0001145549-23-077012.txt : 20231222
0001145549-23-077012.hdr.sgml : 20231222
20231222113357
ACCESSION NUMBER: 0001145549-23-077012
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231222
DATE AS OF CHANGE: 20231222
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN CENTURY MUTUAL FUNDS, INC.
CENTRAL INDEX KEY: 0000100334
ORGANIZATION NAME:
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: 231508145
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
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811-00816
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Kansas City
64111
816-531-5575
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2023-10-31
2023-10-31
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BANK OF AMERICA, N.A.
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MORGAN STANLEY AND CO., LLC
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MORGAN STANLEY AND CO., LLC
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BANK OF AMERICA, N.A.
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CORP
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USD
2023-12-15
23381.5100000000
N
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N
JPMORGAN CHASE BANK N.A
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SOLD EUR/BOUGHT USD
N/A
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NC
USD
120.9300000000
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DFE
CORP
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JPMORGAN CHASE BANK N.A
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2023-12-15
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BANK OF AMERICA, N.A.
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1
NC
USD
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0.0001926164
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DFE
CORP
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BANK OF AMERICA, N.A.
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EUR
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USD
2023-12-22
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MORGAN STANLEY AND CO., LLC
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SOLD EUR/BOUGHT USD
N/A
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NC
USD
1810.3500000000
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DFE
CORP
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MORGAN STANLEY AND CO., LLC
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655024.9600000000
EUR
696519.4800000000
USD
2023-12-22
1810.3500000000
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JPMORGAN CHASE BANK N.A
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USD
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DFE
CORP
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JPMORGAN CHASE BANK N.A
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USD
2023-12-22
1670.8300000000
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MORGAN STANLEY AND CO., LLC
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SOLD EUR/BOUGHT USD
N/A
1
NC
USD
82.3100000000
0.0000102612
N/A
DFE
CORP
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MORGAN STANLEY AND CO., LLC
9R7GPTSO7KV3UQJZQ078
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EUR
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USD
2023-12-22
82.3100000000
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MetLife Inc
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MetLife Inc 5.38 07/15/2033
59156RCE6
199000.0000000000
PA
USD
186224.9000000000
0.0232157517
Long
DBT
CORP
US
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2
2033-07-15
Fixed
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FLINT WATER ADVOCACY FUND
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Michigan Strategic Fund 3.23% 09/01/2047
594698SJ2
570000.0000000000
PA
USD
388261.2000000000
0.0484026336
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
3.225000000000000
N
N
N
N
N
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MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co 4.40 10/15/2044
595620AN5
265000.0000000000
PA
USD
205138.5200000000
0.0255736206
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.400000000000000
N
N
N
N
N
N
MidAmerican Energy Co
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MidAmerican Energy Co 3.15 04/15/2050
595620AV7
200000.0000000000
PA
USD
119970.1100000000
0.0149560896
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.150000000000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co 5.85 09/15/2054
595620AY1
90000.0000000000
PA
USD
84395.7800000000
0.0105212110
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.850000000000001
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
127659.5300000000
0.0159146921
Long
DBT
MUN
US
N
2
2033-05-01
Fixed
5.445000000000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc 2.31 07/20/2032
606822BX1
315000.0000000000
PA
USD
235062.4500000000
0.0293040913
Long
DBT
CORP
JP
N
2
2032-07-20
Variable
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N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc 2.63 03/17/2027
609207BA2
310000.0000000000
PA
USD
280636.8500000000
0.0349856299
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.625000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.70 01/22/2031
6174468L6
540000.0000000000
PA
USD
434032.8500000000
0.0541087624
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.699000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 3.59 07/22/2028
61744YAK4
65000.0000000000
PA
USD
58970.4100000000
0.0073515539
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.591000000000000
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N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 1.16 10/21/2025
61747YEG6
544000.0000000000
PA
USD
514746.7200000000
0.0641709676
Long
DBT
CORP
US
N
2
2025-10-21
Variable
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N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.51 10/20/2032
61747YEH4
460000.0000000000
PA
USD
344211.9300000000
0.0429112256
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.511000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.63 02/18/2026
61747YEM3
209000.0000000000
PA
USD
199035.2100000000
0.0248127507
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.630000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 5.12 02/01/2029
61747YFA8
118000.0000000000
PA
USD
112380.0100000000
0.0140098687
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.123000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 5.16 04/20/2029
61747YFD2
311000.0000000000
PA
USD
295972.7100000000
0.0368974769
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.164000000000001
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 5.42 07/21/2034
61747YFG5
172000.0000000000
PA
USD
157039.9300000000
0.0195774035
Long
DBT
CORP
US
N
2
2034-07-21
Variable
5.424000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 6.63 11/01/2034
61747YFJ9
152000.0000000000
PA
USD
151936.5800000000
0.0189411937
Long
DBT
CORP
US
N
2
2034-11-01
Variable
6.627000000000001
N
N
N
N
N
N
Mountain View Funding CLO
N/A
Mountain View CLO 2017-2 LLC 7.36
62432LAC5
375000.0000000000
PA
USD
369255.7500000000
0.0460333167
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Variable
7.355480000000000
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc 3.95 06/15/2026
62854AAN4
675000.0000000000
PA
USD
632439.0600000000
0.0788430987
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.950000000000000
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT Inc 5.60 10/15/2033
637417AS5
405000.0000000000
PA
USD
373569.4000000000
0.0465710784
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.600000000000001
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc 4.85 03/14/2033
641062BH6
310000.0000000000
PA
USD
291077.4100000000
0.0362872036
Long
DBT
CORP
US
N
2
2033-03-14
Fixed
4.850000000000001
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co 6.00 03/15/2054
641423CG1
90000.0000000000
PA
USD
82836.9400000000
0.0103268780
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.000000000000000
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
1310000.0000000000
PA
USD
1094490.4600000000
0.1364447973
Long
ABS-MBS
CORP
US
N
2
2061-10-20
Fixed
2.410000000000000
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
968408.2100000000
0.1207267370
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 2.38 11/15/2049
912810SK5
1400000.0000000000
PA
USD
841476.5700000000
0.1049027874
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 1.38 11/15/2040
912810ST6
200000.0000000000
PA
USD
112816.4100000000
0.0140642726
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.375000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.25 05/15/2042
912810TH1
1500000.0000000000
PA
USD
1142753.9100000000
0.1424615666
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued 0.00 08/15/2052
912810TJ7
100000.0000000000
PA
USD
68617.1900000000
0.0085541710
Long
DBT
USGA
US
N
2
2052-08-15
None
0.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.38 08/15/2042
912810TK4
900000.0000000000
PA
USD
696638.6700000000
0.0868465515
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 11/15/2052
912810TL2
3100000.0000000000
PA
USD
2591406.2500000000
0.3230580013
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.000000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.25 11/15/2042
912810TM0
1900000.0000000000
PA
USD
1611251.9500000000
0.2008669365
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.50 02/15/2053
912810TN8
200000.0000000000
PA
USD
155875.0000000000
0.0194321774
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.88 02/15/2043
912810TQ1
1400000.0000000000
PA
USD
1164296.8700000000
0.1451472226
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.75 05/15/2043
912810TS7
2400000.0000000000
PA
USD
1993687.4900000000
0.2485433134
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 08/15/2053
912810TT5
500000.0000000000
PA
USD
427812.5000000000
0.0533333016
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.50 08/15/2043
912810TU2
780000.0000000000
PA
USD
695784.3800000000
0.0867400513
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.13 11/15/2028
9128285M8
6000000.0000000000
PA
USD
5533359.3600000000
0.6898169731
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.125000000000000
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
90964.8400000000
0.0113401438
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
636371.0900000000
0.0793332857
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 02/29/2028
91282CBP5
1000000.0000000000
PA
USD
855625.0000000000
0.1066666033
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 0.88 06/30/2026
91282CCJ8
200000.0000000000
PA
USD
180195.3100000000
0.0224640720
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.875000000000000
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
1500000.0000000000
PA
USD
1429277.3400000000
0.1781810478
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.500000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-R2
N/A
Verus Securitization Trust 2021-R2 1.12
92538DAC3
201079.2200000000
PA
USD
171546.2900000000
0.0213858408
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
229940.7400000000
PA
USD
196263.9000000000
0.0244672649
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
1.227000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-6
N/A
Verus Securitization Trust 2021-6 1.78
92538MAB5
181707.8300000000
PA
USD
142997.3400000000
0.0178267822
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.784000000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global 4.95 01/15/2031
92556HAB3
525000.0000000000
PA
USD
438614.8400000000
0.0546799768
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.950000000000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc 4.00 06/22/2050
92556VAF3
91000.0000000000
PA
USD
52394.5800000000
0.0065317772
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 6.15 02/27/2037
92857WAQ3
210000.0000000000
PA
USD
199474.0100000000
0.0248674537
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.150000000000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010 3.75 09/19/2024
92936MAF4
316000.0000000000
PA
USD
308415.8300000000
0.0384487001
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.750000000000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc 1.38 10/15/2027
92939UAD8
60000.0000000000
PA
USD
50620.8600000000
0.0063106562
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.375000000000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc 3.20 06/01/2032
94106BAE1
335000.0000000000
PA
USD
271376.7700000000
0.0338312208
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.200000000000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc 4.63 02/15/2033
94106LBU2
170000.0000000000
PA
USD
154286.6300000000
0.0192341630
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.625000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 5.39 04/24/2034
95000U3D3
841000.0000000000
PA
USD
761705.4400000000
0.0949581090
Long
DBT
CORP
US
N
2
2034-04-24
Variable
5.389000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 5.57 07/25/2029
95000U3E1
220000.0000000000
PA
USD
212200.4400000000
0.0264539958
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.574000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 5.56 07/25/2034
95000U3F8
372000.0000000000
PA
USD
340671.9600000000
0.0424699147
Long
DBT
CORP
US
N
2
2034-07-25
Variable
5.557000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 6.30 10/23/2029
95000U3G6
145000.0000000000
PA
USD
143837.5300000000
0.0179315246
Long
DBT
CORP
US
N
2
2029-10-23
Variable
6.303000000000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
7756.0000000000
NS
USD
1642022.7600000000
0.2047029836
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
23966.0000000000
NS
USD
2241779.6400000000
0.2794717540
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
22952.0000000000
NS
USD
3603464.0000000000
0.4492263140
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
2124.0000000000
NS
1276779.8500000000
0.1591699281
Long
EC
CORP
NL
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
N/A
37324.0000000000
NS
3600877.9500000000
0.4489039237
Long
EC
CORP
DK
N
2
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
G1151C101
17599.0000000000
NS
USD
5228486.9100000000
0.6518100090
Long
EC
CORP
IE
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
G29183103
23874.0000000000
NS
USD
4963643.3400000000
0.6187932505
Long
EC
CORP
US
N
1
N
N
N
GLOBALFOUNDRIES Inc
549300BA76VK784VMX48
GLOBALFOUNDRIES Inc
G39387108
17663.0000000000
NS
USD
876438.0600000000
0.1092612661
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
90191.0000000000
NS
USD
4421162.8200000000
0.5511648450
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.50 05/15/2035
00206RCP5
357000.0000000000
PA
USD
297841.4400000000
0.0371304423
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.500000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.90 08/15/2037
00206RFW7
286000.0000000000
PA
USD
240970.7500000000
0.0300406503
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 4.85 03/01/2039
00206RHK1
390000.0000000000
PA
USD
318382.5200000000
0.0396911988
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.850000000000001
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 5.40 02/15/2034
00206RMT6
453000.0000000000
PA
USD
416389.1200000000
0.0519092045
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.400000000000000
N
N
N
N
N
N
Aaset 2021-2 Trust
N/A
Aaset 2021-2 Trust 2.80
00258BAA2
698466.4600000000
PA
USD
588478.9500000000
0.0733628058
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
260000.0000000000
PA
USD
206636.4500000000
0.0257603602
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.400000000000000
N
N
N
N
N
N
ACREC Trust
N/A
ACREC 2023-FL2 LLC 7.56
00501BAA7
474000.0000000000
PA
USD
473463.3400000000
0.0590243696
Long
ABS-CBDO
CORP
US
N
2
2038-02-19
Variable
7.564500000000001
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
Agree LP 2.90 10/01/2030
008513AA1
400000.0000000000
PA
USD
318768.1000000000
0.0397392672
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.900000000000000
N
N
N
N
N
N
Aimco CDO
5493004I93856WYBB035
AIMCO CLO 10 Ltd 7.27
00901AAL1
650000.0000000000
PA
USD
641570.0900000000
0.0799814197
Long
ABS-CBDO
CORP
US
N
2
2032-07-22
Variable
7.273540000000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd 5.25 08/11/2025
00928QAT8
196000.0000000000
PA
USD
190887.7400000000
0.0237970452
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 6.00 06/13/2033
00973RAM5
480000.0000000000
PA
USD
452474.2800000000
0.0564077657
Long
DBT
CORP
NO
N
2
2033-06-13
Fixed
6.000000000000000
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
550089.4200000000
0.0685769700
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
2.482000000000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
FNCI 5 11/23 MBS 15yr
01F0504B9
2522000.0000000000
PA
USD
2433064.4200000000
0.3033182963
Long
ABS-MBS
USGA
US
N
2
2038-01-25
Fixed
5.000000000000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp 3.50 01/15/2031
023608AJ1
430000.0000000000
PA
USD
360739.1600000000
0.0449715949
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.500000000000000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co 4.95 06/01/2033
02361DBA7
170000.0000000000
PA
USD
156703.2400000000
0.0195354300
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.950000000000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co 6.34 10/30/2026
025816DL0
500000.0000000000
PA
USD
501507.6700000000
0.0625205197
Long
DBT
CORP
US
N
2
2026-10-30
Variable
6.338000000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp 5.55 07/15/2033
03027XCD0
457000.0000000000
PA
USD
421196.7500000000
0.0525085483
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.550000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 4.05 08/18/2029
031162DH0
740000.0000000000
PA
USD
677077.9500000000
0.0844080118
Long
DBT
CORP
US
N
2
2029-08-18
Fixed
4.050000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 5.25 03/02/2033
031162DR8
428000.0000000000
PA
USD
399359.5000000000
0.0497862046
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.250000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 5.65 03/02/2053
031162DT4
465000.0000000000
PA
USD
409308.0900000000
0.0510264469
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.650000000000000
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 4.70 02/01/2036
03522AAH3
840000.0000000000
PA
USD
739680.2700000000
0.0922123382
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.700000000000000
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
795000.0000000000
PA
USD
662629.8900000000
0.0826068425
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.900000000000000
N
N
N
N
N
N
Antares Holdings LP
5493008EAIGV4283RM42
Antares Holdings LP 2.75 01/15/2027
03666HAD3
256000.0000000000
PA
USD
215167.0400000000
0.0268238274
Long
DBT
CORP
CA
N
2
2027-01-15
Fixed
2.750000000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 6.94 11/07/2033
05964HAZ8
200000.0000000000
PA
USD
200754.4100000000
0.0250270750
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.938000000000001
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 2.88 10/22/2030
06051GHX0
1421000.0000000000
PA
USD
1163254.5000000000
0.1450172754
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.884000000000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The 6.47 10/25/2034
06406RBU0
480000.0000000000
PA
USD
481799.6200000000
0.0600636131
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.474000000000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC 2.28 11/24/2027
06738EBU8
267000.0000000000
PA
USD
233792.9600000000
0.0291458301
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
2.279000000000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC 6.69 09/13/2034
06738ECL7
200000.0000000000
PA
USD
189250.4400000000
0.0235929310
Long
DBT
CORP
GB
N
2
2034-09-13
Variable
6.692000000000000
N
N
N
N
N
N
Barings Private Credit Corp CL
N/A
Barings Private Credit Corp CLO 2023-1 Ltd 7.81
067930AA5
500000.0000000000
PA
USD
500188.8500000000
0.0623561088
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Variable
7.807440000000000
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
316860.0600000000
0.0395014011
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
6.918000000000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank 3.63 09/16/2025
07330MAB3
250000.0000000000
PA
USD
235931.8700000000
0.0294124776
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.625000000000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank 2.64 09/17/2029
07330MAC1
270000.0000000000
PA
USD
249145.0500000000
0.0310597005
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.636000000000000
N
N
N
N
N
N
Bellemeade Re 2019-3 Ltd
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd 7.39
07877GAC3
198300.3700000000
PA
USD
198858.5500000000
0.0247907273
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Variable
7.388920000000000
N
N
N
N
N
N
Bellemeade Re 2019-3 Ltd
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd 7.94
07877GAD1
400000.0000000000
PA
USD
401776.9600000000
0.0500875776
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Variable
7.938920000000000
N
N
N
N
N
N
Belrose Funding Trust
N/A
Belrose Funding Trust 2.33 08/15/2030
080807AA8
358000.0000000000
PA
USD
260727.3300000000
0.0325036069
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.330000000000000
N
N
N
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC 3.63 09/01/2028
092174AA9
715000.0000000000
PA
USD
638241.1800000000
0.0795664207
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.625000000000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft 2.44
09229CAA7
699287.2000000000
PA
USD
591474.6000000000
0.0737362589
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Fixed
2.443000000000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The 5.81 05/01/2050
097023CW3
168000.0000000000
PA
USD
144769.1500000000
0.0180476651
Long
DBT
CORP
US
N
2
2050-05-01
Floating
5.805000000000001
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
165506.1300000000
0.0206328435
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.060000000000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc 3.42 04/15/2033
11135FBK6
380000.0000000000
PA
USD
295581.8300000000
0.0368487478
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.419000000000000
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
224475.4400000000
0.0279842603
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
175000.0000000000
PA
USD
109216.2000000000
0.0136154520
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.300000000000000
N
N
N
N
N
N
Burlington Northern Santa Fe L
N/A
Burlington Northern Santa Fe LLC 5.20 04/15/2054
12189LBK6
162000.0000000000
PA
USD
140049.3500000000
0.0174592707
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.200000000000000
N
N
N
N
N
N
BX Trust 2018-GW
N/A
BX Trust 2018-GW 6.43
12433UAA3
492000.0000000000
PA
USD
486764.0400000000
0.0606825031
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Variable
6.432010000000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL2 LTD 7.10
12434LAG9
1090000.0000000000
PA
USD
943145.6100000000
0.1175773716
Long
ABS-CBDO
CORP
US
N
2
2038-02-15
Variable
7.099810000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global 4.00 01/15/2026
124857AQ6
495000.0000000000
PA
USD
469944.5100000000
0.0585856942
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.000000000000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc 4.95 06/01/2043
12527GAD5
195000.0000000000
PA
USD
150743.5900000000
0.0187924695
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.950000000000000
N
N
N
N
N
N
Clsec Holdings 22t LLC
N/A
Clsec Holdings 22t LLC 3.46
12567UAB9
1428958.5300000000
PA
USD
1168856.5000000000
0.1457156495
Long
ABS-MBS
CORP
US
N
2
2037-05-11
Fixed
3.464000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.50
3133BPZW1
1733157.3800000000
PA
USD
1550281.8800000000
0.1932660947
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.50
3133KL2S5
1961945.1000000000
PA
USD
1516547.3400000000
0.1890605738
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.00
3133KMEZ4
744119.2100000000
PA
USD
601082.6500000000
0.0749340477
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.00
3133KMLL7
1617019.5000000000
PA
USD
1196638.4600000000
0.1491790912
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.00
3133KNNV1
1022328.8500000000
PA
USD
823744.7800000000
0.1026922515
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.00
3133KPGB8
1525836.9500000000
PA
USD
1320432.8700000000
0.1646119376
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.00
3133KPMJ4
3323205.3100000000
PA
USD
2898478.7700000000
0.3613392375
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
4.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 6.00
3133KQDW3
3023490.5500000000
PA
USD
2961664.0100000000
0.3692162337
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 5.50
3133KQE28
486960.9800000000
PA
USD
462669.4700000000
0.0576787504
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
5.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.00
3133L8JQ9
1799868.1000000000
PA
USD
1538708.2100000000
0.1918232616
Long
ABS-MBS
USGA
US
N
2
2036-06-01
Fixed
2.000000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.76
31347AMD3
67106.2900000000
PA
USD
67968.8100000000
0.0084733406
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Variable
5.762000000000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp 6.25 07/15/2032
3134A4KX1
700000.0000000000
PA
USD
756011.3900000000
0.0942482595
Long
DBT
USGA
US
N
2
2032-07-15
Fixed
6.250000000000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 6.63 11/15/2030
31359MGK3
400000.0000000000
PA
USD
433994.1300000000
0.0541039354
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 0.88 08/05/2030
3135G05Q2
1200000.0000000000
PA
USD
909840.6600000000
0.1134254057
Long
DBT
USGA
US
N
2
2030-08-05
Fixed
0.875000000000000
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
1702674.8200000000
0.2122641806
Long
DBT
USGA
US
N
2
2027-10-08
Fixed
0.750000000000000
N
N
N
N
N
N
Federal Realty OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP 3.50 06/01/2030
313747BA4
380000.0000000000
PA
USD
317902.6600000000
0.0396313770
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3138AP5M6
133043.2300000000
PA
USD
122688.2100000000
0.0152949419
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
211392.0100000000
PA
USD
185764.4600000000
0.0231583509
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.60
3138ELNS8
53359.7800000000
PA
USD
54358.0600000000
0.0067765547
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Variable
5.601000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3138LSL65
640827.0800000000
PA
USD
563138.7500000000
0.0702037664
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 2.57 10/20/2032
06051GKD0
225000.0000000000
PA
USD
168573.0600000000
0.0210151827
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.572000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 4.57 04/27/2033
06051GKQ1
375000.0000000000
PA
USD
323537.0900000000
0.0403337939
Long
DBT
CORP
US
N
2
2033-04-27
Variable
4.571000000000001
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 5.29 04/25/2034
06051GLH0
340000.0000000000
PA
USD
307216.7400000000
0.0382992153
Long
DBT
CORP
US
N
2
2034-04-25
Variable
5.288000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 5.82 09/15/2029
06051GLS6
380000.0000000000
PA
USD
370110.1400000000
0.0461398293
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.819000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.94
31407GYH5
21617.5300000000
PA
USD
21960.7400000000
0.0027377385
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
6.940000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.94
31407GYJ1
21689.5400000000
PA
USD
22045.4100000000
0.0027482939
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Variable
6.940000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.20
3140FPBT5
78330.0800000000
PA
USD
78842.1100000000
0.0098288620
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Variable
3.198000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140MKAG7
638689.7500000000
PA
USD
557253.2300000000
0.0694700473
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3140N24W8
815480.5500000000
PA
USD
738623.3800000000
0.0920805809
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
3140N25N7
987977.4300000000
PA
USD
919269.6700000000
0.1146008744
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140QFFH7
1997024.8900000000
PA
USD
1535267.5600000000
0.1913943325
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140QG5L7
2473830.1600000000
PA
USD
1917259.4600000000
0.2390154030
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140QGE60
1374566.2100000000
PA
USD
1059366.0400000000
0.1320660068
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140QN3F7
1735756.1900000000
PA
USD
1472335.6600000000
0.1835489189
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140QN4N9
1944106.7600000000
PA
USD
1683199.4700000000
0.2098362835
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140QN7H9
2034290.7900000000
PA
USD
1703074.5800000000
0.2123140167
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140QNF31
1100863.6600000000
PA
USD
887005.0600000000
0.1105786026
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 2.50
3140QNN24
1348770.2400000000
PA
USD
1047017.2800000000
0.1305265471
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140QPAJ6
1808976.6700000000
PA
USD
1509769.7600000000
0.1882156459
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.50
3140QPSR9
1492975.9000000000
PA
USD
1335345.4900000000
0.1664710213
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.500000000000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp 4.25 03/15/2029
126408HM8
224000.0000000000
PA
USD
209128.8000000000
0.0260710694
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.250000000000000
N
N
N
N
N
N
CSMC 2021-NQM2
N/A
CSMC 2021-NQM2 1.38
12662EAB9
260306.7000000000
PA
USD
213731.1200000000
0.0266448182
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.384000000000000
N
N
N
N
N
N
CSMC 2021-NQM6
N/A
CSMC 2021-NQM6 1.17
12662KAA7
230774.7500000000
PA
USD
177074.3000000000
0.0220749909
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.174000000000000
N
N
N
N
N
N
CSMC 2021-NQM6
N/A
CSMC 2021-NQM6 1.59
12662KAC3
618146.6400000000
PA
USD
472292.2200000000
0.0588783718
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
1.585000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
3140QPXM4
3294120.0000000000
PA
USD
3042151.2500000000
0.3792501861
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
3140QREQ2
2725318.3000000000
PA
USD
2590046.0900000000
0.3228884368
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
5.500000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 4.78 03/25/2038
126650CY4
160000.0000000000
PA
USD
132451.9300000000
0.0165121373
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
400000.0000000000
PA
USD
314729.4700000000
0.0392357908
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.050000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.50
3140QREU3
2772926.2800000000
PA
USD
2759334.9200000000
0.3439928511
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
3140QS4H1
1613389.3100000000
PA
USD
1572151.4800000000
0.1959924712
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
3140QS4T5
1621968.7800000000
PA
USD
1580386.7100000000
0.1970191173
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.00
3140QSU33
1716463.4800000000
PA
USD
1595036.3000000000
0.1988454103
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
5.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.00
3140XAUZ3
822078.2300000000
PA
USD
701810.2200000000
0.0874912635
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140XDS98
1066032.4900000000
PA
USD
820862.8300000000
0.1023329728
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 2.00
3140XF4G3
2897489.5600000000
PA
USD
2148170.5700000000
0.2678019669
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140XGMP1
1414054.4300000000
PA
USD
1228071.8000000000
0.1530977326
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.000000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 5.63 02/21/2053
126650DV9
505000.0000000000
PA
USD
428325.0100000000
0.0533971938
Long
DBT
CORP
US
N
2
2053-02-21
Fixed
5.625000000000000
N
N
N
N
N
N
CSMC 2022-NQM4 Trust
N/A
CSMC 2022-NQM4 Trust 4.82
12665EAE0
472045.0000000000
PA
USD
445126.7300000000
0.0554917824
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.819000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 5.14 03/15/2052
55903VBE2
330000.0000000000
PA
USD
233688.1200000000
0.0291327602
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.141000000000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc 3.88 04/01/2039
571676AD7
109000.0000000000
PA
USD
83580.4200000000
0.0104195641
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
3.875000000000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc 4.75 04/20/2033
571676AV7
352000.0000000000
PA
USD
323351.9100000000
0.0403107084
Long
DBT
CORP
US
N
2
2033-04-20
Fixed
4.750000000000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD 3.50 10/15/2032
571903BF9
212000.0000000000
PA
USD
168407.0200000000
0.0209944833
Long
DBT
CORP
US
N
2
2032-10-15
Floating
3.500000000000000
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
996.0000000000
PA
USD
896.9000000000
0.0001118122
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
114325.5200000000
0.0142524060
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
176689.5200000000
0.0220270223
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.300000000000000
N
N
N
N
N
N
State of California
N/A
State of California 7.60% 11/01/2040
13063BJC7
80000.0000000000
PA
USD
91667.5800000000
0.0114277509
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
180000.0000000000
PA
USD
157089.8900000000
0.0195836318
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.600000000000001
N
N
N
N
N
N
California State University
N/A
California State University 2.98% 11/01/2051
13077DKU5
500000.0000000000
PA
USD
298711.3500000000
0.0372388898
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.975000000000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce 5.00 04/28/2028
13607LNG4
350000.0000000000
PA
USD
333399.3000000000
0.0415632676
Long
DBT
CORP
CA
N
2
2028-04-28
Fixed
5.001000000000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce 6.09 10/03/2033
13607LWW9
145000.0000000000
PA
USD
139732.6600000000
0.0174197905
Long
DBT
CORP
CA
N
2
2033-10-03
Fixed
6.092000000000001
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd 7.26
13876GAL2
350000.0000000000
PA
USD
345296.7700000000
0.0430464673
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Variable
7.255479999999999
N
N
N
N
N
N
Carlyle Group Inc/The
549300CVBX8ZUYQV3Q10
Carlyle Global Market Strategies CLO 2013-1 Ltd 7.83
14310BAW1
450000.0000000000
PA
USD
449346.9600000000
0.0560178979
Long
ABS-CBDO
CORP
US
N
2
2030-08-14
Variable
7.830760000000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2017-1R
N/A
Castlelake Aircraft Structured Trust 2017-1R 2.74
14856JAA2
350793.5600000000
PA
USD
318734.1900000000
0.0397350398
Long
ABS-MBS
CORP
US
N
2
2041-08-15
Fixed
2.741000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.19
3140FS6H1
98507.0100000000
PA
USD
92173.4200000000
0.0114908115
Long
ABS-MBS
USGA
US
N
2
2047-03-01
Variable
3.189000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.12
3140FTAF8
53212.9200000000
PA
USD
49739.9000000000
0.0062008312
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Variable
3.116000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140LNDX2
130051.2000000000
PA
USD
106574.3100000000
0.0132861004
Long
ABS-MBS
USGA
US
N
2
2051-06-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140MHUV9
1990326.5700000000
PA
USD
1620889.4400000000
0.2020683954
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140XGST7
733457.6000000000
PA
USD
611917.3600000000
0.0762847582
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XHCM7
1158206.7600000000
PA
USD
946025.1700000000
0.1179363524
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.000000000000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP 3.05 02/15/2030
49427RAP7
125000.0000000000
PA
USD
96089.0400000000
0.0119789528
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.050000000000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP 2.50 11/15/2032
49427RAQ5
165000.0000000000
PA
USD
109338.4100000000
0.0136306873
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.500000000000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP 2.65 11/15/2033
49427RAR3
16000.0000000000
PA
USD
10470.7400000000
0.0013053362
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.650000000000000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC 4.60 02/01/2033
49446RBA6
520000.0000000000
PA
USD
449683.9800000000
0.0560599126
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.600000000000001
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP 6.50 09/01/2039
494550BD7
173000.0000000000
PA
USD
160604.4500000000
0.0200217749
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co 5.00 06/04/2042
50076QAE6
985000.0000000000
PA
USD
812401.3000000000
0.1012781150
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.000000000000000
N
N
N
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc 3.15 10/15/2031
50155QAL4
79000.0000000000
PA
USD
57614.0200000000
0.0071824594
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.150000000000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co 4.88 02/27/2053
532457CG1
255000.0000000000
PA
USD
221205.3200000000
0.0275765903
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
4.875000000000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC 5.99 08/07/2027
539439AY5
314000.0000000000
PA
USD
309543.5300000000
0.0385892849
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
5.985000000000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
40339.0000000000
NS
USD
5695060.0200000000
0.7099754072
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
3173.0000000000
NS
USD
1688226.3800000000
0.2104629639
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc 5.63 04/15/2053
548661EM5
595000.0000000000
PA
USD
514541.3500000000
0.0641453651
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.625000000000000
N
N
N
N
N
N
MFA 2021-INV2 Trust
N/A
MFA 2021-INV2 Trust 2.26
552732AC3
673825.4100000000
PA
USD
549711.6900000000
0.0685298802
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
2.264000000000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd 6.90
55284AAC2
1075000.0000000000
PA
USD
1041483.1100000000
0.1298366290
Long
ABS-CBDO
CORP
US
N
2
2036-10-16
Variable
6.899200000000000
N
N
N
N
N
N
MAPS 2021-1 Trust
N/A
MAPS 2021-1 Trust 2.52
55292RAA9
931945.9400000000
PA
USD
804958.9900000000
0.1003503185
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
2.521000000000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
46477.0000000000
NS
USD
4577984.5000000000
0.5707150404
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
34352.0000000000
NS
USD
3550966.2400000000
0.4426816738
Long
EC
CORP
US
N
1
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 3.79 03/15/2025
55903VAY9
93000.0000000000
PA
USD
89951.5100000000
0.0112138168
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.788000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 3.64 03/15/2025
55903VAZ6
111000.0000000000
PA
USD
107307.2000000000
0.0133774662
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.638000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 3.76 03/15/2027
55903VBA0
83000.0000000000
PA
USD
76430.4600000000
0.0095282134
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 5.05 03/15/2042
55903VBD4
250000.0000000000
PA
USD
185308.5800000000
0.0231015185
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.050000000000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc 2.65 06/01/2031
15189TBB2
255000.0000000000
PA
USD
199185.7400000000
0.0248315165
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.650000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc 2.50 05/11/2031
62954HBA5
495000.0000000000
PA
USD
378219.9700000000
0.0471508424
Long
DBT
CORP
NL
N
2
2031-05-11
Fixed
2.500000000000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc 5.55 02/15/2034
63111XAJ0
261000.0000000000
PA
USD
242225.2400000000
0.0301970414
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.550000000000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC 4.45 10/01/2032
15189XAZ1
340000.0000000000
PA
USD
304435.8700000000
0.0379525378
Long
DBT
CORP
US
N
2
2032-10-01
Fixed
4.450000000000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC 4.95 04/01/2033
15189XBB3
153000.0000000000
PA
USD
141407.4800000000
0.0176285821
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.950000000000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
9686.0000000000
NS
USD
1145756.9400000000
0.1428359398
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
11763.0000000000
NS
USD
3322341.7200000000
0.4141801679
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc 5.95 08/15/2053
63111XAK7
116000.0000000000
PA
USD
103607.2400000000
0.0129162102
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.950000000000000
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT Inc 4.80 10/15/2048
637417AM8
270000.0000000000
PA
USD
199418.0000000000
0.0248604712
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.800000000000000
N
N
N
N
N
N
Cerberus Loan Funding LP
635400YPAUXKTFEV3V98
Cerberus Loan Funding XXXIX LP 7.79
15673VAA3
687015.0400000000
PA
USD
684705.3000000000
0.0853588764
Long
ABS-CBDO
CORP
US
N
2
2033-01-20
Variable
7.793870000000000
N
N
N
N
N
N
Cerberus Loan Funding LP
N/A
Cerberus Loan Funding XXXI LP 7.16
15674EAA0
398842.1400000000
PA
USD
397618.4900000000
0.0495691614
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Variable
7.155480000000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
173921.0000000000
NS
USD
21580117.6800000000
2.6902882118
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
110142.0000000000
NS
USD
14658798.7800000000
1.8274410798
Long
EC
CORP
US
N
1
N
N
N
Cerberus Onshore CLO LLC
N/A
Cerberus Loan Funding XXXVI LP 7.06
15674UAA4
106465.4300000000
PA
USD
106129.0300000000
0.0132305895
Long
ABS-CBDO
CORP
US
N
2
2033-11-22
Variable
7.055479999999999
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital 6.48 10/23/2045
161175BA1
290000.0000000000
PA
USD
243956.0200000000
0.0304128094
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484000000000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
17068.0000000000
NS
USD
2492440.0400000000
0.3107203657
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
9589.0000000000
NS
USD
3016411.7300000000
0.3760413655
Long
EC
CORP
US
N
1
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.88 02/28/2029
91282CEB3
1500000.0000000000
PA
USD
1289765.6300000000
0.1607888021
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 2.88 04/30/2029
91282CEM9
700000.0000000000
PA
USD
632050.7800000000
0.0787946937
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.875 06/15/2025
91282CEU1
500000.0000000000
PA
USD
482187.5000000000
0.0601119682
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.875000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.88 11/30/2029
91282CFY2
700000.0000000000
PA
USD
661664.0700000000
0.0824864384
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.875000000000000
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
235000.0000000000
PA
USD
162700.1900000000
0.0202830406
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.125000000000000
N
N
N
N
N
N
CHNGE Mortgage Trust 2022-1
N/A
CHNGE Mortgage Trust 2022-1 3.01
17030JAA4
614244.3300000000
PA
USD
537909.1800000000
0.0670585187
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
3.007000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.88 12/31/2029
91282CGB1
1000000.0000000000
PA
USD
944492.1900000000
0.1177452432
Long
DBT
UST
US
N
2
2029-12-31
Fixed
3.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.63 05/31/2028
91282CHE4
6000000.0000000000
PA
USD
5706328.1400000000
0.7113801489
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.625000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 3.52 10/27/2028
172967LS8
178000.0000000000
PA
USD
160062.8300000000
0.0199542538
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.520000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 3.98 03/20/2030
172967ME8
273000.0000000000
PA
USD
241607.2400000000
0.0301199984
Long
DBT
CORP
US
N
2
2030-03-20
Variable
3.980000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
13950.0000000000
NS
USD
3567015.0000000000
0.4446823946
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
21699.0000000000
NS
USD
3413903.6700000000
0.4255947505
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
149514.0000000000
NS
USD
25532505.7800000000
3.1830131946
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
28448.0000000000
NS
USD
3765092.8000000000
0.4693757896
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 4.41 03/31/2031
172967MP3
120000.0000000000
PA
USD
106206.0000000000
0.0132401850
Long
DBT
CORP
US
N
2
2031-03-31
Variable
4.412000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 0.00 02/24/2028
172967NG2
376000.0000000000
PA
USD
338533.2300000000
0.0422032897
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.000000000000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
43804.0000000000
NS
USD
2109162.6000000000
0.2629390332
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
149879.0000000000
NS
USD
3947812.8600000000
0.4921546100
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 6.27 11/17/2033
172967PA3
160000.0000000000
PA
USD
155420.2400000000
0.0193754847
Long
DBT
CORP
US
N
2
2033-11-17
Variable
6.270000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 3.06 01/25/2033
17327CAQ6
560000.0000000000
PA
USD
431340.6100000000
0.0537731339
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.057000000000000
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The 1.80 05/15/2030
189054AX7
385000.0000000000
PA
USD
296349.8800000000
0.0369444968
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.800000000000000
N
N
N
N
N
N
Columbia Pipelines Operating Co LLC
N/A
Columbia Pipelines Operating Co LLC 6.04 11/15/2033
19828TAB2
370000.0000000000
PA
USD
351529.2700000000
0.0438234427
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.036000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.50 08/15/2026
91282CHU8
3500000.0000000000
PA
USD
3450234.3800000000
0.4301239232
Long
DBT
UST
US
N
2
2026-08-15
Fixed
4.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.25 08/31/2030
91282CHW4
1600000.0000000000
PA
USD
1526500.0000000000
0.1903013235
Long
DBT
UST
US
N
2
2030-08-31
Fixed
4.250000000000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp 4.63 12/15/2029
15135BAT8
214000.0000000000
PA
USD
191346.1200000000
0.0238541892
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
349000.0000000000
PA
USD
288884.4400000000
0.0360138167
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
471590.0000000000
0.0587908294
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
255000.0000000000
PA
USD
192849.3000000000
0.0240415834
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.650000000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp 3.20 07/15/2036
20030NBT7
320000.0000000000
PA
USD
236335.7300000000
0.0294628249
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.200000000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp 3.75 04/01/2040
20030NDH1
440000.0000000000
PA
USD
323558.1100000000
0.0403364144
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.750000000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp 2.94 11/01/2056
20030NDU2
285000.0000000000
PA
USD
151115.4300000000
0.0188388250
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.937000000000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co 5.30 02/01/2053
202795JY7
264000.0000000000
PA
USD
228155.9300000000
0.0284430891
Long
DBT
CORP
US
N
2
2053-02-01
Fixed
5.300000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.38 08/31/2028
91282CHX2
9300000.0000000000
PA
USD
9123445.2700000000
1.1373755058
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 09/15/2026
91282CHY0
18060000.0000000000
PA
USD
17928782.9000000000
2.2350940807
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.625000000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
G2SF 6 11/23 MBS 30yr
21H0606B2
1660000.0000000000
PA
USD
1626390.7300000000
0.2027542145
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.000000000000000
N
N
N
N
N
N
Ginnie Mae
549300M8ZYFG0OCMTT87
G2SF 6.5 11/23 MBS 30yr
21H0626B8
987000.0000000000
PA
USD
984797.8900000000
0.1227699586
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.500000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.88 10/31/2030
91282CJG7
2880000.0000000000
PA
USD
2874600.0000000000
0.3583623875
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.875000000000000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp 4.13 11/16/2028
913017CY3
520000.0000000000
PA
USD
477720.1500000000
0.0595550454
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125000000000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co 5.55 03/15/2054
20826FBG0
83000.0000000000
PA
USD
74262.8200000000
0.0092579842
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.550000000000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial Inc 3.90 04/05/2032
21871XAH2
375000.0000000000
PA
USD
306985.6000000000
0.0382704002
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.900000000000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc 4.50 06/30/2043
224044CC9
83000.0000000000
PA
USD
59717.5900000000
0.0074447012
Long
DBT
CORP
US
N
2
2043-06-30
Fixed
4.500000000000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc 3.85 02/01/2025
224044CE5
172000.0000000000
PA
USD
167038.3700000000
0.0208238604
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.850000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc 5.05 04/15/2053
91324PEW8
540000.0000000000
PA
USD
454599.3200000000
0.0566726841
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.050000000000000
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
143033.8400000000
0.0178313325
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
3.256000000000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc 3.15 08/15/2024
224044CH8
96000.0000000000
PA
USD
93758.3100000000
0.0116883921
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.150000000000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc 5.70 06/15/2033
224044CS4
149000.0000000000
PA
USD
140194.6600000000
0.0174773857
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.700000000000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA 4.00 01/10/2033
225313AK1
555000.0000000000
PA
USD
483354.2700000000
0.0602574237
Long
DBT
CORP
FR
N
2
2033-01-10
Variable
4.000000000000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA 6.32 10/03/2029
22535WAJ6
377000.0000000000
PA
USD
370552.3900000000
0.0461949625
Long
DBT
CORP
FR
N
2
2029-10-03
Variable
6.316000000000001
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc 1.65 09/01/2026
913903AZ3
377000.0000000000
PA
USD
332613.6500000000
0.0414653245
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.650000000000000
N
N
N
N
N
N
University of California
N/A
University of California 3.07% 05/15/2051
91412HKE2
180000.0000000000
PA
USD
107323.2700000000
0.0133794696
Long
DBT
MUN
US
N
2
2051-05-15
Fixed
3.071000000000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp 2.55 06/15/2031
26441CBL8
230000.0000000000
PA
USD
177438.6000000000
0.0221204064
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.550000000000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp 5.00 08/15/2052
26441CBU8
230000.0000000000
PA
USD
178810.4600000000
0.0222914295
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.000000000000000
N
N
N
N
N
N
VSE 2018-A VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE 2018-A Voi Mortgage LLC 3.72
918286AB1
133306.2800000000
PA
USD
129254.5000000000
0.0161135293
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Fixed
3.720000000000000
N
N
N
N
N
N
Veralto Corp
635400FJE6GSOJUSNY27
Veralto Corp 5.45 09/18/2033
92338CAE3
510000.0000000000
PA
USD
476835.6500000000
0.0594447791
Long
DBT
CORP
US
N
2
2033-09-18
Floating
5.450000000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG 4.28 01/09/2028
225401AC2
319000.0000000000
PA
USD
291137.6100000000
0.0362947085
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.282000000000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG 6.30 09/22/2034
225401BG2
255000.0000000000
PA
USD
241635.7900000000
0.0301235576
Long
DBT
CORP
CH
N
2
2034-09-22
Variable
6.301000000000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc 4.81 03/15/2039
92343VDR2
145000.0000000000
PA
USD
120240.9400000000
0.0149898526
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.812000000000000
N
N
N
N
N
N
Linde PLC
N/A
Linde PLC
G54950103
12782.0000000000
NS
USD
4884769.1200000000
0.6089603855
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc 4.15 07/01/2050
22822VAQ4
221000.0000000000
PA
USD
147676.2200000000
0.0184100754
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.150000000000000
N
N
N
N
N
N
DI Issuer LLC
N/A
DI Issuer LLC 3.72
23292FAB1
1826955.4700000000
PA
USD
1609169.9500000000
0.2006073837
Long
ABS-MBS
CORP
US
N
2
2051-09-15
Fixed
3.722000000000000
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
123233.9000000000
0.0153629704
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.550000000000000
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
245069.5200000000
0.0305516240
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.150000000000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
G6095L109
48816.0000000000
NS
USD
4256755.2000000000
0.5306689474
Long
EC
CORP
IE
N
1
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC 2.00 08/15/2031
26442UAL8
440000.0000000000
PA
USD
331080.3300000000
0.0412741729
Long
DBT
CORP
US
N
2
2031-08-15
Floating
2.000000000000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC 5.35 03/15/2053
26442UAR5
120000.0000000000
PA
USD
102309.6600000000
0.0127544472
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.350000000000001
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
116183.0500000000
0.0144839752
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.920000000000000
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
284940.5600000000
0.0355221524
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.750000000000000
N
N
N
N
N
N
Eagle RE 2021-1 Ltd
N/A
Eagle RE 2021-1 Ltd 8.02
26983BAC5
343889.7300000000
PA
USD
345478.5700000000
0.0430691314
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
8.020619999999999
N
N
N
N
N
N
EdgeConneX Data Centers Issuer
N/A
EdgeConneX Data Centers Issuer LLC 4.25
28000XAA6
930225.0000000000
PA
USD
834674.3300000000
0.1040547852
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Fixed
4.250000000000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc 2.50 10/15/2024
23331ABM0
310000.0000000000
PA
USD
299879.4500000000
0.0373845111
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.500000000000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co 4.88 06/01/2028
233331BJ5
200000.0000000000
PA
USD
190347.1400000000
0.0237296513
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.875000000000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S 1.55 09/10/2027
23636ABB6
385000.0000000000
PA
USD
334424.5400000000
0.0416910793
Long
DBT
CORP
DK
N
2
2027-09-10
Variable
1.549000000000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2020-2
N/A
Deephaven Residential Mortgage Trust 2020-2 4.11
24380NAD1
525000.0000000000
PA
USD
484836.7700000000
0.0604422398
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
4.112000000000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp 4.70 06/10/2030
24422EWZ8
283000.0000000000
PA
USD
266532.6700000000
0.0332273304
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
4.700000000000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp 4.95 07/14/2028
24422EXB0
430000.0000000000
PA
USD
419650.9300000000
0.0523158384
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
4.950000000000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp 5.15 09/08/2033
24422EXE4
180000.0000000000
PA
USD
171269.3900000000
0.0213513211
Long
DBT
CORP
US
N
2
2033-09-08
Fixed
5.150000000000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
Dell International LLC / EMC Corp 5.75 02/01/2033
24703DBL4
230000.0000000000
PA
USD
217582.7600000000
0.0271249834
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.750000000000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc 5.70 03/08/2033
29250NBR5
323000.0000000000
PA
USD
302166.3400000000
0.0376696066
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.700000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 4.90 03/15/2035
29273RBE8
270000.0000000000
PA
USD
229443.4500000000
0.0286035979
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.900000000000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY 7.15 07/13/2027
25160PAN7
315000.0000000000
PA
USD
314859.0700000000
0.0392519474
Long
DBT
CORP
US
N
2
2027-07-13
Variable
7.146000000000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc 6.25 03/15/2033
25278XAV1
320000.0000000000
PA
USD
316017.3300000000
0.0393963421
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.250000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 6.13 12/15/2045
29273RBJ7
140000.0000000000
PA
USD
121068.3800000000
0.0150930055
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.125000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 5.75 02/15/2033
29273VAQ3
312000.0000000000
PA
USD
292716.5300000000
0.0364915448
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.750000000000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc 4.90 08/01/2041
25746UBM0
270000.0000000000
PA
USD
216109.9800000000
0.0269413791
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.900000000000000
N
N
N
N
N
N
FS Commercial Mortgage Trust 2023-4SZN
N/A
FS Commercial Mortgage Trust 2023-4SZN 7.07
30334RAA2
760000.0000000000
PA
USD
764702.5000000000
0.0953317378
Long
ABS-MBS
CORP
US
N
2
2027-11-10
Fixed
7.066260000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 6.55 12/01/2033
29273VAU4
156000.0000000000
PA
USD
154078.7800000000
0.0192082514
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.550000000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC 4.85 03/15/2044
29379VBA0
237000.0000000000
PA
USD
196451.3200000000
0.0244906297
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.850000000000001
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 8.04
30711XAH7
97022.7600000000
PA
USD
97702.3600000000
0.0121800776
Long
ABS-MBS
CORP
US
N
2
2024-05-25
Variable
8.035100000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 8.44
30711XJV7
110000.0000000000
PA
USD
113325.8200000000
0.0141277783
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
8.435100000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 6.04
3128NGEX9
42387.4500000000
PA
USD
43172.1900000000
0.0053820668
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Variable
6.039000000000001
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.11
3128QLQ61
51672.8100000000
PA
USD
52470.5900000000
0.0065412530
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Variable
5.113000000000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA 3.25 11/18/2049
29446MAC6
230000.0000000000
PA
USD
146250.4300000000
0.0182323291
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
307131.7900000000
0.0382886250
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.704000000000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP 3.00 01/15/2030
29717PAU1
247000.0000000000
PA
USD
201823.6000000000
0.0251603657
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.000000000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp 5.15 03/15/2028
30161NBJ9
203000.0000000000
PA
USD
197029.4800000000
0.0245627061
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.150000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.67
31300L3K9
24077.4300000000
PA
USD
23901.9200000000
0.0029797360
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Variable
5.670000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.30
31300LWG6
13238.4500000000
PA
USD
13453.8900000000
0.0016772310
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Variable
5.298000000000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP 5.50 07/01/2030
30225VAK3
136000.0000000000
PA
USD
128709.5500000000
0.0160455930
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.500000000000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP 2.20 10/15/2030
30225VAP2
120000.0000000000
PA
USD
91628.6000000000
0.0114228915
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.200000000000000
N
N
N
N
N
N
FS RIALTO
N/A
FS Rialto 2022-FL6 Issuer LLC 7.91
30328DAA1
566000.0000000000
PA
USD
567891.0100000000
0.0707962075
Long
ABS-CBDO
CORP
US
N
2
2037-08-17
Variable
7.913510000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 4.00
3140XHN94
462971.4200000000
PA
USD
401283.0300000000
0.0500260018
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
4.000000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 3.60
31300M5W9
56246.7000000000
PA
USD
57061.3200000000
0.0071135570
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Variable
3.595000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.03
31300MCT8
53603.9900000000
PA
USD
54332.0800000000
0.0067733159
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Variable
5.034000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XHR33
510180.7700000000
PA
USD
416714.2200000000
0.0519497331
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XHWY9
1940374.8500000000
PA
USD
1563451.1200000000
0.1949078397
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 2.00
3140XHX44
1120312.3400000000
PA
USD
955717.4200000000
0.1191446380
Long
ABS-MBS
USGA
US
N
2
2037-01-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.00
3140XJKC6
2802365.7600000000
PA
USD
2390530.6800000000
0.2980158220
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XJQY2
445596.3400000000
PA
USD
359115.5400000000
0.0447691861
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140XKAQ3
590042.4600000000
PA
USD
456217.6200000000
0.0568744297
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 5.51
31326JXE5
27105.4300000000
PA
USD
27334.2100000000
0.0034076229
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Variable
5.514000000000000
N
N
N
N
N
N
Freddie Mac Non Gold Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool 3.11
31326MFE8
116751.5200000000
PA
USD
115352.3800000000
0.0143804196
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Variable
3.112000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
3140XKDT4
1973179.6400000000
PA
USD
1732811.2000000000
0.2160211364
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
2.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140XKZH6
1658576.2800000000
PA
USD
1408192.7100000000
0.1755525296
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
31418DLT7
251309.8600000000
PA
USD
203377.9800000000
0.0253541427
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 2.50
31418DQH8
955642.2700000000
PA
USD
742608.5600000000
0.0925773939
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.00
3132DM5Y7
1138093.5300000000
PA
USD
913934.1200000000
0.1139357174
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
3132DMJA4
1664241.8500000000
PA
USD
1336525.5400000000
0.1666181324
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 5.50
31418EJ84
1607429.7000000000
PA
USD
1526561.6200000000
0.1903090053
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000000
N
N
N
N
N
N
FirstKey Homes 2021-SFR1 Trust
N/A
FirstKey Homes 2021-SFR1 Trust 2.19
33767WAG8
600000.0000000000
PA
USD
520188.9600000000
0.0648494252
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.189000000000000
N
N
N
N
N
N
Five Corners Funding Trust III
N/A
Five Corners Funding Trust III 5.79 02/15/2033
33830GAA9
184000.0000000000
PA
USD
174106.0200000000
0.0217049499
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.791000000000000
N
N
N
N
N
N
Flexential Issuer 2021-1
N/A
Flexential Issuer 2021-1 3.25
33938MAA7
1150000.0000000000
PA
USD
997831.5400000000
0.1243948003
Long
ABS-MBS
CORP
US
N
2
2051-11-27
Fixed
3.250000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.50
3132DN3B7
2314759.2000000000
PA
USD
2069370.9100000000
0.2579783969
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DNFZ1
959172.6500000000
PA
USD
811528.0200000000
0.1011692475
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DNQ71
295183.7600000000
PA
USD
250238.9000000000
0.0311960654
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 5.00
3132DNXS7
663536.1100000000
PA
USD
617350.4700000000
0.0769620776
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
5.000000000000000
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
131260.1000000000
0.0163635576
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.125000000000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co 2.45 02/03/2032
341081GG6
391000.0000000000
PA
USD
305139.0800000000
0.0380402036
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.450000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 6.00
3132DPM96
1636006.2900000000
PA
USD
1601275.2300000000
0.1996231874
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DQQF6
1825651.0900000000
PA
USD
1556261.0600000000
0.1940114899
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.50
3133AQXM4
1764499.6600000000
PA
USD
1359763.9500000000
0.1695151518
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
922151.9000000000
PA
USD
718774.9500000000
0.0896061738
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
2.500000000000000
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
156544.2000000000
0.0195156033
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
198156.2000000000
0.0247031688
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.094000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 4.00
3133BBGD5
1091203.7900000000
PA
USD
952000.7300000000
0.1186812963
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3133BBGS2
1240905.8600000000
PA
USD
1049460.5300000000
0.1308311351
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp 6.50 10/13/2033
35137LAN5
255000.0000000000
PA
USD
249167.0300000000
0.0310624406
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.500000000000000
N
N
N
N
N
N
Freddie Mac Structured Agency
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes 7.32
35564K2F5
221566.5900000000
PA
USD
222543.9600000000
0.0277434721
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
7.320620000000000
N
N
N
N
N
N
GE Capital Funding LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC 4.55 05/15/2032
36166NAK9
360000.0000000000
PA
USD
323560.3800000000
0.0403366974
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.550000000000000
N
N
N
N
N
N
GCAT 2021-CM2 Trust
N/A
GCAT 2021-CM2 Trust 2.35
36167AAA8
942133.9100000000
PA
USD
841168.9000000000
0.1048644317
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.352000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
3622ABQ54
1890706.5800000000
PA
USD
1475818.5300000000
0.1839831113
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.500000000000000
N
N
N
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc 2.65 07/15/2031
36262GAD3
257000.0000000000
PA
USD
190793.7900000000
0.0237853329
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.650000000000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
3261.0000000000
NS
USD
782966.1000000000
0.0976085719
Long
EC
CORP
US
N
1
N
N
N
GCAT 2021-NQM1 Trust
N/A
GCAT 2021-NQM1 Trust 1.15
36167TAC3
203077.6000000000
PA
USD
159229.5700000000
0.0198503753
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.151000000000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc 5.65 11/15/2027
36267VAF0
735000.0000000000
PA
USD
727725.7500000000
0.0907220264
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.650000000000000
N
N
N
N
N
N
General Motors Financial Co In
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 2.75 06/20/2025
37045XCX2
700000.0000000000
PA
USD
660821.1700000000
0.0823813582
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.750000000000000
N
N
N
N
N
N
GCAT 2023-NQM3 Trust
N/A
GCAT 2023-NQM3 Trust 7.19
36169GAB1
572390.1300000000
PA
USD
571804.9800000000
0.0712841431
Long
ABS-MBS
CORP
US
N
2
2068-08-25
Variable
7.192000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179ME30
244060.3300000000
PA
USD
212754.8800000000
0.0265231151
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 2.50
36179V7E4
1351193.3500000000
PA
USD
1078954.4300000000
0.1345079961
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.00
36179VKL3
522307.3800000000
PA
USD
434971.1100000000
0.0542257307
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.00
36179VMD9
534003.4400000000
PA
USD
444462.5200000000
0.0554089786
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.00
36179VN30
798608.2900000000
PA
USD
665460.5100000000
0.0829597221
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.00
36179VQT0
1409180.6800000000
PA
USD
1171017.6700000000
0.1459850720
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.00
36179VVX5
4379564.5700000000
PA
USD
3402068.3100000000
0.4241192938
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.000000000000000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co 6.50 11/01/2028
372460AE5
204000.0000000000
PA
USD
204069.9300000000
0.0254404047
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.500000000000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co 4.95 05/17/2033
373334KT7
150000.0000000000
PA
USD
137004.6700000000
0.0170797052
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.950000000000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc 5.55 10/15/2053
375558CA9
450000.0000000000
PA
USD
406821.5000000000
0.0507164559
Long
DBT
CORP
US
N
2
2053-10-15
Fixed
5.550000000000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC 2.63 09/23/2031
378272BG2
440000.0000000000
PA
USD
331625.8200000000
0.0413421765
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.625000000000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC 6.38 10/06/2030
378272BP2
165000.0000000000
PA
USD
161746.0400000000
0.0201640914
Long
DBT
CORP
US
N
2
2030-10-06
Fixed
6.375000000000000
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
504286.4000000000
0.0628669304
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.746000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 3.50
36179WG51
927356.9800000000
PA
USD
796107.5100000000
0.0992468475
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
1158247.2500000000
PA
USD
924426.6500000000
0.1152437700
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179WTY4
1772794.5900000000
PA
USD
1414867.9300000000
0.1763846968
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.00
36179XFG6
3571244.8300000000
PA
USD
3142613.8100000000
0.3917743644
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.000000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 6.48 10/24/2029
38141GA46
290000.0000000000
PA
USD
290005.4400000000
0.0361535664
Long
DBT
CORP
US
N
2
2029-10-24
Variable
6.484000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 1.99 01/27/2032
38141GXR0
225000.0000000000
PA
USD
165130.5800000000
0.0205860255
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.992000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.50
36179XFH4
3422895.7900000000
PA
USD
3098470.3000000000
0.3862712079
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 4.50
36179XHY5
2785463.1900000000
PA
USD
2519726.6300000000
0.3141220521
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 5.00
36179XX50
1596431.5900000000
PA
USD
1487920.0300000000
0.1854917464
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.000000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 5.50
36179XX68
2004765.1500000000
PA
USD
1919066.4700000000
0.2392406741
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.500000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 1.95 10/21/2027
38141GYM0
714000.0000000000
PA
USD
626368.9500000000
0.0780863676
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 2.65 10/21/2032
38141GYN8
220000.0000000000
PA
USD
165481.0300000000
0.0206297144
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.650000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 1.76 01/24/2025
38141GZH0
199000.0000000000
PA
USD
196566.3900000000
0.0245049749
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
147046.7300000000
0.0183316000
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.500000000000000
N
N
N
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
200000.0000000000
PA
USD
191866.3800000000
0.0239190475
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
5060.8500000000
PA
USD
5130.0700000000
0.0006395409
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Fixed
7.000000000000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2020-1 Trust 2.63
38217TAA3
559395.2000000000
PA
USD
459715.6200000000
0.0573105083
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
389297.2100000000
PA
USD
316627.3700000000
0.0394723928
Long
ABS-MBS
CORP
US
N
2
2056-10-15
Fixed
2.660000000000000
N
N
N
N
N
N
Goodgreen 2018-1
549300X0P2BXCQULUH20
Goodgreen 2018-1 3.93
38218GAA0
298385.7900000000
PA
USD
271533.3700000000
0.0338507433
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Variable
3.930000000000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 2.38 07/15/2031
404119CC1
250000.0000000000
PA
USD
185999.6700000000
0.0231876733
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.375000000000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 5.20 06/01/2028
404119CP2
310000.0000000000
PA
USD
295273.0200000000
0.0368102499
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.200000000000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 5.50 06/01/2033
404119CQ0
307000.0000000000
PA
USD
280218.0700000000
0.0349334226
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.500000000000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 5.90 06/01/2053
404119CR8
335000.0000000000
PA
USD
283449.5500000000
0.0353362755
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.900000000000000
N
N
N
N
N
N
KKR CLO Trust
54930088PYF0FHKY5C94
KKR CLO 18 Ltd 7.26
48251JAN3
575000.0000000000
PA
USD
568477.4900000000
0.0708693211
Long
ABS-CBDO
CORP
US
N
2
2030-07-18
Variable
7.256650000000000
N
N
N
N
N
N
KKR CLO Trust
549300GKHET0CQ690V42
KKR CLO Ltd 22 6.83
48252WAA1
442217.4700000000
PA
USD
440351.5800000000
0.0548964877
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Variable
6.827430000000000
N
N
N
N
N
N
KREF
54930083ELM2GCMVTQ91
KREF 2021-FL2 Ltd 7.10
48275RAE7
800000.0000000000
PA
USD
742861.9200000000
0.0926089791
Long
ABS-CBDO
CORP
US
N
2
2039-02-15
Variable
7.099810000000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals 3.00 06/01/2051
48305QAG8
220000.0000000000
PA
USD
129330.8900000000
0.0161230524
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.002000000000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc 4.90 03/22/2033
49177JAK8
1020000.0000000000
PA
USD
956427.1400000000
0.1192331153
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.900000000000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp 3.88 05/23/2025
49326EEL3
330000.0000000000
PA
USD
315935.3300000000
0.0393861195
Long
DBT
CORP
US
N
2
2025-05-23
Variable
3.878000000000000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH 3.40 05/20/2026
49327V2A1
370000.0000000000
PA
USD
325737.2400000000
0.0406080759
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.400000000000000
N
N
N
N
N
N
NEW JERSEY TURNPIKE
5493005YN67D71KSMI84
New Jersey Turnpike Authority 7.41% 01/01/2040
646139W35
200000.0000000000
PA
USD
225278.6400000000
0.0280843913
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
104072.3500000000
0.0129741932
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
97560.3500000000
0.0121623739
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
650000.0000000000
PA
USD
648745.2400000000
0.0808759108
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
6.188920000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 4.50
36204DT66
137422.5400000000
PA
USD
129549.0700000000
0.0161502519
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 5.50
36213TFR9
33923.7600000000
PA
USD
33306.4700000000
0.0041521555
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
5.500000000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc 4.90 02/28/2028
65339KCM0
280000.0000000000
PA
USD
267708.6800000000
0.0333739378
Long
DBT
CORP
US
N
2
2028-02-28
Fixed
4.900000000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc 5.05 02/28/2033
65339KCP3
170000.0000000000
PA
USD
154393.8500000000
0.0192475296
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.050000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.50
36225AN55
4088.1500000000
PA
USD
4097.8300000000
0.0005108565
Long
ABS-MBS
USGA
US
N
2
2026-08-15
Fixed
7.500000000000000
N
N
N
N
N
N
Ginnie Mae I Pool
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool 7.00
36225BNC8
13810.4900000000
PA
USD
14079.8800000000
0.0017552701
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
7.000000000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc 5.25 02/28/2053
65339KCQ1
240000.0000000000
PA
USD
195028.3800000000
0.0243132387
Long
DBT
CORP
US
N
2
2053-02-28
Fixed
5.250000000000000
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
143748.2500000000
0.0179203945
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.200000000000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN 5.10 05/15/2053
665772CX5
260000.0000000000
PA
USD
220480.5400000000
0.0274862355
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.100000000000001
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp 5.15 05/01/2040
666807BT8
195000.0000000000
PA
USD
171058.2500000000
0.0213249993
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.150000000000000
N
N
N
N
N
N
Novant Health Inc
549300ZUXEGFGE8EP917
Novant Health Inc 3.17 11/01/2051
66988AAH7
245000.0000000000
PA
USD
147978.5300000000
0.0184477629
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.168000000000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp 6.45 09/15/2036
674599DF9
150000.0000000000
PA
USD
145816.5000000000
0.0181782332
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000000
N
N
N
N
N
N
Generac Holdings Inc
N/A
Generac Holdings Inc
368736104
5482.0000000000
NS
USD
460871.7400000000
0.0574546361
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 2.80 05/24/2032
404280CT4
415000.0000000000
PA
USD
312570.5100000000
0.0389666438
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.804000000000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp 6.63 09/01/2030
674599ED3
527000.0000000000
PA
USD
529026.9500000000
0.0659512144
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625000000000000
N
N
N
N
N
N
Octagon Investment Partners Lt
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd 7.16
67590EBJ2
700000.0000000000
PA
USD
687803.1300000000
0.0857450678
Long
ABS-CBDO
CORP
US
N
2
2030-07-19
Variable
7.158420000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 5.89 08/14/2027
404280DZ9
330000.0000000000
PA
USD
324279.1000000000
0.0404262967
Long
DBT
CORP
GB
N
2
2027-08-14
Variable
5.887000000000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
27548.0000000000
NS
USD
7842640.1200000000
0.9777037631
Long
EC
CORP
US
N
1
N
N
N
Home RE 2022-1 Ltd
N/A
Home RE 2022-1 Ltd 8.17
43730GAA9
350243.6900000000
PA
USD
352849.9200000000
0.0439880817
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
8.170620000000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
21256.0000000000
NS
USD
3895374.5600000000
0.4856173824
Long
EC
CORP
US
N
1
N
N
N
City of Houston TX
549300C64URYS0WQQY42
City of Houston TX 3.96% 03/01/2047
4423313K8
120000.0000000000
PA
USD
94372.9100000000
0.0117650113
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.961000000000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH 6.21 08/21/2029
446150BC7
206000.0000000000
PA
USD
198084.4400000000
0.0246942228
Long
DBT
CORP
US
N
2
2029-08-21
Variable
6.208000000000000
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
213240.5200000000
0.0265836575
Long
DBT
MUN
US
N
2
2048-02-15
Fixed
3.216000000000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC 4.95 09/15/2052
68233JCP7
150000.0000000000
PA
USD
123374.8400000000
0.0153805407
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.950000000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America 6.20 09/21/2030
44891ACP0
233000.0000000000
PA
USD
226432.3500000000
0.0282282187
Long
DBT
CORP
US
N
2
2030-09-21
Fixed
6.200000000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America 6.50 01/16/2029
44891ACR6
117000.0000000000
PA
USD
116691.6100000000
0.0145473749
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
6.500000000000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc 5.70 08/14/2033
45687VAB2
197000.0000000000
PA
USD
186232.4500000000
0.0232166929
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.700000000000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp 5.70 02/10/2053
458140CJ7
316000.0000000000
PA
USD
283025.2100000000
0.0352833751
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.700000000000000
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
234289.0400000000
0.0292076740
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.875000000000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc 6.13 10/15/2033
744573AX4
325000.0000000000
PA
USD
317392.6500000000
0.0395677965
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.125000000000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
22438.0000000000
NS
USD
2410738.7200000000
0.3005350599
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
33286.0000000000
NS
USD
4814487.0400000000
0.6001986607
Long
EC
CORP
US
N
1
N
N
N
Ooredoo International Finance Ltd
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd 2.63 04/08/2031
74735KAA0
323000.0000000000
PA
USD
262611.9200000000
0.0327385496
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.625000000000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc 2.35 01/15/2032
74762EAH5
410000.0000000000
PA
USD
295366.9500000000
0.0368219597
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.350000000000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc 6.40 11/30/2033
74834LBD1
300000.0000000000
PA
USD
299426.6300000000
0.0373280603
Long
DBT
CORP
US
N
2
2033-11-30
Fixed
6.400000000000000
N
N
N
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp 3.13 07/01/2050
75513EAC5
165000.0000000000
PA
USD
95805.2800000000
0.0119435778
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.125000000000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA 6.63 06/20/2033
46115HBZ9
380000.0000000000
PA
USD
348817.1400000000
0.0434853347
Long
DBT
CORP
IT
N
2
2033-06-20
Fixed
6.625000000000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
9114.0000000000
NS
USD
2389873.0800000000
0.2979338422
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc 2.30 03/01/2030
760759AV2
358000.0000000000
PA
USD
290597.6400000000
0.0362273930
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.300000000000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc 2.61 12/13/2051
771196BY7
440000.0000000000
PA
USD
244184.8200000000
0.0304413327
Long
DBT
CORP
US
N
2
2051-12-13
Fixed
2.607000000000000
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
292342.7400000000
0.0364449462
Long
DBT
MUN
US
N
2
2040-05-01
Fixed
5.665000000000000
N
N
N
N
N
N
Sofi Mortgage Trust 2016-1
N/A
Sofi Mortgage Trust 2016-1 3.00
78471KAE1
37423.6900000000
PA
USD
31203.7100000000
0.0038900146
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Variable
3.000000000000000
N
N
N
N
N
N
Invitation Homes Operating Partnership LP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP 5.50 08/15/2033
46188BAF9
140000.0000000000
PA
USD
127022.6100000000
0.0158352904
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.500000000000000
N
N
N
N
N
N
JG Wentworth XLII LLC
N/A
JG Wentworth XLII LLC 4.70
46590UAB8
509320.2700000000
PA
USD
420783.9600000000
0.0524570878
Long
ABS-MBS
CORP
US
N
2
2077-10-15
Fixed
4.700000000000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC 5.00 03/15/2027
785592AS5
460000.0000000000
PA
USD
443169.8500000000
0.0552478277
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.000000000000000
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
214492.9700000000
0.0267397943
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
6.156000000000001
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-3 3.50
46592ABH6
172134.4800000000
PA
USD
142606.9400000000
0.0177781130
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.500000000000000
N
N
N
N
N
N
J.G. Wentworth XXXVIII LLC
N/A
J.G. Wentworth XXXVIII LLC 5.43
46620JAB7
185953.1600000000
PA
USD
157792.4900000000
0.0196712215
Long
ABS-MBS
CORP
US
N
2
2062-08-15
Fixed
5.430000000000000
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
104335.6400000000
0.0130070163
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
Schlumberger Investment SA 4.85 05/15/2033
806854AL9
150000.0000000000
PA
USD
138145.4700000000
0.0172219232
Long
DBT
CORP
LU
N
2
2033-05-15
Fixed
4.850000000000001
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The 5.85 05/19/2034
808513CE3
358000.0000000000
PA
USD
328524.2100000000
0.0409555139
Long
DBT
CORP
US
N
2
2034-05-19
Variable
5.853000000000001
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The 6.14 08/24/2034
808513CH6
180000.0000000000
PA
USD
168691.8500000000
0.0210299917
Long
DBT
CORP
US
N
2
2034-08-24
Variable
6.136000000000000
N
N
N
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC 5.09
46620VAB0
153526.7400000000
PA
USD
126405.3700000000
0.0157583421
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
81601.6300000000
PA
USD
68496.0600000000
0.0085390703
Long
ABS-MBS
CORP
US
N
2
2069-02-15
Fixed
5.430000000000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra 3.25 06/15/2027
816851BA6
180000.0000000000
PA
USD
163237.8700000000
0.0203500706
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.250000000000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra 5.50 08/01/2033
816851BR9
400000.0000000000
PA
USD
372241.9600000000
0.0464055930
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.500000000000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV 4.38 05/11/2045
822582BF8
180000.0000000000
PA
USD
140684.9000000000
0.0175385016
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.375000000000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV 2.38 11/07/2029
822582CD2
290000.0000000000
PA
USD
242762.9500000000
0.0302640751
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.375000000000000
N
N
N
N
N
N
Shelter Growth CRE Issuer Ltd
N/A
Shelter Growth CRE 2023-FL5 Issuer Ltd 8.09
82286FAA7
475500.0000000000
PA
USD
473634.8500000000
0.0590457509
Long
ABS-CBDO
CORP
US
N
2
2038-05-19
Variable
8.087510000000000
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
152924.3200000000
PA
USD
142349.9200000000
0.0177460715
Long
ABS-MBS
CORP
US
N
2
2037-11-20
Fixed
1.790000000000000
N
N
N
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The 5.90 11/15/2028
832696AW8
573000.0000000000
PA
USD
568727.5200000000
0.0709004912
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.900000000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp 3.55 08/15/2039
907818FD5
480000.0000000000
PA
USD
354558.4100000000
0.0442010709
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.550000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
52269.0000000000
NS
USD
7268527.1400000000
0.9061318929
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 4.01 04/23/2029
46647PAR7
347000.0000000000
PA
USD
316129.9500000000
0.0394103818
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.005000000000000
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
576265.7700000000
0.0718402481
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.150000000000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc 6.00 12/15/2029
911365BQ6
170000.0000000000
PA
USD
163699.3400000000
0.0204075998
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.000000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 2.52 04/22/2031
46647PBL9
550000.0000000000
PA
USD
437608.5500000000
0.0545545275
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 2.58 04/22/2032
46647PCC8
375000.0000000000
PA
USD
289733.8700000000
0.0361197110
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.580000000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp 5.78 06/12/2029
91159HJM3
521000.0000000000
PA
USD
501128.6000000000
0.0624732629
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.775000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 2.07 06/01/2029
46647PCJ3
862000.0000000000
PA
USD
716693.3600000000
0.0893466721
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.069000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 6.25 10/23/2034
46647PDY9
190000.0000000000
PA
USD
187512.9700000000
0.0233763291
Long
DBT
CORP
US
N
2
2034-10-23
Variable
6.254000000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2017-1
N/A
JP Morgan Mortgage Trust 2017-1 3.45
46648CAB0
115786.0100000000
PA
USD
97364.9400000000
0.0121380131
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Variable
3.449014000000000
N
N
N
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV 2.25 09/24/2031
47216QAC7
325000.0000000000
PA
USD
236580.7800000000
0.0294933741
Long
DBT
CORP
NL
N
2
2031-09-24
Fixed
2.250000000000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
34793.0000000000
NS
USD
4246485.6500000000
0.5293886926
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
67947.0000000000
NS
USD
3082755.3900000000
0.3843121066
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
70645.0000000000
NS
USD
3102728.4000000000
0.3868020445
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229755
16020.0000000000
NS
USD
1036333.8000000000
0.1291946896
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
5245.0000000000
NS
USD
2905362.8500000000
0.3621974422
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
7217.0000000000
NS
USD
3281136.8800000000
0.4090433611
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
21070.0000000000
NS
USD
3995925.5000000000
0.4981525786
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
43377.0000000000
NS
USD
2259507.9300000000
0.2816818536
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
14867.0000000000
NS
USD
5595195.4500000000
0.6975257774
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
43768.0000000000
NS
USD
4494973.6000000000
0.5603664756
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
29042.0000000000
NS
USD
1742810.4200000000
0.2172676905
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
127962.0000000000
NS
USD
43265231.8200000000
5.3936658210
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
56740.0000000000
NS
USD
3756755.4000000000
0.4683364065
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
91305.0000000000
NS
USD
6466220.1000000000
0.8061121801
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
123995.0000000000
NS
USD
7228908.5000000000
0.9011928299
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc 6.05 09/01/2033
682680BL6
125000.0000000000
PA
USD
119855.9900000000
0.0149418628
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.050000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 3.85 07/15/2036
68389XBH7
153000.0000000000
PA
USD
116767.2900000000
0.0145568096
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.850000000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp 3.60 04/01/2040
68389XBW4
422000.0000000000
PA
USD
289950.3400000000
0.0361466973
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.600000000000000
N
N
N
N
N
N
Blue Owl Credit Income Corp
5493003I42XBWPE05N35
Blue Owl Credit Income Corp 3.13 09/23/2026
69120VAM3
183000.0000000000
PA
USD
160652.9900000000
0.0200278261
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
3.125000000000000
N
N
N
N
N
N
Blue Owl Capital Corp
2549000BD79OOCPF2L94
Blue Owl Capital Corp 3.40 07/15/2026
69121KAE4
72000.0000000000
PA
USD
64263.8500000000
0.0080114613
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.400000000000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO Energy Co 4.38 08/15/2052
693304BE6
340000.0000000000
PA
USD
256067.4300000000
0.0319226799
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.375000000000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The 5.58 06/12/2029
693475BR5
144000.0000000000
PA
USD
137922.6200000000
0.0171941416
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.582000000000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The 5.94 08/18/2034
693475BS3
205000.0000000000
PA
USD
191173.5000000000
0.0238326695
Long
DBT
CORP
US
N
2
2034-08-18
Variable
5.939000000000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The 6.62 10/20/2027
693475BT1
320000.0000000000
PA
USD
320878.7300000000
0.0400023891
Long
DBT
CORP
US
N
2
2027-10-20
Variable
6.615000000000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The 6.88 10/20/2034
693475BU8
210000.0000000000
PA
USD
209960.8100000000
0.0261747920
Long
DBT
CORP
US
N
2
2034-10-20
Variable
6.875000000000000
N
N
N
N
N
N
PFP III Ltd
N/A
PFP 2021-8 Ltd 7.25
69357XAG6
807000.0000000000
PA
USD
769554.3900000000
0.0959365993
Long
ABS-CBDO
CORP
US
N
2
2037-08-09
Variable
7.248480000000000
N
N
N
N
N
N
PRMI Securitization Trust 2021-1
N/A
PRMI Securitization Trust 2021-1 2.50
69359DAS2
815605.7800000000
PA
USD
584735.9200000000
0.0728961805
Long
ABS-MBS
CORP
US
N
2
2051-04-25
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
103399.4100000000
0.0128903011
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.200000000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co 6.40 06/15/2033
694308KM8
80000.0000000000
PA
USD
75113.4700000000
0.0093640306
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.400000000000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2023-4 Ltd 7.56
696924AC3
650000.0000000000
PA
USD
649216.8200000000
0.0809347003
Long
ABS-CBDO
CORP
US
N
2
2033-10-20
Variable
7.562510000000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-2 Ltd 7.29
69701NAC0
550000.0000000000
PA
USD
547857.3700000000
0.0682987112
Long
ABS-CBDO
CORP
US
N
2
2030-10-15
Variable
7.293870000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 6.63 06/15/2035
706451BG5
50000.0000000000
PA
USD
33010.3000000000
0.0041152334
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
203589.0400000000
0.0253804545
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
150606.3900000000
0.0187753654
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.625000000000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd 5.11 05/19/2043
716973AF9
525000.0000000000
PA
USD
461142.4900000000
0.0574883892
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.110000000000000
N
N
N
N
N
N
Pfizer Investment Enterprises Pte Ltd
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd 5.30 05/19/2053
716973AG7
335000.0000000000
PA
USD
293327.9600000000
0.0365677688
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.300000000000000
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
154263.5800000000
0.0192312895
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.375000000000000
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
42956.7600000000
0.0053552101
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.926000000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1062068.1900000000
NS
USD
1062068.1900000000
0.1324028707
Long
STIV
RF
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA 6.69 01/10/2034
83368RBS0
286000.0000000000
PA
USD
267997.6200000000
0.0334099586
Long
DBT
CORP
FR
N
2
2034-01-10
Variable
6.691000000000001
N
N
N
N
N
N
Sound Point CLO Ltd
N/A
SOUND POINT CLO XXII LTD 7.38
83611KAN2
500000.0000000000
PA
USD
491000.0000000000
0.0612105796
Long
ABS-CBDO
CORP
US
N
2
2032-01-20
Variable
7.377429999999999
N
N
N
N
N
N
South32 Treasury Ltd
213800HFGZMXST64GP53
South32 Treasury Ltd 4.35 04/14/2032
84055BAA1
285000.0000000000
PA
USD
234374.6000000000
0.0292183404
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.350000000000001
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The 5.20 06/15/2033
842587DR5
182000.0000000000
PA
USD
167439.3100000000
0.0208738436
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.200000000000000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp 1.75 01/15/2031
8426EPAD0
200000.0000000000
PA
USD
147727.9300000000
0.0184165218
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.750000000000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
Spirit Realty LP 3.20 02/15/2031
84861TAG3
192000.0000000000
PA
USD
151269.2200000000
0.0188579972
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.200000000000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp 6.88 11/15/2028
852060AD4
291000.0000000000
PA
USD
298860.2000000000
0.0372574462
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875000000000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp 8.75 03/15/2032
852060AT9
545000.0000000000
PA
USD
614161.0500000000
0.0765644682
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp 2.55 11/15/2030
855244AZ2
475000.0000000000
PA
USD
383321.3900000000
0.0477868116
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.550000000000000
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
402192.7200000000
0.0501394084
Long
ABS-MBS
CORP
US
N
2
2060-04-25
Variable
3.000000000000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank 3.30 05/15/2026
86787GAJ1
495000.0000000000
PA
USD
453398.5000000000
0.0565229837
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.300000000000000
N
N
N
N
N
N
TCW ClO 2017-1 LLC
N/A
TCW CLO 2018-1 Ltd 7.29
87240UAV2
725000.0000000000
PA
USD
718267.5800000000
0.0895429224
Long
ABS-CBDO
CORP
US
N
2
2031-04-25
Variable
7.289829999999999
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd 7.09
87249LAE1
300000.0000000000
PA
USD
294702.6000000000
0.0367391384
Long
ABS-CBDO
CORP
US
N
2
2030-11-20
Variable
7.091370000000000
N
N
N
N
N
N
TSTAT 2022-1 Ltd
N/A
TSTAT 2022-1 Ltd 8.60
872899AE9
500000.0000000000
PA
USD
500481.7000000000
0.0623926170
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Variable
8.596140000000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA 4.90 03/06/2048
87938WAW3
285000.0000000000
PA
USD
205486.0500000000
0.0256169455
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
227082.0600000000
0.0283092149
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
1.500000000000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041
88258MAB1
185000.0000000000
PA
USD
171354.4000000000
0.0213619188
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.169000000000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp 4.55 05/17/2030
89236TKU8
490000.0000000000
PA
USD
458625.1500000000
0.0571745647
Long
DBT
CORP
US
N
2
2030-05-17
Fixed
4.550000000000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp 5.25 09/11/2028
89236TLB9
310000.0000000000
PA
USD
305256.4900000000
0.0380548405
Long
DBT
CORP
US
N
2
2028-09-11
Fixed
5.250000000000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp 7.16 10/30/2029
89788MAQ5
123000.0000000000
PA
USD
123758.3900000000
0.0154283560
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.161000000000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London 5.80 09/11/2025
902674ZV5
295000.0000000000
PA
USD
293509.2900000000
0.0365903743
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
5.800000000000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co 3.90 04/01/2052
906548CU4
238000.0000000000
PA
USD
164153.9200000000
0.0204642700
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.900000000000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co 5.45 03/15/2053
906548CW0
240000.0000000000
PA
USD
209311.2800000000
0.0260938183
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.450000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
20038.0000000000
NS
USD
10731551.2800000000
1.3378502532
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
161406.0000000000
NS
USD
5670192.7800000000
0.7068753294
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
5885.0000000000
NS
USD
2131017.3500000000
0.2656635585
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
37977.0000000000
NS
USD
8928392.7000000000
1.1130592514
Long
EC
CORP
US
N
1
N
N
N
CBOT 5 Year US Treasury Note
N/A
US 5YR NOTE (CBT) Dec23
N/A
199.0000000000
NC
USD
-70801.0300000000
-0.0088264197
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 5YR NOTE (CBT)
US 5YR NOTE (CBT) Dec23
2023-12-29
20861637.0700000000
USD
-70801.0300000000
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Dec23
N/A
25.0000000000
NC
USD
4210.1500000000
0.0005248589
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Dec23
2023-12-19
2650086.7300000000
USD
4210.1500000000
N
N
N
CBOT 2 Year US Treasury Note
N/A
US 2YR NOTE (CBT) Dec23
N/A
266.0000000000
NC
USD
-34086.0400000000
-0.0042493407
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 2YR NOTE (CBT)
US 2YR NOTE (CBT) Dec23
2023-12-29
53878305.0600000000
USD
-34086.0400000000
N
N
N
CBOT US Long Bond Future
N/A
US LONG BOND(CBT) Dec23
N/A
1.0000000000
NC
USD
-1095.7000000000
-0.0001365956
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US LONG BOND(CBT)
US LONG BOND(CBT) Dec23
2023-12-19
110533.2000000000
USD
-1095.7000000000
N
N
N
CME Ultra Long Term US Treasury
N/A
US ULTRA BOND CBT Dec23
N/A
42.0000000000
NC
USD
-200035.8200000000
-0.0249374918
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US ULTRA BOND CBT
US ULTRA BOND CBT Dec23
2023-12-19
4927660.8200000000
USD
-200035.8200000000
N
N
N
CBOT 10 Year Ultra US Treasury Note
N/A
US 10yr Ultra Fut Dec23
N/A
13.0000000000
NC
USD
-6119.1000000000
-0.0007628384
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10yr Ultra Fut
US 10yr Ultra Fut Dec23
2023-12-19
1420884.7300000000
USD
-6119.1000000000
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
5892.0000000000
NS
USD
3607553.7600000000
0.4497361645
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
80947.0000000000
NS
USD
4171198.9100000000
0.5200030613
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
23872.0000000000
NS
USD
4783948.8000000000
0.5963916070
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
N/A
Cigna Group/The
125523100
26139.0000000000
NS
USD
8082178.8000000000
1.0075658842
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
56429.0000000000
NS
USD
3894165.2900000000
0.4854666286
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
18994.0000000000
NS
USD
4555710.9000000000
0.5679382991
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
18007.0000000000
NS
USD
1100047.6300000000
0.1371375826
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
610.0000000000
NS
USD
1184742.0000000000
0.1476960174
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
119740.0000000000
NS
USD
6242046.2000000000
0.7781655113
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
26686.0000000000
NS
USD
2004652.3200000000
0.2499102454
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
68386.0000000000
NS
USD
8124256.8000000000
1.0128115436
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
6018.0000000000
NS
USD
3324583.9200000000
0.4144596921
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
16409.0000000000
NS
USD
3549266.7000000000
0.4424698004
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
20376.0000000000
NS
USD
3912599.5200000000
0.4877647343
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
4820.0000000000
NS
USD
2877829.2000000000
0.3587649561
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
6751.0000000000
NS
USD
2466545.3600000000
0.3074922020
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
N/A
Dexcom Inc
252131107
7952.0000000000
NS
USD
706376.1600000000
0.0880604770
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
7260JQNI6SCF9FIV2392
Walt Disney Co/The
254687106
24922.0000000000
NS
USD
2033385.9800000000
0.2534923309
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
55069.0000000000
NS
USD
6952461.2500000000
0.8667294971
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
12804.0000000000
NS
USD
2147742.9600000000
0.2677486589
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
14885.0000000000
NS
USD
1842614.1500000000
0.2297097356
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
3909.0000000000
NS
USD
2852162.7600000000
0.3555652460
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
28306.0000000000
NS
USD
8527748.6200000000
1.0631129045
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
36518.0000000000
NS
USD
14892040.4000000000
1.8565181771
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
7392.0000000000
NS
USD
2726982.7200000000
0.3399596598
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
41661.0000000000
NS
USD
6802408.0800000000
0.8480230989
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
31869.0000000000
NS
USD
4781306.0700000000
0.5960621507
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
N/A
Prologis Inc
74340W103
71879.0000000000
NS
USD
7241809.2500000000
0.9028011036
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
33412.0000000000
NS
USD
3055193.2800000000
0.3808760725
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
174885.0000000000
NS
USD
2541079.0500000000
0.3167839543
Long
EC
CORP
US
N
1
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
14635966.2300000000
NS
USD
14635966.2300000000
1.8245946570
Long
STIV
RF
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
8372.0000000000
NS
USD
2924423.3200000000
0.3645736182
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
549.0000000000
NS
USD
229591.8000000000
0.0286220920
Long
EC
RF
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
24848.0000000000
NS
USD
4990223.8400000000
0.6221069120
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
125898.0000000000
NS
USD
7007482.6800000000
0.8735887509
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
2187.0000000000
NS
USD
1272505.9500000000
0.1586371218
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
26466.0000000000
NS
USD
2441223.8400000000
0.3043354914
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
67520.0000000000
NS
USD
4489404.8000000000
0.5596722405
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
60536.0000000000
NS
USD
5331405.5200000000
0.6646403711
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
26617.0000000000
NS
USD
2948897.4300000000
0.3676246864
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
27192.0000000000
NS
USD
5461241.2800000000
0.6808263632
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
9901.0000000000
NS
USD
4403667.7700000000
0.5489838223
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
8426.0000000000
NS
USD
1622510.5600000000
0.2022704926
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
23647.0000000000
NS
USD
3959453.6800000000
0.4936058143
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
29195.0000000000
NS
USD
1263559.6000000000
0.1575218239
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
20195.0000000000
NS
USD
4192683.9500000000
0.5226814966
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
24505.0000000000
NS
USD
3461331.2500000000
0.4315073160
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp 6.79 10/26/2027
91159HJP6
475000.0000000000
PA
USD
478680.0000000000
0.0596747052
Long
DBT
CORP
US
N
2
2027-10-26
Variable
6.787000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Bill 0.00 10/03/2024
912797GW1
3500000.0000000000
PA
USD
3330446.8800000000
0.4151905988
Long
DBT
UST
US
N
2
2024-10-03
None
0.000000000000000
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
200460.9400000000
0.0249904895
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 4.38 11/15/2039
912810QD3
300000.0000000000
PA
USD
273585.9400000000
0.0341066272
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.375000000000000
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
1263500.0000000000
0.1575143938
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 2.75 11/15/2042
912810QY7
750000.0000000000
PA
USD
522861.3300000000
0.0651825765
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
919876.9600000000
0.1146765823
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 3.75 11/15/2043
912810RD2
600000.0000000000
PA
USD
487171.8700000000
0.0607333453
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.750000000000000
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
426281.2500000000
0.0531424082
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.000000000000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP 6.15 04/01/2033
958667AE7
195000.0000000000
PA
USD
184611.1200000000
0.0230145696
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.150000000000000
N
N
N
N
N
N
WestRock Co
549300JEB576INN13W07
WRKCo Inc 3.00 09/15/2024
96145DAB1
201000.0000000000
PA
USD
195814.2600000000
0.0244112105
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.000000000000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The 5.30 08/15/2028
969457CK4
215000.0000000000
PA
USD
207306.8700000000
0.0258439382
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.300000000000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2013-2 CLO Ltd 7.23
97314CAC4
525000.0000000000
PA
USD
516437.8300000000
0.0643817901
Long
ABS-CBDO
CORP
US
N
2
2030-10-18
Variable
7.226649999999999
N
N
N
N
N
N
Wind River CLO Ltd
549300HNMTL6LADXI169
Wind River 2013-1 CLO Ltd 6.66
97316FAA9
228776.6200000000
PA
USD
227898.6000000000
0.0284110090
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Variable
6.657430000000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc 4.60 06/01/2032
98388MAD9
136000.0000000000
PA
USD
120318.0800000000
0.0149994693
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.600000000000001
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc 3.40 06/01/2030
98389BAY6
174000.0000000000
PA
USD
147483.0500000000
0.0183859938
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.400000000000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc 1.45 11/22/2024
98956PAU6
750000.0000000000
PA
USD
714324.4500000000
0.0890513516
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.450000000000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe 0.00 05/15/2035
N/A
1700000.0000000000
PA
1290441.5500000000
0.1608730657
Long
DBT
NUSS
DE
N
2
2035-05-15
None
0
N
N
N
N
N
N
ABN Amro Mortgage Corp
N/A
ABN Amro Mortgage Corp 5.50
000780BZ8
3014.2300000000
PA
USD
2631.2900000000
0.0003280301
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 7.55
00085UAQ4
600000.0000000000
PA
USD
572959.8600000000
0.0714281164
Long
ABS-CBDO
CORP
US
N
2
2033-10-27
Variable
7.549100000000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc 5.40 06/01/2033
00108WAR1
150000.0000000000
PA
USD
139338.1800000000
0.0173706126
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.400000000000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc 3.95 08/08/2052
037833EQ9
545000.0000000000
PA
USD
404419.6900000000
0.0504170339
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.950000000000000
N
N
N
N
N
N
Arbor Realty Trust Inc
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd 6.42
03881CAA9
506082.7800000000
PA
USD
499270.7500000000
0.0622416538
Long
ABS-CBDO
CORP
US
N
2
2035-12-15
Variable
6.418979999999999
N
N
N
N
N
N
Arbor Realty Trust Inc
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd 6.55
03881EAA5
545000.0000000000
PA
USD
537625.8200000000
0.0670231936
Long
ABS-CBDO
CORP
US
N
2
2036-05-15
Variable
6.548979999999999
N
N
N
N
N
N
ARES CLO
N/A
Ares XL CLO Ltd 7.46
04016GBH0
500000.0000000000
PA
USD
493716.5000000000
0.0615492325
Long
ABS-CBDO
CORP
US
N
2
2029-01-15
Variable
7.455480000000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc 5.95 10/15/2033
045054AR4
400000.0000000000
PA
USD
365173.6900000000
0.0455244261
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.950000000000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc 5.50 08/11/2032
04505AAA7
304000.0000000000
PA
USD
272198.9000000000
0.0339337117
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.500000000000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc 4.00 04/15/2030
053332AZ5
280000.0000000000
PA
USD
246755.9800000000
0.0307618667
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.000000000000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc 6.55 11/01/2033
053332BH4
203000.0000000000
PA
USD
203641.7900000000
0.0253870306
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
6.550000000000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL8 6.37
05493JAA9
482488.4100000000
PA
USD
474682.8600000000
0.0591764012
Long
ABS-CBDO
CORP
US
N
2
2036-01-18
Variable
6.369200000000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL8 7.35
05493JAJ0
400000.0000000000
PA
USD
371418.4800000000
0.0463029337
Long
ABS-CBDO
CORP
US
N
2
2036-01-18
Variable
7.349200000000001
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 7.00 10/19/2034
05571AAS4
260000.0000000000
PA
USD
252778.4600000000
0.0315126600
Long
DBT
CORP
FR
N
2
2034-10-19
Variable
7.003000000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA 5.34 06/12/2029
05581KAF8
295000.0000000000
PA
USD
283341.2800000000
0.0353227780
Long
DBT
CORP
FR
N
2
2029-06-12
Variable
5.335000000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2020-VIV2
N/A
BX Commercial Mortgage Trust 2020-VIV2 3.54
05605NAA5
537839.0000000000
PA
USD
425779.7600000000
0.0530798898
Long
ABS-MBS
CORP
US
N
2
2044-03-09
Variable
3.542375000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2021-VOLT
N/A
BX Commercial Mortgage Trust 2021-VOLT 7.85
05609VAQ8
600000.0000000000
PA
USD
559028.1000000000
0.0696913117
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
7.848980000000000
N
N
N
N
N
N
Baltimore Gas & Electric Co
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co 2.25 06/15/2031
059165EN6
207000.0000000000
PA
USD
161189.9100000000
0.0200947614
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.250000000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 1.72 09/14/2027
05964HAN5
400000.0000000000
PA
USD
346840.8700000000
0.0432389627
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.722000000000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT CDX.NA.IG.41 12/28
SPVO01FV3
6400000.0000000000
OU
Swap Contract Amount
USD
66270.45000000026
0.0082616144
N/A
DCR
CORP
US
N
2
2028-12-20
None
0.000000000000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
Markit CDX North America Investment Grade Index
Markit CDX North America Investment Grade Index Series 41
Y
2028-12-20
55523.330000000075
USD
0.000000000000
USD
6400000.0000000000
USD
10747.119999999999
N
N
N
2023-12-21
American Century Mutual Funds, Inc.
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer