0001752724-24-089288.txt : 20240424
0001752724-24-089288.hdr.sgml : 20240424
20240424141942
ACCESSION NUMBER: 0001752724-24-089288
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240424
DATE AS OF CHANGE: 20240424
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 24869723
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000017674
Fidelity Intermediate Bond Fund
C000048836
Fidelity Intermediate Bond Fund
FTHRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000017674
C000048836
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Intermediate Bond Fund
S000017674
VW34W3RS5HO0SXCVMN92
2024-08-31
2024-02-29
N
3586782964.92
29999193.81
3556783771.11
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
0.00000000
USD
N
KITE REALTY GROUP TRUST
N/A
KITE RLTY GROUP TRUST 4% 03/15/2025
76131VAA1
1514000.00000000
PA
USD
1481386.64000000
0.041649611990
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027
60687YBS7
6800000.00000000
PA
USD
6238010.06000000
0.175383449246
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
0.01554000
N
N
N
N
N
N
CENT CLO 21 LTD/CENT CLO 21 CORP
N/A
CENT CLO 21 LTD/CORP TSFR3M+123.161 07/27/2030 144A
15137EBN2
4905631.69510000
PA
USD
4908437.72000000
0.138002140019
Long
ABS-CBDO
CORP
KY
N
2
2030-07-27
Variable
0.06551200
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 6% 11/15/2028
29250NBX2
7927000.00000000
PA
USD
8209309.09000000
0.230807089165
Long
DBT
CORP
CA
N
2
2028-11-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 7.5% 06/01/2027#250951
31371FWL2
145.09980000
PA
USD
147.85000000
0.000004156845
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A
46645WAU7
2057853.00000000
PA
USD
1859784.65000000
0.052288381011
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.04247500
N
N
N
N
N
N
AASET 2021-2 TR
N/A
AASET 2021-2 TR 2.798% 01/15/2047 144A
00258BAA2
3252609.24490000
PA
USD
2830030.25000000
0.079567115465
Long
ABS-CBDO
CORP
US
N
2
2047-01-15
Fixed
0.02798000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG 4.5% 04/01/2025
251525AP6
4541000.00000000
PA
USD
4453947.99000000
0.125224030377
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
0.04500000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 4.5% 08/15/2032
26441CBT1
9500000.00000000
PA
USD
8918299.99000000
0.250740572492
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
0.04500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A
05492PAA6
1164000.00000000
PA
USD
1075420.88000000
0.030235767738
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03112000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #545176
36212VT90
14063.38690000
PA
USD
14409.38000000
0.000405123868
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2017-C41
N/A
WELLS FARGO COML MTG TR 2017-C41 3.39% 11/15/2050
95001ABB1
229462.49880000
PA
USD
221727.87000000
0.006233942917
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
0.03390000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028
446150BB9
3163000.00000000
PA
USD
3037764.15000000
0.085407613886
Long
DBT
CORP
US
N
2
2028-08-04
Variable
0.04443000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 7% 11/27/2026
876030AC1
1248000.00000000
PA
USD
1281761.33000000
0.036037088911
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/31 #566254
36213WBX3
345.28480000
PA
USD
356.77000000
0.000010030691
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
0.07000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A
29449WAB3
3155000.00000000
PA
USD
2730227.96000000
0.076761145340
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 6.95% 06/10/2026
345397D26
7500000.00000000
PA
USD
7649235.30000000
0.215060453270
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
0.06950000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.17% 06/08/2027
46817MAR8
1211000.00000000
PA
USD
1203146.31000000
0.033826804985
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.05170000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2025
87264ABB0
2650000.00000000
PA
USD
2590631.28000000
0.072836344481
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
4123000.00000000
PA
USD
3627835.12000000
0.101997629135
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #394494
31378CGB2
1388.39430000
PA
USD
1417.68000000
0.000039858481
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028
161175BK9
3155000.00000000
PA
USD
2957385.06000000
0.083147732623
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #781539
36225BV88
2211.59870000
PA
USD
2282.65000000
0.000064177362
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 5.625% 02/15/2026 144A
428102AC1
5241000.00000000
PA
USD
5166839.85000000
0.145267190318
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
11415000.00000000
PA
USD
10693089.60000000
0.300639293477
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02947000
N
N
N
N
N
N
PIEDMONT OPERATING PARTNERSHIP LP
549300WKGDPAS39FBD10
PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032
720198AF7
475000.00000000
PA
USD
336116.32000000
0.009450007130
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.02750000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 1.605/VAR 03/30/2028 144A
25601B2B0
6094000.00000000
PA
USD
5424920.48000000
0.152523201552
Long
DBT
CORP
NO
N
2
2028-03-30
Variable
0.01605000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3.00% 11/32 #MA1237
31418ALT3
3229478.30130000
PA
USD
3044219.60000000
0.085589110722
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 01/01/2033#AL2974
3138EKJU0
355032.29560000
PA
USD
327008.21000000
0.009193929995
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025
11120VAA1
1848000.00000000
PA
USD
1812731.79000000
0.050965476302
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03850000
N
N
N
N
N
N
CEDAR FUNDING LT
N/A
CEDAR FUNDING LT TSFR3M+136.161 07/15/2033 144A
15034AAA3
6372726.00000000
PA
USD
6377569.27000000
0.179307196625
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.06675600
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 3.125% 07/26/2024 144A
45262BAA1
5438000.00000000
PA
USD
5379706.11000000
0.151251986519
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
BX TR 2021-ACNT
N/A
BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A
05609QAA4
2900587.84000000
PA
USD
2881552.73000000
0.081015684827
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06282480
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #460414
36208TN71
65.18770000
PA
USD
65.32000000
0.000001836490
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2% 06/30/2030
776743AJ5
3615000.00000000
PA
USD
3009480.13000000
0.084612400518
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
0.02000000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE CAPITAL US LLC
549300N8C3A3L0UVQB07
GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027
36264FAK7
7000000.00000000
PA
USD
6648976.39000000
0.186937885963
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
0.03375000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A
14855MAA6
1682971.40530000
PA
USD
1514765.99000000
0.042588082028
Long
ABS-CBDO
CORP
US
N
2
2039-04-15
Fixed
0.03967000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.125% 02/13/2031
718172DH9
5374000.00000000
PA
USD
5292867.32000000
0.148810488930
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #420260
31379HZZ6
387.24770000
PA
USD
396.80000000
0.000011156146
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 1.95% 02/15/2028 144A
11135FBE0
3155000.00000000
PA
USD
2801059.07000000
0.078752582396
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.01950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #464955
36208YQG7
3537.09010000
PA
USD
3599.08000000
0.000101189170
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.493% 02/15/2027
14448CAP9
6047000.00000000
PA
USD
5615916.69000000
0.157893114999
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.02493000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/25 #250410
31371FDP4
31.56840000
PA
USD
31.74000000
0.000000892379
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #462543
36208VZG3
3438.98020000
PA
USD
3490.75000000
0.000098143441
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
1134000.00000000
PA
USD
1035848.58000000
0.029123181128
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026
161175CM4
10200000.00000000
PA
USD
10289153.30000000
0.289282508078
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
0.06150000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST 0.8% 06/15/2023 144A
05608WAA2
2354988.64130000
PA
USD
2332910.62000000
0.065590453908
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.06102480
N
N
N
N
N
N
ADVANCE AUTO PARTS INC
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC 5.95% 03/09/2028
00751YAJ5
5890000.00000000
PA
USD
5884206.48000000
0.165436159706
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
0.05950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #582178
36201FXF9
18634.82020000
PA
USD
19330.73000000
0.000543489040
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
PRPM 2021-RPL2
N/A
PRPM 2021-RPL2 VAR 10/25/2051 144A
69357QAA4
778937.51690000
PA
USD
695992.74000000
0.019568036315
Long
ABS-CBDO
CORP
US
N
2
2051-10-25
Variable
0.01455000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 2.359/VAR 07/29/2032
14040HCG8
6310000.00000000
PA
USD
4770241.56000000
0.134116715183
Long
DBT
CORP
US
N
2
2032-07-29
Variable
0.02359000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 4.677% 06/15/2027 144A
83368RBM3
5569000.00000000
PA
USD
5480994.71000000
0.154099744677
Long
DBT
CORP
FR
N
2
2027-06-15
Fixed
0.04677000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-VINO
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A
05608KAA8
1782999.20000000
PA
USD
1765238.92000000
0.049630200585
Long
ABS-MBS
CORP
US
N
2
2038-05-01
Variable
0.06084810
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A
34528QHV9
4184000.00000000
PA
USD
4165325.13000000
0.117109315551
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04920000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.125% 12/15/2026
46625HJZ4
3199000.00000000
PA
USD
3123039.97000000
0.087805168123
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.04125000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024
681936BB5
696000.00000000
PA
USD
695128.96000000
0.019543750892
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04950000
N
N
N
N
N
N
TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC
5493000R4ICCD2N68609
TRAP 2007-12A B TSFR3M+82.161 4/42
89413GAG3
1143000.00040000
PA
USD
808833.66000000
0.022740591277
Long
ABS-CBDO
CORP
KY
N
2
2042-04-06
Variable
0.06150920
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 5.931% 02/02/2029
05530QAQ3
7000000.00000000
PA
USD
7148619.94000000
0.200985508257
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
0.05931000
N
N
N
N
N
N
UPSTART SECURITIZATION TR 2021-5
N/A
UPSTART SECURITIZATION TR 2021-5 1.31% 11/20/2031 144A
91679JAA5
251226.19510000
PA
USD
250335.98000000
0.007038268168
Long
ABS-CBDO
CORP
US
N
2
2031-11-20
Fixed
0.01310000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/26 #303780
31373UM53
59.48740000
PA
USD
61.05000000
0.000001716438
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 01/01/2033#AL2976
3138EKJW6
236616.97880000
PA
USD
217865.94000000
0.006125363643
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
AJAX MORTGAGE LOAN TRUST 2021
N/A
AJAX MORTGAGE LOAN TRUST 2021-B A VAR 06/25/2066 144A
00970LAA7
11353887.08860000
PA
USD
11062062.67000000
0.311013077597
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Variable
0.02239000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 4.625% 03/30/2025
02005NBA7
1892000.00000000
PA
USD
1871195.72000000
0.052609206530
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
0.04625000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026
38141GXM1
5874000.00000000
PA
USD
5441334.96000000
0.152984699384
Long
DBT
CORP
US
N
2
2026-12-09
Variable
0.01093000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP 5.125% 05/15/2032
925650AD5
556000.00000000
PA
USD
521729.94000000
0.014668587509
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.05125000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SOFR 1.726%/VAR 04/01/2027
456837AV5
2376000.00000000
PA
USD
2199484.09000000
0.061839128593
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
0.01726000
N
N
N
N
N
N
TEACHERS INS and ANNUITY ASSN AMER
O06XD7BJ4EPXNABVFN69
TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A
878091BD8
2715000.00000000
PA
USD
2466401.79000000
0.069343596595
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
0.04900000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025
50249AAF0
3039000.00000000
PA
USD
2839732.98000000
0.079839910513
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE LTD
N/A
HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A
44040HAA0
640624.11560000
PA
USD
573086.57000000
0.016112493951
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Fixed
0.03721000
N
N
N
N
N
N
VORNADO REALTY L P
549300BMOJ05INE4YK86
VORNADO REALTY LP 2.15% 06/01/2026
929043AK3
590000.00000000
PA
USD
529455.60000000
0.014885796665
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02150000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032
92343VGN8
7604000.00000000
PA
USD
6165235.68000000
0.173337376595
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2034#FM1577
3140X4XF8
1516920.11100000
PA
USD
1447109.63000000
0.040685903983
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.03500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028
53944YAZ6
10500000.00000000
PA
USD
10455066.41000000
0.293947202945
Long
DBT
CORP
GB
N
2
2028-01-05
Variable
0.05462000
N
N
N
N
N
N
DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC
N/A
DPABS 2018-1A A2I 4.116% 07/25/2048 144A
25755TAJ9
4670227.50000000
PA
USD
4545906.98000000
0.127809483863
Long
ABS-CBDO
CORP
US
N
2
2048-07-25
Fixed
0.04116000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034
91087BAR1
1965000.00000000
PA
USD
1625605.20000000
0.045704358336
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
0.03500000
N
N
N
N
N
N
BINOM SECURITIZATION TRUST 2021
N/A
BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A
05552CAA2
1834912.57310000
PA
USD
1657734.88000000
0.046607693542
Long
ABS-CBDO
CORP
US
N
2
2061-02-25
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #436093
36207MNJ1
323.25600000
PA
USD
327.65000000
0.000009211974
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2031
91282CJX0
42263400.00000000
PA
USD
41576619.75000000
1.168938637420
Long
DBT
UST
US
N
2
2031-01-31
Fixed
0.04000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FDG TR 2020-RPL2
N/A
BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A
10569BAA5
1616517.51610000
PA
USD
1456855.86000000
0.040959922046
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Fixed
0.02000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE
N/A
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A
80307AAA7
2595072.69440000
PA
USD
2295471.55000000
0.064537843673
Long
ABS-CBDO
CORP
US
N
2
2040-03-15
Fixed
0.03228000
N
N
N
N
N
N
VCAT 2021-NPL3
N/A
VCAT 2021-NPL3 VAR 05/25/2051 144A
91824MAA2
3157332.96450000
PA
USD
3036987.75000000
0.085385785176
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
0.01743000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026
06051GJD2
3596000.00000000
PA
USD
3403653.84000000
0.095694707888
Long
DBT
CORP
US
N
2
2026-06-19
Variable
0.01319000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.8% 02/14/2029
02209SBD4
964000.00000000
PA
USD
946524.25000000
0.026611801866
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
N/A
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A
46591JAA4
1117203.47610000
PA
USD
1050324.10000000
0.029530164541
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.06932480
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #443711
36207V3U8
1302.32670000
PA
USD
1323.21000000
0.000037202430
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024
105340AN3
238000.00000000
PA
USD
235308.67000000
0.006615771020
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04100000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.75% 03/24/2025
615369AS4
2509000.00000000
PA
USD
2466436.85000000
0.069344582317
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.03750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.45%/VAR 07/20/2029
61747YFF7
7193000.00000000
PA
USD
7220381.59000000
0.203003107713
Long
DBT
CORP
US
N
2
2029-07-20
Variable
0.05449000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA 6.251/VAR 01/10/2035 144A
225313AQ8
10500000.00000000
PA
USD
10491792.26000000
0.294979760794
Long
DBT
CORP
FR
N
2
2035-01-10
Variable
0.06251000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025
92277GAT4
2514000.00000000
PA
USD
2444383.92000000
0.068724557839
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A
61771LAA0
2448000.00000000
PA
USD
2298652.17000000
0.064627267720
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
0.03170000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.25% 01/08/2026
37045XDD5
3578000.00000000
PA
USD
3315552.45000000
0.093217711937
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
0.01250000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY STEP 08/01/2027
842587DD6
3155000.00000000
PA
USD
3147072.94000000
0.088480861995
Long
DBT
CORP
US
N
2
2027-08-01
Variable
0.05113000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/29 #513703
36211HU41
44.06760000
PA
USD
44.62000000
0.000001254504
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
0.07000000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030
92277GAU1
1315000.00000000
PA
USD
1147900.03000000
0.032273539913
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 6.373%/VAR 07/15/2026 144A
225401AY4
4455000.00000000
PA
USD
4485566.47000000
0.126112993048
Long
DBT
CORP
CH
N
2
2026-07-15
Variable
0.06373000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #466888
36209BUM8
857.49530000
PA
USD
872.95000000
0.000024543240
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
SYMPHONY CLO XXI LTD
N/A
SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A
87166RDE4
4706003.00000000
PA
USD
4709118.37000000
0.132398219094
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
0.06635600
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029
95000U3G6
8500000.00000000
PA
USD
8810099.81000000
0.247698493272
Long
DBT
CORP
US
N
2
2029-10-23
Variable
0.06303000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
1577000.00000000
PA
USD
1554804.70000000
0.043713781889
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.25% 10/01/2027
46625HNJ5
2524000.00000000
PA
USD
2473038.42000000
0.069530187358
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #569840
36200RBH4
1494.85130000
PA
USD
1539.40000000
0.000043280674
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A
09659W2N3
3654000.00000000
PA
USD
3379461.90000000
0.095014544528
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
0.01323000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/31 #530552
36212DL98
9686.76720000
PA
USD
9936.89000000
0.000279378523
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.07000000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 5.16% 09/15/2028
161571HT4
9348000.00000000
PA
USD
9399731.83000000
0.264276167315
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
0.05160000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.625% 04/15/2026
87264ABU8
5363000.00000000
PA
USD
5075279.34000000
0.142692940212
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 11/15/2026
91282CJK8
51854100.00000000
PA
USD
52048552.88000000
1.463360053055
Long
DBT
UST
US
N
2
2026-11-15
Fixed
0.04625000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.666%/VAR 01/29/2031
172967ML2
5530000.00000000
PA
USD
4744384.26000000
0.133389729747
Long
DBT
CORP
US
N
2
2031-01-29
Variable
0.02666000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028
38141GZU1
3334000.00000000
PA
USD
3250728.25000000
0.091395160886
Long
DBT
CORP
US
N
2
2028-08-23
Variable
0.04482000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A
05401AAS0
2418000.00000000
PA
USD
2453672.03000000
0.068985695726
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
0.06375000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A
14856GAA8
3424208.29460000
PA
USD
3218717.45000000
0.090495168026
Long
ABS-CBDO
CORP
US
N
2
2046-01-15
Fixed
0.03474000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/31/2029
91282CFJ5
80736300.00000000
PA
USD
76194883.13000000
2.142241081644
Long
DBT
UST
US
N
2
2029-08-31
Fixed
0.03125000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #458872
36208RW91
937.74290000
PA
USD
952.32000000
0.000026774751
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #460857
36208T5S5
2187.92460000
PA
USD
2225.18000000
0.000062561576
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.25% 02/01/2028
24703DBJ9
1935000.00000000
PA
USD
1949487.38000000
0.054810399098
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 05/31/2030
91282CHF1
84749900.00000000
PA
USD
82283545.70000000
2.313425583200
Long
DBT
UST
US
N
2
2030-05-31
Fixed
0.03750000
N
N
N
N
N
N
PRPM 2021-RPL1 LLC
N/A
PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A
69360GAA1
551760.03060000
PA
USD
492513.58000000
0.013847161134
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Fixed
0.01319000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029
95000U3E1
10500000.00000000
PA
USD
10568759.88000000
0.297143727595
Long
DBT
CORP
US
N
2
2029-07-25
Variable
0.05574000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 11/30/2030
91282CJM4
46541100.00000000
PA
USD
46788349.59000000
1.315467922735
Long
DBT
UST
US
N
2
2030-11-30
Fixed
0.04375000
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 3.4% 03/01/2027
125523CB4
2839000.00000000
PA
USD
2702988.39000000
0.075995296985
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.03400000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067
976657AH9
2134000.00000000
PA
USD
2032583.25000000
0.057146663412
Long
DBT
CORP
US
N
2
2067-05-15
Variable
0.07681100
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026
18551PAC3
3786000.00000000
PA
USD
3637229.36000000
0.102261750898
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03743000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.6% 01/15/2026
337932AN7
365000.00000000
PA
USD
337642.89000000
0.009492927086
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01600000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.219%/VAR 06/09/2026 144A
09659W2L7
2279000.00000000
PA
USD
2181673.28000000
0.061338372540
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
0.02219000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028
00774MBC8
7897000.00000000
PA
USD
7954153.59000000
0.223633318803
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
0.05750000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
95000U2K8
5369000.00000000
PA
USD
5193104.63000000
0.146005632171
Long
DBT
CORP
US
N
2
2026-02-11
Variable
0.02164000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 09/01/2031#
31292HMA9
189.75220000
PA
USD
198.90000000
0.000005592130
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07500000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 1.4% 08/15/2026
928563AJ4
1693000.00000000
PA
USD
1538986.52000000
0.043269049203
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01400000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 6% 01/09/2028
37045XEB8
6100000.00000000
PA
USD
6227691.30000000
0.175093334337
Long
DBT
CORP
US
N
2
2028-01-09
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/35 #745092
31403CXV8
12988.43590000
PA
USD
13458.92000000
0.000378401411
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.875% 10/31/2030
91282CJG7
19158100.00000000
PA
USD
19804685.88000000
0.556814446828
Long
DBT
UST
US
N
2
2030-10-31
Fixed
0.04875000
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888544
31410GER0
92607.29130000
PA
USD
95770.89000000
0.002692626152
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
OCWEN LN INVT TR 2023-HB1
N/A
OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A
67578KAA4
306326.28000000
PA
USD
292471.11000000
0.008222909482
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Fixed
0.03000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
92343VGH1
4944000.00000000
PA
USD
4402093.15000000
0.123766116617
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027
46590XAS5
3631000.00000000
PA
USD
3331232.99000000
0.093658574835
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030
38141GXH2
4330000.00000000
PA
USD
4025986.02000000
0.113191756347
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.03800000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A
53218CAA8
2260444.04910000
PA
USD
2235720.44000000
0.062857924008
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.06132480
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #581934
36201FPT8
4761.19510000
PA
USD
4923.19000000
0.000138416904
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
MADISON PARK FUNDING XXIII LTD
N/A
MADISON PARK FUNDING XXIII LTD TSFR3M+123.161 07/27/2031 144A
55820TAJ7
4512542.33000000
PA
USD
4512352.80000000
0.126866098430
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
0.06551200
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026
14040HCM5
3155000.00000000
PA
USD
3059711.93000000
0.086024682041
Long
DBT
CORP
US
N
2
2026-03-03
Variable
0.02636000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/29 #477009
36209N3S9
73.97970000
PA
USD
75.28000000
0.000002116518
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #446732
36208CHH3
511.18520000
PA
USD
517.40000000
0.000014546849
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A
33834DAA2
2963000.00000000
PA
USD
2568400.49000000
0.072211319419
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02850000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026
404280BX6
3276000.00000000
PA
USD
3210970.94000000
0.090277372666
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
0.04292000
N
N
N
N
N
N
VCAT 2021-NPL2 LLC
N/A
VCAT 2021-NPL2 A1 LLC 2.115% 03/27/2051 144A
91822YAA8
2007850.62010000
PA
USD
1983768.46000000
0.055774221534
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Fixed
0.02115000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 1.447%/VAR 04/01/2025
251526CG2
3868000.00000000
PA
USD
3852905.86000000
0.108325557805
Long
DBT
CORP
US
N
2
2025-04-01
Variable
0.01447000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 2.9% 10/28/2024
247361ZU5
3470000.00000000
PA
USD
3399750.54000000
0.095584965485
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
0.02900000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 4.185% 02/15/2027
595112BP7
5395000.00000000
PA
USD
5244565.55000000
0.147452470757
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04185000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.25% 10/22/2026
06051GFL8
3730000.00000000
PA
USD
3649569.86000000
0.102608707609
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
0.04250000
N
N
N
N
N
N
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC
N/A
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+126.161 01/22/2031 144A
55817AAN4
7635488.00000000
PA
USD
7642405.75000000
0.214868438505
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Variable
0.06579420
N
N
N
N
N
N
GS MTG SECS TR 2015-GC30
N/A
GS MTG SECS TR 2015-GC30 3.777% 05/10/2050
36250GAT2
519253.00000000
PA
USD
500204.62000000
0.014063396939
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03777000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027
38141GYG3
5971000.00000000
PA
USD
5435325.71000000
0.152815747590
Long
DBT
CORP
US
N
2
2027-09-10
Variable
0.01542000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST
N/A
PRESTON RIDGE PARTNERS MORTGAGE TRUST 2021-8 A1 VAR 12/31/2199 144A
69360MAA8
3326723.99860000
PA
USD
3226514.09000000
0.090714372805
Long
ABS-CBDO
CORP
US
N
2
2026-09-25
Variable
0.01743000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
3470000.00000000
PA
USD
3339378.30000000
0.093887582571
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #436262
36207MTT3
361.67750000
PA
USD
367.30000000
0.000010326745
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025
681936BD1
701000.00000000
PA
USD
693681.45000000
0.019503053731
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04500000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032
02666TAE7
1201000.00000000
PA
USD
1047918.91000000
0.029462541932
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
0.03625000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.9% 10/15/2029
78572XAG6
852000.00000000
PA
USD
757353.25000000
0.021293204724
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.03900000
N
N
N
N
N
N
PRPM 2021-2
N/A
PRPM 2021-2 2.115% 03/25/2026 144A
69359UAA3
3664026.85820000
PA
USD
3586749.60000000
0.100842497908
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Fixed
0.02115000
N
N
N
N
N
N
TOLL BROTHERS FINANCE CORP
N/A
TOLL BROS FIN CORP 4.875% 03/15/2027
88947EAS9
1352000.00000000
PA
USD
1329476.90000000
0.037378625903
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.04875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/31 #560401
36213PRW3
4029.48840000
PA
USD
4165.07000000
0.000117102142
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
0.07000000
N
N
N
N
N
N
MSC 2021-L6
N/A
MSC 2021-L6 XA 1.35631% 06/15/2054
61692CBK3
4345475.29540000
PA
USD
232415.57000000
0.006534430681
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
0.01206309
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/28 #481378
36209TXF1
878.23060000
PA
USD
895.83000000
0.000025186518
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
0.07000000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A
233853AF7
4559000.00000000
PA
USD
4182029.74000000
0.117578970472
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
0.02000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.15% 03/02/2028
031162DP2
1367000.00000000
PA
USD
1369638.84000000
0.038507790412
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.05150000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #590208
36201QU92
1877.12720000
PA
USD
1939.58000000
0.000054531850
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 4% 04/15/2030
053332AZ5
3155000.00000000
PA
USD
2969579.17000000
0.083490573537
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04000000
N
N
N
N
N
N
CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST
N/A
CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5501% 03/15/2053
12597NAT0
11986367.00000000
PA
USD
11098269.50000000
0.312031043049
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
0.02550100
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.2% 04/15/2027
29273RBK4
5070000.00000000
PA
USD
4918162.02000000
0.138275541514
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/26 #359551
31376ML83
430.95990000
PA
USD
435.82000000
0.000012253204
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.07500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026
46647PBT2
3684000.00000000
PA
USD
3425324.51000000
0.096303985016
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 4.75% 11/24/2025 144A
83367TBR9
4777000.00000000
PA
USD
4677749.13000000
0.131516263878
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
0.04750000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 2.9% 05/15/2025
29278NAP8
3786000.00000000
PA
USD
3665865.64000000
0.103066868157
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02900000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #593188
36201T6Z5
15044.18590000
PA
USD
15589.57000000
0.000438305250
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-AON
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-AON-D 4.6132% 07/05/2031 144A
46649XAL1
3378000.00000000
PA
USD
2001784.90000000
0.056280758933
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
0.04613200
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
341000.00000000
PA
USD
334743.19000000
0.009411401185
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
06051GJK6
11041000.00000000
PA
USD
10286578.19000000
0.289210108119
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/25 #316682
31374KXK9
281.89790000
PA
USD
283.03000000
0.000007957469
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
186966800.00000000
PA
USD
166918993.20000000
4.692975562804
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5% 03/22/2030
49177JAH5
7415000.00000000
PA
USD
7436562.38000000
0.209081092879
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.05000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 5.67% 06/08/2032
46817MAS6
4044000.00000000
PA
USD
4030325.50000000
0.113313762077
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
0.05670000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024
674599CW3
3875000.00000000
PA
USD
3817998.75000000
0.107344134355
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #563613
36213TDS9
264.58770000
PA
USD
274.08000000
0.000007705838
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
PRET 2022-RN1 LLC
N/A
PRET 2022-RN1 LLC 3.4747% 07/25/2051 144A
69363JAA2
2734033.53070000
PA
USD
2647918.04000000
0.074446978236
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Fixed
0.03721000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028
06051GKP3
5400000.00000000
PA
USD
5249709.14000000
0.147597084271
Long
DBT
CORP
US
N
2
2028-04-27
Variable
0.04376000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 6/36 #889526
31410KHB3
1133.41600000
PA
USD
1152.13000000
0.000032392466
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/25 #312899
31374FRU5
7.92580000
PA
USD
7.92000000
0.000000222673
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
0.07500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 2.1% 03/15/2028
756109CA0
2984000.00000000
PA
USD
2648493.45000000
0.074463156054
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.02100000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/28 #456862
36208PQP6
220.11540000
PA
USD
223.65000000
0.000006287984
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030
084659AV3
295000.00000000
PA
USD
272480.01000000
0.007660853949
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.03700000
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE
N/A
BARCLAYS COMMERCIAL MORTGAGE 2.99% 11/15/2052
05492JAU6
3470103.00000000
PA
USD
3288606.20000000
0.092460110359
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
0.02990000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.3% 07/22/2027
94974BGL8
6170000.00000000
PA
USD
5989498.01000000
0.168396461394
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
0.04300000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 5.75% 01/15/2029
75513ECU3
1653000.00000000
PA
USD
1702013.02000000
0.047852586199
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L
N/A
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A
09229CAA7
2468420.50230000
PA
USD
2172284.09000000
0.061074392760
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Fixed
0.02443000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 2.05% 03/01/2025
337932AK3
2045000.00000000
PA
USD
1969580.40000000
0.055375320141
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02050000
N
N
N
N
N
N
OCEANVIEW MTG LN TR 2020-1
N/A
OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A
676477AA0
92749.03430000
PA
USD
83401.51000000
0.002344857471
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
0.01732910
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 1.631% 05/15/2051 144A
78403DAT7
9464000.00000000
PA
USD
8494911.95000000
0.238836895821
Long
ABS-CBDO
CORP
US
N
2
2051-05-15
Fixed
0.01631000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026
251526CE7
6196000.00000000
PA
USD
5806814.80000000
0.163260270336
Long
DBT
CORP
US
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/32 #574355
36200WBY6
735.43900000
PA
USD
752.02000000
0.000021143258
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #456362
36208N5X7
7868.47500000
PA
USD
7998.56000000
0.000224881817
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.305%/VAR 02/02/2027 144A
225401AT5
5890000.00000000
PA
USD
5415166.64000000
0.152248969532
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
0.01305000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028
866677AF4
540000.00000000
PA
USD
468653.37000000
0.013176324459
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.02300000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/31 #557611
36213LN48
1111.94840000
PA
USD
1144.65000000
0.000032182164
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
0.07000000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DB MASTER FIN LLC 2.045% 11/20/2051 144A
233046AN1
7339070.00000000
PA
USD
6682009.67000000
0.187866626143
Long
ABS-CBDO
CORP
US
N
2
2051-11-20
Fixed
0.02045000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.875% 01/27/2026
61746BDZ6
2903000.00000000
PA
USD
2831467.24000000
0.079607516852
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
0.03875000
N
N
N
N
N
N
BANK 2018-BNK15
N/A
BANK 2018-BNK15 4.285% 11/15/2061
06036FBA8
2292045.52000000
PA
USD
2252816.01000000
0.063338570882
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Fixed
0.04285000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/29 #323688
31374TRH4
145.08060000
PA
USD
147.63000000
0.000004150659
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
0.07500000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP 4.25% 02/01/2026
23317HAE2
1417000.00000000
PA
USD
1382894.60000000
0.038880479922
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04250000
N
N
N
N
N
N
SOUTHEAST SUPPLY HEADER LLC
N/A
SOUTHEAST SUPPLY HEADER LLC 4.25% 06/15/2024 144A
841504AB9
2009000.00000000
PA
USD
1965330.59000000
0.055255835509
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #482878
36209VM35
8563.27230000
PA
USD
8721.91000000
0.000245219011
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
PARK PL SECS INC
N/A
PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36
70069FFL6
71634.00880000
PA
USD
70434.43000000
0.001980284283
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Variable
0.06680410
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/25 #324037
31374T4W6
464.66620000
PA
USD
476.89000000
0.000013407899
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07000000
N
N
N
N
N
N
EASTERN GAS TRANSMISSION and STORAGE INC
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029
276480AH3
3470000.00000000
PA
USD
3087898.00000000
0.086817141516
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.03000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 2.3% 11/03/2031
78016EYH4
6190000.00000000
PA
USD
5067768.41000000
0.142481768252
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
0.02300000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.16% 06/20/2029
92348KBS1
6694000.00000000
PA
USD
6707268.18000000
0.188576776425
Long
ABS-CBDO
CORP
US
N
2
2029-06-20
Fixed
0.05160000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.75% 11/20/2025
02005NBF6
1287000.00000000
PA
USD
1280584.70000000
0.036004007620
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2
N/A
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 5.77% 08/11/2036 144A
36268DAA0
7074000.00000000
PA
USD
7297310.62000000
0.205165989545
Long
ABS-CBDO
CORP
US
N
2
2036-08-11
Fixed
0.05770000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A
05401AAK7
1159000.00000000
PA
USD
1147012.14000000
0.032248576630
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #781584
36225BXM5
599.64840000
PA
USD
618.45000000
0.000017387899
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
30451.02940000
PA
USD
31445.16000000
0.000884089728
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 3.2% 01/15/2025
10112RAZ7
1892000.00000000
PA
USD
1849555.06000000
0.052000773142
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03200000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 0.8% 08/18/2024
00914AAP7
2601000.00000000
PA
USD
2540341.92000000
0.071422444643
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.00800000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028
92867WAD0
3045000.00000000
PA
USD
3038913.05000000
0.085439915540
Long
ABS-CBDO
CORP
US
N
2
2028-06-20
Fixed
0.05020000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 10/01/2031#AS8010
3138WH3U4
845211.07360000
PA
USD
791310.86000000
0.022247932708
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.02500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 3.25% 07/15/2025
04010LAY9
8667000.00000000
PA
USD
8324791.31000000
0.234053905036
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03250000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
6680000.00000000
PA
USD
6333452.96000000
0.178066853865
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PAC PPTYS LP 4.65% 04/01/2029
44409MAB2
4013000.00000000
PA
USD
3342215.81000000
0.093967359982
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.04650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 08/01/2039#FM1353
3140X4QF6
316701.23960000
PA
USD
308962.74000000
0.008686576409
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.04500000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.875% 09/10/2024
46625HJY7
3261000.00000000
PA
USD
3231243.60000000
0.090847344340
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.03875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #433571
36207JT45
318.00680000
PA
USD
322.95000000
0.000009079832
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/32 #781548
36225BWH7
1237.33020000
PA
USD
1274.69000000
0.000035838276
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
0.07000000
N
N
N
N
N
N
AON PLC UK
VVT2B79I2Z4U3R6BY589
AON PLC UK 3.875% 12/15/2025
00185AAK0
3921000.00000000
PA
USD
3823433.87000000
0.107496944319
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
0.03875000
N
N
N
N
N
N
RMF BUYOUT ISSUANCE TRUST 2021
N/A
RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A
74969TAA8
765526.54260000
PA
USD
741662.63000000
0.020852058424
Long
ABS-CBDO
CORP
US
N
2
2031-11-25
Fixed
0.01258600
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 3.125% 03/15/2027
404119CH0
8266000.00000000
PA
USD
7766878.59000000
0.218368028247
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03125000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 3.65% 05/15/2025
745310AH5
1892000.00000000
PA
USD
1843143.94000000
0.051820522657
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/24 #297466
31373MMP7
80.43340000
PA
USD
80.39000000
0.000002260188
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
0.07500000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027
606822BZ6
7703000.00000000
PA
USD
7022808.38000000
0.197448280017
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
0.01640000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 4.55% 04/15/2028
628530BK2
965000.00000000
PA
USD
930445.43000000
0.026159741212
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC 3.4% 04/15/2030 144A
05523RAD9
1006000.00000000
PA
USD
911163.93000000
0.025617636287
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
0.03400000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026
05724BAD1
1199000.00000000
PA
USD
1105824.27000000
0.031090567804
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.02061000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2032#BM5109
3140J9VB4
4315396.85050000
PA
USD
4093101.70000000
0.115078733018
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
UBS COML MTG TR 2017-C7
N/A
UBSCM 2017-C7 XA CSTR 12/50
90276WAT4
47119281.63220000
PA
USD
1410162.30000000
0.039647119160
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.00987130
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #471517
36209GYN1
406.36050000
PA
USD
411.88000000
0.000011580124
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/28 #482668
36209VFH2
1827.97870000
PA
USD
1857.29000000
0.000052218243
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 05/15/2033
91282CHC8
28377900.00000000
PA
USD
26473476.73000000
0.744309422041
Long
DBT
UST
US
N
2
2033-05-15
Fixed
0.03375000
N
N
N
N
N
N
SLAM 2021-1 LTD / SLAM 2021-1 LLC
N/A
SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A
78449AAA0
1321613.80000000
PA
USD
1146912.98000000
0.032245788718
Long
ABS-CBDO
CORP
US
N
2
2046-06-15
Fixed
0.02434000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027
21871XAD1
1748000.00000000
PA
USD
1658635.89000000
0.046633025697
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
0.03650000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #587033
36201MEE8
1986.59160000
PA
USD
2046.58000000
0.000057540186
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/28 #476306
36209NDK5
243.03980000
PA
USD
247.54000000
0.000006959658
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2034#FM1578
3140X4XG6
738963.50450000
PA
USD
704955.52000000
0.019820027456
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.03500000
N
N
N
N
N
N
JDE PEETS BV
724500EHG519SE5ZRT89
JDE PEETS BV 1.375% 01/15/2027 144A
47216QAB9
1001000.00000000
PA
USD
895125.88000000
0.025166721892
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.01375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #486531
36210APQ4
2134.37640000
PA
USD
2174.99000000
0.000061150470
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/25 #250384
31371FCV2
10.20500000
PA
USD
10.25000000
0.000000288181
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.07500000
N
N
N
N
N
N
APOLLO AVIATION SECURITIZATION EQUITY TRUST
N/A
APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A
00255UAA3
381982.49850000
PA
USD
341265.04000000
0.009594764876
Long
ABS-CBDO
CORP
US
N
2
2040-01-16
Fixed
0.03351000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 5.73% 06/15/2028 144A
361886CT9
4517000.00000000
PA
USD
4509836.94000000
0.126795364301
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05730000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #AE0746
31419AZL4
73325.66630000
PA
USD
75804.57000000
0.002131267315
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/15/2032
91282CFV8
9585500.00000000
PA
USD
9484028.47000000
0.266646191624
Long
DBT
UST
US
N
2
2032-11-15
Fixed
0.04125000
N
N
N
N
N
N
AJAXM 2021-C
N/A
AJAXM 2021-C A 2.115% 01/25/2061 144A
009733AA4
1135449.68970000
PA
USD
1082554.20000000
0.030436323084
Long
ABS-CBDO
CORP
US
N
2
2061-01-25
Fixed
0.02115000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.50% 11/34 #310105
31374CNW2
586182.90390000
PA
USD
595180.52000000
0.016733671718
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.05500000
N
N
N
N
N
N
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2
N/A
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028
92867YAD6
5281000.00000000
PA
USD
5339564.18000000
0.150123384597
Long
ABS-CBDO
CORP
US
N
2
2028-12-20
Fixed
0.05480000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 21-GS5
N/A
LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A
52475XAA2
4059824.50300000
PA
USD
3868093.61000000
0.108752565770
Long
ABS-CBDO
CORP
US
N
2
2067-07-25
Variable
0.02250000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 2.646% 10/04/2031 144A
04685A3E9
6246000.00000000
PA
USD
5034807.78000000
0.141555070648
Long
DBT
CORP
US
N
2
2031-10-04
Fixed
0.02646000
N
N
N
N
N
N
CGDB COML MTG TR 2017-BIO
N/A
CGDB COML MTG TR 2019-MOB A TSFR1M+106.448 11/15/2036 144A
125284AA7
870050.00000000
PA
USD
860239.58000000
0.024185883521
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.06382480
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
12530MAE5
2860699.63620000
PA
USD
2566738.72000000
0.072164598276
Long
ABS-MBS
CORP
US
N
2
2061-03-15
Fixed
0.01530000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A
12530MAA3
3980369.22860000
PA
USD
3701044.03000000
0.104055918722
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
0.01690000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #438075
36207PT82
766.27110000
PA
USD
778.94000000
0.000021900122
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
BENCHMARK 2020-B17 MORTGAGE TRUST
N/A
BENCHMARK 2020-B17 MORTGAGE TRUST CSTR 03/15/2053
08162MAZ1
30849224.06370000
PA
USD
1487321.30000000
0.041816466665
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
0.01413702
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.2% 12/01/2031
78574MAA1
2504000.00000000
PA
USD
2030215.36000000
0.057080089503
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.03200000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #457923
36208QVQ6
489.31490000
PA
USD
497.16000000
0.000013977796
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
THUNDERBOLT III AIRCRAFT LEASE LTD
N/A
THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A
88607AAA7
1954097.24140000
PA
USD
1665965.60000000
0.046839102605
Long
ABS-CBDO
CORP
KY
N
2
2039-11-15
Fixed
0.03671000
N
N
N
N
N
N
BLP COML MTG 2024-INDS
N/A
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A
05625AAA9
1522000.00000000
PA
USD
1520791.08000000
0.042757479168
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Variable
0.06642150
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
46647PBP0
4445000.00000000
PA
USD
3860807.07000000
0.108547702600
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 01/01/2033#AL2982
3138EKJ48
285890.95320000
PA
USD
263324.47000000
0.007403443305
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #397332
31378FLM5
1186.48660000
PA
USD
1205.65000000
0.000033897196
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO 6.125% 10/01/2025
37045VAV2
3155000.00000000
PA
USD
3180601.37000000
0.089423523460
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.06125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 07/01/2027#
31292GST4
18.15980000
PA
USD
18.49000000
0.000000519851
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 1.65% 03/25/2026
68389XCC7
1969000.00000000
PA
USD
1828725.90000000
0.051415155311
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
0.01650000
N
N
N
N
N
N
SEQUOIA MTG TR
N/A
SEMT 2004-6 A3B TSFR6M+130.826 7/34
81744FCU9
1107.42550000
PA
USD
997.01000000
0.000028031223
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Variable
0.06559530
N
N
N
N
N
N
VLS COMMERCIAL MORTGAGE TRUST 2020
N/A
VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A
92858TAL0
57900875.00000000
PA
USD
1338587.17000000
0.037634763768
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Variable
0.00429415
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD 3.375% 04/07/2030 144A
00131LAJ4
2279000.00000000
PA
USD
2082990.87000000
0.058563888165
Long
DBT
CORP
HK
N
2
2030-04-07
Fixed
0.03375000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025
606822BN3
4678000.00000000
PA
USD
4530599.40000000
0.127379106843
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
0.02193000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 09/01/2030#
31298AU27
118.26970000
PA
USD
119.17000000
0.000003350498
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
0.07500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 4.35% 04/20/2028
054561AJ4
11714000.00000000
PA
USD
11279255.04000000
0.317119503626
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
0.04350000
N
N
N
N
N
N
JPMBB COML MTG SECS TR 2014-C22
N/A
JPMBB COML MTG SECS TR 2014-C22 3.8012% 09/15/2047
46642NBD7
1562808.00000000
PA
USD
1543082.71000000
0.043384214765
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
0.03801200
N
N
N
N
N
N
CSMC 2020-RPL4 TR
N/A
CSMC 2020-RPL4 TR 2% 01/25/2060 144A
126405AA7
473111.61980000
PA
USD
411554.83000000
0.011570982564
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/35 #AD0723
31418MYV8
108224.13380000
PA
USD
111923.17000000
0.003146752155
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.06500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 5.7% 04/01/2028
26884LAQ2
339000.00000000
PA
USD
341420.92000000
0.009599147487
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.05700000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC 3.7% 09/01/2024
462613AM2
773000.00000000
PA
USD
763773.64000000
0.021473715838
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03700000
N
N
N
N
N
N
CAPITAL ONE NATL ASSN MCLEAN VA
207ALC1P1YM0OVDV0K75
CAPITAL ONE BK (USA) NA 2.28%/VAR 01/28/2026
14042TCT2
3728000.00000000
PA
USD
3605979.47000000
0.101383151241
Long
DBT
CORP
US
N
2
2026-01-28
Variable
0.02280000
N
N
N
N
N
N
BCP TR 2021-330N
N/A
BCP TR 2021-330N TSFR1M+91.348 5 06/15/2038 144A
05553BAA3
7697319.00000000
PA
USD
7254967.93000000
0.203975512622
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.06231480
N
N
N
N
N
N
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3
N/A
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028
36267KAD9
1115000.00000000
PA
USD
1121670.71000000
0.031536095028
Long
ABS-CBDO
CORP
US
N
2
2028-06-16
Fixed
0.05450000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 4.2% 04/01/2030
67103HAJ6
5353000.00000000
PA
USD
5081199.23000000
0.142859379624
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04200000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 2.3% 02/10/2025
345397B85
2621000.00000000
PA
USD
2535260.20000000
0.071279570621
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
0.02300000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #460912
36208UAM9
648.25360000
PA
USD
657.38000000
0.000018482428
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.125% 11/17/2027
718172CV9
10015000.00000000
PA
USD
10031940.17000000
0.282050886856
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
0.05125000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 1.7% 09/15/2028
548661ED5
3155000.00000000
PA
USD
2740995.73000000
0.077063884295
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.01700000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #486599
36210ARU3
592.23920000
PA
USD
600.58000000
0.000016885479
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
NEW RESIDENTIAL MTG LN TR 2019-NQM4
N/A
NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A
64830MAG8
696301.07450000
PA
USD
642860.66000000
0.018074212585
Long
ABS-CBDO
CORP
US
N
2
2059-08-25
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #572541
36200UBJ3
3595.36390000
PA
USD
3717.70000000
0.000104524206
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2017-1R
N/A
CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2.741% 08/15/2041 144A
14856JAA2
1715316.05560000
PA
USD
1582442.36000000
0.044490822659
Long
ABS-CBDO
CORP
US
N
2
2041-08-15
Fixed
0.02741000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.95% 06/15/2028
29278NAF0
6355000.00000000
PA
USD
6259310.22000000
0.175982309378
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04950000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A
57629W5B2
10400000.00000000
PA
USD
10291609.74000000
0.289351571596
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
0.04850000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 06/15/2026
91282CHH7
169367300.00000000
PA
USD
167792712.54000000
4.717540433660
Long
DBT
UST
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545762
31385JJF6
5909.78120000
PA
USD
6097.54000000
0.000171434093
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC 4.25% 04/15/2027
15135UAM1
6940000.00000000
PA
USD
6722476.73000000
0.189004369188
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.04250000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 5.67% 11/20/2029
92348KCD3
10000000.00000000
PA
USD
10177797.00000000
0.286151693635
Long
ABS-CBDO
CORP
US
N
2
2029-11-20
Fixed
0.05670000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 10/01/2034#FM1579
3140X4XH4
435982.35200000
PA
USD
415917.92000000
0.011693652095
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.03500000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
KENVUE INC 5.05% 03/22/2028
49177JAF9
4575000.00000000
PA
USD
4604138.77000000
0.129446687408
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.05050000
N
N
N
N
N
N
TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC
N/A
TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC TSFR3M+119.161 07/15/2030 144A
87232BAF9
6140637.36470000
PA
USD
6146765.72000000
0.172818088350
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Variable
0.06505600
N
N
N
N
N
N
BLACKSTONE PRIVATE CREDIT FUND
549300ORP3TTCNXSYO43
BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025
09261HAT4
9745000.00000000
PA
USD
9593743.57000000
0.269730863257
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.04700000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026
89788MAH5
5546000.00000000
PA
USD
5433054.05000000
0.152751879215
Long
DBT
CORP
US
N
2
2026-07-28
Variable
0.04260000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
1517000.00000000
PA
USD
1423160.50000000
0.040012567296
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC 4.5% 09/15/2028
970648AG6
3470000.00000000
PA
USD
3349463.23000000
0.094171123282
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 12/15/2026
91282CJP7
21529800.00000000
PA
USD
21486067.59000000
0.604086977806
Long
DBT
UST
US
N
2
2026-12-15
Fixed
0.04375000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 5.405%/VAR 08/10/2033
961214FG3
4101000.00000000
PA
USD
4020345.59000000
0.113033174033
Long
DBT
CORP
AU
N
2
2033-08-10
Variable
0.05405000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 7.35% 11/27/2028
876030AD9
1996000.00000000
PA
USD
2087820.67000000
0.058699679383
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
0.07350000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 03/31/2030
91282CGS4
64182900.00000000
PA
USD
61936498.50000000
1.741362491672
Long
DBT
UST
US
N
2
2030-03-31
Fixed
0.03625000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.95% 07/15/2030 144A
00130HCC7
4133000.00000000
PA
USD
3754986.44000000
0.105572525113
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.03950000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.125% 09/30/2024
02005NAV2
6184000.00000000
PA
USD
6156818.23000000
0.173100717564
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
0.05125000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.2% 01/15/2027
00914AAR3
2431000.00000000
PA
USD
2228707.13000000
0.062660742778
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02200000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #569898
36200RDB5
822.41500000
PA
USD
850.40000000
0.000023909240
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
CFMT 2021-HB7 LLC
N/A
CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A
12530BAA7
1077246.95600000
PA
USD
1043341.25000000
0.029333839703
Long
ABS-CBDO
CORP
US
N
2
2031-10-27
Fixed
0.01151200
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC 4% 05/15/2025
256746AG3
7697000.00000000
PA
USD
7559232.71000000
0.212530004533
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.04000000
N
N
N
N
N
N
TERWIN MORTGAGE TRUST
N/A
TMTS 2003-4HE A TSFR1M+97.448 9/34
881561BU7
72471.51930000
PA
USD
72189.67000000
0.002029633361
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
0.06295410
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST 2021-SP1
N/A
NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A
62955RAA3
1370335.43580000
PA
USD
1274410.17000000
0.035830408931
Long
ABS-CBDO
CORP
US
N
2
2061-08-25
Fixed
0.01669600
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
6216000.00000000
PA
USD
6009430.63000000
0.168956872745
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
ANGEL OAK MTG TR 2021-8
N/A
ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A
03465MAA1
3492859.52430000
PA
USD
2951928.05000000
0.082994307215
Long
ABS-CBDO
CORP
US
N
2
2066-11-25
Fixed
0.01820000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC 5.829%/VAR 05/09/2027
06738ECF0
5000000.00000000
PA
USD
5012653.45000000
0.140932195280
Long
DBT
CORP
GB
N
2
2027-05-09
Variable
0.05829000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027
639057AC2
2293000.00000000
PA
USD
2095396.14000000
0.058912665903
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01642000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028
084659AM3
3786000.00000000
PA
USD
3546123.73000000
0.099700289874
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.03250000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 4.83% 12/22/2031 144A
92348KCH4
7262000.00000000
PA
USD
7247666.99000000
0.203770244592
Long
ABS-CBDO
CORP
US
N
2
2031-12-22
Fixed
0.04830000
N
N
N
N
N
N
VCAT ASSET SECURITIZATION LLC 2021
N/A
VCAT ASSET SECURITIZATION LLC 2021 5.2891% 12/26/2050 144A
91790CAA4
335174.21430000
PA
USD
332922.55000000
0.009360213367
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Fixed
0.05289100
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.45% 03/01/2027
78409VBH6
4416000.00000000
PA
USD
4116828.32000000
0.115745813772
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02450000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 2.056% 04/05/2025
68902VAH0
3274000.00000000
PA
USD
3154993.08000000
0.088703539012
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027
60687YBP3
6310000.00000000
PA
USD
5766301.12000000
0.162121216556
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A
36262MAA6
1713894.00000000
PA
USD
1689296.36000000
0.047495053641
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06382480
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 4.75% 06/09/2027
02005NBQ2
6877000.00000000
PA
USD
6679723.70000000
0.187802355438
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
0.04750000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 2.7% 02/01/2027
097023CM5
3155000.00000000
PA
USD
2938193.04000000
0.082608143454
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.02700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 10/31/2029
91282CFT3
86863400.00000000
PA
USD
85624918.15000000
2.407369231874
Long
DBT
UST
US
N
2
2029-10-31
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #457826
36208QSP2
1798.29840000
PA
USD
1815.11000000
0.000051032340
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030
06051GHQ5
4290000.00000000
PA
USD
4032542.21000000
0.113376085517
Long
DBT
CORP
US
N
2
2030-02-07
Variable
0.03974000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #476576
36209NMZ2
415.16480000
PA
USD
420.81000000
0.000011831194
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A
05401AAJ0
1761000.00000000
PA
USD
1627114.97000000
0.045746805954
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
0.03250000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875% 02/01/2029
404119BW8
1739000.00000000
PA
USD
1769976.69000000
0.049763404353
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR+0 02/04/2028
06051GKJ7
4110000.00000000
PA
USD
3803563.87000000
0.106938293547
Long
DBT
CORP
US
N
2
2028-02-04
Variable
0.02551000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.15% 05/01/2030
097023CY9
7620000.00000000
PA
USD
7492486.16000000
0.210653406059
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #468122
36209DAX2
731.55100000
PA
USD
744.37000000
0.000020928176
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A
05401AAF8
1922000.00000000
PA
USD
1907636.68000000
0.053633754615
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.50% 5/34 #Z40042
3132FCBK0
816155.20040000
PA
USD
829582.42000000
0.023323948639
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.05500000
N
N
N
N
N
N
GS MTG SECS TR 2011-GC5
N/A
GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A
36191YAE8
2452317.13350000
PA
USD
2376803.67000000
0.066824519649
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05152637
N
N
N
N
N
N
BX TR 2021-LGCY
N/A
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A
05608UAA6
1614487.04000000
PA
USD
1618535.69000000
0.045505597026
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
0.07482640
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2019-IMC
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A
05608BAA8
1411000.00000000
PA
USD
1407236.16000000
0.039564849891
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.06364300
N
N
N
N
N
N
RMF BUYOUT ISSUANCE TR 2022-HB1
N/A
RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A
76970HAA6
559840.74280000
PA
USD
547084.32000000
0.015381433205
Long
ABS-CBDO
CORP
US
N
2
2032-04-25
Fixed
0.04272000
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A
63861VAJ6
6900000.00000000
PA
USD
7063161.33000000
0.198582814827
Long
DBT
CORP
GB
N
2
2027-10-18
Variable
0.06557000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026
11120VAC7
849000.00000000
PA
USD
818107.05000000
0.023001315307
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 03/31/2028
91282CGT2
13051400.00000000
PA
USD
12710330.24000000
0.357354594992
Long
DBT
UST
US
N
2
2028-03-31
Fixed
0.03625000
N
N
N
N
N
N
DUQUESNE LIGHT HLDGS INC
4CUJ1D8WDXK9X7QI6B93
DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A
266233AJ4
7007000.00000000
PA
USD
5681207.98000000
0.159728798420
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
0.02775000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028
404280DG1
9616000.00000000
PA
USD
9522746.92000000
0.267734771996
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
0.05210000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 02/15/2033
91282CGM7
59782400.00000000
PA
USD
56393952.10000000
1.585532203505
Long
DBT
UST
US
N
2
2033-02-15
Fixed
0.03500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028
00774MAW5
1456000.00000000
PA
USD
1308312.31000000
0.036783577360
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 25YR 5.50% 7/35 #G05815
3128M7YL4
71561.41260000
PA
USD
72836.37000000
0.002047815517
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #449499
36208FKL3
1023.08970000
PA
USD
1037.00000000
0.000029155553
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC
N/A
TCI-FLATIRON CLO 2017-1A AR LTD/LLC TSFR3M+96 11/18/2030 144A
87231BAL7
3638602.71000000
PA
USD
3645239.52000000
0.102486958853
Long
ABS-CBDO
CORP
KY
N
2
2030-11-18
Variable
0.06540700
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #459933
36208S4S8
977.41910000
PA
USD
994.06000000
0.000027948283
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #460023
36208TAY6
5103.15770000
PA
USD
5190.05000000
0.000145919750
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/27 #408159
31378TMG7
172.84630000
PA
USD
172.36000000
0.000004845951
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2013-16 GP 3% 1/1/33
3136ACSD4
673940.43030000
PA
USD
650374.55000000
0.018285467766
Long
ABS-CBDO
USGSE
US
N
2
2033-03-25
Fixed
0.03000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 1.162% 04/03/2026 144A
62954WAC9
4930000.00000000
PA
USD
4541508.95000000
0.127685831983
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
0.01162000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC 6.156% 03/02/2027
639057AJ7
5364000.00000000
PA
USD
5386033.17000000
0.151429873633
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
0.05847000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.35% 02/26/2027
37045XDR4
2587000.00000000
PA
USD
2371485.20000000
0.066674989333
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.02350000
N
N
N
N
N
N
FINANCE OF AMERICA HECM BUYOUT 2022-HB1
N/A
FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A
31735JAA3
2315098.77720000
PA
USD
2251018.23000000
0.063288025780
Long
ABS-CBDO
CORP
US
N
2
2032-02-25
Variable
0.02694800
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 1.35% 02/03/2027
444859BQ4
3786000.00000000
PA
USD
3394770.24000000
0.095444942916
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
0.01350000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #410455
36206F5Q1
314.89940000
PA
USD
319.49000000
0.000008982553
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA T5Y 1.535%/VAR 05/25/2027 144A
23329PAG5
2813000.00000000
PA
USD
2580635.57000000
0.072555312216
Long
DBT
CORP
NO
N
2
2027-05-25
Variable
0.01535000
N
N
N
N
N
N
BENCHMARK 2018-B7 MTG TR
N/A
BENCHMARK MORTGAGE TRUST 2018-B7 A2 4.377% 05/15/2053
08162TAY9
1696032.91440000
PA
USD
1668437.95000000
0.046908613437
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Fixed
0.04377000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 5.017%/VAR 07/20/2028
606822CL6
8580000.00000000
PA
USD
8524060.20000000
0.239656407264
Long
DBT
CORP
JP
N
2
2028-07-20
Variable
0.05017000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A
05530SAA4
1605138.00000000
PA
USD
1584070.56000000
0.044536599971
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.06468000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #447983
36208DUG8
19.08680000
PA
USD
19.37000000
0.000000544593
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.45% 07/15/2028
15135BAY7
2641000.00000000
PA
USD
2327602.83000000
0.065441223863
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.02450000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A
361886CR3
5924000.00000000
PA
USD
5946485.13000000
0.167187141886
Long
ABS-CBDO
CORP
US
N
2
2028-06-15
Fixed
0.05340000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
3990000.00000000
PA
USD
3904951.71000000
0.109788841866
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
0.04700000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A
26863LAA2
3943755.56000000
PA
USD
3904318.00000000
0.109771024927
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06133480
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.25% 03/02/2030
031162DQ0
1247000.00000000
PA
USD
1256267.08000000
0.035320310731
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
0.05250000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026
86562MCH1
5765000.00000000
PA
USD
5252721.24000000
0.147681770330
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
0.01402000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A
928668BS0
7639000.00000000
PA
USD
7449318.82000000
0.209439743863
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.04350000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC34
54930070360RBP384M53
GSMS 2015 GC34 AAB 3.278% 10/10/2048
36250VAE2
279485.47040000
PA
USD
273806.91000000
0.007698160124
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
0.03278000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1.4% 09/15/2027
776743AN6
3155000.00000000
PA
USD
2789850.11000000
0.078437439257
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.01400000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 02/02/2029
46590XAN6
3155000.00000000
PA
USD
2765675.87000000
0.077757773538
Long
DBT
CORP
US
N
2
2029-02-02
Fixed
0.03000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 2.901%/VAR 03/30/2026
857477BM4
192000.00000000
PA
USD
186887.88000000
0.005254406565
Long
DBT
CORP
US
N
2
2026-03-30
Variable
0.02901000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
92840VAF9
6060000.00000000
PA
USD
5808600.90000000
0.163310487052
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2017
N/A
WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060
95001FAY1
1074127.00100000
PA
USD
1044962.63000000
0.029379425268
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
0.03453000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 3.85% 07/15/2029
92936UAF6
400000.00000000
PA
USD
369789.34000000
0.010396733785
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03850000
N
N
N
N
N
N
CFMT 2022-HB8 LLC
N/A
CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A
12526WAA7
3504485.65060000
PA
USD
3445960.74000000
0.096884178565
Long
ABS-CBDO
CORP
US
N
2
2025-04-25
Fixed
0.03750000
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST 2018-C8
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C8 3.903% 02/15/2051
90276VAC3
2203976.44460000
PA
USD
2138635.38000000
0.060128349588
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
0.03903000
N
N
N
N
N
N
AASET 2021-1 TR
N/A
AASET 2021-1 TR 2.95% 11/16/2041 144A
00038PAA8
2698683.74500000
PA
USD
2436273.18000000
0.068496522048
Long
ABS-CBDO
CORP
US
N
2
2041-11-16
Fixed
0.02950000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.125% 02/01/2028
46590XAZ9
7571000.00000000
PA
USD
7418158.17000000
0.208563653215
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05125000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 2.593%/VAR 09/11/2025 144A
225401AM0
3276000.00000000
PA
USD
3219742.69000000
0.090523992944
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP 3.625% 02/01/2025
23317HAD4
857000.00000000
PA
USD
843116.30000000
0.023704457573
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03625000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
4480000.00000000
PA
USD
4310281.56000000
0.121184807325
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.6% 03/09/2026
172967KJ9
2099000.00000000
PA
USD
2064609.40000000
0.058047087842
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
0.04600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.475/VAR 01/21/2028
61747YEK7
5778000.00000000
PA
USD
5345201.57000000
0.150281881440
Long
DBT
CORP
US
N
2
2028-01-21
Variable
0.02475000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 4.5% 12/16/2025
064159HB5
4038000.00000000
PA
USD
3969084.63000000
0.111591957381
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
0.04500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028
780097BP5
2293000.00000000
PA
USD
2127649.18000000
0.059819469411
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
0.03073000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/31 #549563
36213BQQ8
586.21200000
PA
USD
597.96000000
0.000016811817
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
0.07000000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2023-REV2
N/A
FORD CR AUTO OWNER TR 2023-REV2 5.28% 02/15/2036 144A
34535CAA4
7988000.00000000
PA
USD
8064630.48000000
0.226739408380
Long
ABS-CBDO
CORP
US
N
2
2036-02-15
Fixed
0.05280000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 0.976/VAR 05/24/2025
404280CS6
1638000.00000000
PA
USD
1619479.41000000
0.045532129986
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.00976000
N
N
N
N
N
N
BX 2021-BXMF
N/A
BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A
05609RAA2
2587261.05000000
PA
USD
2556537.33000000
0.071877783259
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.06068410
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.25% 01/15/2028
615369AM7
4416000.00000000
PA
USD
4156368.30000000
0.116857491696
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #481853
36209UH66
492.41750000
PA
USD
502.03000000
0.000014114718
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 5.08% 09/15/2030
161571HU1
8477000.00000000
PA
USD
8574220.17000000
0.241066669265
Long
ABS-CBDO
CORP
US
N
2
2030-09-15
Fixed
0.05080000
N
N
N
N
N
N
CD 2017-CD5 MTG TR
N/A
CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050
12515HBA2
1077365.49040000
PA
USD
1039396.44000000
0.029222930233
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
0.03220000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
TAPESTRY INC 7.7% 11/27/2030
876030AE7
8100000.00000000
PA
USD
8588828.12000000
0.241477375986
Long
DBT
CORP
US
N
2
2030-11-27
Fixed
0.07700000
N
N
N
N
N
N
MORGAN STANLEY ABS CAP I INC
N/A
MSAC 04-HE7 B3 TSFR1M+536.448 8/34
61744CGL4
96441.04760000
PA
USD
124093.71000000
0.003488930392
Long
ABS-CBDO
CORP
US
N
3
2034-08-25
Variable
0.10685410
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 4.5% 01/30/2026
254709AP3
1532000.00000000
PA
USD
1507535.80000000
0.042384803154
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.04500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.05% 03/08/2024
37045XDG8
1269000.00000000
PA
USD
1268338.53000000
0.035659703024
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.01050000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.97/VAR 03/05/29
06051GHG7
8155000.00000000
PA
USD
7756325.21000000
0.218071316929
Long
DBT
CORP
US
N
2
2029-03-05
Variable
0.03970000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026
14040HCU7
2403000.00000000
PA
USD
2381054.94000000
0.066944045329
Long
DBT
CORP
US
N
2
2026-07-24
Variable
0.04985000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 2.836% 01/15/2050 144A
78403DAN0
1805000.00000000
PA
USD
1764306.09000000
0.049603973801
Long
ABS-CBDO
CORP
US
N
2
2050-01-15
Fixed
0.02836000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/28 #462703
36208WAC7
1483.69990000
PA
USD
1508.23000000
0.000042404320
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #484404
36209XDH0
289.63020000
PA
USD
293.99000000
0.000008265613
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.645/VAR 04/18/2026
404280CJ6
7888000.00000000
PA
USD
7528402.09000000
0.211663192774
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2028 144A
58769JAG2
7608000.00000000
PA
USD
7551090.79000000
0.212301092108
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
0.04800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 03/01/2039#FM1774
3140X46L5
227768.25560000
PA
USD
221918.10000000
0.006239291289
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/26 #250673
31371FMW9
154.39130000
PA
USD
156.02000000
0.000004386547
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07500000
N
N
N
N
N
N
WHEELS FLEET LEASE FUNDING 1 LLC
549300BSFY0E0XXREF43
WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A
96328GBG1
6255000.00000000
PA
USD
6310777.71000000
0.177429332681
Long
ABS-CBDO
CORP
US
N
2
2038-08-18
Fixed
0.06460000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 4.79% 05/15/2028
05522RDG0
2593000.00000000
PA
USD
2583657.16000000
0.072640265089
Long
ABS-CBDO
CORP
US
N
2
2028-05-15
Fixed
0.04790000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT JUN24 TUM4
N/A
505.00000000
NC
USD
54216.80000000
0.001524320945
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2024-06-28
103344533.20000000
USD
54216.80000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029
06051GHM4
7208000.00000000
PA
USD
6925437.75000000
0.194710676714
Long
DBT
CORP
US
N
2
2029-07-23
Variable
0.04271000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A
04685A3D1
4287000.00000000
PA
USD
3856893.91000000
0.108437682979
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
0.01730000
N
N
N
N
N
N
MMAF EQUIP FIN LLC 2019-B
N/A
MMAF EQUIP FIN LLC 2019-B 2.01% 12/12/2024 144A
55316EAC6
93967.51890000
PA
USD
93825.45000000
0.002637929546
Long
ABS-CBDO
CORP
US
N
2
2024-12-12
Fixed
0.02010000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
5804000.00000000
PA
USD
5749289.52000000
0.161642930523
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/28 #433774
36207J2F9
948.68560000
PA
USD
962.97000000
0.000027074178
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER OP LLC 3.625% 03/15/2024
95040QAG9
1611000.00000000
PA
USD
1609582.19000000
0.045253866796
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03625000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/32 #781569
36225BW61
4268.81690000
PA
USD
4397.71000000
0.000123642883
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
0.07000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 5.25% 03/30/2028
65473PAN5
4191000.00000000
PA
USD
4209456.79000000
0.118350089881
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
0.05250000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 2021-1 A 0.69% 05/20/2027
92348KAB9
6025000.00000000
PA
USD
5958631.01000000
0.167528626800
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00690000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3949 MK 4.5% 10/34
3137AFZS4
156718.08260000
PA
USD
152923.83000000
0.004299497519
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.04500000
N
N
N
N
N
N
INTERNATIONAL FLAVORS and FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A
459506AP6
3155000.00000000
PA
USD
2772781.31000000
0.077957545030
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.01832000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028
06051GKW8
5489000.00000000
PA
USD
5434489.62000000
0.152792240679
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.04948000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #467858
36209CWT9
2752.26890000
PA
USD
2774.26000000
0.000077999118
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.522/VAR 04/22/2031
46647PBL9
6955000.00000000
PA
USD
5950791.54000000
0.167308217843
Long
DBT
CORP
US
N
2
2031-04-22
Variable
0.02522000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.222% 08/15/2024
05526DAZ8
1892000.00000000
PA
USD
1869673.08000000
0.052566397068
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 09/15/2026
91282CHY0
131900300.00000000
PA
USD
132266117.57000000
3.718699985203
Long
DBT
UST
US
N
2
2026-09-15
Fixed
0.04625000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 5.5% 03/15/2029
842587DS3
3579000.00000000
PA
USD
3629900.75000000
0.102055704917
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A
928668BL5
7754000.00000000
PA
USD
7220401.98000000
0.203003680984
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.01250000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 6.25% 11/01/2028
053332BG6
4041000.00000000
PA
USD
4202243.58000000
0.118147288405
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06250000
N
N
N
N
N
N
NIAGARA PARK CLO LLC
N/A
NIAGARA PARK CLO LLC TSFR3M+126.161 07/17/2032 144A
65357LAJ4
6158489.00000000
PA
USD
6172641.21000000
0.173545585203
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Variable
0.06578140
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #167424
36216K4H9
6043.67950000
PA
USD
6152.62000000
0.000172982683
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
BMW VECHILE OWNER TRUST 2023-A
N/A
BMW VECHILE OWNER TRUST 2023-A 5.47% 02/25/2028
05592XAD2
975000.00000000
PA
USD
979538.72000000
0.027540013198
Long
ABS-CBDO
CORP
US
N
2
2028-02-25
Fixed
0.05470000
N
N
N
N
N
N
BENCHMARK 2019-B12 MTG TR
N/A
BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A
08162FAK9
15983299.45170000
PA
USD
531655.69000000
0.014947652829
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
0.01024162
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.5% 04/15/2030
548661DU8
9316000.00000000
PA
USD
9051405.85000000
0.254482882077
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.35% 04/09/2025
37045XCK0
3786000.00000000
PA
USD
3736772.69000000
0.105060440287
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
0.04350000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #565092
36213UXV7
29729.11630000
PA
USD
30806.86000000
0.000866143740
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST 2019-1
N/A
METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A
59166EAB1
197763.60450000
PA
USD
191263.67000000
0.005377433161
Long
ABS-CBDO
CORP
US
N
2
2058-04-25
Fixed
0.03750000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
4232000.00000000
PA
USD
4228827.14000000
0.118894692850
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #590024
36201QPH0
4882.06110000
PA
USD
5067.74000000
0.000142480969
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE T1Y+0 01/19/2030 144A
83368RBW1
10410000.00000000
PA
USD
10258457.05000000
0.288419474170
Long
DBT
CORP
FR
N
2
2030-01-19
Variable
0.05634000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027
06738EBU8
8259000.00000000
PA
USD
7548340.64000000
0.212223770849
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #565482
36213VFX1
300.65920000
PA
USD
311.00000000
0.000008743854
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.4% 04/06/2026
37045XEF9
8860000.00000000
PA
USD
8864014.38000000
0.249214316934
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
0.05400000
N
N
N
N
N
N
BRAVO RESIDENTIAL FDG TR 2022-RPL1
N/A
BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A
10569XAA7
7213904.09530000
PA
USD
6406138.01000000
0.180110414977
Long
ABS-CBDO
CORP
US
N
2
2061-09-25
Fixed
0.02750000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
80282KBC9
5673000.00000000
PA
USD
5130142.80000000
0.144235442189
Long
DBT
CORP
US
N
2
2028-01-06
Variable
0.02490000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #490107
36210ENY1
1199.88480000
PA
USD
1225.75000000
0.000034462314
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET 2.2569% 08/15/2037 144A
126438AA8
935961.17180000
PA
USD
866755.64000000
0.024369084425
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
0.02256900
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #575010
36200WYF2
3452.48330000
PA
USD
3581.42000000
0.000100692654
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/31 #550969
36213DCE6
1514.86660000
PA
USD
1566.98000000
0.000044056093
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
0.07000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 5.15% 03/15/2029
30161NBM2
2001000.00000000
PA
USD
1992434.36000000
0.056017865808
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.05150000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #553442
36213FZF3
18830.96220000
PA
USD
19450.33000000
0.000546851629
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
22561837.13500000
NS
USD
22566349.50000000
0.634459414803
Long
STIV
RF
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.625% 09/01/2028
404121AJ4
3155000.00000000
PA
USD
3179354.86000000
0.089388477472
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05625000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #579560
36201CZZ0
15066.14670000
PA
USD
15623.32000000
0.000439254140
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
0.07000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.792/VAR 06/09/2027 144A
83368RBC5
4104000.00000000
PA
USD
3738062.04000000
0.105096690733
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
0.01792000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A
05609PAA6
5672488.00000000
PA
USD
5613990.47000000
0.157838958769
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.06121580
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/32 #735415
31402RAQ2
10689.54880000
PA
USD
11034.00000000
0.000310224087
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06500000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A
01626PAM8
1719000.00000000
PA
USD
1532189.26000000
0.043077942281
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
0.02950000
N
N
N
N
N
N
GCAT 2021-NQM7 TR
N/A
GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A
36167YAA6
1805472.20920000
PA
USD
1568498.75000000
0.044098794049
Long
ABS-CBDO
CORP
US
N
2
2066-08-25
Fixed
0.01915000
N
N
N
N
N
N
BEAR STRNS ASSET BACKED SECS I TR
N/A
BEAR STRNS ASSET BCKD SEC I TR TSFR1M+123.948 02/25/2035
073879RA8
237087.77980000
PA
USD
234698.76000000
0.006598623225
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Variable
0.06560410
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 3.35% 03/15/2032
30161NBE0
5013000.00000000
PA
USD
4370216.60000000
0.122869898234
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03350000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.772%/VAR 01/24/2029
61744YAP3
5000000.00000000
PA
USD
4727547.80000000
0.132916367826
Long
DBT
CORP
US
N
2
2029-01-24
Variable
0.03772000
N
N
N
N
N
N
CFMT 2021-EBO1 LLC
N/A
CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A
12530AAA9
764038.10560000
PA
USD
711594.76000000
0.020006691600
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
0.00984900
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028
92277GAM9
737000.00000000
PA
USD
701340.00000000
0.019718376070
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SVC ENTERPRISE GRP INC 2.45% 11/15/2031
744573AU0
12500000.00000000
PA
USD
10176128.13000000
0.286104772875
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.02450000
N
N
N
N
N
N
OPG TR 2021-PORT
N/A
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A
67118AAA3
4108042.00270000
PA
USD
4046421.37000000
0.113766302097
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.05916480
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A
78472UAA6
2639862.24000000
PA
USD
2627913.70000000
0.073884550456
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.06162920
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.4% 03/15/2029
87264ACS2
2211000.00000000
PA
USD
1947509.78000000
0.054754798304
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.02400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/30 #781196
36225BKH0
1820.20720000
PA
USD
1857.59000000
0.000052226677
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.25% 06/30/2029
91282CEV9
48587700.00000000
PA
USD
46219049.63000000
1.299461890413
Long
DBT
UST
US
N
2
2029-06-30
Fixed
0.03250000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 1.375% 01/15/2026
00130HCE3
6940000.00000000
PA
USD
6410984.00000000
0.180246661381
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01375000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.069/VAR 06/01/2029
46647PCJ3
8532000.00000000
PA
USD
7516631.42000000
0.211332256997
Long
DBT
CORP
US
N
2
2029-06-01
Variable
0.02069000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 10/15/2026
91282CJC6
32854600.00000000
PA
USD
32962404.16000000
0.926747485403
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.04625000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
7824000.00000000
PA
USD
7248733.44000000
0.203800228140
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
AASET 2019-2 TR
N/A
AASET 2019-2 TR 3.376% 10/16/2039 144A
00038RAA4
1150647.93840000
PA
USD
1038512.69000000
0.029198083348
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.03376000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #465904
36209ARZ5
122.52680000
PA
USD
124.31000000
0.000003495011
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/25 #250307
31371FAG7
17.43790000
PA
USD
17.47000000
0.000000491174
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.07500000
N
N
N
N
N
N
CITIBANK CR CARD ISSUANCE TR
R8AG6FXVDQAMDKCSJJ64
CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030
17305EGS8
10727000.00000000
PA
USD
10325399.36000000
0.290301576493
Long
ABS-CBDO
CORP
US
N
2
2030-10-13
Fixed
0.03960000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.9% 04/05/2032
21871XAH2
1306000.00000000
PA
USD
1149411.63000000
0.032316038982
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
0.03900000
N
N
N
N
N
N
FIRST CITIZENS BANK and TRUST COMPANY
L9VVX1KT5TFTKS0MLF66
FIRST CITIZENS BANK and TRUST CO 2.969%/VAR 09/27/2025
12556LBJ4
4416000.00000000
PA
USD
4329463.80000000
0.121724121527
Long
DBT
CORP
US
N
2
2025-09-27
Variable
0.02969000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.2% 02/05/2025
14040HBG9
2208000.00000000
PA
USD
2158945.77000000
0.060699382052
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #563103
31386GRY1
464.27260000
PA
USD
474.73000000
0.000013347170
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.375% 11/13/2025
345397B28
8189000.00000000
PA
USD
7856720.35000000
0.220893955202
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.03375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/29 #474731
36209LLL8
1082.60330000
PA
USD
1106.49000000
0.000031109284
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2033
91282CJJ1
41172900.00000000
PA
USD
41951325.14000000
1.179473587367
Long
DBT
UST
US
N
2
2033-11-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #584449
36201JH28
29092.11670000
PA
USD
30178.56000000
0.000848478905
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/31 #562722
36213SD36
200.02050000
PA
USD
206.75000000
0.000005812835
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #303435
31373UBC0
61.21260000
PA
USD
62.82000000
0.000001766202
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 06/01/2039#FM1045
3140X4ET9
119703.75660000
PA
USD
116629.20000000
0.003279063544
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.04500000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
ALCON FINANCE CORP 2.75% 09/23/2026 144A
01400EAA1
2685000.00000000
PA
USD
2520408.69000000
0.070862016141
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
0.02750000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1
N/A
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A
38012RAA4
7253000.00000000
PA
USD
7321339.22000000
0.205841560554
Long
ABS-CBDO
CORP
US
N
2
2035-04-11
Fixed
0.05120000
N
N
N
N
N
N
CSAIL 2019-C15 COML MTG TR
N/A
CSAIL 2019-C15 COML MTG TR 3.4505% 03/15/2052
22945DAC7
25773.95390000
PA
USD
25690.28000000
0.000722289620
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.03450500
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.615/VAR 03/15/2028
38141GZR8
2500000.00000000
PA
USD
2383579.83000000
0.067015033338
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.03615000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD 3.9% 04/06/2028 144A
00131LAF2
5569000.00000000
PA
USD
5361007.32000000
0.150726264653
Long
DBT
CORP
HK
N
2
2028-04-06
Fixed
0.03900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.21%/VAR 04/20/2028
61747YER2
12636000.00000000
PA
USD
12230061.04000000
0.343851688127
Long
DBT
CORP
US
N
2
2028-04-20
Variable
0.04210000
N
N
N
N
N
N
SYMPHONY CLO XXIII LTD
N/A
SYMPHONY CLO XXIII LTD TSFR3M+128.161 01/15/2034 144A
87167NDC6
6534222.75000000
PA
USD
6540064.35000000
0.183875792594
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Variable
0.06595600
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028
251526CV9
8800000.00000000
PA
USD
8739089.13000000
0.245702007554
Long
DBT
CORP
US
N
2
2028-02-08
Variable
0.05706000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.7% 02/16/2032
71643VAB1
2992000.00000000
PA
USD
2413646.40000000
0.067860363612
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
0.06700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/28 #323326
31374TD71
19.95850000
PA
USD
20.48000000
0.000000575801
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
0.07000000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 5.2% 06/15/2033
842587DR5
3560000.00000000
PA
USD
3504370.09000000
0.098526374261
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
0.05200000
N
N
N
N
N
N
MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2014-C17
N/A
MSBAM 2014-C17 ASB 3.477% 8/47
61763UAW2
25234.40840000
PA
USD
25173.01000000
0.000707746425
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
0.03477000
N
N
N
N
N
N
UNITED AIRLS INC 2018-1B PASS THRU TR
N/A
UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027
90932NAA1
1805154.98550000
PA
USD
1743387.64000000
0.049015845555
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.04600000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027
539439AY5
3450000.00000000
PA
USD
3474179.95000000
0.097677569781
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
0.05985000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 3.5% 09/01/2030
404119CA5
1577000.00000000
PA
USD
1409040.73000000
0.039615585896
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.03500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027
775109CG4
1601000.00000000
PA
USD
1507460.73000000
0.042382692539
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #367516
31376WGZ7
681.98070000
PA
USD
695.42000000
0.000019551933
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.1% 01/19/2029
00774MBJ3
4311000.00000000
PA
USD
4237503.10000000
0.119138619963
Long
DBT
CORP
IE
N
2
2029-01-19
Fixed
0.05100000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 4.254%/VAR 09/11/2029
60687YAT6
1965000.00000000
PA
USD
1882530.56000000
0.052927888821
Long
DBT
CORP
JP
N
2
2029-09-11
Variable
0.04254000
N
N
N
N
N
N
OPEN TR 2023-AIR
N/A
OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A
68373BAA9
1842916.60000000
PA
USD
1849827.54000000
0.052008433996
Long
ABS-MBS
CORP
US
N
2
2028-10-15
Variable
0.08406728
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.50% 3/34 #G01665
31283HZ65
111206.16320000
PA
USD
113230.85000000
0.003183517955
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
0.05500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.075/VAR 04/23/2029
172967LW9
5190000.00000000
PA
USD
4953342.70000000
0.139264656463
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.04075000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.070%/VAR 02/24/28
172967NG2
5682000.00000000
PA
USD
5322261.50000000
0.149636914766
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.03070000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.4% 03/02/2026
969457CH1
1253000.00000000
PA
USD
1255913.43000000
0.035310367759
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.05400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #433566
36207JTX1
289.34950000
PA
USD
293.71000000
0.000008257741
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A
30227FAA8
1193593.96670000
PA
USD
1192104.00000000
0.033516347259
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.06512480
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 03/13/2027
71654QCG5
11500000.00000000
PA
USD
10725475.00000000
0.301549818325
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
0.06500000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO 4.65% 05/16/2028
373334KS9
3548000.00000000
PA
USD
3496686.06000000
0.098310335545
Long
DBT
CORP
US
N
2
2028-05-16
Fixed
0.04650000
N
N
N
N
N
N
AASET 2019-1 TRUST
549300TXM3PCKZJKD061
AASET 2019-1 TRUST 3.844% 05/15/2039 144A
00256DAA0
210090.51330000
PA
USD
168080.14000000
0.004725621539
Long
ABS-CBDO
CORP
US
N
2
2039-05-15
Fixed
0.03844000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/29 #781027
36225BD88
238.32300000
PA
USD
242.74000000
0.000006824705
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
0.07000000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
00774MAV7
1390000.00000000
PA
USD
1282123.17000000
0.036047262147
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027
25160PAN7
2700000.00000000
PA
USD
2773283.67000000
0.077971669026
Long
DBT
CORP
US
N
2
2027-07-13
Variable
0.07146000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 2.7% 06/22/2030
92556VAD8
968000.00000000
PA
USD
815303.68000000
0.022922497752
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
0.02700000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 1.65% 06/22/2025
92556VAB2
279000.00000000
PA
USD
264789.72000000
0.007444639231
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2014-GC23
N/A
CITIGROUP COML MTG TR 2014-GC23 A3 3.356% 07/10/2047
17322VAS5
1687936.81080000
PA
USD
1675490.81000000
0.047106906627
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
0.03356000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
11310000.00000000
PA
USD
10786439.52000000
0.303263853361
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 2.45% 01/15/2031
00130HCG8
2693000.00000000
PA
USD
2196764.88000000
0.061762677221
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02450000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/32 #781605
36225BYA0
3166.21920000
PA
USD
3266.73000000
0.000091845054
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
0.07000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.999%/VAR 03/10/2026
404280DA4
5241000.00000000
PA
USD
5094107.30000000
0.143222293729
Long
DBT
CORP
GB
N
2
2026-03-10
Variable
0.02999000
N
N
N
N
N
N
CORPOARATE OFFICE PPTYS LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PPTYS LP 2% 01/15/2029
22003BAN6
2288000.00000000
PA
USD
1895030.62000000
0.053279331608
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.02000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025
06738EBH7
5916000.00000000
PA
USD
5893060.95000000
0.165685105680
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
0.03932000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 6.407%/VAR 11/01/2029
61747YFH3
8500000.00000000
PA
USD
8872726.53000000
0.249459261540
Long
DBT
CORP
US
N
2
2029-11-01
Variable
0.06407000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.496/VAR 02/13/2031
06051GHZ5
3155000.00000000
PA
USD
2689639.30000000
0.075619983476
Long
DBT
CORP
US
N
2
2031-02-13
Variable
0.02496000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #190294
31368HKF9
322.52800000
PA
USD
331.01000000
0.000009306441
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
EATON VANCE CLO 2019-1 LTD
N/A
EATON 2019-1A AR TSFR3M+136.161 04/15/2031 144A
27830XAL0
5454194.00000000
PA
USD
5456337.50000000
0.153406500117
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.06675600
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/31/2030
91282CGJ4
11428300.00000000
PA
USD
10964471.70000000
0.308269279371
Long
DBT
UST
US
N
2
2030-01-31
Fixed
0.03500000
N
N
N
N
N
N
BENCHMARK 2019-B14 MTG TR
N/A
BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062
08162YAK8
16117290.00390000
PA
USD
408286.41000000
0.011479089994
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.00770064
N
N
N
N
N
N
THUNDERBOLT AIRCRAFT LEASE LTD / US LLC
N/A
THUNDERBOLT AIRCRAFT LEASE LTD / US LLC 4.212% 05/17/2032 144A
88606WAA0
787597.41720000
PA
USD
732540.73000000
0.020595593579
Long
ABS-CBDO
CORP
KY
N
2
2032-05-17
Fixed
0.04212000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2023-3 LLC
N/A
ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A
29374LAB6
2053000.00000000
PA
USD
2084150.58000000
0.058596493746
Long
ABS-CBDO
CORP
US
N
2
2030-03-20
Fixed
0.06400000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029
110122EF1
4417000.00000000
PA
USD
4406609.36000000
0.123893091162
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
0.04900000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.3% 07/15/2025 144A
00130HCB9
3832000.00000000
PA
USD
3694859.27000000
0.103882032413
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03300000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 2.95% 09/01/2029
65473PAH8
3786000.00000000
PA
USD
3402289.20000000
0.095656340642
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/32 #594858
36201VZX3
1786.11550000
PA
USD
1847.56000000
0.000051944681
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
0.07000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 1.591% 04/03/2028 144A
62954WAD7
6562000.00000000
PA
USD
5755233.60000000
0.161810050044
Long
DBT
CORP
JP
N
2
2028-04-03
Fixed
0.01591000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.5% 04/15/2024
29278NAH6
5133000.00000000
PA
USD
5123925.22000000
0.144060633137
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #584463
36201JJG5
7749.16310000
PA
USD
8038.55000000
0.000226006148
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/31 #567217
36213XDW1
422.30290000
PA
USD
437.14000000
0.000012290316
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #446726
36208CHB6
1433.14250000
PA
USD
1456.13000000
0.000040939514
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 3.9% 06/01/2029
67103HAH0
3155000.00000000
PA
USD
2994935.24000000
0.084203466747
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.03900000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027
14040HCH6
10852000.00000000
PA
USD
9849726.97000000
0.276927910265
Long
DBT
CORP
US
N
2
2027-11-02
Variable
0.01878000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 4.224% 03/15/2032
745310AN2
3155000.00000000
PA
USD
2822545.38000000
0.079356676189
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.04224000
N
N
N
N
N
N
BENCHMARK 2020-B19 MTG TR
N/A
BENCHMARK 2020-B19 XA CSTR 09/15/2053
08162WBF2
21124505.84660000
PA
USD
1331881.08000000
0.037446220116
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
0.01764268
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO 3% 07/15/2026
60871RAG5
2839000.00000000
PA
USD
2703950.08000000
0.076022335177
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A
29449W7M3
3155000.00000000
PA
USD
2855236.60000000
0.080275799254
Long
DBT
CORP
US
N
2
2026-07-12
Fixed
0.01300000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/30 #538051
36212MWL9
3003.56880000
PA
USD
3094.26000000
0.000086996010
Long
ABS-MBS
USGA
US
N
2
2030-09-15
Fixed
0.07000000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
AMER AIRLINE 19-1B PTT 3.85% 08/15/2029
02379DAA8
2344779.11970000
PA
USD
2158152.29000000
0.060677073133
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 01/01/2033#AL2975
3138EKJV8
426133.54990000
PA
USD
392497.17000000
0.011035170965
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC 3.125% 11/23/2031
46817MAL1
642000.00000000
PA
USD
530785.06000000
0.014923174816
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
0.03125000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.7% 03/23/2029
444859BT8
1002000.00000000
PA
USD
937091.44000000
0.026346595697
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
0.03700000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #468045
36209C5E2
1177.56020000
PA
USD
1199.38000000
0.000033720914
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
BANK 2021-BNK33
N/A
BANK 2021-BNK33 VAR 05/15/2064
06541CBR6
12390290.27670000
PA
USD
627477.75000000
0.017641717640
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Variable
0.01052569
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030
035240AV2
1070000.00000000
PA
USD
989893.72000000
0.027831147005
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.512%/VAR 07/20/2027
61747YEC5
5874000.00000000
PA
USD
5373747.90000000
0.151084469729
Long
DBT
CORP
US
N
2
2027-07-20
Variable
0.01512000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM CO
N/A
CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A
186108CK0
5961000.00000000
PA
USD
5551255.94000000
0.156075159392
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 12/31/2029
91282CGB1
51311400.00000000
PA
USD
50247089.19000000
1.412711382629
Long
DBT
UST
US
N
2
2029-12-31
Fixed
0.03875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/29 #323868
31374TW54
335.12880000
PA
USD
342.67000000
0.000009634265
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07500000
N
N
N
N
N
N
INTERNATIONAL FLAVORS and FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A
459506AN1
631000.00000000
PA
USD
588049.90000000
0.016533192283
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01230000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3.5% 04/15/2024
92277GAP2
1501000.00000000
PA
USD
1496520.24000000
0.042075097512
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03500000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
19426557.34400000
NS
USD
19428500.00000000
0.546237872479
Long
STIV
RF
US
N
1
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/15/2027
91282CJT9
31621100.00000000
PA
USD
31250540.23000000
0.878617938032
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.04000000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026
00774MAS4
3495000.00000000
PA
USD
3247020.28000000
0.091290910242
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
0.01750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 08/31/2030
91282CHW4
121542200.00000000
PA
USD
120445471.25000000
3.386359109831
Long
DBT
UST
US
N
2
2030-08-31
Fixed
0.04125000
N
N
N
N
N
N
UNITED AIR 2019-2 B PTT
N/A
UNITED AIR 2019-2 B PTT 3.5% 11/01/2029
90932KAA7
1582725.83890000
PA
USD
1466007.41000000
0.041217220509
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03500000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027
251526CP2
4598000.00000000
PA
USD
4177026.98000000
0.117438316434
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A
05608VAA4
769661.73820000
PA
USD
763889.28000000
0.021476967090
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.06132480
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106%/VAR 04/08/2026
172967MQ1
3533000.00000000
PA
USD
3438709.25000000
0.096680300836
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #433805
36207J3N1
2045.29300000
PA
USD
2078.09000000
0.000058426098
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST
N/A
CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A
12527LAA0
719218.20320000
PA
USD
709708.12000000
0.019953648174
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Fixed
0.00898300
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/25 #411885
31378XRE8
2.34900000
PA
USD
2.34000000
0.000000065789
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/28 #490919
36210FK88
1053.52220000
PA
USD
1068.87000000
0.000030051587
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #471672
36209G6H5
194.70690000
PA
USD
196.00000000
0.000005510596
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 1.75% 03/01/2026
55336VBR0
3091000.00000000
PA
USD
2883620.92000000
0.081073832584
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #448998
36208EX32
1100.07760000
PA
USD
1116.10000000
0.000031379472
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031
110122EG9
3569000.00000000
PA
USD
3583604.31000000
0.100754067174
Long
DBT
CORP
US
N
2
2031-02-22
Fixed
0.05100000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.25% 08/15/2024
87165BAD5
3155000.00000000
PA
USD
3126018.71000000
0.087888916256
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #433849
36207J5J8
769.30360000
PA
USD
780.88000000
0.000021954666
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST 2023-B
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028
44933XAD9
1125000.00000000
PA
USD
1131422.63000000
0.031810273067
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
0.05480000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025
136385AV3
2146000.00000000
PA
USD
2111034.02000000
0.059352329403
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
0.03900000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.45% 03/03/2026
06051GFU8
2199000.00000000
PA
USD
2164108.09000000
0.060844522165
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
0.04450000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 3.875% 03/15/2024
571748BF8
1526000.00000000
PA
USD
1525153.71000000
0.042880135767
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03875000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032
927804GG3
3155000.00000000
PA
USD
2604106.21000000
0.073215196019
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
0.02400000
N
N
N
N
N
N
7 ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC 0.95% 02/10/2026 144A
817826AC4
1459000.00000000
PA
USD
1344557.88000000
0.037802631999
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.00950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 08/15/2026
91282CHU8
27818100.00000000
PA
USD
27725735.28000000
0.779517031797
Long
DBT
UST
US
N
2
2026-08-15
Fixed
0.04375000
N
N
N
N
N
N
GS MTG SECS TR 2013-GC13
N/A
GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A
36198EAP0
4493231.50000000
PA
USD
4273080.68000000
0.120138893871
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
0.03836868
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026
06738EBZ7
2635000.00000000
PA
USD
2618173.47000000
0.073610701085
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
0.05304000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 4.05% 09/11/2028
606822BC7
3155000.00000000
PA
USD
3057828.74000000
0.085971735612
Long
DBT
CORP
JP
N
2
2028-09-11
Fixed
0.04050000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD 2021
N/A
PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 TSFR3M+80 05/20/2029 144A
69702DAA5
1857569.35730000
PA
USD
1858195.36000000
0.052243697665
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Variable
0.06380700
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #584465
36201JJJ9
3252.80990000
PA
USD
3367.13000000
0.000094667829
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2023-REV1
N/A
FORD CREDIT AUTO OWNER TRUST 2023-REV1 4.85% 08/15/2035 144A
34535QAA3
11603000.00000000
PA
USD
11536866.38000000
0.324362320636
Long
ABS-CBDO
CORP
US
N
2
2035-08-15
Fixed
0.04850000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/28 #476294
36209NC75
2436.48800000
PA
USD
2475.56000000
0.000069601082
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 09/01/2030#
31298AER0
1308.87370000
PA
USD
1371.98000000
0.000038573612
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
0.07500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.85% 04/05/2029
21871XAF6
6197000.00000000
PA
USD
5746794.77000000
0.161572789908
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
0.03850000
N
N
N
N
N
N
DLLAA 2023-1A
N/A
DLLAA 2023-1A 5.64% 02/22/2028 144A
23292HAC5
529000.00000000
PA
USD
534486.63000000
0.015027245522
Long
ABS-CBDO
CORP
US
N
2
2028-02-22
Fixed
0.05640000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.375% 07/15/2025
23311VAG2
3786000.00000000
PA
USD
3777562.14000000
0.106207247420
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A
74977RDL5
2686000.00000000
PA
USD
2436689.24000000
0.068508219695
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
0.01980000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3.9% 10/01/2027
26884LAF6
1892000.00000000
PA
USD
1793460.67000000
0.050423663214
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.35% 05/06/2025
02209SBH5
634000.00000000
PA
USD
612216.09000000
0.017212631675
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
0.02350000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025
161175AY0
3041000.00000000
PA
USD
2998921.44000000
0.084315539908
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
BLOX 2021-BLOX
N/A
BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A
055522AA4
3041072.00000000
PA
USD
2935444.93000000
0.082530879550
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Variable
0.06182480
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 4.25% 04/14/2025 144A
83367TBJ7
1994000.00000000
PA
USD
1950817.80000000
0.054847804239
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
0.04250000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A
46115HAW7
3236000.00000000
PA
USD
3206454.67000000
0.090150396435
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
0.05710000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP INDUSTRIAL TRUST 4.4% 06/15/2024
529043AD3
751000.00000000
PA
USD
745607.87000000
0.020962979983
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.04400000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 1.75% 01/22/2026
29446MAJ1
696000.00000000
PA
USD
655412.78000000
0.018427119054
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
0.01750000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HOLDINGS INC 3.8% 10/07/2024 144A
05523UAK6
1364000.00000000
PA
USD
1347705.62000000
0.037891131615
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
0.03800000
N
N
N
N
N
N
MHP COML MTG TR 2021-STOR
N/A
MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A
55293BAB1
1379764.00000000
PA
USD
1367691.07000000
0.038453028297
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.06132480
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4% 03/15/2028
55336VAR1
3155000.00000000
PA
USD
3025021.29000000
0.085049344707
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #587081
36201MFW7
1743.44330000
PA
USD
1804.07000000
0.000050721947
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
0.07000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027
404280CX5
9350000.00000000
PA
USD
8565018.41000000
0.240807959133
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
0.02251000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2013-LC11
N/A
JP MORGAN CH CMS 13-LC11 3.216% 04/15/2046
46639YAU1
180609.30020000
PA
USD
166348.59000000
0.004676938512
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
0.03216000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 4.6% 04/01/2024
92936UAA7
3264000.00000000
PA
USD
3258910.02000000
0.091625193706
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04600000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.755% 03/15/2027
55903VBA0
3063000.00000000
PA
USD
2898329.41000000
0.081487366017
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03755000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/30 #521123
36211R4G1
1109.99910000
PA
USD
1143.51000000
0.000032150112
Long
ABS-MBS
USGA
US
N
2
2030-10-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 09/30/2027
91282CFM8
39853900.00000000
PA
USD
39531643.76000000
1.111443548553
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.04125000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #534007
36212HGQ7
7554.49180000
PA
USD
7833.87000000
0.000220251511
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
NEW RESIDENTIAL MTG LN TR 2020-1
N/A
NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A
64830TAD0
640963.39590000
PA
USD
583683.45000000
0.016410428284
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Fixed
0.03500000
N
N
N
N
N
N
CSMC 2021-RPL9 TR
N/A
CSMC 2021-RPL9 TR 2.43639% 02/25/2061 144A
12658XAC1
5784556.17660000
PA
USD
5546022.48000000
0.155928019157
Long
ABS-CBDO
CORP
US
N
2
2061-02-25
Fixed
0.02436390
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.764%/VAR 11/19/2031
46647PBU9
4010000.00000000
PA
USD
3229392.63000000
0.090795303786
Long
DBT
CORP
US
N
2
2031-11-19
Variable
0.01764000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.55% 06/24/2024
969457BW9
1607000.00000000
PA
USD
1599811.97000000
0.044979174247
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
0.04550000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 6.35% 01/15/2029
958667AF4
4000000.00000000
PA
USD
4128916.00000000
0.116085662376
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06350000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #433606
36207JU76
59.33730000
PA
USD
59.26000000
0.000001666111
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 07/31/2029
91282CFC0
46518100.00000000
PA
USD
42842079.72000000
1.204517408901
Long
DBT
UST
US
N
2
2029-07-31
Fixed
0.02625000
N
N
N
N
N
N
UPSTART SECURITIZATION TR 2022-1
N/A
UPSTART SECURITIZATION TR 2022-1 3.12% 03/20/2032 144A
91679WAA6
1474806.48700000
PA
USD
1462102.50000000
0.041107432840
Long
ABS-CBDO
CORP
US
N
2
2032-03-20
Fixed
0.03120000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A
04685A3Q2
2486000.00000000
PA
USD
2476714.54000000
0.069633542531
Long
DBT
CORP
US
N
2
2029-01-09
Fixed
0.05583000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 2.875% 02/15/2025 144A
05401AAH4
4492000.00000000
PA
USD
4359690.70000000
0.122573959525
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
0.02875000
N
N
N
N
N
N
TOLL BROTHERS FINANCE CORP
N/A
TOLL BROS FIN CORP 4.875% 11/15/2025
88947EAR1
2776000.00000000
PA
USD
2741648.94000000
0.077082249482
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04875000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.11% 08/17/2026
80287HAC2
1912551.88000000
PA
USD
1906163.96000000
0.053592348668
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
0.04110000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025
00774MAN5
1093000.00000000
PA
USD
1103246.84000000
0.031018102617
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
25470DBJ7
1042000.00000000
PA
USD
915880.23000000
0.025750236419
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03625000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.5% 04/15/2027
437076CA8
225000.00000000
PA
USD
209675.15000000
0.005895077224
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.55% 04/17/2026
902613BB3
3276000.00000000
PA
USD
3218791.70000000
0.090497255586
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
0.04550000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027
46647PCP9
6240000.00000000
PA
USD
5669870.73000000
0.159410048371
Long
DBT
CORP
US
N
2
2027-09-22
Variable
0.01470000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.875% 10/31/2028
91282CJF9
10959600.00000000
PA
USD
11227596.41000000
0.315667106367
Long
DBT
UST
US
N
2
2028-10-31
Fixed
0.04875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #553440
36213FZD8
4576.10080000
PA
USD
4688.68000000
0.000131823588
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.462%/VAR 06/09/2027
172967NA5
5874000.00000000
PA
USD
5380038.78000000
0.151261339632
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.01462000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #565960
36213VWV6
6560.92780000
PA
USD
6769.20000000
0.000190318007
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4% 02/15/2025
55336VAA8
316000.00000000
PA
USD
310869.03000000
0.008740172301
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.04000000
N
N
N
N
N
N
MADISON PARK FUNDING XXVI LTD
N/A
MADISON PARK FUNDING XXVI LTD TSFR3M+146.161 07/29/2030 144A
55819YAA8
3308887.63000000
PA
USD
3314175.23000000
0.093178991000
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Variable
0.06781200
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A
05401AAG6
645000.00000000
PA
USD
622356.08000000
0.017497720414
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
0.04375000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 2.2% 11/02/2028
02005NBP4
4756000.00000000
PA
USD
4044417.74000000
0.113709969463
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
0.02200000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027
00774MBD6
5500000.00000000
PA
USD
5568723.82000000
0.156566273868
Long
DBT
CORP
IE
N
2
2027-01-15
Fixed
0.06100000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026
681936BH2
5148000.00000000
PA
USD
5102014.67000000
0.143444611714
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/31 #545159
36212VTQ2
3202.78590000
PA
USD
3305.68000000
0.000092940145
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888034
31410FSX4
17378.13700000
PA
USD
17959.01000000
0.000504922737
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 1% 08/15/2024
928563AH8
3856000.00000000
PA
USD
3772903.35000000
0.106076264198
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.01000000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027
681936BF6
8075000.00000000
PA
USD
7765241.47000000
0.218322000147
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A
928668BV3
9700000.00000000
PA
USD
9789976.91000000
0.275248020121
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
0.05700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/28 #449544
31380TLZ2
797.01310000
PA
USD
818.97000000
0.000023025577
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
0.07500000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027
15135BAR2
3155000.00000000
PA
USD
3001183.78000000
0.084379146249
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #475449
36209MEW0
341.74340000
PA
USD
344.47000000
0.000009684873
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 11/15/2028
9128285M8
103973800.00000000
PA
USD
98848216.06000000
2.779146060631
Long
DBT
UST
US
N
2
2028-11-15
Fixed
0.03125000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A
29449WAL1
4021000.00000000
PA
USD
3635095.30000000
0.102201751186
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.01700000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
AFLAC INC 3.6% 04/01/2030
001055BJ0
708000.00000000
PA
USD
656272.30000000
0.018451284706
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03600000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #541812
36212R3V8
117.29640000
PA
USD
118.95000000
0.000003344313
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #492354
36210G5P5
3224.77780000
PA
USD
3260.92000000
0.000091681704
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
VLS COMMERCIAL MORTGAGE TRUST 2020
N/A
VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A
92858TAA4
1920006.00000000
PA
USD
1546216.35000000
0.043472317956
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
0.02130000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC 0.875% 04/15/2026
778296AF0
5106000.00000000
PA
USD
4669751.68000000
0.131291413268
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00875000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 4.98% 11/15/2028
05522RDH8
4812000.00000000
PA
USD
4823222.55000000
0.135606290974
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Fixed
0.04980000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #552668
36213E6D3
3794.72270000
PA
USD
3936.44000000
0.000110674144
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 2.8% 03/10/2027
89114TZT2
4805000.00000000
PA
USD
4506811.89000000
0.126710314149
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
0.02800000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #471179
36209GM46
2.60910000
PA
USD
2.66000000
0.000000074786
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
FORD CR FLOORPLAN MAST OWN TR
N/A
FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030
34528PAK2
1005000.00000000
PA
USD
966061.78000000
0.027161105149
Long
ABS-CBDO
CORP
US
N
2
2030-11-15
Fixed
0.04060000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 1.884% 07/15/2050 144A
78403DAP5
703000.00000000
PA
USD
655178.07000000
0.018420520114
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
0.01884000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
91087BAH3
2368000.00000000
PA
USD
2099255.68000000
0.059021177982
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 2.75% 03/15/2027
30161NBB6
491000.00000000
PA
USD
456741.66000000
0.012841423302
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02750000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.3% 03/04/2024
96950FAM6
1571000.00000000
PA
USD
1571000.00000000
0.044169117413
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
0.04300000
N
N
N
N
N
N
CFMT 2023-HB12 LLC
N/A
CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A
12530QAA4
772589.34000000
PA
USD
754791.51000000
0.021221180666
Long
ABS-CBDO
CORP
US
N
2
2033-04-25
Fixed
0.04250000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.384%/VAR 04/02/2026
06051GKM0
5584000.00000000
PA
USD
5450470.03000000
0.153241534508
Long
DBT
CORP
US
N
2
2026-04-02
Variable
0.03384000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 6% 03/15/2031
75513ECV1
7900000.00000000
PA
USD
8227617.11000000
0.231321824419
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 4/29 #323645
31374TP60
58.17240000
PA
USD
59.36000000
0.000001668923
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
0.07500000
N
N
N
N
N
N
PRPM 2021-5 LLC
N/A
PRPM 2021-5 LLC VAR 06/25/2026 144A
69358DAA2
2788455.96170000
PA
USD
2690769.94000000
0.075651771745
Long
ABS-CBDO
CORP
US
N
2
2026-06-25
Variable
0.01793000
N
N
N
N
N
N
ARES LII CLO LTD
N/A
ARES LII CLO LTD TSFR3M+131.161 04/22/2031 144A
04009AAL4
5438470.00000000
PA
USD
5444588.28000000
0.153076167413
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Variable
0.06629420
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 AAB 3.098% 04/10/2049
17290XAU4
263759.15370000
PA
USD
257100.87000000
0.007228464999
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
0.03098000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2024-REV1
N/A
FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A
34533BAA8
7176000.00000000
PA
USD
7141732.45000000
0.200791864493
Long
ABS-CBDO
CORP
US
N
2
2036-08-15
Fixed
0.04870000
N
N
N
N
N
N
BX COML MTG TR 2023-XL3
N/A
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A
12434GAA3
2217000.00000000
PA
USD
2232241.88000000
0.062760123292
Long
ABS-MBS
CORP
US
N
2
2040-12-09
Variable
0.07079060
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 4.3% 04/01/2027
42809HAG2
12303000.00000000
PA
USD
12002636.40000000
0.337457578880
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04300000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2033
91282CHT1
51003000.00000000
PA
USD
49480879.22000000
1.391169168671
Long
DBT
UST
US
N
2
2033-08-15
Fixed
0.03875000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 4.054% 03/15/2029
55903VBB8
5615000.00000000
PA
USD
5200996.34000000
0.146227509871
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04054000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #463983
36208XM81
1490.48810000
PA
USD
1516.61000000
0.000042639926
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
2024-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer