0001752724-21-111583.txt : 20210526
0001752724-21-111583.hdr.sgml : 20210526
20210526093813
ACCESSION NUMBER: 0001752724-21-111583
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210526
PERIOD START: 20210331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Mercer Funds
CENTRAL INDEX KEY: 0001320615
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21732
FILM NUMBER: 21963052
BUSINESS ADDRESS:
STREET 1: 99 HIGH STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-747-9525
MAIL ADDRESS:
STREET 1: 99 HIGH STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: MGI Funds
DATE OF NAME CHANGE: 20050314
0001320615
S000010041
Mercer Core Fixed Income Fund
C000027792
Class Y-3
MCFIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001320615
XXXXXXXX
S000010041
C000027792
Mercer Funds
811-21732
0001320615
549300J7JB6PJ2JIIB11
99 HIGH STREET
BOSTON
02110
617-747-9500
Mercer Core Fixed Income Fund
S000010041
FNQDDGF5RWN546B08W92
2021-03-31
2021-03-31
N
1356156012.58
101604980.86
1254551031.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
22785561.39000000
0.00000000
0.00000000
67615389.85000000
EUR
USD
UST
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAH4
585000.00000000
PA
USD
579661.88000000
0.046204727057
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAA5
587000.00000000
PA
USD
574703.17000000
0.045809469321
Long
ABS-O
CORP
US
N
2
2046-02-18
Fixed
1.64000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
775000.00000000
PA
USD
912449.86000000
0.072731187247
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.33000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2020-C56
95002RAU2
1605000.00000000
PA
USD
1605459.51000000
0.127970841313
Long
ABS-MBS
CORP
US
N
2
2053-06-15
Fixed
1.94000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
575000.00000000
PA
USD
592557.40000000
0.047232626255
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
ALASKA AIR 2020-1 CL B
N/A
Alaska Airlines 2020-1 Class B Pass Through Trust
01166WAA5
95337.70000000
PA
USD
106031.88000000
0.008451778948
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
8.00000000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2020-1
585505AA8
435000.00000000
PA
USD
435519.26000000
0.034715149004
Long
ABS-MBS
CORP
US
N
2
2053-10-25
Floating
1.01000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAA2
1745000.00000000
PA
USD
1731345.03000000
0.138005149748
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.06000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
359000.00000000
PA
USD
368405.80000000
0.029365549163
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAM0
121000.00000000
PA
USD
135961.05000000
0.010837426821
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A1A51
3044377.07000000
PA
USD
3175571.03000000
0.253124101747
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5S20
824748.79000000
PA
USD
893029.42000000
0.071183188042
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
62000.00000000
PA
USD
64431.64000000
0.005135832530
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
74000.00000000
PA
USD
76022.42000000
0.006059731176
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.88000000
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAB9
320000.00000000
PA
USD
336495.55000000
0.026821989818
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
203000.00000000
PA
USD
208201.88000000
0.016595728251
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
835000.00000000
PA
USD
758084.91000000
0.060426789411
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
338000.00000000
PA
USD
371353.36000000
0.029600498553
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
FERGUSON FINANCE PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AB0
1328000.00000000
PA
USD
1399722.49000000
0.111571586536
Long
DBT
CORP
GB
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XL2
1049000.00000000
PA
USD
1099142.20000000
0.087612394570
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
2500000.00000000
PA
USD
2995019.53000000
0.238732379494
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
1311000.00000000
PA
USD
1423368.29000000
0.113456388302
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1340000.00000000
PA
USD
1534072.76000000
0.122280618421
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138WEV30
558590.89000000
PA
USD
599600.00000000
0.047793990426
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund, Premier Class
857492706
10664255.00000000
NS
USD
10664255.00000000
0.850045532653
Long
STIV
RF
US
N
1
N
N
Alabama Economic Settlement Authority
N/A
ALABAMA ECON SETTLEMENT AUTH BP SETTLEMENT REVENUE
01026CAD3
60000.00000000
PA
USD
67490.47000000
0.005379651229
Long
DBT
MUN
US
N
2
2032-09-15
Fixed
4.26000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AYT9
1040328.50000000
PA
USD
1100253.02000000
0.087700937800
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAL3
922000.00000000
PA
USD
957560.29000000
0.076326930175
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.45000000
N
N
N
N
N
N
Radnor Re LTD
254900YVLP8CB4GC2O97
Radnor RE 2020-1 Ltd
750493AB4
200000.00000000
PA
USD
195352.00000000
0.015571467007
Long
ABS-MBS
CORP
BM
N
2
2030-02-25
Floating
1.56000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
375000.00000000
PA
USD
354838.38000000
0.028284092956
Long
DBT
CORP
CH
N
2
2032-02-11
Fixed
2.10000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
185000.00000000
PA
USD
185000.00000000
0.014746311255
Long
DBT
CORP
IL
N
2
2031-03-30
Fixed
5.88000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAC5
675000.00000000
PA
USD
727010.57000000
0.057949860278
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.26000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AA7
412122.76000000
PA
USD
412310.85000000
0.032865211503
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.99000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
200000.00000000
PA
USD
213380.00000000
0.017008475112
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
5493003R0K8V08JVGR27
Americredit Automobile Receivables Trust 2018-1
03066HAF4
400000.00000000
PA
USD
412350.32000000
0.032868357649
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
197000.00000000
PA
USD
148227.11000000
0.011815151895
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBL9
394000.00000000
PA
USD
377168.38000000
0.030064012580
Long
DBT
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
77000.00000000
PA
USD
83017.17000000
0.006617281234
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAA8
59375.00000000
PA
USD
59913.23000000
0.004775671015
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
3.36000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BH1
195000.00000000
PA
USD
204096.88000000
0.016268519561
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.45000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust
12568PAA1
1091720.31000000
PA
USD
1104331.21000000
0.088026009470
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
2.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAL4
234000.00000000
PA
USD
241371.00000000
0.019239631860
Long
DBT
CORP
XX
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
2487000.00000000
PA
USD
2709467.00000000
0.215971047131
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
962000.00000000
PA
USD
1061567.00000000
0.084617283247
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.88000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAZ2
185000.00000000
PA
USD
202197.60000000
0.016117128350
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
350000.00000000
PA
USD
378957.63000000
0.030206633322
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
397000.00000000
PA
USD
385686.18000000
0.030742964634
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago/The
91412NBD1
120000.00000000
PA
USD
115575.23000000
0.009212477378
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AL0
55000.00000000
PA
USD
55993.57000000
0.004463235738
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.25000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AT2
950000.00000000
PA
USD
923410.36000000
0.073604846407
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
COLORADO INT GAS CO/ISS
N/A
Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp
196500AA0
153000.00000000
PA
USD
170814.96000000
0.013615624688
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.15000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
338000.00000000
PA
USD
349743.81000000
0.027878005848
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
568000.00000000
PA
USD
719790.05000000
0.057374314141
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack In The Box Funding LLC
466365AC7
153837.50000000
PA
USD
165824.33000000
0.013217822616
Long
ABS-O
CORP
US
N
2
2049-08-25
Fixed
4.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAJ78
1644000.00000000
PA
USD
1745996.03000000
0.139172977890
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
3.50000000
N
N
N
N
N
N
GOGO INTERMEDIATE/FINANC
N/A
Gogo Intermediate Holdings LLC / Gogo Finance Co Inc
38046XAE3
161000.00000000
PA
USD
169754.38000000
0.013531086078
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
9.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
322000.00000000
PA
USD
374048.98000000
0.029815365859
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138Y5DZ6
213155.44000000
PA
USD
227476.22000000
0.018132081856
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FK4
65000.00000000
PA
USD
70689.78000000
0.005634667559
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAJ0
161000.00000000
PA
USD
157963.54000000
0.012591240691
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.38000000
N
N
N
N
N
N
Verizon Owner Trust
549300ESLK4DH2NBDS67
Verizon Owner Trust 2020-B
92290BAA9
597000.00000000
PA
USD
598671.72000000
0.047719997422
Long
ABS-O
CORP
US
N
2
2025-02-20
Fixed
0.47000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BC0
450000.00000000
PA
USD
528835.05000000
0.042153331082
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAM7
565000.00000000
PA
USD
638232.01000000
0.050873339853
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
211000.00000000
PA
USD
216945.66000000
0.017292693124
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
670000.00000000
PA
USD
727608.49000000
0.057997520356
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
135000.00000000
PA
USD
178875.00000000
0.014258088788
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.38000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BM4
155000.00000000
PA
USD
177459.75000000
0.014145279507
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.98000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AQ9
200000.00000000
PA
USD
207022.52000000
0.016501721712
Long
DBT
NUSS
JP
N
2
2024-09-05
Fixed
1.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
1301000.00000000
PA
USD
1401878.62000000
0.111743451207
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138EPMM3
925053.87000000
PA
USD
1032911.53000000
0.082333161735
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.00000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re IV Ltd
67389KAG0
137254.16000000
PA
USD
138427.38000000
0.011034017469
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
4.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXJ6
1500000.92000000
PA
USD
1450798.07000000
0.115642810321
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
1300000.00000000
PA
USD
1297667.38000000
0.103436795091
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132KETW5
250115.58000000
PA
USD
265952.17000000
0.021198991772
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CF5
295000.00000000
PA
USD
353429.28000000
0.028171773890
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAZ6
270000.00000000
PA
USD
291976.71000000
0.023273402405
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7J8
325099.26000000
PA
USD
344606.12000000
0.027468481654
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
3.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31417C3W3
517252.56000000
PA
USD
547336.45000000
0.043628073801
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
375000.00000000
PA
USD
378950.63000000
0.030206075354
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT50
186979.19000000
PA
USD
206631.86000000
0.016470582286
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
4.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAH3
592670.00000000
PA
USD
639738.90000000
0.050993453739
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.12000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR1 Trust
74333BAA6
649358.66000000
PA
USD
664784.56000000
0.052989838052
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
3.42000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
702000.00000000
PA
USD
792235.24000000
0.063148905063
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
59151KAK4
198000.00000000
PA
USD
206662.50000000
0.016473024594
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
4.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R1
92538BAA1
365014.96000000
PA
USD
365211.34000000
0.029110919425
Long
ABS-MBS
CORP
US
N
2
2063-10-25
Variable
0.82000000
N
N
N
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust
64352VDR9
188858.75000000
PA
USD
185984.68000000
0.014824799892
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
0.83000000
N
N
N
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214XAC0
152000.00000000
PA
USD
169480.00000000
0.013509215306
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
244000.00000000
PA
USD
241599.04000000
0.019257808880
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAE4
657000.00000000
PA
USD
687723.55000000
0.054818300141
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.93000000
N
N
N
N
N
N
Sabey Data Center Issuer LLC
N/A
Sabey Data Center Issuer LLC
78520EAA4
739000.00000000
PA
USD
783329.80000000
0.062439054306
Long
ABS-O
CORP
US
N
2
2045-04-20
Fixed
3.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
1981776.52000000
PA
USD
1977944.30000000
0.157661525915
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGAE4
241777.49000000
PA
USD
263931.31000000
0.021037909445
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
VOLCAN CIA MINERA SAA-CM
549300XKJ91C4SZLG750
Volcan Cia Minera SAA
92863UAB2
72000.00000000
PA
USD
74000.52000000
0.005898565951
Long
DBT
CORP
PE
N
2
2026-02-11
Fixed
4.38000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-3
81748AAD6
1303883.64000000
PA
USD
1326128.68000000
0.105705439354
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
310000.00000000
PA
USD
442345.40000000
0.035259259194
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.63000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAA8
190000.00000000
PA
USD
201437.05000000
0.016056505068
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Fixed
3.34000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
220000.00000000
PA
USD
228591.00000000
0.018220940736
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
297697.22000000
PA
USD
300116.07000000
0.023922189086
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
25000.00000000
PA
USD
28576.13000000
0.002277797337
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EZ2
1067000.00000000
PA
USD
1017737.08000000
0.081123609503
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C3
90349DAD4
2075851.76000000
PA
USD
2133483.63000000
0.170059533335
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
3.09000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333DAA2
1364000.00000000
PA
USD
1360059.17000000
0.108410031605
Long
ABS-O
CORP
US
N
2
2038-04-19
Fixed
1.55000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31288QF21
1201212.28000000
PA
USD
1260856.39000000
0.100502598787
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Floating
2.70000000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788CAA3
48000.00000000
PA
USD
46989.60000000
0.003745531175
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
355000.00000000
PA
USD
446063.45000000
0.035555624181
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DWA60
5167212.39000000
PA
USD
5306910.82000000
0.423012750045
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
356000.00000000
PA
USD
368015.00000000
0.029334398577
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.13000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
300000.00000000
PA
USD
345753.00000000
0.027559899219
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines 2020-1 Class AA Pass Through Trust
247361ZV3
1404709.19000000
PA
USD
1409626.84000000
0.112361060200
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
225000.00000000
PA
USD
222750.00000000
0.017755355849
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
124000.00000000
PA
USD
123411.00000000
0.009837064964
Long
DBT
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
CLEVELAND CLINIC FOUND
5493005LGDPOFHUC6Z36
Cleveland Clinic Foundation/The
18600TAA0
524000.00000000
PA
USD
673637.36000000
0.053695492886
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.86000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHS1
213000.00000000
PA
USD
244691.04000000
0.019504271553
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
Aquarion Co
N/A
Aquarion Co
03838WAA9
225000.00000000
PA
USD
245537.26000000
0.019571723572
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138WF6Y7
150289.05000000
PA
USD
163803.82000000
0.013056768187
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd
07877GAB5
150000.00000000
PA
USD
150814.34000000
0.012021379456
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Floating
1.71000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
250000.00000000
PA
USD
275678.75000000
0.021974295427
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.88000000
N
N
N
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
J2 Global Inc
48123VAF9
194000.00000000
PA
USD
196964.32000000
0.015699984697
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.63000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C6
12532AAY5
2500000.00000000
PA
USD
2621446.50000000
0.208954951510
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Fixed
2.95000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
225000.00000000
PA
USD
240384.38000000
0.019160988586
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
333000.00000000
PA
USD
380336.77000000
0.030316564283
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC6 Mortgage Trust
20048EAY7
714112.06000000
PA
USD
738059.17000000
0.058830541870
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
2.94000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
284000.00000000
PA
USD
292875.00000000
0.023345004913
Long
DBT
CORP
FR
N
2
2030-11-18
Fixed
5.38000000
N
N
N
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding 2020-1 Ltd
38177UAA8
315000.00000000
PA
USD
315000.00000000
0.025108584030
Long
ABS-CBDO
CORP
KY
N
2
2029-01-22
Fixed
3.21000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GT95
488000.00000000
PA
USD
578863.53000000
0.046141090745
Long
DBT
CORP
US
N
2
2026-01-05
Fixed
5.55000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAA0
250000.00000000
PA
USD
264346.25000000
0.021070984225
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
610000.00000000
PA
USD
604673.91000000
0.048198430730
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
455000.00000000
PA
USD
447503.68000000
0.035670424612
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAC5
1100000.00000000
PA
USD
1154927.84000000
0.092059056251
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.13000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
1595000.00000000
PA
USD
1719778.05000000
0.137083148195
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BQ8
220000.00000000
PA
USD
249356.62000000
0.019876163957
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WKLX4
958602.80000000
PA
USD
1036088.13000000
0.082586367856
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS
N/A
UMBS
3131XUYE1
1187545.87000000
PA
USD
1275093.45000000
0.101637431858
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
500000.00000000
PA
USD
546750.13000000
0.043581338357
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.13000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
1309000.00000000
PA
USD
1390622.33000000
0.110846214688
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
York CLO Ltd
254900V675MOVWK0HA08
York CLO-6 Ltd
98625NAA6
750000.00000000
PA
USD
750771.75000000
0.059843858959
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
1.57000000
N
N
N
N
N
N
UMBS
N/A
UMBS
3132AD5H7
485587.75000000
PA
USD
540142.95000000
0.043054681423
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
50000.00000000
PA
USD
48387.50000000
0.003856957491
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.88000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CC35
2491906.70000000
PA
USD
2606054.47000000
0.207728056022
Long
ABS-O
USGA
US
N
2
2044-06-01
Fixed
2.77000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAG5
400000.00000000
PA
USD
415569.52000000
0.033124959407
Long
ABS-O
CORP
US
N
2
2025-04-18
Fixed
2.74000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
85000.00000000
PA
USD
90984.93000000
0.007252389715
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAN5
264000.00000000
PA
USD
294396.91000000
0.023466316041
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.38000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
210000.00000000
PA
USD
219369.68000000
0.017485911250
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DML3
925000.01000000
PA
USD
992455.16000000
0.079108392955
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C32
46590JAT4
246531.22000000
PA
USD
246439.66000000
0.019643653687
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
2.82000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
202860.00000000
PA
USD
205030.66000000
0.016342950969
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AD6
1340000.00000000
PA
USD
1330746.00000000
0.106073484964
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335AZ84
464482.53000000
PA
USD
501388.69000000
0.039965587474
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
1199000.00000000
PA
USD
1286730.82000000
0.102565044184
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
170000.00000000
PA
USD
165138.29000000
0.013163138511
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
40000.00000000
PA
USD
35447.20000000
0.002825488888
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
849289.04000000
PA
USD
904675.30000000
0.072111478698
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-RPL1 Trust
19687YAA3
572897.19000000
PA
USD
568322.32000000
0.045300853104
Long
ABS-MBS
CORP
US
N
2
2065-01-25
Variable
1.39000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
437000.00000000
PA
USD
429352.50000000
0.034223597856
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJR4
1380797.96000000
PA
USD
1438451.37000000
0.114658657450
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A35F4
11949.98000000
PA
USD
13111.12000000
0.001045084629
Long
ABS-MBS
USGSE
US
N
2
2039-06-25
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
440000.00000000
PA
USD
500775.19000000
0.039916685518
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6DU8
424972.81000000
PA
USD
443502.89000000
0.035351522479
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JAG3
446000.00000000
PA
USD
513482.66000000
0.040929595290
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.85000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
1000000.00000000
PA
USD
1033065.36000000
0.082345423492
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020653
500000.00000000
PA
USD
497646.48000000
0.039667296699
Long
ABS-MBS
USGSE
US
N
2
2051-05-15
Fixed
2.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140FEZH0
863053.78000000
PA
USD
937997.77000000
0.074767605803
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Cantor Commercial Real Estate Lending
N/A
CF 2020-P1 Mortgage Trust
12529WAN6
994363.21000000
PA
USD
1016781.13000000
0.081047410929
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Variable
2.84000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-RB1
95000TBR6
1400000.00000000
PA
USD
1521525.60000000
0.121280486925
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.37000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
300000.00000000
PA
USD
327012.38000000
0.026066088324
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
297000.00000000
PA
USD
308919.06000000
0.024623873576
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAM6
286000.00000000
PA
USD
277777.50000000
0.022141586350
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
998000.00000000
PA
USD
1006857.25000000
0.080256380533
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RAZ6
1600000.00000000
PA
USD
1579783.36000000
0.125924200774
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Fixed
2.12000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
604354.16000000
PA
USD
640170.79000000
0.051027879601
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KNPY8
826295.96000000
PA
USD
851311.41000000
0.067857854202
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAD5
380000.00000000
PA
USD
408691.39000000
0.032576705105
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.20000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
1964000.00000000
PA
USD
2556328.89000000
0.203764440454
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NCE9
2970216.00000000
PA
USD
3350822.78000000
0.267093382036
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
517000.00000000
PA
USD
515906.29000000
0.041122782330
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PZ5
310000.00000000
PA
USD
164914.46000000
0.013145297068
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAXL3
4401032.38000000
PA
USD
4606899.87000000
0.367215023822
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
103000.00000000
PA
USD
108428.10000000
0.008642781143
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
Embraer Overseas Ltd
29081YAD8
250000.00000000
PA
USD
263102.50000000
0.020971845173
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
785000.00000000
PA
USD
799139.03000000
0.063699204719
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
386000.00000000
PA
USD
402536.41000000
0.032086092938
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22
61690FAM5
1737000.00000000
PA
USD
1863742.98000000
0.148558562615
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.31000000
N
N
N
N
N
N
ALTERA INFRA/TEEKAY OFC
N/A
Altera Infrastructure LP/Teekay Offshore Finance Corp
87901BAB8
224000.00000000
PA
USD
202743.52000000
0.016160643518
Long
DBT
CORP
MH
N
2
2023-07-15
Fixed
8.50000000
N
N
N
N
N
N
IMT Trust
N/A
IMT Trust 2017-APTS
44974ABA4
170000.00000000
PA
USD
178307.53000000
0.014212855873
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
3.50000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAK5
89000.00000000
PA
USD
97354.19000000
0.007760082096
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T94
170000.00000000
PA
USD
176795.57000000
0.014092337858
Long
DBT
USGSE
US
N
2
2023-01-19
Fixed
2.38000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
750000.00000000
PA
USD
842298.76000000
0.067139457758
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBY1
315000.00000000
PA
USD
337496.47000000
0.026901772942
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.20000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AM7
224000.00000000
PA
USD
234760.28000000
0.018712692753
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.85000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
45000.00000000
PA
USD
47551.05000000
0.003790284236
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.88000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
26000.00000000
PA
USD
26877.50000000
0.002142399896
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDA4
854000.00000000
PA
USD
861229.60000000
0.068648431050
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.72000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
332000.00000000
PA
USD
347977.51000000
0.027737214445
Long
DBT
CORP
CA
N
2
2078-03-01
Fixed
6.25000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BK4
1603000.00000000
PA
USD
1708041.90000000
0.136147662136
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.40000000
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
1007000.00000000
PA
USD
1090334.14000000
0.086910305952
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PT9
430000.00000000
PA
USD
230452.73000000
0.018369338844
Long
DBT
UST
US
N
2
2045-11-15
None
0.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
137000.00000000
PA
USD
138224.10000000
0.011017814062
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN JUN21P 132 EXP 05/21/2021
000000000
-51.00000000
NC
USD
-82078.13000000
-0.00654243055
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
10 Year US Treasury Note Future
N/A
51.00000000
NC
N/A
-82078.13000000
-0.01000000
DIR
US
Short
10 Year US Treasury Note
TYM1 Comdty
2021-06-21
51.00000000
USD
1000.00000000
132.00000000
USD
2021-05-21
XXXX
-60633.90000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
85000.00000000
PA
USD
93285.33000000
0.007435754117
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138WH6K3
270867.90000000
PA
USD
278104.45000000
0.022167647466
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.50000000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 A
N/A
Delta Air Lines 2007-1 Class A Pass Through Trust
247367BH7
640226.74000000
PA
USD
669281.45000000
0.053348284213
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
6.82000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAJ7
270000.00000000
PA
USD
274897.16000000
0.021911995052
Long
DBT
CORP
VG
N
2
2049-08-08
Fixed
3.68000000
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
200000.00000000
PA
USD
209950.20000000
0.016735086472
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Oxford Finance Funding Trust
N/A
Oxford Finance Funding 2019-1 LLC
69145AAB4
206000.00000000
PA
USD
213450.96000000
0.017014131318
Long
ABS-O
CORP
US
N
2
2027-02-15
Fixed
4.46000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
1419000.00000000
PA
USD
1504056.22000000
0.119888006304
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAK2
850000.00000000
PA
USD
848132.71000000
0.067604480691
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.25000000
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2019-BPR
05492PAL2
147000.00000000
PA
USD
123298.53000000
0.009828100004
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
3.72000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31412RKU0
303548.03000000
PA
USD
334734.87000000
0.026681646384
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KNPS1
995271.50000000
PA
USD
993337.10000000
0.079178692208
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
476000.00000000
PA
USD
503172.72000000
0.040107792132
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PB3
4295371.93000000
PA
USD
4573515.52000000
0.364553964275
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-4
14316HAF9
400000.00000000
PA
USD
404329.52000000
0.032229021361
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.30000000
N
N
N
N
N
N
Ahern Rentals Inc
N/A
Ahern Rentals Inc
008674AH6
233000.00000000
PA
USD
210428.13000000
0.016773182172
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.38000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
600000.00000000
PA
USD
555600.87000000
0.044286828989
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AS8
186000.00000000
PA
USD
197284.62000000
0.015725515743
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.13000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
288000.00000000
PA
USD
262802.23000000
0.020947910715
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BT5
437000.00000000
PA
USD
413917.80000000
0.032993301151
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAF1
100000.00000000
PA
USD
101982.17000000
0.008128977412
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
1.48000000
N
N
N
N
N
N
KKR GROUP FINANCE CO VII
N/A
KKR Group Finance Co VII LLC
48252DAA3
540000.00000000
PA
USD
536411.73000000
0.042757266658
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2U3
361904.14000000
PA
USD
397086.36000000
0.031651670594
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
493000.00000000
PA
USD
540625.58000000
0.043093151759
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
560000.00000000
PA
USD
541069.39000000
0.043128527761
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.13000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
1585000.00000000
PA
USD
1742687.89000000
0.138909286743
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.89000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
510000.00000000
PA
USD
533292.40000000
0.042508625517
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
231000.00000000
PA
USD
238721.08000000
0.019028407291
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-HL1 Trust
12594XAC8
609.63000000
PA
USD
610.13000000
0.000048633334
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Variable
3.50000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust
65341KBN5
2655000.00000000
PA
USD
2706428.41000000
0.215728841758
Long
ABS-O
CORP
US
N
2
2025-02-15
Fixed
1.55000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2018-SFR1 Trust
46185JAA6
504715.75000000
PA
USD
506277.34000000
0.040355260742
Long
ABS-O
CORP
US
N
2
2037-03-17
Floating
0.81000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
995000.00000000
PA
USD
1083017.24000000
0.086327077386
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPA4
214968.31000000
PA
USD
230288.01000000
0.018356209048
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAP0
633000.00000000
PA
USD
670499.89000000
0.053445405810
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
KRATOS DEFENSE & SEC
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions Inc
50077BAM0
129000.00000000
PA
USD
136000.19000000
0.010840546662
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
6.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7V28
624073.44000000
PA
USD
669301.82000000
0.053349907901
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CWD1
1837710.10000000
PA
USD
1928182.77000000
0.153695044780
Long
ABS-O
USGA
US
N
2
2034-03-01
Fixed
3.21000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAC5
354000.00000000
PA
USD
364938.25000000
0.029089151479
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.24000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ2
36264DAB2
2113832.61000000
PA
USD
2142903.30000000
0.170810373258
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
660000.00000000
PA
USD
752284.43000000
0.059964434365
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900IGQ7EODCWHCM84
Wellfleet Clo 2019-1 Ltd
94950NAA0
750000.00000000
PA
USD
750718.50000000
0.059839614413
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.56000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
150000.00000000
PA
USD
175005.75000000
0.013949671681
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152P62
695000.00000000
PA
USD
740963.69000000
0.059062060551
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN21 XEUR 20210608
000000000
-3.00000000
NC
-2600.09000000
-0.00020725262
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXM1 Comdty
2021-06-08
-511627.72000000
EUR
-2600.09000000
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133ADFR2
1164875.29000000
PA
USD
1198663.43000000
0.095545210971
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
100000.00000000
PA
USD
116082.57000000
0.009252917343
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS1
52474JAA4
98595.33000000
PA
USD
99301.27000000
0.007915283435
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.89000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAS8
120000.00000000
PA
USD
133158.00000000
0.010613996292
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.88000000
N
N
N
N
N
N
Oak Street Investment Grade Net Lease Fund
N/A
Oak Street Investment Grade Net Lease Fund Series 2021-1
67190AAA4
1916615.34000000
PA
USD
1910223.43000000
0.152263509550
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
1.48000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-2
89171YAF8
265000.00000000
PA
USD
279333.56000000
0.022265619567
Long
ABS-MBS
CORP
US
N
2
2060-11-25
Variable
3.50000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGW8
573000.00000000
PA
USD
613245.57000000
0.048881675953
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.06000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM2 Trust
36167FAA7
283428.02000000
PA
USD
289484.42000000
0.023074742491
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.25000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BN2
330000.00000000
PA
USD
350011.82000000
0.027899368869
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
3.15000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAD2
258000.00000000
PA
USD
250642.66000000
0.019978673936
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
2549009NI8GVCM3ROT27
HPS Loan Management 10-2016 Ltd
40436TAL0
1737213.59000000
PA
USD
1738087.41000000
0.138542583446
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
1.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWR9
996125.25000000
PA
USD
994187.21000000
0.079246454298
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
170000.00000000
PA
USD
170671.15000000
0.013604161623
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.38000000
N
N
N
N
N
N
Trimaran CAVU 2019-1 Ltd
N/A
Trimaran Cavu 2021-1 Ltd
89624NAA6
1500000.00000000
PA
USD
1500025.95000000
0.119566754326
Long
ABS-CBDO
CORP
KY
N
2
2032-04-23
Floating
1.34000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AV6
127000.00000000
PA
USD
127274.89000000
0.010145054826
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138E2K79
252721.78000000
PA
USD
278226.39000000
0.022177367278
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
45000.00000000
PA
USD
48178.13000000
0.003840268652
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
7227000.00000000
PA
USD
7363635.47000000
0.586953841160
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QF5Y1
4937561.15000000
PA
USD
5093973.11000000
0.406039529776
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBA8
1619000.00000000
PA
USD
1820619.09000000
0.145121166374
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128335B2
530000.00000000
PA
USD
378417.04000000
0.030163543007
Long
DBT
UST
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAB2
265000.00000000
PA
USD
274855.32000000
0.021908659994
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSRF2
550000.00000000
PA
USD
601795.32000000
0.047968978924
Long
ABS-MBS
USGSE
US
N
2
2026-09-25
Variable
3.17000000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
88000.00000000
PA
USD
93885.00000000
0.007483553687
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140Q7WR4
884482.43000000
PA
USD
950924.09000000
0.075797960063
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
435000.00000000
PA
USD
500501.28000000
0.039894852209
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CH5
224000.00000000
PA
USD
224696.01000000
0.017910471899
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.68000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
130000.00000000
PA
USD
137132.00000000
0.010930763000
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV27
567254.31000000
PA
USD
601343.41000000
0.047932957272
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
110614.25000000
0.008817038701
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3250152.00000000
EUR
3930516.07000000
USD
2021-04-06
110614.25000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAF4
1897000.00000000
PA
USD
2118770.91000000
0.168886785505
Long
DBT
CORP
CH
N
2
2026-04-15
Fixed
4.13000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AR7
265000.00000000
PA
USD
265094.08000000
0.021130593598
Long
DBT
CORP
US
N
2
2021-06-09
Fixed
3.63000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
118000.00000000
PA
USD
117695.56000000
0.009381488438
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
702000.00000000
PA
USD
765867.96000000
0.061047174697
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD63
180209.01000000
PA
USD
190705.03000000
0.015201058002
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAA9
242000.00000000
PA
USD
249109.96000000
0.019856502740
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.88000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAW2
510000.00000000
PA
USD
525768.40000000
0.041908889053
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd
67113DAC8
500000.00000000
PA
USD
500617.50000000
0.039904116081
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.61000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC
92212KAC0
249000.00000000
PA
USD
245073.92000000
0.019534790837
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CBT7
25677000.00000000
PA
USD
25443299.25000000
2.028080054672
Long
DBT
UST
US
N
2
2026-03-31
None
0.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
478000.00000000
PA
USD
486938.06000000
0.038813730784
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307RND3
396131.12000000
PA
USD
415494.18000000
0.033118954071
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 2020-GSL
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
274057.90000000
PA
USD
277185.17000000
0.022094371850
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.88000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
106000.00000000
PA
USD
107523.75000000
0.008570695593
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.38000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
905010.00000000
PA
USD
925591.92000000
0.073778738098
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
3.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAB4
270000.00000000
PA
USD
283722.53000000
0.022615463446
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.89000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAR6
386000.00000000
PA
USD
393703.76000000
0.031382044256
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAV0
815000.00000000
PA
USD
883236.92000000
0.070402629918
Long
DBT
CORP
NL
N
2
2023-06-01
Fixed
4.63000000
N
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
79907.18000000
PA
USD
80996.92000000
0.006456247530
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AF4
450000.00000000
PA
USD
462656.25000000
0.036878232794
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
Sound Point CLO LTD
549300IYECLSB6ZQZB89
SOUND POINT CLO VII-R Ltd
83610HAA8
1750000.00000000
PA
USD
1750892.50000000
0.139563274488
Long
ABS-CBDO
CORP
KY
N
2
2031-10-23
Floating
1.47000000
N
N
N
N
N
N
US AIRWAYS 2010-1A PTT
N/A
US Airways 2010-1 Class A Pass Through Trust
90345KAA8
72697.31000000
PA
USD
72751.72000000
0.005799024364
Long
DBT
CORP
US
N
2
2023-04-22
Fixed
6.25000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
67000.00000000
PA
USD
64403.75000000
0.005133609424
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.13000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
265000.00000000
PA
USD
319081.46000000
0.025433916351
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
1840000.00000000
PA
USD
1834271.31000000
0.146209381971
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
UMBS
N/A
UMBS
3132ACWS5
670781.06000000
PA
USD
802466.13000000
0.063964407163
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
2450000.00000000
PA
USD
2772715.72000000
0.221012589356
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9Y74
2402174.64000000
PA
USD
2563617.52000000
0.204345415625
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBR1
16880000.00000000
PA
USD
16834503.17000000
1.341874722060
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
372000.00000000
PA
USD
407445.42000000
0.032477389097
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM IX Ltd
67109KAS3
741917.00000000
PA
USD
742335.44000000
0.059171402456
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.50000000
N
N
N
N
N
N
Commonbond Student Loan Trust
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
270863.04000000
PA
USD
277986.95000000
0.022158281566
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
665000.00000000
PA
USD
618485.34000000
0.049299336923
Long
DBT
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FK4M5
870000.00000000
PA
USD
1007862.20000000
0.080336484887
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
4.06000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2017-1
31574XAA6
249533.65000000
PA
USD
249166.31000000
0.019860994387
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
0.80000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAF7
840020.00000000
PA
USD
843293.73000000
0.067218766608
Long
ABS-O
CORP
US
N
2
2047-07-25
Floating
1.47000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAF4
202000.00000000
PA
USD
233696.83000000
0.018627925376
Long
DBT
CORP
BM
N
2
2028-08-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUC7
51436.40000000
PA
USD
56174.25000000
0.004477637703
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
1000000.00000000
PA
USD
1035350.00000000
0.082527531668
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AF8
196910.00000000
PA
USD
209759.83000000
0.016719912119
Long
ABS-O
CORP
US
N
2
2047-11-20
Fixed
4.03000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
500000.00000000
PA
USD
569183.38000000
0.045369488016
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
245000.00000000
PA
USD
299972.34000000
0.023910732398
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Neighborly Issuer LLC
N/A
Neighborly Issuer LLC
64016NAA5
590000.00000000
PA
USD
595013.35000000
0.047428389515
Long
ABS-O
CORP
US
N
2
2051-04-30
Fixed
3.58000000
N
N
N
N
N
N
Invesco Euro CLO
549300GHZE7CYFQDBC40
Invesco Euro CLO I DAC
000000000
2000000.00000000
PA
2352124.41000000
0.187487344119
Long
ABS-CBDO
CORP
IE
N
2
2031-07-15
Floating
0.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZU6
251464.48000000
PA
USD
276193.33000000
0.022015312491
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
4.00000000
N
N
N
N
N
N
OZLM Ltd
5493009CITK5BZZY6417
OZLM XI Ltd
67109UAS1
247296.72000000
PA
USD
247308.02000000
0.019712870480
Long
ABS-CBDO
CORP
KY
N
2
2030-10-30
Floating
1.46000000
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAC4
175000.00000000
PA
USD
177187.50000000
0.014123578516
Long
DBT
CORP
NL
N
2
2022-07-24
Fixed
4.88000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138WHRP9
197933.47000000
PA
USD
203694.74000000
0.016236465065
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAE0
325000.00000000
PA
USD
332047.48000000
0.026467435090
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AU6
185000.00000000
PA
USD
196956.31000000
0.015699346221
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAE2
2178000.00000000
PA
USD
2171923.38000000
0.173123557757
Long
ABS-O
CORP
US
N
2
2046-03-26
Fixed
1.88000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BX0
436000.00000000
PA
USD
481363.74000000
0.038369402904
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAG6
240000.00000000
PA
USD
232500.00000000
0.018532526307
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.63000000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
Picasso Finance Sub Inc
71953LAA9
28000.00000000
PA
USD
29790.60000000
0.002374602487
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.13000000
N
N
N
N
N
N
Santander Revolving Auto Loan Trust
N/A
Santander Revolving Auto Loan Trust 2019-A
80286JAA3
653000.00000000
PA
USD
685518.75000000
0.054642555995
Long
ABS-O
CORP
US
N
2
2032-01-26
Fixed
2.51000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
549300I1P51W2UFIED29
Onemain Financial Issuance Trust 2018-1
68267BAA8
164055.45000000
PA
USD
164682.75000000
0.013126827513
Long
ABS-O
CORP
US
N
2
2029-03-14
Fixed
3.30000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
426000.00000000
PA
USD
487770.00000000
0.038880044547
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X56L2
852506.84000000
PA
USD
922909.31000000
0.073564907816
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
841000.00000000
PA
USD
920474.13000000
0.073370800129
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
125000.00000000
PA
USD
138125.00000000
0.011009914822
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
5.30000000
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
1354000.00000000
PA
USD
1377017.84000000
0.109761803639
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BC2
260000.00000000
PA
USD
262912.00000000
0.020956660458
Long
DBT
CORP
GB
N
2
2021-06-01
Fixed
6.88000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBM7
300000.00000000
PA
USD
315498.12000000
0.025148289070
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
2.97000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
245000.00000000
PA
USD
253097.25000000
0.020174328791
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
430000.00000000
PA
USD
476225.00000000
0.037959795015
Long
DBT
CORP
GB
N
2
2025-12-29
Fixed
6.00000000
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
529000.00000000
PA
USD
538125.25000000
0.042893850978
Long
DBT
CORP
JP
N
2
2027-07-19
Fixed
6.88000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BH5
430000.00000000
PA
USD
543823.60000000
0.043348065263
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CM0
219000.00000000
PA
USD
222344.57000000
0.017723039109
Long
DBT
CORP
US
N
2
2023-06-30
Fixed
5.10000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
191000.00000000
PA
USD
200500.34000000
0.015981840110
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
400000.00000000
PA
USD
401602.96000000
0.032011687834
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAF4
440000.00000000
PA
USD
411630.74000000
0.032811000078
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAQ2
325000.00000000
PA
USD
368875.00000000
0.029402948997
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
505000.00000000
PA
USD
540155.70000000
0.043055697723
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2020-2
26208VAE6
200000.00000000
PA
USD
202744.24000000
0.016160700910
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
1.42000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BB9
2450000.00000000
PA
USD
2634321.39000000
0.209981206295
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KH2D7
1017023.27000000
PA
USD
1089442.58000000
0.086839239891
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers LLC
92212KAB2
2132000.00000000
PA
USD
2135844.42000000
0.170247711412
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.65000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAK7
193000.00000000
PA
USD
210318.47000000
0.016764441197
Long
DBT
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
454291.72000000
PA
USD
473477.49000000
0.037740791568
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
86000.00000000
PA
USD
91631.89000000
0.007303958761
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-3
26209WAE3
300000.00000000
PA
USD
301963.80000000
0.024069471258
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
2.65000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
150000.00000000
PA
USD
173338.21000000
0.013816752417
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.88000000
N
N
N
N
N
N
BNPP IP Euro CLO
72450089J2K3D6PMUL47
BNPP AM Euro CLO 2018 BV
000000000
1250000.00000000
PA
1469219.06000000
0.117111143576
Long
ABS-CBDO
CORP
NL
N
2
2031-04-15
Floating
0.60000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140FS7E7
540668.90000000
PA
USD
590042.40000000
0.047032156132
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
ERICSSON LM
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
294829AA4
760000.00000000
PA
USD
788283.41000000
0.062833905522
Long
DBT
CORP
SE
N
2
2022-05-15
Fixed
4.13000000
N
N
N
N
N
N
LEHMAN BROTHERS HOLDINGS
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings Inc
524908R36
890000.00000000
PA
USD
311.50000000
0.000024829599
Long
DBT
CORP
US
N
2
2017-07-19
None
0.00000000
Y
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAP3
370000.00000000
PA
USD
432743.57000000
0.034493899335
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBJ8
279000.00000000
PA
USD
323582.49000000
0.025792692510
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAF8
300000.00000000
PA
USD
298868.07000000
0.023822711268
Long
ABS-O
CORP
US
N
2
2027-05-17
Fixed
1.04000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
410000.00000000
PA
USD
401797.29000000
0.032027177838
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
321000.00000000
PA
USD
358627.62000000
0.028586132483
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
631000.00000000
PA
USD
639283.29000000
0.050957137161
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
301000.00000000
PA
USD
322774.16000000
0.025728260695
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5HC2
541113.38000000
PA
USD
584620.53000000
0.046599980010
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAB3
72000.00000000
PA
USD
75150.00000000
0.005990190761
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
373000.00000000
PA
USD
385897.67000000
0.030759822457
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAV8
872202.91000000
PA
USD
921413.73000000
0.073445695448
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.14000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
624000.00000000
PA
USD
667452.46000000
0.053202495803
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
110000.00000000
PA
USD
121525.80000000
0.009686796067
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
1790000.00000000
PA
USD
1943462.03000000
0.154912951395
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
546000.00000000
PA
USD
639764.75000000
0.050995514237
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KJC34
3000974.78000000
PA
USD
3081753.64000000
0.245645937238
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
89668QAF5
217000.00000000
PA
USD
224052.50000000
0.017859177852
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.13000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAT7
771000.00000000
PA
USD
843564.89000000
0.067240380715
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
362416.93000000
PA
USD
367224.83000000
0.029271414292
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Floating
3.71000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBK4
136000.00000000
PA
USD
148328.37000000
0.011823223308
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
JB Poindexter & Co Inc
549300W6P81HOZZGPQ16
JB Poindexter & Co Inc
730481AJ7
107000.00000000
PA
USD
113286.25000000
0.009030023262
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.13000000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAB4
447000.00000000
PA
USD
451287.10000000
0.035972000228
Long
DBT
CORP
US
N
2
2031-02-18
Fixed
5.00000000
N
N
N
N
N
N
UMBS
N/A
UMBS
3132DMDD4
1204024.30000000
PA
USD
1266828.46000000
0.100978631236
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366S5
25000.00000000
PA
USD
26226.74000000
0.002090527952
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.13000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
131156.45000000
PA
USD
131728.00000000
0.010500011292
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
0.86000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
285000.00000000
PA
USD
341522.59000000
0.027222694124
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2021-A
78448YAJ0
334829.58000000
PA
USD
331121.01000000
0.026393586361
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
Romark CLO Ltd
N/A
Romark CLO II Ltd
77587EAA6
250000.00000000
PA
USD
250165.00000000
0.019940599758
Long
ABS-CBDO
CORP
KY
N
2
2031-07-25
Floating
1.39000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1400000.00000000
PA
USD
1637041.92000000
0.130488268600
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140JVC26
632769.78000000
PA
USD
668097.20000000
0.053253887893
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AC5
185000.00000000
PA
USD
201323.92000000
0.016047487500
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.38000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2019-NQM1
10568HAA3
88881.65000000
PA
USD
90008.13000000
0.007174529192
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.67000000
N
N
N
N
N
N
CSI COMPRESSCO LP/FINANC
N/A
CSI Compressco LP / CSI Compressco Finance Inc
12652HAA6
247000.00000000
PA
USD
251476.88000000
0.020045169438
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAF1
600000.00000000
PA
USD
619316.40000000
0.049365580541
Long
ABS-O
CORP
US
N
2
2025-07-18
Fixed
2.32000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
880000.00000000
PA
USD
870802.98000000
0.069411523165
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Westgate Resorts
5493001B6N5F6HQT6Z27
Westgate Resorts 2017-1 LLC
96033DAA8
51357.34000000
PA
USD
51448.27000000
0.004100930826
Long
ABS-O
CORP
US
N
2
2030-12-20
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEY48
1715530.56000000
PA
USD
1780408.39000000
0.141915979899
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
86000.00000000
PA
USD
96354.35000000
0.007680385059
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NX45
96011.05000000
PA
USD
102252.18000000
0.008150499853
Long
ABS-MBS
USGA
US
N
2
2044-01-20
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAF3
900000.00000000
PA
USD
898543.89000000
0.071622745291
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
5470000.00000000
PA
USD
4835394.56000000
0.385428287709
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
298000.00000000
PA
USD
295640.73000000
0.023565460672
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
295000.00000000
PA
USD
283180.77000000
0.022572279870
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
Ascension Health
04352EAA3
710000.00000000
PA
USD
728569.04000000
0.058074085595
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CF40
983341.39000000
PA
USD
981729.10000000
0.078253420959
Long
ABS-O
USGA
US
N
2
2045-04-01
Fixed
1.77000000
N
N
N
N
N
N
Willis Engine Securitization Trust
N/A
Willis Engine Structured Trust V
97064FAA3
128198.28000000
PA
USD
126823.67000000
0.010109088175
Long
ABS-O
CORP
US
N
2
2045-03-15
Fixed
3.23000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
350606.17000000
PA
USD
378284.58000000
0.030152984648
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
ALTA EQUIPMENT GROUP
N/A
Alta Equipment Group Inc
02128LAA4
63000.00000000
PA
USD
63945.00000000
0.005097042558
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.63000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
364000.00000000
PA
USD
380373.76000000
0.030319512748
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
270000.00000000
PA
USD
282590.10000000
0.022525197688
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VN30
1331152.64000000
PA
USD
1387683.74000000
0.110611980295
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
220000.00000000
PA
USD
215171.00000000
0.017151235347
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.88000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAG5
295000.00000000
PA
USD
296064.30000000
0.023599223348
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.51000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDT9
277000.00000000
PA
USD
278919.33000000
0.022232601380
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
35000.00000000
PA
USD
38073.35000000
0.003034818754
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
577000.00000000
PA
USD
658000.52000000
0.052449083645
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J8BK8
1000598.24000000
PA
USD
1090455.63000000
0.086919989895
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAR6
350000.00000000
PA
USD
357222.25000000
0.028474110735
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBJ1
1100000.00000000
PA
USD
1266129.24000000
0.100922896557
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZN1
315000.00000000
PA
USD
329406.92000000
0.026256956606
Long
DBT
CORP
US
N
2
2028-04-19
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7TL3
817731.91000000
PA
USD
816647.70000000
0.065094817137
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXS8
1350000.00000000
PA
USD
1327185.22000000
0.105789655936
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.86000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
133000.00000000
PA
USD
147644.15000000
0.011768684275
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
130000.00000000
PA
USD
158978.71000000
0.012672159679
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
770000.00000000
PA
USD
820010.42000000
0.065362858844
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAU4
490000.00000000
PA
USD
523879.51000000
0.041758326026
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZN3
44985.20000000
PA
USD
47970.56000000
0.003823723291
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LX4
1750000.00000000
PA
USD
1020387.52000000
0.081334875521
Long
DBT
UST
US
N
2
2042-11-15
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
905000.00000000
PA
USD
885534.74000000
0.070585788669
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AW8
397000.00000000
PA
USD
378258.80000000
0.030150929729
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.88000000
N
N
N
N
N
N
York CLO Ltd
549300HNXZUJB12SQJ60
York Clo-4 Ltd
986252AQ7
3500000.00000000
PA
USD
3500556.50000000
0.279028625499
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
1.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5PL1
2852056.24000000
PA
USD
3036856.85000000
0.242067223509
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZV4
462586.02000000
PA
USD
517862.20000000
0.041278687507
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
4.50000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAG1
878000.00000000
PA
USD
861960.91000000
0.068706723617
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.63000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AV8
400000.00000000
PA
USD
398028.04000000
0.031726731710
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.50000000
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140JVSJ2
498257.74000000
PA
USD
526064.37000000
0.041932480759
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
1162000.00000000
PA
USD
1333255.71000000
0.106273533422
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
5310900.00000000
PA
USD
6506059.94000000
0.518596675264
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.63000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBB6
162000.00000000
PA
USD
188932.31000000
0.015059754862
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138EJW46
568950.06000000
PA
USD
634362.89000000
0.050564933108
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
178000.00000000
PA
USD
190473.35000000
0.015182590838
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.13000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
180000.00000000
PA
USD
176216.67000000
0.014046193860
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
109000.00000000
PA
USD
123648.40000000
0.009855988068
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CL9
212000.00000000
PA
USD
196267.55000000
0.015644445306
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.80000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138EGGZ1
559143.94000000
PA
USD
627438.07000000
0.050012957156
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
242000.00000000
PA
USD
244451.46000000
0.019485174681
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AG1
200000.00000000
PA
USD
227846.85000000
0.018161624695
Long
DBT
CORP
US
N
2
2043-10-15
Fixed
5.15000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAJ5
361000.00000000
PA
USD
361819.47000000
0.028840554178
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAM0
700000.00000000
PA
USD
749396.20000000
0.059734214157
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.01000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAB7
1530000.00000000
PA
USD
1508258.70000000
0.120222985105
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FG3
350000.00000000
PA
USD
403922.28000000
0.032196560346
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
325000.00000000
PA
USD
335765.63000000
0.026763808048
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
578000.00000000
PA
USD
649721.13000000
0.051789135202
Long
DBT
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DWAD5
499849.06000000
PA
USD
483475.29000000
0.038537714112
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89171DAE7
132000.00000000
PA
USD
140248.36000000
0.011179167403
Long
ABS-MBS
CORP
US
N
2
2053-10-25
Variable
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBTF5
400213.18000000
PA
USD
426119.16000000
0.033965869002
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BCW4
1467034.80000000
PA
USD
1552171.73000000
0.123723283529
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.00000000
N
N
N
N
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust 2019-1
14042WAC4
1444592.52000000
PA
USD
1467674.65000000
0.116988038978
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
2.51000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBT8
208000.00000000
PA
USD
195888.16000000
0.015614204209
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2019-C18 Commercial Mortgage Trust
12597DAC9
1050000.00000000
PA
USD
1076697.72000000
0.085823349770
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.72000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
Barclays Commercial Mortgage Trust 2019-C5
05492JAT9
193000.00000000
PA
USD
203760.77000000
0.016241728303
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.04000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAC1
1700000.00000000
PA
USD
1622351.82000000
0.129317323805
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.82000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MZ8
646000.00000000
PA
USD
366111.46000000
0.029182667802
Long
DBT
UST
US
N
2
2043-11-15
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834DV7
155000.00000000
PA
USD
100066.54000000
0.007976282946
Long
DBT
UST
US
N
2
2039-05-15
None
0.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
185000.00000000
PA
USD
226615.75000000
0.018063493972
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CBB9
45000.00000000
PA
USD
54663.00000000
0.004357176282
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.88000000
N
N
N
N
N
N
VR Funding LLC
N/A
VR Funding LLC
91835CAA1
472556.56000000
PA
USD
463974.08000000
0.036983276747
Long
ABS-O
CORP
US
N
2
2050-11-15
Fixed
2.79000000
N
N
N
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236AU5
130000.00000000
PA
USD
135564.00000000
0.010805778049
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
229000.00000000
PA
USD
263988.91000000
0.021042500729
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
768000.00000000
PA
USD
936076.79000000
0.074614484889
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MD7
4620000.00000000
PA
USD
2674627.68000000
0.213194012230
Long
DBT
UST
US
N
2
2043-02-15
None
0.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CW26
207356.80000000
PA
USD
222379.69000000
0.017725838517
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAF6
200000.00000000
PA
USD
208770.02000000
0.016641014571
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSG1
1142237.79000000
PA
USD
1219753.30000000
0.097226280092
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UB11
61767FAZ4
1600000.00000000
PA
USD
1671803.20000000
0.133259082949
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.53000000
N
N
N
N
N
N
Ameriquest Mortgage Securities Inc.
N/A
Asset-Backed Pass-Through Certificates Series 2004-R2
03072SPX7
10763.04000000
PA
USD
10759.63000000
0.000857647853
Long
ABS-O
CORP
US
N
2
2034-04-25
Floating
0.80000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
311000.00000000
PA
USD
298583.33000000
0.023800014702
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2D1
396215.73000000
PA
USD
428182.30000000
0.034130321459
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8CV7
2092289.75000000
PA
USD
2097967.97000000
0.167228587514
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JH2
3165000.00000000
PA
USD
1954231.56000000
0.155771388376
Long
DBT
UST
US
N
2
2040-11-15
None
0.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAS0
1128000.00000000
PA
USD
1400221.21000000
0.111611339403
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.10000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AV6
880000.00000000
PA
USD
858898.27000000
0.068462601224
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
171000.00000000
PA
USD
192282.31000000
0.015326782660
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AJ3
150000.00000000
PA
USD
163031.25000000
0.012995186794
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.63000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AB7
460000.00000000
PA
USD
592244.62000000
0.047207694627
Long
DBT
CORP
US
N
2
2114-07-01
Fixed
4.68000000
N
N
N
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
12674TAA4
140000.00000000
PA
USD
149537.50000000
0.011919602807
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT43
238442.21000000
PA
USD
255970.25000000
0.020403335020
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
248553.02000000
PA
USD
271686.42000000
0.021656067639
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
1850000.00000000
PA
USD
1930813.68000000
0.153904754065
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-34741.47000000
-0.00276923529
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7149427.19000000
USD
6053509.00000000
EUR
2021-04-06
-34741.47000000
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
3000000.00000000
PA
USD
2974132.20000000
0.237067454794
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.83000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CS47
212923.99000000
PA
USD
225849.18000000
0.018002390838
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
638000.00000000
PA
USD
723817.72000000
0.057695358873
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K06Z6
889814.54000000
PA
USD
944485.39000000
0.075284732634
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAR0
240000.00000000
PA
USD
267322.99000000
0.021308259547
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
158000.00000000
PA
USD
158936.15000000
0.012668767230
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418C4F8
159787.30000000
PA
USD
171441.91000000
0.013665598741
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2020-C6
05492TAB6
130000.00000000
PA
USD
135623.12000000
0.010810490491
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.69000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAC1
220000.00000000
PA
USD
214362.50000000
0.017086789981
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2020-CBM Mortgage Trust
20049AAB4
223000.00000000
PA
USD
226962.58000000
0.018091139719
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307C3X4
331202.88000000
PA
USD
347122.15000000
0.027669033879
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-HR8
61692BBP4
980000.00000000
PA
USD
953788.14000000
0.076026252889
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
2.04000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2020-SFR1 Trust
74331CAA6
1313000.00000000
PA
USD
1331561.22000000
0.106138465979
Long
ABS-O
CORP
US
N
2
2037-04-17
Fixed
1.73000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CU9
1400000.00000000
PA
USD
1470407.02000000
0.117205835619
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.88000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
321000.00000000
PA
USD
353392.59000000
0.028168849338
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAU4
800000.00000000
PA
USD
878812.16000000
0.070049933225
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.73000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MFSX7
1092290.36000000
PA
USD
1163619.82000000
0.092751892157
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
3.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608XAB3
270000.00000000
PA
USD
299777.48000000
0.023895200148
Long
DBT
CORP
AU
N
2
2025-06-10
Fixed
4.88000000
N
N
N
N
N
TOKYO METROPOLITAN GOVT
353800FABE4GGB1BMO18
Tokyo Metropolitan Government
889124AK9
400000.00000000
PA
USD
409708.00000000
0.032657738875
Long
DBT
NUSS
JP
N
2
2022-06-08
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
350000.00000000
PA
USD
450963.85000000
0.035946234038
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
BX TRUST
N/A
BX Commercial Mortgage Trust 2018-BIOA
056057AL6
365000.00000000
PA
USD
365517.86000000
0.029135352070
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
1.43000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
184000.00000000
PA
USD
184345.00000000
0.014694101342
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905AN9
14000.00000000
PA
USD
13930.00000000
0.001110357382
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AW1
319000.00000000
PA
USD
351266.85000000
0.027999407048
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-C
34533YAG5
300000.00000000
PA
USD
298469.22000000
0.023790919018
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
1.04000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JM3
350000.00000000
PA
USD
391179.60000000
0.031180843991
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-5
89176VAK8
65899.00000000
PA
USD
67672.84000000
0.005394187903
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Variable
3.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
348000.00000000
PA
USD
369816.12000000
0.029477965475
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B6XH1
1139796.65000000
PA
USD
1187031.30000000
0.094618016325
Long
ABS-MBS
USGSE
US
N
2
2029-08-25
Fixed
2.10000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
865000.00000000
PA
USD
907981.61000000
0.072375023976
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN21 XEUR 20210608
000000000
-10.00000000
NC
-6708.14000000
-0.00053470443
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEM1 Comdty
2021-06-08
-1345092.40000000
EUR
-6708.14000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDP3
500000.00000000
PA
USD
426863.41000000
0.034025193013
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
EMPIRE COMMUNITIES CORP
549300JM1L6KK2QFP273
Empire Communities Corp
29163VAC7
40000.00000000
PA
USD
42250.00000000
0.003367738651
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J5XB0
983923.75000000
PA
USD
1063242.97000000
0.084750874465
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
164000.00000000
PA
USD
179868.64000000
0.014337291624
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
389000.00000000
PA
USD
392224.31000000
0.031264117607
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XY1
6675000.00000000
PA
USD
5605226.12000000
0.446791400132
Long
DBT
UST
US
N
2
2030-08-15
None
0.00000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AG5
317000.00000000
PA
USD
356528.21000000
0.028418788952
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
MRA Issuance Trust
N/A
MRA Issuance Trust 2020-15
55349NAA1
870330.67000000
PA
USD
871249.22000000
0.069447092862
Long
ABS-MBS
CORP
US
N
2
2021-07-15
Floating
1.62000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
549300RO0W90UZB1HD05
GM Financial Consumer Automobile Receivables Trust 2018-4
38013FAG6
100000.00000000
PA
USD
104526.06000000
0.008331750351
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
3.62000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBT2
920000.00000000
PA
USD
901901.20000000
0.071890355768
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.25000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAL6
207000.00000000
PA
USD
217479.38000000
0.017335235833
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.88000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAY3
925000.00000000
PA
USD
891312.51000000
0.071046333506
Long
DBT
US
N
2
2028-03-01
Fixed
1.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
1966000.00000000
PA
USD
2148737.85000000
0.171275444017
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
189000.00000000
PA
USD
207360.62000000
0.016528671593
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
595000.00000000
PA
USD
677355.75000000
0.053991884975
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
362000.00000000
PA
USD
383081.22000000
0.030535323818
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
Arbys Funding LLC
N/A
Arbys Funding LLC
038779AB0
429840.00000000
PA
USD
440610.54000000
0.035120973867
Long
ABS-O
CORP
US
N
2
2050-07-30
Fixed
3.24000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAL7
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
903000.00000000
PA
USD
925626.24000000
0.073781473738
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
314000.00000000
PA
USD
318034.90000000
0.025350495273
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133ABL40
1140285.62000000
PA
USD
1172900.53000000
0.093491655607
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BQ2
656239.20000000
PA
USD
792686.23000000
0.063184853382
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
6.94000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDB2
290000.00000000
PA
USD
346076.69000000
0.027585700481
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
1906960.00000000
PA
USD
1954893.15000000
0.155824123576
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
3.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184FSP4
206281.61000000
PA
USD
215799.16000000
0.017201305849
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
163000.00000000
PA
USD
176626.80000000
0.014078885237
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
CIFC Funding Ltd
549300O8WGQU5B6HEB94
CIFC Funding 2014-II-R Ltd
12548RAB0
850000.00000000
PA
USD
850484.50000000
0.067791941379
Long
ABS-CBDO
CORP
KY
N
2
2030-04-24
Floating
1.27000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
921000.00000000
PA
USD
1006183.29000000
0.080202659322
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.88000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAE9
100000.00000000
PA
USD
102885.22000000
0.008200959339
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJF7
1132614.51000000
PA
USD
1218551.07000000
0.097130450590
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X52C6
1002248.11000000
PA
USD
1121798.91000000
0.089418356179
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc
00213MAS3
355000.00000000
PA
USD
367203.13000000
0.029269684589
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.63000000
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BM5
211000.00000000
PA
USD
218912.50000000
0.017449469528
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.88000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15137TAA8
284000.00000000
PA
USD
297333.80000000
0.023700414927
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.38000000
N
N
N
N
N
N
Zais Clo 6 Ltd
549300ZPQFDVEE67IB71
Zais Clo 6 Ltd
98887TAA6
242872.36000000
PA
USD
243194.48000000
0.019384981069
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.61000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BD7
305000.00000000
PA
USD
298038.38000000
0.023756576852
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YBE8
313656.95000000
PA
USD
320925.57000000
0.025580909973
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
2.92000000
N
N
N
N
N
N
BELLEMEADE RE LT
549300O2GEH6GH9NO762
Bellemeade Re 2018-1 Ltd
078768AD0
109395.75000000
PA
USD
109478.70000000
0.008726524249
Long
ABS-MBS
CORP
BM
N
2
2028-04-25
Floating
1.71000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
46590MAQ3
742212.55000000
PA
USD
770821.13000000
0.061441990840
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.56000000
N
N
N
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12770RAA1
100000.00000000
PA
USD
105655.00000000
0.008421737922
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
450000.00000000
PA
USD
429570.00000000
0.034240934735
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
173000.00000000
PA
USD
187665.65000000
0.014958789659
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132KEUY9
620891.76000000
PA
USD
660216.86000000
0.052625747642
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAD4
460000.00000000
PA
USD
464072.03000000
0.036991084321
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
192000.00000000
PA
USD
192240.00000000
0.015323410139
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CB8
155000.00000000
PA
USD
167744.43000000
0.013370873384
Long
DBT
CORP
US
N
2
2025-08-03
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B23 Mortgage Trust
08162RAB3
2210000.00000000
PA
USD
2232680.79000000
0.177966518184
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
1.62000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
326000.00000000
PA
USD
347610.54000000
0.027707963343
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KG5A2
1661308.49000000
PA
USD
1758576.32000000
0.140175750171
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31403CZM6
322582.27000000
PA
USD
375415.97000000
0.029924328345
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
170000.00000000
PA
USD
202131.20000000
0.016111835620
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN
46652BAY5
216000.00000000
PA
USD
222490.32000000
0.017734656811
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
2.81000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DG7
4349000.00000000
PA
USD
2204943.00000000
0.175755544752
Long
DBT
CORP
US
N
2
2036-10-10
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDFM1
883883.67000000
PA
USD
959845.73000000
0.076509102119
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XXQK8
359215.65000000
PA
USD
390849.94000000
0.031154566862
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
65000.00000000
PA
USD
80576.28000000
0.006422718403
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
UMBS
N/A
UMBS
31329QZD6
946737.35000000
PA
USD
1007122.82000000
0.080277549062
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGX7
2018000.00000000
PA
USD
2160114.82000000
0.172182299913
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAQ7
108000.00000000
PA
USD
108352.66000000
0.008636767836
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
2.66000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSN8
130142.48000000
PA
USD
135093.57000000
0.010768280172
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
2.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
304000.00000000
PA
USD
346116.13000000
0.027588844235
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
226000.00000000
PA
USD
237831.70000000
0.018957514998
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
356000.00000000
PA
USD
395943.42000000
0.031560567086
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BM5
180000.00000000
PA
USD
177015.28000000
0.014109850896
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.13000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
115000.00000000
PA
USD
132957.62000000
0.010598024045
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCBQ8
744712.60000000
PA
USD
779732.99000000
0.062152353334
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
313000.00000000
PA
USD
339560.67000000
0.027066309892
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
Freddie Mac Reference REMIC
N/A
Freddie Mac Reference REMIC
31396NRF5
64085.10000000
PA
USD
75573.43000000
0.006023942278
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
Fixed
6.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
173411.29000000
PA
USD
182798.60000000
0.014570838122
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
616000.00000000
PA
USD
649645.92000000
0.051783140229
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.88000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-3
59980XAC1
108239.95000000
PA
USD
114259.22000000
0.009107578497
Long
ABS-O
CORP
US
N
2
2058-08-25
Variable
3.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBFY7
1581531.66000000
PA
USD
1654667.46000000
0.131893196702
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Floating
2.62000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAY0
169000.00000000
PA
USD
177785.32000000
0.014171230623
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
Cantor Fitzgerald LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AE7
451000.00000000
PA
USD
499295.75000000
0.039798759665
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.88000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc
045054AF0
140000.00000000
PA
USD
146300.00000000
0.011661542360
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.38000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024ND0
300000.00000000
PA
USD
464213.22000000
0.037002338546
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
2664000.00000000
PA
USD
3162423.02000000
0.252076076623
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac - STACR
549300BL200YC56BUV20
STACR Trust 2018-DNA3
35563WAA2
684.97000000
PA
USD
685.23000000
0.000054619539
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Floating
0.86000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CR3
900000.00000000
PA
USD
813411.85000000
0.064836888212
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings Inc
62877VAB7
329000.00000000
PA
USD
363051.50000000
0.028938759031
Long
DBT
CORP
US
N
2
2029-08-06
Fixed
6.63000000
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAJ4
300000.00000000
PA
USD
334334.94000000
0.026649768048
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132L7RM3
829055.28000000
PA
USD
911770.02000000
0.072676997343
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
209000.00000000
PA
USD
231706.97000000
0.018469314052
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
WYNDHAM HOTELS & RESORTS
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311AAB1
67000.00000000
PA
USD
67896.13000000
0.005411986302
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.38000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
1138000.00000000
PA
USD
1061424.24000000
0.084605903878
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCJ3
120000.00000000
PA
USD
120042.43000000
0.009568556955
Long
DBT
CORP
US
N
2
2021-04-09
Fixed
3.55000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2019-1
549300R73PIC25YY4X12
Toyota Auto Loan Extended Note Trust 2019-1
89231XAA9
978000.00000000
PA
USD
1034393.24000000
0.082451268529
Long
ABS-O
CORP
US
N
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
UNITED AIR 2016-1 A PTT
N/A
United Airlines 2016-1 Class A Pass Through Trust
90931MAA4
362818.16000000
PA
USD
364265.80000000
0.029035550630
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.45000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
145000.00000000
PA
USD
156548.61000000
0.012478456917
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAA0
748765.00000000
PA
USD
745154.68000000
0.059396123486
Long
ABS-O
CORP
US
N
2
2045-09-20
Fixed
2.11000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXW4
325000.00000000
PA
USD
376240.96000000
0.029990088126
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
4.03000000
N
N
N
N
N
N
TELFON CELUAR DEL PARAGU
254900R8A8IKGF4THL54
Telefonica Celular del Paraguay SA
87936VAB3
200000.00000000
PA
USD
211999.00000000
0.016898395891
Long
DBT
CORP
PY
N
2
2027-04-15
Fixed
5.88000000
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WH5R2
968826.84000000
PA
USD
1044564.12000000
0.083261987243
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAP2
1449919.24000000
PA
USD
1493455.97000000
0.119043062596
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
2.69000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
160000.00000000
PA
USD
164561.14000000
0.013117134005
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B7AN1
565509.30000000
PA
USD
576705.93000000
0.045969108901
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Fixed
2.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
338000.00000000
PA
USD
386603.15000000
0.030816056120
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KJE24
2873437.04000000
PA
USD
2950204.24000000
0.235160162114
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5E0
885000.00000000
PA
USD
1375105.65000000
0.109609383375
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
1150000.00000000
PA
USD
1191217.79000000
0.094951720566
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
1942000.00000000
PA
USD
1758723.75000000
0.140187501786
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
271000.00000000
PA
USD
287488.70000000
0.022915664068
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
377000.00000000
PA
USD
411076.10000000
0.032766789840
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAK1
327243.37000000
PA
USD
348099.49000000
0.027746937446
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.50000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-3
85573MAA7
265789.29000000
PA
USD
268949.15000000
0.021437880420
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.49000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AR9
100000.00000000
PA
USD
109863.42000000
0.008757190199
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.38000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
500000.00000000
PA
USD
538665.79000000
0.042936937309
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
50000.00000000
PA
USD
55850.00000000
0.004451791803
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJEH8
1211000.00000000
PA
USD
1394532.86000000
0.111157922216
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
3.90000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
155000.00000000
PA
USD
148692.22000000
0.011852225715
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
194000.00000000
PA
USD
184514.37000000
0.014707601790
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
572000.00000000
PA
USD
645257.02000000
0.051433301929
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.13000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAG4
790000.00000000
PA
USD
765158.69000000
0.060990638934
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
122000.00000000
PA
USD
138345.45000000
0.011027486846
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
OCP CLO Ltd
254900M77QLN2EBJHE11
OCP CLO 2017-13 Ltd
67097LAA4
250000.00000000
PA
USD
250188.93000000
0.019942507213
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX10 Commercial Mortgage Trust
12595JAG9
775000.00000000
PA
USD
807022.69000000
0.064327609606
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.19000000
N
N
N
N
N
N
LEHMAN BROS CAP TR VII
N/A
Lehman Brothers Holdings Capital Trust VII
524908XA3
470000.00000000
PA
USD
164.50000000
0.000013112260
Long
DBT
CORP
US
N
2
2021-05-03
None
0.00000000
Y
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
173255.09000000
PA
USD
177824.66000000
0.014174366407
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2D5
310000.00000000
PA
USD
333012.34000000
0.026544343879
Long
DBT
CORP
FR
N
2
2025-01-09
Fixed
3.38000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
696000.00000000
PA
USD
766483.93000000
0.061096273536
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5M8
329093.14000000
PA
USD
357533.96000000
0.028498957073
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJS35
466275.62000000
PA
USD
494112.22000000
0.039385581575
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
200000.00000000
PA
USD
212405.77000000
0.016930819442
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QT8
4307000.00000000
PA
USD
4897277.71000000
0.390360980635
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.13000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust
92922FBW7
11057.35000000
PA
USD
11187.42000000
0.000891746905
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
2.77000000
N
N
N
N
N
N
ANGI GROUP LLC
N/A
ANGI Group LLC
001846AA2
158000.00000000
PA
USD
158296.25000000
0.012617760935
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.88000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
618520.00000000
PA
USD
618041.64000000
0.049263969689
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBG0
268000.00000000
PA
USD
263088.89000000
0.020970760323
Long
DBT
US
N
2
2027-07-15
Fixed
1.80000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAA4
611000.00000000
PA
USD
633202.40000000
0.050472430693
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2019-B
83192CAB3
540188.34000000
PA
USD
562829.47000000
0.044863019181
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.84000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CH2
245000.00000000
PA
USD
250897.30000000
0.019998971238
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.60000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAK5
698000.00000000
PA
USD
797437.08000000
0.063563542640
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FTL0
860430.92000000
PA
USD
965392.49000000
0.076951233197
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CYL2
550341.10000000
PA
USD
582791.85000000
0.046454216310
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.50000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
875000.00000000
PA
USD
876054.81000000
0.069830145434
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABC8
246000.00000000
PA
USD
269133.84000000
0.021452602022
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
TIF Funding II LLC
N/A
TIF Funding II LLC
872480AE8
323763.35000000
PA
USD
312674.36000000
0.024923207752
Long
ABS-O
CORP
US
N
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
445000.00000000
PA
USD
514215.14000000
0.040987981118
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
170000.00000000
PA
USD
186575.00000000
0.014871854175
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications Inc
852061AM2
200000.00000000
PA
USD
212375.00000000
0.016928366772
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S8A8XD8P6 IRS USD R F 2.29500 B8A8XD8P6_FIX CCPINFLATIONZERO / Short: S8A8XD8P6 IRS USD P V 12MUSCPI B8A8XD8P6_FLO CCPINFLATIONZERO
000000000
7880000.00000000
OU
Notional Amount
USD
-116582.47000000
-0.00929276426
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-02
0.00000000
USD
-33585.80000000
USD
7880000.00000000
USD
-82996.67000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup COmmercial Mortgage Trust 2019-SMRT
29429MAA1
134000.00000000
PA
USD
144729.11000000
0.011536327047
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.15000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
85000.00000000
PA
USD
90117.59000000
0.007183254225
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
1600000.00000000
PA
USD
1732221.14000000
0.138074984293
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE
254845JZ4
90000.00000000
PA
USD
117075.00000000
0.009332023731
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
268000.00000000
PA
USD
273212.85000000
0.021777739055
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AG1
128000.00000000
PA
USD
131501.62000000
0.010481966590
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.85000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
205000.00000000
PA
USD
229841.73000000
0.018320636162
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAA0
398000.00000000
PA
USD
411178.06000000
0.032774917050
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.90000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
CARS-DB4 LP
12510HAG5
305000.00000000
PA
USD
314271.39000000
0.025050506679
Long
ABS-O
CORP
US
N
2
2050-02-15
Fixed
4.17000000
N
N
N
N
N
N
Oztel Holdings SPC Ltd
549300RABIG0RH4JYT64
Oztel Holdings SPC Ltd
692733AB4
211000.00000000
PA
USD
231849.54000000
0.018480678277
Long
DBT
CORP
AE
N
2
2028-04-24
Fixed
6.63000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EU8
525000.00000000
PA
USD
575402.28000000
0.045865195233
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
87000.00000000
PA
USD
96606.91000000
0.007700516563
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
975000.00000000
PA
USD
958742.45000000
0.076421159901
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZY9
9317000.00000000
PA
USD
9298984.74000000
0.741220126155
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A22A9
2523755.56000000
PA
USD
2829414.51000000
0.225532038032
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
450000.00000000
PA
USD
576429.22000000
0.045947052405
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
549300ZCZ76HYCS0H445
Frontier Communications Corp
35906ABE7
46000.00000000
PA
USD
48846.25000000
0.003893524357
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN21 XCBT 20210621
000000000
61.00000000
NC
USD
-529910.41000000
-0.04223904780
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNM1 Comdty
2021-06-21
11584254.16000000
USD
-529910.41000000
N
N
N
SESAC Finance, LLC
N/A
Sesac Finance LLC
78396YAA1
384150.00000000
PA
USD
407979.67000000
0.032519974053
Long
ABS-O
CORP
US
N
2
2049-07-25
Fixed
5.22000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
85000.00000000
PA
USD
92792.73000000
0.007396489074
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84000000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
5493004PDQETMPM6YK04
Atlas Senior Loan Fund V Ltd
04941MAK1
985700.78000000
PA
USD
986785.05000000
0.078656429674
Long
ABS-CBDO
CORP
KY
N
2
2029-07-16
Floating
1.48000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358W4V3
2195000.00000000
PA
USD
2228182.69000000
0.177607975575
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.09000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BD2
500000.00000000
PA
USD
536352.61000000
0.042752554215
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBF1
274000.00000000
PA
USD
270216.17000000
0.021538874319
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AB4
797000.00000000
PA
USD
853259.67000000
0.068013149599
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.61000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
809000.00000000
PA
USD
913506.06000000
0.072815376728
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
210000.00000000
PA
USD
238087.50000000
0.018977904762
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.38000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136AN6U6
1692170.67000000
PA
USD
1842234.06000000
0.146844091106
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Variable
3.09000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVR8
46642.04000000
PA
USD
49801.77000000
0.003969688656
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AK0
300000.00000000
PA
USD
327000.00000000
0.026065101516
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
5.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
157000.00000000
PA
USD
157805.41000000
0.012578636182
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2019-SFR4 Trust
74331AAA0
1329000.00000000
PA
USD
1363758.40000000
0.108704896454
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
2.69000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
1200000.00000000
PA
USD
1287943.02000000
0.102661668392
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.27000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
1040000.00000000
PA
USD
1015329.29000000
0.080931685067
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
801000.00000000
PA
USD
881372.63000000
0.070254027752
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust 2020-1
85573AAA3
113949.07000000
PA
USD
116188.28000000
0.009261343465
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.28000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
254000.00000000
PA
USD
274408.72000000
0.021873061602
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
277000.00000000
PA
USD
277703.17000000
0.022135661521
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
405000.00000000
PA
USD
391421.63000000
0.031200136152
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR1 Trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767MAA3
1406000.00000000
PA
USD
1403582.66000000
0.111879279878
Long
ABS-O
CORP
US
N
2
2025-09-17
Fixed
1.34000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAQ2
646000.00000000
PA
USD
698395.44000000
0.055668954258
Long
DBT
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
1325000.00000000
PA
USD
1486504.25000000
0.118488942451
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A5JD8
342265.53000000
PA
USD
369451.65000000
0.029448913647
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8DM0
442783.07000000
PA
USD
465882.79000000
0.037135419621
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.00000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AS2
455000.00000000
PA
USD
469843.49000000
0.037451126189
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BU1
200000.00000000
PA
USD
214833.19000000
0.017124308582
Long
DBT
NUSS
JP
N
2
2023-10-31
Fixed
3.38000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
573000.00000000
PA
USD
632317.58000000
0.050401901876
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZQ6
495317.18000000
PA
USD
500195.30000000
0.039870462607
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
FRESENIUS MED CARE III
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III Inc
35805BAB4
534000.00000000
PA
USD
509691.21000000
0.040627379605
Long
DBT
CORP
US
N
2
2031-02-16
Fixed
2.38000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBD5
1200000.00000000
PA
USD
1213089.00000000
0.096695070134
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
1.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDK4
429000.00000000
PA
USD
467955.92000000
0.037300668380
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
122149.48000000
PA
USD
128889.20000000
0.010273731138
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AD3
220000.00000000
PA
USD
243483.90000000
0.019408050676
Long
DBT
CORP
JP
N
2
2044-10-16
Fixed
5.10000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140JAKG2
717049.19000000
PA
USD
769962.77000000
0.061373571144
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
126000.00000000
PA
USD
130567.50000000
0.010407508080
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.63000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-1 Ltd
07876TAB8
145583.34000000
PA
USD
146144.74000000
0.011649166618
Long
ABS-MBS
CORP
US
N
2
2030-06-25
Floating
3.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQY6
164688.18000000
PA
USD
184700.11000000
0.014722407086
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
517000.00000000
PA
USD
568658.00000000
0.045327610086
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAA8
148000.00000000
PA
USD
151819.88000000
0.012101530839
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CG9
200000.00000000
PA
USD
218697.79000000
0.017432355039
Long
DBT
NUSS
ID
N
2
2024-02-11
Fixed
4.45000000
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
National CineMedia LLC
63530QAJ8
110000.00000000
PA
USD
102575.00000000
0.008176231767
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.88000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
71000.00000000
PA
USD
73307.50000000
0.005843325472
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
200000.00000000
PA
USD
225152.00000000
0.017946818766
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5UK7
3279517.49000000
PA
USD
3430544.58000000
0.273447990018
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
11801000.00000000
PA
USD
11141803.46000000
0.888110820388
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2017-6
12553GAA8
432185.11000000
PA
USD
432826.69000000
0.034500524813
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
3.02000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7LP8
668588.29000000
PA
USD
706268.31000000
0.056296499077
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
640000.00000000
PA
USD
743634.23000000
0.059274928735
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J93B5
326618.45000000
PA
USD
344798.82000000
0.027483841731
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AU4
43000.00000000
PA
USD
48714.53000000
0.003883024984
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833Y20
505000.00000000
PA
USD
357930.23000000
0.028530543672
Long
DBT
UST
US
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-1
89177BAA3
319756.78000000
PA
USD
339208.54000000
0.027038241683
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.73000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAG4
235000.00000000
PA
USD
259060.24000000
0.020649637475
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
133000.00000000
PA
USD
140850.92000000
0.011227197335
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
215000.00000000
PA
USD
213546.60000000
0.017021754763
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WJQR5
313038.93000000
PA
USD
335185.11000000
0.026717534920
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
UNITED AIR 2019-1 A PTT
N/A
United Airlines 2019-1 Class A Pass Through Trust
90931EAA2
193963.61000000
PA
USD
204842.91000000
0.016327985456
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.55000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAU8
411000.00000000
PA
USD
450982.02000000
0.035947682365
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
3.95000000
N
N
N
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAA5
483000.00000000
PA
USD
529893.23000000
0.042237678388
Long
DBT
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
230000.00000000
PA
USD
270157.44000000
0.021534192963
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN21 XCBT 20210621
000000000
-184.00000000
NC
USD
1010061.00000000
0.080511750774
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYM1 Comdty
2021-06-21
-27448561.00000000
USD
1010061.00000000
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397UUU1
778033.57000000
PA
USD
872066.55000000
0.069512242065
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAN3
900000.00000000
PA
USD
1038736.58000000
0.082797475251
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022642
8225000.00000000
PA
USD
8434962.45000000
0.672349090370
Long
ABS-MBS
USGSE
US
N
2
2051-04-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AMTH5
424942.24000000
PA
USD
470812.04000000
0.037528329107
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
CREDITO REAL SAB DE CV
N/A
Credito Real SAB de CV SOFOM ER
22548WAB8
125000.00000000
PA
USD
112321.88000000
0.008953153531
Long
DBT
CORP
MX
N
2
2022-11-29
Fixed
9.13000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAB3
125000.00000000
PA
USD
140093.75000000
0.011166843472
Long
DBT
CORP
BM
N
2
2025-02-15
Fixed
4.75000000
N
N
N
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433AB7
328000.00000000
PA
USD
336815.00000000
0.026847453111
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.88000000
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBA8
524000.00000000
PA
USD
613000.46000000
0.048862138286
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
Tutor Perini Corp
901109AF5
60000.00000000
PA
USD
62118.00000000
0.004951412770
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.88000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36195LPE6
1039119.47000000
PA
USD
1138254.03000000
0.090729990348
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAM7
432000.00000000
PA
USD
445856.50000000
0.035539128240
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.88000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
275000.00000000
PA
USD
291461.50000000
0.023232335124
Long
DBT
CORP
CH
N
2
2023-07-17
Fixed
7.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGM5
877000.00000000
PA
USD
996768.66000000
0.079452221137
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAE0
950000.00000000
PA
USD
1020963.48000000
0.081380785172
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.19000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBB7
1800000.00000000
PA
USD
1785058.74000000
0.142286658323
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.16000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAR4
368000.00000000
PA
USD
559696.61000000
0.044613299566
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAH4
376000.00000000
PA
USD
383050.00000000
0.030532835278
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3129366F9
330825.45000000
PA
USD
371416.32000000
0.029605517082
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
77000.00000000
PA
USD
81543.00000000
0.006499775452
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
205000.00000000
PA
USD
222343.00000000
0.017722913965
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AN1
201000.00000000
PA
USD
193510.74000000
0.015424700558
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132HMK75
133638.97000000
PA
USD
144525.24000000
0.011520076612
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAA0
1710217.04000000
PA
USD
1695383.99000000
0.135138702781
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.27000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEB4
148260.51000000
PA
USD
162597.44000000
0.012960607889
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
157000.00000000
PA
USD
161553.00000000
0.012877355796
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.88000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAY2
512000.00000000
PA
USD
508083.58000000
0.040499235754
Long
DBT
US
N
2
2029-12-15
Fixed
3.38000000
N
N
N
N
N
N
North Carolina State Education Authority
N/A
North Carolina State Education Assistance Authority
658262GD6
600000.00000000
PA
USD
599858.40000000
0.047814587436
Long
ABS-O
CORP
US
N
2
2036-07-25
Floating
1.02000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
1023664.17000000
PA
USD
1105109.20000000
0.088088022890
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXE4
171182.42000000
PA
USD
187797.47000000
0.014969297003
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BE3
5000.00000000
PA
USD
5240.80000000
0.000417743070
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
418231.52000000
PA
USD
448297.49000000
0.035733699041
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
55000.00000000
PA
USD
63893.28000000
0.005092919967
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAF1
229000.00000000
PA
USD
231044.05000000
0.018416472838
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
2.63000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
76000.00000000
PA
USD
63442.14000000
0.005056959692
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M86L3
98787.44000000
PA
USD
115746.74000000
0.009226148404
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
5.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK23
06541RBA0
850000.00000000
PA
USD
881549.11000000
0.070268094936
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
2.67000000
N
N
N
N
N
N
Project Sunbird
N/A
Sunbird Engine Finance LLC
86709LAA4
198861.09000000
PA
USD
192975.46000000
0.015382033502
Long
ABS-O
CORP
KY
N
2
2045-02-15
Fixed
3.67000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL6 Trust
12656HAC8
344504.75000000
PA
USD
349368.26000000
0.027848070837
Long
ABS-MBS
CORP
US
N
2
2059-03-25
Fixed
2.69000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CV8
715000.00000000
PA
USD
720403.81000000
0.057423236822
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-P5
17325DAB9
1772000.00000000
PA
USD
1779151.97000000
0.141815830924
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132L7YL7
917004.04000000
PA
USD
986010.35000000
0.078594678500
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
200000.00000000
PA
USD
215600.00000000
0.017185430847
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BU5
942000.00000000
PA
USD
1221264.20000000
0.097346713614
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
12642KAB0
414000.00000000
PA
USD
439222.95000000
0.035010369358
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
226000.00000000
PA
USD
219638.10000000
0.017507306952
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
21425000.00000000
PA
USD
23542811.12000000
1.876592543845
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FFT8
37515.91000000
PA
USD
42091.48000000
0.003355103055
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
210000.00000000
PA
USD
236120.72000000
0.018821133140
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
665000.00000000
PA
USD
682161.10000000
0.054374918417
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAJ6
542000.00000000
PA
USD
587468.72000000
0.046827008638
Long
DBT
CORP
US
N
2
2027-10-02
Fixed
3.15000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-GS4
52473CAA0
239167.76000000
PA
USD
240342.07000000
0.019157616065
Long
ABS-O
CORP
US
N
2
2059-05-25
Variable
3.44000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAR9
315000.00000000
PA
USD
371079.76000000
0.029578689955
Long
DBT
CORP
CA
N
2
2043-06-01
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DWAN3
497467.41000000
PA
USD
496500.50000000
0.039575950873
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
512000.00000000
PA
USD
627565.24000000
0.050023093850
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WFDY2
762748.26000000
PA
USD
816753.40000000
0.065103242462
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-NQM1 Trust
36167TAA7
465000.00000000
PA
USD
468592.13000000
0.037351380545
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.87000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
158000.00000000
PA
USD
171035.00000000
0.013633164030
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.13000000
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc
00108WAF7
400000.00000000
PA
USD
412503.48000000
0.032880566000
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZP8
706787.29000000
PA
USD
765852.59000000
0.061045949557
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Park Avenue Institutional Advisers CLO
N/A
Park Avenue Institutional Advisers CLO Ltd 2018-1
70016RAL9
2000000.00000000
PA
USD
2000000.00000000
0.159419581143
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
0.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
62856RAC9
265000.00000000
PA
USD
301400.40000000
0.024024562762
Long
DBT
CORP
NL
N
2
2025-07-21
Fixed
5.50000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
200000.00000000
PA
USD
203523.21000000
0.016222792445
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138EQNL2
914672.93000000
PA
USD
984388.04000000
0.078465364509
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
BALLY'S CORP
549300NS4D5IK406VT62
Bally's Corp
90171VAA3
321000.00000000
PA
USD
344875.98000000
0.027489992139
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAC1
298000.00000000
PA
USD
328787.87000000
0.026207612260
Long
DBT
CORP
BM
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
322000.00000000
PA
USD
338138.48000000
0.026952947425
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
293630.29000000
PA
USD
317624.21000000
0.025317759259
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UXT4
1345606.20000000
PA
USD
1420793.33000000
0.113251138780
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LR7
85000.00000000
PA
USD
50022.30000000
0.003987267056
Long
DBT
UST
US
N
2
2042-08-15
None
0.00000000
N
N
N
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AV0
67000.00000000
PA
USD
72963.00000000
0.005815865449
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BL2
713000.00000000
PA
USD
889937.67000000
0.070936745297
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
42425.91000000
0.003381760400
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2500000.00000000
EUR
2980674.50000000
USD
2021-04-06
42425.91000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
491000.00000000
PA
USD
527874.83000000
0.042076792147
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAB8
174000.00000000
PA
USD
176531.86000000
0.014071317589
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.63000000
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAX1
314000.00000000
PA
USD
338733.51000000
0.027000377141
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAV6
940000.00000000
PA
USD
1039667.12000000
0.082871648399
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDFJ4
480250.44000000
PA
USD
501066.27000000
0.039939887444
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-2
042858AA8
210946.15000000
PA
USD
215775.85000000
0.017199447813
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.35000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAS1
700000.00000000
PA
USD
726105.45000000
0.057877713352
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A3PB8
956132.97000000
PA
USD
1006695.23000000
0.080243465952
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BJ4
425000.00000000
PA
USD
493324.30000000
0.039322776636
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
1631594.85000000
PA
USD
1764723.61000000
0.140665749370
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.13000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020646
15600000.00000000
PA
USD
15555210.84000000
1.239902598356
Long
ABS-MBS
USGSE
US
N
2
2051-04-15
Fixed
2.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DM1
25000.00000000
PA
USD
36335.10000000
0.002896263211
Long
DBT
USGA
US
N
2
2030-05-01
Fixed
7.13000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAD2
2624000.00000000
PA
USD
2693155.52000000
0.214670862476
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
3.53000000
N
N
N
N
N
N
SMB Private Education Loan Trust
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAB2
49913.19000000
PA
USD
50614.42000000
0.004034464818
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
2.75000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
245000.00000000
PA
USD
294612.50000000
0.023483500674
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7VR5
2030702.53000000
PA
USD
2229557.55000000
0.177717565378
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-4
35563PHF9
2677577.98000000
PA
USD
2878573.58000000
0.229450497207
Long
ABS-MBS
USGSE
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
201000.00000000
PA
USD
224959.17000000
0.017931448327
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.63000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
639000.00000000
PA
USD
638031.30000000
0.050857341301
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AG7
92000.00000000
PA
USD
98686.37000000
0.007866269884
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.38000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
1255000.00000000
PA
USD
1226962.10000000
0.097800892030
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.38000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
99000.00000000
PA
USD
98116.43000000
0.007820840086
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUF7
499994.18000000
PA
USD
483615.77000000
0.038548911743
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CV0
96000.00000000
PA
USD
101905.56000000
0.008122870845
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834AU2
370000.00000000
PA
USD
240805.04000000
0.019194519307
Long
DBT
UST
US
N
2
2039-02-15
None
0.00000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
566007AC4
220000.00000000
PA
USD
209951.50000000
0.016735190095
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AV8
150000.00000000
PA
USD
195040.29000000
0.015546620668
Long
DBT
CORP
US
N
2
2044-06-09
Fixed
5.45000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAF1
452000.00000000
PA
USD
474914.00000000
0.037855295479
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
Radnor Re LTD
549300ED4YNDE7SVU538
Radnor RE 2018-1 Ltd
750496AA9
12953.17000000
PA
USD
12955.57000000
0.001032685771
Long
ABS-MBS
CORP
BM
N
2
2028-03-25
Floating
1.51000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAF8
110000.00000000
PA
USD
119842.93000000
0.009552654851
Long
DBT
US
N
2
2024-06-01
Fixed
4.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN21 XCBT 20210630
000000000
101.00000000
NC
USD
-15094.91000000
-0.00120321211
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUM1 Comdty
2021-06-30
22308477.67000000
USD
-15094.91000000
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CE5
850000.00000000
PA
USD
1203993.36000000
0.095970058575
Long
DBT
US
N
2
2040-02-01
Fixed
6.75000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
426000.00000000
PA
USD
439634.46000000
0.035043170734
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
479392.21000000
PA
USD
494274.36000000
0.039398505720
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
TELECOM ARGENTINA SA
549300MKPIRSJD8SB782
Telecom Argentina SA
879273AR1
158000.00000000
PA
USD
140097.02000000
0.011167104123
Long
DBT
CORP
AR
N
2
2026-07-18
Fixed
8.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31417FU55
444649.78000000
PA
USD
467719.52000000
0.037281824985
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
3.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
655000.00000000
PA
USD
659866.55000000
0.052597824505
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
777000.00000000
PA
USD
817686.23000000
0.065177598146
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
814000.00000000
PA
USD
804684.89000000
0.064141264058
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2020-UPTN
36258PAA5
196000.00000000
PA
USD
202875.13000000
0.016171134124
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Fixed
2.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
885000.00000000
PA
USD
935921.85000000
0.074602134655
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QTSD9
819973.83000000
PA
USD
895780.94000000
0.071402511125
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138WGE26
327206.68000000
PA
USD
350975.37000000
0.027976173238
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
45000.00000000
PA
USD
47514.38000000
0.003787361278
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AD0
84000.00000000
PA
USD
89827.50000000
0.007160131212
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UMK5
199072.03000000
PA
USD
211196.20000000
0.016834404871
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
2400000.00000000
PA
USD
2678202.84000000
0.213478987485
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
525000.00000000
PA
USD
558796.88000000
0.044541582276
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
268000.00000000
PA
USD
288852.98000000
0.023024410541
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAE5
500000.00000000
PA
USD
508405.30000000
0.040524879988
Long
ABS-O
CORP
US
N
2
2025-01-21
Fixed
1.48000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AT3
392000.00000000
PA
USD
435358.02000000
0.034702296597
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBA2
3000000.00000000
PA
USD
3139909.50000000
0.250281528659
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.64000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M8N26
193827.50000000
PA
USD
231840.24000000
0.018479936976
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QET51
917981.91000000
PA
USD
966574.34000000
0.077045438213
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444UAR7
214000.00000000
PA
USD
230174.56000000
0.018347165972
Long
DBT
US
N
2
2027-05-15
Fixed
5.38000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300VZ0HS3D307K776
CARLYLE US CLO 2017-1 Ltd
14314BAJ6
497129.59000000
PA
USD
497348.48000000
0.039643543181
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.45000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BK9
190000.00000000
PA
USD
268151.78000000
0.021374322225
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN21 XCBT 20210630
000000000
108.00000000
NC
USD
-72195.64000000
-0.00575469934
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVM1 Comdty
2021-06-30
13399226.94000000
USD
-72195.64000000
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
625000.00000000
PA
USD
641468.75000000
0.051131339720
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2020-A
00217TAC9
1550000.00000000
PA
USD
1583780.08000000
0.126242778488
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KHB54
2165411.86000000
PA
USD
2259133.64000000
0.180075069318
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
1260000.00000000
PA
USD
1360089.35000000
0.108412437247
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Silver Creek CLO
549300LSJSAR2PPV4U78
Silver Creek CLO Ltd
827551AL6
500000.00000000
PA
USD
500224.95000000
0.039872826003
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QET69
2160426.58000000
PA
USD
2257509.69000000
0.179945624603
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAY7
394000.00000000
PA
USD
400816.20000000
0.031948975359
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.13000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
920000.00000000
PA
USD
983330.24000000
0.078381047493
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
25000.00000000
PA
USD
25946.25000000
0.002068170153
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
61690KAE2
100000.00000000
PA
USD
103442.86000000
0.008245408706
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
2.92000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVLF0
7010037.00000000
PA
USD
7227440.26000000
0.576097749494
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AB6
427000.00000000
PA
USD
430843.00000000
0.034342405299
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
216000.00000000
PA
USD
233338.79000000
0.018599386083
Long
DBT
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAH1
1701000.00000000
PA
USD
1654685.34000000
0.131894621913
Long
DBT
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
620000.00000000
PA
USD
676110.00000000
0.053892586503
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.13000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FS0
598000.00000000
PA
USD
748039.44000000
0.059626067101
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
765000.00000000
PA
USD
771437.21000000
0.061491098448
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138EJC97
984839.17000000
PA
USD
1070692.10000000
0.085344643057
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0QP7
141197.79000000
PA
USD
141363.09000000
0.011268022298
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Floating
0.86000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
1596047.54000000
PA
USD
1598998.47000000
0.127455833168
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.03000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAD6
797000.00000000
PA
USD
815689.65000000
0.065018451173
Long
DBT
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN21 XEUR 20210608
000000000
-42.00000000
NC
-4726.96000000
-0.00037678499
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Schatz Futures (FGBS)
DUM1 Comdty
2021-06-08
-4704178.08000000
EUR
-4726.96000000
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
181396AE2
39000.00000000
PA
USD
41364.38000000
0.003297146066
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
140000.00000000
PA
USD
143365.41000000
0.011427626806
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
274000.00000000
PA
USD
280113.78000000
0.022327810740
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
570000.00000000
PA
USD
569565.70000000
0.045399962663
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CR97
336725.06000000
PA
USD
363635.48000000
0.028985307955
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4XS0
642011.15000000
PA
USD
678643.60000000
0.054094539228
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
640000.00000000
PA
USD
595537.68000000
0.047470183750
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAT1
161000.00000000
PA
USD
149182.60000000
0.011891313802
Long
DBT
US
N
2
2030-11-01
Fixed
2.15000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AK9
350000.00000000
PA
USD
367500.00000000
0.029293348035
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJXA3
352423.59000000
PA
USD
385023.63000000
0.030690152912
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
AFFINITY GAMING
N/A
Affinity Gaming
00842XAA7
137000.00000000
PA
USD
144620.63000000
0.011527680129
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.88000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
310000.00000000
PA
USD
339029.40000000
0.027023962471
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AV6
115000.00000000
PA
USD
126409.89000000
0.010076105858
Long
DBT
CORP
US
N
2
2050-09-17
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FBXB7
1256133.34000000
PA
USD
1346366.92000000
0.107318625225
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
3.50000000
N
Y
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PWED6
98046.85000000
PA
USD
104686.74000000
0.008344558121
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBA6
900000.00000000
PA
USD
901597.23000000
0.071866126383
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.01000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAS0
1600000.00000000
PA
USD
1671664.96000000
0.133248063867
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.11000000
N
N
N
N
N
N
BRITISH AIR 18-1 A PTT
N/A
British Airways 2018-1 Class A Pass Through Trust
11043HAA6
85258.89000000
PA
USD
85618.77000000
0.006824654225
Long
DBT
CORP
US
N
2
2031-09-20
Fixed
4.13000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
179000.00000000
PA
USD
180244.14000000
0.014367222651
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
741000.00000000
PA
USD
833244.92000000
0.066417778068
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138E2JY2
523507.31000000
PA
USD
565836.23000000
0.045102687391
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAM5
325000.00000000
PA
USD
362690.24000000
0.028909963072
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2003-NC10
61746RDX6
95604.87000000
PA
USD
95553.19000000
0.007616524763
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.13000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2017-5
12552CAH3
500000.00000000
PA
USD
500497.65000000
0.039894562863
Long
ABS-MBS
CORP
US
N
2
2057-05-25
Variable
4.00000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAA0
661916.66000000
PA
USD
706247.73000000
0.056294858650
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
4.54000000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AG3
63000.00000000
PA
USD
62291.25000000
0.004965222491
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B5H5
890496.18000000
PA
USD
960781.35000000
0.076583680193
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2019-B
98162VAD1
1252951.98000000
PA
USD
1270760.31000000
0.101292038177
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.59000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
410000.00000000
PA
USD
477804.24000000
0.038085675904
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.63000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
75000.00000000
PA
USD
81281.25000000
0.006478911414
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2080000.00000000
PA
USD
2074095.38000000
0.165325708365
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust 2016-BNK1
95000GAX2
1500000.00000000
PA
USD
1539881.55000000
0.122743635855
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.40000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
1000000.00000000
PA
USD
1131203.90000000
0.090168025962
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
61000.00000000
PA
USD
60466.25000000
0.004819752124
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
612000.00000000
PA
USD
585990.00000000
0.046709140177
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
88145.55000000
PA
USD
91569.48000000
0.007298984073
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JAZ5
1806000.00000000
PA
USD
1829124.75000000
0.145799150752
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.04000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AW0
169000.00000000
PA
USD
160856.35000000
0.012821825970
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.05000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
1318000.00000000
PA
USD
1411415.28000000
0.112503616378
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
549300NPGT86ACOLIL14
Anchorage Capital Clo 11 Ltd
03330NAA2
500000.00000000
PA
USD
500671.00000000
0.039908380555
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
1.61000000
N
N
N
N
N
N
CARLYLE HOLDINGS FINANCE
N/A
Carlyle Holdings Finance LLC
14309UAA0
1000000.00000000
PA
USD
1056770.48000000
0.084234953643
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4P91
174307.88000000
PA
USD
184021.41000000
0.014668308051
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
335000.00000000
PA
USD
344676.95000000
0.027474127499
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
254000.00000000
PA
USD
233830.45000000
0.018638576198
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBB4
1750000.00000000
PA
USD
1742332.90000000
0.138880990565
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.26000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
2679000.00000000
PA
USD
3108547.77000000
0.247781691729
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
683710.73000000
PA
USD
692525.71000000
0.055201079309
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
1037746.56000000
PA
USD
981071.17000000
0.078200977496
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
212921.78000000
PA
USD
231323.27000000
0.018438729406
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBN1
150000.00000000
PA
USD
154686.27000000
0.012330010186
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.63000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
420000.00000000
PA
USD
427122.26000000
0.034045825893
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
AMER AIRLN PT TRS 01-1
N/A
American Airlines Pass Through Trust 2001-01
02378JAR9
19788.62000000
PA
USD
19671.04000000
0.001567974478
Long
DBT
CORP
US
N
2
2021-05-23
Fixed
6.98000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAL2
1484000.00000000
PA
USD
1582184.50000000
0.126115595140
Long
DBT
CORP
AU
N
2
2024-03-27
Fixed
4.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR FUT OPTN JUN21P 134 EXP 05/21/2021
000000000
51.00000000
NC
USD
163359.38000000
0.013021341967
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Purchased
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Chicago Board of Trade
549300EX04Q2QBFQTQ27
10 Year US Treasury Note Future
N/A
51.00000000
NC
N/A
163359.38000000
0.01000000
DIR
US
Long
10 Year US Treasury Note
TYM1 Comdty
2021-06-21
51.00000000
USD
1000.00000000
134.00000000
USD
2021-05-21
XXXX
112287.98000000
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA UNIV REVENUES
915217WX7
105000.00000000
PA
USD
120173.76000000
0.009579025241
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.18000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABH7
560000.00000000
PA
USD
550726.40000000
0.043898286006
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
368000.00000000
PA
USD
465347.81000000
0.037092776478
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CCT9
181576.28000000
PA
USD
186950.26000000
0.014901766071
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.50000000
N
N
N
N
N
N
AMER AIRLINE 17-2 A PTT
N/A
American Airlines 2017-2 Class A Pass Through Trust
02377CAA2
193691.37000000
PA
USD
184864.99000000
0.014735549636
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.60000000
N
N
N
N
N
N
Benefit Street Partners CLO Ltd
549300CIOPBDYOSN3T91
Benefit Street Partners Clo XII Ltd
08179HAA8
250000.00000000
PA
USD
250053.83000000
0.019931738420
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
1.49000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN21 XCBT 20210621
000000000
-25.00000000
NC
USD
77356.49000000
0.006166069617
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USM1 Comdty
2021-06-21
-3942200.24000000
USD
77356.49000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
236000.00000000
PA
USD
250791.30000000
0.019990522000
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAN1
199000.00000000
PA
USD
206956.30000000
0.016496443330
Long
DBT
CORP
BM
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
555000.00000000
PA
USD
897621.31000000
0.071549206632
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
218000.00000000
PA
USD
237105.17000000
0.018899603444
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335A3M8
1010839.66000000
PA
USD
1124975.12000000
0.089671531213
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-2
33852DAB7
671712.89000000
PA
USD
679049.34000000
0.054126880679
Long
ABS-MBS
CORP
US
N
2
2051-02-01
Variable
2.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BBC0
3000000.00000000
PA
USD
3003200.40000000
0.239384474929
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
2.35000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2011-C4
92936CAJ8
367442.25000000
PA
USD
368990.17000000
0.029412129173
Long
ABS-MBS
CORP
US
N
2
2044-06-15
Variable
4.90000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAY3
335000.00000000
PA
USD
331864.56000000
0.026452854575
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.70000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAF6
400000.00000000
PA
USD
407433.00000000
0.032476399102
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.49000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust
54930055QDKD6LCRW256
Toyota Auto Loan Extended Note Trust 2021-1
89237MAA7
2200000.00000000
PA
USD
2186616.08000000
0.174294709797
Long
ABS-O
CORP
US
N
2
2034-02-27
Fixed
1.07000000
N
N
N
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAC0
368000.00000000
PA
USD
393969.76000000
0.031403247061
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAG3
554392.50000000
PA
USD
589011.32000000
0.046949968961
Long
ABS-O
CORP
US
N
2
2049-06-15
Fixed
3.78000000
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
506000.00000000
PA
USD
527354.92000000
0.042035350230
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2015-SRCH
05547HAN1
200000.00000000
PA
USD
219983.84000000
0.017534865815
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
4.96000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAS4
338000.00000000
PA
USD
344660.00000000
0.027472776418
Long
DBT
CORP
CA
N
2
2077-07-15
Fixed
5.50000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
549300KQ3WN93FBBU117
OneMain Financial Issuance Trust 2017-1
68267LAB4
61598.16000000
PA
USD
61625.31000000
0.004912140554
Long
ABS-O
CORP
US
N
2
2032-09-14
Floating
0.91000000
N
N
N
N
N
N
Oaktown Re Ltd
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd
67400KAA8
9073.53000000
PA
USD
9087.77000000
0.000724384243
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
1.51000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
883000.00000000
PA
USD
1149296.55000000
0.091610187305
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR 2020-SFR4 Trust
66981FAA8
2007000.00000000
PA
USD
1994939.94000000
0.159016244820
Long
ABS-O
CORP
US
N
2
2037-11-17
Fixed
1.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622AAAE4
305996.59000000
PA
USD
345019.74000000
0.027501451218
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AT2
63000.00000000
PA
USD
68164.20000000
0.005433354106
Long
DBT
CORP
US
N
2
2027-05-19
Fixed
3.15000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
425000.00000000
PA
USD
405343.75000000
0.032309865422
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
132000.00000000
PA
USD
124740.00000000
0.009942999275
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
180000.00000000
PA
USD
182421.00000000
0.014540739705
Long
DBT
US
N
2
2029-09-15
Fixed
4.88000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes 2019-SFR1 Trust
89612LAA4
1537000.00000000
PA
USD
1585823.57000000
0.126405664648
Long
ABS-O
CORP
US
N
2
2038-03-17
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
1970000.00000000
PA
USD
2160145.35000000
0.172184733453
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBC4
460000.00000000
PA
USD
518580.25000000
0.041335923122
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7TQ8
217987.12000000
PA
USD
230975.20000000
0.018410984819
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688MAA3
750000.00000000
PA
USD
750627.75000000
0.059832380749
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
1.32000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
55000.00000000
PA
USD
57705.45000000
0.004599689334
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
969000.00000000
PA
USD
1076537.62000000
0.085810588232
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.19000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
427000.00000000
PA
USD
445685.68000000
0.035525512213
Long
DBT
CORP
NO
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
450000.00000000
PA
USD
509675.77000000
0.040626148886
Long
DBT
CORP
NL
N
2
2025-09-14
Fixed
4.63000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900LA1TLPGMVIGC76
Wellfleet CLO 2018-3 Ltd
94951DAA1
500000.00000000
PA
USD
500268.00000000
0.039876257509
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
1.47000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-NQM1 LLC
36166PAA6
218428.51000000
PA
USD
219420.59000000
0.017489969276
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
2.99000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAB9
375000.00000000
PA
USD
398296.88000000
0.031748160890
Long
DBT
US
N
2
2028-10-01
Fixed
5.88000000
N
N
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UBW5
869000.00000000
PA
USD
835023.32000000
0.066559533959
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Fixed
1.93000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABC3
1000000.00000000
PA
USD
1000307.00000000
0.079734261477
Long
ABS-CBDO
CORP
KY
N
2
2029-05-21
Variable
1.22000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
330000.00000000
PA
USD
348656.84000000
0.027791363697
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
71612.82000000
PA
USD
74327.98000000
0.005924667719
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31415PM96
385022.39000000
PA
USD
451013.30000000
0.035950175688
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAZ9
436000.00000000
PA
USD
479384.16000000
0.038211610997
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.30000000
N
N
N
N
N
N
CSMC SER
N/A
CSMC SER 04/38 1
12656RAA0
512906.78000000
PA
USD
512906.78000000
0.040883692016
Long
ABS-MBS
CORP
US
N
2
2038-04-28
Variable
1.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
565000.00000000
PA
USD
606103.75000000
0.048312402977
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
97000.00000000
PA
USD
104727.02000000
0.008347768831
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAF0
996000.00000000
PA
USD
1113419.20000000
0.088750411250
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
1441000.00000000
PA
USD
1608319.24000000
0.128198789792
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
5145000.00000000
PA
USD
6425120.20000000
0.512144985540
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
781000.00000000
PA
USD
861118.60000000
0.068639583263
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
OP SERVICIOS MEGA
4469000001BP4DCM0P31
Operadora de Servicios Mega SA de CV Sofom ER
68373NAA3
200000.00000000
PA
USD
202166.00000000
0.016114609520
Long
DBT
CORP
MX
N
2
2025-02-11
Fixed
8.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
550000.00000000
PA
USD
580624.00000000
0.046281417440
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AV2
375000.00000000
PA
USD
362771.25000000
0.028916420362
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAG3
329392.50000000
PA
USD
342778.32000000
0.027322788099
Long
ABS-O
CORP
US
N
2
2050-01-20
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQA3
971713.69000000
PA
USD
1012604.59000000
0.080714499800
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
200000.00000000
PA
USD
199000.00000000
0.015862248323
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLN4
244748.92000000
PA
USD
271214.00000000
0.021618411140
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZG2
179852.30000000
PA
USD
189997.15000000
0.015144633035
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
852778.41000000
PA
USD
858945.70000000
0.068466381859
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
150000.00000000
PA
USD
157444.46000000
0.012549864933
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KD2
120000.00000000
PA
USD
120271.82000000
0.009586841583
Long
DBT
CORP
US
N
2
2021-05-15
Variable
4.67000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YF5
359000.00000000
PA
USD
514254.90000000
0.040991150379
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.64000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAD2
358000.00000000
PA
USD
354302.04000000
0.028241341407
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline Inc
92047WAD3
125000.00000000
PA
USD
127687.50000000
0.010177943883
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
509000.00000000
PA
USD
738894.30000000
0.058897109907
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CF9
122000.00000000
PA
USD
119230.60000000
0.009503846155
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.38000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AM3
500000.00000000
PA
USD
500465.25000000
0.039891980265
Long
DBT
CORP
GG
N
2
2021-04-16
Fixed
3.45000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAC6
547000.00000000
PA
USD
564486.55000000
0.044995104681
Long
ABS-O
CORP
US
N
2
2044-10-25
Fixed
3.08000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AD2
367000.00000000
PA
USD
352130.00000000
0.028068208554
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
1.30000000
N
N
N
N
N
N
BAE SYSTEMS FINANCE INC
N/A
BAE Systems Finance Inc
11041RAL2
942000.00000000
PA
USD
1230459.02000000
0.098079630791
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9NN7
816935.73000000
PA
USD
868226.07000000
0.069206118208
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBH3
12497000.00000000
PA
USD
12181645.95000000
0.970996447493
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.38000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAM9
56000.00000000
PA
USD
60130.00000000
0.004792949707
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAH5
162000.00000000
PA
USD
183169.35000000
0.014600390527
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Cydsa SAB de CV
4469000001BNTACN9916
Cydsa SAB de CV
232553AA5
220000.00000000
PA
USD
231072.60000000
0.018418748552
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
6.25000000
N
N
N
N
N
N
LEHMAN BROTHERS HOLDINGS
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings Inc
5249087M6
270000.00000000
PA
USD
94.50000000
0.000007532575
Long
DBT
CORP
US
N
2
2017-12-28
None
0.00000000
Y
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
470000.00000000
PA
USD
555793.72000000
0.044302201022
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
385000.00000000
PA
USD
412912.50000000
0.032913168899
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
175000.00000000
PA
USD
206364.09000000
0.016449238395
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BS8
1751050.09000000
PA
USD
2191296.21000000
0.174667761979
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2BE1
31985.03000000
PA
USD
34078.00000000
0.002716350243
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
3.00000000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAN7
32000.00000000
PA
USD
33593.60000000
0.002677738820
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
Venture CDO Ltd
549300KIDQKDB48YU144
Venture XIX CLO Ltd
92330EAP2
500000.00000000
PA
USD
500261.50000000
0.039875739396
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Floating
1.50000000
N
N
N
N
N
N
WR GRACE & CO-CONN
549300GJVOEHHLSO6K25
WR Grace & Co-Conn
383909AG3
124000.00000000
PA
USD
128519.80000000
0.010244286342
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
2108000.00000000
PA
USD
2000546.60000000
0.159463150515
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815LAA5
61000.00000000
PA
USD
60211.58000000
0.004799452431
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MFCN6
162795.39000000
PA
USD
167560.22000000
0.013356190044
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.00000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
76174LAA1
299000.00000000
PA
USD
293393.75000000
0.023386354367
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
ADVANTAGE SALES & MARKET
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00775PAA5
436000.00000000
PA
USD
454257.50000000
0.036208770190
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
349000.00000000
PA
USD
359363.56000000
0.028644794106
Long
DBT
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
583000.00000000
PA
USD
601827.48000000
0.047971542391
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ66
220590.70000000
PA
USD
244903.47000000
0.019521204303
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.00000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
200000.00000000
PA
USD
216610.00000000
0.017265937735
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AL0
283000.00000000
PA
USD
392739.56000000
0.031305188076
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
356000.00000000
PA
USD
341689.22000000
0.027235976166
Long
DBT
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
381000.00000000
PA
USD
417919.28000000
0.033312258284
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCC4
312625.54000000
PA
USD
340502.57000000
0.027141388543
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.50000000
N
N
N
N
N
N
York CLO Ltd
5493009C48K5WG4EX118
York CLO-2 Ltd
98625TAJ4
1000000.00000000
PA
USD
1000730.00000000
0.079767978718
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Floating
1.37000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25152R5F6
375000.00000000
PA
USD
376050.30000000
0.029974890657
Long
DBT
CORP
DE
N
2
2021-05-12
Fixed
3.38000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
111811.78000000
PA
USD
113773.85000000
0.009068889756
Long
ABS-O
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MasTec Inc
576323AP4
164000.00000000
PA
USD
170355.00000000
0.013578961372
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAA3
200000.00000000
PA
USD
212620.00000000
0.016947895671
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.88000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AW3
617000.00000000
PA
USD
623704.24000000
0.049715334349
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.70000000
N
N
N
N
N
N
AMER AIRLINE 19-1A PTT
N/A
American Airlines 2019-1 Class A Pass Through Trust
02378MAA9
369831.21000000
PA
USD
347188.18000000
0.027674297116
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.50000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
344080.00000000
PA
USD
347216.08000000
0.027676521019
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.32000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBF5
435000.00000000
PA
USD
448686.29000000
0.035764690208
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
416000.00000000
PA
USD
451203.75000000
0.035965356417
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
42000.00000000
PA
USD
43680.84000000
0.003481790608
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
380000.00000000
PA
USD
407443.60000000
0.032477244025
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU67
461965.55000000
PA
USD
467908.32000000
0.037296874193
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
2.00000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHQ0
453000.00000000
PA
USD
450975.45000000
0.035947158672
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
268000.00000000
PA
USD
362987.40000000
0.028933649634
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
930000.00000000
PA
USD
989386.91000000
0.078863823390
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
179000.00000000
PA
USD
180781.05000000
0.014410019634
Long
DBT
US
N
2
2030-08-15
Fixed
4.13000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138EKKN4
614504.60000000
PA
USD
668085.20000000
0.053252931376
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
MACY'S INC
529900NZQ81TIOW3CW52
Macy's Inc
55616PAA2
106000.00000000
PA
USD
117516.90000000
0.009367247487
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.38000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDK4
1780000.00000000
PA
USD
1792945.25000000
0.142915290384
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.88000000
N
N
N
N
N
N
Arbor Multifamily Mortgage Securities Trust
N/A
Arbor Multifamily Mortgage Securities Trust 2020-MF1
03881BAC7
1800000.00000000
PA
USD
1823753.16000000
0.145370982438
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Fixed
2.50000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
44000.00000000
PA
USD
44440.88000000
0.003542373237
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
212818.47000000
PA
USD
212486.24000000
0.016937233689
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
122000.00000000
PA
USD
117924.35000000
0.009399725241
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
140000.00000000
PA
USD
140122.50000000
0.011169135129
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
227000.00000000
PA
USD
260962.99000000
0.020801305279
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AV3
605000.00000000
PA
USD
670963.54000000
0.053482363254
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAE0
191000.00000000
PA
USD
202044.58000000
0.016104931157
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Israel Electric Corp Ltd
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
46507MAE2
200000.00000000
PA
USD
225500.00000000
0.017974557773
Long
DBT
CORP
IL
N
2
2023-06-21
Fixed
6.88000000
N
N
N
N
N
N
AIR CANADA 2013-1A PTT
4B4HI3CGXMBDC0G6BM51
Air Canada 2013-1 Class A Pass Through Trust
009089AA1
117906.72000000
PA
USD
116998.57000000
0.009325931511
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
4.13000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BK9
577000.00000000
PA
USD
636641.66000000
0.050746573387
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140X4DF0
412430.76000000
PA
USD
436492.30000000
0.034792709819
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHQ63
900000.00000000
PA
USD
1054177.47000000
0.084028265359
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
3.99000000
N
N
N
N
N
N
ESH Hospitality Inc
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAA2
450000.00000000
PA
USD
459663.75000000
0.036639701245
Long
DBT
US
N
2
2025-05-01
Fixed
5.25000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
265000.00000000
PA
USD
271884.90000000
0.021671888438
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
1283639.54000000
PA
USD
1294607.72000000
0.103192910233
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
143000.00000000
PA
USD
144563.71000000
0.011523143048
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CWN9
641078.53000000
PA
USD
668852.87000000
0.053314122191
Long
ABS-O
USGA
US
N
2
2034-09-01
Fixed
2.92000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAP4
150000.00000000
PA
USD
157819.80000000
0.012579783206
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AG1
274000.00000000
PA
USD
288608.31000000
0.023004907947
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN21 XCBT 20210621
000000000
23.00000000
NC
USD
-57487.93000000
-0.00458235086
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USM1 Comdty
2021-06-21
3613144.18000000
USD
-57487.93000000
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-2
35563PQP7
223309.20000000
PA
USD
228808.95000000
0.018238313485
Long
ABS-MBS
USGSE
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
2019000.00000000
PA
USD
2181347.79000000
0.173874775505
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABL6
2204000.00000000
PA
USD
2431400.12000000
0.193806394361
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.81000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAA9
146523.85000000
PA
USD
147205.54000000
0.011733722764
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38000000
N
N
N
N
N
N
BRIGHTSTAR ESCROW CORP
N/A
Brightstar Escrow Corp
10947XAA0
115000.00000000
PA
USD
125062.50000000
0.009968705683
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
9.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
333000.00000000
PA
USD
351337.30000000
0.028005022603
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
868000.00000000
PA
USD
895109.25000000
0.071348970856
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
126000.00000000
PA
USD
127207.70000000
0.010139699126
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
521000.00000000
PA
USD
527343.18000000
0.042034414437
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
296000.00000000
PA
USD
282055.44000000
0.022482580052
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
451000.00000000
PA
USD
498941.30000000
0.039770506530
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138EKVJ1
735620.41000000
PA
USD
799557.45000000
0.063732556889
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2018-1
042856AA2
318940.73000000
PA
USD
320696.88000000
0.025562681141
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Variable
3.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JATG3
279557.12000000
PA
USD
293931.13000000
0.023429188814
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138A53N0
760524.97000000
PA
USD
837200.07000000
0.066733042246
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
285694.77000000
PA
USD
305788.02000000
0.024374299033
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-6
89176LAA2
338398.23000000
PA
USD
351849.26000000
0.028045830827
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834FB9
2310000.00000000
PA
USD
1456880.39000000
0.116127630775
Long
DBT
UST
US
N
2
2040-02-15
None
0.00000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
135000.00000000
PA
USD
139360.50000000
0.011108396268
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
128000.00000000
PA
USD
149058.62000000
0.011881431383
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
209000.00000000
PA
USD
241098.79000000
0.019217934058
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KG6M5
2468074.61000000
PA
USD
2603686.10000000
0.207539273745
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
505000.00000000
PA
USD
514224.51000000
0.040988727998
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NH92
69406.36000000
PA
USD
73878.44000000
0.005888834980
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.00000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
720158.85000000
PA
USD
799891.38000000
0.063759174379
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.88000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAZ4
350000.00000000
PA
USD
357315.00000000
0.028481503818
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
12233.04000000
0.000975093056
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
303357.00000000
EUR
368768.35000000
USD
2021-04-06
12233.04000000
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
2895000.00000000
PA
USD
2691634.59000000
0.214549629464
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
1207000.00000000
PA
USD
1391308.15000000
0.110900881257
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
400000.00000000
PA
USD
429180.00000000
0.034209847917
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
1267000.00000000
PA
USD
439953.08000000
0.035068567868
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
0.13000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
1312000.00000000
PA
USD
1769980.68000000
0.141084789318
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.13000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-4
89179JAA4
362021.55000000
PA
USD
367989.51000000
0.029332366774
Long
ABS-O
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
200000.00000000
PA
USD
218234.00000000
0.017395386435
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
2860000.00000000
PA
USD
2327939.44000000
0.185559565226
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAD0
1320000.00000000
PA
USD
1408766.65000000
0.112292494635
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.90000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AK1
479000.00000000
PA
USD
487047.20000000
0.038822430310
Long
DBT
CORP
US
N
2
2021-08-01
Fixed
6.75000000
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140HMN59
563433.37000000
PA
USD
615470.59000000
0.049059031831
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
SWITCH LTD
N/A
Switch Ltd
87105NAA8
68000.00000000
PA
USD
67088.46000000
0.005347607096
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5WX7
1091321.50000000
PA
USD
1152715.78000000
0.091882733412
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
245000.00000000
PA
USD
263068.75000000
0.020969154968
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.88000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
500000.00000000
PA
USD
539472.83000000
0.043001266298
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.13000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2020-INV1
12560AAB0
1035421.02000000
PA
USD
1045059.55000000
0.083301477865
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9UW3
2479902.89000000
PA
USD
2715006.41000000
0.216412592342
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2020-1
59166CAE9
880005.46000000
PA
USD
888722.79000000
0.070839907467
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
2.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
643000.00000000
PA
USD
659698.71000000
0.052584446014
Long
DBT
CORP
GB
N
2
2021-08-15
Fixed
8.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FEH5
209602.48000000
PA
USD
235164.55000000
0.018744917030
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
4.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
943000.00000000
PA
USD
925515.99000000
0.073772685733
Long
DBT
CORP
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
450000.00000000
PA
USD
494025.75000000
0.039378689069
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAB8
174000.00000000
PA
USD
173317.05000000
0.013815065758
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.13000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CWE9
850969.26000000
PA
USD
894023.45000000
0.071262421965
Long
ABS-O
USGA
US
N
2
2034-04-01
Fixed
3.11000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
New Residential Mortgage LLC 2018-FNT2
64829TAH4
92257.70000000
PA
USD
92412.49000000
0.007366180224
Long
ABS-O
CORP
US
N
2
2054-07-25
Fixed
3.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBHE1
108729.43000000
PA
USD
118365.85000000
0.009434917114
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
150000.00000000
PA
USD
154373.28000000
0.012305061818
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
492000.00000000
PA
USD
536605.43000000
0.042772706444
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
CENTURY COMMUNITIES
5299002QMB2O7ZL1CA26
Century Communities Inc
156504AL6
240000.00000000
PA
USD
255802.80000000
0.020389987615
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
1200000.00000000
PA
USD
1209345.40000000
0.096396668562
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABJ3
179000.00000000
PA
USD
175237.42000000
0.013968138048
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
130000.00000000
PA
USD
151760.05000000
0.012096761802
Long
DBT
CORP
AU
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
375878.61000000
PA
USD
400118.75000000
0.031893381766
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
78009PEH0
210000.00000000
PA
USD
242878.66000000
0.019359807122
Long
DBT
CORP
GB
N
2
2030-01-27
Fixed
5.08000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
95000.00000000
PA
USD
116583.75000000
0.009292866296
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust 2020-2
63942HAA9
360041.60000000
PA
USD
352446.02000000
0.028093398442
Long
ABS-O
CORP
US
N
2
2069-08-26
Fixed
1.32000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
258000.00000000
PA
USD
291963.01000000
0.023272310381
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
717000.00000000
PA
USD
757196.17000000
0.060355948132
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKSJ6
200000.00000000
PA
USD
229784.02000000
0.018316036110
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Variable
3.92000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV4J1
6715.73000000
PA
USD
7087.53000000
0.000564945531
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
124000.00000000
PA
USD
122605.00000000
0.009772818873
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
118000.00000000
PA
USD
111952.50000000
0.008923710328
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAF5
500000.00000000
PA
USD
506980.10000000
0.040411277595
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.46000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-CLS
61691LAL3
212000.00000000
PA
USD
212212.93000000
0.016915448206
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.51000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PNP0
1384212.30000000
PA
USD
1439941.79000000
0.114777458516
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Fixed
2.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-285M
63874FAJ6
95000.00000000
PA
USD
96494.94000000
0.007691591458
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
3.79000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
630000.00000000
PA
USD
717280.20000000
0.057174254523
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
235000.00000000
PA
USD
237937.50000000
0.018965948294
Long
DBT
CORP
CH
N
2
2027-02-11
Fixed
5.25000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
500000.00000000
PA
USD
568548.12000000
0.045318851575
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
1135000.00000000
PA
USD
1164430.45000000
0.092816507304
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022648
2500000.00000000
PA
USD
2577880.88000000
0.205482345063
Long
ABS-MBS
USGA
US
N
2
2051-04-21
Fixed
2.50000000
N
N
N
N
N
N
CONTL AIRLINES 2007-1
N/A
Continental Airlines 2007-1 Class A Pass Through Trust
21079NAA9
798915.34000000
PA
USD
815703.02000000
0.065019516892
Long
DBT
CORP
US
N
2
2022-04-19
Fixed
5.98000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
160000.00000000
PA
USD
169620.42000000
0.013520408154
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
5.13000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
239000.00000000
PA
USD
260414.95000000
0.020757621126
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAQ2
300000.00000000
PA
USD
314062.50000000
0.025033856101
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
DRB Prime Student Loan Trust
N/A
Laurel Road Prime Student Loan Trust 2017-C
518889AC4
162410.12000000
PA
USD
165040.25000000
0.013155323763
Long
ABS-O
CORP
US
N
2
2042-11-25
Fixed
2.81000000
N
N
N
N
N
N
US CONCRETE INC
549300J94Q38BL8BMH45
US Concrete Inc
90333LAT9
108000.00000000
PA
USD
111442.50000000
0.008883058335
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.13000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
651000.00000000
PA
USD
697646.48000000
0.055609254813
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZU0
915000.00000000
PA
USD
934727.40000000
0.074506925295
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35000000
N
N
N
N
N
N
UNITED AIR 2016-1 B PTT
N/A
United Airlines 2016-1 Class B Pass Through Trust
90933HAA3
370041.67000000
PA
USD
366181.73000000
0.029188269009
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.65000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
435000.00000000
PA
USD
423788.45000000
0.033780088596
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
GRAHAM PACKAGING/GPC CAP
N/A
Graham Packaging Co Inc
384701AA6
20000.00000000
PA
USD
21312.50000000
0.001698814911
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.13000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CD4
495000.00000000
PA
USD
527941.76000000
0.042082127123
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0V34
315000.00000000
PA
USD
334667.93000000
0.026676310611
Long
DBT
USGSE
US
N
2
2024-02-05
Fixed
2.50000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2019-A
98163BAE2
200000.00000000
PA
USD
206362.36000000
0.016449100497
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GUSM7
761080.77000000
PA
USD
844569.10000000
0.067320426084
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-HY3
89177XAA5
65239.93000000
PA
USD
65879.65000000
0.005251253104
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
1.11000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAZ6
353000.00000000
PA
USD
372108.73000000
0.029660708938
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
555000.00000000
PA
USD
556173.83000000
0.044332499510
Long
DBT
CORP
US
N
2
2021-05-01
Variable
4.01000000
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AN2
950000.00000000
PA
USD
1269414.32000000
0.101184749596
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAF4
600000.00000000
PA
USD
604954.50000000
0.048220796500
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
945000.00000000
PA
USD
1030536.64000000
0.082143859750
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AX4
350000.00000000
PA
USD
387007.25000000
0.030848266847
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
6.75000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
323000.00000000
PA
USD
306647.78000000
0.024442830323
Long
DBT
CORP
IN
N
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAG7
175000.00000000
PA
USD
189000.00000000
0.015065150418
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.63000000
N
N
N
N
N
N
Jack in the Box Funding, LLC
N/A
Jack In The Box Funding LLC
466365AA1
241177.50000000
PA
USD
248302.37000000
0.019792129911
Long
ABS-O
CORP
US
N
2
2049-08-25
Fixed
3.98000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-4
89178BAA2
271421.65000000
PA
USD
283953.13000000
0.022633844524
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.90000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAW0
1143000.00000000
PA
USD
1136220.87000000
0.090567927590
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
1.66000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
193000.00000000
PA
USD
205409.90000000
0.016373180110
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBE8
692000.00000000
PA
USD
720098.66000000
0.057398913379
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
451000.00000000
PA
USD
441337.64000000
0.035178930855
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAR8
77000.00000000
PA
USD
76855.63000000
0.006126146171
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B8A8XD8S0 IRS USD R V 12MFEDL B8A8XD8S0_FLO CCPOIS / Short: B8A8XD8S0 IRS USD P F .36150 B8A8XD8S0_FIX CCPOIS
000000000
7880000.00000000
OU
Notional Amount
USD
171202.38000000
0.013646505855
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-02
92166.94000000
USD
0.00000000
USD
7880000.00000000
USD
79035.44000000
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2019-AFC1 Trust
12596XAA0
219377.40000000
PA
USD
222750.92000000
0.017755429182
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.57000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAH3
440000.00000000
PA
USD
509320.28000000
0.040597812852
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd
07877GAA7
67285.97000000
PA
USD
67320.90000000
0.005366134840
Long
ABS-MBS
CORP
BM
Y
2
2029-07-25
Floating
1.21000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
1494000.00000000
PA
USD
1647464.79000000
0.131319073385
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PXTU0
111463.11000000
PA
USD
118994.73000000
0.009485045007
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.50000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAE7
250000.00000000
PA
USD
265890.32000000
0.021194061722
Long
DBT
CORP
FR
N
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services Inc
404030AJ7
262000.00000000
PA
USD
255122.50000000
0.020335761045
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.88000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
50000.00000000
PA
USD
51584.50000000
0.004111789691
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVS9
2159639.91000000
PA
USD
2252490.17000000
0.179545519715
Long
ABS-O
USGA
US
N
2
2033-08-01
Fixed
3.16000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
328000.00000000
PA
USD
327865.52000000
0.026134091934
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
553167.41000000
PA
USD
620643.97000000
0.049471400868
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXA6
715000.00000000
PA
USD
729090.22000000
0.058115628744
Long
DBT
MUN
US
N
2
2049-09-01
Floating
2.37000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304BA4
415000.00000000
PA
USD
408234.23000000
0.032540264977
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.05000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
712000.00000000
PA
USD
671203.29000000
0.053501473676
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
621000.00000000
PA
USD
714538.13000000
0.056955684697
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
Carlyle Global Market Strategies Euro
635400AWOJYIRR64GJ58
Carlyle Euro CLO 2017-2 DAC
000000000
2500000.00000000
PA
2938248.59000000
0.234207179756
Long
ABS-CBDO
CORP
IE
N
2
2030-08-15
Floating
0.63000000
N
N
N
N
N
N
UMBS
N/A
UMBS
3132AEKM7
1431139.35000000
PA
USD
1504885.79000000
0.119954131155
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
163000.00000000
PA
USD
164946.16000000
0.013147823869
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Irvine Core Office Trust
N/A
Irvine Core Office Trust 2013-IRV
46361TAC6
215000.00000000
PA
USD
225581.53000000
0.017981056513
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.17000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGD0
1200000.00000000
PA
USD
1264156.68000000
0.100765664212
Long
ABS-O
CORP
US
N
2
2025-03-15
Fixed
3.17000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140HED58
756492.41000000
PA
USD
830392.79000000
0.066190435383
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAA7
55000.00000000
PA
USD
56162.98000000
0.004476739373
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.63000000
N
N
N
N
N
N
JW ALUMINUM CONT CAST CO
5493008HJ8BWQC8XAF08
JW Aluminum Continuous Cast Co
46648XAA6
107000.00000000
PA
USD
113533.42000000
0.009049725131
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
10.25000000
N
N
N
N
N
N
FS LUXEMBOURG SARL
222100EKR3JUJPGGOY81
FS Luxembourg Sarl
30315XAB0
321000.00000000
PA
USD
354038.93000000
0.028220368964
Long
DBT
CORP
LU
N
2
2025-12-15
Fixed
10.00000000
N
N
N
N
N
MATCH GROUP HLD II LLC
N/A
Match Group Holdings II LLC
57665RAL0
162000.00000000
PA
USD
162733.86000000
0.012971481899
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XUSA4
312564.79000000
PA
USD
336830.99000000
0.026848727670
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WF4C0
761480.75000000
PA
USD
801790.43000000
0.063910547257
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-RPL9 Trust
12654PAE8
366209.04000000
PA
USD
390164.60000000
0.031099938554
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AM7
536000.00000000
PA
USD
551269.69000000
0.043941591538
Long
DBT
CORP
FR
N
2
2030-01-14
Fixed
3.25000000
N
N
N
N
N
N
UNITED AIR 2014-2 B PTT
N/A
United Airlines 2014-2 Class B Pass Through Trust
90932QAB2
90140.25000000
PA
USD
92126.04000000
0.007343347354
Long
DBT
CORP
US
N
2
2022-09-03
Fixed
4.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
755000.00000000
PA
USD
819416.55000000
0.065315521591
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KAL61
847121.39000000
PA
USD
888523.88000000
0.070824052392
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAC9
116000.00000000
PA
USD
119770.00000000
0.009546841616
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.00000000
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GCR8
1053000.00000000
PA
USD
1067692.94000000
0.085105580642
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2019-4 LLC
36167WAA0
682132.65000000
PA
USD
693376.24000000
0.055268874877
Long
ABS-MBS
CORP
US
N
2
2049-11-26
Variable
3.23000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AN6
230000.00000000
PA
USD
252218.33000000
0.020104270262
Long
DBT
CORP
US
N
2
2024-07-02
Fixed
4.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-4
89175TAA6
336478.54000000
PA
USD
351485.11000000
0.028016804507
Long
ABS-MBS
CORP
US
N
2
2058-06-25
Variable
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-AFC1 Trust
12597MAA3
344942.78000000
PA
USD
350459.62000000
0.027935062914
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.24000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
582000.00000000
PA
USD
606617.94000000
0.048353388954
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834DU9
360000.00000000
PA
USD
235753.86000000
0.018791890807
Long
DBT
UST
US
N
2
2038-11-15
None
0.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31417DZZ9
192617.71000000
PA
USD
199551.10000000
0.015906176389
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
225000.00000000
PA
USD
252984.38000000
0.020165331947
Long
DBT
CORP
FR
N
2
2024-01-23
Fixed
7.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132L8EV5
278701.42000000
PA
USD
295325.95000000
0.023540369624
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36177RFJ5
892051.81000000
PA
USD
969548.61000000
0.077282516652
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.00000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGH1
2564000.00000000
PA
USD
2608929.74000000
0.207957243191
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
3.52000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
150000.00000000
PA
USD
159656.25000000
0.012726166250
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.13000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
312000.00000000
PA
USD
317740.80000000
0.025327052624
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBA9
50000.00000000
PA
USD
50650.30000000
0.004037324805
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
175000.00000000
PA
USD
176513.75000000
0.014069874045
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAE1
420000.00000000
PA
USD
421096.20000000
0.033565489912
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1 Mortgage Loan Trust
12597KAA7
81309.18000000
PA
USD
82142.40000000
0.006547553501
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.49000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AM5
1000000.00000000
PA
USD
1083828.07000000
0.086391708475
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.70000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2021-C9
05493EAY8
1273000.00000000
PA
USD
1260479.28000000
0.100472539428
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Fixed
2.30000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BP7
1279000.00000000
PA
USD
1356513.80000000
0.108127430905
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
166000.00000000
PA
USD
177964.45000000
0.014185509038
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
135000.00000000
PA
USD
140167.80000000
0.011172745982
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
BRITISH AIR 20-1 B PPT
N/A
British Airways 2020-1 Class B Pass Through Trust
11042WAA4
148470.90000000
PA
USD
169307.08000000
0.013495431889
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
8.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJY95
102466.91000000
PA
USD
113590.15000000
0.009054247067
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRY8
3605000.00000000
PA
USD
3981456.74000000
0.317361082915
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
1100000.00000000
PA
USD
1183263.24000000
0.094317665051
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKSH0
913000.00000000
PA
USD
1048712.34000000
0.083592640991
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
3.86000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1085000.00000000
PA
USD
1121289.28000000
0.089377733679
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.19000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAA5
476000.00000000
PA
USD
477482.79000000
0.038060053192
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.04000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAZ4
301000.00000000
PA
USD
323445.87000000
0.025781802559
Long
DBT
NUSS
QA
N
2
2024-03-14
Fixed
3.38000000
N
N
N
N
N
N
Natixis Commercial Mortgage Securities
N/A
Natixis Commercial Mortgage Securities Trust 2018-ALXA
63874GAG0
165000.00000000
PA
USD
170051.84000000
0.013554796552
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Variable
4.32000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
126000.00000000
PA
USD
141658.48000000
0.011291567773
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
400000.00000000
PA
USD
460106.40000000
0.036674984784
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
64829TAA9
148061.12000000
PA
USD
148580.59000000
0.011843327711
Long
ABS-O
CORP
US
N
2
2023-05-25
Fixed
3.61000000
N
N
N
N
N
N
DataBank Issuer LLC
N/A
DataBank Issuer
23802WAA9
136000.00000000
PA
USD
135188.64000000
0.010775858182
Long
ABS-O
CORP
US
N
2
2051-02-27
Fixed
2.06000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834EP9
255000.00000000
PA
USD
163578.84000000
0.013038835078
Long
DBT
UST
US
N
2
2039-08-15
None
0.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31419AQX8
226721.94000000
PA
USD
270260.85000000
0.021542435753
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
6.00000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
153000.00000000
PA
USD
161996.40000000
0.012912699117
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
270000.00000000
PA
USD
254812.50000000
0.020311051010
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.38000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B15 Mortgage Trust
08160KAD6
1350000.00000000
PA
USD
1381700.16000000
0.110135030386
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4MQ6
467058.73000000
PA
USD
520556.05000000
0.041493413726
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
825000.00000000
PA
USD
944786.58000000
0.075308740426
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S8A8UMPA3 IRS USD R F 2.20500 B8A8UMPA3_FIX CCPINFLATIONZERO / Short: S8A8UMPA3 IRS USD P V 12MUSCPI B8A8UMPA3_FLO CCPINFLATIONZERO
000000000
920000.00000000
OU
Notional Amount
USD
-18095.89000000
-0.00144241960
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-12
105.61000000
USD
0.00000000
USD
920000.00000000
USD
-18201.50000000
N
N
N
BRE Grand Islander Timeshare Issuer
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
90623.13000000
PA
USD
95000.44000000
0.007572465176
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
400000.00000000
PA
USD
407100.00000000
0.032449855741
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
180000.00000000
PA
USD
186815.06000000
0.014890989308
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-PR1
52475MAB4
805284.25000000
PA
USD
847582.61000000
0.067560632335
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.86000000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
146000.00000000
PA
USD
158994.00000000
0.012673378442
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAC0
140000.00000000
PA
USD
151181.88000000
0.012050675993
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
1542000.00000000
PA
USD
1618699.05000000
0.129026162274
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AT7
436000.00000000
PA
USD
448452.16000000
0.035746027755
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8SZ1
74999.79000000
PA
USD
80262.28000000
0.006397689529
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137AYCF6
24538743.38000000
PA
USD
230489.96000000
0.018372306440
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Variable
0.79000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAK7
20000.00000000
PA
USD
28304.60000000
0.002256153738
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BP7
1365000.00000000
PA
USD
1330202.00000000
0.106030122838
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
2.20000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366R7
327000.00000000
PA
USD
344996.18000000
0.027499573255
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
4.08000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAT6
399000.00000000
PA
USD
429630.65000000
0.034245769134
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
Telos CLO Ltd
25490083G97ZZN6SR263
Telos Clo 2013-3 Ltd
87969DAL1
166777.67000000
PA
USD
167008.29000000
0.013312195819
Long
ABS-CBDO
CORP
KY
N
2
2026-07-17
Floating
1.52000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541QY30
133516.83000000
PA
USD
133766.80000000
0.010662523613
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Floating
1.19000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BQ6
840000.00000000
PA
USD
792991.42000000
0.063209180013
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.70000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
Sensata Technologies Inc
81728UAB0
115000.00000000
PA
USD
113526.85000000
0.009049201437
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
TOTAL PLAY TELECOM
4469000001BSAPAMOQ06
Total Play Telecomunicaciones SA de CV
89157FAA8
383000.00000000
PA
USD
383383.00000000
0.030559378638
Long
DBT
CORP
MX
N
2
2025-11-12
Fixed
7.50000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
50000.00000000
PA
USD
48906.25000000
0.003898306945
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.38000000
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
495000.00000000
PA
USD
457729.15000000
0.036485494685
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.88000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
34000.00000000
PA
USD
49082.79000000
0.003912378911
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735GAA6
428000.00000000
PA
USD
420792.48000000
0.033541280454
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138LUR72
117856.93000000
PA
USD
129967.96000000
0.010359718872
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DV6
212000.00000000
PA
USD
260052.53000000
0.020728732703
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132HPFB5
701995.28000000
PA
USD
762897.35000000
0.060810387996
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
815000.00000000
PA
USD
893645.47000000
0.071232293259
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
259000.00000000
PA
USD
279839.14000000
0.022305919243
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
Verizon Owner Trust
549300P0XXSIS1ESEJ26
Verizon Owner Trust 2019-B
92349GAA9
3462000.00000000
PA
USD
3515077.31000000
0.280186076223
Long
ABS-O
CORP
US
N
2
2023-12-20
Fixed
2.33000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
16420000.00000000
PA
USD
13318159.38000000
1.061587694981
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE27 Mortgage Trust
12635QBG4
862000.00000000
PA
USD
943698.89000000
0.075222040884
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.61000000
N
N
N
N
N
N
AIR CANADA 2015-1A PTT
N/A
Air Canada 2015-1 Class A Pass Through Trust
009090AA9
690361.15000000
PA
USD
692385.43000000
0.055189897620
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
69000.00000000
PA
USD
71798.64000000
0.005723054557
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
5000.00000000
PA
USD
5587.78000000
0.000445400773
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.97000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BX7
643000.00000000
PA
USD
657592.66000000
0.052416573210
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
2.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
333000.00000000
PA
USD
361898.06000000
0.028846818570
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
62000.00000000
PA
USD
70636.60000000
0.005630428592
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYY0
496743.15000000
PA
USD
525533.16000000
0.041890138122
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
954000.00000000
PA
USD
1006773.19000000
0.080249680128
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AF6
1300000.00000000
PA
USD
1487727.10000000
0.118586415568
Long
DBT
CORP
BM
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
75000.00000000
PA
USD
70406.25000000
0.005612067442
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
Pikes Peak CLO
2549002NRPBIF0UZPU88
Pikes Peak Clo 4
72132WAA7
1250000.00000000
PA
USD
1251392.50000000
0.099748234098
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
1.61000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABJ5
1668000.00000000
PA
USD
1828670.60000000
0.145762950550
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
5.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAP2
85000.00000000
PA
USD
112900.78000000
0.008999297529
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
669000.00000000
PA
USD
610871.21000000
0.048692416215
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAA3
132220.87000000
PA
USD
134807.43000000
0.010745472012
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
2.96000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138YVER6
215069.98000000
PA
USD
231289.75000000
0.018436057533
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AF3
92000.00000000
PA
USD
96699.82000000
0.007707922400
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AC4
480000.00000000
PA
USD
478404.00000000
0.038133482648
Long
DBT
CORP
MX
N
2
2051-01-15
Fixed
4.75000000
N
N
N
N
N
N
AMER AIRLN 15-1 A PTT
N/A
American Airlines 2015-1 Class A Pass Through Trust
023770AA8
730574.87000000
PA
USD
711428.62000000
0.056707826306
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.38000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31417GM94
168799.66000000
PA
USD
187022.42000000
0.014907517930
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
4.00000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
146000.00000000
PA
USD
143437.18000000
0.011433347578
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930014PVHLSZJQK139
Anchorage Capital CLO 7 Ltd
03328TBA2
3500000.00000000
PA
USD
3504396.00000000
0.279334671240
Long
ABS-CBDO
CORP
KY
N
2
2031-01-28
Floating
1.31000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAV2
1062000.00000000
PA
USD
1022280.35000000
0.081485752604
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
2.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBJ1
4388808.00000000
PA
USD
4506060.10000000
0.359177106874
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
320000.00000000
PA
USD
330480.00000000
0.026342491588
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.63000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE 2017-A VOI Mortgage LLC
918288AA9
104835.07000000
PA
USD
106928.90000000
0.008523280225
Long
ABS-O
CORP
US
N
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
299736.47000000
PA
USD
308822.05000000
0.024616140929
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-3
46592KAC6
1980349.52000000
PA
USD
2007584.47000000
0.160024137658
Long
ABS-MBS
CORP
US
N
2
2051-07-01
Variable
2.50000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C5
46590TAD7
1292656.82000000
PA
USD
1380352.34000000
0.110027595936
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.41000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AG5
449000.00000000
PA
USD
401554.66000000
0.032007837851
Long
DBT
CORP
US
N
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5CA9
348482.69000000
PA
USD
366180.25000000
0.029188151039
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCD6
195000.00000000
PA
USD
179494.66000000
0.014307481757
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAZ4
2600000.00000000
PA
USD
2745594.80000000
0.218850786502
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.16000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AV9
205000.00000000
PA
USD
219706.05000000
0.017512723232
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AH1
807000.00000000
PA
USD
905281.02000000
0.072159760512
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.20000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
51000.00000000
PA
USD
49533.75000000
0.003948324838
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B8A8UMPF2 IRS USD R V 12MFEDL B8A8UMPF2_FLO CCPOIS / Short: B8A8UMPF2 IRS USD P F .39200 B8A8UMPF2_FIX CCPOIS
000000000
920000.00000000
OU
Notional Amount
USD
17824.85000000
0.001420815060
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-12
103.73000000
USD
0.00000000
USD
920000.00000000
USD
17721.12000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JQK8
325000.00000000
PA
USD
325494.78000000
0.025945120746
Long
DBT
CORP
US
N
2
2021-07-15
Variable
3.85000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-RENT
36260XAA4
450000.00000000
PA
USD
450390.65000000
0.035900544386
Long
ABS-MBS
CORP
US
N
2
2035-11-21
Floating
0.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JN4A5
1701191.73000000
PA
USD
1873069.36000000
0.149301966412
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
246995.45000000
PA
USD
247143.45000000
0.019699752640
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
813000.00000000
PA
USD
817065.00000000
0.065128080033
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
6.88000000
N
N
N
N
N
LSC Communications Inc
5493000O7BCKOMYMHF87
LSC Communications Inc
50218PAA5
284000.00000000
PA
USD
12070.00000000
0.000962097172
Long
DBT
CORP
US
N
2
2023-10-15
None
0.00000000
Y
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
877249AD4
150000.00000000
PA
USD
161250.00000000
0.012853203729
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
5.63000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AW3
130000.00000000
PA
USD
130325.00000000
0.010388178456
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AT5
281000.00000000
PA
USD
361628.92000000
0.028825365477
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.88000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AR6
135000.00000000
PA
USD
139978.13000000
0.011157627426
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
990962.09000000
PA
USD
1045074.00000000
0.083302629672
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAM2
248932.88000000
PA
USD
253196.38000000
0.020182230423
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
2.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CXP4
149489.18000000
PA
USD
162726.38000000
0.012970885670
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSJ5
155627.31000000
PA
USD
168603.58000000
0.013439356051
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
4.50000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
545000.00000000
PA
USD
567681.19000000
0.045249748766
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31288QF54
1572009.85000000
PA
USD
1645205.44000000
0.131138981069
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Floating
2.77000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
212000.00000000
PA
USD
207643.40000000
0.016551211927
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAK5
260000.00000000
PA
USD
280523.43000000
0.022360463855
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MBC9
27500000.00000000
PA
USD
368153.50000000
0.029345438383
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMJ8
289056.70000000
PA
USD
301195.86000000
0.024008258921
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
521000.00000000
PA
USD
591840.83000000
0.047175508611
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418XE38
303608.36000000
PA
USD
338226.43000000
0.026959957901
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31415LQY6
300159.75000000
PA
USD
350206.68000000
0.027914901119
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128335A4
150000.00000000
PA
USD
108743.47000000
0.008667919219
Long
DBT
UST
US
N
2
2035-08-15
None
0.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CND2
195682.03000000
PA
USD
207607.31000000
0.016548335201
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
1400000.00000000
PA
USD
1557604.55000000
0.124156332474
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.08000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6Y6
725000.00000000
PA
USD
828930.42000000
0.066073870176
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
3.85000000
N
N
N
N
N
N
Station Place Securitization Trust
N/A
Station Place Securitization Trust 2021-WL1
857740AA2
690000.00000000
PA
USD
690645.91000000
0.055051240845
Long
ABS-MBS
CORP
US
N
2
2054-01-26
Floating
0.76000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
855000.00000000
PA
USD
852870.20000000
0.067982105026
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
62000.00000000
PA
USD
64751.25000000
0.005161308576
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
189000.00000000
PA
USD
232672.28000000
0.018546258710
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAK1
201000.00000000
PA
USD
223976.24000000
0.017853099183
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.38000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
185000.00000000
PA
USD
177988.56000000
0.014187430841
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DJ4
103000.00000000
PA
USD
132157.86000000
0.010534275343
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
367000.00000000
PA
USD
420703.84000000
0.033534214979
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CJ4
1750000.00000000
PA
USD
1902355.89000000
0.151636389584
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9LB9
3477092.42000000
PA
USD
3657372.57000000
0.291528401597
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
340000.00000000
PA
USD
398957.54000000
0.031800821960
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WPRQ2
106814.02000000
PA
USD
117604.92000000
0.009374263543
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132HNH51
293822.28000000
PA
USD
318660.45000000
0.025400357733
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
LEVI STRAUSS & CO
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBJ0
69000.00000000
PA
USD
66671.25000000
0.005314351374
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
555000.00000000
PA
USD
596546.26000000
0.047550577450
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335CGC2
478690.30000000
PA
USD
530047.24000000
0.042249954493
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
900000.00000000
PA
USD
1021745.55000000
0.081443123808
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLT7
1199082.40000000
PA
USD
1249437.99000000
0.099592440515
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
1140000.00000000
PA
USD
1050416.79000000
0.083728502343
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AC5
280000.00000000
PA
USD
286606.40000000
0.022845336120
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S8A8UXNF0 IRS USD R F 2.15150 B8A8UXNF0_FIX CCPINFLATIONZERO / Short: S8A8UXNF0 IRS USD P V 12MUSCPI B8A8UXNF0_FLO CCPINFLATIONZERO
000000000
1840000.00000000
OU
Notional Amount
USD
-41353.56000000
-0.00329628360
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-13
111.22000000
USD
0.00000000
USD
1840000.00000000
USD
-41464.78000000
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
820000.00000000
PA
USD
979388.43000000
0.078066846643
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBF3
5000.00000000
PA
USD
6200.89000000
0.000494271643
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAA3
600000.00000000
PA
USD
600552.54000000
0.047869917190
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
0.81000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KKAG4
1189513.63000000
PA
USD
1262937.74000000
0.100668502760
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2003-NC7
61746RCR0
41819.22000000
PA
USD
41887.14000000
0.003338815157
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Floating
1.16000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN21 XCBT 20210621
000000000
67.00000000
NC
USD
-87339.11000000
-0.00696178216
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYM1 Comdty
2021-06-21
8860151.61000000
USD
-87339.11000000
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AZ6
390000.00000000
PA
USD
383892.74000000
0.030600009907
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.45000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
90471MAD4
362000.00000000
PA
USD
373298.02000000
0.029755506995
Long
DBT
CORP
MX
N
2
2029-01-28
Fixed
9.88000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
490000.00000000
PA
USD
473462.50000000
0.037739596718
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
287000.00000000
PA
USD
312830.00000000
0.024935613784
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
ATENTO LUXCO 1 SA
549300MLFF3HYCZQTC48
Atento Luxco 1 SA
04684LAC2
144000.00000000
PA
USD
151345.21000000
0.012063694993
Long
DBT
CORP
LU
N
2
2026-02-10
Fixed
8.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
403000.00000000
PA
USD
346459.10000000
0.027616182302
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3A81
1250386.71000000
PA
USD
1308522.11000000
0.104302023346
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
180000.00000000
PA
USD
186216.87000000
0.014843307708
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-NQM2
12662EAA1
482000.00000000
PA
USD
485614.04000000
0.038708193427
Long
ABS-MBS
CORP
US
N
2
2066-02-25
Variable
1.18000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CA5
300000.00000000
PA
USD
310633.70000000
0.024760547171
Long
DBT
CORP
DE
N
2
2022-02-14
Fixed
5.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAC5
1200000.00000000
PA
USD
1242838.08000000
0.099066363071
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.76000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
1131000.00000000
PA
USD
1245807.18000000
0.099303029410
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2020-NQM1 Trust
552754AA1
118016.53000000
PA
USD
119269.58000000
0.009506953243
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.48000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
215000.00000000
PA
USD
229948.69000000
0.018329161922
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9UH6
1282886.60000000
PA
USD
1281789.59000000
0.102171179775
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL Commercial Mortgage Trust
22945EAT8
1900000.00000000
PA
USD
1906869.26000000
0.151996149362
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.49000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAJ2
540000.00000000
PA
USD
643872.65000000
0.051322954086
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CRC0
658006.31000000
PA
USD
698159.43000000
0.055650141951
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J9C63
300962.75000000
PA
USD
327260.22000000
0.026085843598
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
MidOcean Credit CLO
549300XSCUX0ONI5KZ96
MidOcean Credit CLO III
59802UAU3
741125.50000000
PA
USD
738506.36000000
0.058866187291
Long
ABS-CBDO
CORP
KY
N
2
2031-04-21
Floating
1.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVS52
297682.29000000
PA
USD
310634.09000000
0.024760578258
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
185000.00000000
PA
USD
203330.73000000
0.016207449905
Long
DBT
CORP
CH
N
2
2024-01-31
Fixed
7.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
34781.17000000
0.002772399776
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6053509.00000000
EUR
7153738.50000000
USD
2021-05-05
34781.17000000
N
N
N
AUTOMATION TOOLING SYSTE
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
001940AC9
41000.00000000
PA
USD
40718.13000000
0.003245633614
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
4.13000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAU1
1725000.00000000
PA
USD
1728851.24000000
0.137806370270
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
3.67000000
N
N
N
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
220335.00000000
PA
USD
230148.59000000
0.018345095909
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
CSI COMPRESSCO LP/FINANC
N/A
CSI Compressco LP / CSI Compressco Finance Inc
12652HAE8
226373.00000000
PA
USD
200340.11000000
0.015969068211
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
10.00000000
N
N
Y
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
755000.00000000
PA
USD
742716.94000000
0.059201811741
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.63000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
14985VAE1
113000.00000000
PA
USD
120273.81000000
0.009587000206
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JBH0
300000.00000000
PA
USD
329780.21000000
0.026286711473
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-2
33851KAC0
655469.24000000
PA
USD
658084.43000000
0.052455772093
Long
ABS-MBS
CORP
US
N
2
2050-08-01
Variable
3.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-C7
17328CAC6
1300000.00000000
PA
USD
1343771.13000000
0.107111715348
Long
ABS-MBS
CORP
US
N
2
2072-12-15
Fixed
2.86000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
625000.00000000
PA
USD
688389.19000000
0.054871358166
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
546000.00000000
PA
USD
658373.07000000
0.052478779527
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
150000.00000000
PA
USD
174019.85000000
0.013871085798
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EA1
250000.00000000
PA
USD
275366.36000000
0.021949394886
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAD7
305000.00000000
PA
366035.70000000
0.029176628988
Long
DBT
CORP
LU
N
2
2039-09-18
Fixed
1.35000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR5
46591EAR8
938000.00000000
PA
USD
984256.16000000
0.078454852382
Long
ABS-MBS
CORP
US
N
2
2052-06-13
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KHCP9
2018695.41000000
PA
USD
2130330.34000000
0.169808185250
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
136000.00000000
PA
USD
141766.40000000
0.011300170054
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
75000.00000000
PA
USD
79416.75000000
0.006330292510
Long
DBT
US
N
2
2027-10-01
Fixed
4.63000000
N
N
N
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
180415.75000000
PA
USD
189607.64000000
0.015113585275
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B8A8UXNN3 IRS USD R V 12MFEDL B8A8UXNN3_FLO CCPOIS / Short: B8A8UXNN3 IRS USD P F .40550 B8A8UXNN3_FIX CCPOIS
000000000
1840000.00000000
OU
Notional Amount
USD
34535.13000000
0.002752787979
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-13
107.45000000
USD
0.00000000
USD
1840000.00000000
USD
34427.68000000
N
N
N
AMER AIRLINE 16-1 A PTT
N/A
American Airlines 2016-1 Class A Pass Through Trust
02376WAA9
274964.94000000
PA
USD
268841.83000000
0.021429325966
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BBB1
1258232.43000000
PA
USD
1367524.99000000
0.109005130554
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
305000.00000000
PA
USD
311100.00000000
0.024797715846
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV7B5
5850521.66000000
PA
USD
5839208.21000000
0.465442063524
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
11231000.00000000
PA
USD
8732102.50000000
0.696034061526
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAA8
379000.00000000
PA
USD
379823.83000000
0.030275677943
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
0.81000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436AV6
146000.00000000
PA
USD
150562.50000000
0.012001305342
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
ASCENSION HEALTH
N/A
Ascension Health
04352EAB1
150000.00000000
PA
USD
153714.02000000
0.012252512342
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
3.11000000
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG3 Mortgage Trust
08162QAA7
1800000.00000000
PA
USD
1848104.82000000
0.147312048156
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
2.48000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138AFC65
127459.61000000
PA
USD
148397.94000000
0.011828768718
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140JAQ43
211008.48000000
PA
USD
228953.40000000
0.018249827564
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAW6
170000.00000000
PA
USD
184081.15000000
0.014673069914
Long
DBT
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWY9
254990.78000000
PA
USD
276823.06000000
0.022065508138
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
535000.00000000
PA
USD
591907.66000000
0.047180835616
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31416BTA6
252199.17000000
PA
USD
293050.34000000
0.023358981228
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
281000.00000000
PA
USD
280108.76000000
0.022327410596
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ39
581024.17000000
PA
USD
606381.41000000
0.048334535197
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.00000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CG0
1876000.00000000
PA
USD
2025451.77000000
0.161448336399
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
255000.00000000
PA
USD
222599.70000000
0.017743375468
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
350000.00000000
PA
USD
370343.75000000
0.029520022752
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBA5
386000.00000000
PA
USD
405498.79000000
0.032322223628
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UL7
100000.00000000
PA
USD
104879.97000000
0.008359960443
Long
DBT
NUSS
CA
N
2
2026-06-22
Fixed
2.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEZV5
1840000.00000000
PA
USD
2092371.82000000
0.166782519570
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Fixed
3.90000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2019-A
98163BAD4
1100000.00000000
PA
USD
1126631.99000000
0.089803599974
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.17000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAD0
1200000.00000000
PA
USD
1208153.28000000
0.096301644927
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.66000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
104000.00000000
PA
USD
110175.00000000
0.008782026176
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.38000000
N
N
N
N
N
N
OZLM Funding Ltd
549300788AI08GTXXH35
OZLM Funding IV Ltd
67108FAN6
2340084.43000000
PA
USD
2339740.44000000
0.186500220464
Long
ABS-CBDO
CORP
KY
N
2
2030-10-22
Floating
1.47000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1266000.00000000
PA
USD
1390337.84000000
0.110823538050
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
637000.00000000
PA
USD
659454.25000000
0.052564960159
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
200000.00000000
PA
USD
206750.00000000
0.016479999200
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MQP8
322958.83000000
PA
USD
350403.35000000
0.027930577644
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
290000.00000000
PA
USD
326656.46000000
0.026037718015
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAE9
793077.86000000
PA
USD
796393.64000000
0.063480370257
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.28000000
N
N
N
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AL7
54000.00000000
PA
USD
56835.00000000
0.004530305947
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.38000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAF9
212000.00000000
PA
USD
231345.00000000
0.018440461499
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.38000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAC7
610000.00000000
PA
USD
559195.92000000
0.044573389671
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
2.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBU87
1800000.00000000
PA
USD
1980733.32000000
0.157883838115
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
3.25000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31417DRY1
717700.43000000
PA
USD
780267.44000000
0.062194954232
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312945W79
235713.84000000
PA
USD
258756.17000000
0.020625400119
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
PARKLAND CORP/CANADA
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137WAG3
149000.00000000
PA
USD
149886.55000000
0.011947425510
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
300000.00000000
PA
USD
294573.48000000
0.023480390398
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Station Place Securitization Trust
N/A
Station Place Securitization Trust Series 2020-10
857730AA3
930000.00000000
PA
USD
931167.34000000
0.074223153658
Long
ABS-MBS
CORP
US
N
2
2021-05-20
Floating
1.61000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BH0
970000.00000000
PA
USD
1180770.10000000
0.094118937384
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.84000000
N
N
N
N
N
N
AMER AIRLINE 17-1 A PTT
N/A
American Airlines 2017-1 Class A Pass Through Trust
02378AAA5
111090.00000000
PA
USD
105060.83000000
0.008374376756
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.00000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAF2
310000.00000000
PA
USD
351868.60000000
0.028047372414
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
433000.00000000
PA
USD
450965.17000000
0.035946339255
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBB0
347000.00000000
PA
USD
386614.94000000
0.030816995899
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.63000000
N
N
N
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357KAF0
227000.00000000
PA
USD
236148.10000000
0.018823315594
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138MPYV1
319916.55000000
PA
USD
340259.20000000
0.027121989572
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SG4
466686.11000000
PA
USD
581922.36000000
0.046384909444
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
Husky Energy Inc
N/A
Husky Energy Inc
448055AJ2
224000.00000000
PA
USD
229275.00000000
0.018275462233
Long
DBT
CORP
CA
N
2
2022-04-15
Fixed
3.95000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBH2
605000.00000000
PA
USD
635685.76000000
0.050670378799
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
2.94000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2019-1
36256XAD4
685784.32000000
PA
USD
695179.02000000
0.055412574094
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
2.97000000
N
N
N
N
N
N
MARVELL TECHNOLOGY GROUP
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd
57385LAB4
616000.00000000
PA
USD
706590.30000000
0.056322164833
Long
DBT
CORP
BM
N
2
2028-06-22
Fixed
4.88000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
69000.00000000
PA
USD
75966.24000000
0.006055253080
Long
DBT
CORP
IL
N
2
2030-06-30
Fixed
6.75000000
N
N
N
N
N
N
AMER AIRLN 15-1 B PTT
N/A
American Airlines 2015-1 Class B Pass Through Trust
023770AB6
97823.30000000
PA
USD
91351.89000000
0.007281640020
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.70000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2005-2
75970NAL1
6423.13000000
PA
USD
6661.53000000
0.000530989161
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
4.93000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7H6
429179.74000000
PA
USD
453342.20000000
0.036135811819
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
JBS INVESTMENTS II GMBH
529900V1Q46CPWIWT649
JBS Investments II GmbH
46650CAB5
385000.00000000
PA
USD
406240.45000000
0.032381341191
Long
DBT
CORP
AT
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCLM6
1241286.26000000
PA
USD
1365134.17000000
0.108814558793
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
271000.00000000
PA
USD
342527.48000000
0.027302793695
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AT2
509000.00000000
PA
USD
538102.19000000
0.042892012871
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
325000.00000000
PA
USD
358860.13000000
0.028604665806
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCW3
373957.24000000
PA
USD
395175.33000000
0.031499342793
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J6FN2
1208543.38000000
PA
USD
1322400.80000000
0.105408290819
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JZ5
550000.00000000
PA
USD
548625.00000000
0.043730783852
Long
DBT
CORP
US
N
2
2021-05-15
Variable
4.29000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
252000.00000000
PA
USD
261210.60000000
0.020821042221
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
44000.00000000
PA
USD
46172.50000000
0.003680400305
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.88000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAA6
1260000.00000000
PA
USD
1312658.79000000
0.104631757243
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV74
497860.37000000
PA
USD
496897.63000000
0.039607606022
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335A2V9
227365.87000000
PA
USD
244953.04000000
0.019525155518
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
1511000.00000000
PA
USD
1698299.89000000
0.135371128559
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
357000.00000000
PA
USD
385532.10000000
0.030730682949
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.19000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
995000.00000000
PA
USD
1072246.56000000
0.085468548738
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BX3
330000.00000000
PA
USD
332953.50000000
0.026539653755
Long
DBT
NUSS
XX
N
2
2021-09-27
Fixed
2.13000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
460000.00000000
PA
USD
481621.71000000
0.038389965638
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
287000.00000000
PA
USD
291373.94000000
0.023225355735
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
175000.00000000
PA
USD
175495.25000000
0.013988689623
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
KNDL Mortgage Trust
N/A
KNDL 2019-KNSQ Mortgage Trust
482598AL3
193000.00000000
PA
USD
193195.47000000
0.015399570453
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.46000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BC9
354000.00000000
PA
USD
362071.20000000
0.028860619524
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
431000.00000000
PA
USD
460855.58000000
0.036734701765
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
HPS Loan Management
254900T9FXVALKHZXT96
HPS Loan Management 15-2019 Ltd
40439DAA6
750000.00000000
PA
USD
751900.50000000
0.059933831385
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
1.54000000
N
N
N
N
N
N
Natura Cosmeticos SA
N/A
Natura Cosmeticos SA
63883KAA3
323000.00000000
PA
USD
331874.43000000
0.026453641311
Long
DBT
CORP
BR
N
2
2023-02-01
Fixed
5.38000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
425860.00000000
PA
USD
439215.82000000
0.035009801028
Long
ABS-O
CORP
US
N
2
2049-06-07
Fixed
4.19000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A6G54
319555.27000000
PA
USD
333324.48000000
0.026569224493
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
340000.00000000
PA
USD
379304.18000000
0.030234256750
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.01000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAA4
145000.00000000
PA
USD
152146.76000000
0.012127586375
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.76000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBA0
407000.00000000
PA
USD
396074.72000000
0.031571032981
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAA9
173007.06000000
PA
USD
173536.39000000
0.013832549303
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.22000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBE5
499000.00000000
PA
USD
519014.32000000
0.041370522750
Long
DBT
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S8A8Z90Y2 IRS USD R F 2.37000 B8A8Z90Y2_FIX CCPINFLATIONZERO / Short: S8A8Z90Y2 IRS USD P V 12MUSCPI B8A8Z90Y2_FLO CCPINFLATIONZERO
000000000
2755000.00000000
OU
Notional Amount
USD
-26531.78000000
-0.00211484262
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-18
116.81000000
USD
0.00000000
USD
2755000.00000000
USD
-26648.59000000
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
133000.00000000
PA
USD
139368.11000000
0.011109002860
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Provident Funding Mortgage Trust
N/A
Provident Funding Mortgage Trust 2020-F1
74387TAB0
545800.51000000
PA
USD
556112.70000000
0.044327626851
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
975000.00000000
PA
USD
966285.11000000
0.077022383750
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31418CQH0
180656.70000000
PA
USD
190785.15000000
0.015207444350
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
2473761.79000000
PA
USD
2564236.66000000
0.204394767145
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGD8
700000.00000000
PA
USD
715043.00000000
0.056995927779
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.36000000
N
N
N
N
N
N
CSI COMPRESSCO LP/FINANC
N/A
CSI Compressco LP / CSI Compressco Finance Inc
12652HAC2
72000.00000000
PA
USD
73305.00000000
0.005843126197
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
141000.00000000
PA
USD
146291.72000000
0.011660882363
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X43Z7
382888.66000000
PA
USD
402575.55000000
0.032089212779
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.00000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CQ0
195000.00000000
PA
USD
207998.86000000
0.016579545569
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAB6
1015000.00000000
PA
USD
909368.06000000
0.072485537615
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.80000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAE9
200000.00000000
PA
USD
200658.46000000
0.015994443823
Long
ABS-O
CORP
US
N
2
2026-08-18
Fixed
1.06000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AE4
601000.00000000
PA
USD
603564.05000000
0.048109964022
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.71000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
263000.00000000
PA
USD
290298.14000000
0.023139603942
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KJR38
861622.41000000
PA
USD
862429.76000000
0.068744095552
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
625000.00000000
PA
USD
675378.34000000
0.053834266038
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
25000.00000000
PA
USD
28157.69000000
0.002244443572
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBS4
445000.00000000
PA
USD
478087.23000000
0.038108232978
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AH4
563000.00000000
PA
USD
534850.00000000
0.042632781487
Long
DBT
CORP
JP
N
2
2051-01-21
Fixed
2.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
649000.00000000
PA
USD
645392.61000000
0.051444109779
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52000000
N
N
N
N
N
N
ABENGOA TRANSMISION SUR
549300PQCSQSSZTVDH16
ABY Transmision Sur SA
00289LAA3
204480.10000000
PA
USD
274772.18000000
0.021902032922
Long
DBT
CORP
PE
N
2
2043-04-30
Fixed
6.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN21 XCBT 20210621
000000000
-51.00000000
NC
USD
126010.29000000
0.010044253825
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYM1 Comdty
2021-06-21
-6803822.79000000
USD
126010.29000000
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVY6
1449509.21000000
PA
USD
1530416.76000000
0.121989199427
Long
ABS-O
USGA
US
N
2
2033-12-01
Fixed
3.38000000
N
N
N
N
N
N
MelTel Land Funding LLC
549300SD1501Q96N0X85
MelTel Land Funding LLC
58571LAA8
120494.46000000
PA
USD
127207.93000000
0.010139717459
Long
ABS-O
CORP
US
N
2
2049-04-15
Fixed
3.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV25
678136.57000000
PA
USD
686860.32000000
0.054749492259
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
2.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAE4
1650000.00000000
PA
USD
1645434.62000000
0.131157248959
Long
ABS-O
CORP
US
N
2
2026-10-19
Fixed
0.89000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCK3
115000.00000000
PA
USD
122143.61000000
0.009736041572
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.85000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J72Z7
550702.43000000
PA
USD
610264.43000000
0.048644049908
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.50000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAA4
90000.00000000
PA
USD
92081.25000000
0.007339777153
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
Navient Student Loan Trust
549300JSCKIU587G1R13
Navient Private Education Loan Trust 2016-A
63939NAB9
82693.54000000
PA
USD
87597.50000000
0.006982378379
Long
ABS-O
CORP
US
N
2
2045-12-15
Fixed
3.91000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
671000.00000000
PA
USD
785824.39000000
0.062637897553
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
139000.00000000
PA
USD
135785.63000000
0.010823444129
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAGF3
2496000.00000000
PA
USD
2493479.56000000
0.198754733522
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAV7
110000.00000000
PA
USD
110011.82000000
0.008769019132
Long
DBT
CORP
US
N
2
2021-04-12
Floating
0.63000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650035TD0
1350000.00000000
PA
USD
1647414.05000000
0.131315028910
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.77000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
1372000.00000000
PA
USD
1368430.82000000
0.109077334074
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
2278000.00000000
PA
USD
2207924.85000000
0.175993227391
Long
DBT
CORP
CH
N
2
2027-02-02
Fixed
1.31000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
128000.00000000
PA
USD
142385.94000000
0.011349553457
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
Ferguson Finance PLC
2138003A7ZEU931DZL61
Ferguson Finance PLC
314890AA2
715000.00000000
PA
USD
820642.02000000
0.065413203548
Long
DBT
CORP
GB
N
2
2028-10-24
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ7
36192KAT4
856423.43000000
PA
USD
861876.11000000
0.068699964226
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
3.38000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAE3
170000.00000000
PA
USD
176099.94000000
0.014036889337
Long
DBT
CORP
NO
N
2
2025-01-15
Fixed
3.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
365000.00000000
PA
USD
368308.73000000
0.029357811734
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AR1
150000.00000000
PA
USD
172129.03000000
0.013720368932
Long
DBT
CORP
GB
N
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
250000.00000000
PA
USD
226045.60000000
0.018018047435
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
239000.00000000
PA
USD
279473.24000000
0.022276753430
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
248000.00000000
PA
USD
248620.00000000
0.019817448131
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.63000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
180000.00000000
PA
USD
200107.11000000
0.015950495830
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
282000.00000000
PA
USD
295678.30000000
0.023568455369
Long
ABS-O
CORP
US
N
2
2050-10-20
Fixed
3.83000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140X4TZ9
1009593.27000000
PA
USD
1066796.52000000
0.085034127191
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
2136000.00000000
PA
USD
2241037.20000000
0.178632605875
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3
46635TCG5
42894.22000000
PA
USD
42856.03000000
0.003416045176
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
4.72000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGS8
1200000.00000000
PA
USD
1384089.72000000
0.110325501713
Long
ABS-O
CORP
US
N
2
2030-10-13
Fixed
3.96000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
1945024.34000000
PA
USD
2095470.61000000
0.167029523472
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAS4
575000.00000000
PA
USD
588232.99000000
0.046887928440
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.68000000
N
N
N
N
N
N
Saxon Asset Securities Trust
N/A
Saxon Asset Securities Trust 2005-1
805564RM5
74203.53000000
PA
USD
74275.26000000
0.005920465419
Long
ABS-O
CORP
US
N
2
2035-05-25
Floating
0.80000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
928000.00000000
PA
USD
995096.23000000
0.079318912092
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7Y45
1018830.82000000
PA
USD
1050978.19000000
0.083773251420
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2018-1
62848BAA9
121711.46000000
PA
USD
126354.67000000
0.010071704283
Long
ABS-O
CORP
US
N
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
37959DAB0
325000.00000000
PA
USD
328389.75000000
0.026175878198
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
525000.00000000
PA
USD
445511.72000000
0.035511645898
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J7UL7
355737.92000000
PA
USD
395133.77000000
0.031496030054
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
KKR GROUP FIN CO II
N/A
KKR Group Finance Co II LLC
48249DAA9
1240000.00000000
PA
USD
1585298.45000000
0.126363807443
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.50000000
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9D25
363990.67000000
PA
USD
423649.04000000
0.033768976254
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
1070000.00000000
PA
USD
1140698.32000000
0.090924824192
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
444000.00000000
PA
USD
537603.37000000
0.042852252033
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
225000.00000000
PA
USD
220442.25000000
0.017571405580
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBNC8
1571191.12000000
PA
USD
1748995.76000000
0.139412085740
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M8HG2
342976.89000000
PA
USD
377558.76000000
0.030095129688
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCH7
160000.00000000
PA
USD
160013.00000000
0.012754602718
Long
DBT
CORP
US
N
2
2021-04-09
Floating
1.07000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-1
81747KAA1
2103332.77000000
PA
USD
2129526.41000000
0.169744104158
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
2.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAP5
618000.00000000
PA
USD
670144.66000000
0.053417090501
Long
DBT
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAG1
355000.00000000
PA
USD
355727.32000000
0.028354950177
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.71000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
279000.00000000
PA
USD
302783.36000000
0.024134798214
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
139000.00000000
PA
USD
212465.74000000
0.016935599639
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
141000.00000000
PA
USD
138738.36000000
0.011058805619
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.13000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2020-2R
69355XAA1
804992.29000000
PA
USD
822933.15000000
0.065595829041
Long
ABS-MBS
CORP
US
N
2
2022-12-25
Floating
3.92000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM 2013-300P Mortgage Trust
12625XAL1
235000.00000000
PA
USD
243979.33000000
0.019447541298
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Variable
4.39000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-4
46647JAE0
41747.42000000
PA
USD
41842.89000000
0.003335287998
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAL9
165000.00000000
PA
USD
164670.00000000
0.013125811213
Long
DBT
US
N
2
2029-02-15
Fixed
3.88000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
700000.00000000
PA
USD
736929.85000000
0.058740524009
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAV4
971436.61000000
PA
USD
1036795.16000000
0.082642725069
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.51000000
N
N
N
N
N
N
CIMPRESS PLC
549300X1IFD75XISOR81
Cimpress PLC
17186HAC6
330000.00000000
PA
USD
349555.80000000
0.027863019611
Long
DBT
CORP
IE
N
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BZ8
55000.00000000
PA
USD
56921.15000000
0.004537172945
Long
DBT
NUSS
XX
N
2
2023-01-06
Fixed
2.75000000
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAE2
60000.00000000
PA
USD
61162.50000000
0.004875250065
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.63000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJM2
303000.00000000
PA
USD
277777.19000000
0.022141561640
Long
DBT
CORP
US
N
2
2051-10-24
Fixed
2.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDB82
616787.30000000
PA
USD
634619.69000000
0.050585402582
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36196XMC6
770435.77000000
PA
USD
844014.63000000
0.067276229396
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
Jacobs Entertainment Inc
5493004U9JIWY3HSUO63
Jacobs Entertainment Inc
469815AH7
217000.00000000
PA
USD
226470.97000000
0.018051953589
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
3975000.00000000
PA
USD
4110010.24000000
0.327608055478
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAA7
150000.00000000
PA
USD
150144.71000000
0.011968003389
Long
ABS-MBS
CORP
US
N
2
2030-06-25
Floating
2.71000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX39
119246.02000000
PA
USD
127378.25000000
0.010153293630
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
210000.00000000
PA
USD
211515.34000000
0.016859843454
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust
65341KBD7
1815000.00000000
PA
USD
1847683.07000000
0.147278430552
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
3.69000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DVLC7
245855.39000000
PA
USD
253563.43000000
0.020211487901
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
1651000.00000000
PA
USD
1979869.28000000
0.157814965668
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
102000.00000000
PA
USD
101306.91000000
0.008075152579
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
5000.00000000
PA
USD
5215.82000000
0.000415751919
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
363866.96000000
PA
USD
378302.18000000
0.030154387540
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
620000.00000000
PA
USD
678163.20000000
0.054056246645
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77000000
N
N
N
N
N
N
INSTITUTO COSTARRICENSE
5493009VA6AFUB2Q0289
Instituto Costarricense de Electricidad
45777VAD9
200000.00000000
PA
USD
169500.00000000
0.013510809501
Long
DBT
CORP
CR
N
2
2043-05-15
Fixed
6.38000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
59000.00000000
PA
USD
69844.20000000
0.005567266554
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AJK50
673334.59000000
PA
USD
756897.20000000
0.060332117296
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
65000.00000000
PA
USD
62022.95000000
0.004943836355
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5L0
407519.37000000
PA
USD
433878.17000000
0.034584338064
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
1139000.00000000
PA
USD
1295988.13000000
0.103302942425
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
230000.00000000
PA
USD
227166.40000000
0.018107386168
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAC4
129000.00000000
PA
USD
126173.86000000
0.010057291956
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83000000
N
N
N
N
N
N
Fanniemae-Aces
N/A
Fannie Mae-Aces
3136B2GY2
259987.79000000
PA
USD
283544.87000000
0.022601302205
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.37000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
452000.00000000
PA
USD
442166.42000000
0.035244992736
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833Y46
3730000.00000000
PA
USD
2558958.11000000
0.203974015030
Long
DBT
UST
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEPY2
4059515.94000000
PA
USD
4275745.00000000
0.340818738488
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AS2
134000.00000000
PA
USD
140172.51000000
0.011173121416
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.13000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
200000.00000000
PA
USD
209176.03000000
0.016673377543
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
210000.00000000
PA
USD
225464.40000000
0.017971720105
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
UBS-Citigroup Commercial Mortgage Trust
N/A
UBS-Citigroup Commercial Mortgage Trust 2011-C1
90268TAC8
1523796.55000000
PA
USD
1533045.08000000
0.122198702263
Long
ABS-MBS
CORP
US
N
2
2045-01-10
Fixed
3.60000000
N
N
N
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417RAA4
125125.00000000
PA
USD
125340.84000000
0.009990892106
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
3.86000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGG8
693930.66000000
PA
USD
745302.62000000
0.059407915752
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KV9
3865000.00000000
PA
USD
2318786.54000000
0.184829989484
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
170000.00000000
PA
USD
169940.12000000
0.013545891374
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7ZQ5
961876.94000000
PA
USD
963572.37000000
0.076806151813
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
48000.00000000
PA
USD
48810.00000000
0.003890634877
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
141000.00000000
PA
USD
158572.73000000
0.012639799098
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A1CC4
1728931.69000000
PA
USD
1825466.71000000
0.145507569149
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3138ETC53
807978.92000000
PA
USD
886107.04000000
0.070631406582
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X47C4
370396.49000000
PA
USD
394373.11000000
0.031435398005
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLD
N/A
Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc
52473NAA6
55000.00000000
PA
USD
56031.25000000
0.004466239202
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LK2
985000.00000000
PA
USD
581479.01000000
0.046349570108
Long
DBT
UST
US
N
2
2042-05-15
None
0.00000000
N
N
N
N
N
N
STORE Master Funding LLC
N/A
STORE Master Funding LLC
86213BAB3
650971.67000000
PA
USD
677876.59000000
0.054033401022
Long
ABS-O
CORP
US
N
2
2044-04-20
Fixed
5.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAE5
518000.00000000
PA
USD
516648.75000000
0.041181963661
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
270000.00000000
PA
USD
313617.60000000
0.024998393215
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.38000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FU3
1400000.00000000
PA
USD
1507738.85000000
0.120181547970
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.15000000
N
N
N
N
N
N
Levi Strauss & Co
MB0UERO0RDFKU8258G77
Levi Strauss & Co
52736RBG6
38000.00000000
PA
USD
38763.99000000
0.003089869524
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
Golub Capital Partners Funding
N/A
Golub Capital Partners ABS Funding 2019-1 Ltd
38178HAA6
301000.00000000
PA
USD
300683.65000000
0.023967430769
Long
ABS-O
CORP
KY
N
2
2029-04-20
Fixed
2.77000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAA5
46000.00000000
PA
USD
47840.00000000
0.003813316380
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024WS7
165000.00000000
PA
USD
170596.83000000
0.013598237591
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
295000.00000000
PA
USD
270326.24000000
0.021547647976
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.68000000
N
N
N
N
N
N
MDC Partners Inc
529900SR4J92B5C43M74
MDC Partners Inc
552697AQ7
418000.00000000
PA
USD
422811.18000000
0.033702190609
Long
DBT
CORP
CA
N
2
2024-05-01
Variable
7.50000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140J9YK1
957762.06000000
PA
USD
1010723.96000000
0.080564595177
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAA5
202000.00000000
PA
USD
209953.75000000
0.016735369442
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
8.13000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAA9
200000.00000000
PA
USD
221530.80000000
0.017658173673
Long
DBT
CORP
FR
N
2
2025-09-28
Fixed
4.38000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
656000.00000000
PA
USD
653814.10000000
0.052115384983
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
5350000.00000000
PA
USD
5724500.00000000
0.456298696128
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
220000.00000000
PA
USD
237554.53000000
0.018935421835
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AD6
1488000.00000000
PA
USD
1502421.25000000
0.119757683188
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.26000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
27000.00000000
PA
USD
29557.55000000
0.002356026120
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.88000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAP4
257000.00000000
PA
USD
273548.04000000
0.021804456979
Long
DBT
CORP
XX
N
2
2025-01-15
Fixed
3.13000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
3140F5QW6
337137.63000000
PA
USD
356171.69000000
0.028390370817
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAF2
1839000.00000000
PA
USD
1851144.00000000
0.147554300558
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.55000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAH9
226000.00000000
PA
USD
202203.33000000
0.016117585087
Long
DBT
CORP
US
N
2
2043-05-21
Fixed
5.85000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743756AB4
90000.00000000
PA
USD
95789.53000000
0.007635363375
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
195000.00000000
PA
USD
205275.49000000
0.016362466317
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AN0
80000.00000000
PA
USD
87414.28000000
0.006967773951
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022659
6000000.00000000
PA
USD
6140273.40000000
0.489439906767
Long
ABS-MBS
USGSE
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
Pennsylvania Electric Co
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696BZ1
580000.00000000
PA
USD
610007.30000000
0.048623554130
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.60000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
410000.00000000
PA
USD
374219.38000000
0.029828948407
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
1700000.00000000
PA
USD
1806584.61000000
0.144002480913
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.88000000
N
N
N
N
N
N
UMBS
B1V7KEBTPIMZEU4LTD58
UMBS
31417GWV4
1193814.94000000
PA
USD
1271294.60000000
0.101334626321
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
605000.00000000
PA
USD
634686.31000000
0.050590712848
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
5467000.00000000
PA
USD
4539318.44000000
0.361828122190
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5KX0
1799950.12000000
PA
USD
1897912.66000000
0.151282220652
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
984851AF2
1220000.00000000
PA
USD
1390587.39000000
0.110843429628
Long
DBT
CORP
NO
N
2
2028-06-01
Fixed
4.75000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAN0
840000.00000000
PA
USD
825626.32000000
0.065810501057
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.25000000
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
113000.00000000
PA
USD
141417.80000000
0.011272383221
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
200000.00000000
PA
USD
196500.00000000
0.015662973847
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.38000000
N
N
N
N
N
N
AIR CANADA 2017-1B PTT
N/A
Air Canada 2017-1 Class B Pass Through Trust
00908PAC1
154834.65000000
PA
USD
148644.81000000
0.011848446674
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
3.70000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
514000.00000000
PA
USD
550682.90000000
0.043894818630
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAA5
200000.00000000
PA
USD
201738.12000000
0.016080503295
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
250000.00000000
PA
USD
272502.51000000
0.021721118002
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KAGG5
851297.56000000
PA
USD
929665.94000000
0.074103477379
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-2
46648HAE3
163946.97000000
PA
USD
164452.52000000
0.013108475928
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAW8
600000.00000000
PA
USD
587524.38000000
0.046831445285
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.04000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B8A8Z92G9 IRS USD R V 12MFEDL B8A8Z92G9_FLO CCPOIS / Short: B8A8Z92G9 IRS USD P F .50600 B8A8Z92G9_FIX CCPOIS
000000000
2755000.00000000
OU
Notional Amount
USD
42291.54000000
0.003371049796
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-18
111.16000000
USD
0.00000000
USD
2755000.00000000
USD
42180.38000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7KB4
1833857.92000000
PA
USD
1918552.43000000
0.152927412396
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
2021-04-15
Mercer Funds
Jeff Coleman
Jeff Coleman
Assistant Treasurer