0001752724-23-092543.txt : 20230501
0001752724-23-092543.hdr.sgml : 20230501
20230501122119
ACCESSION NUMBER: 0001752724-23-092543
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230501
DATE AS OF CHANGE: 20230501
PERIOD START: 20230228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI Catholic Values Trust
CENTRAL INDEX KEY: 0001627853
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23015
FILM NUMBER: 23871843
BUSINESS ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610-676-1000
MAIL ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
0001627853
S000048321
Catholic Values Fixed Income Fund
C000152592
Catholic Values Fixed Income Fund Class F, effective 1-31-2017 (formerly Class A)
CFVAX
C000152593
Catholic Values Fixed Income Fund Class Y
CFVYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001627853
XXXXXXXX
S000048321
C000152592
C000152593
SEI CATHOLIC VALUES TRUST
811-23015
0001627853
549300HNHS8PWODW1A40
ONE FREEDOM VALLEY DRIVE
OAKS
19456
8003425734
Catholic Values Fixed Income Fund
S000048321
549300PGEESYEMTFDK65
2023-02-28
2023-02-28
N
178831412.71
9484145.02
169347267.69
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
252925.37000000
USD
N
Barclays U.S. Aggregate Index
LEH_AGG
EYECARE PARTNERS, LLC
N/A
EYECARE PARTNERS, LLC 2/18/2027
30233PAB6
29221.22030000
PA
USD
24317.61000000
0.014359611661
Long
LON
US
N
2
2027-02-18
Floating
8.47986120
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM1000
3140X4DE3
200866.15000000
PA
USD
179937.29000000
0.106253435590
Long
DBT
USGA
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 5.350000% 09/01/2040
04650NAB0
21000.00000000
PA
USD
20054.44000000
0.011842198739
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.35000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC 2.400000% 10/15/2028
37045XDP8
553000.00000000
PA
USD
462873.97000000
0.273328277635
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3736
36179SEH6
15230.62000000
PA
USD
14218.69000000
0.008396173256
Long
DBT
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP 3.152000% 03/30/2031
857477BN2
30000.00000000
PA
USD
26322.08000000
0.015543256386
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
3.15200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4208
31418DVA7
156511.54000000
PA
USD
128043.71000000
0.075610142251
Long
DBT
USGA
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029
345397B93
220000.00000000
PA
USD
179077.80000000
0.105745904520
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD7548
3132DVL52
504650.89000000
PA
USD
433472.63000000
0.255966710247
Long
DBT
USGA
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 3.073000% 05/22/2028
780097BP5
200000.00000000
PA
USD
180449.78000000
0.106556062262
Long
DBT
NUSS
GB
N
2
2028-05-22
Fixed
3.07300000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER LLC
N/A
VANTAGE DATA CENTERS ISSUER LLC VDC 2019-1A A2
92212KAA4
258619.88000000
PA
USD
247204.06000000
0.145974637425
Long
ABS-MBS
US
N
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 4.350000% 05/09/2027
21036PBK3
20000.00000000
PA
USD
19328.76000000
0.011413682820
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD7548
3132DVL52
453822.73000000
PA
USD
389813.51000000
0.230185886856
Long
DBT
USGA
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II
N/A
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST II S MRAFT 2022-S1 A1
61916TAE1
120000.00000000
PA
USD
119954.04000000
0.070833171173
Long
ABS-MBS
US
Y
2
2025-03-30
Floating
6.36806880
N
N
N
N
N
N
MARS, INCORPORATED
54930073HKEO6GZBSS03
MARS INC 144A 3.200000% 04/01/2030
571676AB1
10000.00000000
PA
USD
9007.98000000
0.005319235511
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA3641
3140QBBK3
144667.41000000
PA
USD
137612.54000000
0.081260561139
Long
DBT
USGA
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
TIME WARNER CABLE ENTERPRISES LLC
N/A
TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033
88731EAJ9
50000.00000000
PA
USD
56158.82000000
0.033161928601
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2005-S2 JPMMT 2005-S2 2A15
466247VH3
86986.56000000
PA
USD
65327.57000000
0.038576099213
Long
ABS-MBS
US
N
2
2035-09-25
Fixed
6.00000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20G 1
83162CVR1
302391.41000000
PA
USD
283160.07000000
0.167206754417
Long
ABS-MBS
US
N
2
2033-07-01
Fixed
3.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL3000
3138EKKN4
106403.80000000
PA
USD
99789.62000000
0.058926028958
Long
DBT
USGA
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 3.200000% 05/13/2025
037833BG4
80000.00000000
PA
USD
77269.52000000
0.045627851605
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.20000000
N
N
N
N
N
N
UNIVERSITY OF MIAMI
5493008ZSVWUNRYQE312
UNIVERSITY OF MIAMI 4.063000% 04/01/2052
914453AA3
189000.00000000
PA
USD
159171.49000000
0.093991176929
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AM8674
3138L9T85
40000.00000000
PA
USD
38201.19000000
0.022557901595
Long
DBT
USGA
US
N
2
2025-04-01
Fixed
2.81000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM3041
3140X6LX7
249207.67000000
PA
USD
253851.73000000
0.149900103770
Long
DBT
USGA
US
N
2
2049-08-01
Fixed
5.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-04-18
N/A
1.00000000
NC
USD
12617.33000000
0.007450566030
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
3032906.00000000
CNY
450435.15000000
USD
2023-04-18
12617.33000000
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC 144A 4.279000% 03/15/2032
55903VAL7
140000.00000000
PA
USD
120863.56000000
0.071370245087
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
UFC HOLDINGS, LLC
N/A
UFC HOLDINGS, LLC 4/29/2026
90266UAJ2
25658.65000000
PA
USD
25551.65000000
0.015088315476
Long
LON
US
N
2
2026-04-29
Floating
7.57000080
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5135
36179TV44
184951.16000000
PA
USD
167171.28000000
0.098715073635
Long
DBT
USGA
US
N
2
2048-04-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR ZT1257
3132ADME5
48577.02000000
PA
USD
43619.28000000
0.025757297767
Long
DBT
USGA
US
N
2
2046-01-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.862000% 08/21/2046
92343VCK8
30000.00000000
PA
USD
27091.84000000
0.015997801659
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE 0.950000% 06/23/2023
13607GRK2
40000.00000000
PA
USD
39484.04000000
0.023315427841
Long
DBT
NUSS
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
JANE STREET GROUP, LLC
N/A
JANE STREET GROUP, LLC 1/26/2028
47077DAG5
38822.92000000
PA
USD
38604.74000000
0.022796198915
Long
LON
US
N
2
2028-01-26
Floating
7.31971080
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.000000% 11/15/2041
912810TC2
120000.00000000
PA
USD
86732.81000000
0.051215948850
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO 2.150000% 01/15/2031
723787AR8
50000.00000000
PA
USD
39432.04000000
0.023284721706
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0734
3140XFY88
94755.78000000
PA
USD
77580.10000000
0.045811249899
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG C91981
3128P8FW6
20001.33000000
PA
USD
18274.70000000
0.010791257662
Long
DBT
USGA
US
N
2
2038-02-01
Fixed
3.00000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE 7.500000% 01/15/2031
969457BB5
10000.00000000
PA
USD
11012.82000000
0.006503098721
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
FEDERAL REALTY INVESTMENT TRUST 1.250000% 02/15/2026
313747BB2
233000.00000000
PA
USD
206929.30000000
0.122192287376
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL8936
3138ET4W3
62338.61000000
PA
USD
61329.16000000
0.036215027757
Long
DBT
USGA
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD7543
3132DVLY9
485144.46000000
PA
USD
416131.06000000
0.245726468266
Long
DBT
USGA
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1
83162CQ22
450700.84000000
PA
USD
426164.91000000
0.251651482668
Long
ABS-MBS
US
N
2
2047-07-01
Fixed
3.93000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.450000% 03/15/2043
35671DBC8
140000.00000000
PA
USD
126396.76000000
0.074637614012
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS7313
3138WHDT6
115270.25000000
PA
USD
107247.61000000
0.063329991362
Long
DBT
USGA
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM6780
3140XARA2
76107.01000000
PA
USD
65505.19000000
0.038680984283
Long
DBT
USGA
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BD3715
3140FBDV9
183014.28000000
PA
USD
167843.84000000
0.099112222056
Long
DBT
USGA
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM6555
3140XAH96
85039.98000000
PA
USD
69562.71000000
0.041076960348
Long
DBT
USGA
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 3.750000% 05/15/2030
29278NAQ6
110000.00000000
PA
USD
97584.29000000
0.057623775884
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BQ4821
3140KQLB5
141950.76000000
PA
USD
122341.00000000
0.072242677232
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.875000% 11/20/2050
92343VFU3
10000.00000000
PA
USD
6292.80000000
0.003715914691
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
AIR CANADA 2015-1 PASS THROUGH TRUST
N/A
AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST 144A 3.600000% 03/15/2027
009090AA9
206590.83000000
PA
USD
190855.67000000
0.112700767247
Long
DBT
NUSS
CA
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1074
3140XGFQ7
185263.39000000
PA
USD
165114.82000000
0.097500728681
Long
DBT
USGA
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5230 PE
3137H7XD0
100000.00000000
PA
USD
78420.75000000
0.046307655901
Long
DBT
USGA
US
N
2
2051-12-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q45737
3132WKLT3
40872.20000000
PA
USD
36745.98000000
0.021698596322
Long
DBT
USGA
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
TransDigm 12/22
N/A
TransDigm 12/22 12/9/2025
89364MBW3
9797.98250000
PA
USD
9771.04000000
0.005769824416
Long
LON
US
N
2
2025-12-09
Floating
6.97986000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.950000% 06/15/2028
29278NAF0
20000.00000000
PA
USD
19316.25000000
0.011406295633
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 144A 5.750000% 05/01/2028
432833AH4
20000.00000000
PA
USD
19396.05000000
0.011453417740
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
CTR PARTNERSHIP, L.P.
254900L7G64R08G6RJ22
CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP 144A 3.875000% 06/30/2028
126458AE8
10000.00000000
PA
USD
8496.77000000
0.005017364682
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 1.125000% 05/11/2025
037833DT4
40000.00000000
PA
USD
36941.68000000
0.021814157679
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BF0104
3140FXDJ8
39469.37000000
PA
USD
37849.02000000
0.022349944298
Long
DBT
USGA
US
N
2
2056-02-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 2.250000% 02/01/2032
00206RKH4
50000.00000000
PA
USD
39026.75000000
0.023045396912
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.000000% 08/15/2047
20030NBZ3
10000.00000000
PA
USD
8118.51000000
0.004794001173
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA4703
3133KLGL5
82234.91000000
PA
USD
67687.44000000
0.039969608558
Long
DBT
USGA
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2020-56 AQ
3136BBME9
200000.00000000
PA
USD
157823.80000000
0.093195362495
Long
DBT
USGA
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP REV
N/A
NEW YORK ST URBAN DEV CORP REV NEW YORK STATE URBAN DEVELOPMENT CORP
650035TD0
275000.00000000
PA
USD
283530.28000000
0.167425364381
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.77000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX 2022-MVRK MORTGAGE TRUST BX 2022-MVRK A
05610JAA7
170000.00000000
PA
USD
168883.56000000
0.099726179408
Long
ABS-MBS
US
Y
2
2039-03-15
Floating
6.02875080
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS CORPORATION
529900IKZG65COT1D505
SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028
806851AK7
441000.00000000
PA
USD
414355.64000000
0.244678078159
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 3.600000% 05/09/2024
21036PBM9
30000.00000000
PA
USD
29391.29000000
0.017355632837
Long
DBT
CORP
US
N
2
2024-05-09
Fixed
3.60000000
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24 WFRBS 2014-C24 A5
92939KAE8
442000.00000000
PA
USD
425640.39000000
0.251341752250
Long
ABS-MBS
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 3.650000% 12/01/2027
036752AB9
30000.00000000
PA
USD
28139.63000000
0.016616524366
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS0038
3138W9BG4
20925.40000000
PA
USD
18954.41000000
0.011192628176
Long
DBT
USGA
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G60587
31335AUL0
107569.35000000
PA
USD
103277.25000000
0.060985483503
Long
DBT
USGA
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 IO
38381ETV0
294058.82000000
PA
USD
16671.08000000
0.009844315900
Long
DBT
USGA
US
N
2
2061-02-16
Floating
0.64035000
N
N
N
N
N
N
CSMC TRUST
N/A
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 F
12653VAL0
189528.48000000
PA
USD
186929.86000000
0.110382566279
Long
ABS-MBS
US
N
2
2036-05-15
Floating
7.23800160
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025
064159VL7
40000.00000000
PA
USD
36527.62000000
0.021569654177
Long
DBT
NUSS
CA
N
2
2025-06-11
Fixed
1.30000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS, L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4.000000% 03/01/2031
16411QAK7
10000.00000000
PA
USD
8616.48000000
0.005088053747
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
QUIKRETE HOLDINGS, INC.
N/A
QUIKRETE HOLDINGS, INC. 6/11/2028
74839XAG4
49775.00000000
PA
USD
49545.04000000
0.029256474388
Long
LON
US
N
2
2028-06-11
Floating
7.56970920
N
N
N
N
N
N
TELEFONICA EMISIONES, S.A.U.
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA 5.213000% 03/08/2047
87938WAU7
150000.00000000
PA
USD
126089.54000000
0.074456199807
Long
DBT
NUSS
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G60722
31335AYT9
427183.43000000
PA
USD
384747.41000000
0.227194341691
Long
DBT
USGA
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
US 5Y NOTE FRI WK1Mar23P 106.5 LONG
01F3G4378
42.00000000
NC
USD
2953.13000000
0.001743830910
N/A
DIR
US
N
1
ADVANTAGE CAPITAL CORPORATION
N/A
Put
Purchased
N/A
Put Option 106.5 Mar 2023 on US 5Y NOTE e-CBOT Jun 2023 (Week 1)
42000.00000000
106.50000000
USD
2023-03-06
XXXX
-1385.17000000
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORD CREDIT AUTO OWNER TRUST 2020-REV1 FORDR 2020-1 A
34531NAA4
400000.00000000
PA
USD
375022.64000000
0.221451839829
Long
ABS-MBS
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
N/A
N/A
US 10YR FUT OPTN Apr23P 115 SHORT
N/A
-21.00000000
NC
USD
-71859.38000000
-0.04243314992
N/A
DIR
US
N
1
ADVANTAGE CAPITAL CORPORATION
N/A
Put
Written
N/A
Put Option 115 Mar 2023 on US 10YR NOTE (Globex) Jun 2023
-21000.00000000
115.00000000
USD
2023-03-27
XXXX
-50020.70000000
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063
161175CL6
30000.00000000
PA
USD
23318.78000000
0.013769799960
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS8745
3138WJWF1
40167.01000000
PA
USD
36102.77000000
0.021318779152
Long
DBT
USGA
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
N/A
ALLIED UNIVERSAL HOLDCO LLC 5/12/2028
01957TAH0
86905.03550000
PA
USD
83622.63000000
0.049379379508
Long
LON
US
N
2
2028-05-12
Floating
8.41143960
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL MTN 1.850000% 05/01/2025
06367WB85
70000.00000000
PA
USD
64950.90000000
0.038353674603
Long
DBT
NUSS
CA
N
2
2025-05-01
Fixed
1.85000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 4.110000% 09/15/2028
11135FAL5
237000.00000000
PA
USD
221430.56000000
0.130755318949
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 784369
3622A22A9
104072.12000000
PA
USD
101190.37000000
0.059753175460
Long
DBT
USGA
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA 144A 5.125000% 01/13/2029
09659W2V5
200000.00000000
PA
USD
196665.14000000
0.116131274323
Long
DBT
NUSS
FR
N
2
2029-01-13
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4415 IO
3137BF4Y4
96031.51000000
PA
USD
3826.77000000
0.002259717592
Long
DBT
USGA
US
N
2
2041-04-15
Floating
0.21187440
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052
45866FAX2
10000.00000000
PA
USD
9400.52000000
0.005551031397
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 2.125000% 09/15/2031
126650DR8
30000.00000000
PA
USD
23539.45000000
0.013900106167
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.12500000
N
N
N
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 5.875000% 02/09/2033
595112BZ5
40000.00000000
PA
USD
38752.65000000
0.022883540153
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A A
42806MAA7
100000.00000000
PA
USD
92778.92000000
0.054786192458
Long
ABS-MBS
US
Y
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
PFS FINANCING CORP.
N/A
PFS FINANCING CORP PFSFC 2022-A A
69335PEF8
463000.00000000
PA
USD
436983.01000000
0.258039598725
Long
ABS-MBS
US
Y
2
2027-02-15
Fixed
2.47000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AB9016
31417GAS5
266302.07000000
PA
USD
241000.67000000
0.142311519570
Long
DBT
USGA
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA
O06XD7BJ4EPXNABVFN69
TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044
878091BD8
90000.00000000
PA
USD
82931.37000000
0.048971188688
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
FLEETCOR TECHNOLOGIES OPERATING COMPANY, LLC
N/A
FLEETCOR TECHNOLOGIES OPERATING COMPANY, LLC 4/28/2028
33903RAY5
0.01650000
PA
USD
0.02000000
0.000000011810
Long
LON
US
N
2
2028-04-28
Floating
6.31971000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AB6802
31417DRY1
103656.61000000
PA
USD
97246.46000000
0.057424286394
Long
DBT
USGA
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
DUKE ENERGY OHIO, INC.
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO INC 3.650000% 02/01/2029
26442EAF7
50000.00000000
PA
USD
46219.17000000
0.027292539543
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.125000% 08/15/2040
912810SQ2
4321000.00000000
PA
USD
2721386.07000000
1.606985519826
Long
DBT
UST
US
N
1
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FUNDING 144A 0.950000% 06/24/2025
64952WDQ3
30000.00000000
PA
USD
27123.73000000
0.016016632786
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
0.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR ZT1970
3132AEFK7
38493.44000000
PA
USD
36991.28000000
0.021843446608
Long
DBT
USGA
US
N
2
2033-04-01
Fixed
3.50000000
N
N
N
N
N
N
THE NATIONAL COLLEGIATE TRUST
N/A
NATIONAL COLLEGIATE STUDENT LOAN TRUST 2006-3 NCSLT 2006-3 B
63543VAG8
250000.00000000
PA
USD
193994.95000000
0.114554520215
Long
ABS-MBS
US
N
2
2032-01-26
Floating
4.97700000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.600000% 03/15/2033
45866FAW4
100000.00000000
PA
USD
94946.69000000
0.056066266255
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT
38383LDU1
98746.41000000
PA
USD
84717.72000000
0.050026032988
Long
DBT
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 08/15/2050
912810SP4
1661000.00000000
PA
USD
952090.38000000
0.562211834290
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS5314
3138WE3Y3
30387.49000000
PA
USD
29549.55000000
0.017449085776
Long
DBT
USGA
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.875000% 02/15/2043
912810TQ1
330000.00000000
PA
USD
320151.56000000
0.189050325031
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 3.250000% 04/06/2050
822582CH3
50000.00000000
PA
USD
36739.78000000
0.021694935206
Long
DBT
NUSS
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.500000% 03/16/2047
92343VDV3
6000.00000000
PA
USD
5832.45000000
0.003444076824
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1850
3140XHBU0
436328.57000000
PA
USD
432167.36000000
0.255195944933
Long
DBT
USGA
US
N
2
2050-08-01
Fixed
4.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-04-18
N/A
1.00000000
NC
USD
1430.49000000
0.000844708048
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
140000.00000000
CAD
104326.57000000
USD
2023-04-18
1430.49000000
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2021-1A A2I
25755TAN0
419527.50000000
PA
USD
359248.53000000
0.212137187036
Long
ABS-MBS
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.300000% 04/01/2027
20030NDK4
190000.00000000
PA
USD
178039.48000000
0.105132773872
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 3.625000% 04/01/2027
126650DH0
30000.00000000
PA
USD
28211.19000000
0.016658780731
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0240
3140XFHS3
90275.46000000
PA
USD
80695.37000000
0.047650824900
Long
DBT
USGA
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
BBCCRE TRUST
N/A
BBCCRE TRUST 2015-GTP BBCCR 2015-GTP D
05490TAG7
140000.00000000
PA
USD
121216.96000000
0.071578928702
Long
ABS-MBS
US
N
2
2033-08-10
Floating
4.56260040
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2020-96 IN
3136BDXA1
162640.59000000
PA
USD
25721.69000000
0.015188724536
Long
DBT
USGA
US
N
2
2051-01-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G07668
3128M9Z96
105806.24000000
PA
USD
101861.06000000
0.060149219641
Long
DBT
USGA
US
N
2
2037-07-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AN5386
3138LH6Y5
19458.06000000
PA
USD
18144.08000000
0.010714126213
Long
DBT
USGA
US
N
2
2029-05-01
Fixed
3.25000000
N
N
N
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC 3.800000% 04/01/2032
98138HAJ0
40000.00000000
PA
USD
35219.06000000
0.020796946109
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
OBX TRUST
N/A
OBX 2022-NQM6 TRUST OBX 2022-NQM6 A1
67116VAA9
170743.50000000
PA
USD
164066.49000000
0.096881687102
Long
ABS-MBS
US
Y
2
2062-07-25
Fixed
4.70000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045
161175BA1
20000.00000000
PA
USD
18094.96000000
0.010685120726
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
DIGITAL REALTY TRUST, L.P.
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY TRUST LP 3.600000% 07/01/2029
25389JAU0
78000.00000000
PA
USD
69008.61000000
0.040749762863
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 2.5
N/A
290000.00000000
NC
USD
41219.13000000
0.024340002978
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2052-04-21
262.47000000
USD
0.00000000
USD
-290000.00000000
USD
40956.66000000
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028
830867AB3
30000.00000000
PA
USD
28491.49000000
0.016824298607
Long
DBT
NUSS
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.450000% 02/01/2050
20030NCZ2
40000.00000000
PA
USD
29265.98000000
0.017281636957
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.375000% 11/15/2048
912810SE9
50000.00000000
PA
USD
44736.33000000
0.026416918684
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS3253
3138WCTK9
11264.02000000
PA
USD
10802.27000000
0.006378768401
Long
DBT
USGA
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M CO 3.700000% 04/15/2050
88579YBP5
100000.00000000
PA
USD
77441.81000000
0.045729589296
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA (MAR)
01F030637
200000.00000000
PA
USD
175894.53000000
0.103866175344
Long
DBT
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE MTN 1.150000% 06/12/2025
89114QCH9
30000.00000000
PA
USD
27376.60000000
0.016165953176
Long
DBT
NUSS
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G67713
3132XCSA4
79480.89000000
PA
USD
76454.76000000
0.045146733716
Long
DBT
USGA
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20E 1
83162CZL0
169425.23000000
PA
USD
157861.01000000
0.093217335096
Long
ABS-MBS
US
N
2
2038-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BD2455
3140F9WR2
38251.86000000
PA
USD
34426.52000000
0.020328949188
Long
DBT
USGA
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.875000% 08/22/2037
023135BF2
230000.00000000
PA
USD
203164.02000000
0.119968879788
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES INC
N/A
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-HE6 M1
073879CU0
252737.09000000
PA
USD
242043.20000000
0.142927136234
Long
ABS-MBS
US
N
2
2034-08-25
Floating
4.87652040
N
N
N
N
N
N
STRUCTURED ASSET INVESTMENT LOAN TRUST
N/A
STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL 2003-BC12 2A
86358EFK7
127505.47000000
PA
USD
119361.89000000
0.070483505065
Long
ABS-MBS
US
N
2
2033-11-25
Floating
5.33700000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 144A 5.750000% 12/01/2028
25470XBF1
30000.00000000
PA
USD
23964.00000000
0.014150804041
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
GFL ENVIRONMENTAL
N/A
GFL ENVIRONMENTAL 5/30/2025
C7052BAH7
58866.26000000
PA
USD
58916.88000000
0.034790570171
Long
LON
US
N
2
2025-05-30
Floating
7.66144080
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS, LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033
92328MAC7
20000.00000000
PA
USD
16308.00000000
0.009629916220
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3597
36179R7J2
14708.56000000
PA
USD
13722.88000000
0.008103396167
Long
DBT
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1938
3140XHEL7
515728.35000000
PA
USD
439710.85000000
0.259650395307
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BK7700
3140HMRW6
25995.84000000
PA
USD
25641.59000000
0.015141425279
Long
DBT
USGA
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 5.850000% 12/15/2025
25179MAV5
30000.00000000
PA
USD
30203.20000000
0.017835067794
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BP2319
3140K9SH3
55724.31000000
PA
USD
49531.01000000
0.029248189637
Long
DBT
USGA
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS, L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 3.250000% 01/31/2032
16411QAN1
40000.00000000
PA
USD
32059.60000000
0.018931276800
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 7.750000% 12/15/2029
03746AAA8
20000.00000000
PA
USD
20646.17000000
0.012191616836
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES, INC.
254900KVLRCDMQRYY541
H&E EQUIPMENT SERVICES INC 144A 3.875000% 12/15/2028
404030AJ7
10000.00000000
PA
USD
8599.80000000
0.005078204164
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.550000% 09/15/2055
00206RLJ9
10000.00000000
PA
USD
6774.03000000
0.004000082252
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.500000% 04/15/2050
87264AAZ8
50000.00000000
PA
USD
41476.72000000
0.024492110540
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F040636
300000.00000000
PA
USD
281578.13000000
0.166272614752
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-175 GI
38382LLM1
78648.70000000
PA
USD
8110.53000000
0.004789288962
Long
DBT
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL6663
3138EPMM3
100893.25000000
PA
USD
97018.38000000
0.057289604564
Long
DBT
USGA
US
N
2
2039-03-01
Fixed
4.00000000
N
N
N
N
N
N
IMPAC CMB TRUST
N/A
IMPAC CMB TRUST SERIES 2005-4 IMM 2005-4 1M1
45254NPG6
22006.72000000
PA
USD
20229.76000000
0.011945725653
Long
ABS-MBS
US
N
2
2035-05-25
Floating
5.04699840
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.000000% 03/01/2048
20030NCK5
10000.00000000
PA
USD
8038.56000000
0.004746790491
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.999000% 11/01/2049
20030NCE9
10000.00000000
PA
USD
8055.28000000
0.004756663694
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 1.875000% 02/28/2031
126650DQ0
10000.00000000
PA
USD
7766.54000000
0.004586161977
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4720
36179TG58
43970.98000000
PA
USD
42269.80000000
0.024960426333
Long
DBT
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F020638
100000.00000000
PA
USD
81435.55000000
0.048087903106
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
2.00000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052
55903VAQ6
330000.00000000
PA
USD
258688.25000000
0.152756081352
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
STRIP PRINC 0.000000% 05/15/2049
912803FJ7
410000.00000000
PA
USD
148972.02000000
0.087968363488
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5019
36179TSG1
14073.81000000
PA
USD
13131.91000000
0.007754426852
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY FUNDING LLC
N/A
PG&E WILDFIRE RECOVERY FUNDING LLC 3.594000% 06/01/2030
693342AA5
356504.07000000
PA
USD
336146.17000000
0.198495183645
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.59400000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SCRT 2020-3 MA
35563PSC4
129879.90000000
PA
USD
115632.75000000
0.068281438240
Long
ABS-MBS
US
N
2
2060-05-25
Fixed
2.00000000
N
N
N
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
11.00000000
NC
USD
1377406.25000000
0.813361956640
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Jun 2023
2023-06-24
1382769.03000000
USD
-5362.78000000
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.500000% 04/01/2050
67066GAH7
50000.00000000
PA
USD
38774.30000000
0.022896324534
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3456
36179RZV4
154660.19000000
PA
USD
155002.00000000
0.091529082290
Long
DBT
USGA
US
N
2
2046-02-20
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.330000% 03/15/2050
06051GHS1
150000.00000000
PA
USD
126149.98000000
0.074491889784
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8672
3140XCT65
246023.56000000
PA
USD
234386.08000000
0.138405587050
Long
DBT
USGA
US
N
2
2046-11-01
Fixed
4.00000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1
64828EAA3
41968.19000000
PA
USD
38413.20000000
0.022683094049
Long
ABS-MBS
US
N
2
2059-09-25
Floating
2.49188040
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 3.25
N/A
681000.00000000
NC
USD
21068.35000000
0.012440915219
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2029-09-30
294.15000000
USD
0.00000000
USD
-681000.00000000
USD
20774.20000000
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2021-3 JPMMT 2021-3 A3
46592KAC6
312850.48000000
PA
USD
253188.95000000
0.149508730464
Long
ABS-MBS
US
Y
2
2051-07-25
Floating
2.49999840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1590
3140XGXU8
454672.38000000
PA
USD
387157.75000000
0.228617653701
Long
DBT
USGA
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.750000% 08/15/2041
912810TA6
1946000.00000000
PA
USD
1348517.19000000
0.796302891918
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.900000% 01/29/2024
14040HCA1
700000.00000000
PA
USD
689975.78000000
0.407432484392
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL, INC.
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINANCIAL INC 4.700000% 06/22/2047
10922NAF0
4000.00000000
PA
USD
3111.19000000
0.001837165749
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
RANGE RESOURCES CORPORATION
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 4.875000% 05/15/2025
75281AAS8
30000.00000000
PA
USD
29267.93000000
0.017282788437
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.500000% 04/15/2025
87264ABB0
150000.00000000
PA
USD
143679.26000000
0.084842975006
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA6332
3133KNA94
92119.74000000
PA
USD
75419.09000000
0.044535167900
Long
DBT
USGA
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.875000% 10/01/2049
50077LAZ9
20000.00000000
PA
USD
17630.89000000
0.010411086190
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
US 5Y NOTE FRI WK1Mar23C 107.5 LONG
01F3G3YV4
42.00000000
NC
USD
3937.50000000
0.002325103943
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Call
Purchased
N/A
Call Option 107.5 Mar 2023 on US 5Y NOTE e-CBOT Jun 2023 (Week 1)
42000.00000000
107.50000000
USD
2023-03-06
XXXX
-908.61000000
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.375000% 07/01/2025
00914AAH5
20000.00000000
PA
USD
18857.84000000
0.011135603341
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.550000% 03/15/2026
674599DC6
30000.00000000
PA
USD
29837.10000000
0.017618884796
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD 144A 1.340000% 01/12/2027
55608JAR9
302000.00000000
PA
USD
265448.94000000
0.156748286300
Long
DBT
NUSS
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q45560
3132WKFA1
40444.42000000
PA
USD
36338.22000000
0.021457812987
Long
DBT
USGA
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK 4.900000% 06/01/2044
212015AQ4
20000.00000000
PA
USD
14966.86000000
0.008837969578
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
VOC Escrow Ltd
N/A
VOC ESCROW LTD 144A 5.000000% 02/15/2028
91832VAA2
30000.00000000
PA
USD
26428.50000000
0.015606097671
Long
DBT
NUSS
US
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.000000% 03/22/2027
92343VFF6
10000.00000000
PA
USD
9239.67000000
0.005456049055
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.482000% 03/19/2030
30231GBK7
40000.00000000
PA
USD
37081.72000000
0.021896851662
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48200000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.22
N/A
736000.00000000
NC
USD
96323.85000000
0.056879482801
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2028-08-15
0.00000000
USD
-38.19000000
USD
-736000.00000000
USD
96362.04000000
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 1.000000% 07/09/2029
040114HX1
13557.00000000
PA
USD
4205.43000000
0.002483317302
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA4950
3140QCQC3
106960.76000000
PA
USD
98439.24000000
0.058128626072
Long
DBT
USGA
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC 2.150000% 02/03/2032
444859BR2
10000.00000000
PA
USD
7720.34000000
0.004558880757
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2014-20C 1
83162CWD1
260556.42000000
PA
USD
242190.58000000
0.143014164505
Long
ABS-MBS
US
N
2
2034-03-01
Fixed
3.21000000
N
N
N
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-04-18
N/A
1.00000000
NC
-23193.31000000
-0.01369570960
N/A
DFE
CA
N
2
CITIGROUP GLOBAL MARKETS
N/A
1714943.80000000
USD
2301789.00000000
CAD
2023-04-18
-23193.31000000
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
VIRGIN MEDIA BRISTOL LLC 1/31/2028
G9368PBC7
105281.50000000
PA
USD
103137.97000000
0.060903238302
Long
LON
US
N
2
2028-01-31
Floating
6.95900160
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BM4097
3140J8RT2
443326.63000000
PA
USD
442590.15000000
0.261350629412
Long
DBT
USGA
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.750000% MATURITY: PERPETUAL
29273VAL4
10000.00000000
PA
USD
9225.00000000
0.005447386382
Long
DBT
CORP
US
N
2
2171-05-15
Fixed
6.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 2.083000% 04/22/2026
46647PBK1
60000.00000000
PA
USD
55714.70000000
0.032899674591
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST
N/A
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A
89237MAA7
456000.00000000
PA
USD
404720.02000000
0.238988219603
Long
ABS-MBS
US
Y
2
2034-02-27
Fixed
1.07000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041
92343VGK4
10000.00000000
PA
USD
7537.99000000
0.004451202610
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Ferguson Finance Plc
2138003A7ZEU931DZL61
FERGUSON FINANCE PLC 144A 3.250000% 06/02/2030
314890AB0
230000.00000000
PA
USD
197562.36000000
0.116661085056
Long
DBT
NUSS
US
N
2
2030-06-02
Fixed
3.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES, LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046
03522AAJ9
468000.00000000
PA
USD
429284.32000000
0.253493502349
Long
DBT
CORP
BE
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 2.900000% 10/28/2024
247361ZU5
40000.00000000
PA
USD
38060.30000000
0.022474705685
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES 6.700000% 11/29/2032
254709AS7
160000.00000000
PA
USD
165316.09000000
0.097619579137
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
CHEVY CHASE FUNDING LLC
N/A
CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICAT CCMFC 2004-2A B1
16678RBE6
147989.45000000
PA
USD
115276.53000000
0.068071089408
Long
ABS-MBS
US
N
2
2035-05-25
Floating
4.62863520
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015-CCRE24 MORTGAGE TRUST COMM 2015-CR24 AM
12593JBH8
90000.00000000
PA
USD
84995.21000000
0.050189891552
Long
ABS-MBS
US
N
2
2048-08-10
Floating
4.02800040
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.678000% 05/15/2024
172967MR9
40000.00000000
PA
USD
39668.23000000
0.023424192513
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.500000% 04/01/2040
67066GAG9
70000.00000000
PA
USD
57550.96000000
0.033983990875
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8685
3140XCUK2
83397.29000000
PA
USD
73501.44000000
0.043402790610
Long
DBT
USGA
US
N
2
2051-09-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS6328
3138WGA61
43776.13000000
PA
USD
40946.09000000
0.024178772151
Long
DBT
USGA
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.375000% 06/01/2046
50077LAB2
10000.00000000
PA
USD
8163.84000000
0.004820768655
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP 3.500000% 09/01/2023
494550BQ8
30000.00000000
PA
USD
29743.08000000
0.017563365742
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.375000% 05/15/2051
912810SX7
30000.00000000
PA
USD
22023.05000000
0.013004668041
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2018-4 A
34528PAK2
150000.00000000
PA
USD
142185.00000000
0.083960610607
Long
ABS-MBS
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
Element Fleet Management Corp.
5493000PGBS1C22ELQ16
ELEMENT FLEET MANAGEMENT CORP 144A 1.600000% 04/06/2024
286181AF9
491000.00000000
PA
USD
467787.19000000
0.276229546765
Long
DBT
NUSS
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
NOMURA ASSET SECURITIES CORPORATION
N/A
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUS NAA 2007-1 1A4
65538PAE8
101949.34000000
PA
USD
96166.96000000
0.056786838850
Long
ABS-MBS
US
N
2
2047-03-25
Floating
6.13800000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.800000% 01/15/2051
20030NDL2
40000.00000000
PA
USD
25516.86000000
0.015067771891
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD1143
3132DNHU0
61988.38000000
PA
USD
60586.48000000
0.035776473294
Long
DBT
USGA
US
N
2
2050-09-01
Fixed
4.50000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 5.200000% 03/01/2048
49456BAQ4
10000.00000000
PA
USD
8688.59000000
0.005130634889
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.20000000
N
N
N
N
N
N
Continental Airlines
N/A
CONTINENTAL AIRLINES 2012-2 CLASS A PASS THROUGH T 4.000000% 10/29/2024
210795QB9
131380.09000000
PA
USD
126532.32000000
0.074717662543
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC 144A 4.054000% 03/15/2029
55903VAJ2
20000.00000000
PA
USD
17885.10000000
0.010561197853
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G67701
3132XCRW7
72188.84000000
PA
USD
65312.72000000
0.038567330250
Long
DBT
USGA
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 4.550000% 05/15/2052
036752AU7
20000.00000000
PA
USD
17326.02000000
0.010231059665
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.55000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-04-18
N/A
1.00000000
NC
USD
2157.38000000
0.001273938475
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
149000.00000000
AUD
102792.42000000
USD
2023-04-18
2157.38000000
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
549300D0YARF5HYP1809
CREDIT SUISSE AG/NEW YORK NY 7.950000% 01/09/2025
22550L2L4
322000.00000000
PA
USD
325164.71000000
0.192010603085
Long
DBT
NUSS
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.600000% 01/15/2026
337932AN7
20000.00000000
PA
USD
17810.86000000
0.010517358941
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.60000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.400000% 05/01/2026
172967KN0
510000.00000000
PA
USD
481690.63000000
0.284439564080
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031
917288BK7
40000.00000000
PA
USD
38953.55000000
0.023002172123
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (MARCH)
21H022630
1100000.00000000
PA
USD
951156.24000000
0.561660222201
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
2.50000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.250000% 08/22/2057
023135BM7
10000.00000000
PA
USD
8650.14000000
0.005107930064
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 6.250000% 10/02/2043
37045VAF7
50000.00000000
PA
USD
47091.95000000
0.027807918392
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP 1.450000% 05/12/2025
91159HHZ6
30000.00000000
PA
USD
27679.46000000
0.016344792790
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.910000% 05/24/2033
172967NU1
40000.00000000
PA
USD
37907.34000000
0.022384382409
Long
DBT
CORP
US
N
2
2033-05-24
Fixed
4.91000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM4650
3140X8EY9
140939.57000000
PA
USD
123698.27000000
0.073044148681
Long
DBT
USGA
US
N
2
2040-10-01
Fixed
2.50000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-25G 1
83162CC68
21550.23000000
PA
USD
18668.34000000
0.011023703101
Long
ABS-MBS
US
N
2
2044-07-01
Fixed
2.69000000
N
N
N
N
N
N
SOUTHERN COPPER CORPORATION
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP 5.250000% 11/08/2042
84265VAG0
120000.00000000
PA
USD
112206.00000000
0.066257933494
Long
DBT
CORP
MX
N
2
2042-11-08
Fixed
5.25000000
N
N
N
N
N
N
II-VI 12/21 TLB
N/A
II-VI 12/21 TLB 7/2/2029
N/A
58778.57000000
PA
USD
58411.20000000
0.034491964822
Long
LON
US
N
2
2029-07-02
Floating
7.31971080
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC 1.500000% 05/04/2025
609207AU9
70000.00000000
PA
USD
64529.01000000
0.038104547466
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-113 Z
38381HGG0
608046.83000000
PA
USD
402437.68000000
0.237640491924
Long
DBT
USGA
US
N
2
2061-09-16
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL9621
3138ERVP2
68343.04000000
PA
USD
65547.38000000
0.038705897587
Long
DBT
USGA
US
N
2
2037-01-01
Fixed
4.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 144A 4.125000% 04/15/2026
90351DAF4
449000.00000000
PA
USD
431794.72000000
0.254975900048
Long
DBT
NUSS
CH
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
PHILLIPS 66 COMPANY
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO 144A 3.605000% 02/15/2025
718547AC6
95000.00000000
PA
USD
91590.92000000
0.054084675382
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.60500000
N
N
N
N
N
N
SSM HEALTH CARE CORPORATION
5493000QP6H63JFPC580
SSM HEALTH CARE CORP 3.688000% 06/01/2023
784710AB1
248000.00000000
PA
USD
247019.22000000
0.145865488926
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.68800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1015
3140XGDV8
94101.92000000
PA
USD
77150.13000000
0.045557351501
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 FL
38380QAW2
63766.29000000
PA
USD
63343.46000000
0.037404477122
Long
DBT
USGA
US
N
2
2070-05-20
Floating
5.54157000
N
N
N
N
N
N
TRICON AMERICAN HOMES TRUST
N/A
TRICON AMERICAN HOMES 2020-SFR2 TRUST TAH 2020-SFR2 A
89613JAA8
238330.04000000
PA
USD
201595.99000000
0.119042954013
Long
ABS-MBS
US
Y
2
2039-11-17
Fixed
1.48200000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C23 B
61690QAH2
100000.00000000
PA
USD
93354.11000000
0.055125843642
Long
ABS-MBS
US
N
2
2050-07-15
Floating
4.13910720
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BL2454
3140HTWQ8
18999.52000000
PA
USD
17531.42000000
0.010352348897
Long
DBT
USGA
US
N
2
2029-05-01
Fixed
3.16000000
N
N
N
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 3.800000% 11/15/2025
406216BG5
2000.00000000
PA
USD
1934.23000000
0.001142167822
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 3.970000% 03/05/2029
06051GHG7
150000.00000000
PA
USD
139265.55000000
0.082236667824
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 2.750000% 04/06/2030
822582CG5
20000.00000000
PA
USD
17556.20000000
0.010366981551
Long
DBT
NUSS
NL
N
2
2030-04-06
Fixed
2.75000000
N
N
N
N
N
N
MEDLINE BORROWER, LP
N/A
MEDLINE BORROWER, LP 23-Oct-2028
58503UAC7
69475.00000000
PA
USD
66927.35000000
0.039520773445
Long
LON
US
N
2
2028-10-23
Floating
7.81971120
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049
084659AR2
600000.00000000
PA
USD
517957.69000000
0.305855356903
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.45000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.350000% 04/15/2050
437076CD2
70000.00000000
PA
USD
51916.32000000
0.030656721367
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.050000% 08/22/2047
023135BJ4
30000.00000000
PA
USD
25915.27000000
0.015303034027
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 144A 4.569000% 02/01/2029
53079EBG8
349000.00000000
PA
USD
330229.91000000
0.195001616798
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-20D 1
83162CB51
21292.46000000
PA
USD
19452.99000000
0.011487040957
Long
ABS-MBS
US
N
2
2039-04-01
Fixed
2.98000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 4.100000% 05/15/2032
036752AT0
60000.00000000
PA
USD
55085.52000000
0.032528142172
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORPORATION
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP 4.837000% 10/01/2041
655844BH0
200000.00000000
PA
USD
182020.21000000
0.107483405243
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.83700000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050
105756CB4
200000.00000000
PA
USD
143044.79000000
0.084468318828
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 0.500000% 07/09/2030
040114HS2
193700.00000000
PA
USD
62720.52000000
0.037036629439
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.50000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.150000% 10/15/2028
20030NCT6
40000.00000000
PA
USD
38242.91000000
0.022582537363
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL9631
3138ERVZ0
39489.91000000
PA
USD
35553.35000000
0.020994345220
Long
DBT
USGA
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD8146
3132DWBP7
85909.40000000
PA
USD
70194.23000000
0.041449874543
Long
DBT
USGA
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM5423
3140X9AZ8
77845.69000000
PA
USD
66588.69000000
0.039320793838
Long
DBT
USGA
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
MOODY'S CORP 3.250000% 05/20/2050
615369AT2
235000.00000000
PA
USD
163409.36000000
0.096493650136
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
AMSR TRUST
N/A
AMSR 2021-SFR3 TRUST AMSR 2021-SFR3 A
00180UAA3
300000.00000000
PA
USD
259701.09000000
0.153354165994
Long
ABS-MBS
US
Y
2
2038-10-17
Fixed
1.47600000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO 3.000000% 12/02/2041
13645RBG8
20000.00000000
PA
USD
15150.60000000
0.008946468523
Long
DBT
NUSS
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST
N/A
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1 GOOD 2022-1GS A
38237JAA1
90048.06000000
PA
USD
72628.82000000
0.042887506241
Long
ABS-MBS
US
Y
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.950000% 12/05/2044
023135AQ9
127000.00000000
PA
USD
124496.71000000
0.073515629568
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.600000% 04/13/2032
023135CH7
110000.00000000
PA
USD
100701.13000000
0.059464277973
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042
161175CE2
10000.00000000
PA
USD
6453.21000000
0.003810637211
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.250000% 04/15/2029
29278NAG8
30000.00000000
PA
USD
29258.32000000
0.017277113707
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP 5.100000% 07/15/2047
337932AJ6
100000.00000000
PA
USD
89217.00000000
0.052682869477
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.10000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP MATURITY: PERPETUAL
29273VAH3
70000.00000000
PA
USD
66325.00000000
0.039165084211
Long
DBT
CORP
US
N
2
2172-02-15
Floating
8.89157160
N
N
N
N
N
N
N/A
N/A
SOFR 1yr MidCurve Dec23P 96 LONG
N/A
33.00000000
NC
USD
33825.00000000
0.019973750070
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Put
Purchased
N/A
Put Option 96 Dec 2023 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Dec 2024 (1 Year Mid-Curve)
82500.00000000
96.00000000
USD
2023-12-18
XXXX
3443.20000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F032633
300000.00000000
PA
USD
273070.31000000
0.161248725016
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4305
31418DYB2
523895.30000000
PA
USD
428168.11000000
0.252834377454
Long
DBT
USGA
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
TACO BELL FUNDING, LLC
N/A
TACO BELL FUNDING LLC BELL 2021-1A A2II
87342RAH7
426600.00000000
PA
USD
354753.73000000
0.209482995999
Long
ABS-MBS
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q49596
3132WPUW5
10240.96000000
PA
USD
10024.86000000
0.005919705783
Long
DBT
USGA
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BF0191
3140FXF98
37967.28000000
PA
USD
36173.78000000
0.021360710741
Long
DBT
USGA
US
N
2
2057-06-01
Fixed
4.00000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA MTN 1.600000% 04/17/2023
78015K7G3
60000.00000000
PA
USD
59739.45000000
0.035276299886
Long
DBT
NUSS
CA
N
2
2023-04-17
Fixed
1.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM9356
3140XDME3
242606.75000000
PA
USD
228473.41000000
0.134914140107
Long
DBT
USGA
US
N
2
2036-01-01
Fixed
3.00000000
N
N
N
N
N
N
CARGILL, INCORPORATED
QXZYQNMR4JZ5RIRN4T31
CARGILL INC 144A 1.375000% 07/23/2023
141781BL7
30000.00000000
PA
USD
29512.45000000
0.017427178130
Long
DBT
CORP
US
N
2
2023-07-23
Fixed
1.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA2199
3140Q9NR0
48027.33000000
PA
USD
47376.89000000
0.027976176200
Long
DBT
USGA
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 AAB
36264KAW0
260000.00000000
PA
USD
224157.00000000
0.132365288827
Long
ABS-MBS
US
N
2
2053-12-12
Fixed
1.66200000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD.
N/A
PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A1
69701NAA4
369775.15000000
PA
USD
366456.42000000
0.216393464741
Long
ABS-CBDO
CORP
KY
N
2
2030-10-15
Floating
5.92755120
N
N
N
N
N
N
ASURION LLC
N/A
ASURION LLC 7/31/2027
04649VAY6
29474.99780000
PA
USD
27442.40000000
0.016204808246
Long
LON
US
N
2
2027-07-31
Floating
7.81971120
N
N
N
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 5.875000% 05/28/2045
279158AJ8
110000.00000000
PA
USD
72537.83000000
0.042833776410
Long
DBT
NUSS
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 4.300000% 03/25/2028
126650CX6
30000.00000000
PA
USD
28680.07000000
0.016935655585
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS PASS-THROUGH TRUST 144A 7.507000% 01/10/2032
126650BS8
323143.03000000
PA
USD
340668.82000000
0.201165820179
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.50700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4813 CJ
3137FGSM8
14517.29000000
PA
USD
12626.04000000
0.007455709307
Long
DBT
USGA
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP 3.350000% 02/01/2025
958667AB3
110000.00000000
PA
USD
104254.03000000
0.061562274621
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.35000000
N
N
N
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP 5.727000% 10/21/2026
91159HJH4
169000.00000000
PA
USD
171086.87000000
0.101027239667
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
5.72700000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-MKST F
46652DAL9
170000.00000000
PA
USD
104036.29000000
0.061433698588
Long
ABS-MBS
US
N
2
2036-12-15
Floating
7.68800160
N
N
N
N
N
N
STACK INFRASTRUCTURE ISSUER, LLC
N/A
STACK INFRASTRUCTURE ISSUER LLC SIDC 2019-2A A2
85236KAC6
159000.00000000
PA
USD
150472.94000000
0.088854660634
Long
ABS-MBS
US
N
2
2044-10-25
Fixed
3.08000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (MARCH)
21H042638
400000.00000000
PA
USD
387828.12000000
0.229013508921
Long
DBT
USGA
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON CORP 2/1/2028
71360HAB3
66815.12140000
PA
USD
66094.85000000
0.039029180040
Long
LON
US
N
2
2028-02-01
Floating
8.31971160
N
N
N
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 144A 7.000000% 05/01/2025
247361ZX9
390000.00000000
PA
USD
398031.57000000
0.235038672562
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
2666655.32000000
NS
USD
2666655.32000000
1.574666870257
Long
STIV
RF
US
N
2
N
N
N
IMPAC SECURED ASSETS CORP
N/A
IMPAC SECURED ASSETS TRUST 2006-2 IMSA 2006-2 2M3
45256VAU1
22026.47000000
PA
USD
21940.44000000
0.012955886622
Long
ABS-MBS
US
N
2
2036-08-25
Floating
6.26699880
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE 5.750000% 06/24/2044
969457BV1
40000.00000000
PA
USD
38133.93000000
0.022518184391
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.65
N/A
377000.00000000
NC
USD
107170.45000000
0.063284428182
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2047-08-15
36494.94000000
USD
0.00000000
USD
-377000.00000000
USD
70675.51000000
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.109000% 04/22/2051
46647PBN5
10000.00000000
PA
USD
6811.62000000
0.004022279244
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.10900000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC 144A 3.625000% 09/11/2024
034863AS9
200000.00000000
PA
USD
193210.29000000
0.114091176453
Long
DBT
NUSS
ZA
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CIGNA GROUP/THE 3.400000% 03/01/2027
125523CB4
441000.00000000
PA
USD
412934.79000000
0.243839062556
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS CORPORATION
529900IKZG65COT1D505
SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028
806851AK7
30000.00000000
PA
USD
28187.46000000
0.016644768105
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2020-3 JPMMT 2020-3 A3A
46592AAD6
69708.66000000
PA
USD
59325.40000000
0.035031802289
Long
ABS-MBS
US
N
2
2050-08-25
Floating
2.99999880
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-2 SCRT 2022-2 MA
35563PE39
252754.47000000
PA
USD
229686.02000000
0.135630189452
Long
ABS-MBS
US
N
2
2062-04-25
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 9.750000% MATURITY: PERPETUAL
225401AX6
200000.00000000
PA
USD
180980.00000000
0.106869158545
Long
DBT
NUSS
CH
N
2
2171-12-23
Fixed
9.75000000
N
N
N
N
N
N
CAMERON LNG, LLC
549300C39FLHGVD73K22
CAMERON LNG LLC 144A 2.902000% 07/15/2031
133434AA8
60000.00000000
PA
USD
52083.86000000
0.030755654171
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 3.375000% 05/03/2024
025816CV9
20000.00000000
PA
USD
19542.48000000
0.011539885034
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 2.700000% 04/15/2030
437076CB6
20000.00000000
PA
USD
17322.13000000
0.010228762610
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO
N/A
CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER
167560PL9
345000.00000000
PA
USD
371265.75000000
0.219233386557
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-18
N/A
1.00000000
NC
-18544.01000000
-0.01095028591
N/A
DFE
AU
N
2
CITIGROUP GLOBAL MARKETS
N/A
764634.61000000
USD
1104660.00000000
AUD
2023-04-18
-18544.01000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL9572
3138ERT67
50941.46000000
PA
USD
50330.81000000
0.029720473608
Long
DBT
USGA
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO 1.125000% 01/15/2026
723787AT4
10000.00000000
PA
USD
8904.61000000
0.005258195258
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BQ5731
3140KRLM9
241464.01000000
PA
USD
208673.74000000
0.123222383712
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD0552
3132DMTH8
83374.35000000
PA
USD
68140.20000000
0.040236964510
Long
DBT
USGA
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.950000% 10/15/2025
20030NCS8
70000.00000000
PA
USD
68058.32000000
0.040188614158
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 5.350000% 07/01/2049
037411BG9
20000.00000000
PA
USD
15841.78000000
0.009354612103
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
KKR INDUSTRIAL PORTFOLIO TRUST
N/A
KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP KIND 2021-KDIP A
48254CAA3
98845.05000000
PA
USD
97019.90000000
0.057290502128
Long
ABS-MBS
US
Y
2
2037-12-15
Floating
5.22695160
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.875000% 05/15/2052
912810TG3
1400000.00000000
PA
USD
1146414.07000000
0.676960476326
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F052631
400000.00000000
PA
USD
399312.50000000
0.235795065044
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049
03523TBV9
20000.00000000
PA
USD
20123.22000000
0.011882813507
Long
DBT
CORP
BE
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 8.125000% 07/15/2039
172967EW7
60000.00000000
PA
USD
76011.05000000
0.044884721812
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS4583
3138WECV9
111618.28000000
PA
USD
107042.02000000
0.063208589934
Long
DBT
USGA
US
N
2
2045-03-01
Fixed
4.00000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 2.85
N/A
517000.00000000
NC
USD
27620.02000000
0.016309693316
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2029-02-15
1846.92000000
USD
0.00000000
USD
-517000.00000000
USD
25773.10000000
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 2
N/A
500000.00000000
NC
USD
63931.76000000
0.037751869795
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2032-03-18
2938.17000000
USD
0.00000000
USD
-500000.00000000
USD
60993.59000000
N
N
N
ILPT COMMERCIAL MORTGAGE TRUST
N/A
ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 ILPT 2022-LPF2 A
449652AA4
160000.00000000
PA
USD
160400.58000000
0.094716957756
Long
ABS-MBS
US
Y
2
2039-10-15
Floating
6.80747040
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR ZT1748
3132AD5H7
144649.21000000
PA
USD
144504.95000000
0.085330547088
Long
DBT
USGA
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS2463
3140XHWZ6
385470.81000000
PA
USD
340290.28000000
0.200942291329
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.000000% 05/15/2050
29278NAR4
30000.00000000
PA
USD
24583.20000000
0.014516443244
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
FIRSTKEY HOMES TRUST
N/A
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A
33767JAA0
249024.08000000
PA
USD
222125.82000000
0.131165871779
Long
ABS-MBS
US
Y
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031
87612BBS0
30000.00000000
PA
USD
27242.10000000
0.016086530578
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
SABEY DATA CENTER ISSUER, LLC
N/A
SABEY DATA CENTER ISSUER LLC SDCP 2020-1 A2
78520EAA4
170000.00000000
PA
USD
160085.82000000
0.094531091161
Long
ABS-MBS
US
N
2
2045-04-20
Fixed
3.81200000
N
N
N
N
N
N
PROGRESS RESIDENTIAL MASTER TRUST
N/A
PROGRESS RESIDENTIAL 2019-SFR3 TRUST PROG 2019-SFR3 A
74332WAA1
349492.19000000
PA
USD
331225.67000000
0.195589615656
Long
ABS-MBS
US
N
2
2036-09-17
Fixed
2.27100000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019- NCMS 2019-FAME A
63873VAA1
110000.00000000
PA
USD
99095.35000000
0.058516060726
Long
ABS-MBS
US
N
2
2036-08-15
Fixed
3.04690000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BC1457
3140EVTP2
146264.95000000
PA
USD
132238.89000000
0.078087406902
Long
DBT
USGA
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.329000% 09/21/2028
92343VER1
270000.00000000
PA
USD
258666.98000000
0.152743521361
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.412000% 03/31/2031
172967MP3
183000.00000000
PA
USD
170104.29000000
0.100447023633
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BS8420
3617MKK99
34393.94000000
PA
USD
33386.61000000
0.019714879640
Long
DBT
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 1.305000% 02/02/2027
225401AT5
250000.00000000
PA
USD
201459.78000000
0.118962521656
Long
DBT
NUSS
CH
N
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE TRUST
N/A
JP MORGAN MORTGAGE TRUST 2018-5 JPMMT 2018-5 A1
46649KAA3
16418.15000000
PA
USD
14477.85000000
0.008549207907
Long
ABS-MBS
US
N
2
2048-10-25
Floating
3.49999920
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.937000% 11/01/2056
20030NDU2
27000.00000000
PA
USD
16935.05000000
0.010000190868
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.
N/A
RAMP SERIES 2006-RZ3 TRUST RAMP 2006-RZ3 M1
75156MAD7
229424.86000000
PA
USD
221193.35000000
0.130615245830
Long
ABS-MBS
US
N
2
2036-08-25
Floating
4.96699920
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8864
3140XCZ68
87191.02000000
PA
USD
74747.90000000
0.044138828467
Long
DBT
USGA
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM
N/A
SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST SOFI 2018-B A2FX
83404RAB4
23041.75000000
PA
USD
22260.51000000
0.013144888786
Long
ABS-MBS
US
N
2
2047-08-25
Fixed
3.34000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA, LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC 3.200000% 01/15/2027
26444HAC5
230000.00000000
PA
USD
216098.58000000
0.127606770955
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7312
36179WDR6
75669.76000000
PA
USD
65784.25000000
0.038845769936
Long
DBT
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5224 HL
3137H7G72
200000.00000000
PA
USD
181136.90000000
0.106961808401
Long
DBT
USGA
US
N
2
2052-04-25
Fixed
4.00000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.100000% 05/12/2051
023135CB0
120000.00000000
PA
USD
85978.90000000
0.050770763043
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH F
46650FAQ5
250000.00000000
PA
USD
46860.45000000
0.027671217043
Long
ABS-MBS
US
N
2
2035-06-15
Floating
7.89800040
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.330000% 03/15/2050
06051GHS1
248000.00000000
PA
USD
208567.97000000
0.123159926253
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.350000% 01/15/2027
20030NBW0
260000.00000000
PA
USD
235585.10000000
0.139113611464
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.376000% 04/27/2028
06051GKP3
100000.00000000
PA
USD
95606.05000000
0.056455620042
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE 1.450000% 06/01/2027
191216CU2
40000.00000000
PA
USD
35117.94000000
0.020737234488
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
ADP 6/22 Cov-Lite
N/A
ADP 6/22 Cov-Lite 7/6/2029
N/A
30000.00000000
PA
USD
29884.50000000
0.017646874619
Long
LON
US
N
2
2029-07-06
Floating
9.08022960
N
N
N
N
N
N
BALL CORPORATION
0BGI85ALH27ZJP15DY16
BALL CORP 3.125000% 09/15/2031
058498AX4
30000.00000000
PA
USD
24025.20000000
0.014186942799
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026
674599CH6
20000.00000000
PA
USD
18550.00000000
0.010953823024
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.100000% 04/13/2062
023135CK0
374000.00000000
PA
USD
309392.09000000
0.182696830140
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST
N/A
METLIFE SECURITIZATION TRUST 2020-1 MST 2020-INV1 A2A
59166CAE9
93409.79000000
PA
USD
77926.63000000
0.046015876761
Long
ABS-MBS
US
Y
2
2050-05-25
Floating
2.49999840
N
N
N
N
N
N
Republica de Colombia
549300MHDRBVRF6B9117
REPUBLIC OF COLOMBIA 5.625000% 02/26/2044
195325BR5
200000.00000000
PA
USD
144327.00000000
0.085225467153
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
N
N
N
N
N
N
GARDA WORLD SECURITY CORPORATION
N/A
GARDA WORLD SECURITY CORPORATION 30-Oct-2026
C4000KAD6
13741.31000000
PA
USD
13689.78000000
0.008083850531
Long
LON
US
N
2
2026-10-30
Floating
8.84999880
N
N
N
N
N
N
CSMC MORTGAGE BACKED TRUST
N/A
CSMC 2020-FACT CSMC 2020-FACT F
126395AQ5
250000.00000000
PA
USD
211732.03000000
0.125028311875
Long
ABS-MBS
US
Y
2
2037-10-15
Floating
10.74499920
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0549
3140XFTF8
94160.82000000
PA
USD
80207.95000000
0.047363002128
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 5.625000% 04/15/2053
548661EM5
245000.00000000
PA
USD
234505.55000000
0.138476134394
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.62500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE B.V.
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 7.375000% 01/17/2027
71647NAS8
100000.00000000
PA
USD
102313.08000000
0.060416138621
Long
DBT
NUSS
BR
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
NSTAR ELECTRIC COMPANY
54930080R72Y2Z31UR68
NSTAR ELECTRIC CO 3.950000% 04/01/2030
67021CAP2
230000.00000000
PA
USD
215673.63000000
0.127355836879
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
SEQUOIA MORTGAGE TRUST
N/A
SEQUOIA MORTGAGE TRUST 2021-1 SEMT 2021-1 A1
81747KAA1
326120.40000000
PA
USD
263928.26000000
0.155850320823
Long
ABS-MBS
US
Y
2
2051-03-25
Floating
2.49999840
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.250000% 01/15/2044
037411BC8
150000.00000000
PA
USD
107712.84000000
0.063604710881
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.250000% 10/22/2026
06051GFL8
50000.00000000
PA
USD
48020.58000000
0.028356276812
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.484000% 09/16/2036
61747YEF8
20000.00000000
PA
USD
14920.25000000
0.008810446252
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0523
3140XFSM4
93597.94000000
PA
USD
79968.11000000
0.047221375987
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
MSCCG TRUST
N/A
MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2
55352NAC1
110000.00000000
PA
USD
100022.88000000
0.059063769592
Long
ABS-MBS
US
N
2
2035-06-07
Floating
3.46174920
N
N
N
N
N
N
GREAT OUTDOORS GROUP, LLC
N/A
GREAT OUTDOORS GROUP, LLC 3/6/2028
07014QAN1
19402.81000000
PA
USD
19093.53000000
0.011274778896
Long
LON
US
N
2
2028-03-06
Floating
8.31971160
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE MTN 1.600000% 04/24/2025
06406RAN7
20000.00000000
PA
USD
18543.02000000
0.010949701316
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.60000000
N
N
N
N
N
N
Republica Oriental del Uruguay
549300RDR012H2V82H43
REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034
760942BE1
150000.00000000
PA
USD
161242.00000000
0.095213818445
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4718
36179TG33
2112.82000000
PA
USD
1910.89000000
0.001128385492
Long
DBT
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031
694308JG3
20000.00000000
PA
USD
15586.67000000
0.009203968987
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BQ1567
3140KLW57
366706.80000000
PA
USD
328711.39000000
0.194104926807
Long
DBT
USGA
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
FRESENIUS MEDICAL CARE US FINANCE II, INC.
5493008GJ5TVVTY4UM62
FRESENIUS MEDICAL CARE US FINANCE II INC 144A 4.750000% 10/15/2024
35802XAJ2
50000.00000000
PA
USD
49228.14000000
0.029069344118
Long
DBT
CORP
DE
N
2
2024-10-15
Fixed
4.75000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026
212015AU5
20000.00000000
PA
USD
17429.51000000
0.010292170778
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.700000% 02/15/2031
14448CAL8
10000.00000000
PA
USD
8255.41000000
0.004874840977
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.000000% 01/22/2025
06051GFM6
300000.00000000
PA
USD
292266.54000000
0.172584148529
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB3126
3140QNPL0
93603.29000000
PA
USD
86112.57000000
0.050849695524
Long
DBT
USGA
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3936
36179SLR6
107804.38000000
PA
USD
97959.26000000
0.057845196640
Long
DBT
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST 2018-H4 MSC 2018-H4 A4
61691RAE6
313000.00000000
PA
USD
296930.17000000
0.175338034117
Long
ABS-MBS
US
N
2
2051-12-15
Fixed
4.31000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2015-56 AS
3136APTN2
125512.60000000
PA
USD
12912.76000000
0.007625018210
Long
DBT
USGA
US
N
2
2045-08-25
Floating
1.53299880
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM4330
3140X7Y45
181882.87000000
PA
USD
156756.39000000
0.092565054127
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL FH 841090
31288QF70
238425.89000000
PA
USD
239163.07000000
0.141226412012
Long
DBT
USGA
US
N
2
2046-10-01
Floating
3.64299840
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG U99124
3132H7D68
144512.48000000
PA
USD
134584.64000000
0.079472578350
Long
DBT
USGA
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
ASSET BACKED SECURITIES CORPORATION
N/A
ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUS ABSHE 2007-HE1 A4
04544RAC9
87273.00000000
PA
USD
84107.38000000
0.049665625638
Long
ABS-MBS
US
N
2
2036-12-25
Floating
3.53873520
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030
912828Z37
390000.00000000
PA
USD
407513.40000000
0.240637717725
Long
DBT
USGA
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
OBX TRUST
N/A
OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2
67114VAB9
120000.00000000
PA
USD
85869.48000000
0.050706150250
Long
ABS-MBS
US
Y
2
2061-11-25
Floating
3.00099960
N
N
N
N
N
N
PT Pertamina (Persero)
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT 144A 6.000000% 05/03/2042
69369EAD1
200000.00000000
PA
USD
193104.94000000
0.114028967006
Long
DBT
NUSS
ID
N
2
2042-05-03
Fixed
6.00000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP 5.100000% 06/15/2045
30161NAS0
328000.00000000
PA
USD
301855.40000000
0.178246395183
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.10000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA6635
3140QELR1
505540.43000000
PA
USD
435712.30000000
0.257289241180
Long
DBT
USGA
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
N/A
CHARTER COMMUNICATIONS OPERATING, LLC 2/1/2027
16117LBX6
9772.73000000
PA
USD
9679.89000000
0.005716000105
Long
LON
US
N
2
2027-02-01
Floating
6.32000160
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.63
N/A
400000.00000000
NC
USD
114626.53000000
0.067687262725
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2047-05-15
15582.09000000
USD
0.00000000
USD
-400000.00000000
USD
99044.44000000
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC 3.500000% 04/01/2027
98138HAG6
20000.00000000
PA
USD
18680.91000000
0.011031125718
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER LLC
N/A
VANTAGE DATA CENTERS ISSUER LLC VDC 2020-1A A2
92212KAB2
387000.00000000
PA
USD
344878.61000000
0.203651712073
Long
ABS-MBS
US
Y
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.625000% 04/15/2052
437076CQ3
80000.00000000
PA
USD
61258.23000000
0.036173143408
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD1132
3132DNHH9
97640.36000000
PA
USD
92282.41000000
0.054493002018
Long
DBT
USGA
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6477
36179VFS4
17715.30000000
PA
USD
17362.48000000
0.010252589390
Long
DBT
USGA
US
N
2
2050-02-20
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.250000% 11/30/2026
91282CDK4
4660000.00000000
PA
USD
4162508.61000000
2.457972110668
Long
SN
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.250000% 05/15/2041
912810SY5
10000.00000000
PA
USD
7598.05000000
0.004486668195
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP 5.625000% 06/15/2035
30161NAC5
60000.00000000
PA
USD
60158.59000000
0.035523803141
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD8037
3132DV4W2
104589.12000000
PA
USD
89140.47000000
0.052637678313
Long
DBT
USGA
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 8.250000% 08/01/2023
25179MBB8
30000.00000000
PA
USD
30214.50000000
0.017841740473
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM4726
3140X8HC4
143503.24000000
PA
USD
135495.13000000
0.080010225053
Long
DBT
USGA
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.785000% 03/17/2033
172967NN7
60000.00000000
PA
USD
52161.65000000
0.030801589368
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I INC.
3IFG42XD94UUZ7FL2766
MORGAN STANLEY CAPITAL I TRUST 2007-IQ16 MSC 2007-IQ16 AJ
61756UAH4
13788.77000000
PA
USD
6808.89000000
0.004020667172
Long
ABS-MBS
US
N
2
2049-12-12
Floating
6.28182000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 555647
31385XHY6
82550.91000000
PA
USD
81535.86000000
0.048147136421
Long
DBT
USGA
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA6871
3140QET51
146934.62000000
PA
USD
134045.91000000
0.079154456891
Long
DBT
USGA
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031
92343VGJ7
90000.00000000
PA
USD
73618.90000000
0.043472151044
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP 3.703000% 03/16/2032
56501RAN6
340000.00000000
PA
USD
304996.63000000
0.180101299631
Long
DBT
NUSS
CA
N
2
2032-03-16
Fixed
3.70300000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2018-SRP5 GSMS 2018-SRP5 A
36255TAA0
172131.06000000
PA
USD
146991.68000000
0.086798967591
Long
ABS-MBS
US
N
2
2031-09-15
Floating
6.38799840
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 4.000000% 05/10/2046
822582BQ4
50000.00000000
PA
USD
41530.71000000
0.024523991775
Long
DBT
NUSS
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355000% 03/15/2032
92343VGN8
93000.00000000
PA
USD
73112.15000000
0.043172913857
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY
N/A
JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 5/5/2028
G5080AAF9
79940.32260000
PA
USD
79783.64000000
0.047112445974
Long
LON
US
N
2
2028-05-05
Floating
8.06970960
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD1749
3132DN5J8
98329.18000000
PA
USD
83830.83000000
0.049502322147
Long
DBT
USGA
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 AP1087
36188MF46
82200.34000000
PA
USD
79220.45000000
0.046779880821
Long
DBT
USGA
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.250000% 10/15/2030
20030NCU3
130000.00000000
PA
USD
123398.91000000
0.072867375826
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.25000000
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 5.672000% 12/01/2052
575767AT5
305000.00000000
PA
USD
308489.01000000
0.182163559062
Long
DBT
CORP
US
N
2
2052-12-01
Fixed
5.67200000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 3.875000% 07/20/2025
126650CL2
18000.00000000
PA
USD
17438.77000000
0.010297638832
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737000% 04/24/2024
61744YAQ1
40000.00000000
PA
USD
39882.25000000
0.023550571877
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.73700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA2047
3140Q9HZ9
23919.07000000
PA
USD
23638.87000000
0.013958813934
Long
DBT
USGA
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
87.00000000
NC
USD
9313757.81000000
5.499798099517
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2023
2023-07-03
9308064.61000000
USD
5693.20000000
N
N
N
ECOPETROL S.A.
254900IDGKCJICKBPA66
ECOPETROL SA 4.625000% 11/02/2031
279158AP4
20000.00000000
PA
USD
14910.00000000
0.008804393601
Long
DBT
NUSS
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.588000% 04/14/2027
10373QAZ3
10000.00000000
PA
USD
9454.66000000
0.005583001207
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.58800000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE MTN 4.289000% 06/13/2033
06406RBH9
140000.00000000
PA
USD
130205.55000000
0.076886714368
Long
DBT
CORP
US
N
2
2033-06-13
Fixed
4.28900000
N
N
N
N
N
N
BRK: UBS
N/A
Credit Default Swap
CDS125747
166000.00000000
NC
USD
-2520.51000000
-0.00148836768
N/A
DCR
XX
N
2
BRK: UBS
N/A
Y
2027-12-20
0.00000000
USD
-2933.81000000
USD
166000.00000000
USD
413.30000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BM1565
3140J5W39
80058.78000000
PA
USD
72057.39000000
0.042550075346
Long
DBT
USGA
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD7509
3132DVKW4
48896.64000000
PA
USD
43673.46000000
0.025789291197
Long
DBT
USGA
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
TERRIER MEDIA BUYER
N/A
TERRIER MEDIA BUYER 17-Dec-2026
88145LAE4
38783.68000000
PA
USD
36379.09000000
0.021481946828
Long
LON
US
N
2
2026-12-17
Floating
8.22985920
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1237
3140XGLT4
266903.31000000
PA
USD
246553.81000000
0.145590663116
Long
DBT
USGA
US
N
2
2051-12-01
Fixed
3.50000000
N
N
N
N
N
N
FRESB MORTGAGE TRUST
N/A
FRESB 2019-SB63 MORTGAGE TRUST FRESB 2019-SB63 A5H
30298BAE3
195068.94000000
PA
USD
189067.94000000
0.111645108054
Long
ABS-MBS
US
N
2
2039-02-25
Floating
2.54999880
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20B 1
83162CTB9
33465.51000000
PA
USD
31972.56000000
0.018879879454
Long
ABS-MBS
US
N
2
2030-02-01
Fixed
4.14000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20F 1
83162CXB4
83296.92000000
PA
USD
76802.00000000
0.045351779835
Long
ABS-MBS
US
N
2
2035-06-01
Fixed
2.98000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA7257
3140QFB32
78321.18000000
PA
USD
67318.22000000
0.039751583192
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.050000% 03/30/2029
161175BR4
40000.00000000
PA
USD
37350.35000000
0.022055478372
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.000000% 11/15/2026
912828U24
2670000.00000000
PA
USD
2455774.21000000
1.450141028844
Long
SN
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
ALI GROUP NORTH AMERICA CORPORATION
N/A
ALI GROUP NORTH AMERICA CORPORATION 7/30/2029
01608UAE7
61755.56000000
PA
USD
61446.78000000
0.036284482671
Long
LON
US
N
2
2029-07-30
Floating
6.67591920
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA3913
3133KKK24
227146.53000000
PA
USD
195766.47000000
0.115600607361
Long
DBT
USGA
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q53595
3132XV7H0
453043.39000000
PA
USD
419590.42000000
0.247769229302
Long
DBT
USGA
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
NEXSTAR BROADCASTING, INC.
N/A
NEXSTAR BROADCASTING, INC. 9/18/2026
65336RAW8
31125.49000000
PA
USD
31036.47000000
0.018327115886
Long
LON
US
N
2
2026-09-18
Floating
7.06970880
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 4.250000% 04/01/2050
126650DL1
70000.00000000
PA
USD
55987.09000000
0.033060521591
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 4.808000% 07/25/2028
95000U3A9
457000.00000000
PA
USD
444943.88000000
0.262740513070
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.80800000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5711
36179UKY7
62474.15000000
PA
USD
60635.24000000
0.035805266200
Long
DBT
USGA
US
N
2
2049-01-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H27 AI
38375BZC9
35957.49000000
PA
USD
1001.60000000
0.000591447393
Long
DBT
USGA
US
N
2
2062-10-20
Floating
1.62078840
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050
10373QBG4
50000.00000000
PA
USD
33884.41000000
0.020008831829
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 4.750000% 11/15/2024
21036PAN8
80000.00000000
PA
USD
79275.79000000
0.046812559234
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/02/2023
912796YB9
230000.00000000
PA
USD
229972.06000000
0.135799096812
Long
DBT
UST
US
N
2
2023-03-02
None
0.00000000
N
N
N
N
N
N
GENESEE & WYOMING INC.
N/A
GENESEE & WYOMING INC. 30-Dec-2026
55316HAB1
87099.77010000
PA
USD
86809.73000000
0.051261370309
Long
LON
US
N
2
2026-12-30
Floating
6.72986160
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BC4732
3617B8HH4
27315.53000000
PA
USD
25457.10000000
0.015032483456
Long
DBT
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA2672
31418B6J0
62297.14000000
PA
USD
56856.67000000
0.033574010833
Long
DBT
USGA
US
N
2
2036-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA3206
3133KJR38
438709.68000000
PA
USD
360634.12000000
0.212955381518
Long
DBT
USGA
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE MTN 0.750000% 06/12/2023
89114QCG1
80000.00000000
PA
USD
79050.30000000
0.046679406806
Long
DBT
NUSS
CA
N
2
2023-06-12
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR ZT0794
3132AC3B4
167283.00000000
PA
USD
166511.61000000
0.098325536792
Long
DBT
USGA
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (MARCH)
21H050631
600000.00000000
PA
USD
592781.25000000
0.350038862797
Long
DBT
USGA
US
N
2
2045-03-15
Fixed
5.00000000
N
N
N
N
N
N
API GROUP DE, INC.
N/A
API GROUP DE, INC. 10/1/2026
00186XAB9
67380.58000000
PA
USD
67279.51000000
0.039728724837
Long
LON
US
N
2
2026-10-01
Floating
7.06970880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.125000% 08/31/2027
91282CFH9
1151000.00000000
PA
USD
1098440.67000000
0.648632059426
Long
SN
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-176 IN
38383CED8
277146.95000000
PA
USD
37378.23000000
0.022071941584
Long
DBT
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
CSC HOLDINGS, LLC
N/A
CSC HOLDINGS, LLC 1/15/2026
64072UAH5
0.02000000
PA
USD
0.02000000
0.000000011810
Long
LON
US
N
2
2026-01-15
Floating
6.83786160
N
N
N
N
N
N
N/A
N/A
US 5Y NOTE FRI WK1Mar23C 107 SHORT
N/A
-14.00000000
NC
USD
-3937.50000000
-0.00232510394
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Call
Written
N/A
Call Option 107 Mar 2023 on US 5Y NOTE e-CBOT Jun 2023 (Week 1)
-14000.00000000
107.00000000
USD
2023-03-06
XXXX
522.67000000
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.700000% 01/12/2026
172967KG5
100000.00000000
PA
USD
95915.79000000
0.056638522314
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER, LLC
N/A
PRIME SECURITY SERVICES BORROWER, LLC 9/23/2026
03765VAK6
82272.78000000
PA
USD
82067.10000000
0.048460835016
Long
LON
US
N
2
2026-09-23
Floating
7.51728960
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB1273
3140QLMX1
90102.37000000
PA
USD
73742.91000000
0.043545379270
Long
DBT
USGA
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST 4.000000% 04/11/2026
90932PAA6
492691.17000000
PA
USD
461195.69000000
0.272337248950
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
VERIZON OWNER TRUST
N/A
VERIZON OWNER TRUST 2020-A VZOT 2020-A A1A
92348TAA2
15438.26000000
PA
USD
15401.96000000
0.009094897254
Long
ABS-MBS
US
N
2
2024-07-22
Fixed
1.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL FH 841089
31288QF62
117422.54000000
PA
USD
117404.83000000
0.069327856068
Long
DBT
USGA
US
N
2
2047-06-01
Floating
3.47500080
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.329000% 09/21/2028
92343VER1
30000.00000000
PA
USD
28740.78000000
0.016971504998
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.200000% 03/15/2040
674599DJ1
75000.00000000
PA
USD
73125.00000000
0.043180501815
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 144A 4.194000% 04/01/2031
225401AP3
250000.00000000
PA
USD
198269.10000000
0.117078416855
Long
DBT
NUSS
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE TRUST
N/A
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2004 MLMI 2004-WMC5 M1
59020UMF9
226949.90000000
PA
USD
218221.50000000
0.128860360711
Long
ABS-MBS
US
N
2
2035-07-25
Floating
5.54699880
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035
161175AZ7
580000.00000000
PA
USD
556728.09000000
0.328749378477
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC 3.950000% 03/15/2048
26442CAU8
98000.00000000
PA
USD
78662.71000000
0.046450533907
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
3.95000000
N
N
N
N
N
N
Provincia de Buenos Aires
549300L6AYROPOTQ4L07
PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 5.250000% 09/01/2037
N/A
296874.00000000
PA
USD
113554.31000000
0.067054114039
Long
DBT
NUSS
AR
N
2
2037-09-01
Fixed
5.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.500000% MATURITY: PERPETUAL
29273VAN0
20000.00000000
PA
USD
18434.36000000
0.010885537305
Long
DBT
CORP
US
N
2
2171-11-15
Fixed
6.50000000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CIGNA GROUP/THE 4.900000% 12/15/2048
125523AK6
10000.00000000
PA
USD
8993.99000000
0.005310974379
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-18
N/A
1.00000000
NC
-3504.73000000
-0.00206955213
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
417311.19000000
USD
389093.00000000
EUR
2023-04-18
-3504.73000000
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 4.625000% 08/01/2030
35671DCH6
10000.00000000
PA
USD
9228.47000000
0.005449435426
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (MAR)
21H030633
1100000.00000000
PA
USD
981857.43000000
0.579789354379
Long
DBT
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 3.85
N/A
2094000.00000000
NC
USD
-1973.71000000
-0.00116548086
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2029-06-30
1112.62000000
USD
0.00000000
USD
-2094000.00000000
USD
-3086.33000000
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5877
36179UQ62
12219.40000000
PA
USD
11970.23000000
0.007068451805
Long
DBT
USGA
US
N
2
2049-04-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0424
3140XFPJ4
92130.13000000
PA
USD
78835.30000000
0.046552448749
Long
DBT
USGA
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 4.565000% 06/14/2030
46647PDF0
180000.00000000
PA
USD
171194.94000000
0.101091055282
Long
DBT
CORP
US
N
2
2030-06-14
Fixed
4.56500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA4703
3133KLGL5
270552.88000000
PA
USD
222691.70000000
0.131500025384
Long
DBT
USGA
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027
694308JF5
20000.00000000
PA
USD
17032.58000000
0.010057782586
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.000000% 02/15/2041
87264ABL8
10000.00000000
PA
USD
6959.43000000
0.004109561432
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2014-C17 A4
61763UAY8
216573.98000000
PA
USD
210626.60000000
0.124375552598
Long
ABS-MBS
US
N
2
2047-08-15
Fixed
3.44300000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20G 1
83162CUD3
129726.97000000
PA
USD
122739.49000000
0.072477986609
Long
ABS-MBS
US
N
2
2031-07-01
Fixed
3.74000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST
N/A
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 STACR 2020-DNA1 B1
35565HBD6
180000.00000000
PA
USD
175495.03000000
0.103630269560
Long
DBT
USGA
US
N
2
2050-01-25
Floating
6.91700040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.625000% 11/15/2050
912810SS8
2410000.00000000
PA
USD
1476595.70000000
0.871933583660
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.150000% 10/16/2028
29379VBT9
350000.00000000
PA
USD
330925.62000000
0.195412435354
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR QB2668
3133A86D4
240375.47000000
PA
USD
204567.44000000
0.120797602931
Long
DBT
USGA
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026
00774MAV7
150000.00000000
PA
USD
132235.77000000
0.078085564534
Long
DBT
NUSS
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
MASSACHUSETTS EDL FING AUTH ED LN REV
N/A
MASSACHUSETTS ST EDUCTNL FING MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY
57563RSP5
285000.00000000
PA
USD
272406.59000000
0.160856796637
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
4.14100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM6497
3140XAGF3
224496.21000000
PA
USD
186057.69000000
0.109867547636
Long
DBT
USGA
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 4.375000% 08/04/2025
21684AAC0
250000.00000000
PA
USD
242168.75000000
0.143001273834
Long
DBT
NUSS
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM3444
3140X6ZJ3
94974.28000000
PA
USD
87434.42000000
0.051630251372
Long
DBT
USGA
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM2336
3140X5S20
82769.75000000
PA
USD
78793.22000000
0.046527600400
Long
DBT
USGA
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.250000% 02/15/2052
912810TD0
1282000.00000000
PA
USD
914076.01000000
0.539764250388
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST
N/A
DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028
247361ZV3
144587.60000000
PA
USD
126581.80000000
0.074746880612
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 5.600000% 07/15/2041
25179MAL7
50000.00000000
PA
USD
46105.42000000
0.027225369873
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q31008
3132QMDN8
33860.24000000
PA
USD
32508.88000000
0.019196577803
Long
DBT
USGA
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.625000% 02/15/2053
912810TN8
530000.00000000
PA
USD
504576.56000000
0.297953764995
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY GLOBAL, INC.
N/A
RACKSPACE TECHNOLOGY GLOBAL, INC. 2/15/2028
75009XAB6
49125.00000000
PA
USD
30769.94000000
0.018169729231
Long
LON
US
N
2
2028-02-15
Floating
7.59499920
N
N
N
N
N
N
CAMERON LNG, LLC
549300C39FLHGVD73K22
CAMERON LNG LLC 144A 3.302000% 01/15/2035
133434AB6
70000.00000000
PA
USD
58291.23000000
0.034421122227
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.30200000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC 7.850000% 02/01/2026
893574AH6
50000.00000000
PA
USD
53007.73000000
0.031301201798
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL FH 841077
31288QFS4
59899.27000000
PA
USD
57380.78000000
0.033883499145
Long
DBT
USGA
US
N
2
2047-11-01
Floating
2.87700120
N
N
N
N
N
N
AMWINS GROUP INC.
N/A
AMWINS GROUP INC. 2/19/2028
03234TAW8
39251.15200000
PA
USD
38579.17000000
0.022781099763
Long
LON
US
N
2
2028-02-19
Floating
6.81971040
N
N
N
N
N
N
CINTAS CORP NO 2
549300QVUQTTKMTE0G41
CINTAS CORP NO 2 4.000000% 05/01/2032
17252MAQ3
20000.00000000
PA
USD
18553.77000000
0.010956049219
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 4.125000% 04/01/2040
126650DK3
10000.00000000
PA
USD
8206.19000000
0.004845776440
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM6597
3140XAKK7
84677.03000000
PA
USD
72195.69000000
0.042631741854
Long
DBT
USGA
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033
92343VEA8
180000.00000000
PA
USD
167294.87000000
0.098788053850
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
THE FEDERAL HOME LOAN BANKS
N/A
FED HOME LN DISCOUNT NT ZERO COUPON 05/26/2023
313384GB9
270000.00000000
PA
USD
266947.86000000
0.157633402440
Long
DBT
USGA
US
N
2
2023-05-26
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR QD2129
3133AYLJ7
280174.44000000
PA
USD
228632.39000000
0.135008018209
Long
DBT
USGA
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 4.350000% 03/01/2029
00206RHJ4
120000.00000000
PA
USD
113746.85000000
0.067167809408
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.300000% 04/15/2040
437076CC4
10000.00000000
PA
USD
7963.43000000
0.004702426031
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.400000% 10/15/2052
87264ACT0
30000.00000000
PA
USD
20412.78000000
0.012053799437
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8577
3140XCQ76
82144.31000000
PA
USD
73645.63000000
0.043487935178
Long
DBT
USGA
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AU6735
3138X6PV1
26567.11000000
PA
USD
24074.96000000
0.014216326208
Long
DBT
USGA
US
N
2
2043-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3873
36179SJS7
35165.93000000
PA
USD
31917.13000000
0.018847147896
Long
DBT
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL SECURITIES CLEARING CORPORATION
549300RYC9NELN2ICA34
NATIONAL SECURITIES CLEARING CORP 144A 1.500000% 04/23/2025
637639AB1
250000.00000000
PA
USD
231095.15000000
0.136462284365
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4901
36179TNS0
14900.38000000
PA
USD
14286.71000000
0.008436339242
Long
DBT
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
ICON PUBLIC LIMITED COMPANY
N/A
ICON PUBLIC LIMITED COMPANY 7/3/2028
L5000DAD9
12155.31270000
PA
USD
12135.62000000
0.007166115028
Long
LON
US
N
2
2028-07-03
Floating
6.99999840
N
N
N
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO 5.375000% 03/15/2030
845467AS8
20000.00000000
PA
USD
18269.60000000
0.010788246098
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.509000% 01/23/2029
46647PAM8
210000.00000000
PA
USD
192038.81000000
0.113399414480
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
PHOENIX GUARANTOR INC.
N/A
PHOENIX GUARANTOR INC. 3/5/2026
71913BAH5
14252.51000000
PA
USD
14035.73000000
0.008288134902
Long
LON
US
N
2
2026-03-05
Floating
6.06971160
N
N
N
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 3.250000% 12/01/2026
25278XAM1
10000.00000000
PA
USD
9263.98000000
0.005470404173
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4494 AI
3137BKU57
97829.78000000
PA
USD
4043.13000000
0.002387478732
Long
DBT
USGA
US
N
2
2038-11-15
Floating
0.12374280
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD8045
3132DV5E1
351827.76000000
PA
USD
325150.67000000
0.192002312428
Long
DBT
USGA
US
N
2
2050-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5265
36179TZ65
31873.28000000
PA
USD
31334.71000000
0.018503227378
Long
DBT
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II 144A 1.250000% 06/23/2025
74256LEE5
10000.00000000
PA
USD
9069.21000000
0.005355391984
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
1.25000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
N/A
CLARIOS GLOBAL LP 4/30/2026
C8000CAG8
85731.77000000
PA
USD
85209.66000000
0.050316524832
Long
LON
US
N
2
2026-04-30
Floating
7.81971120
N
N
N
N
N
N
THE SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN CO/THE 3.250000% 07/01/2026
842587CV7
415000.00000000
PA
USD
386948.92000000
0.228494339045
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
DIGITAL REALTY TRUST, L.P.
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY TRUST LP 3.700000% 08/15/2027
25389JAR7
233000.00000000
PA
USD
215758.58000000
0.127406000074
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP 3.078000% 05/11/2050
166764CA6
10000.00000000
PA
USD
7202.86000000
0.004253307477
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.07800000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 4.375000% 05/11/2045
822582BF8
50000.00000000
PA
USD
44215.07000000
0.026109113304
Long
DBT
NUSS
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL6301
3138EPAB0
47328.62000000
PA
USD
46986.44000000
0.027745614464
Long
DBT
USGA
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AP2422
3138M5VQ9
65141.89000000
PA
USD
61114.63000000
0.036088347236
Long
DBT
USGA
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 1.200000% 06/03/2027
023135BR6
60000.00000000
PA
USD
51813.72000000
0.030596135802
Long
DBT
CORP
US
N
2
2027-06-03
Fixed
1.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G60804
31335A3M8
192035.13000000
PA
USD
189894.65000000
0.112133282449
Long
DBT
USGA
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.412000% 03/31/2031
172967MP3
50000.00000000
PA
USD
46476.58000000
0.027444540814
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6997
36179VX21
91893.24000000
PA
USD
85675.67000000
0.050591704943
Long
DBT
USGA
US
N
2
2050-11-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA3607
3133KKAG4
202722.99000000
PA
USD
180555.56000000
0.106618525626
Long
DBT
USGA
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA2138
31418BLU8
14771.37000000
PA
USD
14115.63000000
0.008335316059
Long
DBT
USGA
US
N
2
2035-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA5117
3133KLVJ3
162073.88000000
PA
USD
132976.22000000
0.078522802176
Long
DBT
USGA
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC MTN 4.972000% 05/16/2029
06738EBD6
200000.00000000
PA
USD
190457.75000000
0.112465794457
Long
DBT
NUSS
GB
N
2
2029-05-16
Fixed
4.97200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.750000% 04/30/2027
91282CEN7
180000.00000000
PA
USD
169417.97000000
0.100041749897
Long
SN
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 3.900000% 10/01/2027
26884LAF6
230000.00000000
PA
USD
210316.60000000
0.124192496795
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.650000% 09/15/2059
00206RLV2
32000.00000000
PA
USD
21671.78000000
0.012797242196
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040
035240AS9
50000.00000000
PA
USD
43884.40000000
0.025913851813
Long
DBT
CORP
BE
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC 144A 3.755000% 03/15/2027
55903VAG8
20000.00000000
PA
USD
18346.69000000
0.010833767943
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
TRICON AMERICAN HOMES TRUST
N/A
TRICON AMERICAN HOMES 2019-SFR1 TRUST TAH 2019-SFR1 A
89612LAA4
284970.45000000
PA
USD
262560.37000000
0.155042578236
Long
ABS-MBS
US
N
2
2038-03-17
Fixed
2.75000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.200000% 07/15/2045
50077LAM8
20000.00000000
PA
USD
18429.18000000
0.010882478501
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/18/2023
912796W47
870000.00000000
PA
USD
861211.19000000
0.508547437314
Long
DBT
UST
US
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B2
64828GBB5
200521.34000000
PA
USD
177511.94000000
0.104821260136
Long
ABS-MBS
US
N
2
2059-09-25
Floating
4.25000160
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-51 SG
38375K4K5
6376.56000000
PA
USD
195.35000000
0.000115354680
Long
DBT
USGA
US
N
2
2037-08-20
Floating
1.98213840
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 3.137000% 11/15/2035
11135FBP5
150000.00000000
PA
USD
110576.63000000
0.065295786290
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR ZS9316
3132AAK52
33269.36000000
PA
USD
31422.16000000
0.018554866829
Long
DBT
USGA
US
N
2
2038-01-01
Fixed
3.50000000
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC 2.750000% 03/27/2027
654106AJ2
20000.00000000
PA
USD
18540.38000000
0.010948142389
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BF0222
3140FXG89
37667.55000000
PA
USD
36470.78000000
0.021536090010
Long
DBT
USGA
US
N
2
2057-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (MARCH)
21H040632
200000.00000000
PA
USD
188945.31000000
0.111572694722
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 CG3425
3617WGYW1
143834.85000000
PA
USD
123934.72000000
0.073183773018
Long
DBT
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR ZT0657
3132ACWS5
111886.74000000
PA
USD
115973.04000000
0.068482380366
Long
DBT
USGA
US
N
2
2040-07-01
Fixed
6.00000000
N
N
N
N
N
N
MEG Energy Corp.
5493002WXPTG5ZC1T326
MEG ENERGY CORP 144A 5.875000% 02/01/2029
552704AF5
10000.00000000
PA
USD
9326.70000000
0.005507440496
Long
DBT
NUSS
CA
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE 3.375000% 03/25/2027
191216CR9
20000.00000000
PA
USD
19083.19000000
0.011268673100
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5010 JI
3137FVQG0
81678.83000000
PA
USD
12712.17000000
0.007506569295
Long
DBT
USGA
US
N
2
2050-09-25
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 4.203000% 07/23/2029
46647PAV8
590000.00000000
PA
USD
553106.80000000
0.326610997357
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20300000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106000% 04/08/2026
172967MQ1
30000.00000000
PA
USD
28488.80000000
0.016822710155
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR QC5830
3133AQPP6
88931.21000000
PA
USD
76326.77000000
0.045071155290
Long
DBT
USGA
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1 SCRT 2022-1 MAU
35563P7F0
323862.92000000
PA
USD
298069.34000000
0.176010716952
Long
ABS-MBS
US
N
2
2061-11-25
Fixed
3.25000000
N
N
N
N
N
N
ICON PUBLIC LIMITED COMPANY
N/A
ICON PUBLIC LIMITED COMPANY 7/3/2028
L5000DAC1
48787.02500000
PA
USD
48707.99000000
0.028762194196
Long
LON
US
N
2
2028-07-03
Floating
6.99999840
N
N
N
N
N
N
ASURION LLC
N/A
ASURION LLC 11/3/2024
04649VAW0
48111.20000000
PA
USD
47913.46000000
0.028293022174
Long
LON
US
N
2
2024-11-03
Floating
7.56970920
N
N
N
N
N
N
BANK
N/A
BANK 2017-BNK8 BANK 2017-BNK8 XA
06650AAF4
1361651.70000000
PA
USD
36465.99000000
0.021533261503
Long
DBT
USGA
US
N
2
2050-11-15
Floating
0.71276040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.750000% 08/15/2047
912810RY6
460000.00000000
PA
USD
365682.03000000
0.215936185441
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G67701
3132XCRW7
148708.99000000
PA
USD
134544.18000000
0.079448686616
Long
DBT
USGA
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
REGIONALCARE HOSPITAL PARTNERS HOLDINGS, INC.
N/A
REGIONALCARE HOSPITAL PARTNERS HOLDINGS, INC. 16-Nov-2025
75915TAD4
24767.73000000
PA
USD
23667.05000000
0.013975454297
Long
LON
US
N
2
2025-11-16
Floating
8.57529000
N
N
N
N
N
N
Chevron U.S.A. Inc.
VA8TZDWPEZYU430RZ444
CHEVRON USA INC 3.850000% 01/15/2028
166756AR7
30000.00000000
PA
USD
28850.53000000
0.017036312657
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 2.500000% 06/30/2025
026874DQ7
14000.00000000
PA
USD
13177.86000000
0.007781560446
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 SCRT 2019-2 MA
35563PKG3
280169.01000000
PA
USD
264716.34000000
0.156315684103
Long
ABS-MBS
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP 3.700000% 04/01/2060
67066GAJ3
50000.00000000
PA
USD
38120.40000000
0.022510194891
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 1.500000% 06/03/2030
023135BS4
30000.00000000
PA
USD
24063.07000000
0.014209305132
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CIGNA GROUP/THE 4.125000% 11/15/2025
125523AG5
50000.00000000
PA
USD
48623.20000000
0.028712125482
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
SOTERA HEALTH HOLDINGS, LLC
N/A
SOTERA HEALTH HOLDINGS, LLC 11-Dec-2026
83600VAE1
90000.00000000
PA
USD
86265.00000000
0.050939705834
Long
LON
US
N
2
2026-12-11
Floating
7.57528920
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB5497
3140QRDB6
98927.76000000
PA
USD
102323.10000000
0.060422055457
Long
DBT
USGA
US
N
2
2053-01-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 784605
3622AAAE4
121442.30000000
PA
USD
120353.18000000
0.071068864376
Long
DBT
USGA
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0584
3140XFUJ8
92343.62000000
PA
USD
75952.52000000
0.044850159696
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2020-B22 MORTGAGE TRUST BMARK 2020-B22 ASB
08163BBD2
474000.00000000
PA
USD
401847.67000000
0.237292089492
Long
ABS-MBS
US
N
2
2054-01-15
Fixed
1.73100000
N
N
N
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC 4.500000% 04/01/2025
444859BM3
10000.00000000
PA
USD
9827.53000000
0.005803181907
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC 2.200000% 03/01/2032
142339AL4
407000.00000000
PA
USD
308698.56000000
0.182287298880
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA6562
3133KNJF1
89526.74000000
PA
USD
77262.86000000
0.045623918858
Long
DBT
USGA
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC 3.250000% 03/27/2040
654106AL7
10000.00000000
PA
USD
8032.13000000
0.004742993559
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM7794
3140XBUU2
388176.27000000
PA
USD
369582.71000000
0.218239547080
Long
DBT
USGA
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q42618
3132WF4C0
178402.44000000
PA
USD
160550.10000000
0.094805249703
Long
DBT
USGA
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA 144A 4.705000% 01/10/2025
09659W2G8
200000.00000000
PA
USD
197910.77000000
0.116866822063
Long
DBT
NUSS
FR
N
2
2025-01-10
Fixed
4.70500000
N
N
N
N
N
N
CSMC TRUST
N/A
CSMC TRUST 2018-J1 TRUST CSMC 2018-J1 A2
12653TAB7
130927.13000000
PA
USD
116079.01000000
0.068544955926
Long
ABS-MBS
US
N
2
2048-02-25
Floating
3.49999920
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (MARCH)
21H052637
200000.00000000
PA
USD
200695.31000000
0.118511100142
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 SCRT 2018-1 MA
35563PDZ9
182369.95000000
PA
USD
168596.35000000
0.099556581159
Long
ABS-MBS
US
N
2
2057-05-25
Fixed
3.00000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.300000% 04/13/2027
023135CF1
10000.00000000
PA
USD
9446.87000000
0.005578401192
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
3.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM9461
3140XDQP4
434486.49000000
PA
USD
397189.42000000
0.234541380807
Long
DBT
USGA
US
N
2
2051-11-01
Fixed
3.50000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC 4.500000% 07/17/2025
80282KAE6
10000.00000000
PA
USD
9712.92000000
0.005735504406
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.50000000
N
N
N
N
N
N
BX TRUST
N/A
BXP TRUST 2017-CQHP BX 2017-CQHP A
12433QAA2
190000.00000000
PA
USD
183072.37000000
0.108104708447
Long
ABS-MBS
US
N
2
2034-11-15
Floating
5.43800160
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-18
N/A
1.00000000
NC
8089.96000000
0.004777142324
N/A
DFE
ID
N
2
CITIGROUP GLOBAL MARKETS
N/A
645046.49000000
USD
9959840279.00000000
IDR
2023-04-18
8089.96000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA2790
3133KJC34
426730.60000000
PA
USD
363027.75000000
0.214368826230
Long
DBT
USGA
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1519 X1
3137F8TU7
2072399.19000000
PA
USD
101844.54000000
0.060139464538
Long
DBT
USGA
US
N
2
2035-12-25
Floating
0.59820480
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR QB4847
3133ABL40
158331.86000000
PA
USD
135058.71000000
0.079752517913
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.650000% 07/23/2048
172967MD0
180000.00000000
PA
USD
161461.79000000
0.095343605009
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
Republica Argentina
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA 3.500000% 07/09/2041
040114HV5
20000.00000000
PA
USD
6280.43000000
0.003708610174
Long
DBT
NUSS
AR
N
2
2041-07-09
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/28/2023
912796Z85
760000.00000000
PA
USD
757424.93000000
0.447261382088
Long
DBT
UST
US
N
2
2023-03-28
None
0.00000000
N
N
N
N
N
N
CLOUDERA, INC.
N/A
CLOUDERA, INC. 10/8/2028
74339VAB4
29700.00000000
PA
USD
28298.46000000
0.016710313892
Long
LON
US
N
2
2028-10-08
Floating
8.31971160
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 A4
12593QBE9
417000.00000000
PA
USD
397406.34000000
0.234669472629
Long
ABS-MBS
US
N
2
2048-10-10
Fixed
3.63000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO 3.750000% 04/15/2050
244199BK0
40000.00000000
PA
USD
34115.89000000
0.020145521368
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.75000000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115
13645RAX2
167000.00000000
PA
USD
170693.69000000
0.100795065859
Long
DBT
NUSS
CA
N
2
2115-09-15
Fixed
6.12500000
N
N
N
N
N
N
COMMSCOPE, INC.
549300Z6K4JXMFE8QY54
COMMSCOPE INC 144A 6.000000% 03/01/2026
20338QAD5
20000.00000000
PA
USD
19271.25000000
0.011379723017
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
MCAFEE 5/21
N/A
MCAFEE 5/21 7/27/2028
55910RAB9
118500.00000000
PA
USD
100465.49000000
0.059325131943
Long
LON
US
N
2
2028-07-27
Floating
9.57999960
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB0458
3140QKQL5
166392.48000000
PA
USD
141418.82000000
0.083508179334
Long
DBT
USGA
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
MARS, INCORPORATED
54930073HKEO6GZBSS03
MARS INC 144A 2.700000% 04/01/2025
571676AA3
30000.00000000
PA
USD
28490.38000000
0.016823643149
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM9910
3140XEAL8
93230.32000000
PA
USD
79016.84000000
0.046659648589
Long
DBT
USGA
US
N
2
2041-12-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM3773
3140X7FP9
20288.86000000
PA
USD
18819.18000000
0.011112774511
Long
DBT
USGA
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-18
N/A
1.00000000
NC
-19838.47000000
-0.01171466789
N/A
DFE
JP
N
2
CITIGROUP GLOBAL MARKETS
N/A
614414.85000000
USD
80406628.00000000
JPY
2023-04-18
-19838.47000000
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.000000% 11/15/2052
912810TL2
370000.00000000
PA
USD
376590.63000000
0.222377741983
Long
DBT
UST
US
N
1
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
J.P. MORGAN MORTGAGE ACQUISITION CORPORATION
N/A
JP MORGAN MORTGAGE ACQUISITION CORP 2005-OPT2 JPMAC 2005-OPT2 M4
46626LEP1
180000.00000000
PA
USD
170882.84000000
0.100906759424
Long
ABS-MBS
US
N
2
2035-12-25
Floating
5.54699880
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BM4897
3140J9NP2
37824.15000000
PA
USD
35480.65000000
0.020951415682
Long
DBT
USGA
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC VARIABLE RATE 06/12/2024
00206RGD8
462000.00000000
PA
USD
466790.82000000
0.275641187701
Long
DBT
CORP
US
N
2
2024-06-12
Floating
5.91513840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BN1623
3140JHYV9
28641.53000000
PA
USD
28216.48000000
0.016661904490
Long
DBT
USGA
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.500000% 08/15/2029
674599CS2
20000.00000000
PA
USD
17750.00000000
0.010481420953
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
Ressources Teck Limitee
T8KI5SQ2JRWHL7XY0E11
TECK RESOURCES LTD 3.900000% 07/15/2030
878742BG9
30000.00000000
PA
USD
26855.30000000
0.015858124176
Long
DBT
NUSS
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20B 1
83162CZF3
248617.21000000
PA
USD
230169.89000000
0.135915915939
Long
ABS-MBS
US
N
2
2038-02-01
Fixed
3.22000000
N
N
N
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 2.250000% 04/15/2025
87612EBL9
40000.00000000
PA
USD
37789.97000000
0.022315075120
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS2040
3140XHHS9
95763.10000000
PA
USD
78170.83000000
0.046160077494
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AM8700
3138L9U26
37961.82000000
PA
USD
34521.05000000
0.020384769397
Long
DBT
USGA
US
N
2
2030-06-01
Fixed
2.93000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR QB5443
3133ACBL1
305113.95000000
PA
USD
263681.14000000
0.155704395823
Long
DBT
USGA
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB2857
3140QNE73
300197.40000000
PA
USD
256363.04000000
0.151383038827
Long
DBT
USGA
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM3645
3140X7BP3
142257.97000000
PA
USD
137200.32000000
0.081017144162
Long
DBT
USGA
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Republica Federativa do Brasil
254900ZFY40OYEADAP90
FED REPUBLIC OF BRAZIL 4.625000% 01/13/2028
105756BZ2
290000.00000000
PA
USD
276055.51000000
0.163011493344
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
EQT CORPORATION
4NT01YGM4X7ZX86ISY52
EQT CORP 144A 3.625000% 05/15/2031
26884LAN9
20000.00000000
PA
USD
16785.00000000
0.009911585955
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4306
31418DYC0
78978.14000000
PA
USD
67002.09000000
0.039564907609
Long
DBT
USGA
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20A 1
83162CZC0
175602.98000000
PA
USD
159681.51000000
0.094292345060
Long
ABS-MBS
US
N
2
2038-01-01
Fixed
2.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD1100
3132DNGH0
382305.25000000
PA
USD
326483.95000000
0.192789617720
Long
DBT
USGA
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK 4.375000% 01/15/2028
212015AS0
30000.00000000
PA
USD
27789.10000000
0.016409535494
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
FIRSTKEY HOMES TRUST
N/A
FIRSTKEY HOMES 2021-SFR3 TRUST FKH 2021-SFR3 A
33768JAA9
267093.30000000
PA
USD
236339.24000000
0.139558933086
Long
ABS-MBS
US
Y
2
2038-12-17
Fixed
2.13500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 1.750000% 01/20/2031
92343VFR0
130000.00000000
PA
USD
100312.67000000
0.059234891337
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA
38378D2U8
71008.37000000
PA
USD
6625.45000000
0.003912345377
Long
DBT
USGA
US
N
2
2042-03-20
Floating
1.45213920
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 5.300000% 12/01/2034
49456BAG6
20000.00000000
PA
USD
18757.66000000
0.011076446792
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING
N/A
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-1A A
05377REH3
130000.00000000
PA
USD
113810.10000000
0.067205158696
Long
ABS-MBS
US
Y
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 3.845000% 06/14/2025
46647PDE3
100000.00000000
PA
USD
97613.88000000
0.057641248855
Long
DBT
CORP
US
N
2
2025-06-14
Fixed
3.84500000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2013-CCRE6 MORTGAGE TRUST COMM 2013-CR6 B
12624XAP3
66618.29000000
PA
USD
62294.14000000
0.036784850945
Long
ABS-MBS
US
N
2
2046-03-10
Fixed
3.39700000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026
674599CR4
30000.00000000
PA
USD
26853.02000000
0.015856777830
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
MICHIGAN FIN AUTH REV
N/A
MICHIGAN ST FIN AUTH REVENUE MICHIGAN FINANCE AUTHORITY
59447TXA6
220000.00000000
PA
USD
217160.39000000
0.128233772509
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
2.36600000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.250000% 05/15/2042
912810TH1
110000.00000000
PA
USD
97225.39000000
0.057411844505
Long
DBT
UST
US
N
1
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
DIGICERT HOLDINGS INC.
N/A
DIGICERT HOLDINGS INC. 16-Oct-2026
24022KAB5
107048.48720000
PA
USD
105335.71000000
0.062201009462
Long
LON
US
N
2
2026-10-16
Floating
5.69558880
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25D 1
83162CP23
334462.90000000
PA
USD
306248.65000000
0.180840620682
Long
ABS-MBS
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
EQUATE Petrochemical B.V.
635400Y3Z5R4NJSMQ630
EQUATE PETROCHEMICAL BV MTN 4.250000% 11/03/2026
29441WAC9
200000.00000000
PA
USD
192198.80000000
0.113493888990
Long
DBT
NUSS
KW
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5817
36179UPA4
34716.26000000
PA
USD
33147.98000000
0.019573968007
Long
DBT
USGA
US
N
2
2049-03-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD0499
3132DMRU1
663057.05000000
PA
USD
591838.98000000
0.349482449922
Long
DBT
USGA
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G30943
3132J4HV4
134041.27000000
PA
USD
122574.37000000
0.072380482822
Long
DBT
USGA
US
N
2
2036-09-01
Fixed
3.00000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A
05609VAA3
287000.00000000
PA
USD
280098.94000000
0.165399149227
Long
ABS-MBS
US
Y
2
2036-09-15
Floating
5.28787080
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM5475
3140X9CM5
22466.90000000
PA
USD
22059.45000000
0.013026162335
Long
DBT
USGA
US
N
2
2050-03-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.625000% 08/15/2026
92343VDD3
10000.00000000
PA
USD
9183.88000000
0.005423104916
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.450000% 04/13/2029
023135CG9
20000.00000000
PA
USD
18576.53000000
0.010969489058
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM1496
3140X4UW4
113884.66000000
PA
USD
104766.54000000
0.061864913103
Long
DBT
USGA
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 WFCM 2015-C28 AS
94989JBB1
270000.00000000
PA
USD
256874.44000000
0.151685021851
Long
ABS-MBS
US
N
2
2048-05-15
Fixed
3.87200000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.250000% 11/15/2031
87264ABX2
10000.00000000
PA
USD
7840.89000000
0.004630065844
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.400000% 07/15/2046
20030NBU4
10000.00000000
PA
USD
7379.25000000
0.004357466229
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP 5.500000% 02/01/2050
958667AA5
20000.00000000
PA
USD
16327.86000000
0.009641643601
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
Spirit Airlines Pass Through Trusts
N/A
SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA 3.375000% 02/15/2030
84858WAA4
149430.76000000
PA
USD
132967.48000000
0.078517641184
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC
N/A
COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C C
19424WAD9
150000.00000000
PA
USD
126180.60000000
0.074509970973
Long
ABS-MBS
US
Y
2
2055-07-26
Fixed
3.06000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG U99045
3132H7BP8
20604.85000000
PA
USD
19210.49000000
0.011343844079
Long
DBT
USGA
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (MARCH)
21H032639
200000.00000000
PA
USD
183773.44000000
0.108518692097
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BF0546
3140FXTC6
271606.07000000
PA
USD
224773.82000000
0.132729522634
Long
DBT
USGA
US
N
2
2061-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT JUN23 FINANCIAL COMMODITY FUTURE.
N/A
5.00000000
NC
USD
675312.50000000
0.398773779590
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Jun 2023
2023-06-24
681664.76000000
USD
-6352.26000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS2023
3140XHG92
97372.27000000
PA
USD
92318.57000000
0.054514354591
Long
DBT
USGA
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.572000% 06/03/2031
172967MS7
10000.00000000
PA
USD
8203.23000000
0.004844028552
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/25/2023
912796ZF9
490000.00000000
PA
USD
484637.56000000
0.286179733875
Long
DBT
UST
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN TRUST
N/A
FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF15 FFML 2006-FF15 A5
32028GAE5
58845.36000000
PA
USD
57542.59000000
0.033979048369
Long
ABS-MBS
US
N
2
2036-11-25
Floating
4.77699840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM7987
3140XB2V1
89420.15000000
PA
USD
73343.33000000
0.043309426246
Long
DBT
USGA
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Acrisure 11/21 Incremental TLB
N/A
Acrisure 11/21 Incremental TLB 2/15/2027
N/A
30000.00000000
PA
USD
28837.50000000
0.017028618408
Long
LON
US
N
2
2027-02-15
Floating
8.81970840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA2832
31418CEE0
49614.91000000
PA
USD
45281.20000000
0.026738665830
Long
DBT
USGA
US
N
2
2036-12-01
Fixed
3.00000000
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC 2.050000% 04/15/2030
92826CAM4
20000.00000000
PA
USD
16902.79000000
0.009981141255
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.7288
N/A
376000.00000000
NC
USD
101420.12000000
0.059888843430
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2047-02-15
5233.16000000
USD
0.00000000
USD
-376000.00000000
USD
96186.96000000
N
N
N
CASTLELAKE AVIATION ONE
N/A
CASTLELAKE AVIATION ONE 22-Oct-2026
14855NAB2
59101.12380000
PA
USD
58491.79000000
0.034539553426
Long
LON
US
N
2
2026-10-22
Floating
7.51899960
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BF0301
3140FXKP6
39244.75000000
PA
USD
38122.89000000
0.022511665242
Long
DBT
USGA
US
N
2
2058-08-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 3.550000% 03/05/2024
06051GHF9
70000.00000000
PA
USD
69990.88000000
0.041329795841
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 0.250000% 05/31/2025
912828ZT0
90000.00000000
PA
USD
81520.31000000
0.048137954105
Long
SN
UST
US
N
1
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.5%
N/A
175000.00000000
NC
USD
53067.80000000
0.031336673289
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2047-02-15
1362.23000000
USD
0.00000000
USD
-175000.00000000
USD
51705.57000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.500000% 04/15/2038
55336VAM2
10000.00000000
PA
USD
8532.13000000
0.005038244854
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 1.571000% 04/15/2023
30231GBL5
10000.00000000
PA
USD
9955.45000000
0.005878718999
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57100000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK 144A 5.750000% 01/15/2031
212015AT8
40000.00000000
PA
USD
37862.40000000
0.022357845223
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.750000% 04/15/2027
87264ABD6
10000.00000000
PA
USD
9401.36000000
0.005551527419
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 2.188000% 04/28/2026
6174468Q5
100000.00000000
PA
USD
93206.17000000
0.055038484689
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F022634
1400000.00000000
PA
USD
1185789.05000000
0.700211503955
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2 SCRT 2020-2 MA
35563PQP7
143614.51000000
PA
USD
128309.78000000
0.075767257275
Long
ABS-MBS
US
N
2
2059-11-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BO8911
3140K43V0
216647.49000000
PA
USD
202668.55000000
0.119676303470
Long
DBT
USGA
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 06/01/2033
1248EPCL5
20000.00000000
PA
USD
15560.05000000
0.009188249808
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA7502
3140QFKQ1
156850.98000000
PA
USD
146590.29000000
0.086561945757
Long
DBT
USGA
US
N
2
2035-10-01
Fixed
3.00000000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
VERTIV GROUP CORP 144A 4.125000% 11/15/2028
92535UAB0
10000.00000000
PA
USD
8687.90000000
0.005130227442
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR QA8518
3133A3PB8
149707.31000000
PA
USD
133060.06000000
0.078572309913
Long
DBT
USGA
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BF0338
3140FXLU4
46555.58000000
PA
USD
45339.75000000
0.026773239756
Long
DBT
USGA
US
N
2
2059-01-01
Fixed
4.50000000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUCTS LLC
N/A
REYNOLDS CONSUMER PRODUCTS LLC 2/4/2027
76171JAB7
0.02450000
PA
USD
0.02000000
0.000000011810
Long
LON
US
N
2
2027-02-04
Floating
6.31971000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.700000% 04/15/2048
55336VAN0
60000.00000000
PA
USD
48222.18000000
0.028475322134
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
AIR CANADA
N/A
AIR CANADA 8/11/2028
C0102MAP0
29850.00000000
PA
USD
29766.12000000
0.017576970922
Long
LON
US
N
2
2028-08-11
Floating
8.36943120
N
N
N
N
N
N
LAM RESEARCH CORPORATION
549300I4GMO6D34U1T02
LAM RESEARCH CORP 2.875000% 06/15/2050
512807AW8
92000.00000000
PA
USD
61378.63000000
0.036244239920
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
ENERGIZER HOLDINGS
N/A
ENERGIZER HOLDINGS 22-Dec-2027
29267YAS1
17599.25000000
PA
USD
17522.34000000
0.010346987134
Long
LON
US
N
2
2027-12-22
Floating
6.81249960
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038
161175BM5
10000.00000000
PA
USD
8366.01000000
0.004940150564
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.37500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC 3.550000% 05/01/2027
65339KAT7
292000.00000000
PA
USD
272578.22000000
0.160958144597
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 04/10/2027
034863AR1
200000.00000000
PA
USD
194209.11000000
0.114680982249
Long
DBT
NUSS
ZA
N
2
2027-04-10
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC 2.500000% 06/30/2025
026874DQ7
296000.00000000
PA
USD
278617.65000000
0.164524443647
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 5.375000% 02/15/2078
29379VBR3
10000.00000000
PA
USD
8350.00000000
0.004930696617
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 02/15/2032
91282CDY4
1051000.00000000
PA
USD
890353.01000000
0.525755757470
Long
SN
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP 4.250000% 09/01/2024
494550BV7
40000.00000000
PA
USD
39203.09000000
0.023149526139
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SB0378
3132CWM35
257047.82000000
PA
USD
247019.00000000
0.145865359016
Long
DBT
USGA
US
N
2
2034-04-01
Fixed
3.50000000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032
89115A2E1
70000.00000000
PA
USD
65886.56000000
0.038906184256
Long
DBT
NUSS
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 144A 5.375000% 05/01/2025
432833AG6
30000.00000000
PA
USD
29623.38000000
0.017492682583
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 5.150000% 04/01/2038
37045VAP5
20000.00000000
PA
USD
17328.44000000
0.010232488682
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP 2.954000% 05/16/2026
166764BL3
30000.00000000
PA
USD
28235.00000000
0.016672840598
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.95400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS2066
3140XHJL2
286393.41000000
PA
USD
271380.29000000
0.160250763830
Long
DBT
USGA
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 3.772000% 01/24/2029
61744YAP3
90000.00000000
PA
USD
83088.35000000
0.049063885785
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
CIT MORTGAGE LOAN TRUST
N/A
CIT MORTGAGE LOAN TRUST 2007-1 CITM 2007-1 1M1
12559QAF9
120000.00000000
PA
USD
114965.14000000
0.067887212807
Long
ABS-MBS
US
N
2
2037-10-25
Floating
6.11700120
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8216
3140XCDW5
386631.12000000
PA
USD
372607.08000000
0.220025445395
Long
DBT
USGA
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040
694308JH1
10000.00000000
PA
USD
6763.31000000
0.003993752064
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
MICHIGAN ST UNIV REVS
N/A
MICHIGAN ST UNIV REVENUES MICHIGAN STATE UNIVERSITY
594712WY3
83000.00000000
PA
USD
64913.36000000
0.038331507136
Long
DBT
MUN
US
N
2
2122-08-15
Fixed
4.16500000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 2.100000% 05/12/2031
023135BZ8
20000.00000000
PA
USD
16452.19000000
0.009715060788
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.750000% 08/15/2032
91282CFF3
2865000.00000000
PA
USD
2603568.75000000
1.537414087345
Long
SN
UST
US
N
1
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM4622
3140X8D46
250222.74000000
PA
USD
224676.56000000
0.132672090352
Long
DBT
USGA
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025
161175AY0
30000.00000000
PA
USD
29355.16000000
0.017334297978
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT, LLC
N/A
ASPLUNDH TREE EXPERT, LLC 9/7/2027
04538FAD1
9477.28000000
PA
USD
9443.45000000
0.005576381673
Long
LON
US
N
2
2027-09-07
Floating
6.31971000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.250000% 02/15/2052
912810TD0
147000.00000000
PA
USD
104812.15000000
0.061891845926
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
CIM TRUST
N/A
CIM TRUST 2020-INV1 CIM 2020-INV1 A2
12560AAB0
121358.19000000
PA
USD
99276.70000000
0.058623148370
Long
ABS-MBS
US
Y
2
2050-04-25
Floating
2.49999840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F050635
300000.00000000
PA
USD
294890.63000000
0.174133680467
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
5.00000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.250000% 04/15/2032
437076CP5
100000.00000000
PA
USD
87603.15000000
0.051729886873
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BM6898
3140JBUY0
79678.63000000
PA
USD
66414.43000000
0.039217892857
Long
DBT
USGA
US
N
2
2032-02-01
Floating
2.14999920
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.980000% 03/20/2030
172967ME8
110000.00000000
PA
USD
100320.45000000
0.059239485448
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 3.700000% 04/15/2046
548661DN4
96000.00000000
PA
USD
70846.68000000
0.041835147957
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES
N/A
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR6 2A1A
92922FJ25
105215.12000000
PA
USD
101350.42000000
0.059847685399
Long
ABS-MBS
US
N
2
2045-04-25
Floating
5.07700080
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 3.150000% 08/22/2027
023135BC9
50000.00000000
PA
USD
46684.43000000
0.027567276777
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.875000% 02/15/2031
87264ABT1
20000.00000000
PA
USD
16591.96000000
0.009797595335
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB3614
3140QPAQ0
94107.55000000
PA
USD
89223.54000000
0.052686731363
Long
DBT
USGA
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 4.300000% 06/01/2025
49456BAF8
30000.00000000
PA
USD
29300.86000000
0.017302233688
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.550000% 02/15/2031
87264ACB9
20000.00000000
PA
USD
16323.28000000
0.009638939099
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Coterra Energy Inc.
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY INC 3.900000% 05/15/2027
127097AG8
80000.00000000
PA
USD
74976.56000000
0.044273852789
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
CHEVY CHASE FUNDING LLC
N/A
CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICAT CCMFC 2004-2A A1
16678RBC0
43706.84000000
PA
USD
40737.87000000
0.024055817702
Long
ABS-MBS
US
N
2
2035-05-25
Floating
4.88700000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 3.27
N/A
2150000.00000000
NC
USD
67338.45000000
0.039763529059
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2029-04-30
0.00000000
USD
-11102.48000000
USD
-2150000.00000000
USD
78440.93000000
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.375000% 08/15/2025
20030NBN0
60000.00000000
PA
USD
57595.53000000
0.034010309576
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5018 MI
3137FXC89
86046.47000000
PA
USD
11475.77000000
0.006776471895
Long
DBT
USGA
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
DEERE & CO 3.100000% 04/15/2030
244199BJ3
10000.00000000
PA
USD
8937.21000000
0.005277445642
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 AX3815
36196FGY4
126885.90000000
PA
USD
118229.76000000
0.069814979369
Long
DBT
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA 144A 4.400000% 08/14/2028
09659W2F0
200000.00000000
PA
USD
188871.05000000
0.111528843999
Long
DBT
NUSS
FR
N
2
2028-08-14
Fixed
4.40000000
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE LLC
N/A
HILTON WORLDWIDE FINANCE LLC 6/22/2026
43289DAH6
32480.91000000
PA
USD
32418.55000000
0.019143237704
Long
LON
US
N
2
2026-06-22
Floating
6.38010000
N
N
N
N
N
N
N/A
N/A
US 10YR FUT OPTN Apr23C 116 SHORT
N/A
-32.00000000
NC
USD
-1000.00000000
-0.00059050258
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Call
Written
N/A
Call Option 116 Mar 2023 on US 10YR NOTE (Globex) Jun 2023
-32000.00000000
116.00000000
USD
2023-03-27
XXXX
7882.14000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.592000% 04/29/2031
06051GJB6
90000.00000000
PA
USD
74323.19000000
0.043888036112
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1248
3140XGL64
88430.15000000
PA
USD
80036.70000000
0.047261878559
Long
DBT
USGA
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 5.125000% 07/20/2045
126650CN8
60000.00000000
PA
USD
54185.22000000
0.031996512692
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC 3.700000% 04/01/2029
98138HAH4
20000.00000000
PA
USD
18264.11000000
0.010785004239
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO 5.000000% 11/15/2045
406216BK6
40000.00000000
PA
USD
35344.58000000
0.020871065994
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES INC
N/A
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-HE7 M1
073879EU8
141087.30000000
PA
USD
134399.92000000
0.079363500712
Long
ABS-MBS
US
N
2
2034-08-25
Floating
5.21700120
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
N/A
CHARTER COMMUNICATIONS OPERATING, LLC 4/30/2025
16117LBW8
73998.20270000
PA
USD
73887.21000000
0.043630588794
Long
LON
US
N
2
2025-04-30
Floating
6.32000160
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRIPS FHS 328 S4
31352DC24
22206.37000000
PA
USD
843.82000000
0.000498277894
Long
DBT
USGA
US
N
2
2038-02-15
Floating
0.07386120
N
N
N
N
N
N
VERISK ANALYTICS, INC.
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC 3.625000% 05/15/2050
92345YAG1
202000.00000000
PA
USD
140763.28000000
0.083121081266
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 1.514000% 06/01/2024
46647PBQ8
100000.00000000
PA
USD
99021.97000000
0.058472729646
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.51400000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 4.049000% 11/01/2052
20030NCG4
150000.00000000
PA
USD
120466.35000000
0.071135691554
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
VERSCEND HOLDING CORP.
N/A
VERSCEND HOLDING CORP. 8/27/2025
92531HAD9
49145.28210000
PA
USD
49031.27000000
0.028953091873
Long
LON
US
N
2
2025-08-27
Floating
8.56971000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 784985
3622AANA8
128442.44000000
PA
USD
119700.19000000
0.070683272091
Long
DBT
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
AQUARION COMPANY
N/A
AQUARION CO 144A 4.000000% 08/15/2024
03838WAA9
192000.00000000
PA
USD
187887.95000000
0.110948320904
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.00000000
N
N
N
N
N
N
APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC
N/A
APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC DIN 2019-1A A2I
03789XAD0
138600.00000000
PA
USD
134524.47000000
0.079437047810
Long
ABS-MBS
US
N
2
2049-06-05
Fixed
4.19400000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2021-8INV FSMT 2021-8INV A3
33852HAB8
242850.68000000
PA
USD
196841.89000000
0.116235645655
Long
ABS-MBS
US
Y
2
2051-09-25
Floating
2.49999840
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.125000% 08/15/2046
92343VDC5
30000.00000000
PA
USD
24390.16000000
0.014402452624
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BM4951
3140J9QD6
23508.31000000
PA
USD
23589.67000000
0.013929761207
Long
DBT
USGA
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
PALMER SQUARE CLO
N/A
PALMER SQUARE CLO 2022-2 LTD PLMRS 2022-2A A1
69688NAA1
250000.00000000
PA
USD
247864.75000000
0.146364776580
Long
ABS-CBDO
CORP
KY
Y
2
2034-07-20
Floating
6.20903880
N
N
N
N
N
N
Sinopec Group Overseas Development (2014) Limited
549300ZIMV82UUECOQ45
SINOPEC GROUP OVERSEAS DEVELOPMENT 2014 LTD 144A 4.375000% 04/10/2024
82937WAE5
200000.00000000
PA
USD
197778.56000000
0.116788751715
Long
DBT
NUSS
CN
N
2
2024-04-10
Fixed
4.37500000
N
N
N
N
N
N
ASURION, LLC
N/A
ASURION, LLC 23-Dec-2026
04649VAX8
43729.91030000
PA
USD
41559.16000000
0.024540791573
Long
LON
US
N
2
2026-12-23
Floating
7.81971120
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036
674599DG7
750000.00000000
PA
USD
378750.00000000
0.223652855559
Long
DBT
CORP
US
N
2
2036-10-10
Fixed
0.00000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC 144A 5.141000% 03/15/2052
55903VAQ6
90000.00000000
PA
USD
70551.34000000
0.041660748922
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C32 ASB
61691GAQ3
221470.41000000
PA
USD
211871.55000000
0.125110698796
Long
ABS-MBS
US
N
2
2049-12-15
Fixed
3.51400000
N
N
N
N
N
N
AMSR TRUST
N/A
AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A
66981XAA9
410000.00000000
PA
USD
385038.74000000
0.227366372810
Long
ABS-MBS
US
Y
2
2040-04-17
Fixed
4.00000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC 4.300000% 03/01/2028
49456BAP6
80000.00000000
PA
USD
76304.88000000
0.045058229188
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RB5130
3133KYVX4
144237.69000000
PA
USD
115311.66000000
0.068091833764
Long
DBT
USGA
US
N
2
2041-10-01
Fixed
1.50000000
N
N
N
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
1769056.94000000
NS
USD
1769056.94000000
1.044632703043
Long
STIV
RF
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G06496
3128M8RR7
48923.80000000
PA
USD
49003.35000000
0.028936605041
Long
DBT
USGA
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
NISSAN MOTOR CO., LTD.
353800DRBDH1LUTNAY26
NISSAN MOTOR CO LTD 144A 3.522000% 09/17/2025
654744AB7
200000.00000000
PA
USD
187056.50000000
0.110457347527
Long
DBT
NUSS
JP
N
2
2025-09-17
Fixed
3.52200000
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026
05369AAK7
301000.00000000
PA
USD
265903.72000000
0.157016835067
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 6.125000% 10/01/2025
37045VAV2
20000.00000000
PA
USD
20214.37000000
0.011936637818
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK 4.500000% 04/15/2023
212015AL5
30000.00000000
PA
USD
29950.76000000
0.017686001320
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
WIND RIVER CLO LTD.
N/A
WIND RIVER 2021-3 CLO LTD WINDR 2021-3A A
97316DAA4
250000.00000000
PA
USD
243680.75000000
0.143894113748
Long
ABS-CBDO
CORP
KY
Y
2
2033-07-20
Floating
5.95770840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BR6523
3140L5G91
200225.49000000
PA
USD
172854.57000000
0.102071071094
Long
DBT
USGA
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
RESIDENTIAL MORTGAGE LOAN TRUST
N/A
RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1
76119NAA5
11102.40000000
PA
USD
10865.63000000
0.006416182645
Long
ABS-MBS
US
N
2
2059-09-25
Floating
2.63300040
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 995243
31416BS82
38607.33000000
PA
USD
38269.01000000
0.022597949480
Long
DBT
USGA
US
N
2
2038-08-01
Fixed
4.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES, LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 3.650000% 02/01/2026
03522AAG5
20000.00000000
PA
USD
19156.73000000
0.011312098660
Long
DBT
CORP
BE
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.750000% 04/15/2043
037411BA2
10000.00000000
PA
USD
7651.19000000
0.004518047503
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.304000% 08/09/2026
06738EBZ7
200000.00000000
PA
USD
197028.79000000
0.116346010589
Long
DBT
NUSS
GB
N
2
2026-08-09
Fixed
5.30400000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.500000% 06/01/2041
00206RJZ6
151000.00000000
PA
USD
113358.90000000
0.066938723928
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.800000% 02/15/2029
55336VAS9
80000.00000000
PA
USD
76839.58000000
0.045373970922
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC 3.850000% 08/04/2046
037833CD0
156000.00000000
PA
USD
131875.76000000
0.077872977697
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
EXELON CORPORATION
3SOUA6IRML7435B56G12
EXELON CORP 4.700000% 04/15/2050
30161NAY7
69000.00000000
PA
USD
60016.19000000
0.035439715573
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC 3.375000% 03/27/2050
654106AM5
50000.00000000
PA
USD
38902.85000000
0.022972233641
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.37500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC 144A 4.250000% 06/15/2023
53079EBE3
90000.00000000
PA
USD
89586.50000000
0.052901060183
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 5.000000% 01/21/2044
06051GFC8
20000.00000000
PA
USD
18938.47000000
0.011183215565
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.375000% 08/15/2042
912810TK4
335000.00000000
PA
USD
301604.69000000
0.178098350279
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST
N/A
SLM STUDENT LOAN TRUST 2003-10 SLMA 2003-10A A4
78442GJH0
109291.36000000
PA
USD
107078.48000000
0.063230119659
Long
ABS-MBS
US
N
2
2068-12-17
Floating
5.43899880
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1
83162CP56
342148.25000000
PA
USD
322331.26000000
0.190337443524
Long
ABS-MBS
US
N
2
2047-05-01
Fixed
3.94000000
N
N
N
N
N
N
NXP B.V.
724500RKKW4NOJ9YQF60
NXP BV / NXP FUNDING LLC / NXP USA INC 2.700000% 05/01/2025
62954HAW8
30000.00000000
PA
USD
28162.05000000
0.016629763434
Long
DBT
NUSS
CN
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.000000% 08/15/2051
912810SZ2
450000.00000000
PA
USD
302466.80000000
0.178607428466
Long
DBT
UST
US
N
1
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA), INC.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA INC 3.750000% 01/15/2032
911365BP8
20000.00000000
PA
USD
16785.70000000
0.009911999307
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA6799
3140QERV6
133027.02000000
PA
USD
109269.38000000
0.064523851781
Long
DBT
USGA
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 2.51
N/A
236000.00000000
NC
USD
33988.33000000
0.020070196858
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2048-02-15
1524.92000000
USD
0.00000000
USD
-236000.00000000
USD
32463.41000000
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 1.750000% 02/01/2028
828807DL8
501000.00000000
PA
USD
428310.60000000
0.252918518168
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.875000% 04/15/2030
87264ABF1
130000.00000000
PA
USD
117877.13000000
0.069606750441
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Federal Republic of Nigeria
549300GSBZD84TNEQ285
NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027
65412JAC7
200000.00000000
PA
USD
165260.00000000
0.097586457847
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 2.522000% 04/22/2031
46647PBL9
130000.00000000
PA
USD
107490.04000000
0.063473146904
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST STATE OF CALIFORNIA
13063A5E0
280000.00000000
PA
USD
341186.19000000
0.201471328503
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINANCE CO. L.L.C.
549300D2L6J4NC1QVZ22
BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042
09256BAE7
118000.00000000
PA
USD
119160.41000000
0.070364530603
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
6.25000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.658000% 05/24/2028
172967NS6
20000.00000000
PA
USD
19344.28000000
0.011422847421
Long
DBT
CORP
US
N
2
2028-05-24
Fixed
4.65800000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.450000% 09/29/2027
172967KA8
90000.00000000
PA
USD
85950.20000000
0.050753815619
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 5.400000% 11/14/2034
35671DBJ3
20000.00000000
PA
USD
18825.10000000
0.011116270286
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-04-18
N/A
1.00000000
NC
USD
1991.66000000
0.001176080386
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
111957.50000000
EUR
121060.20000000
USD
2023-04-18
1991.66000000
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C2 AS
12634NAX6
210000.00000000
PA
USD
197657.04000000
0.116716993841
Long
ABS-MBS
US
N
2
2057-06-15
Fixed
3.84900000
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION
N/A
STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-WF1 A1
86358BAA0
133095.50000000
PA
USD
127809.47000000
0.075471822925
Long
ABS-MBS
US
N
2
2037-02-25
Floating
5.03700120
N
N
N
N
N
N
COREVEST AMERICAN FINANCE
N/A
COREVEST AMERICAN FINANCE 2021-1 TRUST CAFL 2021-1 A
21873LAA1
343798.40000000
PA
USD
302590.31000000
0.178680361441
Long
ABS-MBS
US
Y
2
2053-04-15
Fixed
1.56900000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP 144A 6.450000% 11/03/2036
26439XAH6
10000.00000000
PA
USD
10154.70000000
0.005996376639
Long
DBT
CORP
US
Y
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD7525
3132DVLE3
73769.79000000
PA
USD
63578.69000000
0.037543381046
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1 GSMBS 2020-INV1 A14
36258KAS7
133080.69000000
PA
USD
113030.22000000
0.066744637537
Long
ABS-MBS
US
N
2
2050-10-25
Floating
2.92943160
N
N
N
N
N
N
Ferguson Finance Plc
2138003A7ZEU931DZL61
FERGUSON FINANCE PLC 144A 4.500000% 10/24/2028
314890AA2
394000.00000000
PA
USD
367399.09000000
0.216950113817
Long
DBT
NUSS
US
N
2
2028-10-24
Fixed
4.50000000
N
N
N
N
N
N
PRKCM TRUST
N/A
PRKCM 2022-AFC1 TRUST PRKCM 2022-AFC1 A1A
69377CAA1
94661.93000000
PA
USD
89393.60000000
0.052787152234
Long
ABS-MBS
US
Y
2
2057-04-25
Floating
4.10000040
N
N
N
N
N
N
SPRINT SPECTRUM CO LLC
N/A
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 4.738000% 03/20/2025
85208NAD2
129375.00000000
PA
USD
127883.05000000
0.075515272105
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037
92343VDU5
20000.00000000
PA
USD
19528.38000000
0.011531558947
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 3.500000% 09/15/2053
00206RKJ0
30000.00000000
PA
USD
20594.59000000
0.012161158713
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.500000% 01/31/2027
912828Z78
1840000.00000000
PA
USD
1653556.26000000
0.976429252479
Long
SN
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 3.300000% 04/15/2040
437076CC4
188000.00000000
PA
USD
149712.39000000
0.088405553890
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B1
64828GAS9
200521.35000000
PA
USD
177956.84000000
0.105083974738
Long
ABS-MBS
US
N
2
2059-09-25
Floating
3.99999960
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERATIONS USA
N/A
GRIFOLS WORLDWIDE OPERATIONS USA 15-Nov-2027
39843PAG8
82555.58000000
PA
USD
80388.50000000
0.047469617370
Long
LON
US
N
2
2027-11-15
Floating
6.56970840
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 144A 4.625000% 04/15/2029
90932LAH0
30000.00000000
PA
USD
26596.08000000
0.015705054095
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 2.572000% 10/20/2032
06051GKD0
90000.00000000
PA
USD
71657.58000000
0.042313986506
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
-40.00000000
NC
USD
-8149062.50000000
-4.81204250364
N/A
DIR
US
N
1
WELLS FARGO BROKERAGE SERVICES, LLC
N/A
Short
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Jun 2023
2023-07-03
-8167075.70000000
USD
18013.20000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 3.419000% 12/20/2028
06051GHD4
42000.00000000
PA
USD
38227.72000000
0.022573567629
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Z40125
3132FCD69
184737.60000000
PA
USD
191288.48000000
0.112956342673
Long
DBT
USGA
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CIGNA GROUP/THE 4.800000% 08/15/2038
125523AJ9
100000.00000000
PA
USD
92106.47000000
0.054389108992
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP 4.150000% 07/15/2027
337932AH0
50000.00000000
PA
USD
46640.00000000
0.027541040747
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.15000000
N
N
N
N
N
N
VFH PARENT LLC
N/A
VFH PARENT LLC 1/13/2029
91820UAS9
29700.00000000
PA
USD
29373.30000000
0.017345009695
Long
LON
US
N
2
2029-01-13
Floating
7.61155920
N
N
N
N
N
N
UNITED AIRLINES, INC.
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC 144A 4.375000% 04/15/2026
90932LAG2
20000.00000000
PA
USD
18823.59000000
0.011115378628
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040
92343VFT6
70000.00000000
PA
USD
47411.34000000
0.027996519014
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BV8546
3140MNP83
94347.66000000
PA
USD
86920.19000000
0.051326597225
Long
DBT
USGA
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC 144A 5.050000% 03/15/2042
55903VAN3
10000.00000000
PA
USD
8101.36000000
0.004783874053
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 3.250000% 04/11/2023
79466LAE4
40000.00000000
PA
USD
39914.40000000
0.023569556535
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
3.25000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA), INC.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA INC 3.875000% 02/15/2031
911363AM1
100000.00000000
PA
USD
85589.41000000
0.050540768190
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.250000% 04/15/2049
29279FAA7
160000.00000000
PA
USD
152180.31000000
0.089862867039
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORP 5.300000% 02/01/2028
00914AAU6
40000.00000000
PA
USD
38864.35000000
0.022949499292
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2015-55 IO
3136APB68
89690.48000000
PA
USD
3047.29000000
0.001799432634
Long
DBT
USGA
US
N
2
2055-08-25
Floating
0.30917520
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO MTN 3.350000% 03/02/2033
95000U2U6
20000.00000000
PA
USD
16910.07000000
0.009985440114
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BR3290
3140L1UQ6
84779.39000000
PA
USD
69278.43000000
0.040909092272
Long
DBT
USGA
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP 4.200000% 02/01/2033
87612GAA9
20000.00000000
PA
USD
17412.73000000
0.010282262145
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4325
31418DYX4
173470.08000000
PA
USD
141755.19000000
0.083706806689
Long
DBT
USGA
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC 4.950000% 04/15/2050
26875PAT8
70000.00000000
PA
USD
67322.47000000
0.039754092828
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-103 AD
38380PXV1
118229.58000000
PA
USD
93662.38000000
0.055307877875
Long
DBT
USGA
US
N
2
2063-01-16
Fixed
1.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AL4597
3138EMDB4
52068.57000000
PA
USD
51112.47000000
0.030182045861
Long
DBT
USGA
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG 4.550000% 04/17/2026
225433AR2
250000.00000000
PA
USD
223345.72000000
0.131886225887
Long
DBT
NUSS
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
SPIRIT IP CAYMAN LTD.
N/A
SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 1 8.000000% 09/20/2025
84859BAA9
23936.00000000
PA
USD
24025.76000000
0.014187273481
Long
DBT
NUSS
US
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G08859
3128MJ5V8
12793.83000000
PA
USD
12835.25000000
0.007579248354
Long
DBT
USGA
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
UNITED AIRLINES INC.
N/A
UNITED AIRLINES INC. 4/21/2028
90932RAJ3
68775.00000000
PA
USD
68560.42000000
0.040485105508
Long
LON
US
N
2
2028-04-21
Floating
8.56770840
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST
N/A
BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM3 A1
10569JAA8
178737.94000000
PA
USD
173725.20000000
0.102585180363
Long
ABS-MBS
US
Y
2
2062-07-25
Floating
5.10800040
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-43 SN
38375CWH9
57152.88000000
PA
USD
6570.26000000
0.003879755539
Long
DBT
USGA
US
N
2
2042-04-16
Floating
2.00999880
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 YI
38382KQ97
82492.54000000
PA
USD
11314.17000000
0.006681046676
Long
DBT
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB0671
3140QKW95
488983.05000000
PA
USD
420898.11000000
0.248541423632
Long
DBT
USGA
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM7100
3140XA3J9
124735.98000000
PA
USD
115493.27000000
0.068199074939
Long
DBT
USGA
US
N
2
2050-06-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 4.500000% 03/09/2048
00206RDJ8
39000.00000000
PA
USD
32064.67000000
0.018934270648
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
AMSR TRUST
N/A
AMSR 2022-SFR3 TRUST AMSR 2022-SFR3 A
66981YAA7
236000.00000000
PA
USD
221965.25000000
0.131071054778
Long
ABS-MBS
US
Y
2
2039-10-17
Fixed
4.00000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028
00774MAW5
150000.00000000
PA
USD
127816.88000000
0.075476198549
Long
DBT
NUSS
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
DLLAA LLC
N/A
DLLAA 2021-1 LLC DLLAA 2021-1A A3
23291YAC9
487000.00000000
PA
USD
466588.47000000
0.275521699502
Long
ABS-MBS
US
Y
2
2026-04-17
Fixed
0.67000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4838
36179TLT0
15148.73000000
PA
USD
14524.94000000
0.008577014674
Long
DBT
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Coterra Energy Inc.
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY INC 4.375000% 03/15/2029
127097AK9
160000.00000000
PA
USD
147753.40000000
0.087248765223
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.948000% 07/22/2028
06051GKW8
221000.00000000
PA
USD
216152.86000000
0.127638823435
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.94800000
N
N
N
N
N
N
COX COMMUNICATIONS, INC.
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC 144A 3.350000% 09/15/2026
224044CG0
231000.00000000
PA
USD
215289.80000000
0.127129184271
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.35000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.000000% 01/15/2028
87612BBG6
10000.00000000
PA
USD
9524.55000000
0.005624271433
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.950000% 05/28/2027
345397C27
230000.00000000
PA
USD
214288.70000000
0.126538032129
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CIGNA GROUP/THE 3.750000% 07/15/2023
125523AF7
14000.00000000
PA
USD
13903.26000000
0.008209911024
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS, INC.
N/A
IHEARTCOMMUNICATIONS, INC. 5/1/2026
45174UAF5
65018.83000000
PA
USD
62905.72000000
0.037145990518
Long
LON
US
N
2
2026-05-01
Floating
7.56970920
N
N
N
N
N
N
ALLSPRING BUYER LLC
N/A
ALLSPRING BUYER LLC 11/1/2028
98922AAC0
30767.50000000
PA
USD
30575.20000000
0.018054734757
Long
LON
US
N
2
2028-11-01
Floating
7.75000080
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.450000% 03/03/2026
06051GFU8
10000.00000000
PA
USD
9722.38000000
0.005741090560
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-57 BI
38382QCY4
377966.17000000
PA
USD
54854.49000000
0.032391718359
Long
DBT
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS3368
3140XJW66
98370.57000000
PA
USD
83829.89000000
0.049501767075
Long
DBT
USGA
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BF0133
3140FXEF5
220615.12000000
PA
USD
211557.53000000
0.124925269173
Long
DBT
USGA
US
N
2
2056-08-01
Fixed
4.00000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.500000% 06/01/2050
50077LBJ4
10000.00000000
PA
USD
9589.25000000
0.005662476950
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2020-97 AI
3136BDEF1
179291.70000000
PA
USD
24249.99000000
0.014319681876
Long
DBT
USGA
US
N
2
2051-01-25
Fixed
2.00000000
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP 4.500000% 04/30/2024
526057BZ6
20000.00000000
PA
USD
19733.71000000
0.011652806844
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 5.050000% 03/25/2048
126650CZ1
190000.00000000
PA
USD
170525.05000000
0.100695483503
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 4.550000% 11/14/2024
35671DBL8
10000.00000000
PA
USD
9813.62000000
0.005794968016
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M1A
35564KH36
107751.19000000
PA
USD
108178.38000000
0.063879613456
Long
DBT
USGA
US
N
2
2042-09-25
Floating
6.63413040
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 4.375000% 03/22/2028
539439AR0
200000.00000000
PA
USD
189133.52000000
0.111683833214
Long
DBT
NUSS
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.500000% 01/31/2027
912828Z78
195000.00000000
PA
USD
175241.02000000
0.103480275997
Long
SN
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2024
912828YL8
397000.00000000
PA
USD
446839.37000000
0.263859804823
Long
DBT
USGA
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS2061
3140XHJF5
96365.63000000
PA
USD
91191.04000000
0.053848545207
Long
DBT
USGA
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 02/15/2051
912810SU3
1193000.00000000
PA
USD
778898.51000000
0.459941586672
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN TRUST
N/A
FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF15 FFML 2006-FF15 A2
32028GAB1
64826.41000000
PA
USD
59808.13000000
0.035316855604
Long
ABS-MBS
US
N
2
2036-11-25
Floating
4.73699880
N
N
N
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP 5.200000% 07/01/2027
87612KAA0
50000.00000000
PA
USD
49161.00000000
0.029029697774
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.400000% 04/15/2046
674599CJ2
10000.00000000
PA
USD
7672.25000000
0.004530483487
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA4280
31418DXJ6
86993.36000000
PA
USD
67401.00000000
0.039800464996
Long
DBT
USGA
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE 7.750000% 06/15/2031
969457BD1
140000.00000000
PA
USD
153378.45000000
0.090570371811
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7255
36179WBY3
143748.17000000
PA
USD
124902.95000000
0.073755515340
Long
DBT
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO 1.900000% 08/15/2030
723787AQ0
20000.00000000
PA
USD
15586.68000000
0.009203974892
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION TRUST
N/A
GS MORTGAGE SECURITIES CORP TRUST 2018-SRP5 GSMS 2018-SRP5 B
36255TAJ1
172131.06000000
PA
USD
126771.29000000
0.074858774947
Long
ABS-MBS
US
N
2
2031-09-15
Floating
7.58800080
N
N
N
N
N
N
GLOBAL MEDICAL RESPONSE, INC.
N/A
GLOBAL MEDICAL RESPONSE, INC. 10/2/2025
00169QAF6
86389.21000000
PA
USD
68247.48000000
0.040300313628
Long
LON
US
N
2
2025-10-02
Floating
8.83000080
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20H 1
83162CYU1
168088.91000000
PA
USD
151260.23000000
0.089319557417
Long
ABS-MBS
US
N
2
2037-08-01
Fixed
2.75000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-1 SCRT 2021-1 MA
35563PUV9
197321.68000000
PA
USD
173549.43000000
0.102481387723
Long
ABS-MBS
US
N
2
2060-09-25
Fixed
2.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 6.100000% 08/19/2032
345370DB3
30000.00000000
PA
USD
27923.14000000
0.016488686461
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.000000% 10/31/2029
91282CFT3
590000.00000000
PA
USD
586519.92000000
0.346341531221
Long
SN
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BQ4840
3140KQLW9
101684.96000000
PA
USD
91154.26000000
0.053826826522
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
HUNTER DOUGLAS HOLDING B.V.
N/A
HUNTER DOUGLAS HOLDING B.V. 2/26/2029
N8137FAB6
109450.00000000
PA
USD
100186.15000000
0.059160180950
Long
LON
US
N
2
2029-02-26
Floating
7.85881080
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 4.114000% 03/01/2046
30231GAW2
70000.00000000
PA
USD
59770.57000000
0.035294676327
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20H 1
83162CUE1
70816.16000000
PA
USD
65920.62000000
0.038926296774
Long
ABS-MBS
US
N
2
2031-08-01
Fixed
3.29000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.476000% 01/25/2039
35137LAJ4
70000.00000000
PA
USD
64328.19000000
0.037985962736
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 4.750000% 04/15/2029
11135FBA8
253000.00000000
PA
USD
241986.55000000
0.142893684262
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 2.972000% 02/04/2033
06051GKK4
40000.00000000
PA
USD
32733.67000000
0.019329316880
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV 2.875000% 05/10/2026
822582BT8
60000.00000000
PA
USD
56189.47000000
0.033180027505
Long
DBT
NUSS
NL
N
2
2026-05-10
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG U99126
3132H7D84
105272.78000000
PA
USD
94377.48000000
0.055730146277
Long
DBT
USGA
US
N
2
2043-11-01
Fixed
3.00000000
N
N
N
N
N
N
OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.
N/A
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2020-1A A1
67181DAA9
211367.56000000
PA
USD
188008.34000000
0.111019411511
Long
ABS-MBS
US
Y
2
2050-11-20
Fixed
1.85000000
N
N
N
N
N
N
FIRST EAGLE HOLDINGS, INC.
N/A
FIRST EAGLE HOLDINGS, INC. 2/1/2027
05554JAH0
18719.50000000
PA
USD
18387.98000000
0.010858149795
Long
LON
US
N
2
2027-02-01
Floating
7.22985840
N
N
N
N
N
N
MACQUARIE GROUP LIMITED
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD MTN 4.150000% 03/27/2024
55608JAL2
471000.00000000
PA
USD
470507.52000000
0.277835908673
Long
DBT
NUSS
AU
N
2
2024-03-27
Fixed
4.15000000
N
N
N
N
N
N
SMRT COMMERCIAL MORTGAGE TRUST
N/A
SMRT 2022-MINI SMRT 2022-MINI D
78457JAL6
110000.00000000
PA
USD
104214.79000000
0.061539103300
Long
ABS-MBS
US
Y
2
2039-01-15
Floating
6.51300120
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.250000% 02/15/2026
87264ABR5
10000.00000000
PA
USD
9096.59000000
0.005371559945
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-118 HS
38379EHN5
118229.63000000
PA
USD
11739.20000000
0.006932027992
Long
DBT
USGA
US
N
2
2044-08-20
Floating
1.60214040
N
N
N
N
N
N
DTE ELECTRIC SECURITIZATION FUNDING I LLC
N/A
DTE ELECTRIC SECURITIZATION FUNDING I LLC 2.640000% 12/01/2026
23345GAA8
259945.15000000
PA
USD
244791.05000000
0.144549748773
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.64000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.750000% 11/15/2043
912810RD2
490000.00000000
PA
USD
464351.56000000
0.274200798355
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-4 SCRT 2018-4 MA
35563PHF9
232728.10000000
PA
USD
220999.74000000
0.130500918623
Long
ABS-MBS
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.000000% 08/15/2051
912810SZ2
630000.00000000
PA
USD
423453.52000000
0.250050399853
Long
DBT
UST
US
N
1
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC 2.700000% 07/15/2041
79466LAK0
40000.00000000
PA
USD
28261.05000000
0.016688223191
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.400000% 08/15/2049
674599CY9
70000.00000000
PA
USD
53900.00000000
0.031828089543
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 2.900000% 05/15/2025
29278NAP8
10000.00000000
PA
USD
9437.40000000
0.005572809132
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG U99054
3132H7BY9
152162.22000000
PA
USD
146157.39000000
0.086306317186
Long
DBT
USGA
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 7.390000% 11/03/2028
404280DR7
230000.00000000
PA
USD
242934.29000000
0.143453327186
Long
DBT
NUSS
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC 3.900000% 04/01/2035
26875PAN1
40000.00000000
PA
USD
35301.17000000
0.020845432277
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 2.992000% 03/19/2025
30231GBH4
50000.00000000
PA
USD
48002.76000000
0.028345754056
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99200000
N
N
N
N
N
N
FOCUS FINANCIAL TL 1L B5
N/A
FOCUS FINANCIAL TL 1L B5 6/30/2028
BL4054120
88432.53480000
PA
USD
87865.68000000
0.051884911518
Long
LON
US
N
2
2028-06-30
Floating
7.81143840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM5875
3140X9Q57
137819.17000000
PA
USD
134861.99000000
0.079636354243
Long
DBT
USGA
US
N
2
2050-04-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB0470
3140QKQY7
85461.82000000
PA
USD
75002.69000000
0.044289282622
Long
DBT
USGA
US
N
2
2041-05-01
Fixed
2.50000000
N
N
N
N
N
N
SPRINT CAPITAL CORPORATION
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.750000% 03/15/2032
852060AT9
10000.00000000
PA
USD
11904.90000000
0.007029874271
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB3031
3140QNLM2
92302.04000000
PA
USD
78286.03000000
0.046228103392
Long
DBT
USGA
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
KKR APPLE BIDCO, LLC
N/A
KKR APPLE BIDCO, LLC 9/22/2028
N/A
30000.00000000
PA
USD
29799.90000000
0.017596918100
Long
LON
US
N
2
2028-09-22
Floating
7.31971080
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 3.15
N/A
542000.00000000
NC
USD
19597.80000000
0.011572551637
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2048-05-15
0.00000000
USD
0.00000000
USD
-542000.00000000
USD
19597.80000000
N
N
N
WENDYS FUNDING LLC
N/A
WENDY'S FUNDING LLC WEN 2019-1A A2I
95058XAG3
139230.00000000
PA
USD
129941.27000000
0.076730656344
Long
ABS-MBS
US
N
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.150000% 03/01/2026
20030NBS9
20000.00000000
PA
USD
18911.52000000
0.011167301520
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOFTWARE, INC.
BOMSTHHJK882EWYX3334
TAKE-TWO INTERACTIVE SOFTWARE INC 3.700000% 04/14/2027
874054AG4
290000.00000000
PA
USD
273666.25000000
0.161600629129
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-04-18
N/A
1.00000000
NC
USD
1108.92000000
0.000654820130
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
137056.00000000
CAD
101841.24000000
USD
2023-04-18
1108.92000000
N
N
N
DIAMONDBACK ENERGY, INC.
549300R22LSX6OHWEN64
DIAMONDBACK ENERGY INC 3.500000% 12/01/2029
25278XAN9
30000.00000000
PA
USD
26481.71000000
0.015637518314
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP 1.375000% 06/20/2027
22160KAN5
70000.00000000
PA
USD
61142.74000000
0.036104946264
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.37500000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST
N/A
HOME PARTNERS OF AMERICA 2021-2 TRUST HPA 2021-2 A
43732VAT3
304177.48000000
PA
USD
268147.87000000
0.158342011452
Long
ABS-MBS
US
Y
2
2026-12-17
Fixed
1.90100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR QB9290
3133AGKB4
84935.90000000
PA
USD
70180.42000000
0.041441719702
Long
DBT
USGA
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC SORT 2020-1 A1
12530MAA3
167866.21000000
PA
USD
150304.84000000
0.088755397149
Long
ABS-MBS
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.400000% 04/01/2030
20030NDG3
20000.00000000
PA
USD
18054.08000000
0.010660980980
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-04-18
N/A
1.00000000
NC
-201.61000000
-0.00011905122
N/A
DFE
XX
N
2
CITIGROUP GLOBAL MARKETS
N/A
16340.46000000
USD
15175.00000000
EUR
2023-04-18
-201.61000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BR6524
3140L5HA7
208777.12000000
PA
USD
180088.79000000
0.106342896733
Long
DBT
USGA
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
DELTA AIR LINES, INC.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC 7.375000% 01/15/2026
247361ZZ4
30000.00000000
PA
USD
30870.00000000
0.018228814920
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.000000% 02/15/2027
674599CM5
20000.00000000
PA
USD
18100.00000000
0.010688096859
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RB5134
3133KYV30
18248.54000000
PA
USD
14751.40000000
0.008710739890
Long
DBT
USGA
US
N
2
2041-11-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0331
3140XFLM1
92394.41000000
PA
USD
81607.76000000
0.048189593557
Long
DBT
USGA
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
PCI GAMING AUTHORITY
N/A
PCI GAMING AUTHORITY 5/29/2026
70455DAG9
22361.54000000
PA
USD
22316.15000000
0.013177744350
Long
LON
US
N
2
2026-05-29
Floating
7.06970880
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AN4927
3138LHPM0
19102.62000000
PA
USD
18025.89000000
0.010644334712
Long
DBT
USGA
US
N
2
2029-03-01
Fixed
3.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 08/15/2052
912810TJ7
840000.00000000
PA
USD
706125.00000000
0.416968640611
Long
DBT
UST
US
N
1
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 2.300000% 06/01/2027
00206RJX1
60000.00000000
PA
USD
53457.25000000
0.031566644522
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES INC
N/A
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-AC6 A1
073879LN6
48311.77000000
PA
USD
41324.60000000
0.024402283286
Long
ABS-MBS
US
N
2
2034-11-25
Fixed
5.75000000
N
N
N
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 3.400000% 06/01/2030
98389BAY6
188000.00000000
PA
USD
166585.71000000
0.098369293034
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.875000% 08/15/2045
912810RN0
70000.00000000
PA
USD
57088.28000000
0.033710777137
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
SMALL BUSINESS ADMINISTRATION GTD
N/A
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25K 1
83162CR47
261000.00000000
PA
USD
263635.21000000
0.155677274039
Long
ABS-MBS
US
N
2
2047-11-01
Fixed
5.13000000
N
N
N
N
N
N
Genpact Luxembourg S.a.r.l.
549300875ZJZQ1PBR343
GENPACT LUXEMBOURG SARL/GENPACT USA INC 1.750000% 04/10/2026
37190AAA7
292000.00000000
PA
USD
260633.68000000
0.153904862803
Long
DBT
NUSS
US
N
2
2026-04-10
Fixed
1.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA2110
31418BKY1
14500.96000000
PA
USD
13857.26000000
0.008182747905
Long
DBT
USGA
US
N
2
2034-12-01
Fixed
3.50000000
N
N
N
N
N
N
BRK: UBS
N/A
Credit Default Swap
CDS125507
-16004000.00000000
NC
USD
164410.31000000
0.097084713702
N/A
DCR
XX
N
2
BRK: UBS
N/A
Y
2027-12-20
0.00000000
USD
-14371.23000000
USD
-16004000.00000000
USD
178781.54000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD0958
3132DNB36
131389.76000000
PA
USD
120875.56000000
0.071377331118
Long
DBT
USGA
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025
78015K7H1
40000.00000000
PA
USD
36501.71000000
0.021554354255
Long
DBT
NUSS
CA
N
2
2025-06-10
Fixed
1.15000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.500000% 06/01/2030
035240AV2
20000.00000000
PA
USD
18212.90000000
0.010754764602
Long
DBT
CORP
BE
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-04-18
N/A
1.00000000
NC
USD
2319.29000000
0.001369546749
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS
N/A
148739.00000000
AUD
102778.05000000
USD
2023-04-18
2319.29000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G07697
3128M93E0
75681.02000000
PA
USD
74872.86000000
0.044212617670
Long
DBT
USGA
US
N
2
2038-06-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 2.550000% 12/01/2033
00206RMM1
289000.00000000
PA
USD
221272.64000000
0.130662066780
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA2853
3133KJE24
130716.73000000
PA
USD
111203.12000000
0.065665730257
Long
DBT
USGA
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM5842
3140X9P41
361152.82000000
PA
USD
354298.29000000
0.209214057500
Long
DBT
USGA
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.250000% 05/15/2050
912810SN9
670000.00000000
PA
USD
371666.80000000
0.219470207621
Long
DBT
UST
US
N
1
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC.
N/A
UNIVISION COMMUNICATIONS INC. 3/15/2026
914908BC1
0.00650000
PA
USD
0.01000000
0.000000005905
Long
LON
US
N
2
2026-03-15
Floating
7.81971120
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP 3.800000% 04/15/2050
126408HS5
331000.00000000
PA
USD
256089.01000000
0.151221223402
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.80000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO 5.600000% 10/15/2032
37045VAZ3
10000.00000000
PA
USD
9507.60000000
0.005614262414
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.875000% 10/15/2049
713448EP9
20000.00000000
PA
USD
14402.79000000
0.008504884782
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030
209111FX6
20000.00000000
PA
USD
17874.96000000
0.010555210157
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BO2977
3140JXJX7
88888.35000000
PA
USD
81799.16000000
0.048302615752
Long
DBT
USGA
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 3.593000% 07/21/2028
06051GGR4
90000.00000000
PA
USD
82972.19000000
0.048995293004
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
KKR GROUP FINANCE CO. VIII LLC
N/A
KKR GROUP FINANCE CO VIII LLC 144A 3.500000% 08/25/2050
48252MAA3
137000.00000000
PA
USD
92547.49000000
0.054649532444
Long
DBT
CORP
US
N
2
2050-08-25
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST
N/A
MORGAN STANLEY CAPITAL I TRUST 2019-BPR MSC 2019-BPR A
61769GAA5
122750.12000000
PA
USD
119354.63000000
0.070479218016
Long
ABS-MBS
US
N
2
2036-05-15
Floating
6.23800080
N
N
N
N
N
N
XPO, INC.
54930096DB9LCLPN7H13
XPO INC 144A 6.250000% 05/01/2025
983793AH3
4000.00000000
PA
USD
4002.00000000
0.002363191360
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINANCE CO. L.L.C.
549300D2L6J4NC1QVZ22
BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.000000% 06/15/2044
09256BAG2
200000.00000000
PA
USD
175562.00000000
0.103669815518
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
5.00000000
N
N
N
N
N
N
PILOT TRAVEL CENTERS LLC
N/A
PILOT TRAVEL CENTERS LLC 8/4/2028
72165NBH1
48156.06000000
PA
USD
47752.03000000
0.028197697341
Long
LON
US
N
2
2028-08-04
Floating
6.66144000
N
N
N
N
N
N
N/A
N/A
US 10YR FUT OPTN Apr23P 113 SHORT
N/A
-15.00000000
NC
USD
-26015.63000000
-0.01536229686
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Put
Written
N/A
Put Option 113 Mar 2023 on US 10YR NOTE (Globex) Jun 2023
-15000.00000000
113.00000000
USD
2023-03-27
XXXX
-20775.95000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 144A 1.364000% 01/30/2027
902613AC2
200000.00000000
PA
USD
176520.36000000
0.104235729579
Long
DBT
NUSS
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
CITADEL SECURITIES LP
N/A
CITADEL SECURITIES LP 2/2/2028
17288YAD4
38878.99600000
PA
USD
38508.48000000
0.022739357135
Long
LON
US
N
2
2028-02-02
Floating
7.17591960
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 3.350000% 12/01/2024
036752AC7
20000.00000000
PA
USD
19343.59000000
0.011422439974
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 5071 IH
3137F9R37
87299.11000000
PA
USD
11186.80000000
0.006605834361
Long
DBT
USGA
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BW0045
3140MRBP1
396451.37000000
PA
USD
391816.38000000
0.231368586777
Long
DBT
USGA
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-04-18
N/A
1.00000000
NC
-9884.50000000
-0.00583682284
N/A
DFE
ZA
N
2
CITIGROUP GLOBAL MARKETS
N/A
138490.40000000
USD
2370000.00000000
ZAR
2023-04-18
-9884.50000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM5940
3140X9S63
85509.94000000
PA
USD
69942.74000000
0.041301369047
Long
DBT
USGA
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP 2.850000% 04/01/2030
67066GAF1
20000.00000000
PA
USD
17623.34000000
0.010406627895
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029
59217GEZ8
361000.00000000
PA
USD
325517.16000000
0.192218725722
Long
DBT
CORP
US
N
2
2029-03-21
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1517 X1
3137FWHG8
234849.60000000
PA
USD
25564.48000000
0.015095891624
Long
DBT
USGA
US
N
2
2035-07-25
Floating
1.32354360
N
N
N
N
N
N
PEACEHEALTH
PLDU35L52IYZUL5SMS69
PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025
70462GAB4
430000.00000000
PA
USD
384798.70000000
0.227224628568
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.37500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 3.311000% 04/22/2042
06051GJW0
185000.00000000
PA
USD
137555.30000000
0.081226760771
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31100000
N
N
N
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/EUR SETTLE 2023-04-18
N/A
1.00000000
NC
-7341.74000000
-0.00433531647
N/A
DFE
NO
N
2
CITIGROUP GLOBAL MARKETS
N/A
366344.83000000
EUR
3943592.19000000
NOK
2023-04-18
-7341.74000000
N
N
N
BROWN GROUP HOLDINGS, LLC
N/A
BROWN GROUP HOLDINGS, LLC 6/7/2028
11565HAB2
39464.88720000
PA
USD
39113.26000000
0.023096481291
Long
LON
US
N
2
2028-06-07
Floating
7.06970880
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL FH 841081
31288QFW5
72124.75000000
PA
USD
68860.23000000
0.040662144089
Long
DBT
USGA
US
N
2
2050-02-01
Floating
3.09600000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
FIVE CORNERS FUNDING TRUST 144A 4.419000% 11/15/2023
33829TAA4
390000.00000000
PA
USD
386330.10000000
0.228128924233
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
PAYPAL HOLDINGS, INC.
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC 1.650000% 06/01/2025
70450YAG8
30000.00000000
PA
USD
27801.47000000
0.016416840011
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.000000% 08/15/2052
912810TJ7
1402000.00000000
PA
USD
1178556.25000000
0.695940516830
Long
DBT
UST
US
N
1
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.088000% 06/20/2030
06738EBK0
200000.00000000
PA
USD
185274.71000000
0.109405195919
Long
DBT
NUSS
GB
N
2
2030-06-20
Fixed
5.08800000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST
N/A
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 STACR 2020-DNA1 M2
35565HAH8
43978.72000000
PA
USD
43863.67000000
0.025901610695
Long
DBT
USGA
US
N
2
2050-01-25
Floating
6.31699920
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 3.622000% 04/01/2031
6174468P7
140000.00000000
PA
USD
123965.96000000
0.073202220319
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BJ2544
3140H3ZJ8
25117.15000000
PA
USD
22921.97000000
0.013535482628
Long
DBT
USGA
US
N
2
2037-12-01
Fixed
3.00000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS, LLC
N/A
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027
599191AA1
36000.00000000
PA
USD
36000.00000000
0.021258093201
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
INTERSTATE POWER AND LIGHT COMPANY
EF9UQIIO4KY2BWOK3P26
INTERSTATE POWER AND LIGHT CO 2.300000% 06/01/2030
461070AS3
295000.00000000
PA
USD
241480.29000000
0.142594736421
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 6.550000% 05/01/2037
88732JAJ7
10000.00000000
PA
USD
9577.37000000
0.005655461780
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC 4.150000% 01/15/2026
26875PAP6
20000.00000000
PA
USD
19526.27000000
0.011530312987
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.15000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2
08162MAV0
395000.00000000
PA
USD
366351.64000000
0.216331591880
Long
ABS-MBS
US
N
2
2053-03-15
Fixed
2.21080000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2021-6INV FSMT 2021-6INV A4
33851GAD7
541755.37000000
PA
USD
437763.80000000
0.258500657241
Long
ABS-MBS
US
Y
2
2051-08-25
Floating
2.49999840
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE B.V.
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 5.750000% 02/01/2029
71647NAZ2
50000.00000000
PA
USD
47700.00000000
0.028166973492
Long
DBT
NUSS
BR
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
THE HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
HERSHEY CO/THE 0.900000% 06/01/2025
427866BF4
10000.00000000
PA
USD
9115.78000000
0.005382891690
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.90000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.375000% 04/15/2029
87264ABV6
20000.00000000
PA
USD
17662.80000000
0.010429929127
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.52%
N/A
268000.00000000
NC
USD
81269.54000000
0.047989873771
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2047-02-15
0.00000000
USD
-8944.90000000
USD
-268000.00000000
USD
90214.44000000
N
N
N
KKR GROUP FINANCE CO. III LLC
N/A
KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044
48250AAA1
215000.00000000
PA
USD
188755.90000000
0.111460847626
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A
056054AA7
371061.04000000
PA
USD
369196.79000000
0.218011660321
Long
ABS-MBS
US
N
2
2036-10-15
Floating
5.59694880
N
N
N
N
N
N
METROPOLITAN LIFE INSURANCE COMPANY
549300H7EXFMRS487544
METROPOLITAN LIFE INSURANCE CO 144A 7.800000% 11/01/2025
592173AE8
267000.00000000
PA
USD
280971.90000000
0.165914634367
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
7.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RB5125
3133KYVS5
176099.15000000
PA
USD
149254.09000000
0.088134926554
Long
DBT
USGA
US
N
2
2041-09-01
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.520000% 10/27/2028
172967LS8
148000.00000000
PA
USD
135460.77000000
0.079989935384
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.887000% 11/01/2051
20030NDS7
30000.00000000
PA
USD
19427.79000000
0.011472160292
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5529
36179UEA6
21030.46000000
PA
USD
20642.86000000
0.012189662273
Long
DBT
USGA
US
N
2
2048-10-20
Fixed
4.50000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC.
N/A
ATHENAHEALTH GROUP INC. 2/15/2029
04686RAB9
115313.77150000
PA
USD
106376.95000000
0.062815864378
Long
LON
US
N
2
2029-02-15
Floating
8.01155880
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 3.150000% 01/15/2026
927804FU3
124000.00000000
PA
USD
117401.84000000
0.069326090465
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.15000000
N
N
N
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
PROSUS NV MTN 3.061000% 07/13/2031
74365PAF5
200000.00000000
PA
USD
153496.77000000
0.090640240078
Long
DBT
NUSS
CN
N
2
2031-07-13
Fixed
3.06100000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033
161175CJ1
150000.00000000
PA
USD
128298.64000000
0.075760679076
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP 3.152000% 03/30/2031
857477BN2
80000.00000000
PA
USD
70192.21000000
0.041448681728
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
3.15200000
N
N
N
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC 1.750000% 05/04/2030
882508BJ2
20000.00000000
PA
USD
16370.26000000
0.009666680911
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
PALMER SQUARE CLO
N/A
PALMER SQUARE CLO 2013-2 LTD PLMRS 2013-2A A1A3
69688AAL5
330000.00000000
PA
USD
326415.21000000
0.192749026572
Long
ABS-CBDO
CORP
KY
Y
2
2031-10-17
Floating
5.79756960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.000000% 11/15/2042
912810TM0
170000.00000000
PA
USD
167582.81000000
0.098958083165
Long
DBT
UST
US
N
1
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.500000% 05/01/2031
674599DD4
60000.00000000
PA
USD
64200.00000000
0.037910266209
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8839
3140XCZD3
584327.41000000
PA
USD
481012.07000000
0.284038872643
Long
DBT
USGA
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032
1248EPCQ4
100000.00000000
PA
USD
81000.00000000
0.047830709703
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
NEXTGEAR FLOORPLAN MASTER OWNER TRUST
N/A
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2022-1A A2
65341KBT2
489000.00000000
PA
USD
461730.03000000
0.272652778103
Long
ABS-MBS
US
Y
2
2027-03-15
Fixed
2.80000000
N
N
N
N
N
N
GUARDIAN LIFE GLOBAL FUNDING
635400NHILJ5JEKILC36
GUARDIAN LIFE GLOBAL FUNDING 144A 1.100000% 06/23/2025
40139LAG8
10000.00000000
PA
USD
9033.70000000
0.005334423237
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
1.10000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA6872
3140QET69
349238.59000000
PA
USD
320322.59000000
0.189151318689
Long
DBT
USGA
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1112
3140XGGW3
189712.14000000
PA
USD
156710.39000000
0.092537891008
Long
DBT
USGA
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
UBS AG LONDON BRANCH
N/A
UBS AG/LONDON MTN 4.500000% 06/26/2048
902674XN5
400000.00000000
PA
USD
355883.61000000
0.210150193064
Long
DBT
NUSS
CH
N
2
2048-06-26
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP 3.750000% 04/01/2030
126650DJ6
30000.00000000
PA
USD
27097.11000000
0.016000913607
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045
674599CF0
20000.00000000
PA
USD
15812.13000000
0.009337103701
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.62500000
N
N
N
N
N
N
CVS LEASE BACKED PASS THROUGH SERIES TRUST
N/A
CVS PASS-THROUGH TRUST 6.036000% 12/10/2028
126650BP4
152669.63000000
PA
USD
153829.92000000
0.090836966015
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP 5.000000% 06/15/2027
526057CV4
10000.00000000
PA
USD
9783.96000000
0.005777453710
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.150000% 03/22/2030
92343VFE9
30000.00000000
PA
USD
26268.60000000
0.015511676307
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BQ3136
3140KNPW2
183035.27000000
PA
USD
158180.47000000
0.093405977053
Long
DBT
USGA
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 890843
31410LWC2
41183.39000000
PA
USD
37052.43000000
0.021879555841
Long
DBT
USGA
US
N
2
2047-09-01
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.500000% 04/15/2031
87264ABW4
80000.00000000
PA
USD
69254.97000000
0.040895239081
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 4.350000% 06/15/2045
00206RBK7
20000.00000000
PA
USD
16283.25000000
0.009615301281
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.35000000
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC 3.150000% 12/14/2025
92826CAD4
70000.00000000
PA
USD
66816.90000000
0.039455552434
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-178 IO
38380RFZ8
1137151.25000000
PA
USD
98676.30000000
0.058268610616
Long
DBT
USGA
US
N
2
2060-10-16
Floating
1.42236000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F042632
400000.00000000
PA
USD
385375.00000000
0.227564935210
Long
DBT
USGA
US
N
2
2053-03-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB1878
3140QMCQ5
89301.33000000
PA
USD
78728.68000000
0.046489489363
Long
DBT
USGA
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
Estados Unidos Mexicanos
254900EGTWEU67VP6075
UNITED MEXICAN STATES 4.600000% 02/10/2048
91087BAD2
230000.00000000
PA
USD
183346.40000000
0.108266523871
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC.
549300FYK4MBXWIVZU26
GFL ENVIRONMENTAL INC 144A 4.250000% 06/01/2025
36168QAJ3
20000.00000000
PA
USD
19144.00000000
0.011304581562
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
TIME WARNER CABLE, LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 7.300000% 07/01/2038
88732JAN8
90000.00000000
PA
USD
90202.07000000
0.053264555862
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8576
3140XCQ68
155749.72000000
PA
USD
140436.34000000
0.082928022350
Long
DBT
USGA
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028
14040HCS2
42000.00000000
PA
USD
40665.86000000
0.024013295611
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.92700000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.250000% 03/01/2031
50077LBF2
10000.00000000
PA
USD
9367.79000000
0.005531704247
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN TRANSMISSION SYSTEMS, INCORPORATED
N/A
AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032
030288AC8
30000.00000000
PA
USD
24583.70000000
0.014516738495
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CB0189
3140QKF78
228848.06000000
PA
USD
201932.73000000
0.119241799855
Long
DBT
USGA
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES
N/A
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C02 1M2
30711XAF1
88152.59000000
PA
USD
89201.27000000
0.052673580871
Long
DBT
USGA
US
N
2
2024-05-25
Floating
7.21699920
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA5969
3140QDT38
350878.55000000
PA
USD
300254.29000000
0.177300935583
Long
DBT
USGA
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG G30892
3132J4GA1
75001.29000000
PA
USD
75001.28000000
0.044288450013
Long
DBT
USGA
US
N
2
2030-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AB2892
36178NF95
10851.16000000
PA
USD
10013.48000000
0.005912985864
Long
DBT
USGA
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD1305
3132DNNW9
134384.87000000
PA
USD
132632.66000000
0.078319929107
Long
DBT
USGA
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.600000% 04/15/2048
035240AN0
8000.00000000
PA
USD
7068.65000000
0.004174056125
Long
DBT
CORP
BE
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
N/A
N/A
US 5Y NOTE FRI WK1Mar23P 107 SHORT
N/A
-14.00000000
NC
USD
-3171.88000000
-0.00187300335
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Put
Written
N/A
Put Option 107 Mar 2023 on US 5Y NOTE e-CBOT Jun 2023 (Week 1)
-14000.00000000
107.00000000
USD
2023-03-06
XXXX
366.41000000
N
N
N
ALTERRA MOUNTAIN COMPANY
N/A
ALTERRA MOUNTAIN COMPANY 8/17/2028
46124CAJ6
38502.53020000
PA
USD
38358.15000000
0.022650586881
Long
LON
US
N
2
2028-08-17
Floating
8.06970960
N
N
N
N
N
N
SOFR 1yr MidCurve Dec23P 95.38
N/A
SOFR 1yr MidCurve Dec23P 95.38 SHORT
019R2XR36
-66.00000000
NC
USD
-31762.50000000
-0.01875583848
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Put
Written
N/A
N/A
-165000.00000000
95.37500000
USD
2023-12-18
XXXX
-4201.10000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD7534
3132DVLP8
78318.42000000
PA
USD
67680.47000000
0.039965492755
Long
DBT
USGA
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3 SCRT 2018-3 MA
35563PGG8
169038.87000000
PA
USD
160078.31000000
0.094526656487
Long
ABS-MBS
US
N
2
2057-08-25
Floating
3.35954160
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044
29379VBA0
50000.00000000
PA
USD
44405.71000000
0.026221686718
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 4.493000% 03/24/2031
46647PBJ4
298000.00000000
PA
USD
281165.26000000
0.166028813948
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
CINTAS CORP NO 2
549300QVUQTTKMTE0G41
CINTAS CORP NO 2 3.700000% 04/01/2027
17252MAN0
30000.00000000
PA
USD
28638.03000000
0.016910830856
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
CSC HOLDINGS, LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 144A 4.500000% 11/15/2031
126307BH9
200000.00000000
PA
USD
141995.70000000
0.083848828467
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
SABEY DATA CENTER ISSUER, LLC
N/A
SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2
78520EAB2
466000.00000000
PA
USD
401390.92000000
0.237022377434
Long
ABS-MBS
US
Y
2
2046-06-20
Fixed
1.88100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 2.511000% 10/20/2032
61747YEH4
120000.00000000
PA
USD
94978.01000000
0.056084760796
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 3.125000% 01/15/2032
86964WAK8
20000.00000000
PA
USD
15755.33000000
0.009303563154
Long
DBT
NUSS
BR
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST
N/A
NAVIENT STUDENT LOAN TRUST 2016-3 NAVSL 2016-3A A3
63940HAC7
126903.70000000
PA
USD
126567.05000000
0.074738170698
Long
ABS-MBS
US
N
2
2065-06-25
Floating
5.96700000
N
N
N
N
N
N
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 JPMDB 2017-C7 XA
46648KAW6
1333383.77000000
PA
USD
37658.49000000
0.022237435840
Long
DBT
USGA
US
N
2
2050-10-15
Floating
0.83157480
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BM6373
3140JBCK0
136093.45000000
PA
USD
135192.87000000
0.079831739740
Long
DBT
USGA
US
N
2
2047-04-01
Floating
2.96300160
N
N
N
N
N
N
EATON CORPORATION
0NZWDMRCE180888QQE14
EATON CORP 4.150000% 11/02/2042
278062AE4
70000.00000000
PA
USD
59611.83000000
0.035200939946
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.750000% 04/01/2040
20030NDH1
20000.00000000
PA
USD
16380.06000000
0.009672467836
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC 4.300000% 12/14/2045
92826CAF9
50000.00000000
PA
USD
45127.08000000
0.026647657571
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO 3.100000% 12/02/2051
13645RBH6
40000.00000000
PA
USD
27298.27000000
0.016119699108
Long
DBT
NUSS
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
DUNKIN BRANDS
N/A
DB MASTER FINANCE LLC DNKN 2021-1A A23
233046AS0
472025.00000000
PA
USD
379159.75000000
0.223894813994
Long
ABS-MBS
US
Y
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 4.950000% 06/01/2045
46625HLL2
100000.00000000
PA
USD
91908.60000000
0.054272266245
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.150000% 09/15/2029
292480AM2
20000.00000000
PA
USD
18218.75000000
0.010758219042
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
Republica del Peru
254900STKLK2DBJJZ530
REPUBLIC OF PERU 5.625000% 11/18/2050
715638BM3
70000.00000000
PA
USD
68443.94000000
0.040416323766
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1556
3140XGWS4
95274.27000000
PA
USD
87774.09000000
0.051830827386
Long
DBT
USGA
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 A
345340AA1
254000.00000000
PA
USD
225342.93000000
0.133065583563
Long
ABS-MBS
US
Y
2
2033-10-17
Fixed
1.37000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1092
3140XGGA1
94048.54000000
PA
USD
86216.90000000
0.050911302659
Long
DBT
USGA
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5467
36179UCC4
41869.63000000
PA
USD
40620.41000000
0.023986457268
Long
DBT
USGA
US
N
2
2048-09-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4451
36179S5L7
16354.12000000
PA
USD
15305.40000000
0.009037878324
Long
DBT
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 4.750000% 01/15/2043
345370CQ1
20000.00000000
PA
USD
14585.93000000
0.008613029427
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028
92343VGH1
30000.00000000
PA
USD
25893.09000000
0.015289936680
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
ATHENAHEALTH GROUP INC.
254900AA3KZN4Q7A5Z33
ATHENAHEALTH GROUP INC. 2/15/2029
74049LAQ4
14130.43000000
PA
USD
-1095.11000000
-0.00064666529
Long
LON
US
N
2
2029-02-15
Floating
3.49999920
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5.500000% 02/15/2049
55336VAT7
30000.00000000
PA
USD
26937.14000000
0.015906450908
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1626
3140XGYY9
95359.14000000
PA
USD
81198.88000000
0.047948148858
Long
DBT
USGA
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.000000% 11/13/2030
345397B36
200000.00000000
PA
USD
166690.00000000
0.098430876549
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 4.500000% 04/15/2030
548661DU8
20000.00000000
PA
USD
19050.53000000
0.011249387285
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS2496
3140XHX28
19186.65000000
PA
USD
18524.33000000
0.010938664823
Long
DBT
USGA
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 3.150000% 01/15/2025
664397AM8
111000.00000000
PA
USD
106434.01000000
0.062849558455
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.15000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP MTN 4.083000% 03/20/2051
06051GJA8
110000.00000000
PA
USD
88315.74000000
0.052150673113
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
DEERFIELD DAKOTA HOLDING LLC
N/A
DEERFIELD DAKOTA HOLDING LLC 4/9/2027
24440EAB3
102936.05990000
PA
USD
98593.19000000
0.058219533946
Long
LON
US
N
2
2027-04-09
Floating
8.31143880
N
N
N
N
N
N
REPUBLIC SERVICES, INC.
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 2.500000% 08/15/2024
760759AU4
20000.00000000
PA
USD
19194.15000000
0.011334195267
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN23 FINANCIAL COMMODITY FUTURE.
N/A
91.00000000
NC
USD
10160718.75000000
5.999930727314
N/A
DIR
US
N
1
ADVANTAGE CAPITAL CORPORATION
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2023
2023-06-24
10154751.36000000
USD
5967.39000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-04-18
N/A
1.00000000
NC
-2313.90000000
-0.00136636394
N/A
DFE
GB
N
2
CITIGROUP GLOBAL MARKETS
N/A
497771.47000000
USD
408969.81000000
GBP
2023-04-18
-2313.90000000
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 4.125000% 09/30/2027
91282CFM8
250000.00000000
PA
USD
248691.41000000
0.146852921450
Long
SN
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST
N/A
BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST BAMH 1996-1 B1
065910AH4
510000.00000000
PA
USD
16545.06000000
0.009769900764
Long
ABS-MBS
US
N
2
2026-10-10
Fixed
7.87500000
N
N
N
N
N
N
SREIT COMMERCIAL MORTGAGE TRUST
N/A
SREIT TRUST 2021-MFP2 SREIT 2021-MFP2 A
85236WCE4
110000.00000000
PA
USD
107903.86000000
0.063717508686
Long
ABS-MBS
US
Y
2
2036-11-15
Floating
5.40979920
N
N
N
N
N
N
AIA Group Limited
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD MTN 3.200000% 03/11/2025
00131LAB1
270000.00000000
PA
USD
258796.20000000
0.152819826106
Long
DBT
NUSS
HK
N
2
2025-03-11
Fixed
3.20000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 3.250000% 02/12/2032
345370DA5
30000.00000000
PA
USD
22743.22000000
0.013429930290
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BM1972
3140J6FN2
66451.25000000
PA
USD
62839.45000000
0.037106857912
Long
DBT
USGA
US
N
2
2037-10-01
Fixed
3.50000000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PL 3.750000% 09/17/2024
92890HAC6
200000.00000000
PA
USD
190701.16000000
0.112609528692
Long
DBT
CORP
FR
N
2
2024-09-17
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD2284
3132DPRD2
98900.46000000
PA
USD
100770.17000000
0.059505046272
Long
DBT
USGA
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-96 VI
38382UG39
272385.89000000
PA
USD
37102.06000000
0.021908862484
Long
DBT
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 1.13
N/A
1960000.00000000
NC
USD
265045.20000000
0.156509876784
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2028-08-15
11214.81000000
USD
0.00000000
USD
-1960000.00000000
USD
253830.39000000
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.950000% 07/01/2024
674599DB8
4000.00000000
PA
USD
4040.07000000
0.002385671794
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 2.62
N/A
600000.00000000
NC
USD
75518.28000000
0.044593739851
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2048-02-15
659.11000000
USD
0.00000000
USD
-600000.00000000
USD
74859.17000000
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-63 LM
38383REY9
100000.00000000
PA
USD
84854.88000000
0.050107026323
Long
DBT
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
Compagnie des chemins de fer nationaux du Canada
3SU7BEP7TH9YEQOZCS77
CANADIAN NATIONAL RAILWAY CO 3.650000% 02/03/2048
136375CP5
151000.00000000
PA
USD
121084.73000000
0.071500846545
Long
DBT
NUSS
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP 5.000000% 06/15/2045
25179MAU7
210000.00000000
PA
USD
177882.08000000
0.105039828765
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE COMPANY, L.L.C.
N/A
TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030
880451AZ2
60000.00000000
PA
USD
50700.81000000
0.029938959566
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC 2.400000% 03/27/2025
654106AH6
30000.00000000
PA
USD
28615.97000000
0.016897804369
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
US 5YR FUTR OPTN Apr23P108.75 SHORT
01B6H3SJ5
-10.00000000
NC
USD
-18046.88000000
-0.01065672936
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Put
Written
N/A
Put Option 108.75 Mar 2023 on US 5Y NOTE e-CBOT Jun 2023
-10000.00000000
108.75000000
USD
2023-03-27
XXXX
-11157.92000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN MA2773
31418CCK8
119057.38000000
PA
USD
108658.46000000
0.064163101939
Long
DBT
USGA
US
N
2
2036-10-01
Fixed
3.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.100000% 02/15/2047
674599CL7
70000.00000000
PA
USD
52500.00000000
0.031001385919
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
CCO HOLDINGS, LLC
N/A
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032
1248EPCN1
100000.00000000
PA
USD
79145.00000000
0.046735327401
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
TRITON WATER HOLDINGS, INC.
N/A
TRITON WATER HOLDINGS, INC. 3/31/2028
89678QAB2
59100.08000000
PA
USD
54896.88000000
0.032416749764
Long
LON
US
N
2
2028-03-31
Floating
8.22985920
N
N
N
N
N
N
BURLINGTON NORTHERN SANTA FE, LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052
12189LBH3
30000.00000000
PA
USD
20115.25000000
0.011878107202
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.969000% 11/01/2047
20030NCC3
90000.00000000
PA
USD
72644.46000000
0.042896741701
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3.900000% 03/12/2024
53944YAH6
536000.00000000
PA
USD
526777.60000000
0.311063536592
Long
DBT
NUSS
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 786134
3622ABV33
91258.21000000
PA
USD
79600.11000000
0.047004071034
Long
DBT
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
STATE STREET CORPORATION
549300ZFEEJ2IP5VME73
STATE STREET CORP 2.901000% 03/30/2026
857477BM4
95000.00000000
PA
USD
90454.73000000
0.053413752246
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
2.90100000
N
N
N
N
N
N
MILANO ACQUISITION
N/A
MILANO ACQUISITION 10/1/2027
59909TAC8
88421.06440000
PA
USD
85127.38000000
0.050267938279
Long
LON
US
N
2
2027-10-01
Floating
8.72985960
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH 3.750000% 01/15/2031
86964WAJ1
90000.00000000
PA
USD
76137.35000000
0.044959302289
Long
DBT
NUSS
BR
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM3347
3140X6WH0
12337.15000000
PA
USD
11475.95000000
0.006776578185
Long
DBT
USGA
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES, LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046
03522AAJ9
150000.00000000
PA
USD
137591.13000000
0.081247918479
Long
DBT
CORP
BE
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030
10373QBL3
20000.00000000
PA
USD
18326.46000000
0.010821822076
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.125000% 07/25/2028
172967KU4
90000.00000000
PA
USD
84228.13000000
0.049736928826
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047
161175BL7
10000.00000000
PA
USD
7966.54000000
0.004704262494
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BO5384
3140K06W3
253575.29000000
PA
USD
233405.41000000
0.137826498876
Long
DBT
USGA
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 2.550000% 12/01/2033
00206RMM1
110000.00000000
PA
USD
84221.42000000
0.049732966553
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP 4.300000% 02/01/2030
958667AC1
100000.00000000
PA
USD
88594.25000000
0.052315133989
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL FH 841076
31288QFR6
53553.08000000
PA
USD
50487.04000000
0.029812727827
Long
DBT
USGA
US
N
2
2048-11-01
Floating
3.00700080
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS1289
3140XGNF2
92403.62000000
PA
USD
82605.79000000
0.048778932856
Long
DBT
USGA
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7883
36179WXL7
94346.46000000
PA
USD
86961.96000000
0.051351262518
Long
DBT
USGA
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7590
36179WNF1
165821.24000000
PA
USD
148762.31000000
0.087844529190
Long
DBT
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG C91987
3128P8F48
21947.38000000
PA
USD
20052.57000000
0.011841094499
Long
DBT
USGA
US
N
2
2038-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.000000% 02/15/2050
912810SL3
330000.00000000
PA
USD
223214.06000000
0.131808480316
Long
DBT
UST
US
N
1
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049
161175BS2
10000.00000000
PA
USD
7691.18000000
0.004541661701
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM7900
3140XBX62
84318.82000000
PA
USD
72259.81000000
0.042669604880
Long
DBT
USGA
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP 1.554000% 05/11/2025
166764BW9
50000.00000000
PA
USD
46410.22000000
0.027405355063
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AS9760
3138WKZ24
17427.75000000
PA
USD
17096.95000000
0.010095793237
Long
DBT
USGA
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
SETANTA AIRCRAFT LEASING DAC
N/A
SETANTA AIRCRAFT LEASING DAC 11/5/2028
G8057JAB2
80000.00000000
PA
USD
79300.00000000
0.046826855302
Long
LON
US
N
2
2028-11-05
Floating
6.72986160
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 4.023000% 12/05/2024
46647PAY2
200000.00000000
PA
USD
197394.46000000
0.116561939671
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.02300000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA MTN 5.017000% 06/26/2024
46115HAT4
200000.00000000
PA
USD
193183.97000000
0.114075634425
Long
DBT
NUSS
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048
161175BN3
90000.00000000
PA
USD
75162.44000000
0.044383615410
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.000000% 03/22/2050
92343VFD1
30000.00000000
PA
USD
23726.52000000
0.014010571486
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE 4.588000% 05/04/2037
06417XAG6
40000.00000000
PA
USD
34991.26000000
0.020662429620
Long
DBT
NUSS
CA
N
2
2037-05-04
Fixed
4.58800000
N
N
N
Y
Y
THE BANK OF NOVA SCOTIA
BNS 4.588 05/04/2037
CAD
XXXX
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 1.625000% 05/01/2030
713448EZ7
20000.00000000
PA
USD
16247.38000000
0.009594119953
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
WORKDAY, INC.
549300J0DYC0N31V7G13
WORKDAY INC 3.500000% 04/01/2027
98138HAG6
185000.00000000
PA
USD
172798.43000000
0.102037920278
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA4175
3133KKT82
68959.74000000
PA
USD
58985.95000000
0.034831356185
Long
DBT
USGA
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 7.125000% MATURITY: PERPETUAL
29273VAM2
50000.00000000
PA
USD
44450.00000000
0.026247840078
Long
DBT
CORP
US
N
2
2171-05-15
Fixed
7.12500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP
6OQWTZ1SPC04IFT4T704
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030
87612BBQ4
20000.00000000
PA
USD
18943.90000000
0.011186421994
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025
830867AA5
27498.00000000
PA
USD
26709.68000000
0.015772135189
Long
DBT
NUSS
US
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
PHOENIX GUARANTOR INC.
N/A
PHOENIX GUARANTOR INC. 3/5/2026
71913BAE2
57909.01000000
PA
USD
56714.93000000
0.033490312996
Long
LON
US
N
2
2026-03-05
Floating
7.81971120
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FS0349
3140XFL74
93618.55000000
PA
USD
76661.20000000
0.045268637070
Long
DBT
USGA
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2894
36179RGB9
254862.31000000
PA
USD
253951.47000000
0.149959000498
Long
DBT
USGA
US
N
2
2045-06-20
Fixed
4.50000000
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.375000% 04/15/2050
575767AQ1
144000.00000000
PA
USD
104730.96000000
0.061843903021
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM6134
3140X9Y82
51974.76000000
PA
USD
47434.01000000
0.028009905708
Long
DBT
USGA
US
N
2
2040-03-01
Fixed
3.00000000
N
N
N
N
N
N
PHILLIPS 66 COMPANY
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO 144A 3.550000% 10/01/2026
718547AE2
232000.00000000
PA
USD
216046.58000000
0.127576064820
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C13 UBSCM 2018-C13 ASB
90353KAW9
532000.00000000
PA
USD
506790.44000000
0.299261066867
Long
ABS-MBS
US
N
2
2051-10-15
Fixed
4.24100000
N
N
N
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP 1.600000% 04/20/2030
22160KAP0
40000.00000000
PA
USD
32671.25000000
0.019292457708
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2014-6 Z
3136AH6K1
125463.81000000
PA
USD
106292.41000000
0.062765943289
Long
DBT
USGA
US
N
2
2044-02-25
Fixed
2.50000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY FUNDING LLC
N/A
PG&E WILDFIRE RECOVERY FUNDING LLC 4.722000% 06/01/2037
693342AG2
456000.00000000
PA
USD
439195.63000000
0.259346156563
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
4.72200000
N
N
N
N
N
N
AETNA INC.
549300QKBENKLBXQ8968
AETNA INC 2.800000% 06/15/2023
00817YAV0
10000.00000000
PA
USD
9928.58000000
0.005862852194
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
EVERBANK MORTGAGE LOAN TRUST
N/A
EVERBANK MORTGAGE LOAN TRUST 18-1 EVER 2018-1 A22
29978CAX8
36786.41000000
PA
USD
32155.07000000
0.018987652082
Long
ABS-MBS
US
N
2
2048-02-25
Floating
3.49999920
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM6184
3140X92S3
77558.81000000
PA
USD
64372.97000000
0.038012405442
Long
DBT
USGA
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050
209111FY4
20000.00000000
PA
USD
15802.92000000
0.009331665172
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.125000% 01/15/2025
91282CDS7
1980000.00000000
PA
USD
1848747.66000000
1.091690279517
Long
SN
UST
US
N
1
2025-01-15
Fixed
1.12500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE B.V.
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 6.850000% 06/05/2115
71647NAN9
50000.00000000
PA
USD
41710.39000000
0.024630093280
Long
DBT
NUSS
BR
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.043000% 03/01/2026
30231GAT9
40000.00000000
PA
USD
37901.44000000
0.022380898444
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 3.125000% 07/27/2026
61761J3R8
450000.00000000
PA
USD
418765.88000000
0.247282336297
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN AT5860
3138WTQN9
174590.52000000
PA
USD
163606.93000000
0.096610315732
Long
DBT
USGA
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028
00774MAW5
267000.00000000
PA
USD
227514.04000000
0.134347629639
Long
DBT
NUSS
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 4.926000% 05/15/2037
11135FBV2
20000.00000000
PA
USD
17396.58000000
0.010272725528
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.625000% 02/15/2029
87264ABS3
30000.00000000
PA
USD
25518.68000000
0.015068846606
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA5731
3133KMLL7
89195.37000000
PA
USD
72841.61000000
0.043013159287
Long
DBT
USGA
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.375000% 08/15/2050
912810SP4
790000.00000000
PA
USD
452830.46000000
0.267397558978
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 02/15/2051
912810SU3
3710000.00000000
PA
USD
2422224.20000000
1.430329661080
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033
9128282L3
470000.00000000
PA
USD
451511.80000000
0.266618886834
Long
DBT
USGA
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 4.327000% 03/19/2050
30231GBG6
30000.00000000
PA
USD
26629.90000000
0.015725024893
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-139 AL
38383M3M8
100000.00000000
PA
USD
93126.37000000
0.054991362583
Long
DBT
USGA
US
N
2
2051-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 NI
38382HM98
80117.00000000
PA
USD
11025.49000000
0.006510580389
Long
DBT
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
HARBOR FREIGHT TOOLS USA, INC.
N/A
HARBOR FREIGHT TOOLS USA, INC. 19-Oct-2027
41151PAP0
59200.00000000
PA
USD
57235.74000000
0.033797852649
Long
LON
US
N
2
2027-10-19
Floating
7.31971080
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 1.650000% 02/01/2028
00206RKG6
60000.00000000
PA
USD
50973.46000000
0.030099960096
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
MASTERCARD INCORPORATED.
AR5L2ODV9HN37376R084
MASTERCARD INC 3.850000% 03/26/2050
57636QAQ7
10000.00000000
PA
USD
8422.54000000
0.004973531675
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q36815
3132QTSD9
82682.42000000
PA
USD
79152.10000000
0.046739519969
Long
DBT
USGA
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5652
36179UH54
9294.43000000
PA
USD
9017.20000000
0.005324679944
Long
DBT
USGA
US
N
2
2048-12-20
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.875000% 06/01/2025
55336VAJ9
110000.00000000
PA
USD
108300.37000000
0.063951648867
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE 2.600000% 06/01/2050
191216CX6
20000.00000000
PA
USD
13392.86000000
0.007908518503
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
DENVER COLO CITY & CNTY ARPT REV
N/A
DENVER CITY & CNTY CO ARPT REV CITY & COUNTY OF DENVER CO AIRPORT SYSTEM REVENUE
249182PP5
190000.00000000
PA
USD
164884.58000000
0.097364771365
Long
DBT
MUN
US
N
2
2027-11-15
Fixed
1.72200000
N
N
N
N
N
N
DISH DBS Corporation
N/A
DISH DBS CORP 144A 5.250000% 12/01/2026
25470XBE4
40000.00000000
PA
USD
33500.00000000
0.019781836729
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 4.950000% 06/08/2025
694308KE6
40000.00000000
PA
USD
39180.34000000
0.023136092205
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
4.95000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP 3.400000% 01/15/2031
534187BK4
209000.00000000
PA
USD
176326.79000000
0.104121425993
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.40000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A
63941HAA0
153951.01000000
PA
USD
139484.43000000
0.082365917031
Long
ABS-MBS
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
LOWE'S COMPANIES, INC.
WAFCR4OKGSC504WU3E95
LOWE'S COS INC 5.000000% 04/15/2040
548661DV6
53000.00000000
PA
USD
48501.69000000
0.028640373512
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.
N/A
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2021-1A A2
67190AAB2
445697.92000000
PA
USD
371101.68000000
0.219136502798
Long
ABS-MBS
US
Y
2
2051-01-20
Fixed
1.93000000
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1
64828MAA5
117493.77000000
PA
USD
110317.10000000
0.065142533153
Long
ABS-MBS
US
N
2
2057-04-25
Floating
3.99999960
N
N
N
N
N
N
LENNAR CORPORATION
529900G61XVRLX5TJX09
LENNAR CORP 4.750000% 11/29/2027
526057CD4
20000.00000000
PA
USD
19150.87000000
0.011308638315
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 3.900000% 02/01/2024
709599BB9
457000.00000000
PA
USD
448931.02000000
0.265094929563
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.90000000
N
N
N
N
N
N
PEACHTREE CORNERS FUNDING TRUST
N/A
PEACHTREE CORNERS FUNDING TRUST 144A 3.976000% 02/15/2025
70466WAA7
225000.00000000
PA
USD
216499.53000000
0.127843532968
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING, LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP 4.500000% 03/01/2028
958254AH7
10000.00000000
PA
USD
9250.00000000
0.005462148947
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
BRK: UBS
N/A
BRK: UBS PAY: 2.6
N/A
569000.00000000
NC
USD
73494.67000000
0.043398792907
N/A
DIR
XX
N
2
BRK: UBS
N/A
Y
2048-02-15
38412.48000000
USD
0.00000000
USD
-569000.00000000
USD
35082.19000000
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.000000% 04/13/2028
035240AL4
20000.00000000
PA
USD
19095.64000000
0.011276024857
Long
DBT
CORP
BE
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6711
36179VN48
101551.14000000
PA
USD
94244.72000000
0.055651751153
Long
DBT
USGA
US
N
2
2050-06-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM8786
3140XCXQ6
89089.05000000
PA
USD
76263.44000000
0.045033758761
Long
DBT
USGA
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC 4.950000% 12/05/2044
023135AQ9
30000.00000000
PA
USD
29408.67000000
0.017365895772
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 4.050000% 05/03/2029
025816CW7
70000.00000000
PA
USD
66329.38000000
0.039167670612
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 2.887000% 11/01/2051
20030NDS7
224000.00000000
PA
USD
145060.85000000
0.085658807478
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING, LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050
161175BT0
30000.00000000
PA
USD
21925.85000000
0.012947271189
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE 2.500000% 04/15/2027
437076CA8
30000.00000000
PA
USD
27421.24000000
0.016192313211
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN BW6304
3140MYAE2
432266.25000000
PA
USD
427960.66000000
0.252711877692
Long
DBT
USGA
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL FG Q45819
3132WKPD4
45297.13000000
PA
USD
40756.73000000
0.024066954581
Long
DBT
USGA
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA 144A 8.125000% MATURITY: PERPETUAL
225313AJ4
260000.00000000
PA
USD
262847.00000000
0.155211833993
Long
DBT
NUSS
FR
N
2
2171-03-23
Fixed
8.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.875000% 09/15/2031
674599DE2
10000.00000000
PA
USD
10860.10000000
0.006412917166
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY MTN 3.622000% 04/01/2031
6174468P7
244000.00000000
PA
USD
216054.96000000
0.127581013232
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CIGNA GROUP/THE 4.375000% 10/15/2028
125523AH3
170000.00000000
PA
USD
163234.77000000
0.096390554289
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 2.375000% 02/15/2042
912810TF5
626000.00000000
PA
USD
481848.83000000
0.284532981590
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR SD7552
3132DVL94
92760.60000000
PA
USD
79385.98000000
0.046877626715
Long
DBT
USGA
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 3.500000% 01/31/2028
91282CGH8
763000.00000000
PA
USD
739811.96000000
0.436860877705
Long
SN
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
CHENIERE ENERGY, INC.
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC 4.625000% 10/15/2028
16411RAK5
20000.00000000
PA
USD
18540.20000000
0.010948036099
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC 3.837000% 04/17/2026
606822CF9
200000.00000000
PA
USD
192196.34000000
0.113492436353
Long
DBT
NUSS
JP
N
2
2026-04-17
Fixed
3.83700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR RA3205
3133KJR20
357352.91000000
PA
USD
293228.94000000
0.173152448220
Long
DBT
USGA
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 06/01/2023
912796ZG7
240000.00000000
PA
USD
237121.93000000
0.140021113558
Long
DBT
UST
US
N
2
2023-06-01
None
0.00000000
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO 5.450000% 06/15/2027
694308KF3
100000.00000000
PA
USD
97662.17000000
0.057669764226
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
CSMC TRUST
N/A
CSMC 2017-TIME CSMC 2017-TIME A
12652XAA1
100000.00000000
PA
USD
83630.69000000
0.049384138959
Long
ABS-MBS
US
N
2
2039-11-13
Fixed
3.64630000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN CA2482
3140Q9XL2
22968.21000000
PA
USD
22699.14000000
0.013403900936
Long
DBT
USGA
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM4116
3140X7SE0
87300.13000000
PA
USD
85993.66000000
0.050779478861
Long
DBT
USGA
US
N
2
2049-07-01
Fixed
4.50000000
N
N
N
N
N
N
TOLL BROTHERS FINANCE CORP.
N/A
TOLL BROTHERS FINANCE CORP 4.375000% 04/15/2023
88947EAN0
20000.00000000
PA
USD
19965.21000000
0.011789508193
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN FM7785
3140XBUK4
145103.07000000
PA
USD
138442.12000000
0.081750430277
Long
DBT
USGA
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
The Cigna Group
549300VIWYMSIGT1U456
CIGNA GROUP/THE 4.125000% 11/15/2025
125523AG5
327000.00000000
PA
USD
317995.73000000
0.187777301835
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC 144A 1.950000% 02/15/2028
11135FBE0
139000.00000000
PA
USD
117802.59000000
0.069562734378
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
US TREASURY N/B 1.875000% 11/15/2051
912810TB4
572000.00000000
PA
USD
372023.43000000
0.219680798559
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
2023-02-28
SEI CATHOLIC VALUES TRUST
Ankit Puri
Ankit Puri
CFO