0113369162
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Variable
3.223000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.18
3140FS6H1
110765.4800000000
PA
USD
110287.2500000000
0.0115047919
Long
ABS-MBS
USGA
US
N
2
2047-03-01
Variable
3.184000000000000
N
N
N
N
N
N
Missouri Highway & Transportation Commission
N/A
Missouri Highway & Transportation Commission 5.45% 05/01/2033
60636WNU5
130000.0000000000
PA
USD
143677.9200000000
0.0149879933
Long
DBT
MUN
US
N
2
2033-05-01
Fixed
5.445000000000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc 2.75 04/13/2030
609207AT2
208000.0000000000
PA
USD
186260.5400000000
0.0194300678
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.750000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.11
3140FTAF8
68040.7800000000
PA
USD
67639.5900000000
0.0070559326
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Variable
3.112000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140JN4K3
125569.6600000000
PA
USD
126147.0200000000
0.0131592293
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140LNDX2
172667.9200000000
PA
USD
164157.8700000000
0.0171243923
Long
ABS-MBS
USGA
US
N
2
2051-06-01
Fixed
3.000000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 0.53 01/25/2024
6174468W2
1163000.0000000000
PA
USD
1139074.8600000000
0.1188244262
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.529000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 1.93 04/28/2032
6174468X0
1410000.0000000000
PA
USD
1137057.2500000000
0.1186139560
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.928000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.48 09/16/2036
61747YEF8
311000.0000000000
PA
USD
249116.0700000000
0.0259869435
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.484000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 1.16 10/21/2025
61747YEG6
699000.0000000000
PA
USD
653074.3600000000
0.0681265023
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.164000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.63 02/18/2026
61747YEM3
999000.0000000000
PA
USD
962112.5000000000
0.1003643130
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.630000000000000
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc 3.95 06/15/2026
62854AAN4
840000.0000000000
PA
USD
816572.5500000000
0.0851820790
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.950000000000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd 2.33 08/21/2030
632525AU5
278000.0000000000
PA
USD
231227.7400000000
0.0241208936
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.332000000000000
N
N
N
N
N
N
National Health Investors Inc
549300ZPKZIG6DKDEC02
National Health Investors Inc 3.00 02/01/2031
63633DAF1
795000.0000000000
PA
USD
651959.6000000000
0.0680102143
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc 4.80 10/15/2048
637417AM8
270000.0000000000
PA
USD
267201.4100000000
0.0278735449
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.800000000000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society 4.13 10/18/2032
63859WAF6
595000.0000000000
PA
USD
567730.0100000000
0.0592236692
Long
DBT
CORP
GB
N
2
2032-10-18
Variable
4.125000000000000
N
N
N
N
N
N
Navigator Aircraft ABS Ltd
N/A
Navigator Aircraft ABS Ltd 2.77
63943BAA1
1167857.1600000000
PA
USD
1061122.4900000000
0.1106926993
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Floating
2.771000000000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc 4.88 04/15/2028
64110LAS5
702000.0000000000
PA
USD
688254.8400000000
0.0717964107
Long
DBT
CORP
US
N
2
2028-04-15
Floating
4.875000000000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc 5.88 11/15/2028
64110LAT3
175000.0000000000
PA
USD
180687.5000000000
0.0188487072
Long
DBT
CORP
US
N
2
2028-11-15
Floating
5.875000000000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc 3.63 06/15/2025
64110LAY2
83000.0000000000
PA
USD
81220.0700000000
0.0084726022
Long
DBT
CORP
US
N
2
2025-06-15
Floating
3.625000000000000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
New Economy Assets Phase 1 Sponsor LLC 1.91
643821AA9
1625000.0000000000
PA
USD
1460441.2900000000
0.1523482822
Long
ABS-MBS
CORP
US
N
2
2061-10-20
Fixed
1.910000000000000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
New Economy Assets Phase 1 Sponsor LLC 2.41
643821AB7
1925000.0000000000
PA
USD
1745417.1400000000
0.1820759964
Long
ABS-MBS
CORP
US
N
2
2061-10-20
Fixed
2.410000000000000
N
N
N
N
N
N
NEW JERSEY TURNPIKE
5493005YN67D71KSMI84
New Jersey Turnpike Authority 7.41% 01/01/2040
646139W35
200000.0000000000
PA
USD
271885.1600000000
0.0283621378
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.414000000000001
N
N
N
N
N
N
NEW JERSEY TURNPIKE
5493005YN67D71KSMI84
New Jersey Turnpike Authority 7.10% 01/01/2041
646139X83
95000.0000000000
PA
USD
125709.9900000000
0.0131136398
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.102000000000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
City of New York NY 6.27% 12/01/2037
64966JAR7
95000.0000000000
PA
USD
112072.1700000000
0.0116909887
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.271000000000000
N
N
N
N
N
N
NewRez Warehouse Securitization
N/A
NewRez Warehouse Securitization 2021-A 0.86
65246PAA9
750000.0000000000
PA
USD
744965.5500000000
0.0777122796
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
1.417860000000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc 5.65 02/01/2045
65473QBD4
290000.0000000000
PA
USD
297155.5600000000
0.0309982602
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.650000000000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN 3.20 04/01/2052
665772CU1
240000.0000000000
PA
USD
200128.0000000000
0.0208766742
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.200000000000000
N
N
N
N
N
N
Novant Health Inc
549300ZUXEGFGE8EP917
Novant Health Inc 3.17 11/01/2051
66988AAH7
245000.0000000000
PA
USD
197666.2200000000
0.0206198697
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.168000000000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp 3.13 04/01/2032
670346AV7
342000.0000000000
PA
USD
308105.9900000000
0.0321405719
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.125000000000000
N
N
N
N
N
N
OPG Trust 2021-PORT
N/A
OPG Trust 2021-PORT 2.08
67118AAN5
1431000.0000000000
PA
USD
1367212.7500000000
0.1426229971
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
2.083000000000000
N
N
N
N
N
N
Octagon Investment Partners Lt
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd 2.54
67590EBJ2
800000.0000000000
PA
USD
790451.6800000000
0.0824572384
Long
ABS-CBDO
CORP
US
N
2
2030-07-19
Variable
2.544290000000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust 2.40 02/01/2027
67623CAE9
354000.0000000000
PA
USD
306502.8200000000
0.0319733347
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.400000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 2.53 11/18/2027
05401AAR2
335000.0000000000
PA
USD
288606.0900000000
0.0301064085
Long
DBT
CORP
IE
N
2
2027-11-18
Fixed
2.528000000000000
N
N
N
N
N
N
BDS 2021-FL7 Ltd
N/A
BDS 2021-FL7 Ltd 2.25
05493FAE9
1125000.0000000000
PA
USD
1106579.0300000000
0.1154345714
Long
ABS-CBDO
CORP
US
N
2
2036-06-16
Variable
2.254140000000000
N
N
N
N
N
N
BDS 2021-FL8
N/A
BDS 2021-FL8 2.10
05493JAG6
500000.0000000000
PA
USD
490993.6000000000
0.0512187871
Long
ABS-MBS
CORP
US
N
2
2036-01-18
Variable
2.104140000000000
N
N
N
N
N
N
BDS 2021-FL8
N/A
BDS 2021-FL8 2.45
05493JAJ0
400000.0000000000
PA
USD
382814.4800000000
0.0399339082
Long
ABS-MBS
CORP
US
N
2
2036-01-18
Variable
2.454140000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2020-VIV2
N/A
BX Commercial Mortgage Trust 2020-VIV2 3.66
05605NAA5
975000.0000000000
PA
USD
867195.8100000000
0.0904629258
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.660454000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2021-VOLT
N/A
BX Commercial Mortgage Trust 2021-VOLT 2.95
05609VAQ8
1200000.0000000000
PA
USD
1158320.0400000000
0.1208320181
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
2.954140000000000
N
N
N
N
N
N
Bain Capital Credit CLO
549300WZ8E2KQS66KT95
Bain Capital Credit CLO 2019-2 2.64
05682LAL1
550000.0000000000
PA
USD
540535.7100000000
0.0563868520
Long
ABS-CBDO
CORP
US
N
2
2032-10-17
Variable
2.644290000000000
N
N
N
N
N
N
Bain Capital Specialty Finance Inc
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc 2.55 10/13/2026
05684BAC1
613000.0000000000
PA
USD
539907.4200000000
0.0563213109
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
2.550000000000000
N
N
N
N
N
N
Baltimore Gas & Electric Co
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co 2.25 06/15/2031
059165EN6
237000.0000000000
PA
USD
204093.7000000000
0.0212903626
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.250000000000000
N
N
N
N
N
N
Banc of America Mortgage 2004-E Trust
N/A
Banc of America Mortgage 2004-E Trust 2.72
05949AHA1
58327.7300000000
PA
USD
58589.6000000000
0.0061118684
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
2.718029000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 1.72 09/14/2027
05964HAN5
200000.0000000000
PA
USD
176183.8600000000
0.0183789027
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.722000000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 4.18 03/24/2028
05964HAQ8
200000.0000000000
PA
USD
194271.6200000000
0.0202657565
Long
DBT
CORP
ES
N
2
2028-03-24
Variable
4.175000000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 5.18 11/19/2025
05971KAA7
400000.0000000000
PA
USD
409545.8300000000
0.0427224320
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.179000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 3.42 12/20/2028
06051GHD4
1512000.0000000000
PA
USD
1433009.3400000000
0.1494866743
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.419000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 2.88 10/22/2030
06051GHX0
1072000.0000000000
PA
USD
959942.7800000000
0.1001379751
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.884000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 2.48 09/21/2036
06051GKC2
665000.0000000000
PA
USD
533098.8400000000
0.0556110630
Long
DBT
CORP
US
N
2
2036-09-21
Variable
2.482000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 2.55 02/04/2028
06051GKJ7
51000.0000000000
PA
USD
47167.6400000000
0.0049203682
Long
DBT
CORP
US
N
2
2028-02-04
Variable
2.551000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 3.38 04/02/2026
06051GKM0
400000.0000000000
PA
USD
391491.2800000000
0.0408390426
Long
DBT
CORP
US
N
2
2026-04-02
Variable
3.384000000000000
N
N
N
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC 2.03 09/30/2027
06279JAB5
329000.0000000000
PA
USD
290667.5100000000
0.0303214488
Long
DBT
CORP
IE
N
2
2027-09-30
Variable
2.029000000000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc 1.92 02/01/2027
071813CJ6
510000.0000000000
PA
USD
464331.5600000000
0.0484374935
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.915000000000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc 2.54 02/01/2032
071813CQ0
720000.0000000000
PA
USD
614068.3700000000
0.0640575297
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.539000000000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
Bay Area Toll Authority 6.92% 04/01/2040
072024NU2
295000.0000000000
PA
USD
382299.2600000000
0.0398801622
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
6.918000000000000
N
N
N
N
N
N
Bean Creek CLO
635400STD6UUTEW5KM07
Bean Creek CLO Ltd 2.08
07378WAQ1
575000.0000000000
PA
USD
570557.3800000000
0.0595186108
Long
ABS-CBDO
CORP
US
N
2
2031-04-20
Variable
2.082710000000000
N
N
N
N
N
N
Bellemeade Re 2019-3 Ltd
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd 2.62
07877GAC3
360000.0000000000
PA
USD
358320.9200000000
0.0373788231
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Variable
2.617860000000000
N
N
N
N
N
N
Bellemeade Re 2019-3 Ltd
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd 3.17
07877GAD1
400000.0000000000
PA
USD
397073.6400000000
0.0414213754
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Variable
3.167860000000000
N
N
N
N
N
N
Bellemeade Re 2020-2 Ltd
N/A
Bellemeade Re 2020-2 Ltd 4.67
078782AC3
290776.6100000000
PA
USD
292078.2400000000
0.0304686114
Long
ABS-MBS
CORP
US
N
2
2030-08-26
Variable
4.667860000000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft 2.44
09229CAA7
840121.7600000000
PA
USD
748387.1000000000
0.0780692041
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Fixed
2.443000000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund 3.25 03/15/2027
09261HAJ6
356000.0000000000
PA
USD
319653.4600000000
0.0333451648
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.250000000000000
N
N
N
N
N
N
Blackstone Secured Lending Fund
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund 2.85 09/30/2028
09261XAF9
285000.0000000000
PA
USD
239684.6000000000
0.0250030846
Long
DBT
CORP
US
N
2
2028-09-30
Floating
2.850000000000000
N
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC 3.88 08/15/2030
093662AH7
456000.0000000000
PA
USD
424156.8300000000
0.0442466020
Long
DBT
CORP
US
N
2
2030-08-15
Floating
3.875000000000000
N
N
N
N
N
N
Blue Owl Finance LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC 3.13 06/10/2031
09581JAA4
85000.0000000000
PA
USD
68207.0900000000
0.0071151323
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
3.125000000000000
N
N
N
N
N
N
Blue Owl Finance LLC
254900OF2NO2GYFV5T41
Blue Owl Finance LLC 4.13 10/07/2051
09581JAC0
182000.0000000000
PA
USD
128101.3500000000
0.0133630984
Long
DBT
CORP
US
N
2
2051-10-07
Fixed
4.125000000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA 4.38 03/01/2033
09659T2A8
168000.0000000000
PA
USD
159283.2000000000
0.0166158832
Long
DBT
CORP
FR
N
2
2033-03-01
Variable
4.375000000000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The 5.81 05/01/2050
097023CW3
230000.0000000000
PA
USD
230447.2800000000
0.0240394787
Long
DBT
CORP
US
N
2
2050-05-01
Floating
5.805000000000001
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The 5.15 05/01/2030
097023CY9
340000.0000000000
PA
USD
338022.4100000000
0.0352613514
Long
DBT
CORP
US
N
2
2030-05-01
Floating
5.150000000000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The 3.63 02/01/2031
097023DC6
157000.0000000000
PA
USD
141830.6300000000
0.0147952903
Long
DBT
CORP
US
N
2
2031-02-01
Floating
3.625000000000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc 3.06 06/17/2041
10373QBR0
250000.0000000000
PA
USD
204168.1500000000
0.0212981290
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.060000000000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding 2.00 06/28/2028
10921U2E7
221000.0000000000
PA
USD
193262.9200000000
0.0201605324
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
2.000000000000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co 2.55 11/13/2050
110122DS4
337000.0000000000
PA
USD
242947.1300000000
0.0253434206
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.550000000000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co 2.95 03/15/2032
110122DU9
427000.0000000000
PA
USD
392886.3000000000
0.0409845663
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.950000000000000
N
N
N
N
N
N
British Airways 2021-1 Class A Pass Through Trust
N/A
British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036
11042CAA8
390739.4900000000
PA
USD
350332.6100000000
0.0365455097
Long
DBT
CORP
GB
N
2
2036-09-15
Fixed
2.900000000000000
N
N
N
N
N
N
Broadstone Net Lease LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC 2.60 09/15/2031
11135EAA2
175000.0000000000
PA
USD
147067.6900000000
0.0153416026
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.600000000000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc 4.00 04/15/2029
11135FBR1
191000.0000000000
PA
USD
182393.3100000000
0.0190266515
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.000000000000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc 4.93 05/15/2037
11135FBV2
295000.0000000000
PA
USD
276078.9600000000
0.0287996208
Long
DBT
CORP
US
N
2
2037-05-15
Floating
4.926000000000000
N
N
N
N
N
N
Burlington Northern Santa Fe L
N/A
Burlington Northern Santa Fe LLC 4.15 04/01/2045
12189LAW1
300000.0000000000
PA
USD
283173.6000000000
0.0295397096
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.150000000000000
N
N
N
N
N
N
Burlington Northern Santa Fe L
N/A
Burlington Northern Santa Fe LLC 3.30 09/15/2051
12189LBG5
200000.0000000000
PA
USD
166348.6000000000
0.0173529218
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.300000000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2020-VIVA
N/A
BX Commercial Mortgage Trust 2020-VIVA 3.67
12433XAG4
1100000.0000000000
PA
USD
953934.6300000000
0.0995112253
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
3.667042000000000
N
N
N
N
N
N
BXMT 2020-FL2 LTD
N/A
BXMT 2020-FL2 LTD 2.03
12434LAG9
1090000.0000000000
PA
USD
1070644.0000000000
0.1116859510
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Variable
2.031510000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global 4.20 06/01/2029
124857AZ6
280000.0000000000
PA
USD
269188.0700000000
0.0280807865
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.200000000000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc 4.95 06/01/2043
12527GAD5
240000.0000000000
PA
USD
232878.0000000000
0.0242930431
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.950000000000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc 5.15 03/15/2034
12527GAF0
330000.0000000000
PA
USD
341746.3500000000
0.0356498202
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.150000000000000
N
N
N
N
N
N
Clsec Holdings 22t LLC
N/A
Clsec Holdings 22t LLC 3.46
12567UAB9
1544070.2900000000
PA
USD
1426333.8500000000
0.1487903098
Long
ABS-MBS
CORP
US
N
2
2037-05-11
Fixed
3.464000000000000
N
N
N
N
N
N
CSMC 2021-RPL3 Trust
N/A
CSMC 2021-RPL3 Trust 2.00
12661GAA7
431664.3300000000
PA
USD
416529.7000000000
0.0434509656
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.000000000000000
N
N
N
N
N
N
CSL UK Holdings Ltd
2549007CCNBNAF4HBC02
CSL UK Holdings Ltd 4.25 04/27/2032
12661PAC3
257000.0000000000
PA
USD
255095.2700000000
0.0266106734
Long
DBT
CORP
GB
N
2
2032-04-27
Fixed
4.250000000000000
N
N
N
N
N
N
CSMC 2021-NQM2
N/A
CSMC 2021-NQM2 1.38
12662EAB9
356216.9800000000
PA
USD
341219.4300000000
0.0355948537
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.384000000000000
N
N
N
N
N
N
CSMC 2022-NQM2 Trust
N/A
CSMC 2022-NQM2 Trust 4.00
12664VAE3
600000.0000000000
PA
USD
572545.5600000000
0.0597260110
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
4.000000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 4.78 03/25/2038
126650CY4
160000.0000000000
PA
USD
158439.7800000000
0.0165279005
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.780000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 5.05 03/25/2048
126650CZ1
220000.0000000000
PA
USD
221674.3800000000
0.0231243195
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 1.75 08/21/2030
126650DN7
310000.0000000000
PA
USD
253025.1700000000
0.0263947276
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.750000000000000
N
N
N
N
N
N
CHL Mortgage Pass-Through Trust 2005-17
N/A
CHL Mortgage Pass-Through Trust 2005-17 5.50
12669G5X5
1310.1600000000
PA
USD
1232.8100000000
0.0001286026
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Fixed
5.500000000000000
N
N
N
N
N
N
State of California
N/A
State of California 7.55% 04/01/2039
13063A5G5
100000.0000000000
PA
USD
138823.8300000000
0.0144816311
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.550000000000000
N
N
N
N
N
N
State of California
N/A
State of California 7.30% 10/01/2039
13063A7D0
160000.0000000000
PA
USD
211649.0900000000
0.0220785153
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.300000000000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
9920.0000000000
NS
USD
3927824.0000000000
0.4097372783
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
33769.0000000000
NS
USD
2887924.8800000000
0.3012585290
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
43298.0000000000
NS
USD
5164152.4600000000
0.5387068702
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
9832.0000000000
NS
USD
2301376.2400000000
0.2400717642
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc-CL C
02079K107
1404.0000000000
NS
USD
3228259.3200000000
0.3367610635
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
11036.0000000000
NS
USD
25186248.8400000000
2.6273440590
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
7143.0000000000
NS
USD
17754855.0900000000
1.8521262668
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
33861.0000000000
NS
USD
5915855.3100000000
0.6171219621
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
13962.0000000000
NS
USD
3706771.3800000000
0.3866778187
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
12510.0000000000
NS
USD
2917206.9000000000
0.3043131300
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
38893.0000000000
NS
USD
6004301.3400000000
0.6263483520
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
173650.0000000000
NS
USD
27375922.5000000000
2.8557633889
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
43285.0000000000
NS
USD
4776499.7500000000
0.4982682543
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
43086.0000000000
NS
USD
3496859.7600000000
0.3647805505
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
79405.0000000000
NS
USD
2833170.4000000000
0.2955467273
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
6658.0000000000
NS
USD
4159119.4400000000
0.4338652342
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
1991.0000000000
NS
USD
4400727.2100000000
0.4590689373
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
98522.0000000000
NS
USD
7415750.9400000000
0.7735859873
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
27680.0000000000
NS
USD
4516822.4000000000
0.4711795938
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
N/A
Cigna Corp
125523100
30641.0000000000
NS
USD
7561585.9800000000
0.7887990041
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
67307.0000000000
NS
USD
6470221.9100000000
0.6749516057
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
855.0000000000
NS
USD
1244546.5500000000
0.1298268752
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
228248.0000000000
NS
USD
11179587.0400000000
1.1662166041
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
34565.0000000000
NS
USD
2337630.9500000000
0.2438537326
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
33592.0000000000
NS
USD
2588263.6000000000
0.2699988806
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
67363.0000000000
NS
USD
2678352.8800000000
0.2793966887
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
111147.0000000000
NS
USD
10616761.4400000000
1.1075045463
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
7568.0000000000
NS
USD
4024056.9600000000
0.4197759743
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
20947.0000000000
NS
USD
3962962.9300000000
0.4134028523
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
5554.0000000000
NS
USD
1475975.5000000000
0.1539687583
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
6110.0000000000
NS
USD
2306830.5000000000
0.2406407341
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY CO/THE
7260JQNI6SCF9FIV2392
Walt Disney Co/The
254687106
51812.0000000000
NS
USD
5783773.5600000000
0.6033436419
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
14006.0000000000
NS
USD
2371776.0400000000
0.2474156325
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
55258.0000000000
NS
USD
5845191.2400000000
0.6097505260
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
18741.0000000000
NS
USD
2212375.0500000000
0.2307874619
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212P303
29669.0000000000
NS
USD
5184657.7500000000
0.5408459125
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
N/A
Generac Holdings Inc
368736104
2055.0000000000
NS
USD
450825.9000000000
0.0470286289
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
32449.0000000000
NS
USD
9747679.6000000000
1.0168448763
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
35513.0000000000
NS
USD
6872120.6300000000
0.7168763171
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
N/A
Humana Inc
444859102
6257.0000000000
NS
USD
2781611.9200000000
0.2901683216
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
22748.0000000000
NS
USD
2634445.8800000000
0.2748164594
Long
EC
CORP
US
N
1
N
N
N
iShares Core S&P 500 ETF
N/A
iShares Core S&P 500 ETF
464287200
3231.0000000000
NS
USD
1336212.3600000000
0.1393891416
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
72025.0000000000
NS
USD
8596904.0000000000
0.8967998686
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
31871.0000000000
NS
USD
4470545.1700000000
0.4663521101
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
9331.0000000000
NS
USD
2463943.8600000000
0.2570302669
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
15303.0000000000
NS
USD
6612732.3600000000
0.6898178125
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
23475.0000000000
NS
USD
3795907.5000000000
0.3959761965
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
49448.0000000000
NS
USD
2605415.1200000000
0.2717880690
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
22457.0000000000
NS
USD
8160424.6600000000
0.8512678242
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
62746.0000000000
NS
USD
5564942.7400000000
0.5805159530
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
167181.0000000000
NS
USD
46396071.1200000000
4.8398807855
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
72006.0000000000
NS
USD
4642946.8800000000
0.4843364718
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
105215.0000000000
NS
USD
8479276.8500000000
0.8845294033
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
143545.0000000000
NS
USD
10194565.9000000000
1.0634625395
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
41114.0000000000
NS
USD
5126915.8000000000
0.5348224682
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
N/A
Norfolk Southern Corp
655844108
14361.0000000000
NS
USD
3703414.6800000000
0.3863276592
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
55021.0000000000
NS
USD
10204744.8700000000
1.0645243751
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
18653.0000000000
NS
USD
5051605.4600000000
0.5269663489
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
10350.0000000000
NS
USD
910075.5000000000
0.0949359896
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
55402.0000000000
NS
USD
9513077.4200000000
0.9923719725
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
45651.0000000000
NS
USD
7329268.0500000000
0.7645643855
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
N/A
Prologis Inc
74340W103
95762.0000000000
NS
USD
15349690.9800000000
1.6012277041
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
28200.0000000000
NS
USD
3059982.0000000000
0.3192069442
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
352942.0000000000
NS
USD
7312958.2400000000
0.7628630015
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
N/A
ResMed Inc
761152107
5679.0000000000
NS
USD
1135629.6300000000
0.1184650315
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
12671.0000000000
NS
USD
3201581.5700000000
0.3339781311
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140M83L1
1447746.1100000000
PA
USD
1323172.1900000000
0.1380288353
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140QNF31
1233420.8500000000
PA
USD
1167660.3100000000
0.1218063634
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XF7L9
3607841.7600000000
PA
USD
3413706.4600000000
0.3561062802
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp 4.06 04/25/2028
316773DE7
294000.0000000000
PA
USD
292140.7500000000
0.0304751322
Long
DBT
CORP
US
N
2
2028-04-25
Variable
4.055000000000001
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp 4.34 04/25/2033
316773DF4
109000.0000000000
PA
USD
108703.2700000000
0.0113395565
Long
DBT
CORP
US
N
2
2033-04-25
Variable
4.337000000000001
N
N
N
N
N
N
First Horizon Alternative Mortgage Securities Trust 2004-AA4
N/A
First Horizon Alternative Mortgage Securities Trust 2004-AA4 2.55
32051GAA3
90186.6700000000
PA
USD
92234.8600000000
0.0096216278
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
2.549677000000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR2 Trust
N/A
FirstKey Homes 2020-SFR2 Trust 1.97
33767JAG7
1200000.0000000000
PA
USD
1101553.8000000000
0.1149103565
Long
ABS-MBS
CORP
US
N
2
2037-10-19
Fixed
1.968000000000000
N
N
N
N
N
N
FirstKey Homes 2021-SFR1 Trust
N/A
FirstKey Homes 2021-SFR1 Trust 2.19
33767WAG8
950000.0000000000
PA
USD
840686.2600000000
0.0876975394
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.189000000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
4151702.0800000000
NS
USD
4151702.0800000000
0.4330914804
Long
STIV
RF
US
N
1
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1006404.8200000000
NS
USD
1006404.8200000000
0.1049847376
Long
STIV
RF
US
N
1
N
N
N
FirstKey Homes 2021-SFR1 Trust
N/A
FirstKey Homes 2021-SFR1 Trust 2.39
33767WAJ2
1100000.0000000000
PA
USD
966683.5200000000
0.1008411463
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.389000000000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc 2.65 06/01/2030
337738BC1
380000.0000000000
PA
USD
330387.0700000000
0.0344648586
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.650000000000000
N
N
N
N
N
N
Flexential Issuer 2021-1
N/A
Flexential Issuer 2021-1 3.25
33938MAA7
1800000.0000000000
PA
USD
1693644.8400000000
0.1766752857
Long
ABS-MBS
CORP
US
N
2
2051-11-27
Fixed
3.250000000000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co 4.13 02/01/2042
341081FF9
169000.0000000000
PA
USD
163836.0700000000
0.0170908232
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.125000000000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
16397.0000000000
NS
USD
6173470.5000000000
0.6439955050
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
16993.0000000000
NS
USD
2989748.4200000000
0.3118804153
Long
EC
CORP
US
N
1
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co 2.45 02/03/2032
341081GG6
231000.0000000000
PA
USD
204054.7300000000
0.0212862974
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.450000000000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC 3.85 11/15/2042
341099CR8
220000.0000000000
PA
USD
196357.7600000000
0.0204833756
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.850000000000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049
345105JE1
275000.0000000000
PA
USD
254144.1100000000
0.0265114516
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.094000000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 3.10 05/04/2023
345397XZ1
700000.0000000000
PA
USD
692650.0000000000
0.0722548989
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.096000000000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc 4.50 03/25/2052
34964CAG1
180000.0000000000
PA
USD
153393.0000000000
0.0160014375
Long
DBT
CORP
US
N
2
2052-03-25
Fixed
4.500000000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA6
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6 1.79
35564KKY4
1715000.0000000000
PA
USD
1655015.3000000000
0.1726455831
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Variable
1.788700000000000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
205261.0000000000
NS
USD
8007231.6100000000
0.8352872448
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
3437.0000000000
NS
USD
1643229.7000000000
0.1714161492
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
10561.0000000000
NS
USD
2903852.5600000000
0.3029200506
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
82122.0000000000
NS
USD
7019788.5600000000
0.7322805347
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac STACR Trust 2019-DNA2
549300Y6KOVOWQ8OJC33
Freddie Mac STACR Trust 2019-DNA2 3.12
35564LAH0
397606.8300000000
PA
USD
399732.7500000000
0.0416987648
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
3.117860000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2020-HQA3
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3 4.27
35565MAH7
36140.5100000000
PA
USD
36193.1500000000
0.0037755467
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
4.267860000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2020-DNA5
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5 3.09
35566AAH2
409914.1800000000
PA
USD
413169.0600000000
0.0431003951
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
3.088700000000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust 2.90 01/06/2032
36143L2H7
315000.0000000000
PA
USD
270027.9700000000
0.0281684020
Long
DBT
CORP
US
N
2
2032-01-06
Fixed
2.900000000000000
N
N
N
N
N
N
GE Capital International Funding Co Unlimited Co
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co 4.42 11/15/2035
36164QNA2
600000.0000000000
PA
USD
587091.1000000000
0.0612433524
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418000000000000
N
N
N
N
N
N
GCAT 2021-CM2 Trust
N/A
GCAT 2021-CM2 Trust 2.35
36167AAA8
1415654.5200000000
PA
USD
1373092.7300000000
0.1432363767
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.352000000000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
64099.0000000000
NS
USD
3927986.7200000000
0.4097542527
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
14139.0000000000
NS
USD
3232882.3500000000
0.3372433223
Long
EC
CORP
US
N
1
N
N
N
GCAT 2021-NQM1 Trust
N/A
GCAT 2021-NQM1 Trust 1.15
36167TAC3
307603.6400000000
PA
USD
293975.2000000000
0.0306664958
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.151000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179ME30
296137.9500000000
PA
USD
296219.8600000000
0.0309006512
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
3.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179WG51
1118099.1700000000
PA
USD
1098029.9000000000
0.1145427552
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179WNE4
1346786.2400000000
PA
USD
1253139.6900000000
0.1307232824
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.500000000000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
12561.0000000000
NS
USD
10937616.3600000000
1.1409750434
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
10979.0000000000
NS
USD
6070508.6800000000
0.6332548772
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
9277.0000000000
NS
USD
1868851.6500000000
0.1949522659
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
22629.0000000000
NS
USD
3870916.7400000000
0.4038009060
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
13257.0000000000
NS
USD
3105982.5300000000
0.3240055635
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
30541.0000000000
NS
USD
5496769.1800000000
0.5734043184
Long
EC
CORP
US
N
1
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026
361841AH2
420000.0000000000
PA
USD
428936.4700000000
0.0447451978
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 7.00
36202CNT6
11720.2500000000
PA
USD
12302.3900000000
0.0012833436
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Fixed
7.000000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
19986.0000000000
NS
USD
10163880.3000000000
1.0602615218
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
106142.0000000000
NS
USD
4914374.6000000000
0.5126508910
Long
EC
CORP
US
N
1
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 4.50
36204DT66
174970.6500000000
PA
USD
186061.8600000000
0.0194093422
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
4.500000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.00
36209CPK6
694.8400000000
PA
USD
696.4500000000
0.0000726513
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
7.000000000000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
6094.0000000000
NS
USD
1665002.6800000000
0.1736874327
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
39963.0000000000
NS
USD
8517314.1900000000
0.8884973296
Long
EC
CORP
US
N
1
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 5.50
36213TFR9
50130.6000000000
PA
USD
54993.0500000000
0.0057366885
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
5.500000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.50
36225AN55
7213.4700000000
PA
USD
7601.4000000000
0.0007929523
Long
ABS-MBS
USGA
US
N
2
2026-08-15
Fixed
7.500000000000000
N
N
N
N
N
N
Vital Farms Inc
549300S6NYY7ER3XOT61
Vital Farms Inc
92847W103
25270.0000000000
NS
USD
290605.0000000000
0.0303149280
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
6793.0000000000
NS
USD
1404113.1000000000
0.1464723165
Long
EC
CORP
US
N
1
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.00
36225BNC8
19210.5100000000
PA
USD
20850.1100000000
0.0021750128
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
7.000000000000000
N
N
N
N
N
N
GSR Mortgage Loan Trust 2004-7
N/A
GSR Mortgage Loan Trust 2004-7 2.17
36228F4R4
24307.5400000000
PA
USD
23606.4500000000
0.0024625448
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
2.170851000000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc 3.40 06/01/2030
98389BAY6
330000.0000000000
PA
USD
309128.4500000000
0.0322472315
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.400000000000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
27522.0000000000
NS
USD
2215521.0000000000
0.2311156367
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc 1.45 11/22/2024
98956PAU6
900000.0000000000
PA
USD
852605.9900000000
0.0889409652
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.450000000000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
28359.0000000000
NS
USD
5026632.7500000000
0.5243612805
Long
EC
CORP
US
N
1
N
N
N
GSR Mortgage Loan Trust 2004-5
N/A
GSR Mortgage Loan Trust 2004-5 2.48
36228FW93
41030.6400000000
PA
USD
40070.0100000000
0.0041799675
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
2.476456000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 3.50
3622A2VT6
1392777.3200000000
PA
USD
1399497.7900000000
0.1459908630
Long
ABS-MBS
USGA
US
N
2
2046-03-15
Variable
3.500000000000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
8155.0000000000
NS
4628276.2700000000
0.4828060835
Long
EC
CORP
NL
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
N/A
32267.0000000000
NS
3685737.8100000000
0.3844836680
Long
EC
CORP
DK
N
2
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Jun22
N/A
26.0000000000
NC
USD
-28886.0000000000
-0.0030132896
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Jun22
2022-06-21
3126948.5000000000
USD
-28886.0000000000
N
N
N
CBOT 2 Year US Treasury Note
N/A
US 2YR NOTE (CBT) Jun22
N/A
11.0000000000
NC
USD
-2341.7500000000
-0.0002442834
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 2YR NOTE (CBT)
US 2YR NOTE (CBT) Jun22
2022-06-30
2321279.2500000000
USD
-2341.7500000000
N
N
N
GSR Mortgage Loan Trust 2005-AR1
N/A
GSR Mortgage Loan Trust 2005-AR1 2.74
36242DUN1
57256.5300000000
PA
USD
58496.8900000000
0.0061021972
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
2.740220000000000
N
N
N
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc 2.65 07/15/2031
36262GAC5
335000.0000000000
PA
USD
275002.7700000000
0.0286873563
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.650000000000000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC 4.00 03/24/2052
36264FAE1
275000.0000000000
PA
USD
247381.1100000000
0.0258059584
Long
DBT
CORP
US
N
2
2052-03-24
Fixed
4.000000000000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040
36321PAE0
884349.0000000000
PA
USD
740998.4600000000
0.0772984462
Long
DBT
CORP
AE
N
2
2040-09-30
Fixed
2.940000000000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co 5.15 04/01/2038
37045VAP5
370000.0000000000
PA
USD
349178.4100000000
0.0364251075
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.150000000000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 2.75 06/20/2025
37045XCX2
780000.0000000000
PA
USD
748429.9500000000
0.0780736741
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.750000000000000
N
N
N
N
N
N
CME Ultra Long Term US Treasury
N/A
US ULTRA BOND CBT Jun22
N/A
8.0000000000
NC
USD
-11351.1100000000
-0.0011841093
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US ULTRA BOND CBT
US ULTRA BOND CBT Jun22
2022-06-21
1294851.1100000000
USD
-11351.1100000000
N
N
N
CBOT 5 Year US Treasury Note
N/A
US 5YR NOTE (CBT) Jun22
N/A
10.0000000000
NC
USD
89.8700000000
0.0000093749
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 5YR NOTE (CBT)
US 5YR NOTE (CBT) Jun22
2022-06-30
1126628.8800000000
USD
89.8700000000
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 2.40 10/15/2028
37045XDP8
315000.0000000000
PA
USD
270005.8000000000
0.0281660893
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.400000000000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC 2.10 04/30/2027
37331NAL5
370000.0000000000
PA
USD
341525.7900000000
0.0356268121
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
2.100000000000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC 2.63 09/23/2031
378272BG2
440000.0000000000
PA
USD
367811.5300000000
0.0383688514
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.625000000000000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
Global Atlantic Fin Co 3.13 06/15/2031
37959GAB3
238000.0000000000
PA
USD
201585.8400000000
0.0210287511
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.125000000000000
N
N
N
N
N
N
Global SC Finance VII Srl
549300JZYOMTAKV6RT73
Global SC Finance VII Srl 1.95
37959PAG2
1253565.9300000000
PA
USD
1144556.8400000000
0.1193962877
Long
ABS-MBS
CORP
US
N
2
2041-08-17
Fixed
1.950000000000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
Golden State Tobacco Securitization Corp 2.75% 06/01/2034
38122NB50
660000.0000000000
PA
USD
573442.0600000000
0.0598195309
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.746000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 3.81 04/23/2029
38141GWV2
320000.0000000000
PA
USD
307598.1600000000
0.0320875968
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.814000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 1.95 10/21/2027
38141GYM0
1713000.0000000000
PA
USD
1540351.1800000000
0.1606842109
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.948000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 1.76 01/24/2025
38141GZH0
1000000.0000000000
PA
USD
966227.6600000000
0.1007935925
Long
DBT
CORP
US
N
2
2025-01-24
Variable
1.757000000000000
N
N
N
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc 2.50 08/24/2026
38173MAB8
168000.0000000000
PA
USD
149930.2900000000
0.0156402194
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.500000000000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2020-1 Trust 2.63
38217TAA3
748403.1000000000
PA
USD
691394.6900000000
0.0721239492
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Fixed
2.630000000000000
N
N
N
N
N
N
Goodgreen 2021-1 Trust
N/A
Goodgreen 2021-1 Trust 2.66
38217UAA0
526226.0700000000
PA
USD
486422.5900000000
0.0507419549
Long
ABS-MBS
CORP
US
N
2
2056-10-15
Fixed
2.660000000000000
N
N
N
N
N
N
CBOT US Long Bond Future
N/A
US LONG BOND(CBT) Jun22
N/A
57.0000000000
NC
USD
-677040.1100000000
-0.0706265281
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US LONG BOND(CBT)
US LONG BOND(CBT) Jun22
2022-06-21
8696227.6100000000
USD
-677040.1100000000
N
N
N
Accenture PLC
N/A
Accenture PLC
G1151C101
22297.0000000000
NS
USD
6697126.9200000000
0.6986215668
Long
EC
CORP
IE
N
1
N
N
N
Goodgreen 2018-1
549300X0P2BXCQULUH20
Goodgreen 2018-1 3.93
38218GAA0
386197.5100000000
PA
USD
364092.8000000000
0.0379809261
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
3.930000000000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB 5.00 05/13/2045
40049JBA4
550000.0000000000
PA
USD
521657.8300000000
0.0544175756
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.000000000000000
N
N
N
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
Guardian Life Global Funding 1.63 09/16/2028
40139LBE2
472000.0000000000
PA
USD
399402.3500000000
0.0416642986
Long
DBT
CORP
US
N
2
2028-09-16
Fixed
1.625000000000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 3.50 07/15/2051
404119CB3
330000.0000000000
PA
USD
245282.3700000000
0.0255870250
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.500000000000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
G29183103
28571.0000000000
NS
USD
4143366.4200000000
0.4322219326
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
107633.0000000000
NS
USD
6443987.7100000000
0.6722149429
Long
EC
CORP
US
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 2.38 07/15/2031
404119CC1
235000.0000000000
PA
USD
193569.0700000000
0.0201924689
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.375000000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 2.80 05/24/2032
404280CT4
280000.0000000000
PA
USD
236245.7400000000
0.0246443544
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.804000000000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
G5494J103
24094.0000000000
NS
USD
7516364.2400000000
0.7840816255
Long
EC
CORP
GB
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 0.73 08/17/2024
404280CU1
320000.0000000000
PA
USD
308165.8000000000
0.0321468111
Long
DBT
CORP
GB
N
2
2024-08-17
Variable
0.732000000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 3.00 03/10/2026
404280DA4
325000.0000000000
PA
USD
313296.6200000000
0.0326820408
Long
DBT
CORP
GB
N
2
2026-03-10
Variable
2.999000000000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc 4.00 04/15/2029
40434LAK1
175000.0000000000
PA
USD
166578.7900000000
0.0173769344
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.000000000000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc 4.20 04/15/2032
40434LAL9
162000.0000000000
PA
USD
148714.2400000000
0.0155133651
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.200000000000000
N
N
N
N
N
N
Hercules Capital Inc
549300UJ5OC256GR2B73
Hercules Capital Inc 2.63 09/16/2026
427096AH5
303000.0000000000
PA
USD
273121.1900000000
0.0284910762
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.625000000000000
N
N
N
N
N
N
Hercules Capital Inc
549300UJ5OC256GR2B73
Hercules Capital Inc 3.38 01/20/2027
427096AJ1
207000.0000000000
PA
USD
190768.8000000000
0.0199003542
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.375000000000000
N
N
N
N
N
N
Hill City Funding Trust
N/A
Hill City Funding Trust 4.05 08/15/2041
43137PAA8
416000.0000000000
PA
USD
325600.2300000000
0.0339655117
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.046000000000000
N
N
N
N
N
N
Oceanview Mortgage Trust 2021-5
N/A
Oceanview Mortgage Trust 2021-5 2.50
67647EAD9
987418.8400000000
PA
USD
915528.4300000000
0.0955048208
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.500000000000000
N
N
N
N
N
N
Ohio Turnpike & Infrastructure Commission
N/A
Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048
67760HNB3
330000.0000000000
PA
USD
260727.5200000000
0.0271982106
Long
DBT
MUN
US
N
2
2048-02-15
Fixed
3.216000000000000
N
N
N
N
N
N
Ohio Water Development Authority Water Pollution Control Loan Fund
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund 4.88% 12/01/2034
67766WQG0
110000.0000000000
PA
USD
117139.3200000000
0.0122195766
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.879000000000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc 2.60 08/01/2031
681919BD7
325000.0000000000
PA
USD
281064.5400000000
0.0293196996
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.600000000000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
Ontario Teachers' Cadillac Fairview Properties Trust 2.50 10/15/2031
68327LAD8
201000.0000000000
PA
USD
174453.6900000000
0.0181984173
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
2.500000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 3.60 04/01/2040
68389XBW4
395000.0000000000
PA
USD
306494.3600000000
0.0319724521
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.600000000000000
N
N
N
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp 6.75 06/30/2025
691205AA6
334000.0000000000
PA
USD
341930.8200000000
0.0356690635
Long
DBT
CORP
US
N
2
2025-06-30
Floating
6.750000000000000
N
N
N
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp 4.75 12/15/2025
691205AC2
72000.0000000000
PA
USD
69860.9000000000
0.0072876522
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.750000000000000
N
N
N
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp 2.50 01/15/2027
691205AG3
317000.0000000000
PA
USD
279173.5500000000
0.0291224379
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.500000000000000
N
N
N
N
N
N
OWL Rock Core Income Corp
5493003I42XBWPE05N35
OWL Rock Core Income Corp 3.13 09/23/2026
69120VAA9
575000.0000000000
PA
USD
512358.0300000000
0.0534474520
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
3.125000000000000
N
N
N
N
N
N
OWL Rock Core Income Corp
5493003I42XBWPE05N35
OWL Rock Core Income Corp 5.50 03/21/2025
69120VAJ0
40000.0000000000
PA
USD
39597.5900000000
0.0041306863
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.500000000000000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
Owl Rock Capital Corp 3.40 07/15/2026
69121KAE4
124000.0000000000
PA
USD
114506.4100000000
0.0119449203
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.400000000000000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
Owl Rock Capital Corp 2.63 01/15/2027
69121KAF1
199000.0000000000
PA
USD
175628.8700000000
0.0183210081
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.625000000000000
N
N
N
N
N
N
PFP 2019-5 Ltd
N/A
PFP 2019-5 Ltd 2.20
69346TAE4
550000.0000000000
PA
USD
547651.8300000000
0.0571291815
Long
ABS-MBS
CORP
US
N
2
2036-04-14
Variable
2.204140000000000
N
N
N
N
N
N
PFP III Ltd
N/A
PFP 2021-8 Ltd 2.35
69357XAG6
807000.0000000000
PA
USD
792972.7300000000
0.0827202258
Long
ABS-MBS
CORP
US
N
2
2037-08-09
Variable
2.354140000000000
N
N
N
N
N
N
PRMI Securitization Trust 2021-1
N/A
PRMI Securitization Trust 2021-1 2.50
69359DAS2
886722.6500000000
PA
USD
775482.5000000000
0.0808957043
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.500000000000000
N
N
N
N
N
N
PSMC 2021-2 Trust
N/A
PSMC 2021-2 Trust 2.50
69376CAC8
348808.2100000000
PA
USD
324906.7900000000
0.0338931744
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.500000000000000
N
N
N
N
N
N
PSMC 2021-3 Trust
N/A
PSMC 2021-3 Trust 2.50
69376DAC6
1052700.2100000000
PA
USD
978678.4400000000
0.1020924156
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Variable
2.500000000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co 4.20 06/01/2041
694308JU2
155000.0000000000
PA
USD
122764.0400000000
0.0128063283
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.200000000000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp 3.30 03/15/2051
695114CX4
310000.0000000000
PA
USD
253627.6300000000
0.0264575742
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.300000000000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd 0.00
69701NAC0
550000.0000000000
PA
USD
550000.0000000000
0.0573741347
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Variable
0.000000000000000
N
N
N
N
N
N
Parallel CLO Ltd
N/A
Parallel 2019-1 Ltd 2.86
69916XAW5
825000.0000000000
PA
USD
809531.9100000000
0.0844476233
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Variable
2.862710000000000
N
N
N
N
N
N
Park Avenue Institutional Advi
N/A
Park Avenue Institutional Advisers CLO Ltd 2018-1 3.16
70016RAS4
750000.0000000000
PA
USD
732209.7000000000
0.0763816326
Long
ABS-CBDO
CORP
US
N
2
2031-10-20
Variable
3.162710000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 6.63 06/15/2035
706451BG5
50000.0000000000
PA
USD
40638.0000000000
0.0042392183
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.625000000000000
N
N
N
N
N
N
Pepperdine University
549300G0RVHY0VSFWD76
Pepperdine University 3.30 12/01/2059
71338QAC0
355000.0000000000
PA
USD
292202.2100000000
0.0304815435
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.301000000000000
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
Peruvian Government International Bond 5.63 11/18/2050
715638BM3
170000.0000000000
PA
USD
187185.0900000000
0.0195265137
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.625000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 3.50 01/30/2023
71654QBG6
300000.0000000000
PA
USD
298150.5000000000
0.0311020490
Long
DBT
CORP
MX
N
2
2023-01-30
Fixed
3.500000000000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E Energy Recovery Funding LLC 2.82 07/15/2048
71710TAC2
775000.0000000000
PA
USD
631062.7800000000
0.0658303289
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
2.822000000000000
N
N
N
N
N
N
Philippine Government International Bond
529900RAHBALMYIJ3T08
Philippine Government International Bond 6.38 10/23/2034
718286BG1
150000.0000000000
PA
USD
175626.5200000000
0.0183207629
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.375000000000000
N
N
N
N
N
N
Phillips Edison Grocery Center Operating Partnership I LP
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP 2.63 11/15/2031
71845JAA6
223000.0000000000
PA
USD
184410.4300000000
0.0192370706
Long
DBT
CORP
US
N
2
2031-11-15
Floating
2.625000000000000
N
N
N
N
N
N
Piedmont Operating Partnership LP
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP 2.75 04/01/2032
720198AF7
203000.0000000000
PA
USD
164821.4000000000
0.0171936095
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.750000000000000
N
N
N
N
N
N
Republic of Poland Government International Bond
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond 3.00 03/17/2023
731011AT9
140000.0000000000
PA
USD
139975.2200000000
0.0146017402
Long
DBT
NUSS
PL
N
2
2023-03-17
Fixed
3.000000000000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey 4.93% 10/01/2051
73358WEK6
50000.0000000000
PA
USD
55411.8900000000
0.0057803804
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.926000000000000
N
N
N
N
N
N
Progress Residential 2021-SFR8 Trust
N/A
Progress Residential 2021-SFR8 Trust 2.38
74333TAJ8
450000.0000000000
PA
USD
394206.4400000000
0.0411222789
Long
ABS-MBS
CORP
US
N
2
2038-10-17
Fixed
2.382000000000000
N
N
N
N
N
N
Progress Residential 2021-SFR3
N/A
Progress Residential 2021-SFR3 2.09
74333VAE4
500000.0000000000
PA
USD
447036.3500000000
0.0466333159
Long
ABS-MBS
CORP
US
N
2
2026-05-17
Fixed
2.088000000000000
N
N
N
N
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
Prospect Capital Corp 3.71 01/22/2026
74348TAU6
277000.0000000000
PA
USD
257318.2800000000
0.0268425703
Long
DBT
CORP
US
N
2
2026-01-22
Fixed
3.706000000000000
N
N
N
N
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
Prospect Capital Corp 3.44 10/15/2028
74348TAW2
147000.0000000000
PA
USD
122627.4000000000
0.0127920745
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.437000000000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding 3.22 03/28/2025
74368CBL7
201000.0000000000
PA
USD
198220.3300000000
0.0206776726
Long
DBT
CORP
US
N
2
2025-03-28
Fixed
3.218000000000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc 5.13 03/01/2052
744320BJ0
306000.0000000000
PA
USD
298060.8300000000
0.0310926949
Long
DBT
CORP
US
N
2
2052-03-01
Variable
5.125000000000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado 1.88 06/15/2031
744448CV1
312000.0000000000
PA
USD
263611.1900000000
0.0274990253
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.875000000000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
Public Service Electric and Gas Co 3.10 03/15/2032
74456QCJ3
234000.0000000000
PA
USD
218308.2700000000
0.0227731783
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.100000000000000
N
N
N
N
N
N
Ooredoo International Finance Ltd
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd 2.63 04/08/2031
74735KAA0
550000.0000000000
PA
USD
495221.1000000000
0.0516597856
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.625000000000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc 4.38 10/15/2029
74736KAH4
380000.0000000000
PA
USD
353544.4000000000
0.0368805528
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.375000000000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc 3.38 04/01/2031
74736KAJ0
317000.0000000000
PA
USD
266004.2100000000
0.0277486570
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.375000000000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc 2.35 01/15/2032
74762EAH5
465000.0000000000
PA
USD
379337.6200000000
0.0395712140
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.350000000000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc 2.30 03/01/2030
760759AV2
358000.0000000000
PA
USD
313290.8900000000
0.0326814431
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.300000000000000
N
N
N
N
N
N
Uruguay Government International Bond
549300RDR012H2V82H43
Uruguay Government International Bond 4.13 11/20/2045
760942AY8
120000.0000000000
PA
USD
116218.8000000000
0.0121235511
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.125000000000000
N
N
N
N
N
N
Rexford Industrial Realty LP
549300028US163ELJN70
Rexford Industrial Realty LP 2.15 09/01/2031
76169XAB0
454000.0000000000
PA
USD
372441.2600000000
0.0388518091
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.150000000000000
N
N
N
N
N
N
RGA Global Funding
549300Y22K5FOEBMSK42
RGA Global Funding 2.70 01/18/2029
76209PAB9
425000.0000000000
PA
USD
386112.1300000000
0.0402779079
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
2.700000000000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc 2.61 12/13/2051
771196BY7
440000.0000000000
PA
USD
331890.9400000000
0.0346217372
Long
DBT
CORP
US
N
2
2051-12-13
Fixed
2.607000000000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC 2.20 09/02/2030
78081BAK9
235000.0000000000
PA
USD
196594.9000000000
0.0205081132
Long
DBT
CORP
US
N
2
2030-09-02
Fixed
2.200000000000000
N
N
N
N
N
N
RUTGERS THE STATE UNIV
549300BOYDHNW8J60112
Rutgers The State University of New Jersey 5.67% 05/01/2040
783186NH8
300000.0000000000
PA
USD
343629.9300000000
0.0358463089
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.665000000000000
N
N
N
N
N
N
SA Global Sukuk Ltd
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd 2.69 06/17/2031
78397PAD3
1000000.0000000000
PA
USD
901611.0000000000
0.0940530017
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
2.694000000000000
N
N
N
N
N
N
SBL Holdings Inc
N/A
SBL Holdings Inc 5.13 11/13/2026
78432MAA3
330000.0000000000
PA
USD
328061.7200000000
0.0342222860
Long
DBT
CORP
US
N
2
2026-11-13
Floating
5.125000000000000
N
N
N
N
N
N
SLM Corp
N/A
SLM Corp 3.13 11/02/2026
78442PGE0
442000.0000000000
PA
USD
404430.0000000000
0.0421887660
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.125000000000000
N
N
N
N
N
N
Slam 2021-1 Ltd
N/A
Slam 2021-1 Ltd 2.43
78449AAA0
624666.1000000000
PA
USD
559864.1100000000
0.0584031252
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
2.434000000000000
N
N
N
N
N
N
Sofi Mortgage Trust 2016-1
N/A
Sofi Mortgage Trust 2016-1 3.00
78471KAE1
42546.5000000000
PA
USD
41558.6500000000
0.0043352574
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Variable
3.000000000000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group (pfd) 4.25% 02/15/2171 Perpetual
78486QAP6
61000.0000000000
NS
USD
52917.5000000000
0.0055201741
Long
EP
CORP
US
N
2
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC 5.63 03/01/2025
785592AM8
640000.0000000000
PA
USD
663209.2800000000
0.0691837428
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.625000000000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP 3.20 12/01/2031
78574MAA1
420000.0000000000
PA
USD
352779.6200000000
0.0368007735
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.200000000000000
N
N
N
N
N
N
Sacramento Municipal Utility District
E3GSVR6ZOU1MX2V7HF33
Sacramento Municipal Utility District 6.16% 05/15/2036
786005PN2
210000.0000000000
PA
USD
254360.9000000000
0.0265340664
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
6.156000000000001
N
N
N
N
N
N
Safehold Operating Partnership LP
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP 2.85 01/15/2032
78646UAB5
457000.0000000000
PA
USD
379882.0100000000
0.0396280029
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.850000000000000
N
N
N
N
N
N
Sammons Financial Group Inc
N/A
Sammons Financial Group Inc 4.75 04/08/2032
79588TAE0
282000.0000000000
PA
USD
267858.2100000000
0.0279420600
Long
DBT
CORP
US
N
2
2032-04-08
Fixed
4.750000000000000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
City of San Francisco CA Public Utilities Commission Water Revenue 6.00% 11/01/2040
79765RSV2
105000.0000000000
PA
USD
121812.2300000000
0.0127070387
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Santa Clara Valley Transportation Authority
549300R6Q7T4MD3V9H68
Santa Clara Valley Transportation Authority 5.88% 04/01/2032
80168NEP0
120000.0000000000
PA
USD
131993.5700000000
0.0137691216
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.876000000000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
Schlumberger Investment SA 2.65 06/26/2030
806854AJ4
340000.0000000000
PA
USD
304301.8200000000
0.0317437338
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.650000000000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The 2.45 03/03/2027
808513BY0
145000.0000000000
PA
USD
136568.0600000000
0.0142463168
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.450000000000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy 3.25 06/15/2027
816851BA6
180000.0000000000
PA
USD
172577.5300000000
0.0180027026
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.250000000000000
N
N
N
N
N
N
Sequoia Mortgage Trust 2021-5
N/A
Sequoia Mortgage Trust 2021-5 2.50
81748XAD6
428975.6000000000
PA
USD
400101.9800000000
0.0417372816
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.500000000000000
N
N
N
N
N
N
Sierra Timeshare 2021-1 Receivables Funding LLC
N/A
Sierra Timeshare 2021-1 Receivables Funding LLC 1.79
82652QAC5
323123.4200000000
PA
USD
306607.1300000000
0.0319842159
Long
ABS-MBS
CORP
US
N
2
2037-11-20
Fixed
1.790000000000000
N
N
N
N
N
N
Delta Air Lines Inc / SkyMiles IP Ltd
N/A
Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028
830867AB3
568000.0000000000
PA
USD
562182.6300000000
0.0586449853
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.750000000000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA 5.00 01/17/2024
83367TBG3
565000.0000000000
PA
USD
573481.3700000000
0.0598236315
Long
DBT
CORP
FR
N
2
2024-01-17
Fixed
5.000000000000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA 1.79 06/09/2027
83368RBC5
300000.0000000000
PA
USD
265105.7000000000
0.0276549275
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
1.792000000000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA 4.03 01/21/2043
83368RBK7
200000.0000000000
PA
USD
154239.9200000000
0.0160897853
Long
DBT
CORP
FR
N
2
2043-01-21
Variable
4.027000000000000
N
N
N
N
N
N
Lunar 2021-1 Structured Aircraft Portfolio Notes
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes 2.64
83438LAA9
1167791.4900000000
PA
USD
1064295.9700000000
0.1110237460
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Fixed
2.636000000000000
N
N
N
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co 2.25 02/01/2027
835495AN2
447000.0000000000
PA
USD
415513.2900000000
0.0433449372
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.250000000000000
N
N
N
N
N
N
Sound Point CLO Ltd
N/A
SOUND POINT CLO XXII LTD 2.76
83611KAN2
1350000.0000000000
PA
USD
1328378.0000000000
0.1385718877
Long
ABS-CBDO
CORP
US
N
2
2032-01-20
Variable
2.762710000000000
N
N
N
N
N
N
Republic of South Africa Government International Bond
378900AAFB4F17004C49
Republic of South Africa Government International Bond 4.67 01/17/2024
836205AQ7
110000.0000000000
PA
USD
110656.1500000000
0.0115432743
Long
DBT
NUSS
ZA
N
2
2024-01-17
Fixed
4.665000000000000
N
N
N
N
N
N
South32 Treasury Ltd
213800HFGZMXST64GP53
South32 Treasury Ltd 4.35 04/14/2032
84055BAA1
340000.0000000000
PA
USD
328253.0000000000
0.0342422397
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.350000000000001
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp 1.75 01/15/2031
8426EPAD0
360000.0000000000
PA
USD
289839.9500000000
0.0302351206
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.750000000000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-2
N/A
Starwood Mortgage Residential Trust 2020-2 3.00
85573DAU3
446000.0000000000
PA
USD
446792.7200000000
0.0466079012
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
3.000000000000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp 4.63 03/15/2029
862121AB6
163000.0000000000
PA
USD
162511.9100000000
0.0169526913
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp 2.70 12/01/2031
862121AD2
687000.0000000000
PA
USD
572580.2900000000
0.0597296339
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.700000000000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust 2.40
86359BWE7
31016.8500000000
PA
USD
31311.7600000000
0.0032663366
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
2.403079000000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB 3.36 04/04/2025
87020PAQ0
200000.0000000000
PA
USD
198653.4500000000
0.0207228542
Long
DBT
CORP
SE
N
2
2025-04-04
Fixed
3.356000000000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp 5.95 04/01/2030
871829BL0
464000.0000000000
PA
USD
506675.7100000000
0.0528546917
Long
DBT
CORP
US
N
2
2030-04-01
Floating
5.950000000000000
N
N
N
N
N
N
TCW ClO 2017-1 LLC
N/A
TCW CLO 2018-1 Ltd 2.83
87240UAV2
1050000.0000000000
PA
USD
1036370.5800000000
0.1081106640
Long
ABS-CBDO
CORP
US
N
2
2031-04-25
Variable
2.834000000000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc 4.75 02/01/2028
87264AAV7
814000.0000000000
PA
USD
804333.7500000000
0.0839053689
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.750000000000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc 3.50 04/15/2031
87264ABW4
395000.0000000000
PA
USD
350641.5000000000
0.0365777321
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc 3.40 10/15/2052
87264ACM5
160000.0000000000
PA
USD
121498.2600000000
0.0126742864
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.400000000000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
Taco Bell Funding LLC 2.54
87342RAJ3
523687.5000000000
PA
USD
441343.8200000000
0.0460394905
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Fixed
2.542000000000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc 4.00 04/14/2032
874054AH2
194000.0000000000
PA
USD
184881.2100000000
0.0192861808
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.000000000000000
N
N
N
N
N
N
State of California
N/A
State of California 7.60% 11/01/2040
13063BJC7
80000.0000000000
PA
USD
112792.7400000000
0.0117661561
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.600000000000001
N
N
N
N
N
N
State of California
N/A
State of California 4.60% 04/01/2038
13063DGE2
355000.0000000000
PA
USD
370531.5300000000
0.0386525925
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.600000000000001
N
N
N
N
N
N
CALIFORNIA STATE UNIV
N/A
California State University 2.98% 11/01/2051
13077DKU5
500000.0000000000
PA
USD
405099.7000000000
0.0422586268
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.975000000000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd 2.64
13876GAL2
725000.0000000000
PA
USD
715990.5700000000
0.0746897080
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Variable
2.644290000000000
N
N
N
N
N
N
Carlyle Group Inc/The
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd 2.66
14310BAW1
700000.0000000000
PA
USD
691925.7800000000
0.0721793507
Long
ABS-CBDO
CORP
US
N
2
2030-08-14
Variable
2.658570000000000
N
N
N
N
N
N
CarVal CLO
N/A
CarVal CLO III Ltd 2.66
14686WAQ4
500000.0000000000
PA
USD
491724.2500000000
0.0512950061
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Variable
2.662710000000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2017-1R
N/A
Castlelake Aircraft Structured Trust 2017-1R 2.74
14856JAA2
650616.2400000000
PA
USD
570622.5800000000
0.0595254123
Long
ABS-MBS
CORP
US
N
2
2041-08-15
Fixed
2.741000000000000
N
N
N
N
N
N
Cedar Funding Ltd
N/A
Cedar Funding X CLO Ltd 2.66
15033XAL0
600000.0000000000
PA
USD
593651.2800000000
0.0619276881
Long
ABS-CBDO
CORP
US
N
2
2032-10-20
Variable
2.662710000000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp 4.63 12/15/2029
15135BAT8
244000.0000000000
PA
USD
236680.0000000000
0.0246896549
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp 3.38 02/15/2030
15135BAV3
399000.0000000000
PA
USD
357047.1500000000
0.0372459478
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp 2.45 07/15/2028
15135BAY7
560000.0000000000
PA
USD
489274.8000000000
0.0510394877
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.450000000000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc 2.65 01/15/2032
15135UAW9
280000.0000000000
PA
USD
238679.5900000000
0.0248982453
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.650000000000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc 2.65 06/01/2031
15189TBB2
285000.0000000000
PA
USD
250089.4800000000
0.0260884864
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.650000000000000
N
N
N
N
N
N
Cerberus Onshore CLO LLC
54930000UKAI7FBHXD27
Cerberus Loan Funding XXXIII LP 2.60
15674PAA5
800000.0000000000
PA
USD
792005.5200000000
0.0826193297
Long
ABS-CBDO
CORP
US
N
2
2033-07-23
Variable
2.604290000000000
N
N
N
N
N
N
Cerberus Onshore CLO LLC
N/A
Cerberus Loan Funding XXXVI LP 2.44
15674UAA4
672790.3600000000
PA
USD
669510.9800000000
0.0698411148
Long
ABS-CBDO
CORP
US
N
2
2033-11-22
Variable
2.444290000000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049
161175BS2
275000.0000000000
PA
USD
236596.5000000000
0.0246809445
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.125000000000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
Metropolitan Water Reclamation District of Greater Chicago 5.72% 12/01/2038
167560PL9
650000.0000000000
PA
USD
766036.8300000000
0.0799103641
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.720000000000000
N
N
N
N
N
N
Chile Government International Bond
549300FLZTJM5YJF8D34
Chile Government International Bond 3.63 10/30/2042
168863BP2
100000.0000000000
PA
USD
82968.2100000000
0.0086549623
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
3.625000000000000
N
N
N
N
N
N
CHNGE Mortgage Trust 2022-1
N/A
CHNGE Mortgage Trust 2022-1 3.01
17030JAA4
806309.6400000000
PA
USD
778102.8300000000
0.0811690483
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.007000000000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc 2.85 12/15/2051
171239AH9
208000.0000000000
PA
USD
158894.6300000000
0.0165753489
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.850000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 3.52 10/27/2028
172967LS8
709000.0000000000
PA
USD
675674.6200000000
0.0704840848
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.520000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 0.78 10/30/2024
172967MT5
89000.0000000000
PA
USD
85222.5000000000
0.0088901222
Long
DBT
CORP
US
N
2
2024-10-30
Variable
0.776000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 0.00 02/24/2028
172967NG2
467000.0000000000
PA
USD
439314.1200000000
0.0458277591
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.000000000000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc 1.97
17307GLC0
183749.5100000000
PA
USD
185789.8300000000
0.0193809650
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
1.970605000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 2.01 01/25/2026
17327CAN3
684000.0000000000
PA
USD
646932.5600000000
0.0674858106
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.014000000000000
N
N
N
N
N
N
Coinbase Global Inc
5493004G3J2SC154DU06
Coinbase Global Inc 3.38 10/01/2028
19260QAC1
99000.0000000000
PA
USD
77043.2900000000
0.0080368947
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.375000000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp 3.75 04/01/2040
20030NDH1
440000.0000000000
PA
USD
396367.9600000000
0.0413477613
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.750000000000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
Comision Federal de Electricidad 4.68 02/09/2051
200447AJ9
550000.0000000000
PA
USD
393041.0000000000
0.0410007041
Long
DBT
CORP
MX
N
2
2051-02-09
Fixed
4.677000000000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia 3.61 09/12/2034
202712BK0
440000.0000000000
PA
USD
398504.5600000000
0.0415706442
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
3.610000000000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co 3.20 11/15/2049
202795JQ4
355000.0000000000
PA
USD
288197.7300000000
0.0300638098
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.200000000000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK 2.27 11/15/2026
212015AU5
310000.0000000000
PA
USD
283539.9500000000
0.0295779259
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.268000000000000
N
N
N
N
N
N
Continental Resources Inc/OK
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK 2.88 04/01/2032
212015AV3
217000.0000000000
PA
USD
179632.6000000000
0.0187386636
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.875000000000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial Inc 3.85 04/05/2029
21871XAE9
226000.0000000000
PA
USD
216152.9900000000
0.0225483468
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.850000000000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial Inc 4.35 04/05/2042
21871XAJ8
104000.0000000000
PA
USD
94187.5400000000
0.0098253247
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.350000000000001
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
G2SF 4 5/22 MBS 30yr
21H040657
3930000.0000000000
PA
USD
3936908.1900000000
0.4106849102
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.000000000000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP 2.00 01/15/2029
22003BAN6
345000.0000000000
PA
USD
288269.0100000000
0.0300712454
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.000000000000000
N
N
N
N
N
N
DI Issuer LLC
N/A
DI Issuer LLC 3.72
23292FAB1
1900000.0000000000
PA
USD
1769048.5800000000
0.1845411481
Long
ABS-MBS
CORP
US
N
2
2051-09-15
Fixed
3.722000000000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc 2.50 10/15/2024
23331ABM0
310000.0000000000
PA
USD
302588.8900000000
0.0315650468
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.500000000000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC 3.38 03/20/2028
23371DAG9
642000.0000000000
PA
USD
586627.5000000000
0.0611949912
Long
DBT
CORP
AE
N
2
2028-03-20
Fixed
3.375000000000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC 1.55 08/01/2024
23371DAJ3
395000.0000000000
PA
USD
368762.5000000000
0.0384680533
Long
DBT
CORP
AE
N
2
2024-08-01
Fixed
1.550000000000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp 2.80 12/10/2051
235851AW2
320000.0000000000
PA
USD
237035.1200000000
0.0247266998
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.800000000000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2021-3
N/A
Deephaven Residential Mortgage Trust 2021-3 1.55
24381VAC4
320084.1900000000
PA
USD
295383.6500000000
0.0308134206
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.554000000000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp 5.30 10/01/2029
24703TAG1
180000.0000000000
PA
USD
185877.1700000000
0.0193900760
Long
DBT
CORP
US
N
2
2029-10-01
Floating
5.300000000000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp 8.10 07/15/2036
24703TAJ5
226000.0000000000
PA
USD
276992.6900000000
0.0288949380
Long
DBT
CORP
US
N
2
2036-07-15
Floating
8.100000000000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG 4.30 05/24/2028
251525AM3
200000.0000000000
PA
USD
196261.4800000000
0.0204733320
Long
DBT
CORP
DE
N
2
2028-05-24
Variable
4.296000000000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY 3.96 11/26/2025
251526CB3
625000.0000000000
PA
USD
616549.7700000000
0.0643163810
Long
DBT
CORP
US
N
2
2025-11-26
Variable
3.961000000000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY 2.31 11/16/2027
251526CP2
264000.0000000000
PA
USD
233758.0300000000
0.0243848449
Long
DBT
CORP
US
N
2
2027-11-16
Variable
2.311000000000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc 3.50 12/01/2029
25278XAN9
300000.0000000000
PA
USD
281924.7200000000
0.0294094306
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.500000000000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc 4.25 03/15/2052
25278XAT6
72000.0000000000
PA
USD
63142.7600000000
0.0065868386
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.250000000000000
N
N
N
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc 3.15 01/15/2032
253393AF9
495000.0000000000
PA
USD
413721.8100000000
0.0431580561
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.150000000000000
N
N
N
N
N
N
Directv Financing LLC
N/A
DIRECTV FINANCING LLC TERM LOAN
25460HAB8
568225.0000000000
PA
USD
566568.6200000000
0.0591025169
Long
LON
CORP
US
N
2
2027-08-02
Variable
5.803300000000000
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE 4.70 03/23/2050
254687FS0
210000.0000000000
PA
USD
214505.0600000000
0.0223764404
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.700000000000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC 4.65 05/15/2050
25470DBH1
245000.0000000000
PA
USD
211168.2000000000
0.0220283504
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.650000000000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc 2.65 12/01/2031
256746AJ7
480000.0000000000
PA
USD
409977.4800000000
0.0427674603
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.650000000000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc 4.90 08/01/2041
25746UBM0
270000.0000000000
PA
USD
270241.9300000000
0.0281907216
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.900000000000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp 2.55 06/15/2031
26441CBL8
180000.0000000000
PA
USD
153763.3900000000
0.0160400754
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.550000000000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC 2.55 04/15/2031
26442CBB9
154000.0000000000
PA
USD
136728.8500000000
0.0142630899
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.550000000000000
N
N
N
N
N
N
Tanger Properties LP
PQPGJDNFN35EXH363L31
Tanger Properties LP 2.75 09/01/2031
875484AL1
866000.0000000000
PA
USD
705930.6800000000
0.0736402944
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.750000000000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp 2.95 01/15/2052
87612EBN5
327000.0000000000
PA
USD
260097.6500000000
0.0271325047
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.950000000000000
N
N
N
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd 6.25 07/15/2041
878742AW5
390000.0000000000
PA
USD
423915.6600000000
0.0442214439
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.250000000000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA 4.90 03/06/2048
87938WAW3
700000.0000000000
PA
USD
644025.3500000000
0.0671825403
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.895000000000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority 1.50 09/15/2031
880591EX6
300000.0000000000
PA
USD
255278.7800000000
0.0266298165
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
1.500000000000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC 4.50 09/15/2042
88732JBD9
675000.0000000000
PA
USD
558993.9300000000
0.0583123509
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.500000000000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp 1.90 04/06/2028
89236TJF3
420000.0000000000
PA
USD
379622.8300000000
0.0396009661
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.900000000000000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
Transcontinental Gas Pipe Line Co LLC 3.25 05/15/2030
893574AP8
100000.0000000000
PA
USD
92819.6200000000
0.0096826280
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.250000000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG 1.49 08/10/2027
902613AH1
425000.0000000000
PA
USD
377507.1200000000
0.0393802624
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
1.494000000000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co 3.90 04/01/2052
906548CU4
238000.0000000000
PA
USD
216938.6400000000
0.0226303032
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.900000000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp 3.55 08/15/2039
907818FD5
450000.0000000000
PA
USD
404880.5300000000
0.0422357637
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.550000000000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond 4.15 03/28/2027
91087BAC4
600000.0000000000
PA
USD
601191.0000000000
0.0627142062
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.150000000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp 2.49 11/03/2036
91159HJB7
415000.0000000000
PA
USD
349278.2300000000
0.0364355204
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.491000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 5.00 05/15/2037
912810PU6
200000.0000000000
PA
USD
250781.2500000000
0.0261606495
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 02/15/2040
912810QE1
1300000.0000000000
PA
USD
1583537.1100000000
0.1651892207
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.38 05/15/2041
912810QQ4
1400000.0000000000
PA
USD
1647542.9700000000
0.1718660949
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.13 11/15/2041
912810QT8
1000000.0000000000
PA
USD
993769.5300000000
0.1036666670
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 05/15/2042
912810QW1
1400000.0000000000
PA
USD
1363960.9300000000
0.1422837783
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.75 11/15/2042
912810QY7
2000000.0000000000
PA
USD
1863671.8800000000
0.1944119298
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 05/15/2043
912810RB6
1300000.0000000000
PA
USD
1233527.3500000000
0.1286773896
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.13 08/15/2044
912810RH3
500000.0000000000
PA
USD
493847.6600000000
0.0515165130
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.00 11/15/2044
912810RJ9
600000.0000000000
PA
USD
580265.6300000000
0.0605313425
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.50 02/15/2045
912810RK6
1500000.0000000000
PA
USD
1329082.0400000000
0.1386453308
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.75 08/15/2047
912810RY6
200000.0000000000
PA
USD
186953.1200000000
0.0195023154
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.38 11/15/2048
912810SE9
1460000.0000000000
PA
USD
1545119.1400000000
0.1611815884
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.25 08/15/2049
912810SJ8
1500000.0000000000
PA
USD
1282558.5900000000
0.1337921623
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.38 11/15/2049
912810SK5
2400000.0000000000
PA
USD
2111812.5100000000
0.2202971188
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.00 02/15/2050
912810SL3
700000.0000000000
PA
USD
565304.6800000000
0.0589706670
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.38 11/15/2040
912810ST6
500000.0000000000
PA
USD
374345.7100000000
0.0390504749
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 02/15/2051
912810SU3
1000000.0000000000
PA
USD
784023.4400000000
0.0817866662
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 02/15/2041
912810SW9
3000000.0000000000
PA
USD
2450273.4300000000
0.2556042140
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.38 05/15/2051
912810SX7
2800000.0000000000
PA
USD
2465968.7400000000
0.2572414955
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.25 05/15/2041
912810SY5
800000.0000000000
PA
USD
693484.3800000000
0.0723419385
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.00 08/15/2051
912810SZ2
5000000.0000000000
PA
USD
4041015.6000000000
0.4215450422
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 11/15/2051
912810TB4
300000.0000000000
PA
USD
235382.8100000000
0.0245543364
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.00 11/15/2041
912810TC2
2600000.0000000000
PA
USD
2152718.7500000000
0.2245643190
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.000000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.25 02/15/2052
912810TD0
4500000.0000000000
PA
USD
3865078.1300000000
0.4031918420
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.38 02/15/2042
912810TF5
2400000.0000000000
PA
USD
2121375.0000000000
0.2212946453
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.88 11/30/2023
9128285P1
1900000.0000000000
PA
USD
1908980.4600000000
0.1991383672
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.63 12/31/2025
9128285T3
200000.0000000000
PA
USD
197863.2800000000
0.0206404263
Long
DBT
UST
US
N
2
2025-12-31
Fixed
2.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.38 08/31/2026
912828YD6
1400000.0000000000
PA
USD
1310914.0700000000
0.1367501098
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.63 10/31/2026
912828YQ7
100000.0000000000
PA
USD
94425.7800000000
0.0098501771
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.75 12/31/2026
912828YX2
700000.0000000000
PA
USD
663660.1600000000
0.0692307771
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.13 02/28/2027
912828ZB9
1900000.0000000000
PA
USD
1745253.9100000000
0.1820589688
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.13 02/28/2025
912828ZC7
3300000.0000000000
PA
USD
3144281.2500000000
0.3280007561
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.50 03/31/2027
912828ZE3
4000000.0000000000
PA
USD
3578906.2400000000
0.3733393610
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.25 04/15/2023
912828ZH6
400000.0000000000
PA
USD
392987.2800000000
0.0409951002
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.25 05/31/2025
912828ZT0
1000000.0000000000
PA
USD
922109.3800000000
0.0961913232
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.25 06/15/2023
912828ZU7
500000.0000000000
PA
USD
489091.8000000000
0.0510203978
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.50 06/30/2027
912828ZV5
500000.0000000000
PA
USD
441523.4400000000
0.0460582278
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.25 08/31/2025
91282CAJ0
4000000.0000000000
PA
USD
3661875.0000000000
0.3819943806
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.250000000000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 0.13 10/15/2025
91282CAQ4
2187840.0000000000
PA
USD
2264885.2700000000
0.2362651499
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.63 12/31/2027
91282CBB6
3500000.0000000000
PA
USD
3075351.5800000000
0.3208102467
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.13 02/29/2028
91282CBP5
1000000.0000000000
PA
USD
902734.3800000000
0.0941701889
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.50 02/28/2026
91282CBQ3
1000000.0000000000
PA
USD
911679.6900000000
0.0951033333
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.25 03/15/2024
91282CBR1
6400000.0000000000
PA
USD
6118000.0000000000
0.6382090106
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.25 03/31/2028
91282CBS9
1700000.0000000000
PA
USD
1542085.9500000000
0.1608651763
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.38 04/15/2024
91282CBV2
8500000.0000000000
PA
USD
8124804.7300000000
0.8475520739
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.25 04/30/2028
91282CBZ3
5050000.0000000000
PA
USD
4575576.1800000000
0.4773085889
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.13 08/31/2023
91282CCU3
2000000.0000000000
PA
USD
1939296.8800000000
0.2023008733
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.75 11/15/2024
91282CDH1
5500000.0000000000
PA
USD
5217050.8000000000
0.5442250457
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.50 11/30/2028
91282CDL2
1500000.0000000000
PA
USD
1368808.5900000000
0.1427894698
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.00 12/15/2024
91282CDN8
13500000.0000000000
PA
USD
12871406.2500000000
1.3427014462
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.13 01/15/2025
91282CDS7
1500000.0000000000
PA
USD
1431914.0700000000
0.1493724194
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.125000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 02/15/2032
91282CDY4
6000000.0000000000
PA
USD
5479687.5000000000
0.5716224155
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.50 02/15/2025
91282CDZ1
11500000.0000000000
PA
USD
11072343.7500000000
1.1550293478
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.50 02/29/2024
91282CEA5
2000000.0000000000
PA
USD
1958515.6200000000
0.2043057071
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 02/28/2029
91282CEB3
12000000.0000000000
PA
USD
11208750.0000000000
1.1692587852
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 02/28/2027
91282CEC1
13000000.0000000000
PA
USD
12380468.7500000000
1.2914885112
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued 1.63 03/15/2025
91282CED9
11800000.0000000000
PA
USD
11432171.8200000000
1.1925653917
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.38 03/31/2029
91282CEE7
4500000.0000000000
PA
USD
4338984.3800000000
0.4526281347
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.375000000000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp 4.13 11/16/2028
913017CY3
570000.0000000000
PA
USD
570951.6300000000
0.0595597376
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125000000000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060
913366KC3
245000.0000000000
PA
USD
193522.1200000000
0.0201875712
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
3.256000000000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc 2.65 10/15/2030
913903AV2
330000.0000000000
PA
USD
278152.9500000000
0.0290159724
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.650000000000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc 1.65 09/01/2026
913903AX8
427000.0000000000
PA
USD
380054.5200000000
0.0396459986
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.650000000000000
N
N
N
N
N
N
VSE 2018-A Voi Mortgage LLC
549300E4XED7XGXU7L27
VSE 2018-A Voi Mortgage LLC 3.72
918286AB1
242289.4200000000
PA
USD
241099.2900000000
0.0251506602
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Fixed
3.720000000000000
N
N
N
N
N
N
VSE 2016-A VOI Mortgage LLC
N/A
VSE 2016-A VOI Mortgage LLC 2.54
918290AA5
101673.9600000000
PA
USD
100127.3900000000
0.0104449497
Long
ABS-MBS
CORP
US
N
2
2033-07-20
Fixed
2.540000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 4.86 08/21/2046
92343VCK8
206000.0000000000
PA
USD
208014.3800000000
0.0216993546
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.862000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 4.33 09/21/2028
92343VER1
333000.0000000000
PA
USD
335431.8000000000
0.0349911077
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000001
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 1.75 01/20/2031
92343VFR0
445000.0000000000
PA
USD
363734.4200000000
0.0379435411
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.750000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 3.40 03/22/2041
92343VGK4
254000.0000000000
PA
USD
213916.7700000000
0.0223150719
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.400000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-R2
N/A
Verus Securitization Trust 2021-R2 1.12
92538DAC3
282880.1300000000
PA
USD
276553.1200000000
0.0288490835
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
1.124000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-R2
N/A
Verus Securitization Trust 2021-R2 1.23
92538DAD1
323482.8000000000
PA
USD
315500.4700000000
0.0329119390
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
1.227000000000000
N
N
N
N
N
N
Verus Securitization Trust 2022-4
N/A
Verus Securitization Trust 2022-4 4.74
92538NAC1
749000.0000000000
PA
USD
740190.3300000000
0.0772141448
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.740000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-7
N/A
Verus Securitization Trust 2021-7 1.83
92538QAA8
559411.3900000000
PA
USD
522027.3300000000
0.0544561206
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.829000000000000
N
N
N
N
N
N
Verus Securitization Trust 2022-3
N/A
Verus Securitization Trust 2022-3 4.13
92538UAA9
809099.7000000000
PA
USD
798991.8600000000
0.0833481210
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
4.130000000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global 4.38 03/15/2043
92553PAP7
265000.0000000000
PA
USD
219373.6000000000
0.0228843099
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.375000000000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc 4.00 06/22/2050
92556VAF3
91000.0000000000
PA
USD
67441.4100000000
0.0070352592
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.000000000000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC 4.13 06/04/2081
92857WBW9
465000.0000000000
PA
USD
402510.9800000000
0.0419885803
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.125000000000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc 1.38 10/15/2027
92939UAD8
490000.0000000000
PA
USD
429185.2900000000
0.0447711539
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.375000000000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
State of Washington 5.14% 08/01/2040
93974CRE2
20000.0000000000
PA
USD
22350.9500000000
0.0023315753
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.140000000000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc 2.95 01/15/2052
94106BAD3
301000.0000000000
PA
USD
224557.6500000000
0.0234250925
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.950000000000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc 3.20 06/01/2032
94106BAE1
162000.0000000000
PA
USD
147328.0600000000
0.0153687636
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.200000000000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc 2.50 11/15/2050
94106LBM0
150000.0000000000
PA
USD
107281.3900000000
0.0111912308
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.500000000000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities 2021-2 Trust
N/A
Wells Fargo Mortgage Backed Securities 2021-2 Trust 2.50
949798AC6
799681.7200000000
PA
USD
745856.5000000000
0.0778052205
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.500000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 3.07 04/30/2041
95000U2Q5
605000.0000000000
PA
USD
487739.6000000000
0.0508793409
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 3.53 03/24/2028
95000U2V4
334000.0000000000
PA
USD
321037.2300000000
0.0334895150
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.526000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 4.61 04/25/2053
95000U2Z5
171000.0000000000
PA
USD
168678.4200000000
0.0175959607
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.611000000000001
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp 2.89 02/04/2030
961214EM1
205000.0000000000
PA
USD
195713.9500000000
0.0204162155
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
2.894000000000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp 3.02 11/18/2036
961214EX7
225000.0000000000
PA
USD
186722.9200000000
0.0194783017
Long
DBT
CORP
AU
N
2
2036-11-18
Variable
3.020000000000000
N
N
N
N
N
N
WestRock Co
549300JEB576INN13W07
WRKCo Inc 3.00 09/15/2024
96145DAB1
201000.0000000000
PA
USD
198851.1700000000
0.0207434796
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.000000000000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2013-2 CLO Ltd 2.61
97314CAC4
1150000.0000000000
PA
USD
1142648.5100000000
0.1191972172
Long
ABS-CBDO
CORP
US
N
2
2030-10-18
Variable
2.614290000000000
N
N
N
N
N
N
Wind River CLO Ltd
549300QKM4OHZM4I5C40
THL Credit Wind River 2019-3 Clo Ltd 2.69
97314JAC9
850000.0000000000
PA
USD
844110.2700000000
0.0880547205
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Variable
2.694290000000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc 3.70 04/01/2029
98138HAH4
142000.0000000000
PA
USD
135861.3100000000
0.0141725911
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.700000000000000
N
N
N
N
N
N
LCH.Clearnet Group Ltd
WAM6YERMS7OXFZUOY219
ZC 1.78 08/05/24
SL0W0ESZ7
3500000.0000000000
OU
Swap Contract Amount
USD
440765.2200000002
0.0459791329
N/A
DCO
CORP
US
N
2
2024-08-05
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
U.S. CPI Urban Consumers NSA Index
U.S. CPI Urban Consumers NSA Index
Y
2024-08-05
0.000000000000
USD
528.350000000093
USD
3500000.0000000000
USD
441293.57
N
N
N
LCH.Clearnet Group Ltd
WAM6YERMS7OXFZUOY219
ZC 2.30 02/24/26
SLPU286T3
4000000.0000000000
OU
Swap Contract Amount
USD
475296.5999999996
0.0495813293
N/A
DCO
CORP
US
N
2
2026-02-24
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
U.S. CPI Urban Consumers NSA Index
U.S. CPI Urban Consumers NSA Index
Y
2026-02-24
524.399999999906
USD
0.000000000000
USD
4000000.0000000000
USD
474772.2
N
N
N
LCH.Clearnet Group Ltd
WAM6YERMS7OXFZUOY219
ZC 2.34 02/05/26
SLZE0KK26
2300000.0000000000
OU
Swap Contract Amount
USD
271468.3999999999
0.0283186628
N/A
DCO
CORP
US
N
2
2026-02-05
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
U.S. CPI Urban Consumers NSA Index
U.S. CPI Urban Consumers NSA Index
Y
2026-02-05
301.529999999795
USD
0.000000000000
USD
2300000.0000000000
USD
271166.87
N
N
N
LCH.Clearnet Group Ltd
WAM6YERMS7OXFZUOY219
ZC 2.33 02/08/26
SLP40POC2
4000000.0000000000
OU
Swap Contract Amount
USD
472517.0800000001
0.0492913792
N/A
DCO
CORP
US
N
2
2026-02-08
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
U.S. CPI Urban Consumers NSA Index
U.S. CPI Urban Consumers NSA Index
Y
2026-02-08
524.399999999906
USD
0.000000000000
USD
4000000.0000000000
USD
471992.68
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT CDX.NA.HY.38 06/27
SPKC06BZ5
8045000.0000000000
OU
Swap Contract Amount
USD
-117400.59999999963
-0.0122468324
N/A
DCR
CORP
US
N
2
2027-06-20
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
Markit CDX North America High Yield Index
Markit CDX North America High Yield Index Series 38
Y
2027-06-20
0.000000000000
USD
455233.860000000340
USD
8045000.0000000000
USD
337833.26
N
N
N
2022-06-24
American Century Mutual Funds, Inc.
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer