0001752724-21-182951.txt : 20210824
0001752724-21-182951.hdr.sgml : 20210824
20210824150440
ACCESSION NUMBER: 0001752724-21-182951
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Brighthouse Funds Trust I
CENTRAL INDEX KEY: 0001126087
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10183
FILM NUMBER: 211201550
BUSINESS ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: ONE FINANCIAL CENTER
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-578-2000
MAIL ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: ONE FINANCIAL CENTER
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: MET INVESTORS SERIES TRUST
DATE OF NAME CHANGE: 20001010
0001126087
S000011093
JPMorgan Core Bond Portfolio
C000030600
Class A
C000030601
Class B
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001126087
XXXXXXXX
S000011093
C000030600
C000030601
Brighthouse Funds Trust I
811-10183
0001126087
549300LQX1AREJYGF247
BRIGHTHOUSE INVESTMENT ADVISERS, LLC
ONE FINANCIAL CENTER
BOSTON
02111
980-949-5089
JPMorgan Core Bond Portfolio
S000011093
549300RFR6ICLKM2UT36
2021-12-31
2021-06-30
N
1788272820.74
139552347.16
1648720473.58
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
79344529.02000000
0.00000000
0.00000000
0.00000000
USD
ACMBS
UST
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
750000.00000000
PA
USD
793815.31000000
0.048147355644
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
Southwest Gas Corp
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
844895AX0
332000.00000000
PA
USD
359040.70000000
0.021776929792
Long
DBT
CORP
US
N
2
2046-09-29
Fixed
3.80000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAE0
126000.00000000
PA
USD
176960.81000000
0.010733220872
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7HU2
1249488.91000000
PA
USD
1341563.51000000
0.081369979417
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.50000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
925000.00000000
PA
USD
938519.37000000
0.056924104785
Long
DBT
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAA1
695000.00000000
PA
USD
746292.79000000
0.045264967710
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
965000.00000000
PA
USD
938340.51000000
0.056913256372
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAB3
1000000.00000000
PA
USD
1011519.12000000
0.061351765578
Long
DBT
CORP
GB
N
2
2021-10-11
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L7RB4
3467873.60000000
PA
USD
3466436.41000000
0.210250097912
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Floating
0.56600000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-1
26208NAG9
1225000.00000000
PA
USD
1271373.97000000
0.077112766558
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAA8
537000.00000000
PA
USD
589915.98000000
0.035780230151
Long
DBT
NUSS
MX
N
2
2025-01-30
Fixed
3.60000000
N
N
N
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
1082240.25000000
PA
USD
1102224.36000000
0.066853319144
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XX3
6300000.00000000
PA
USD
5519893.18000000
0.334798607068
Long
DBT
UST
US
N
2
2030-02-15
None
0.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BK6
480000.00000000
PA
USD
520648.20000000
0.031578924890
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
DUQUESNE LIGHT H
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AJ4
280000.00000000
PA
USD
282155.05000000
0.017113577135
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
2.77500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
470000.00000000
PA
USD
462194.03000000
0.028033498546
Long
DBT
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
1070000.00000000
PA
USD
1048206.05000000
0.063576941440
Long
DBT
CORP
CH
N
2
2032-02-11
Fixed
2.09500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
749000.00000000
PA
USD
795587.80000000
0.048254862649
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CJ6
550000.00000000
PA
USD
619986.76000000
0.037604116036
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBM2
556000.00000000
PA
USD
658473.33000000
0.039938445634
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BH62
8019.67000000
PA
USD
8025.01000000
0.000486741696
Long
ABS-MBS
USGA
US
N
2
2062-11-20
Floating
0.40700000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
3815000.00000000
PA
USD
3943940.13000000
0.239212176545
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
3555000.00000000
PA
USD
3836640.32000000
0.232704110944
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.19600000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BU7
1020000.00000000
PA
USD
1016453.02000000
0.061651021885
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
2.04800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
360000.00000000
PA
USD
380577.99000000
0.023083233094
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PBU3
467142.34000000
PA
USD
476539.98000000
0.028903624819
Long
ABS-MBS
USGSE
US
N
2
2037-11-15
Floating
0.75300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
7700000.00000000
PA
USD
8901320.27000000
0.539892626593
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-1
262108AE3
948000.00000000
PA
USD
952069.95000000
0.057745989405
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.02000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAD3
805000.00000000
PA
USD
885361.96000000
0.053699943331
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AR0
633000.00000000
PA
USD
726964.73000000
0.044092661045
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
769000.00000000
PA
USD
855492.74000000
0.051888282683
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
393000.00000000
PA
USD
388387.96000000
0.023556931949
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A
59020UAR6
202536.37000000
PA
USD
201104.17000000
0.012197590387
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
0.55200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
1540000.00000000
PA
USD
1589568.75000000
0.096412264872
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAC1
245000.00000000
PA
USD
314232.23000000
0.019059157391
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
8000000.00000000
PA
USD
9100000.00000000
0.551943167190
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
2500000.00000000
PA
USD
2764454.63000000
0.167672730113
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.70500000
N
N
N
N
N
N
MUFG Bank Ltd
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd
064255AR3
364000.00000000
PA
USD
392715.62000000
0.023819417923
Long
DBT
CORP
JP
N
2
2023-09-09
Fixed
4.10000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BC0
400000.00000000
PA
USD
493680.19000000
0.029943231609
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
665000.00000000
PA
USD
721747.76000000
0.043776235666
Long
DBT
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2021-1
75907VAC1
2309000.00000000
PA
USD
2290397.08000000
0.138919672358
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
3.04000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376CR35
1338909.99000000
PA
USD
1514956.70000000
0.091886813093
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
200000.00000000
PA
USD
262756.00000000
0.015936964707
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBF9
179000.00000000
PA
USD
221814.94000000
0.013453762693
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833PB0
1014129.00000000
PA
USD
958430.04000000
0.058131748550
Long
DBT
UST
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBJ5
1035000.00000000
PA
USD
1114800.56000000
0.067616104601
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376TPM8
1016286.15000000
PA
USD
1068797.35000000
0.064825867521
Long
ABS-MBS
USGA
US
N
2
2025-01-16
Fixed
4.50000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
620000.00000000
PA
USD
620592.45000000
0.037640853009
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAB8
409000.00000000
PA
USD
498986.46000000
0.030265073309
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BF8
500000.00000000
PA
USD
631807.30000000
0.038321068375
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.45000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
375000.00000000
PA
USD
445135.44000000
0.026998842261
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CF5
156000.00000000
PA
USD
197824.87000000
0.011998690691
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
450000.00000000
PA
USD
442079.46000000
0.026813487615
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
1266000.00000000
PA
USD
1359850.88000000
0.082479165012
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2018-3
33844PAE5
3855000.00000000
PA
USD
3948825.30000000
0.239508477226
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
3.79000000
N
N
N
N
N
N
NBC Global Finance Limited
549300KWU8YQOYSK5Y64
NBC Global Finance Limited
000000000
1700000.00000000
PA
USD
1700000.00000000
0.103110262002
Long
RA
CORP
US
N
2
Repurchase
Y
0.25000000
2021-07-07
17564.94000000
USD
1885811.26000000
USD
EQT
2876.93000000
USD
3078.27000000
USD
UST
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LM0
2220000.00000000
PA
USD
2206994.17000000
0.133861027710
Long
DBT
UST
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
900000.00000000
PA
USD
1013350.11000000
0.061462820789
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS INC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DD7
200000.00000000
PA
USD
237072.72000000
0.014379194278
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
5000.00000000
PA
USD
5951.20000000
0.000360958700
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
1270000.00000000
PA
USD
1369590.80000000
0.083069921308
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
1803000.00000000
PA
USD
1922168.69000000
0.116585480728
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NXRT6
2354657.93000000
PA
USD
2512401.01000000
0.152384897880
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation/The
34531XAC8
275000.00000000
PA
USD
275918.61000000
0.016735317746
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
Headlands Residential
N/A
Headlands Residential 2019-RPL1 LLC
42210BAA1
3100000.00000000
PA
USD
3111906.79000000
0.188746779085
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
3.96700000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
346000.00000000
PA
USD
368018.32000000
0.022321450233
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.12500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
600000.00000000
PA
USD
728556.22000000
0.044189189839
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAB7
247000.00000000
PA
USD
304810.09000000
0.018487675435
Long
DBT
CORP
US
N
2
2044-03-30
Fixed
4.37500000
N
N
N
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
89000.00000000
PA
USD
100125.95000000
0.006072948786
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
389000.00000000
PA
USD
389622.55000000
0.023631813654
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
260000.00000000
PA
USD
253533.37000000
0.015377583651
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
000000000
1700000.00000000
PA
USD
1700000.00000000
0.103110262002
Long
RA
CORP
US
N
2
Repurchase
Y
0.10000000
2021-07-01
1598536.65000000
USD
1734698.71000000
USD
UST
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAG3
1085000.00000000
PA
USD
1095732.16000000
0.066459547119
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QW95
2621559.08000000
PA
USD
571456.36000000
0.034660597060
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Floating
6.43900000
N
N
N
N
N
N
Renew Financial
N/A
Renew 2017-1
75973LAA6
439492.37000000
PA
USD
461808.43000000
0.028010110713
Long
ABS-O
CORP
KY
N
2
2052-09-20
Fixed
3.67000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AVYL7
907214.00000000
PA
USD
968870.99000000
0.058765024485
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
2.55900000
N
N
N
N
N
N
SART 2017 1 4.75 15 JUL 2024
N/A
SART 2017 1 4.75 15 JUL 2024
000000000
2100299.35000000
PA
USD
2105550.10000000
0.127708130865
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
4.75000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
270000.00000000
PA
USD
317795.14000000
0.019275258910
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BQ96
391756.50000000
PA
USD
392881.66000000
0.023829488763
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
0.51700000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
550000.00000000
PA
USD
684766.30000000
0.041533195649
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
55000.00000000
PA
USD
58488.18000000
0.003547489155
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
230000.00000000
PA
USD
276533.60000000
0.016772618793
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395W5Z6
2712856.70000000
PA
USD
3169615.77000000
0.192247007348
Long
ABS-MBS
USGSE
US
N
2
2035-07-15
Fixed
6.00000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AK2
200000.00000000
PA
USD
225389.91000000
0.013670595689
Long
DBT
CORP
AU
N
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GJ6
500000.00000000
PA
USD
549646.10000000
0.033337737282
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
1675000.00000000
PA
USD
1710164.50000000
0.103726770389
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBD9
180000.00000000
PA
USD
240681.56000000
0.014598081594
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YWB9
669685.38000000
PA
USD
719763.77000000
0.043655900532
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UNP1
886453.75000000
PA
USD
888662.97000000
0.053900159805
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
0.60700000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AH3
350000.00000000
PA
USD
371999.18000000
0.022562901714
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-1 Trust
21872FAD9
2470000.00000000
PA
USD
2720890.74000000
0.165030445342
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UFT2
5590824.33000000
PA
USD
5651234.86000000
0.342764886501
Long
ABS-MBS
USGA
US
N
2
2064-04-20
Floating
0.70700000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AN9
640000.00000000
PA
USD
620604.88000000
0.037641606927
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AP0
336000.00000000
PA
USD
395914.38000000
0.024013432619
Long
DBT
CORP
US
N
2
2036-12-05
Fixed
4.50000000
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bond
465139MX8
2500000.00000000
PA
USD
2381344.15000000
0.144435893661
Long
DBT
NUSS
IL
N
2
2025-08-15
None
0.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
484000.00000000
PA
USD
515912.75000000
0.031291705190
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
720000.00000000
PA
USD
708614.22000000
0.042979645813
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AF7
409000.00000000
PA
USD
380793.67000000
0.023096314754
Long
DBT
CORP
US
N
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
233000.00000000
PA
USD
248883.34000000
0.015095544938
Long
DBT
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
IND & COMM BK CHINA/NY
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd/New York NY
45580KAG3
750000.00000000
PA
USD
753592.50000000
0.045707717716
Long
DBT
CORP
CN
N
2
2021-10-20
Fixed
2.45200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
245000.00000000
PA
USD
250206.25000000
0.015175783524
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.87500000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AJ5
453000.00000000
PA
USD
494521.80000000
0.029994277861
Long
DBT
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAD8
1900000.00000000
PA
USD
2073655.82000000
0.125773644060
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
5.03600000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABQ9
1183000.00000000
PA
USD
1190877.67000000
0.072230416804
Long
DBT
CORP
US
N
2
2022-11-10
Fixed
1.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359N4G3
40996.61000000
PA
USD
41212.96000000
0.002499693590
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Floating
0.67700000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AS3
200000.00000000
PA
USD
216064.11000000
0.013104957053
Long
DBT
US
N
2
2027-01-15
Fixed
3.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
785000.00000000
PA
USD
852427.93000000
0.051702392470
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strip
88059FBM2
750000.00000000
PA
USD
552694.70000000
0.033522644308
Long
DBT
USGA
US
N
2
2035-06-15
None
0.00000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2H7
220000.00000000
PA
USD
222090.00000000
0.013470445934
Long
DBT
CORP
SA
N
2
2025-11-24
Fixed
1.62500000
N
N
N
N
N
N
Academic Loan Funding Trust
N/A
Academic Loan Funding Trust 2013-1
00389VAA0
665736.56000000
PA
USD
657428.83000000
0.039875093476
Long
ABS-O
CORP
US
N
2
2044-12-26
Floating
0.89200000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAG7
371000.00000000
PA
USD
399174.35000000
0.024211159890
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.62500000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAH1
605000.00000000
PA
USD
648735.67000000
0.039347826414
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837AC7
435000.00000000
PA
USD
435116.58000000
0.026391167391
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70300000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust 2005-1
885220HB2
696627.98000000
PA
USD
708494.97000000
0.042972412931
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
2.17800000
N
N
N
N
N
N
UNITED AIR 2016-2 A PTT
N/A
United Airlines 2016-2 Class A Pass Through Trust
90932DAA3
786458.75000000
PA
USD
793738.37000000
0.048142688995
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAQ1
625000.00000000
PA
USD
781602.33000000
0.047406600604
Long
DBT
CORP
US
N
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AP4
175000.00000000
PA
USD
194857.13000000
0.011818688074
Long
DBT
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-2
30312JAA6
83965.35000000
PA
USD
84089.19000000
0.005100269654
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
2.62000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
1705000.00000000
PA
USD
1884025.00000000
0.114271947864
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BK4
287000.00000000
PA
USD
278995.13000000
0.016921918206
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.12500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
362000.00000000
PA
USD
430721.62000000
0.026124599463
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
SPIRIT AIR 2017-1 PTT AA
N/A
Spirit Airlines Pass Through Trust 2017-1AA
84858WAA4
256759.73000000
PA
USD
260604.14000000
0.015806447737
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
National Bank of Canada
254900F2ES7T4LUTQL51
National Bank of Canada
000000000
3000000.00000000
PA
USD
3000000.00000000
0.181959285887
Long
RA
CORP
US
N
2
Repurchase
Y
0.21000000
2021-07-07
24536.02000000
USD
3333352.82000000
USD
EQT
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A6L67
592401.25000000
PA
USD
617773.38000000
0.037469867688
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XU9
700000.00000000
PA
USD
609775.45000000
0.036984768477
Long
DBT
UST
US
N
2
2030-05-15
None
0.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
680000.00000000
PA
USD
678959.79000000
0.041181012844
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67300000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
405000.00000000
PA
USD
431203.50000000
0.026153826977
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAW9
220000.00000000
PA
USD
265676.58000000
0.016114106924
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXHG0
2754428.36000000
PA
USD
3279428.44000000
0.198907485686
Long
ABS-MBS
USGSE
US
N
2
2058-01-01
Fixed
5.50000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
800000.00000000
PA
USD
828213.14000000
0.050233690505
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
2614000.00000000
PA
USD
2886139.67000000
0.175053304441
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AW1
355000.00000000
PA
USD
332057.53000000
0.020140317010
Long
DBT
CORP
AU
N
2
2041-01-14
Fixed
2.64800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
450000.00000000
PA
USD
562904.30000000
0.034141888150
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AL5
404000.00000000
PA
USD
522466.44000000
0.031689206774
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BC7
598000.00000000
PA
USD
637870.82000000
0.038688839631
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A2
466247K51
64349.91000000
PA
USD
67559.78000000
0.004097709774
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
2.47200000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BJ0
182000.00000000
PA
USD
209262.36000000
0.012692409862
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
200000.00000000
PA
USD
214250.00000000
0.012994925667
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAZ4
800000.00000000
PA
USD
896828.58000000
0.054395429326
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AM7
293000.00000000
PA
USD
309926.82000000
0.018798020948
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
3.12500000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAR4
643000.00000000
PA
USD
654496.54000000
0.039697241011
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.40000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AS8
566000.00000000
PA
USD
648597.69000000
0.039339457500
Long
DBT
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
770000.00000000
PA
USD
787710.00000000
0.047777049695
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
1400000.00000000
PA
USD
1578146.26000000
0.095719455498
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABZ7
1570000.00000000
PA
USD
1581994.80000000
0.095952881361
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAX8
550000.00000000
PA
USD
570205.58000000
0.034584733381
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7HJ7
1721070.38000000
PA
USD
1847978.89000000
0.112085639719
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BD7
310000.00000000
PA
USD
318151.40000000
0.019296867182
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGZE5
1253555.83000000
PA
USD
1276377.19000000
0.077416227338
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
Floating
0.69200000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
3056025.73000000
PA
USD
3059027.97000000
0.185539514976
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
280000.00000000
PA
USD
333151.03000000
0.020206641170
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CF9
149000.00000000
PA
USD
158945.95000000
0.009640563852
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04100000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AL8
250000.00000000
PA
USD
296261.54000000
0.017969179418
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.10000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
297000.00000000
PA
USD
432715.19000000
0.026245515654
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
400000.00000000
PA
USD
408938.25000000
0.024803370647
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.37500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
400000.00000000
PA
USD
449454.42000000
0.027260801767
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
2562000.00000000
PA
USD
2691833.68000000
0.163268044713
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
6750000.00000000
PA
USD
7303183.56000000
0.442960688426
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L95U2
2750000.00000000
PA
USD
3016124.38000000
0.182937279443
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.97000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBA8
465000.00000000
PA
USD
540914.47000000
0.032808136895
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
2140000.00000000
PA
USD
2164330.54000000
0.131273346493
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Securities LLC
N/A
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust
50184BAC2
768000.00000000
PA
USD
859384.09000000
0.052124305106
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Fixed
3.98500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBB5
640000.00000000
PA
USD
650130.00000000
0.039432396844
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
1145000.00000000
PA
USD
1175938.80000000
0.071324328098
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22200000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
900000.00000000
PA
USD
916535.21000000
0.055590697433
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
385000.00000000
PA
USD
393052.38000000
0.023839843460
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKZZ2
397000.00000000
PA
USD
458233.20000000
0.027793261947
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
3.69000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAF1
485000.00000000
PA
USD
520783.79000000
0.031587148843
Long
DBT
CORP
IE
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
424000.00000000
PA
USD
473433.70000000
0.028715219322
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374BLE1
562027.28000000
PA
USD
58422.90000000
0.003543529721
Long
ABS-MBS
USGA
US
N
2
2033-07-16
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LL2
3035000.00000000
PA
USD
3024907.87000000
0.183470025299
Long
DBT
UST
US
N
2
2023-02-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LEGP0
2951733.74000000
PA
USD
3209837.62000000
0.194686587049
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.73000000
N
N
N
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
1146732.93000000
PA
USD
1199338.27000000
0.072743578382
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AP6
330000.00000000
PA
USD
329062.46000000
0.019958656744
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83200000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AQ9
499000.00000000
PA
USD
544989.93000000
0.033055326159
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FannieMae Whole Loan
5493003LPQ4JJCYQN327
Fannie Mae REMIC Trust 2005-W2
31394DJT8
501676.29000000
PA
USD
502228.13000000
0.030461690629
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
0.59200000
N
N
N
N
N
N
TRISTATE GEN&TRANS ASSN
549300VDHNFNPADSSV98
Tri-State Generation and Transmission Association Inc
89566EAK4
206000.00000000
PA
USD
221497.44000000
0.013434505336
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.25000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BB9
597000.00000000
PA
USD
743559.01000000
0.045099155491
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
263771.28000000
PA
USD
272312.85000000
0.016516617241
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
LP LMS 2021 1 ASSET
N/A
LP LMS 2021 1 ASSET 10/28 3.228
50214GAA9
3261247.53000000
PA
USD
3262903.62000000
0.197905204204
Long
ABS-O
CORP
US
N
2
2028-10-15
Fixed
3.22800000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
410000.00000000
PA
USD
387575.30000000
0.023507641605
Long
DBT
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2U4
420000.00000000
PA
USD
420285.47000000
0.025491614663
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661CW5
300000.00000000
PA
USD
304559.66000000
0.018472486081
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.12000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FR0
126000.00000000
PA
USD
156179.23000000
0.009472753720
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
845000.00000000
PA
USD
809008.08000000
0.049068844171
Long
DBT
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
124000.00000000
PA
USD
136318.51000000
0.008268139577
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
F&G GLOBAL FUNDI
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
585000.00000000
PA
USD
587407.15000000
0.035628061846
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
923000.00000000
PA
USD
977641.60000000
0.059296989129
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
4827000.00000000
PA
USD
4742150.41000000
0.287626100724
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3MT9
1726874.89000000
PA
USD
1775099.06000000
0.107665252445
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
2.64000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
565000.00000000
PA
USD
705756.70000000
0.042806328380
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VES5
1024809.62000000
PA
USD
1136047.48000000
0.068904796064
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
6.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVII LLC
91835EAA7
2737107.24000000
PA
USD
2737627.29000000
0.166045568904
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.24000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BF6
376000.00000000
PA
USD
421010.88000000
0.025535613025
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
TCI Communications Inc
N/A
TCI Communications Inc
872287AL1
801000.00000000
PA
USD
1071515.87000000
0.064990754173
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.12500000
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
05579HAH5
842000.00000000
PA
USD
868758.88000000
0.052692915137
Long
DBT
CORP
NZ
N
2
2022-11-03
Fixed
2.65000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
2111000.00000000
PA
USD
2131741.82000000
0.129296739754
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-1
69547JAA1
5154685.29000000
PA
USD
5165504.46000000
0.313303834262
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-1
262108AF0
1600000.00000000
PA
USD
1609428.64000000
0.097616828673
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
1.45000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAE0
412000.00000000
PA
USD
438154.39000000
0.026575419970
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CE0
325000.00000000
PA
USD
436278.18000000
0.026461622026
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397RVD5
600000.00000000
PA
USD
644520.00000000
0.039092132979
Long
ABS-MBS
USGSE
US
N
2
2038-03-15
Floating
1.42300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
3987000.00000000
PA
USD
4122495.72000000
0.250042125761
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
800000.00000000
PA
USD
794088.90000000
0.048163949724
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
915000.00000000
PA
USD
931425.91000000
0.056493864480
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
250847EA4
300000.00000000
PA
USD
407046.15000000
0.024688608925
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
5.70000000
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust 2020-1
50202HAA1
1192834.00000000
PA
USD
1201249.92000000
0.072859525871
Long
ABS-O
CORP
US
N
2
2028-01-17
Fixed
2.33000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AE8
200000.00000000
PA
USD
238368.28000000
0.014457774002
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B7K2
2979975.98000000
PA
USD
2992474.30000000
0.181502828887
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Floating
0.75700000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AM1
370000.00000000
PA
USD
539027.21000000
0.032693668735
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L4N58
2500000.00000000
PA
USD
2624363.68000000
0.159175780373
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
3.67000000
N
N
N
N
N
N
RABOBANK LONDON
N/A
RABOBANK LONDON
000000000
1000150.00000000
PA
USD
1000150.00000000
0.060662193259
Long
STIV
CORP
US
N
2
2021-07-30
Floating
0.27000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JBGY3
371097.00000000
PA
USD
397899.03000000
0.024133807784
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBA7
710000.00000000
PA
USD
716142.66000000
0.043436269002
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS INC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141CV8
360000.00000000
PA
USD
474666.66000000
0.028790002162
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
1942000.00000000
PA
USD
2368405.54000000
0.143651126916
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Nvent Finance Sarl
549300KO1OQ4MVFB6X02
Nvent Finance Sarl
67078AAD5
562000.00000000
PA
USD
617274.68000000
0.037439619989
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CH2
400000.00000000
PA
USD
410086.21000000
0.024872997974
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.50000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAF4
720000.00000000
PA
USD
693889.27000000
0.042086532017
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
982000.00000000
PA
USD
1140519.97000000
0.069176066427
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Continental Credit Card llc
N/A
Continental Finance Credit Card ABS Master Trust
66981PAA6
1500000.00000000
PA
USD
1511908.80000000
0.091701948524
Long
ABS-O
CORP
US
N
2
2028-12-15
Fixed
2.24000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-11
81744FFJ1
644791.30000000
PA
USD
660704.43000000
0.040073768755
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Floating
0.69300000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BE0
215000.00000000
PA
USD
250946.37000000
0.015220674093
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.75000000
N
N
N
N
N
N
TVA PRIN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Principal Strip
88059FAV3
1000000.00000000
PA
USD
961761.95000000
0.058333839205
Long
DBT
USGA
US
N
2
2025-11-01
None
0.00000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAA7
2220000.00000000
PA
USD
2219171.50000000
0.134599620466
Long
DBT
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAQ6
300000.00000000
PA
USD
305414.68000000
0.018524345690
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AG8
460000.00000000
PA
USD
525737.28000000
0.031887593344
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
750000.00000000
PA
USD
769262.39000000
0.046658145048
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W48
663000.00000000
PA
USD
693689.65000000
0.042074424447
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.12500000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
560000.00000000
PA
USD
589716.84000000
0.035768151693
Long
DBT
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
749000.00000000
PA
USD
817158.73000000
0.049563206322
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BQ70
1946333.34000000
PA
USD
1953074.66000000
0.118460023472
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
0.57700000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAA2
1978631.06000000
PA
USD
1982482.66000000
0.120243709699
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
300000.00000000
PA
USD
338349.44000000
0.020521940827
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAA6
1107631.62000000
PA
USD
1174835.40000000
0.071257403472
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.46700000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAQ3
625000.00000000
PA
USD
675591.64000000
0.040976724121
Long
DBT
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
360000.00000000
PA
USD
368607.75000000
0.022357200987
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7EL5
774847.96000000
PA
USD
831926.49000000
0.050458916676
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BR5
200000.00000000
PA
USD
226460.00000000
0.013735499960
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQH88
715793.58000000
PA
USD
768305.21000000
0.046600089118
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
950000.00000000
PA
USD
952719.66000000
0.057785396328
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BD5
1510000.00000000
PA
USD
1618153.98000000
0.098146047552
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
3.40700000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
725906AN1
300000.00000000
PA
USD
414366.43000000
0.025132606566
Long
DBT
CORP
CA
N
2
2035-10-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WSPZ5
951912.03000000
PA
USD
1021727.85000000
0.061970956652
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DG2
200000.00000000
PA
USD
234299.85000000
0.014211011129
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128334W7
400000.00000000
PA
USD
321643.38000000
0.019508666578
Long
DBT
UST
US
N
2
2033-08-15
None
0.00000000
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
295000.00000000
PA
USD
324397.27000000
0.019675698530
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
402000.00000000
PA
USD
414303.95000000
0.025128816960
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
Fort Cre llc
N/A
FORT CRE 2018-1 LLC
34719RAE1
5900000.00000000
PA
USD
5788100.60000000
0.351066217272
Long
ABS-CBDO
CORP
US
N
2
2035-11-16
Floating
2.92600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAHY3
2857151.51000000
PA
USD
3118685.67000000
0.189157939139
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
4.50000000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAB3
800000.00000000
PA
USD
983830.73000000
0.059672379021
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORNIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AD8
440000.00000000
PA
USD
436221.61000000
0.026458190881
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.22600000
N
N
N
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners I 2020-NPL3 LLC
741392AA2
1810434.12000000
PA
USD
1828090.74000000
0.110879361862
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.10500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7D28
1139778.23000000
PA
USD
1232785.31000000
0.074772244886
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
16465000.00000000
PA
USD
15713784.38000000
0.953089661456
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
1200000.00000000
PA
USD
1194182.03000000
0.072430836465
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98300000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
625000.00000000
PA
USD
629019.66000000
0.038151989380
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AD3
868000.00000000
PA
USD
980006.89000000
0.059440451289
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
1695000.00000000
PA
USD
1700118.73000000
0.103117463344
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AT2
250000.00000000
PA
USD
241600.79000000
0.014653835739
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
2.97900000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
350000.00000000
PA
USD
396952.50000000
0.024076397810
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K729 Mortgage Trust
30306HAS9
2000000.00000000
PA
USD
2146043.20000000
0.130164162718
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Variable
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833X88
4000000.00000000
PA
USD
3081642.48000000
0.186911155006
Long
DBT
UST
US
N
2
2035-05-15
None
0.00000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BJ8
600000.00000000
PA
USD
855780.83000000
0.051905756234
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.62500000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
425000.00000000
PA
USD
440925.01000000
0.026743466649
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BK4
432000.00000000
PA
USD
479113.56000000
0.029059720412
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
4.04100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2NA4
314252.55000000
PA
USD
317226.07000000
0.019240743053
Long
ABS-MBS
USGSE
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
335000.00000000
PA
USD
386532.37000000
0.023444384672
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
L3Harris Tech Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
600000.00000000
PA
USD
656993.78000000
0.039848706347
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B1U75
1685078.92000000
PA
USD
1719433.63000000
0.104288971815
Long
ABS-MBS
USGSE
US
N
2
2023-01-25
Fixed
2.52200000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
340000.00000000
PA
USD
382627.49000000
0.023207541613
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
230000.00000000
PA
USD
225881.20000000
0.013700393949
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G
5899295W4
342575.81000000
PA
USD
342559.26000000
0.020777279441
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
0.85900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BL75
134225.10000000
PA
USD
134359.11000000
0.008149295902
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Floating
0.50700000
N
Y
N
N
N
N
MIDMICHIGAN HEALTH
N/A
MidMichigan Health
597861AA1
245000.00000000
PA
USD
263149.12000000
0.015960808652
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.40900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EW4
2525000.00000000
PA
USD
3121531.25000000
0.189330532374
Long
DBT
UST
US
N
2
2026-02-15
Fixed
6.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
2726000.00000000
PA
USD
3267060.51000000
0.198157332449
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
4950000.00000000
PA
USD
6375445.31000000
0.386690491939
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DD6
276000.00000000
PA
USD
295624.51000000
0.017930541576
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.12500000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
350000.00000000
PA
USD
523198.80000000
0.031733626674
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
1056000.00000000
PA
USD
1222003.20000000
0.074118276541
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAC4
320000.00000000
PA
USD
336376.69000000
0.020402287433
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CL9
1880000.00000000
PA
USD
1791782.11000000
0.108677131066
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747WAL3
807000.00000000
PA
USD
810093.76000000
0.049134694023
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
5.50000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
470000.00000000
PA
USD
446424.42000000
0.027077022888
Long
DBT
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CU4
829000.00000000
PA
USD
856281.86000000
0.051936145254
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Generic Strip
88059E5J9
1000000.00000000
PA
USD
830287.31000000
0.050359495336
Long
DBT
USGA
US
N
2
2032-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXRT1
3778526.84000000
PA
USD
4009177.56000000
0.243169028604
Long
ABS-MBS
USGSE
US
N
2
2060-07-01
Fixed
3.00000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAU4
1100000.00000000
PA
USD
1092583.23000000
0.066268554767
Long
DBT
CORP
NL
N
2
2027-06-16
Fixed
1.54200000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAF2
415000.00000000
PA
USD
465493.05000000
0.028233594321
Long
DBT
CORP
HK
N
2
2028-04-06
Fixed
3.90000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359T3Y2
71598.45000000
PA
USD
80688.97000000
0.004894035786
Long
ABS-MBS
USGSE
US
N
2
2028-07-18
Fixed
6.50000000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust 2003-11
55265K2N8
118736.81000000
PA
USD
117898.36000000
0.007150900464
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L74J2
1461767.39000000
PA
USD
1570772.54000000
0.095272216556
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
3.11000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AH7
250000.00000000
PA
USD
261213.57000000
0.015843411553
Long
DBT
CORP
JP
N
2
2023-09-13
Fixed
2.52700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UPU8
1263642.37000000
PA
USD
1271027.22000000
0.077091735098
Long
ABS-MBS
USGA
US
N
2
2064-09-20
Floating
0.57700000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAH8
465000.00000000
PA
USD
492548.45000000
0.029874588075
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
1760000.00000000
PA
USD
1786699.20000000
0.108368836842
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust
48247NAA9
2509247.71000000
PA
USD
35488.29000000
0.002152474635
Long
ABS-O
USGA
US
N
2
2039-05-25
Variable
0.60800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
1269000.00000000
PA
USD
1462999.56000000
0.088735451730
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBQ3
12195000.00000000
PA
USD
12010169.53000000
0.728453957020
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAC6
358000.00000000
PA
USD
399518.86000000
0.024232055488
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
500000.00000000
PA
USD
621616.66000000
0.037702974516
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAM5
1044000.00000000
PA
USD
1029217.77000000
0.062425243483
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
1.12200000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AKXV0
1237727.84000000
PA
USD
1317459.42000000
0.079907991749
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Variable
3.10300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7JV8
921124.31000000
PA
USD
989000.71000000
0.059985954311
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ATGA4
2686184.08000000
PA
USD
2714907.45000000
0.164667540283
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
0.52300000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp
742651DM1
1000000.00000000
PA
USD
1023183.59000000
0.062059251789
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.80000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LJ7
1800000.00000000
PA
USD
1797811.40000000
0.109042826167
Long
DBT
UST
US
N
2
2022-08-15
None
0.00000000
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BK2
350000.00000000
PA
USD
401943.09000000
0.024379092541
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp
742651DT6
7383000.00000000
PA
USD
7949843.34000000
0.482182605686
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
287000.00000000
PA
USD
312640.19000000
0.018962595237
Long
DBT
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
1205000.00000000
PA
USD
1218220.08000000
0.073888818603
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
560000.00000000
PA
USD
568048.96000000
0.034453927703
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
850000.00000000
PA
USD
848318.82000000
0.051453162230
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772BQ1
628000.00000000
PA
USD
799118.89000000
0.048469034187
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7MJ1
1468411.03000000
PA
USD
1576644.35000000
0.095628360007
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
1239000.00000000
PA
USD
1275964.83000000
0.077391216427
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BG5
290000.00000000
PA
USD
339621.68000000
0.020599106121
Long
DBT
CORP
GB
N
2
2029-05-18
Fixed
4.89200000
N
N
N
N
N
N
USASF Receivables LLC
549300437ZXANCCWB466
US Auto Funding 2018-1 LLC
90291LAA0
352693.31000000
PA
USD
356164.16000000
0.021602458737
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
5.50000000
N
N
N
N
N
N
BVRT FINANCING TRU
N/A
BVRT FINANCING TRU 11/32 0
51236PAA1
1441415.67000000
PA
USD
1441415.67000000
0.087426321993
Long
ABS-O
CORP
US
N
3
2032-11-10
Fixed
0.01000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
193000.00000000
PA
USD
193003.81000000
0.011706278480
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.63800000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAN5
333000.00000000
PA
USD
410505.52000000
0.024898430423
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F2LJ3
2487000.00000000
PA
USD
2744515.42000000
0.166463355309
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
3.11700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAB4
3050000.00000000
PA
USD
3103005.04000000
0.188206860394
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
2.89600000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AD0
100000.00000000
PA
USD
108653.81000000
0.006590189892
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BP2
679000.00000000
PA
USD
727487.04000000
0.044124340763
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.85000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AF2
485000.00000000
PA
USD
555416.93000000
0.033687755984
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
27000.00000000
PA
USD
31616.37000000
0.001917630702
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
710000.00000000
PA
USD
719829.92000000
0.043659912734
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2013
N/A
CVS Pass-Through Trust Series 2013
12665UAA2
692788.79000000
PA
USD
785081.92000000
0.047617648508
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.70400000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2017-3
03065HAF5
256631.68000000
PA
USD
258247.48000000
0.015663509014
Long
ABS-O
CORP
US
N
2
2023-06-19
Fixed
2.69000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
950000.00000000
PA
USD
1279977.94000000
0.077634623971
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
1376000.00000000
PA
USD
1366830.14000000
0.082902478734
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
455000.00000000
PA
USD
502406.45000000
0.030472506289
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
Beam Suntory Inc
EWRDABCN7XBHM37LIA98
Beam Suntory Inc
073730AE3
760000.00000000
PA
USD
773655.07000000
0.046924574686
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.25000000
N
N
N
N
N
N
Ajax Mortgage Loan Trust
N/A
Ajax Mortgage Loan Trust 2021-B
00970LAA7
2827234.23000000
PA
USD
2820291.96000000
0.171059437011
Long
ABS-O
CORP
US
N
2
2066-06-25
Variable
2.23900000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
1065000.00000000
PA
USD
1109941.09000000
0.067321362704
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
470000.00000000
PA
USD
451236.52000000
0.027368891648
Long
DBT
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
540000.00000000
PA
USD
586974.28000000
0.035601806940
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286M7
9000000.00000000
PA
USD
9153984.42000000
0.555217489361
Long
DBT
UST
US
N
2
2022-04-15
Fixed
2.25000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust 2013-2
48248XAA6
1887202.03000000
PA
USD
74525.61000000
0.004520208925
Long
ABS-O
USGA
US
N
2
2039-03-25
Variable
1.75900000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
610000.00000000
PA
USD
635058.80000000
0.038518281914
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
3700000.00000000
PA
USD
3761068.87000000
0.228120468585
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.66800000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
440000.00000000
PA
USD
471636.65000000
0.028606222677
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833PE4
400000.00000000
PA
USD
371766.91000000
0.022548813820
Long
DBT
UST
US
N
2
2027-08-15
None
0.00000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAE6
500000.00000000
PA
USD
551723.90000000
0.033463762283
Long
DBT
CORP
CA
N
2
2032-02-24
Fixed
4.06100000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
815000.00000000
PA
USD
859262.92000000
0.052116955770
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XY1
3925000.00000000
PA
USD
3399624.86000000
0.206197770603
Long
DBT
UST
US
N
2
2030-08-15
None
0.00000000
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
570000.00000000
PA
USD
538610.04000000
0.032668366083
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
560000.00000000
PA
USD
553171.16000000
0.033551543082
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
212000.00000000
PA
USD
235725.24000000
0.014297465445
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AP2X5
113967.26000000
PA
USD
120518.12000000
0.007309797017
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
600000.00000000
PA
USD
646917.01000000
0.039237519055
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BC7
296000.00000000
PA
USD
343481.33000000
0.020833205840
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DD4
725000.00000000
PA
USD
728005.40000000
0.044155780901
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.16700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
1268000.00000000
PA
USD
1426420.72000000
0.086516831861
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
435000.00000000
PA
USD
438723.65000000
0.026609947351
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BB9
400000.00000000
PA
USD
471954.58000000
0.028625506115
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CH1
200000.00000000
PA
USD
333895.06000000
0.020251768892
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
8.25000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAX7
300000.00000000
PA
USD
360711.06000000
0.021878242296
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CX6
675000.00000000
PA
USD
742139.35000000
0.045013048718
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378U8D2
736906.49000000
PA
USD
742443.46000000
0.045031493931
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
0.60700000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
370000.00000000
PA
USD
401399.46000000
0.024346119699
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
700000.00000000
PA
USD
761336.41000000
0.046177409827
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7FU4
775536.27000000
PA
USD
832737.27000000
0.050508092993
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.50000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp/The
16876BAB8
430000.00000000
PA
USD
410856.72000000
0.024919731791
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MDZ47
471133.81000000
PA
USD
509117.81000000
0.030879571046
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
659000.00000000
PA
USD
691442.43000000
0.041938123598
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UCP3
957636.57000000
PA
USD
964752.19000000
0.058515206516
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Floating
0.75700000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAD4
485000.00000000
PA
USD
571070.15000000
0.034637172228
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
699000.00000000
PA
USD
699497.15000000
0.042426667298
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
Series RR Trust
54930042MWG761INJ863
Series RR 2015-1 Trust
81753VAA8
8830000.00000000
PA
USD
8124120.97000000
0.492753083387
Long
ABS-MBS
CORP
US
N
2
2048-04-26
None
0.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
400000.00000000
PA
USD
439627.52000000
0.026664769865
Long
DBT
CORP
FR
N
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust 2004-4
885220GF4
357813.66000000
PA
USD
357517.78000000
0.021684559980
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
1.94000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECG4
251000.00000000
PA
USD
267010.24000000
0.016194997531
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8K60
1500000.00000000
PA
USD
1695567.41000000
0.102841411698
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
3.55000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
285000.00000000
PA
USD
269677.17000000
0.016356755091
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments Trust 2002-AR5
86358HRF8
541184.04000000
PA
USD
552235.88000000
0.033494815455
Long
ABS-MBS
CORP
US
N
2
2033-05-19
Floating
0.99300000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B3XY1
3075000.00000000
PA
USD
3513306.20000000
0.213092895751
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.67300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LS7
2500000.00000000
PA
USD
2459943.93000000
0.149203213608
Long
DBT
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
1300000.00000000
PA
USD
1335423.69000000
0.080997580329
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
1685000.00000000
PA
USD
2068073.71000000
0.125435071811
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833WQ9
15030000.00000000
PA
USD
13731966.51000000
0.832886273328
Long
DBT
UST
US
N
2
2028-05-15
None
0.00000000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series 2020-1
14576AAC6
598500.00000000
PA
USD
613799.28000000
0.037228826222
Long
ABS-O
CORP
US
N
2
2050-12-15
Fixed
3.10000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
715000.00000000
PA
USD
740239.50000000
0.044897816935
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
CASTLELAKE FRN
N/A
CASTLELAKE FRN
000000000
4900000.00000000
PA
USD
4900000.00000000
0.297200166948
Long
LON
CORP
AE
N
2
2023-03-15
Fixed
3.34000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
630000.00000000
PA
USD
596784.51000000
0.036196827756
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
1291000.00000000
PA
USD
1449780.36000000
0.087933666332
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
345000.00000000
PA
USD
344806.62000000
0.020913588781
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
1643723.09000000
PA
USD
1656358.23000000
0.100463253567
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.16200000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAL2
87000.00000000
PA
USD
93716.76000000
0.005684211575
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AE5
425000.00000000
PA
USD
487762.59000000
0.029584310852
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAE7
332000.00000000
PA
USD
324800.02000000
0.019700126565
Long
DBT
CORP
GB
N
2
2050-09-15
Fixed
3.00000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust 2012-2
48247KAA5
1873081.32000000
PA
USD
38486.20000000
0.002334307156
Long
ABS-O
USGA
US
N
2
2038-08-25
Variable
0.76200000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HTSS6
546036.12000000
PA
USD
475404.44000000
0.028834750803
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
None
0.00000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BM5
1049000.00000000
PA
USD
1062293.99000000
0.064431418607
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7C37
1718799.79000000
PA
USD
1855147.59000000
0.112520443563
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
4.00000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1
433674AA6
2593799.93000000
PA
USD
2618233.27000000
0.158803952031
Long
ABS-O
CORP
US
N
2
2025-12-25
Fixed
3.84400000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AU4
315000.00000000
PA
USD
387755.72000000
0.023518584636
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
513000.00000000
PA
USD
564919.51000000
0.034264116874
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
CSMA SFR HOLDINGS II 3.5
N/A
CSMA SFR HOLDINGS II 3.5 CSMA SFR HOLDINGS II CSMA
000000000
2209713.77000000
PA
USD
2207504.06000000
0.133891954116
Long
ABS-O
CORP
US
N
3
2023-07-25
None
0.00000000
N
N
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG LDN
N/A
LANDESBANK BADEN-WURTTEMBERG LDN
000000000
200000.00000000
PA
USD
200000.00000000
0.012130619059
Long
STIV
CORP
US
N
2
2021-07-01
Fixed
0.13000000
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
770000.00000000
PA
USD
754484.86000000
0.045761842112
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AU5
470000.00000000
PA
USD
456163.60000000
0.027667734301
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
350000.00000000
PA
USD
391968.90000000
0.023774127044
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AB0
190000.00000000
PA
USD
245718.66000000
0.014903597300
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.60000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAX6
195000.00000000
PA
USD
211180.61000000
0.012808757662
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.05000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
550000.00000000
PA
USD
550441.11000000
0.033385957099
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BK5
300000.00000000
PA
USD
332751.38000000
0.020182401160
Long
DBT
CORP
GB
N
2
2033-03-15
Fixed
4.86600000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CZ6
870000.00000000
PA
USD
890848.68000000
0.054032729882
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BX5
219000.00000000
PA
USD
251933.28000000
0.015280533239
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.94200000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEC4
152000.00000000
PA
USD
217484.89000000
0.013191131758
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.30000000
N
N
N
N
N
N
COMM Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CCRE9 Mortgage Trust
12625UAA1
119969348.54000000
PA
USD
560988.67000000
0.034025699261
Long
ABS-MBS
CORP
US
N
2
2045-07-10
Variable
0.25200000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAB1
300000.00000000
PA
USD
319106.55000000
0.019354799986
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
4.29000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
600000.00000000
PA
USD
714724.12000000
0.043350230160
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
510000.00000000
PA
USD
546052.81000000
0.033119793121
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L03Q2
2906511.05000000
PA
USD
2960042.10000000
0.179535715570
Long
ABS-MBS
USGSE
US
N
2
2022-11-01
Fixed
2.45000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
228000.00000000
PA
USD
237865.56000000
0.014427282478
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
465000.00000000
PA
USD
509129.82000000
0.030880299490
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
835000.00000000
PA
USD
777919.92000000
0.047183251040
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BK9
615000.00000000
PA
USD
700330.32000000
0.042477201637
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXA7
445000.00000000
PA
USD
541803.26000000
0.032862044760
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41100000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2B7
1600000.00000000
PA
USD
1638928.00000000
0.099406056166
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AP1
330000.00000000
PA
USD
342765.51000000
0.020789789142
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-7
45254NKF3
1298199.52000000
PA
USD
1311160.87000000
0.079525965196
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
0.83200000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAG8
160000.00000000
PA
USD
197150.16000000
0.011957767442
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2017-1
03065FAG7
945000.00000000
PA
USD
952263.46000000
0.057757726385
Long
ABS-O
CORP
US
N
2
2023-01-18
Fixed
3.13000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AS0
800000.00000000
PA
USD
866696.00000000
0.052567795080
Long
DBT
CORP
AU
N
2
2034-08-02
Fixed
3.93300000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJEH8
3170000.00000000
PA
USD
3692303.47000000
0.223949634226
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
3.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
675000.00000000
PA
USD
715530.12000000
0.043399116555
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21700000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
550000.00000000
PA
USD
708335.64000000
0.042962749074
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2017-2 Trust
38218QAA8
1653816.26000000
PA
USD
1725694.59000000
0.104668718418
Long
ABS-O
CORP
KY
N
2
2053-10-15
Fixed
3.26000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
875000.00000000
PA
USD
935976.34000000
0.056769862144
Long
DBT
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
470000.00000000
PA
USD
453892.77000000
0.027530001432
Long
DBT
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBP4
1020000.00000000
PA
USD
1094653.11000000
0.066394099396
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAA2
1340000.00000000
PA
USD
1455515.05000000
0.088281493031
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
353657.01000000
PA
USD
362076.03000000
0.021961031951
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
654000.00000000
PA
USD
614784.62000000
0.037288590143
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
1000000.00000000
PA
USD
1239479.60000000
0.075178274295
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L9W57
1821724.89000000
PA
USD
1980092.59000000
0.120098744555
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
2.89000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1XJ8
2098000.00000000
PA
USD
2328207.46000000
0.141212988939
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.14700000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
1294000.00000000
PA
USD
1478389.90000000
0.089668923488
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400EZ2
500000.00000000
PA
USD
621519.04000000
0.037697053561
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.55000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
575000.00000000
PA
USD
642924.14000000
0.038995339131
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4V9
12963212.20000000
PA
USD
13451102.78000000
0.815851018747
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAE2
544000.00000000
PA
USD
689666.55000000
0.041830410979
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.87500000
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAB5
400000.00000000
PA
USD
425764.20000000
0.025823916596
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
4.20100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B83Z8
693219.12000000
PA
USD
698355.94000000
0.042357449379
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
3.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-3 LLC
69357PAA6
1838259.49000000
PA
USD
1847282.04000000
0.112043373610
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.86700000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BG4
439000.00000000
PA
USD
467229.64000000
0.028338923879
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
520000.00000000
PA
USD
587165.00000000
0.035613374699
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
IND AND COM BK OF CHINA LTD, NY BR
N/A
IND AND COM BK OF CHINA LTD, NY BR
000000000
1999914.00000000
PA
USD
1999914.00000000
0.121300974425
Long
STIV
CORP
US
N
2
2021-07-22
Fixed
0.11000000
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
695000.00000000
PA
USD
743900.90000000
0.045119892178
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAU8
800000.00000000
PA
USD
835362.56000000
0.050667324958
Long
DBT
US
N
2
2023-02-01
Fixed
3.85000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AU7
430000.00000000
PA
USD
450850.70000000
0.027345490471
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.37500000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
1630000.00000000
PA
USD
1640248.32000000
0.099486137661
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.35000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
1060000.00000000
PA
USD
1136942.98000000
0.068959110911
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99200000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AC5
2254000.00000000
PA
USD
2477676.73000000
0.150278762816
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
478000.00000000
PA
USD
524945.09000000
0.031839544568
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LFBJ6
1464924.07000000
PA
USD
1599623.18000000
0.097022097173
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.81000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
540000.00000000
PA
USD
711539.41000000
0.043157067641
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7FP5
71405.44000000
PA
USD
76528.45000000
0.004641687370
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
4.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2016-3
42770XAA5
359522.00000000
PA
USD
371764.73000000
0.022548681596
Long
ABS-O
CORP
US
N
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAC4
387000.00000000
PA
USD
493265.08000000
0.029918053903
Long
DBT
CORP
US
N
2
2038-05-25
Fixed
4.98500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
445000.00000000
PA
USD
432650.27000000
0.026241578056
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBS9
6870000.00000000
PA
USD
6897104.28000000
0.418330723159
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-1 LLC
693577AA6
2930866.09000000
PA
USD
2936160.99000000
0.178087252329
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.11500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
595000.00000000
PA
USD
733064.77000000
0.044462647352
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAJ9
118000.00000000
PA
USD
129237.60000000
0.007838660468
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
3.25000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
275000.00000000
PA
USD
271547.06000000
0.016470169707
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
450000.00000000
PA
USD
562985.75000000
0.034146828344
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
400000.00000000
PA
USD
426349.01000000
0.025859387132
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YVA2
145386.21000000
PA
USD
158672.84000000
0.009623998885
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BX6
900000.00000000
PA
USD
909759.02000000
0.055179700536
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAD2
200000.00000000
PA
USD
214434.00000000
0.013006085836
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGGA4
1015449.06000000
PA
USD
924117.95000000
0.056050614085
Long
ABS-MBS
USGSE
US
N
2
2043-09-25
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
2045000.00000000
PA
USD
2061248.71000000
0.125021114435
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBE0
233000.00000000
PA
USD
263480.94000000
0.015980934562
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.55000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
485000.00000000
PA
USD
602752.63000000
0.036558812707
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
DAIWA SECURITIES GROUP
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
234064AB9
439000.00000000
PA
USD
448744.41000000
0.027217737463
Long
DBT
CORP
JP
N
2
2022-04-19
Fixed
3.12900000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62954RAA4
410000.00000000
PA
USD
434285.73000000
0.026340773767
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MDV25
209849.15000000
PA
USD
225936.15000000
0.013703726836
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
4.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAA9
1325000.00000000
PA
USD
1407297.49000000
0.085356948770
Long
DBT
CORP
KY
N
2
2023-01-15
Fixed
5.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044BV2
610000.00000000
PA
USD
861022.66000000
0.052223689448
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
720000.00000000
PA
USD
713445.21000000
0.043272660310
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
1050000.00000000
PA
USD
1032664.90000000
0.062634322588
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
1100000.00000000
PA
USD
1280499.70000000
0.077666270330
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
40621PAA7
200000.00000000
PA
USD
249588.78000000
0.015138332058
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.75000000
N
N
N
N
N
N
ABN Amro Bank N.V.
N/A
ABN Amro Bank N.V.
000000000
2000000.00000000
PA
USD
2000000.00000000
0.121306190591
Long
STIV
CORP
US
N
2
2021-07-01
Fixed
0.08000000
N
N
N
N
N
Headlands Residential
N/A
Headlands Residential LLC
42210AAA3
3600000.00000000
PA
USD
3629106.00000000
0.220116512056
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UMD9
2323164.42000000
PA
USD
2331999.18000000
0.141442968494
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
0.57700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJHW1
370011.14000000
PA
USD
371998.95000000
0.022562887764
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Variable
3.42000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AU9
310000.00000000
PA
USD
310095.30000000
0.018808239781
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
415000.00000000
PA
USD
407093.60000000
0.024691486915
Long
DBT
CORP
FR
N
2
2032-01-20
Fixed
2.27700000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
500000.00000000
PA
USD
508431.33000000
0.030837933909
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBK2
324000.00000000
PA
USD
404314.21000000
0.024522908308
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128337Q7
3000000.00000000
PA
USD
2521823.07000000
0.152956374983
Long
DBT
UST
US
N
2
2031-11-15
None
0.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ADZX0
1607251.29000000
PA
USD
1615650.30000000
0.097994191610
Long
ABS-MBS
USGSE
US
N
2
2022-01-25
Fixed
2.20700000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
375000.00000000
PA
USD
436999.68000000
0.026505383235
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128337U8
1000000.00000000
PA
USD
799433.25000000
0.048488101094
Long
DBT
UST
US
N
2
2033-11-15
None
0.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
2600000.00000000
PA
USD
2600000.00000000
0.157698047768
Long
RA
CORP
US
N
2
Repurchase
Y
0.19000000
2021-07-01
21684.91000000
USD
2888980.86000000
USD
EQT
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2021-EBO5
55349F100
5100000.00000000
PA
USD
5102157.30000000
0.309461632930
Long
ABS-MBS
CORP
US
N
2
2022-02-16
Variable
1.84200000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2B6
950000.00000000
PA
USD
928067.27000000
0.056290152568
Long
DBT
CORP
FR
N
2
2035-08-12
Fixed
2.58800000
N
N
N
N
N
N
Fannie Mae Benchmark REMIC
B1V7KEBTPIMZEU4LTD58
Fannie Mae Benchmark REMIC
31396V2L1
491522.65000000
PA
USD
571699.78000000
0.034675361236
Long
ABS-MBS
USGSE
US
N
2
2037-06-25
Fixed
5.50000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAA8
1447308.10000000
PA
USD
1514558.72000000
0.091862674375
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.70500000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BA9
530000.00000000
PA
USD
504202.49000000
0.030581441674
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L7CT1
1971540.48000000
PA
USD
2160825.52000000
0.131060756181
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.29000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378TTL4
1214330.56000000
PA
USD
1340834.54000000
0.081325765130
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Variable
4.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L5FJ4
1042454.46000000
PA
USD
1104475.68000000
0.066989868670
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
3.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L24Z7
2806246.88000000
PA
USD
2884539.48000000
0.174956247964
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
2.72000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
530000.00000000
PA
USD
535237.89000000
0.032463834748
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JR9
2390000.00000000
PA
USD
2394896.92000000
0.145257911112
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.53100000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
390000.00000000
PA
USD
381023.25000000
0.023110239492
Long
DBT
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AHB7
1001885.50000000
PA
USD
1092749.62000000
0.066278646836
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
167000.00000000
PA
USD
195855.03000000
0.011879213798
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7DX0
301394.03000000
PA
USD
320232.57000000
0.019423096584
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.50000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
929000.00000000
PA
USD
996188.07000000
0.060421889942
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556CX1
200000.00000000
PA
USD
258575.39000000
0.015683397770
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.15000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BW0
525000.00000000
PA
USD
525016.85000000
0.031843897034
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L5G61
929068.54000000
PA
USD
990378.49000000
0.060069520932
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
3.45000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
700000.00000000
PA
USD
763648.36000000
0.046317636751
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.37500000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAB0
914000.00000000
PA
USD
919256.69000000
0.055755763619
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.89000000
N
N
N
N
N
N
CONIX INC
54930067MKSBBO7S0490
Conix Mortgage Asset Trust 2013-1
207343AA2
1078518.90000000
PA
USD
17040.60000000
0.001033565135
Long
ABS-O
CORP
US
Y
3
2047-12-25
Variable
4.70400000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAM7
770000.00000000
PA
USD
805234.78000000
0.048839981846
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.87500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
600000.00000000
PA
USD
615147.14000000
0.037310578103
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
AIG SUNAMER GLOB FIN X
549300Q3UB1GMKCGGR05
AIG SunAmerica Global Financing X
00139PAA6
500000.00000000
PA
USD
713284.21000000
0.043262895162
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.90000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
495000.00000000
PA
USD
548059.05000000
0.033241477787
Long
DBT
CORP
HK
N
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BU0
425000.00000000
PA
USD
423916.88000000
0.025711870920
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HA1
2635000.00000000
PA
USD
2683149.36000000
0.162741313824
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.14000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2017-1
03065FAF9
16649.76000000
PA
USD
16667.25000000
0.001010920302
Long
ABS-O
CORP
US
N
2
2022-08-18
Fixed
2.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397T6Z0
446807.82000000
PA
USD
535324.25000000
0.032469072749
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Fixed
6.50000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
1825000.00000000
PA
USD
1942964.55000000
0.117846814007
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
527000.00000000
PA
USD
635981.95000000
0.038574273819
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423BP2
360000.00000000
PA
USD
522487.49000000
0.031690483521
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
365000.00000000
PA
USD
356101.30000000
0.021598646083
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LU2
2000000.00000000
PA
USD
1952352.74000000
0.118416236790
Long
DBT
UST
US
N
2
2025-02-15
None
0.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFC3
180000.00000000
PA
USD
220368.16000000
0.013366011008
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45000000
N
N
N
N
N
N
Cantor Fitzgeral & Co
5493004J7H4GCPG6OB62
Cantor Fitzgeral & Co
000000000
1250000.00000000
PA
USD
1250000.00000000
0.075816369119
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
12500.00000000
USD
13244.60000000
USD
ACMO
2463711.39000000
USD
1261755.41000000
USD
AMBS
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
3560000.00000000
PA
USD
3400912.50000000
0.206275869954
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
6936100.00000000
PA
USD
7705031.75000000
0.467334024989
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DE2
1480000.00000000
PA
USD
1483916.67000000
0.090004139196
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
2351000.00000000
PA
USD
2560496.22000000
0.155302021235
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2017-C
22411YAD4
210862.93000000
PA
USD
212611.70000000
0.012895557701
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.79000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
268000.00000000
PA
USD
300655.16000000
0.018235666070
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B66
2300000.00000000
PA
USD
2442582.04000000
0.148150161239
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
430000.00000000
PA
USD
446474.10000000
0.027080036134
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AT3
360000.00000000
PA
USD
526645.66000000
0.031942689403
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAF5
1115000.00000000
PA
USD
1146409.19000000
0.069533265848
Long
DBT
CORP
XX
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Inc
121897WQ1
812000.00000000
PA
USD
857085.98000000
0.051984917621
Long
DBT
CORP
US
N
2
2022-02-25
Fixed
8.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
1000000.00000000
PA
USD
959229.20000000
0.058180220078
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37300000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
2065000.00000000
PA
USD
2682178.32000000
0.162682417242
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAF0
610000.00000000
PA
USD
606733.83000000
0.036800284810
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128334T4
12900000.00000000
PA
USD
10763894.93000000
0.652863544942
Long
DBT
UST
US
N
2
2032-02-15
None
0.00000000
N
N
N
N
N
N
Headlands Residential
N/A
Headlands Residential 2018-RPL1 LLC
42210CAA9
4449999.64000000
PA
USD
4481525.22000000
0.271818376238
Long
ABS-MBS
CORP
US
N
2
2024-08-25
Variable
3.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
100000.00000000
PA
USD
109350.59000000
0.006632451755
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BV2
831000.00000000
PA
USD
1035494.31000000
0.062805935062
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AL4
290000.00000000
PA
USD
332039.30000000
0.020139211304
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
720000.00000000
PA
USD
957748.23000000
0.058090394663
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
465000.00000000
PA
USD
461511.88000000
0.027992124037
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
170000.00000000
PA
USD
176109.38000000
0.010681579007
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JS7
1245000.00000000
PA
USD
1245057.87000000
0.075516613637
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.36700000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
885000.00000000
PA
USD
959053.33000000
0.058169553018
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LT5
1500000.00000000
PA
USD
1471767.17000000
0.089267234415
Long
DBT
UST
US
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-1
36261AAE5
625000.00000000
PA
USD
627396.13000000
0.038053517261
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.20000000
N
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2019-2 Ltd
89052LAA1
2107000.00000000
PA
USD
2132955.29000000
0.129370340465
Long
ABS-MBS
CORP
US
N
2
2022-09-25
Variable
3.72100000
N
N
N
N
N
N
MEMORIAL HEALTH SERVICES
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
995000.00000000
PA
USD
1077459.30000000
0.065351241600
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.44700000
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSS1
460000.00000000
PA
USD
489797.26000000
0.029707719886
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
1250000.00000000
PA
USD
1208852.19000000
0.073320627078
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
975000.00000000
PA
USD
962978.25000000
0.058407611564
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
485631.62000000
PA
USD
493453.64000000
0.029929490650
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding Inc 2013-SMV Trust
74932BAA1
531000.00000000
PA
USD
543327.43000000
0.032954490388
Long
ABS-MBS
CORP
US
N
2
2031-03-11
Fixed
3.26000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAA8
1545337.12000000
PA
USD
1551707.46000000
0.094115860442
Long
ABS-MBS
CORP
US
N
2
2040-02-15
Floating
1.22300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MLT1
3160373.57000000
PA
USD
3575967.12000000
0.216893474503
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Fixed
5.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
5300000.00000000
PA
USD
5300000.00000000
0.321461405067
Long
RA
CORP
US
N
2
Repurchase
Y
0.18000000
2021-07-01
70640.91000000
USD
5889011.60000000
USD
EQT
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396JRJ6
2074833.93000000
PA
USD
2471845.31000000
0.149925069143
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
Fixed
6.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AY9
245000.00000000
PA
USD
260794.19000000
0.015817974858
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7EG5
1838238.66000000
PA
USD
2022039.81000000
0.122642973287
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
385000.00000000
PA
USD
455763.83000000
0.027643487013
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CK3
890000.00000000
PA
USD
890607.13000000
0.054018079126
Long
DBT
CORP
GB
N
2
2031-08-18
Fixed
2.35700000
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust 2017-4
35563PDB2
4571120.67000000
PA
USD
4882780.13000000
0.296155728532
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
380000.00000000
PA
USD
407098.14000000
0.024691762280
Long
DBT
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7BV5
1429601.27000000
PA
USD
1534138.72000000
0.093050261980
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378J4C3
1823616.40000000
PA
USD
2076204.60000000
0.125928235457
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Variable
5.13700000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
849000.00000000
PA
USD
851313.30000000
0.051634786711
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ASVZ6
1600000.00000000
PA
USD
1701526.56000000
0.103202852591
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
2.48800000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
850000.00000000
PA
USD
876232.73000000
0.053146227273
Long
DBT
CORP
IT
N
2
2022-01-14
Fixed
6.57200000
N
N
N
N
N
N
COTTAGE HEALTH SYSTEM
N/A
Cottage Health Obligated Group
22170QAA8
500000.00000000
PA
USD
539846.97000000
0.032743389716
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
479000.00000000
PA
USD
497569.22000000
0.030179113316
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397KTW1
2305692.20000000
PA
USD
522785.96000000
0.031708586651
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
6.29700000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2014-K40 Mortgage Trust
30285FAG4
1577000.00000000
PA
USD
1697432.49000000
0.102954534573
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
4.20800000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AA5
1509527.86000000
PA
USD
1517370.31000000
0.092033206011
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
1.33000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AG0
200000.00000000
PA
USD
277547.10000000
0.016834090705
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.00000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2013-C11
92937EAJ3
300000.00000000
PA
USD
294753.96000000
0.017877740024
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
4.38300000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAB2
3015563.54000000
PA
USD
3040635.54000000
0.184423957167
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.91800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392DWV0
399924.75000000
PA
USD
409153.53000000
0.024816428045
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
Floating
1.09200000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2019-2
38218EAA5
1495288.58000000
PA
USD
1531844.05000000
0.092911083142
Long
ABS-O
CORP
KY
N
2
2055-04-15
Fixed
2.76000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAU3
660000.00000000
PA
USD
715035.27000000
0.043369102371
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46100000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
325000.00000000
PA
USD
321180.54000000
0.019480593899
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374VUX5
179224.58000000
PA
USD
185860.75000000
0.011273029781
Long
ABS-MBS
USGA
US
N
2
2039-06-16
Fixed
5.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
400000.00000000
PA
USD
396247.18000000
0.024033617969
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HA8
245000.00000000
PA
USD
222896.51000000
0.013519363262
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CZ3
500000.00000000
PA
USD
449521.81000000
0.027264889179
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
CHINA SOUTHERN POWER GRI
N/A
China Southern Power Grid International Finance BVI Co Ltd
16892DAC2
960000.00000000
PA
USD
1052002.49000000
0.063807207277
Long
DBT
CORP
VG
N
2
2027-05-08
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LK4
1250000.00000000
PA
USD
1247031.00000000
0.075636290079
Long
DBT
UST
US
N
2
2022-11-15
None
0.00000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
400000.00000000
PA
USD
494345.02000000
0.029983555607
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAJ9
385000.00000000
PA
USD
410125.94000000
0.024875407722
Long
DBT
CORP
SG
N
2
2024-10-10
Fixed
3.50000000
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
237000.00000000
PA
USD
257819.91000000
0.015637575570
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
443000.00000000
PA
USD
485050.17000000
0.029419794184
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
LV TOWER 52 ISSUER LLC
N/A
LV Tower 52 Issuer 2013-1
50244VAC6
876664.16000000
PA
USD
884194.71000000
0.053629146005
Long
ABS-O
CORP
US
N
3
2019-07-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T4M52
116382.50000000
PA
USD
116853.52000000
0.007087527684
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
0.77300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7RY1
581969.57000000
PA
USD
620752.82000000
0.037650579946
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AY0
948000.00000000
PA
USD
978662.26000000
0.059358895318
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
2.70000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAA6
610000.00000000
PA
USD
635857.22000000
0.038566708559
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.65000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
197000.00000000
PA
USD
212593.68000000
0.012894464732
Long
DBT
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECK5
133000.00000000
PA
USD
163472.31000000
0.009915101596
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2J9
890000.00000000
PA
USD
932888.67000000
0.056582585401
Long
DBT
CORP
US
N
2
2024-06-25
Fixed
2.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAW2
549000.00000000
PA
USD
571830.16000000
0.034683269187
Long
DBT
CORP
FR
N
2
2030-01-22
Fixed
3.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBF4
959000.00000000
PA
USD
1030244.11000000
0.062487494181
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CL8
250000.00000000
PA
USD
288879.70000000
0.017521447973
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.55000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
369000.00000000
PA
USD
412416.84000000
0.025014357898
Long
DBT
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BB2
310000.00000000
PA
USD
337565.94000000
0.020474419127
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
3.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
1740000.00000000
PA
USD
1799686.89000000
0.109156580441
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
TOLEDO EDISON COMPANY
N/A
Toledo Edison Co/The
889175BD6
400000.00000000
PA
USD
548151.18000000
0.033247065756
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BA8
1037000.00000000
PA
USD
1187297.34000000
0.072013258707
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AV6
970000.00000000
PA
USD
969522.11000000
0.058804516929
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
907000.00000000
PA
USD
1000312.76000000
0.060672065157
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AD5
1000000.00000000
PA
USD
1309494.74000000
0.079424909254
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-1
35563PEL9
5355187.08000000
PA
USD
5701096.29000000
0.345789136567
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.50000000
N
N
N
N
N
N
BRITISH AIR 18-1 A PTT
N/A
British Airways 2018-1 Class A Pass Through Trust
11043HAA6
736207.93000000
PA
USD
748531.83000000
0.045400772416
Long
DBT
CORP
US
N
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225FC80
191601.43000000
PA
USD
200332.35000000
0.012150777115
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Floating
2.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J43
9300000.00000000
PA
USD
9403898.48000000
0.570375550658
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.75000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AQ7
500000.00000000
PA
USD
568936.36000000
0.034507751260
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFP0
1005000.00000000
PA
USD
1340304.74000000
0.081293631120
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEEC2
3174764.65000000
PA
USD
3409452.02000000
0.206793818275
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAXX7
3560312.95000000
PA
USD
3911492.54000000
0.237244129776
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.50000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FK9
461000.00000000
PA
USD
494584.35000000
0.029998071712
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.55000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
630000.00000000
PA
USD
668707.13000000
0.040559157280
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G44
1996000.00000000
PA
USD
2214275.57000000
0.134302667158
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
3.24300000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBM0
606000.00000000
PA
USD
631784.44000000
0.038319681845
Long
DBT
CORP
NZ
N
2
2030-02-13
Fixed
2.55000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
600000.00000000
PA
USD
628908.97000000
0.038145275689
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAL3
225000.00000000
PA
USD
234347.60000000
0.014213907315
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
905000.00000000
PA
USD
913650.20000000
0.055415712647
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZR4
5426985.03000000
PA
USD
5620259.99000000
0.340886164760
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAA1
2950000.00000000
PA
USD
3124643.54000000
0.189519302396
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.43000000
N
N
N
N
N
N
BAKER HUGHES HLDGS LLC
549300XU3XH6F05YEQ93
Baker Hughes Holdings LLC
057224AZ0
360000.00000000
PA
USD
459594.89000000
0.027875852660
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.12500000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
425000.00000000
PA
USD
457854.99000000
0.027770322340
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
445000.00000000
PA
USD
443157.21000000
0.026878856489
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
900000.00000000
PA
USD
986983.04000000
0.059863576380
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AX6
390000.00000000
PA
USD
340605.85000000
0.020658799078
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.12500000
N
N
N
N
N
N
BRITISH AIR 19-1 AA PTT
N/A
British Airways 2019-1 Class AA Pass Through Trust
11043XAA1
545176.27000000
PA
USD
554566.82000000
0.033636194181
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
200000.00000000
PA
USD
222425.85000000
0.013490816276
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
500000.00000000
PA
USD
593815.19000000
0.036016729307
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L4P64
3640926.90000000
PA
USD
3823614.08000000
0.231914029168
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
3.49000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
600000.00000000
PA
USD
607364.62000000
0.036838544176
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K59 Mortgage Trust
30295RAS0
1700000.00000000
PA
USD
1847774.37000000
0.112073234948
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Variable
3.69600000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
85325WAA6
740000.00000000
PA
USD
776656.97000000
0.047106649213
Long
DBT
CORP
GB
N
2
2026-01-30
Fixed
2.81900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JAEE1
136180.01000000
PA
USD
145128.92000000
0.008802518214
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
4.00000000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AA6
250000.00000000
PA
USD
326635.91000000
0.019811478976
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
4.33000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
625000.00000000
PA
USD
669845.33000000
0.040628192633
Long
DBT
CORP
CA
N
2
2050-01-25
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617ULWC8
1851292.31000000
PA
USD
1967386.18000000
0.119328061458
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-R1
89179TAA2
4781944.26000000
PA
USD
4879840.22000000
0.295977413891
Long
ABS-MBS
CORP
US
N
2
2060-11-30
Variable
2.91800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
1830000.00000000
PA
USD
1962264.15000000
0.119017394485
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-1
23342WAG3
494503.89000000
PA
USD
497656.20000000
0.030184388923
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.81000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
500000.00000000
PA
USD
543855.68000000
0.032986530386
Long
DBT
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCJK1
1755000.00000000
PA
USD
1963610.71000000
0.119099067517
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.30300000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLJ6
1331327.09000000
PA
USD
1519419.38000000
0.092157488449
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AB4
775000.00000000
PA
USD
801333.79000000
0.048603374728
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.62500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
698000.00000000
PA
USD
788970.12000000
0.047853479873
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAM1
394000.00000000
PA
USD
435499.59000000
0.026414398133
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.95000000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp
98459HAA0
580000.00000000
PA
USD
532768.81000000
0.032314077403
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WRUE8
618118.59000000
PA
USD
663430.30000000
0.040239101207
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
600000.00000000
PA
USD
632279.01000000
0.038349679046
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B7YY9
4000000.00000000
PA
USD
4270679.20000000
0.259029912494
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Fixed
3.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8K52
1500000.00000000
PA
USD
1659375.41000000
0.100646254874
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.34000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
3360000.00000000
PA
USD
3358146.69000000
0.203681991205
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B
59020UBU8
608516.27000000
PA
USD
607216.78000000
0.036829577222
Long
ABS-MBS
CORP
US
N
2
2029-05-25
Floating
0.59200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
975000.00000000
PA
USD
1038222.66000000
0.062971417935
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAK5
400000.00000000
PA
USD
425725.68000000
0.025821580238
Long
DBT
CORP
CA
N
2
2023-10-16
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJE0
3934553.68000000
PA
USD
4290297.14000000
0.260219801279
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
FMC GMSR ISSUER TRUST
N/A
FMC GMSR Issuer Trust
30259RAE5
3100000.00000000
PA
USD
3114526.29000000
0.188905659868
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
4.45000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAB7
754000.00000000
PA
USD
815153.38000000
0.049441575637
Long
DBT
CORP
KY
N
2
2023-10-01
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
1157000.00000000
PA
USD
1354720.54000000
0.082167994011
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCU1
172000.00000000
PA
USD
177701.55000000
0.010778149046
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.80000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
615000.00000000
PA
USD
624044.87000000
0.037850252968
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
FTF FUNDING II LLC 8.0 15AUG20
N/A
FTF FUNDING II LLC 8.0 15AUG20 99TP6DCXD
000000000
746692.72000000
PA
USD
565619.74000000
0.034306587991
Long
ABS-O
CORP
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AF9
1810000.00000000
PA
USD
1814409.65000000
0.110049561406
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBR4
670000.00000000
PA
USD
704367.85000000
0.042722090329
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSRZ8
488813.62000000
PA
USD
499051.28000000
0.030269004843
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Fixed
2.83800000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAH5
250000.00000000
PA
USD
261937.86000000
0.015887341984
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.12500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
265000.00000000
PA
USD
300548.62000000
0.018229204089
Long
DBT
CORP
NL
N
2
2025-09-14
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F5G45
2919459.80000000
PA
USD
3117083.58000000
0.189060767422
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
4.00000000
N
N
N
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
565353.91000000
PA
USD
597928.70000000
0.036266226421
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.30000000
N
N
N
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust 2018-INDP
45378YAA2
2935000.00000000
PA
USD
3110729.02000000
0.188675343689
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
3.76300000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
345000.00000000
PA
USD
375856.36000000
0.022796851620
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAZ7
390000.00000000
PA
USD
399180.31000000
0.024211521382
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HTJV9
2197210.60000000
PA
USD
2281699.24000000
0.138392121439
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Fixed
3.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAX8
482000.00000000
PA
USD
502365.99000000
0.030470052264
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10200000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAR1
95000.00000000
PA
USD
99933.35000000
0.006061267000
Long
DBT
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
625000.00000000
PA
USD
580937.50000000
0.035235657548
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAG2
750000.00000000
PA
USD
764655.65000000
0.046378732007
Long
DBT
CORP
FR
N
2
2026-06-16
Fixed
1.90700000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAA1
725000.00000000
PA
USD
727129.09000000
0.044102629988
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAF0
540000.00000000
PA
USD
605971.14000000
0.036754025300
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AX8
710000.00000000
PA
USD
665168.04000000
0.040344500517
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
3581000.00000000
PA
USD
4700622.03000000
0.285107275934
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
420000.00000000
PA
USD
403033.55000000
0.024445232315
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AV2
510000.00000000
PA
USD
512820.30000000
0.031104138525
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165DX5
1510000.00000000
PA
USD
1848957.97000000
0.112145023952
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
645000.00000000
PA
USD
639947.20000000
0.038814778505
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2020-1
89615AAA5
1832578.41000000
PA
USD
1835899.96000000
0.111353015227
Long
ABS-O
CORP
US
N
2
2026-11-15
Fixed
4.87500000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
1525000.00000000
PA
USD
1522631.98000000
0.092352342583
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.09000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
200000.00000000
PA
USD
202760.00000000
0.012298021602
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L7R65
1316768.76000000
PA
USD
1446814.19000000
0.087753758941
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.23500000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PAQ7
250000.00000000
PA
USD
277506.96000000
0.016831656090
Long
DBT
CORP
AU
N
2
2025-07-29
Fixed
4.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BDXP8
1850502.25000000
PA
USD
1831112.50000000
0.111062640959
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EA1
700000.00000000
PA
USD
723291.79000000
0.043869885865
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
485000.00000000
PA
USD
472360.35000000
0.028650117322
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
409000.00000000
PA
USD
473122.89000000
0.028696367733
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BE99
27146.92000000
PA
USD
27278.70000000
0.001654537590
Long
ABS-MBS
USGA
US
N
2
2063-01-20
Floating
0.60700000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
300000.00000000
PA
USD
309333.43000000
0.018762030007
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
2.90700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284S6
663000.00000000
PA
USD
694803.28000000
0.042141969553
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AD2
405000.00000000
PA
USD
391221.50000000
0.023728794921
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
1.30000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
686330AH4
362000.00000000
PA
USD
371408.43000000
0.022527070898
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.90000000
N
N
N
N
N
N
SART 2018 1
N/A
SART 2018 1
000000000
2341501.95000000
PA
USD
2343843.45000000
0.142161360131
Long
ABS-O
CORP
US
N
2
2025-06-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UFZ8
3257347.42000000
PA
USD
3277614.64000000
0.198797473102
Long
ABS-MBS
USGA
US
N
2
2064-04-20
Floating
0.70700000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
1038000.00000000
PA
USD
1125768.53000000
0.068281345930
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
251000.00000000
PA
USD
263995.92000000
0.016012169693
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
254000.00000000
PA
USD
275026.12000000
0.016681185465
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7GT6
313498.91000000
PA
USD
337024.83000000
0.020441599131
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
4.00000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAC0
310000.00000000
PA
USD
336243.73000000
0.020394222998
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128337N4
5425000.00000000
PA
USD
4667787.13000000
0.283115737615
Long
DBT
UST
US
N
2
2030-11-15
None
0.00000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding X LLC
68376PAA5
6506000.00000000
PA
USD
6510772.15000000
0.394898483662
Long
ABS-O
CORP
US
N
2
2024-10-08
Fixed
4.10000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BP5
570000.00000000
PA
USD
601499.52000000
0.036482807706
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07300000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
1229000.00000000
PA
USD
1377959.34000000
0.083577499162
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAF2
300000.00000000
PA
USD
327278.01000000
0.019850424328
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
205000.00000000
PA
USD
260533.71000000
0.015802175940
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
200000.00000000
PA
USD
252594.26000000
0.015320623722
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
330000.00000000
PA
USD
347313.56000000
0.021065642452
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2018-HOME Mortgage Trust
20048JAA8
1450000.00000000
PA
USD
1588817.78000000
0.096366716217
Long
ABS-MBS
CORP
US
N
2
2033-04-10
Variable
3.94200000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
365000.00000000
PA
USD
361508.37000000
0.021926601615
Long
DBT
CORP
GB
N
2
2027-01-14
Fixed
1.45600000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
1300000.00000000
PA
USD
1426183.01000000
0.086502414014
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378MRL1
4521808.80000000
PA
USD
5135193.52000000
0.311465381930
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Variable
4.86500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L54Q0
6664953.59000000
PA
USD
7143805.31000000
0.433293904241
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
3.56000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAY4
414000.00000000
PA
USD
433015.56000000
0.026263734025
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
915000.00000000
PA
USD
903130.90000000
0.054777684542
Long
DBT
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2004-A Trust
06051GBB4
157939.24000000
PA
USD
163773.18000000
0.009933350293
Long
ABS-MBS
CORP
US
N
2
2034-05-20
Variable
2.56000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
630000.00000000
PA
USD
627886.92000000
0.038083285193
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
335000.00000000
PA
USD
338395.54000000
0.020524736935
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
440000.00000000
PA
USD
444682.62000000
0.026971377327
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
20000000.00000000
PA
USD
19621093.80000000
1.190080072057
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EG4
450000.00000000
PA
USD
532385.60000000
0.032290834530
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.42100000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
390000.00000000
PA
USD
384132.88000000
0.023298848176
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAV2
655000.00000000
PA
USD
706808.90000000
0.042870147567
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.01700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
860000.00000000
PA
USD
948689.32000000
0.057540943731
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
138000.00000000
PA
USD
155633.67000000
0.009439663817
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAA7
88094.56000000
PA
USD
93786.97000000
0.005688470028
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
3.67800000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAQ9
870000.00000000
PA
USD
909116.18000000
0.055140710300
Long
DBT
CORP
CA
N
2
2051-05-13
Fixed
3.62500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
1583000.00000000
PA
USD
1719208.25000000
0.104275301820
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAM3
372000.00000000
PA
USD
377896.78000000
0.022920609409
Long
DBT
CORP
DK
N
2
2022-03-02
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TDVT0
162126.88000000
PA
USD
182364.01000000
0.011060941677
Long
ABS-MBS
USGSE
US
N
2
2028-05-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828SA9
1769385.00000000
PA
USD
1809196.16000000
0.109733347101
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LUY9
554728.36000000
PA
USD
587040.93000000
0.035605849469
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Floating
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L5G20
1883707.38000000
PA
USD
2012002.49000000
0.122034178761
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
3.38000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AW1
630000.00000000
PA
USD
721186.32000000
0.043742182592
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.12500000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAE1
455000.00000000
PA
USD
465508.37000000
0.028234523526
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
3.62500000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAN7
1200000.00000000
PA
USD
1250646.77000000
0.075855597722
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.75000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Colony American Finance 2016-2 Ltd
19625HAA5
108377.29000000
PA
USD
108375.66000000
0.006573319233
Long
ABS-O
CORP
KY
N
2
2048-11-15
Fixed
2.55400000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
750000.00000000
PA
USD
846643.66000000
0.051351558591
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
1540000.00000000
PA
USD
1782641.97000000
0.108122753284
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BL26
977202.14000000
PA
USD
981665.51000000
0.059541051726
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Floating
0.52700000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
510000.00000000
PA
USD
500544.51000000
0.030359573864
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
1160000.00000000
PA
USD
1169542.54000000
0.070936375130
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
AIR CANADA 2013-1A PTT
N/A
Air Canada 2013-1 Class A Pass Through Trust
009089AA1
763043.48000000
PA
USD
785740.59000000
0.047657598882
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
4.12500000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAP5
132000.00000000
PA
USD
140744.29000000
0.008536576833
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.80000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2017-T1
3136AV6R5
3924549.93000000
PA
USD
4270489.19000000
0.259018387800
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.89800000
N
N
N
N
N
N
ROYAL BANK OF CANADA NY
N/A
ROYAL BANK OF CANADA NY
000000000
1000177.00000000
PA
USD
1000177.00000000
0.060663830893
Long
STIV
CORP
US
N
2
2021-10-05
Floating
0.24000000
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAR8
1070000.00000000
PA
USD
1140162.56000000
0.069154388404
Long
DBT
CORP
FR
N
2
2023-07-20
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACGA3
2645401.60000000
PA
USD
2788717.03000000
0.169144319773
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LU3
150000.00000000
PA
USD
172823.47000000
0.010482278395
Long
DBT
CORP
US
N
2
2039-01-24
Fixed
3.87800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
200000.00000000
PA
USD
230604.64000000
0.013986885205
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAL6
925000.00000000
PA
USD
1008352.55000000
0.061159703306
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCQ3
320000.00000000
PA
USD
404212.93000000
0.024516765363
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAQ3
500000.00000000
PA
USD
691878.81000000
0.041964591395
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G51
1072000.00000000
PA
USD
1192671.50000000
0.072339218145
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Fixed
3.32600000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
1085000.00000000
PA
USD
1040109.55000000
0.063085863654
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AX5
606000.00000000
PA
USD
689223.33000000
0.041803528314
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
850000.00000000
PA
USD
1049471.39000000
0.063653688227
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEH2
275000.00000000
PA
USD
309600.23000000
0.018778212253
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.15000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
515000.00000000
PA
USD
497670.25000000
0.030185241099
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020497
3035000.00000000
PA
USD
3121667.98000000
0.189338825472
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NY3S2
2246348.07000000
PA
USD
2410610.57000000
0.146210992623
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAU6
215000.00000000
PA
USD
294574.86000000
0.017866877055
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDY7
400000.00000000
PA
USD
455535.56000000
0.027629641731
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LV0
5500000.00000000
PA
USD
5349145.51000000
0.324442232368
Long
DBT
UST
US
N
2
2025-05-15
None
0.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
425000.00000000
PA
USD
467129.19000000
0.028332831276
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
1260000.00000000
PA
USD
1206294.65000000
0.073165504361
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
710000.00000000
PA
USD
691633.68000000
0.041949723502
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBE4
106000.00000000
PA
USD
118041.41000000
0.007159576889
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
325000.00000000
PA
USD
456974.82000000
0.027716937305
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
HUTCH WHAMPOA INT 11 LTD
254900NSPYVQR5EXP064
Hutchison Whampoa International 11 Ltd
44841CAB0
1100000.00000000
PA
USD
1123852.85000000
0.068165154009
Long
DBT
CORP
KY
N
2
2022-01-13
Fixed
4.62500000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26209BAF6
89343.10000000
PA
USD
89478.29000000
0.005427135250
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.66000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
720000.00000000
PA
USD
720371.92000000
0.043692786712
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.62700000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAS2
500000.00000000
PA
USD
533575.42000000
0.032363000796
Long
DBT
CORP
NL
N
2
2024-03-16
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
1210000.00000000
PA
USD
1044570.31000000
0.063356422555
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BV1
666493.70000000
PA
USD
789979.09000000
0.047914677027
Long
DBT
CORP
US
N
2
2033-01-10
Fixed
5.77300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
1800000.00000000
PA
USD
1748149.94000000
0.106030704901
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423BZ0
223000.00000000
PA
USD
290277.95000000
0.017606256163
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.37500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
1020000.00000000
PA
USD
1063350.00000000
0.064495468882
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L34N2
2000000.00000000
PA
USD
2078506.56000000
0.126067856456
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
2.69000000
N
N
N
N
N
N
LV TOWER 52 ISSUER LLC
N/A
LV Tower 52 Issuer 2013-1
50244VAD4
351738.54000000
PA
USD
354759.97000000
0.021517290267
Long
ABS-O
CORP
US
N
3
2019-07-15
Fixed
7.75000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
300000.00000000
PA
USD
320568.14000000
0.019443449944
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.12500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
200000.00000000
PA
USD
223336.75000000
0.013546065180
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UET3
863285.54000000
PA
USD
870042.99000000
0.052770800383
Long
ABS-MBS
USGA
US
N
2
2064-03-20
Floating
0.75700000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
208000.00000000
PA
USD
243965.91000000
0.014797287588
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
ANR Pipeline Co
N/A
ANR Pipeline Co
001814AQ5
226000.00000000
PA
USD
262027.96000000
0.015892806828
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
7.37500000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust 2004-3
41161PEC3
438334.35000000
PA
USD
442563.79000000
0.026842863729
Long
ABS-MBS
CORP
US
N
2
2034-05-19
Variable
2.73200000
N
N
N
N
N
N
CVS PASS THRU TR 2009
N/A
CVS Pass-Through Trust Series 2009
126659AA9
133554.05000000
PA
USD
175054.85000000
0.010617618499
Long
DBT
CORP
US
N
2
2031-07-10
Fixed
8.35300000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
500000.00000000
PA
USD
560468.00000000
0.033994119014
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DD9
1200000.00000000
PA
USD
1414871.00000000
0.085816305594
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374EZN0
692155.08000000
PA
USD
764807.35000000
0.046387933082
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.00000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
600000.00000000
PA
USD
662986.71000000
0.040212196101
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
1080000.00000000
PA
USD
1104595.32000000
0.066997125207
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
500000.00000000
PA
USD
490536.65000000
0.029752566178
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2003-1
81743PAA4
304314.67000000
PA
USD
308348.54000000
0.018702293380
Long
ABS-MBS
CORP
US
N
2
2033-04-20
Floating
0.85300000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAF9
226000.00000000
PA
USD
250267.57000000
0.015179502772
Long
DBT
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust 2003-4
885220DW0
307284.09000000
PA
USD
312829.58000000
0.018974082327
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Floating
0.73200000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BCGR5
2873127.75000000
PA
USD
2816873.35000000
0.170852087733
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
0.67000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AJB54
1983958.92000000
PA
USD
2107677.80000000
0.127837182456
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Variable
3.34600000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
635000.00000000
PA
USD
677862.50000000
0.041114458809
Long
DBT
AU
N
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AU3
1054000.00000000
PA
USD
1131722.92000000
0.068642498115
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
4.05000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
470000.00000000
PA
USD
505508.80000000
0.030660673419
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
790000.00000000
PA
USD
830890.40000000
0.050396074611
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAR5
1185000.00000000
PA
USD
1731015.12000000
0.104991425031
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QB7
200000.00000000
PA
USD
273695.31000000
0.016600467719
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
565000.00000000
PA
USD
573222.95000000
0.034767746212
Long
DBT
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
305000.00000000
PA
USD
330064.20000000
0.020019415376
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
950000.00000000
PA
USD
920103.50000000
0.055807125267
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FB5
685000.00000000
PA
USD
952079.42000000
0.057746563790
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
890000.00000000
PA
USD
1083121.42000000
0.065694666704
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
1110000.00000000
PA
USD
1149568.95000000
0.069724915073
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc.
000000000
2000000.00000000
PA
USD
2000000.00000000
0.121306190591
Long
RA
CORP
US
N
2
Repurchase
Y
0.06000000
2021-07-01
1832396.00000000
USD
2040000.65000000
USD
UST
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
495000.00000000
PA
USD
567120.14000000
0.034397591895
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
189000.00000000
PA
USD
213263.82000000
0.012935110797
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.12500000
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCV LLC
92873BAA4
1405776.02000000
PA
USD
1405891.29000000
0.085271658387
Long
ABS-O
CORP
US
N
2
2051-03-27
Variable
2.24000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AHNE6
1082675.23000000
PA
USD
961814.57000000
0.058337030770
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAZ2
4330000.00000000
PA
USD
4572976.22000000
0.277365162456
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.71700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ACQ7
122236.33000000
PA
USD
122419.45000000
0.007425118566
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Variable
3.94700000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AD8
668000.00000000
PA
USD
886107.78000000
0.053745179622
Long
DBT
CORP
CA
N
2
2034-12-01
Fixed
5.95000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAJ3
445000.00000000
PA
USD
473910.33000000
0.028744128407
Long
DBT
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
American Tower Truste I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
920000.00000000
PA
USD
924475.34000000
0.056072290895
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.07000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
285000.00000000
PA
USD
287433.45000000
0.017433728434
Long
DBT
CORP
NL
N
2
2027-04-01
Fixed
1.72600000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2019-1 LLC
12326QAA2
2395294.38000000
PA
USD
2463484.34000000
0.149417950433
Long
ABS-O
CORP
US
N
2
2034-07-15
Fixed
4.21200000
N
N
N
N
N
N
Orange Lake Country Club, Inc
N/A
OL SP 2018-B LLC
67090UAB9
1100946.90000000
PA
USD
1144617.83000000
0.069424614320
Long
ABS-O
CORP
US
N
2
2030-02-11
None
0.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAJ6
2568000.00000000
PA
USD
2582300.16000000
0.156624497686
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.65600000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BR2
286000.00000000
PA
USD
308410.69000000
0.018706062970
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AU3
300000.00000000
PA
USD
332387.88000000
0.020160353760
Long
DBT
CORP
GB
N
2
2025-08-18
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1067000.00000000
PA
USD
1181970.80000000
0.071690187569
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-2
22537CAA7
2700000.00000000
PA
USD
2701791.72000000
0.163872030662
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
1300000.00000000
PA
USD
1413622.28000000
0.085740566860
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AK7
700000.00000000
PA
USD
711555.92000000
0.043158069023
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
CAMILLO 2016 SFR1
N/A
CAMILLO 2016 SFR1 12/23 5
133715AA0
3370058.34000000
PA
USD
3458522.37000000
0.209770086889
Long
ABS-O
CORP
US
N
3
2023-12-05
Fixed
5.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBB0
500000.00000000
PA
USD
533092.92000000
0.032333735678
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
4.33800000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650AN0
369712.68000000
PA
USD
404374.24000000
0.024526549313
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.20400000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBD0
795000.00000000
PA
USD
822522.36000000
0.049888527083
Long
DBT
CORP
JP
N
2
2026-05-25
Fixed
2.22600000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
270000.00000000
PA
USD
302208.69000000
0.018329892473
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAE8
500000.00000000
PA
USD
547419.45000000
0.033202684067
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.63900000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
1153000.00000000
PA
USD
1161700.20000000
0.070460712935
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
430000.00000000
PA
USD
446212.11000000
0.027064145629
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3UK9
2058317.45000000
PA
USD
2120479.62000000
0.128613652464
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
2.64000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AY9
2500000.00000000
PA
USD
2543653.33000000
0.154280447823
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2014-520M
05525MAG1
1200000.00000000
PA
USD
1283674.80000000
0.077858849973
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.35400000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AMST7
1818231.43000000
PA
USD
1911287.79000000
0.115925520464
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
2.72300000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543BC6
640000.00000000
PA
USD
649595.65000000
0.039399986863
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
8.85000000
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
494000.00000000
PA
USD
552972.80000000
0.033539511934
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AJ2
255000.00000000
PA
USD
312156.90000000
0.018933282202
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022683
12140000.00000000
PA
USD
12532653.13000000
0.760144204601
Long
ABS-MBS
USGSE
US
N
2
2051-08-12
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833QB9
570000.00000000
PA
USD
527241.22000000
0.031978811960
Long
DBT
UST
US
N
2
2027-11-15
None
0.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
4009305.86000000
PA
USD
4004718.81000000
0.242898591615
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAQ3
1470000.00000000
PA
USD
1551780.02000000
0.094120261431
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
400000.00000000
PA
USD
455132.89000000
0.027605218549
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
720000.00000000
PA
USD
722588.29000000
0.043827216412
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AG0
380000.00000000
PA
USD
380143.42000000
0.023056875079
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAB2
603000.00000000
PA
USD
664414.39000000
0.040298789312
Long
DBT
CORP
CA
N
2
2027-03-20
Fixed
3.87500000
N
N
N
N
N
N
AIR CANADA 2017-1A PTT
N/A
Air Canada 2017-1 Class A Pass Through Trust
00908PAB3
633072.00000000
PA
USD
616024.70000000
0.037363804833
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.55000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAC6
615000.00000000
PA
USD
705198.16000000
0.042772451200
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UAL4
2948104.04000000
PA
USD
2966696.85000000
0.179939346756
Long
ABS-MBS
USGA
US
N
2
2063-09-20
Floating
0.85700000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407N5P4
565073.40000000
PA
USD
638277.25000000
0.038713490869
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955WAA2
2684871.47000000
PA
USD
2679026.50000000
0.162491249604
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
3.22800000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
1700000.00000000
PA
USD
1925499.25000000
0.116787489502
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAQ1
1997000.00000000
PA
USD
2012055.78000000
0.122037410964
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.71800000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HP5
380000.00000000
PA
USD
388569.62000000
0.023567950190
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
433000.00000000
PA
USD
456256.43000000
0.027673364728
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
OCBC NEW YORK
N/A
OCBC NEW YORK
000000000
2000008.00000000
PA
USD
2000008.00000000
0.121306675816
Long
STIV
CORP
US
N
2
2022-03-25
Floating
0.17000000
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAE3
276000.00000000
PA
USD
283229.73000000
0.017178759804
Long
DBT
CORP
CH
N
2
2023-08-15
Fixed
2.85900000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2020-4
33845XAD9
650000.00000000
PA
USD
663319.28000000
0.040232367501
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
2.18000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
580000.00000000
PA
USD
646745.98000000
0.039227145557
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
332000.00000000
PA
USD
373264.83000000
0.022639667304
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
4325000.00000000
PA
USD
5590231.43000000
0.339064839648
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
Global Mortgage Securitization Ltd
N/A
Global Mortgage Securitization Ltd
378961AB2
190820.00000000
PA
USD
184192.50000000
0.011171845255
Long
ABS-MBS
CORP
KY
N
2
2032-11-25
Floating
0.41200000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
500000.00000000
PA
USD
745934.75000000
0.045243251476
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8F82
921179.03000000
PA
USD
1012007.38000000
0.061381380059
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.26000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
232000.00000000
PA
USD
247417.34000000
0.015006627500
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AM5
223000.00000000
PA
USD
240891.99000000
0.014610844825
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
919000.00000000
PA
USD
906777.30000000
0.054998849988
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAP3
570000.00000000
PA
USD
562105.76000000
0.034093454227
Long
DBT
CORP
FR
N
2
2026-01-20
Fixed
1.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
900000.00000000
PA
USD
960090.54000000
0.058232463015
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
250000.00000000
PA
USD
259575.42000000
0.015744052685
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312935BK4
525664.74000000
PA
USD
601468.67000000
0.036480936558
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
165000.00000000
PA
USD
201223.02000000
0.012204799007
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAR2
410000.00000000
PA
USD
394134.13000000
0.023905454946
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LFHK7
1373598.57000000
PA
USD
1508470.58000000
0.091493409839
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.98000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAA9
1950000.00000000
PA
USD
1975343.37000000
0.119810689662
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
845000.00000000
PA
USD
815138.71000000
0.049440685856
Long
DBT
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AQX8
199746.03000000
PA
USD
236640.74000000
0.014352993354
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
6.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDN5
534000.00000000
PA
USD
584799.84000000
0.035469920424
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
3.27900000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
600000.00000000
PA
USD
630379.87000000
0.038234490327
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DA0
840000.00000000
PA
USD
877426.98000000
0.053218662232
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374VZX0
1313934.96000000
PA
USD
1498184.25000000
0.090869512085
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
637200.00000000
PA
USD
770032.97000000
0.046704883110
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
1180000.00000000
PA
USD
1254170.84000000
0.076069343475
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A8Q52
397298.64000000
PA
USD
402008.89000000
0.024383083514
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Floating
0.59200000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAE5
1432000.00000000
PA
USD
1436428.75000000
0.087123849859
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.10000000
N
N
N
N
N
N
LIFESTORAGE LP
N/A
LifeStorage LP/CA
84610WAB1
1000000.00000000
PA
USD
1093907.36000000
0.066348867350
Long
DBT
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AR4
251000.00000000
PA
USD
266497.47000000
0.016163896443
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
117000.00000000
PA
USD
127752.98000000
0.007748613670
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
BBVA USA
05552JAA7
580000.00000000
PA
USD
610338.24000000
0.037018903433
Long
DBT
CORP
US
N
2
2024-08-27
Fixed
2.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
582000.00000000
PA
USD
617704.46000000
0.037465687476
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAL4
500000.00000000
PA
USD
505170.37000000
0.030640146592
Long
DBT
US
N
2
2022-01-15
Fixed
2.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBR6
1388000.00000000
PA
USD
1393973.02000000
0.084548778421
Long
DBT
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BS52
3874137.49000000
PA
USD
3899232.99000000
0.236500550122
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Floating
0.60700000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B32G4
4013058.48000000
PA
USD
4278944.47000000
0.259531226703
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CQ6
434000.00000000
PA
USD
472310.64000000
0.028647102257
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AD9
700000.00000000
PA
USD
690268.99000000
0.041866950830
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HLNL3
1890836.86000000
PA
USD
2060672.77000000
0.124986181892
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
Pennsylvania Electric Co
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696BY4
113000.00000000
PA
USD
118655.94000000
0.007196850036
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M4H21
510520.78000000
PA
USD
540117.35000000
0.032759789100
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEZ3
84000.00000000
PA
USD
104121.88000000
0.006315314310
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BD74
1250074.00000000
PA
USD
1251991.49000000
0.075937159152
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Floating
0.44700000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AJLC8
1418470.05000000
PA
USD
1507255.64000000
0.091419719967
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Variable
3.50100000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B2HA3
3757000.00000000
PA
USD
4241442.23000000
0.257256599767
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.48200000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
345000.00000000
PA
USD
343710.06000000
0.020847079023
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
435000.00000000
PA
USD
487403.71000000
0.029562543670
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
720000.00000000
PA
USD
991096.88000000
0.060113093509
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
03524BAF3
185000.00000000
PA
USD
224668.36000000
0.013626831449
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.62500000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAG7
210000.00000000
PA
USD
276266.41000000
0.016756412892
Long
DBT
CORP
CA
N
2
2035-05-15
Fixed
5.95000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
800000.00000000
PA
USD
770755.26000000
0.046748692234
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAA1
685000.00000000
PA
USD
757765.15000000
0.045960801854
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
1110000.00000000
PA
USD
1150874.33000000
0.069804090410
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAE5
650000.00000000
PA
USD
713705.14000000
0.043288425869
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
6.23100000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BC7
400000.00000000
PA
USD
588789.70000000
0.035711917783
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83400000
N
N
N
N
N
N
GAIF BOND ISSUER P/L
2138007UNQRHCRSBNZ86
GAIF Bond Issuer Pty Ltd
361435AA8
632000.00000000
PA
USD
687730.45000000
0.041712980521
Long
DBT
CORP
AU
N
2
2026-09-30
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM4A4
3212165.28000000
PA
USD
3533737.23000000
0.214332100961
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAK6
212000.00000000
PA
USD
228685.88000000
0.013870506472
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
3.01000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
404000.00000000
PA
USD
522568.34000000
0.031695387324
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
779000.00000000
PA
USD
749645.08000000
0.045468294475
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381RTW4
4220232.72000000
PA
USD
4219381.50000000
0.255918548208
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
3.97000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAA3
700000.00000000
PA
USD
785455.30000000
0.047640295161
Long
DBT
CORP
GB
N
2
2025-09-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
910000.00000000
PA
USD
960334.38000000
0.058247252665
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
400000.00000000
PA
USD
436912.84000000
0.026500116120
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAX7
175000.00000000
PA
USD
192912.66000000
0.011700749950
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43000000
N
N
N
N
N
N
MULTICARE HEALTH SYSTEM
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
365000.00000000
PA
USD
358889.58000000
0.021767763896
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LFKT4
8778240.22000000
PA
USD
9389860.42000000
0.569524098867
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
2.48000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
575000.00000000
PA
USD
570687.50000000
0.034613963321
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GHFX6
315691.97000000
PA
USD
337852.11000000
0.020491776223
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
4.00000000
N
N
N
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
Hero Funding 2017-3
42771AAB2
1283443.44000000
PA
USD
1341091.23000000
0.081341334173
Long
ABS-O
CORP
KY
N
2
2048-09-20
Fixed
3.95000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AH3
400000.00000000
PA
USD
487817.86000000
0.029587663149
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
INTACT US HOLDINGS INC
N/A
Intact US Holdings Inc
68245JAB6
750000.00000000
PA
USD
786126.77000000
0.047681021895
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
4.60000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AV8
450000.00000000
PA
USD
603430.80000000
0.036599945816
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
5.05000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
310000.00000000
PA
USD
302904.79000000
0.018372113093
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7JJ5
1699732.38000000
PA
USD
1824983.79000000
0.110690915727
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGZH8
547667.98000000
PA
USD
476346.60000000
0.028891895723
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL/DC
549300C1PQZDYQ6KZS51
Children's Hospital/DC
16876DAA6
540000.00000000
PA
USD
536311.58000000
0.032528957369
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
2.92800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NXY6
141126.05000000
PA
USD
158141.52000000
0.009591772682
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128334X5
2000000.00000000
PA
USD
1588322.42000000
0.096336671100
Long
DBT
UST
US
N
2
2034-02-15
None
0.00000000
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022691
27490000.00000000
PA
USD
28317921.55000000
1.717569594347
Long
ABS-MBS
USGSE
US
N
2
2051-09-15
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
820000.00000000
PA
USD
935206.42000000
0.056723164113
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22300000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCX9
485000.00000000
PA
USD
527144.05000000
0.031972918299
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ER5
200000.00000000
PA
USD
231208.14000000
0.014023489348
Long
DBT
CORP
US
N
2
2067-09-15
Fixed
4.10000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-9
81744FDV6
670663.51000000
PA
USD
655634.75000000
0.039766276970
Long
ABS-MBS
CORP
US
N
2
2034-10-20
Floating
0.77300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LP3
796000.00000000
PA
USD
789664.26000000
0.047895581613
Long
DBT
UST
US
N
2
2023-11-15
None
0.00000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
1000000.00000000
PA
USD
947513.05000000
0.057469599315
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAB4
275000.00000000
PA
USD
273739.69000000
0.016603159503
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
COOF Securitization Trust
N/A
COOF Securitization Trust 2014-1 Ltd
12631UAA3
564184.54000000
PA
USD
49049.08000000
0.002974978523
Long
ABS-O
USGA
US
N
2
2040-06-25
Variable
3.01800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YX2
2164500.00000000
PA
USD
2255983.93000000
0.136832408291
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
HARTFORD HEALTHCARE CORP
549300W3L482NUDOFF24
Hartford HealthCare Corp
41652PAC3
1100000.00000000
PA
USD
1154817.03000000
0.070043227369
Long
DBT
CORP
US
N
2
2054-07-01
Fixed
3.44700000
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
200000.00000000
PA
USD
272842.00000000
0.016548711826
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.12500000
N
N
N
N
N
N
NATL BANK CANADA
N/A
NATL BANK CANADA
000000000
2000000.00000000
PA
USD
2000000.00000000
0.121306190591
Long
STIV
CORP
US
N
2
2021-07-07
Floating
0.13000000
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
591000.00000000
PA
USD
680055.41000000
0.041247465589
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284M9
450000.00000000
PA
USD
488074.22000000
0.029603212177
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.87500000
N
N
N
N
N
N
TEXAS HEALTH RESOURCES
54930008C10TUBW7Z611
Texas Health Resources
882484AC2
340000.00000000
PA
USD
308173.81000000
0.018691695465
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.32800000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
3090000.00000000
PA
USD
3218664.20000000
0.195221946447
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.58500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
38376AAB9
627000.00000000
PA
USD
647434.53000000
0.039268908245
Long
DBT
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
428040CU1
54861.78000000
PA
USD
55098.71000000
0.003341907308
Long
ABS-O
CORP
US
N
2
2021-10-25
Fixed
2.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7FD2
202998.51000000
PA
USD
215491.78000000
0.013070243467
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
238000.00000000
PA
USD
280189.22000000
0.016994343461
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAA4
872000.00000000
PA
USD
953514.90000000
0.057833630095
Long
DBT
CORP
NL
N
2
2023-12-01
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7K46
1383993.06000000
PA
USD
1485994.64000000
0.090130174508
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
459000.00000000
PA
USD
527348.18000000
0.031985299415
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
350000.00000000
PA
USD
442520.57000000
0.026840242302
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BJ3
556000.00000000
PA
USD
586152.27000000
0.035551949490
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
3.37500000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
650000.00000000
PA
USD
682881.83000000
0.041418896710
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXQS4
3212701.17000000
PA
USD
3490993.06000000
0.211739534744
Long
ABS-MBS
USGSE
US
N
2
2060-03-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
667000.00000000
PA
USD
756475.32000000
0.045882569672
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.07500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
675000.00000000
PA
USD
799304.60000000
0.048480298074
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UDJ6
3195203.07000000
PA
USD
3219221.41000000
0.195255742958
Long
ABS-MBS
USGA
US
N
2
2064-02-20
Floating
0.75700000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6Y6
7385000.00000000
PA
USD
8547023.10000000
0.518403406578
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
3.85000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BCGS3
995000.00000000
PA
USD
983565.96000000
0.059656319901
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
1.20000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2G9
200000.00000000
PA
USD
202016.00000000
0.012252895699
Long
DBT
CORP
SA
N
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBM2
200000.00000000
PA
USD
204280.09000000
0.012390219765
Long
DBT
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
1300000.00000000
PA
USD
1554241.56000000
0.094269561451
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
566000.00000000
PA
USD
568140.82000000
0.034459499296
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GTFZ8
1292116.90000000
PA
USD
1414506.34000000
0.085794187836
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAB8
243000.00000000
PA
USD
249181.98000000
0.015113658378
Long
DBT
CORP
CA
N
2
2021-10-15
Fixed
9.25000000
N
N
N
N
N
N
Nationstar HECM Loan Trust
N/A
Nationstar HECM Loan Trust 2020-1
63862XAA0
2466240.76000000
PA
USD
2472409.07000000
0.149959262932
Long
ABS-O
CORP
US
N
2
2030-09-25
Variable
1.26900000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DJ4
152000.00000000
PA
USD
207749.14000000
0.012600628386
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
600000.00000000
PA
USD
599282.93000000
0.036348364662
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BS1
945000.00000000
PA
USD
909738.29000000
0.055178443197
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
840000.00000000
PA
USD
830815.92000000
0.050391557168
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
775000.00000000
PA
USD
971721.47000000
0.058937914920
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
600000.00000000
PA
USD
627800.81000000
0.038078062355
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAZ3
140000.00000000
PA
USD
153733.32000000
0.009324401708
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBH3
1880000.00000000
PA
USD
2240514.87000000
0.135894161921
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
Crossroads Asset Trust
N/A
Crossroads Asset Trust 2021-A
22767CAD2
1650000.00000000
PA
USD
1649313.60000000
0.100035974953
Long
ABS-O
CORP
US
N
2
2026-01-20
Fixed
1.44000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
84346LAA8
244000.00000000
PA
USD
300529.95000000
0.018228071696
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
2795000.00000000
PA
USD
2808054.16000000
0.170317176561
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBT4
950000.00000000
PA
USD
1137047.43000000
0.068965446127
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
72124642.81000000
PA
USD
72124642.81000000
4.374582833522
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
69747100.00000000
USD
73567240.71960300
USD
UST
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
250000.00000000
PA
USD
285535.00000000
0.017318581565
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBA6
539000.00000000
PA
USD
565822.55000000
0.034318889045
Long
DBT
CORP
JP
N
2
2030-09-13
Fixed
2.86900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
305000.00000000
PA
USD
302728.69000000
0.018361432083
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
NEW ENGLAND POWER CO
549300DTVRGN9GYD5U85
New England Power Co
644188BF0
280000.00000000
PA
USD
303744.97000000
0.018423072610
Long
DBT
CORP
US
N
2
2047-12-05
Fixed
3.80000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BC6
365000.00000000
PA
USD
375427.72000000
0.022770853277
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LNP39
3954524.43000000
PA
USD
4387546.67000000
0.266118286289
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.57000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
1385000.00000000
PA
USD
1409653.00000000
0.085499817742
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E
589929Y36
236307.92000000
PA
USD
238964.99000000
0.014493966310
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
0.71200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FG8
500000.00000000
PA
USD
644804.69000000
0.039109400309
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AD3
825000.00000000
PA
USD
819872.24000000
0.049727789103
Long
DBT
CORP
AU
N
2
2036-03-03
Fixed
3.05200000
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAG5
410000.00000000
PA
USD
431259.93000000
0.026157249631
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.62500000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
945000.00000000
PA
USD
1249770.25000000
0.075802434070
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BM1
1200000.00000000
PA
USD
1224461.90000000
0.074267404306
Long
DBT
CORP
GB
N
2
2023-01-20
Fixed
4.24700000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
255000.00000000
PA
USD
243460.42000000
0.014766628054
Long
DBT
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
848000.00000000
PA
USD
828402.72000000
0.050245189119
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BR95
237155.18000000
PA
USD
238802.60000000
0.014484116854
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Fixed
1.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BK84
348627.00000000
PA
USD
350463.74000000
0.021256710619
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Fixed
1.65000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AV6
505000.00000000
PA
USD
557154.57000000
0.033793149228
Long
DBT
US
N
2
2025-04-15
Fixed
3.87500000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
700000.00000000
PA
USD
688685.08000000
0.041770881785
Long
DBT
CORP
US
N
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199AZ8
400000.00000000
PA
USD
591006.48000000
0.035846372351
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.10000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
1050000.00000000
PA
USD
1165200.10000000
0.070672992703
Long
DBT
CORP
AU
N
2
2031-11-23
Fixed
4.32200000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
2270000.00000000
PA
USD
2264453.57000000
0.137346118173
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BM2
700000.00000000
PA
USD
743750.00000000
0.045110739626
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75400000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAG0
440000.00000000
PA
USD
471190.12000000
0.028579139250
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128334Y3
2600000.00000000
PA
USD
2039424.74000000
0.123697423103
Long
DBT
UST
US
N
2
2034-08-15
None
0.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAE5
300000.00000000
PA
USD
364601.10000000
0.022114185263
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AG0
1050000.00000000
PA
USD
1138853.67000000
0.069075000174
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.61600000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
1786000.00000000
PA
USD
2144140.11000000
0.130048734419
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
710000.00000000
PA
USD
782591.22000000
0.047466579844
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAN3
27000.00000000
PA
USD
35765.88000000
0.002169311327
Long
DBT
CORP
US
N
2
2045-06-23
Fixed
5.25000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAD0
200000.00000000
PA
USD
212756.39000000
0.012904333597
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
330000.00000000
PA
USD
346602.90000000
0.021022538723
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BCGU8
16828410.08000000
PA
USD
1871595.19000000
0.113518041414
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
2.02100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
1015000.00000000
PA
USD
1014485.48000000
0.061531684494
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.52900000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
385000.00000000
PA
USD
411192.38000000
0.024940090609
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
800000.00000000
PA
USD
814613.83000000
0.049408850260
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84100000
N
N
N
N
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Barclays Capital Inc.
000000000
5228709.08000000
PA
USD
5228709.08000000
0.317137390102
Long
RA
CORP
US
N
2
Repurchase
Y
0.03000000
2021-07-01
7990301.82000000
USD
5333283.27000000
USD
UST
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
240000.00000000
PA
USD
254257.27000000
0.015421490426
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AF0
125000.00000000
PA
USD
167797.30000000
0.010177425627
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
3335000.00000000
PA
USD
3489785.55000000
0.211666295525
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFP9
3650825.59000000
PA
USD
3961225.72000000
0.240260601082
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
4.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
280000.00000000
PA
USD
306250.00000000
0.018575010434
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
870000.00000000
PA
USD
881898.71000000
0.053489886498
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAY8
690000.00000000
PA
USD
707969.01000000
0.042940511829
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
FMC GMSR ISSUER TR
N/A
FMC GMSR ISSUER TR 02/24 3.69
30259RAG0
5000000.00000000
PA
USD
5000605.00000000
0.303302171601
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Fixed
3.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
380000.00000000
PA
USD
320342.97000000
0.019429792686
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts 2014-A LLC
38061LAA7
94289.17000000
PA
USD
95432.09000000
0.005788251649
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
1696926.34000000
PA
USD
1727568.93000000
0.104782402941
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98100000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KAX4
225000.00000000
PA
USD
318402.25000000
0.019312082011
Long
DBT
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAS8
540000.00000000
PA
USD
548449.85000000
0.033265181016
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AA7
986415.19000000
PA
USD
1027602.66000000
0.062327282063
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
3.70000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
295000.00000000
PA
USD
355817.93000000
0.021581458816
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
755000.00000000
PA
USD
771043.75000000
0.046766190045
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.95000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518CX2
191000.00000000
PA
USD
241806.35000000
0.014666303589
Long
DBT
CORP
US
N
2
2064-08-31
Fixed
4.35000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K722 Mortgage Trust
30295AAN8
1635000.00000000
PA
USD
1721276.66000000
0.104400757289
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Variable
3.98900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XZ8
1775000.00000000
PA
USD
1519137.32000000
0.092140380637
Long
DBT
UST
US
N
2
2031-02-15
None
0.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
1071000.00000000
PA
USD
1175382.70000000
0.071290598912
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
LFT CRE 2021-FL1, LLC
N/A
LFT CRE 2021-FL1 Ltd
50203JAG3
3280000.00000000
PA
USD
3279996.72000000
0.198941953627
Long
ABS-CBDO
CORP
KY
N
2
2039-06-15
Floating
2.05000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAD2
480000.00000000
PA
USD
488574.36000000
0.029633547216
Long
DBT
CORP
SG
N
2
2022-09-18
Fixed
2.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
1183000.00000000
PA
USD
1164703.24000000
0.070642856606
Long
DBT
CORP
FR
N
2
2027-01-26
Fixed
1.24700000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust 2014-2
48249GAA2
497082.55000000
PA
USD
40672.29000000
0.002466900281
Long
ABS-O
USGA
US
N
2
2040-04-25
Variable
3.56900000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2004-AR1
86359LAP4
612713.88000000
PA
USD
611665.10000000
0.037099381599
Long
ABS-MBS
CORP
US
N
2
2034-03-19
Floating
0.79300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AVA3
1697331.73000000
PA
USD
1831667.75000000
0.111096318590
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AP4
500000.00000000
PA
USD
541628.71000000
0.032851457762
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAC9
625000.00000000
PA
USD
647230.38000000
0.039256525916
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20500000
N
N
N
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
100000.00000000
PA
USD
110213.96000000
0.006684817818
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.90000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
000000000
300000.00000000
PA
USD
300000.00000000
0.018195928588
Long
RA
CORP
US
N
2
Repurchase
Y
0.17000000
2021-07-01
290412.87000000
USD
289802.90000000
USD
CDS
16061.57000000
USD
16197.35000000
USD
UST
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
250000.00000000
PA
USD
303575.63000000
0.018412801615
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCII LLC
91835MAA9
1225631.27000000
PA
USD
1225703.95000000
0.074342738483
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
1400000.00000000
PA
USD
1498270.07000000
0.090874717334
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BDXR4
8260517.03000000
PA
USD
1134198.73000000
0.068792663654
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.12400000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT C LLC
91835DAA9
1989976.64000000
PA
USD
1990843.27000000
0.120750806574
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99200000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DL9
550000.00000000
PA
USD
717449.91000000
0.043515557761
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A
86359A5B5
213426.32000000
PA
USD
216965.89000000
0.013159652802
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.73800000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAP4
845000.00000000
PA
USD
887727.38000000
0.053843413375
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.64800000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAM8
360000.00000000
PA
USD
373534.57000000
0.022656027870
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAR1
765000.00000000
PA
USD
796518.52000000
0.048311313698
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.05000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081EQ6
1250000.00000000
PA
USD
1694038.08000000
0.102748653100
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.62500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
600000.00000000
PA
USD
606399.15000000
0.036779985432
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2017-1
26208EAG9
287712.01000000
PA
USD
289052.26000000
0.017531914271
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.84000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCZ5
1490000.00000000
PA
USD
1916773.49000000
0.116258245149
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67200000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BM1
315000.00000000
PA
USD
412902.72000000
0.025043828024
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.30000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
806213AB0
720000.00000000
PA
USD
773600.71000000
0.046921277584
Long
DBT
AU
N
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAE9
300000.00000000
PA
USD
328409.31000000
0.019919041175
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
6.41800000
N
N
N
N
N
N
VM DEBT 2019 1 TR
N/A
VM DEBT 2019 1 TR 06/24 7.5
91834VAA0
2352962.50000000
PA
USD
2352962.50000000
0.142714458739
Long
ABS-O
CORP
US
N
2
2024-06-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397CP60
1254658.88000000
PA
USD
111858.74000000
0.006784578816
Long
ABS-MBS
USGSE
US
N
2
2036-11-15
Floating
6.32700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
5770000.00000000
PA
USD
5486909.38000000
0.332798037503
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AR5
384000.00000000
PA
USD
433420.80000000
0.026288313085
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
2100000.00000000
PA
USD
2279628.27000000
0.138266510699
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375LGP9
135423.04000000
PA
USD
135423.03000000
0.008213825943
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
0.59300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395XZV0
937115.60000000
PA
USD
1067045.46000000
0.064719609970
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
Goodgreen Trust
N/A
GOODGREEN 2017 R1 10/51 5
38218AAA3
2417653.34000000
PA
USD
2405565.07000000
0.145904967430
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
10415000.00000000
PA
USD
11978063.62000000
0.726506634201
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3VE2
5000000.00000000
PA
USD
5158147.95000000
0.312857639160
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
2.70000000
N
N
N
N
N
N
BVRT FINANCING TRUST
N/A
BVRT FINANCING TRUST BVRT 2020 3F A 144A
07326VAA1
2766537.91000000
PA
USD
2766537.91000000
0.167799087494
Long
ABS-MBS
CORP
US
N
3
2022-11-10
Variable
3.15200000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAB9
345000.00000000
PA
USD
361724.54000000
0.021939712995
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
1600000.00000000
PA
USD
2378198.32000000
0.144245089335
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
1179614.19000000
PA
USD
1290187.45000000
0.078253862354
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833RZ5
250000.00000000
PA
USD
227197.69000000
0.013780243142
Long
DBT
UST
US
N
2
2028-08-15
None
0.00000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAH4
366000.00000000
PA
USD
367163.69000000
0.022269614278
Long
DBT
CORP
DK
N
2
2021-09-08
Fixed
2.00000000
N
N
N
N
N
N
ACRE TL 2017 A FRN 15 DEC 2020
N/A
ACRE TL 2017 A FRN 15 DEC 2020 ACRE TL 2017 99T1RDOZC
000000000
2072727.27000000
PA
USD
2052000.00000000
0.124460151546
Long
LON
CORP
US
N
3
2020-12-15
None
0.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-1
36261AAG0
1200000.00000000
PA
USD
1202604.72000000
0.072941698685
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.68000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
2000000.00000000
PA
USD
1994361.54000000
0.120964200539
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43100000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
300000.00000000
PA
USD
332602.36000000
0.020173362636
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
GOODMAN US FIN THREE
N/A
Goodman US Finance Three LLC
38239JAA9
387000.00000000
PA
USD
419392.81000000
0.025437472071
Long
DBT
US
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UKC3
3715234.64000000
PA
USD
3743856.44000000
0.227076481428
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Floating
0.60700000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
401056.97000000
PA
USD
422814.19000000
0.025644989358
Long
DBT
CORP
US
N
2
2027-10-11
Fixed
4.00000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
460000.00000000
PA
USD
464339.43000000
0.028163623697
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
1552000.00000000
PA
USD
1537900.17000000
0.093278405566
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.48800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LH1
4560000.00000000
PA
USD
4557290.63000000
0.276413782871
Long
DBT
UST
US
N
2
2022-05-15
None
0.00000000
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AY9
100000.00000000
PA
USD
128716.79000000
0.007807071730
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BF64
947.97000000
PA
USD
948.45000000
0.000057526428
Long
ABS-MBS
USGA
US
N
2
2060-08-20
Floating
0.40700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AHPA2
1291346.03000000
PA
USD
1304641.34000000
0.079130535521
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
Floating
0.69200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
470000.00000000
PA
USD
560254.69000000
0.033981181102
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2017-1 Trust
38217VAA8
344183.21000000
PA
USD
363854.24000000
0.022068885892
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.74000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2003-AR4
86359LAA7
660683.02000000
PA
USD
659596.79000000
0.040006586960
Long
ABS-MBS
CORP
US
N
2
2034-01-19
Floating
0.79300000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-3
26209WAG8
1160000.00000000
PA
USD
1206416.47000000
0.073172893121
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.18000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
394000.00000000
PA
USD
402668.00000000
0.024423060576
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
445000.00000000
PA
USD
465683.13000000
0.028245123261
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Goldman Sachs Fin Square Govt Fd
N/A
Goldman Sachs Fin Square Govt Fd
000000000
1000000.00000000
NS
USD
1000000.00000000
0.060653095295
Long
STIV
RF
US
N
1
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAD9
687000.00000000
PA
USD
775838.56000000
0.047057010113
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
840000.00000000
PA
USD
839617.26000000
0.050925385682
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
1102000.00000000
PA
USD
1105930.34000000
0.067078098302
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LQ1
6404000.00000000
PA
USD
6338342.61000000
0.384440098341
Long
DBT
UST
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAB3
700000.00000000
PA
USD
767639.08000000
0.046559686271
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
Credito Real USA Auto Receivables Trust
N/A
Credito Real USA Auto Receivables Trust 2021-1
22551EAA4
1460733.89000000
PA
USD
1461041.81000000
0.088616708132
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
433000.00000000
PA
USD
477377.92000000
0.028954448473
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
TORONTO DOMINION NY
N/A
TORONTO DOMINION NY
000000000
1000008.00000000
PA
USD
1000008.00000000
0.060653580520
Long
STIV
CORP
US
N
2
2021-07-02
Floating
0.33000000
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAV7
103000.00000000
PA
USD
119405.50000000
0.007242313170
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAA6
480000.00000000
PA
USD
527258.88000000
0.031979883094
Long
DBT
CORP
NL
N
2
2027-05-25
Fixed
3.62500000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAB6
680000.00000000
PA
USD
747526.60000000
0.045339802105
Long
DBT
CORP
KY
N
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
4920000.00000000
PA
USD
5341275.00000000
0.323964861575
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.87500000
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
530000.00000000
PA
USD
616276.91000000
0.037379102150
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCK3
183000.00000000
PA
USD
194769.97000000
0.011813401551
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.85000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BC2
350000.00000000
PA
USD
359398.97000000
0.021798659976
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
14695900.00000000
PA
USD
15292920.94000000
0.927562991123
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
1800000.00000000
PA
USD
1799229.02000000
0.109128809208
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AH2
930000.00000000
PA
USD
1293655.46000000
0.078464207895
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
500000.00000000
PA
USD
597210.00000000
0.036222635041
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BS37
4296263.92000000
PA
USD
4311836.16000000
0.261526209511
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Floating
0.58700000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AW0
908000.00000000
PA
USD
945680.80000000
0.057358467681
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAR0
600000.00000000
PA
USD
662526.94000000
0.040184309627
Long
DBT
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
1006000.00000000
PA
USD
1134365.52000000
0.068802779984
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418NXW5
252835.58000000
PA
USD
282049.90000000
0.017107199462
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBF9
380000.00000000
PA
USD
376450.80000000
0.022832906246
Long
DBT
CORP
GB
N
2
2025-08-28
Fixed
1.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AW7J0
3090000.00000000
PA
USD
3392044.72000000
0.205738011649
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
3.06100000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
1615000.00000000
PA
USD
1581812.70000000
0.095941836433
Long
DBT
CORP
CH
N
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAJ2
194000.00000000
PA
USD
206909.28000000
0.012549688277
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
880000.00000000
PA
USD
1090673.79000000
0.066152741321
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394UN32
829671.78000000
PA
USD
932484.29000000
0.056558058503
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XX3
2308000.00000000
PA
USD
2413663.13000000
0.146396139835
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
1180000.00000000
PA
USD
1156713.20000000
0.070158235949
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.67500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
410000.00000000
PA
USD
389009.93000000
0.023594656355
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81100000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
566000.00000000
PA
USD
632119.69000000
0.038340015795
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CC5
250000.00000000
PA
USD
417038.39000000
0.025294669210
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.70000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO 2012-6AVE Mortgage Trust
91830CAA6
1400000.00000000
PA
USD
1438126.62000000
0.087226830930
Long
ABS-MBS
CORP
US
N
2
2030-11-15
Fixed
2.99600000
N
N
N
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
200000.00000000
PA
USD
229794.00000000
0.013937717380
Long
DBT
CORP
US
N
2
2067-10-24
Fixed
4.30000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
318000.00000000
PA
USD
314147.48000000
0.019054017041
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
1.32300000
N
N
N
N
N
N
AIR CANADA 2017-1AA PTT
N/A
Air Canada 2017-1 Class AA Pass Through Trust
00908PAA5
446464.00000000
PA
USD
451681.74000000
0.027395895619
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
PEPPERDINE UNIV
549300G0RVHY0VSFWD76
Pepperdine University
71338QAC0
450000.00000000
PA
USD
449797.95000000
0.027281637925
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.30100000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
935000.00000000
PA
USD
1073893.22000000
0.065134947810
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
415000.00000000
PA
USD
423276.98000000
0.025673059004
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAB1
490000.00000000
PA
USD
524737.51000000
0.031826954199
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAP1
780000.00000000
PA
USD
805321.74000000
0.048845256239
Long
DBT
CORP
CA
N
2
2041-05-13
Fixed
3.43900000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAE3
595000.00000000
PA
USD
599156.72000000
0.036340709635
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
WELLS FARGO GOVT FD LEX
N/A
WELLS FARGO GOVT FD LEX
000000000
8502484.32000000
NS
USD
8502484.32000000
0.515701991711
Long
STIV
RF
US
N
1
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2021-EBO7
55349H106
5100000.00000000
PA
USD
5100397.80000000
0.309354913809
Long
ABS-MBS
CORP
US
N
2
2022-02-16
Variable
2.87500000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2017-1A
42771XAC0
1023605.66000000
PA
USD
1077955.74000000
0.065381352222
Long
ABS-O
CORP
US
N
2
2047-09-20
Fixed
4.46000000
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB Bank Ltd
00216LAC7
685000.00000000
PA
USD
730858.82000000
0.044328849657
Long
DBT
CORP
NZ
N
2
2024-05-23
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7D51
1579336.27000000
PA
USD
1695636.79000000
0.102845619810
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
600000.00000000
PA
USD
628167.44000000
0.038100299599
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAN8
620000.00000000
PA
USD
707882.87000000
0.042935287172
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
762000.00000000
PA
USD
782610.82000000
0.047467768644
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1LF9
1504000.00000000
PA
USD
1691338.09000000
0.102584890349
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Variable
3.19100000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
450000.00000000
PA
USD
456832.86000000
0.027708326991
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSQ5
300000.00000000
PA
USD
322209.04000000
0.019542975608
Long
DBT
CORP
US
N
2
2026-04-29
Fixed
3.05000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AL6
853000.00000000
PA
USD
861723.45000000
0.052266194531
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.37900000
N
N
N
N
N
N
VSE VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE 2018-A Voi Mortgage LLC
918286AA3
714520.31000000
PA
USD
751374.12000000
0.045573166103
Long
ABS-O
CORP
US
N
2
2036-02-20
Fixed
3.56000000
N
N
N
N
N
N
MRA ISSUANCE TRUST
N/A
MRA ISSUANCE TRUST MRAIT 2021 EBO2 A 144A
55351BAA2
4450000.00000000
PA
USD
4450000.00000000
0.269906274065
Long
ABS-MBS
CORP
US
N
2
2022-04-01
Variable
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
782300.00000000
PA
USD
810902.84000000
0.049183767230
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
780000.00000000
PA
USD
1009155.37000000
0.061208396824
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BR61
1422.52000000
PA
USD
1428.24000000
0.000086627176
Long
ABS-MBS
USGA
US
N
2
2062-04-20
Floating
0.65700000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F
5899292M9
364242.58000000
PA
USD
366121.12000000
0.022206379181
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
0.73200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RN28
1199580.05000000
PA
USD
1229296.53000000
0.074560639580
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Floating
1.10700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
534000.00000000
PA
USD
536356.76000000
0.032531697676
Long
DBT
CORP
FR
N
2
2026-10-06
Fixed
1.65200000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
783000.00000000
PA
USD
870998.93000000
0.052828781103
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GH0
300000.00000000
PA
USD
412833.98000000
0.025039658730
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
Prestige Auto Receivables Trust
N/A
Prestige Auto Receivables Trust 2016-2
74113MAF7
1234228.48000000
PA
USD
1235879.63000000
0.074959924972
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
3.91000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
570000.00000000
PA
USD
748876.09000000
0.045421652851
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
1351000.00000000
PA
USD
1373761.50000000
0.083322887173
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.03500000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
919199.59000000
PA
USD
949249.60000000
0.057574926448
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
175000.00000000
PA
USD
177679.69000000
0.010776823169
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
720000.00000000
PA
USD
718249.72000000
0.043564068713
Long
DBT
CORP
FR
N
2
2027-06-09
Fixed
1.79200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
278000.00000000
PA
USD
312007.08000000
0.018924195156
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
560000.00000000
PA
USD
593264.91000000
0.035983353121
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
894000.00000000
PA
USD
889463.46000000
0.053948712001
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
590000.00000000
PA
USD
587274.44000000
0.035620012574
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BN2
250000.00000000
PA
USD
308284.68000000
0.018698420074
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
DELMARVA PWR & LIGHT CO
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co
247109BT7
500000.00000000
PA
USD
598160.28000000
0.036280272464
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AC2
890000.00000000
PA
USD
889888.63000000
0.053974499877
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64200000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
635000.00000000
PA
USD
629318.32000000
0.038170104034
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAP4
270000.00000000
PA
USD
342370.71000000
0.020765843300
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
2500000.00000000
PA
USD
2565017.53000000
0.155576252682
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
425000.00000000
PA
USD
432165.61000000
0.026212181926
Long
DBT
CORP
US
N
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co of America/The
401378AC8
156000.00000000
PA
USD
199762.19000000
0.012116195146
Long
DBT
CORP
US
N
2
2077-01-24
Fixed
4.85000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AL9
460000.00000000
PA
USD
539798.30000000
0.032740437730
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2003-8
81743PDX1
367262.45000000
PA
USD
373215.66000000
0.022636684991
Long
ABS-MBS
CORP
US
N
2
2034-01-20
Floating
0.73300000
N
N
N
N
N
N
AGRIC BK OF CHINA LTD - NY BRANCH
N/A
AGRIC BK OF CHINA LTD - NY BRANCH
000000000
599999.40000000
PA
USD
599999.40000000
0.036391820785
Long
STIV
CORP
US
N
2
2021-07-01
Fixed
0.10000000
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
85000.00000000
PA
USD
92560.62000000
0.005614088105
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust
36261XAG0
2250000.00000000
PA
USD
2241354.15000000
0.135945066851
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.42000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAS0
500000.00000000
PA
USD
483520.55000000
0.029327017996
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
05579HAE2
300000.00000000
PA
USD
305242.81000000
0.018513921243
Long
DBT
CORP
NZ
N
2
2022-02-21
Fixed
2.90000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
315000.00000000
PA
USD
337674.15000000
0.020480982398
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
NBC Global Finance Limited
549300KWU8YQOYSK5Y64
NBC Global Finance Limited
000000000
200000.00000000
PA
USD
200000.00000000
0.012130619059
Long
RA
CORP
US
N
2
Repurchase
Y
0.26000000
2021-07-07
2007.04000000
USD
222183.63000000
USD
EQT
72.32000000
USD
77.82000000
USD
UST
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
380000.00000000
PA
USD
385558.51000000
0.023385317049
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31377U2V4
1644246.47000000
PA
USD
1889492.51000000
0.114603569269
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
3.99000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6Q3
1790000.00000000
PA
USD
1993539.83000000
0.120914361284
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
3.33600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QQ4
1200000.00000000
PA
USD
1685953.13000000
0.102258275857
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAA0
214000.00000000
PA
USD
235018.16000000
0.014254578854
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.40000000
N
N
N
N
N
N
DAI-ICHI LIFE INSURANCE
3538001235ACEIORUV72
Dai-ichi Life Insurance Co Ltd/The
23380YAD9
759000.00000000
PA
USD
820668.75000000
0.049776099899
Long
DBT
CORP
JP
N
2
2026-07-24
Fixed
4.00000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAC3
250000.00000000
PA
USD
268490.63000000
0.016284787767
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
4.59600000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
251566AA3
276000.00000000
PA
USD
291365.83000000
0.017672239452
Long
DBT
CORP
DE
N
2
2050-01-21
Fixed
3.62500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
2300000.00000000
PA
USD
2300000.00000000
0.139502119180
Long
RA
CORP
US
N
2
Repurchase
Y
0.20000000
2021-07-01
23975.78000000
USD
2555751.52000000
USD
EQT
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAK7
1000000.00000000
PA
USD
1134262.93000000
0.068796557583
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932AK0
750000.00000000
PA
USD
814444.62000000
0.049398587149
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.50000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAK2
305000.00000000
PA
USD
327993.95000000
0.019893848305
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.50800000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBP3
772000.00000000
PA
USD
760666.24000000
0.046136761942
Long
DBT
CORP
JP
N
2
2027-05-22
Fixed
1.23400000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
9475000.00000000
PA
USD
10669368.19000000
0.647130205572
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YWQ1
155009.48000000
PA
USD
158772.34000000
0.009630033868
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
0.99200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283NB84
220237.40000000
PA
USD
240636.49000000
0.014595347959
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT CI LLC
92873EAA8
1897231.80000000
PA
USD
1898531.21000000
0.115151794401
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99200000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2021-SFR4
74333EAE2
1960000.00000000
PA
USD
1956318.53000000
0.118656774228
Long
ABS-O
CORP
US
N
2
2038-05-17
Fixed
2.40900000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAC7
1445000.00000000
PA
USD
1461267.23000000
0.088630380553
Long
DBT
CORP
GB
N
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
RCO Mortgage LLC
N/A
RCO V Mortgage LLC 2020-1
74937CAA4
2601645.33000000
PA
USD
2622484.51000000
0.159061802896
Long
ABS-MBS
CORP
US
N
2
2025-09-25
Variable
3.10500000
N
N
N
N
N
N
MASSACHUSETTS ELECTRIC
549300XN8GZY5U5O1B96
Massachusetts Electric Co
575634AT7
402000.00000000
PA
USD
447175.29000000
0.027122565478
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.00400000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAV1
490000.00000000
PA
USD
476010.50000000
0.028871510218
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
Drive Auto Receivables Trust
549300RZ091I85JWZO63
Drive Auto Receivables Trust 2017-3
26207KAG6
1176747.02000000
PA
USD
1187414.94000000
0.072020391511
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.53000000
N
N
N
N
N
N
BRITISH AIR 18-1 AA PTT
N/A
British Airways 2018-1 Class AA Pass Through Trust
11042TAA1
549962.50000000
PA
USD
574690.46000000
0.034856755235
Long
DBT
CORP
US
N
2
2031-09-20
Fixed
3.80000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743756AB4
210000.00000000
PA
USD
224537.11000000
0.013618870730
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.74600000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAY7
1432000.00000000
PA
USD
1439184.10000000
0.087290970365
Long
DBT
CORP
DK
N
2
2023-12-08
Fixed
1.17100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNH42
290259.55000000
PA
USD
309719.26000000
0.018785431791
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAE9
285000.00000000
PA
USD
320136.62000000
0.019417276920
Long
DBT
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128337R5
800000.00000000
PA
USD
663347.95000000
0.040234106425
Long
DBT
UST
US
N
2
2032-05-15
None
0.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAZ5
860000.00000000
PA
USD
875253.24000000
0.053086818173
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T34
4640000.00000000
PA
USD
4652340.68000000
0.282178862612
Long
DBT
UST
US
N
2
2021-09-30
Fixed
1.12500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDQ1
705000.00000000
PA
USD
644152.70000000
0.039069855098
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
3062000.00000000
PA
USD
2971668.61000000
0.180240899389
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AX7E9
3103297.25000000
PA
USD
3424730.57000000
0.207720509624
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
3.18100000
N
N
N
N
N
N
MASS MUTUAL LIFE
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AB4
550000.00000000
PA
USD
608322.58000000
0.036896647415
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7EJ0
895562.90000000
PA
USD
961565.44000000
0.058321920265
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
6800000.00000000
PA
USD
6107250.00000000
0.370423616244
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LSH29
813267.36000000
PA
USD
881002.66000000
0.053435538292
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UAN0
2591460.25000000
PA
USD
2609809.86000000
0.158293046142
Long
ABS-MBS
USGA
US
N
2
2063-09-20
Floating
0.80700000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2003-3
81743PAT3
409599.94000000
PA
USD
406235.53000000
0.024639442313
Long
ABS-MBS
CORP
US
N
2
2033-07-20
Floating
0.75300000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAP3
1820000.00000000
PA
USD
2158484.91000000
0.130918790940
Long
DBT
CORP
AU
N
2
2030-01-15
Fixed
5.03300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UDS6
1392312.57000000
PA
USD
1411364.84000000
0.085603646137
Long
ABS-MBS
USGA
US
N
2
2064-02-20
Floating
0.79700000
N
Y
N
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
125708.34000000
PA
USD
132928.21000000
0.008062507388
Long
DBT
CORP
US
N
2
2026-04-29
Fixed
4.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
1670000.00000000
PA
USD
1689906.40000000
0.102498053919
Long
DBT
CORP
FR
N
2
2032-06-09
Fixed
2.88900000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DR5
198000.00000000
PA
USD
221474.98000000
0.013433143067
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJNY0
608089.18000000
PA
USD
615988.18000000
0.037361589782
Long
ABS-MBS
USGSE
US
N
2
2022-07-01
Variable
3.09200000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AWWF0
2736000.00000000
PA
USD
3069940.56000000
0.186201397337
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Variable
3.27600000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
850000.00000000
PA
USD
948285.39000000
0.057516444127
Long
DBT
CORP
CH
N
2
2025-09-24
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31377U2W2
5041628.05000000
PA
USD
5297586.97000000
0.321315047328
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.97000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LN8
47445000.00000000
PA
USD
47248200.99000000
2.865749637196
Long
DBT
UST
US
N
2
2023-05-15
None
0.00000000
N
N
N
N
N
2021-07-30
Brighthouse Funds Trust I
Alan Otis
Alan Otis
Treasurer