0001752724-24-015632.txt : 20240126
0001752724-24-015632.hdr.sgml : 20240126
20240126150314
ACCESSION NUMBER: 0001752724-24-015632
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VALIC Co I
CENTRAL INDEX KEY: 0000719423
ORGANIZATION NAME:
IRS NUMBER: 720029692
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03738
FILM NUMBER: 24567234
BUSINESS ADDRESS:
STREET 1: 30 HUDSON STREET
STREET 2: 16TH FLOOR
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
BUSINESS PHONE: 201-324-6378
MAIL ADDRESS:
STREET 1: 30 HUDSON STREET
STREET 2: 16TH FLOOR
CITY: JERSEY CITY
STATE: NJ
ZIP: 07302
FORMER COMPANY:
FORMER CONFORMED NAME: AIG Retirement CO I
DATE OF NAME CHANGE: 20080501
FORMER COMPANY:
FORMER CONFORMED NAME: VALIC CO I
DATE OF NAME CHANGE: 20020110
FORMER COMPANY:
FORMER CONFORMED NAME: NORTH AMERICAN FUNDS VARIABLE PRODUCT SERIES CO I
DATE OF NAME CHANGE: 20000929
0000719423
S000069818
Core Bond Fund
C000222579
Core Bond Fund
VCBDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000719423
XXXXXXXX
S000069818
C000222579
VALIC Co I
811-03738
0000719423
549300N3XZ1M1QABFI47
2929 ALLEN PARKWAY
C/O VARIABLE ANNUITY LIFE INSURANCE CO
HOUSTON
77019
800-448-2542
Core Bond Fund
S000069818
549300HO1U9S8E3RQL94
2024-05-31
2023-11-30
N
2665333656.76
23346874.48
2641986782.28
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7442152.84000000
0.00000000
0.00000000
44.16000000
USD
ACMBS
ACMO
UST
Barclays US Aggregate
LBUSTRUU
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R3C9
2034000.00000000
PA
USD
2042533.99000000
0.077310530230
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
5.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
331000.00000000
PA
USD
249911.67000000
0.009459232410
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
801000.00000000
PA
USD
707431.11000000
0.026776481803
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
2337000.00000000
PA
USD
2206967.61000000
0.083534392556
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
1484000.00000000
PA
USD
964642.03000000
0.036511993037
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
13798000.00000000
PA
USD
11142962.90000000
0.421764521107
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
ESC LEHMAN BRTH HLDH PROD
N/A
ESC LEHMAN BRTH HLDH PROD
525ESC1H2
186000.00000000
PA
USD
279.00000000
0.000010560234
Long
DBT
CORP
US
N
2
2016-04-04
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
707000.00000000
PA
USD
627439.71000000
0.023748783082
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1585000.00000000
PA
USD
1532409.59000000
0.058002167167
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAG0
326000.00000000
PA
USD
298242.50000000
0.011288568966
Long
DBT
CORP
NL
N
2
2033-02-13
Fixed
7.25000000
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887AR3
1938000.00000000
PA
USD
2054813.65000000
0.077775319081
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
7.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
2169000.00000000
PA
USD
1657278.33000000
0.062728486800
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8JD6
5783709.30000000
PA
USD
5400029.65000000
0.204392757988
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.50000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST
N/A
Mercedes-Benz Auto Receivables Trust 2021-1
58772WAC7
1037465.33000000
PA
USD
1005831.77000000
0.038071037173
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.46000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CQ7
1218000.00000000
PA
USD
1220907.51000000
0.046211719081
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.65000000
N
N
N
N
N
LFS TOPCO LLC
N/A
LFS Topco LLC
50203TAA4
820000.00000000
PA
USD
721518.49000000
0.027309693403
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1269000.00000000
PA
USD
623148.40000000
0.023586355699
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AH3
444000.00000000
PA
USD
356353.71000000
0.013488095867
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
4996000.00000000
PA
USD
4545579.38000000
0.172051556445
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4D8
1839963.45000000
PA
USD
1613239.64000000
0.061061609044
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DN73
4649330.91000000
PA
USD
4247974.68000000
0.160787128402
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.50000000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance US Inc / Acuris Finance SARL
00511BAA5
330000.00000000
PA
USD
263316.90000000
0.009966624426
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
3200000.00000000
PA
USD
2777500.00000000
0.105129216339
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAR5
1742000.00000000
PA
USD
1738732.37000000
0.065811546888
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
5.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAC1
1297000.00000000
PA
USD
1349686.58000000
0.051086045889
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
2269000.00000000
PA
USD
2071302.46000000
0.078399425534
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFQ7
1805084.90000000
PA
USD
1681272.48000000
0.063636672646
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
171000.00000000
PA
USD
157266.56000000
0.005952586933
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
4600000.00000000
PA
USD
4568620.73000000
0.172923678522
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.59000000
N
N
N
N
N
N
ION TRADING TECHNOLOGIES
5493009ZVXOKZLQ6QJ12
ION Trading Technologies Sarl
46205YAA9
776000.00000000
PA
USD
659565.65000000
0.024964759643
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
5.75000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CL2
1118000.00000000
PA
USD
948058.11000000
0.035884286642
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
1404000.00000000
PA
USD
1275253.72000000
0.048268739592
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
1194000.00000000
PA
USD
1102236.20000000
0.041719974051
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404EZL3
15875.83000000
PA
USD
15908.49000000
0.000602141165
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBB3
1123000.00000000
PA
USD
1106879.41000000
0.041895720956
Long
DBT
CORP
CA
N
2
2053-03-27
Fixed
5.80000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CJ6
864000.00000000
PA
USD
775353.79000000
0.029347375815
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXJ6
5513774.64000000
PA
USD
4073263.80000000
0.154174268672
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
MONEYGRAM INTL INC
N/A
Mobius Merger Sub Inc
606950AA1
500000.00000000
PA
USD
475115.00000000
0.017983246668
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N5W4
209137.75000000
PA
USD
198104.17000000
0.007498302842
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFRE1
4476613.52000000
PA
USD
3654236.83000000
0.138313970929
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
25774305.80000000
PA
USD
21530006.02000000
0.814917249563
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBL7
549000.00000000
PA
USD
522195.67000000
0.019765264289
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.40000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
2544000.00000000
PA
USD
2140247.46000000
0.081009014668
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust 2017-2
82281FAA2
187570.63000000
PA
USD
162513.03000000
0.006151167412
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHED5
15707523.47000000
PA
USD
12860038.48000000
0.486756351933
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
287000.00000000
PA
USD
301362.93000000
0.011406678187
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.38000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBZ8
1230000.00000000
PA
USD
1185329.77000000
0.044865090845
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.63000000
N
N
N
N
N
N
Bank of America Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDG0
750000.00000000
PA
USD
745223.85000000
0.028206948460
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.79000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBD2
1763000.00000000
PA
USD
1441260.42000000
0.054552143472
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation/The
34531XAC8
1598000.00000000
PA
USD
915443.26000000
0.034649804690
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.82000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CM2
443000.00000000
PA
USD
415880.98000000
0.015741221068
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CR6
1317000.00000000
PA
USD
1316866.97000000
0.049843813709
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJW0
1930000.00000000
PA
USD
1428410.60000000
0.054065773893
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31000000
N
N
N
N
N
N
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224QAA5
2396000.00000000
PA
USD
2052625.26000000
0.077692487856
Long
DBT
CORP
US
N
2
2031-05-06
Fixed
4.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
1187000.00000000
PA
USD
1066834.03000000
0.040379991192
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723AP8
753000.00000000
PA
USD
638962.14000000
0.024184910548
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.88000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAM6
575000.00000000
PA
USD
504523.86000000
0.019096380927
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
5.00000000
N
N
N
N
N
N
BROWN-FORMAN CORP
549300873K3LXF7ARU34
Brown-Forman Corp
115637AU4
997000.00000000
PA
USD
981411.78000000
0.037146733154
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.75000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACHR4
4789535.22000000
PA
USD
4290440.70000000
0.162394480122
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBT9
14199478.47000000
PA
USD
11086315.80000000
0.419620411213
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
24684229.10000000
PA
USD
19228317.88000000
0.727797656254
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
680000.00000000
PA
USD
668100.00000000
0.025287787375
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
2452000.00000000
PA
USD
2184129.54000000
0.082669964689
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YSC2
29813.67000000
PA
USD
28037.44000000
0.001061225596
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
46656PAA2
673000.00000000
PA
USD
666321.20000000
0.025220459256
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.45000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
741000.00000000
PA
USD
731045.85000000
0.027670306865
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
11500000.00000000
PA
USD
7400878.94000000
0.280125509697
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
624000.00000000
PA
USD
551704.05000000
0.020882165410
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2K4
1317000.00000000
PA
USD
1273764.64000000
0.048212377463
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF57
15175688.00000000
PA
USD
14606318.95000000
0.552853596693
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BH5
526000.00000000
PA
USD
527626.36000000
0.019970817550
Long
DBT
CORP
NL
N
2
2034-09-11
Fixed
6.11000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
3580000.00000000
PA
USD
2986709.98000000
0.113047877454
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
662000.00000000
PA
USD
576353.62000000
0.021815159101
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
7938000.00000000
PA
USD
7185849.34000000
0.271986574202
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
41984LAA5
835228.00000000
PA
USD
664412.35000000
0.025148208706
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9DP5
2622884.80000000
PA
USD
2496331.03000000
0.094486885655
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NX5
2239000.00000000
PA
USD
2236349.40000000
0.084646502208
Long
DBT
CORP
US
N
2
2026-09-29
Fixed
5.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WM5B3
120590.15000000
PA
USD
114851.19000000
0.004347152331
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DML3
2531203.75000000
PA
USD
2324555.79000000
0.087985140788
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
DELUXE CORP
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019AU5
1090000.00000000
PA
USD
919335.05000000
0.034797110120
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
8.00000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2023-2 Owner Trust
437927AD8
635000.00000000
PA
USD
629880.82000000
0.023841179835
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
4.91000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BN9
1922000.00000000
PA
USD
1198943.50000000
0.045380374649
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAL5
641000.00000000
PA
USD
652776.80000000
0.024707799614
Long
DBT
CORP
US
N
2
2063-06-28
Fixed
6.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
190786.62000000
PA
USD
173075.00000000
0.006550941176
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAC3
1805000.00000000
PA
USD
1426016.41000000
0.053975153076
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-787S Mortgage Trust
12635WAE7
1629000.00000000
PA
USD
1471475.54000000
0.055695794917
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Variable
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9L86
7055243.56000000
PA
USD
6479478.33000000
0.245250217505
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
4129000.00000000
PA
USD
3932754.58000000
0.148855952133
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EULG2
3281096.72000000
PA
USD
2963711.94000000
0.112177394674
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PDB5
61743.38000000
PA
USD
63387.95000000
0.002399253108
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6S77
3953136.30000000
PA
USD
3384978.70000000
0.128122469147
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAP2
3967000.00000000
PA
USD
3554877.65000000
0.134553195869
Long
DBT
CORP
SE
N
2
2026-11-16
Fixed
1.54000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
1273000.00000000
PA
USD
942686.42000000
0.035680966548
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1721000.00000000
PA
USD
1355181.78000000
0.051294040874
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408CA48
13034.50000000
PA
USD
13277.26000000
0.000502548312
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
6.00000000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group PLC/The
94876QAA4
2233000.00000000
PA
USD
2048410.57000000
0.077532960563
Long
DBT
CORP
GB
N
2
2026-05-13
Fixed
2.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
1164000.00000000
PA
USD
1119880.72000000
0.042387824477
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.39000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
361000.00000000
PA
USD
338285.34000000
0.012804202589
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ADQ8
1086568.55000000
PA
USD
1090387.69000000
0.041271504358
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
5.00000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
491000.00000000
PA
USD
414934.97000000
0.015705414303
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
217000.00000000
PA
USD
213041.50000000
0.008063685307
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
2777000.00000000
PA
USD
2766955.54000000
0.104730105334
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1F58
3583364.01000000
PA
USD
3042817.49000000
0.115171563703
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418QFN8
23544.19000000
PA
USD
23637.53000000
0.000894687670
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
4.50000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CF1
1814000.00000000
PA
USD
1445108.82000000
0.054697806578
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.75000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
2650000.00000000
PA
USD
2560741.48000000
0.096924840698
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296PK50
375.77000000
PA
USD
371.17000000
0.000014048896
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAC7
38000.00000000
PA
USD
38093.56000000
0.001441852785
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
8.88000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
2664000.00000000
PA
USD
1754178.79000000
0.066396198564
Long
DBT
CORP
IT
N
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BK4
540000.00000000
PA
USD
504042.26000000
0.019078152221
Long
DBT
CORP
CA
N
2
2026-08-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKPE0
152570.28000000
PA
USD
139721.58000000
0.005288504126
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTH32 TREASURY LTD
213800HFGZMXST64GP53
South32 Treasury Ltd
84055BAA1
2391000.00000000
PA
USD
2064617.98000000
0.078146415941
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.35000000
N
N
N
N
N
N
ONTARIO GAMING GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP
68306MAA7
495000.00000000
PA
USD
500004.52000000
0.018925322539
Long
DBT
CORP
CA
N
2
2030-08-01
Fixed
8.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAZ8
2200000.00000000
PA
USD
2329722.23000000
0.088180692107
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.94000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
515000.00000000
PA
USD
499531.98000000
0.018907436757
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AL5
2369000.00000000
PA
USD
2305794.13000000
0.087275006274
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.65000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAB3
1490000.00000000
PA
USD
1073579.72000000
0.040635317602
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
942000.00000000
PA
USD
858426.58000000
0.032491706081
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAHW3
1642901.08000000
PA
USD
1524094.97000000
0.057687456281
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJW89
1683852.73000000
PA
USD
1471723.10000000
0.055705165138
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF65
9397144.60000000
PA
USD
9260653.61000000
0.350518544305
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1089000.00000000
PA
USD
1073085.35000000
0.040616605548
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
4100000.00000000
PA
USD
4006468.75000000
0.151646055796
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWD59
16869894.48000000
PA
USD
13672332.34000000
0.517501920588
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGE26
29814.16000000
PA
USD
30755.65000000
0.001164110668
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
6.00000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BG6
563000.00000000
PA
USD
585665.60000000
0.022167620365
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAM5
683000.00000000
PA
USD
682594.81000000
0.025836420324
Long
DBT
CORP
US
N
2
2053-11-21
Fixed
6.88000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAH6
1162000.00000000
PA
USD
1164924.93000000
0.044092761470
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
6.13000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BK5
763000.00000000
PA
USD
583370.53000000
0.022080751270
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.88000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCB1
2235000.00000000
PA
USD
2146710.28000000
0.081253634363
Long
DBT
CORP
IT
N
2
2054-06-20
Fixed
7.78000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWY5
2070041.46000000
PA
USD
1914820.08000000
0.072476520050
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WTX9
510651.20000000
PA
USD
493352.73000000
0.018673550273
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2020-A
63941FAB2
898070.18000000
PA
USD
831946.62000000
0.031489431573
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2CY6
12187369.65000000
PA
USD
9978175.39000000
0.377676961025
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55F5
1856542.31000000
PA
USD
1715479.05000000
0.064931401682
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.00000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AY1
1769000.00000000
PA
USD
1799881.50000000
0.068126059981
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MJA66
56115.21000000
PA
USD
54192.05000000
0.002051185507
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMPF6
6435553.13000000
PA
USD
6219063.57000000
0.235393439956
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
952000.00000000
PA
USD
806814.26000000
0.030538164135
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRMV9
3568612.58000000
PA
USD
3236137.97000000
0.122488802430
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HLNF6
832571.72000000
PA
USD
762490.84000000
0.028860509261
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R3A3
731000.00000000
PA
USD
702583.92000000
0.026593014193
Long
DBT
CORP
US
N
2
2027-08-12
Fixed
3.60000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65558RAD1
1556000.00000000
PA
USD
1546307.89000000
0.058528222032
Long
DBT
CORP
FI
N
2
2027-09-22
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412XVB7
85189.30000000
PA
USD
86475.94000000
0.003273140523
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BV5
866000.00000000
PA
USD
876888.17000000
0.033190482854
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.20000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AU9
1399000.00000000
PA
USD
1359649.88000000
0.051463159812
Long
DBT
CORP
US
N
2
2031-04-20
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BHU4
1119552.23000000
PA
USD
988652.52000000
0.037420797357
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.00000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
1026000.00000000
PA
USD
878517.53000000
0.033252154624
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JAD51
896165.90000000
PA
USD
792557.64000000
0.029998546749
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XKM5
12.77000000
PA
USD
12.88000000
0.000000487511
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
2569000.00000000
PA
USD
2054114.14000000
0.077748842415
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
13404000.00000000
PA
USD
7764895.38000000
0.293903642216
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNUY6
18207265.00000000
PA
USD
14818544.50000000
0.560886398046
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M4MX7
53353.20000000
PA
USD
51917.29000000
0.001965085152
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFPA8
177416.67000000
PA
USD
160541.69000000
0.006076551596
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AJ5
374000.00000000
PA
USD
374761.09000000
0.014184820776
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
9.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVA4
742362.88000000
PA
USD
653883.43000000
0.024749685894
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
4490000.00000000
PA
USD
4056908.61000000
0.153555219776
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
720000.00000000
PA
USD
695488.64000000
0.026324455696
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAK6
574000.00000000
PA
USD
562104.46000000
0.021275824079
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.65000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCF9
1269000.00000000
PA
USD
1174730.22000000
0.044463894667
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.15000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
1611000.00000000
PA
USD
1567216.90000000
0.059319634394
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAF0
2034000.00000000
PA
USD
2034788.24000000
0.077017351246
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.88000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBF9
1437000.00000000
PA
USD
1145106.69000000
0.043342635083
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNP37
111026.06000000
PA
USD
100681.48000000
0.003810824515
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EQ94
9397601.20000000
PA
USD
9267020.97000000
0.350759550810
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8R36
211475.63000000
PA
USD
185964.16000000
0.007038799786
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AZ68
2138324.76000000
PA
USD
1859516.25000000
0.070383253333
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
4043000.00000000
PA
USD
3153378.28000000
0.119356323095
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413BA9
1748000.00000000
PA
USD
1026061.74000000
0.038836747665
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
3.38000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886EBA5
470000.00000000
PA
USD
430449.08000000
0.016292628066
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.13000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBB8
2014000.00000000
PA
USD
1860611.99000000
0.070424727424
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432ND3
1962000.00000000
PA
USD
1904511.54000000
0.072086338689
Long
DBT
CORP
US
N
2
2025-01-27
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJCE8
6440.64000000
PA
USD
6547.12000000
0.000247810475
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31306XFY4
65394.03000000
PA
USD
63306.04000000
0.002396152790
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A3U46
500000.00000000
PA
USD
556170.98000000
0.021051240064
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
6.75000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
2873000.00000000
PA
USD
2442588.95000000
0.092452731648
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.59000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
622000.00000000
PA
USD
473598.98000000
0.017925864852
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AX9
1283000.00000000
PA
USD
1285207.65000000
0.048645498857
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5EV3
7894341.00000000
PA
USD
7343525.36000000
0.277954659321
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
500000.00000000
PA
USD
483435.00000000
0.018298161188
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.38000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFW9
1929000.00000000
PA
USD
1900766.15000000
0.071944574543
Long
DBT
CORP
US
N
2
2053-08-14
Fixed
5.45000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
556000.00000000
PA
USD
416934.89000000
0.015781111881
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HLV3
175265.64000000
PA
USD
175625.21000000
0.006647467397
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
1949000.00000000
PA
USD
1775523.47000000
0.067204101167
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYC2
1611000.00000000
PA
USD
1159632.34000000
0.043892435336
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCZ0
4478000.00000000
PA
USD
4525553.40000000
0.171293567036
Long
DBT
CORP
JP
N
2
2029-07-06
Fixed
5.78000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
11400000.00000000
PA
USD
9268200.00000000
0.350804177453
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD63
413375.69000000
PA
USD
364574.59000000
0.013799258665
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788NAA8
1479000.00000000
PA
USD
1311076.75000000
0.049624652128
Long
DBT
CORP
US
N
2
2033-07-28
Fixed
4.92000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
1608000.00000000
PA
USD
1593127.45000000
0.060300356560
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.88000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AX7
1069000.00000000
PA
USD
1071812.60000000
0.040568431575
Long
DBT
CORP
GB
N
2
2029-03-06
Fixed
5.87000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CH5
2528000.00000000
PA
USD
2509264.59000000
0.094976424818
Long
DBT
CORP
JP
N
2
2025-07-18
Fixed
4.79000000
N
N
N
N
N
N
American Express Credit Account Master Trust
N/A
American Express Credit Account Master Trust 2023-2
02582JKB5
700000.00000000
PA
USD
694397.69000000
0.026283162908
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAC9
870000.00000000
PA
USD
759971.10000000
0.028765136339
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RF0
1081000.00000000
PA
USD
1006999.86000000
0.038115249733
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.61000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAE0
356000.00000000
PA
USD
324922.04000000
0.012298397636
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.88000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBT5
1049000.00000000
PA
USD
1036555.07000000
0.039233923384
Long
DBT
CORP
US
N
2
2025-10-27
Fixed
5.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJX4
946774.14000000
PA
USD
856910.56000000
0.032434324264
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAB5
3242000.00000000
PA
USD
3072158.69000000
0.116282137011
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJC5
753000.00000000
PA
USD
678706.80000000
0.025689257968
Long
DBT
CORP
US
N
2
2028-01-27
Fixed
2.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNE96
796649.83000000
PA
USD
704560.87000000
0.026667842349
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
4166000.00000000
PA
USD
3187924.81000000
0.120663919720
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEY5
973000.00000000
PA
USD
960231.40000000
0.036345049356
Long
DBT
CORP
US
N
2
2028-01-09
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
1600000.00000000
PA
USD
1474000.00000000
0.055791346492
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.63000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AY4
694000.00000000
PA
USD
724835.00000000
0.027435224311
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AX4
998000.00000000
PA
USD
798808.27000000
0.030235134988
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MC91
88635.30000000
PA
USD
91456.77000000
0.003461666447
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMC1
5323379.33000000
PA
USD
4462805.66000000
0.168918546070
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
2.50000000
N
N
N
N
N
N
INDUSTRIAL BANK OF KOREA
988400RBIWE3YA18PK12
Industrial Bank of Korea
45604GAH2
5013000.00000000
PA
USD
4688418.93000000
0.177458076680
Long
DBT
NUSS
KR
N
2
2025-06-22
Fixed
1.04000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
975000.00000000
PA
USD
574255.50000000
0.021735744624
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378KR68
1746142.66000000
PA
USD
1575160.37000000
0.059620297140
Long
ABS-MBS
USGA
US
N
2
2043-10-16
Variable
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
6993000.00000000
PA
USD
4668206.52000000
0.176693030839
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.53000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAH0
942000.00000000
PA
USD
843385.84000000
0.031922409516
Long
DBT
CORP
US
N
2
2024-01-02
Variable
9.78000000
N
N
N
N
N
N
BREAD FINANCIAL HLDGS
549300G8S4PO686J7H97
Bread Financial Holdings Inc
018581AK4
883000.00000000
PA
USD
860792.11000000
0.032581242108
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AK4
243000.00000000
PA
USD
244625.05000000
0.009259132242
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
10888472.50000000
NS
USD
10888472.50000000
0.412131982378
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECR9
15449245.04000000
PA
USD
13055080.79000000
0.494138762448
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAA1
315000.00000000
PA
USD
321710.76000000
0.012176849716
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AR5
1693000.00000000
PA
USD
1648149.69000000
0.062382965011
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
1468000.00000000
PA
USD
876398.70000000
0.033171956267
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAW8
3175000.00000000
PA
USD
2625655.91000000
0.099381871537
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
3484000.00000000
PA
USD
2994268.40000000
0.113333965941
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TJN8
103616.81000000
PA
USD
99887.78000000
0.003780782730
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
C&S GROUP ENTERPRISES LL
N/A
C&S Group Enterprises LLC
12467AAF5
1222000.00000000
PA
USD
983710.00000000
0.037233721478
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BS2
722000.00000000
PA
USD
717977.67000000
0.027175672293
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.70000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAY0
1096000.00000000
PA
USD
1026000.67000000
0.038834436147
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
5.20000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BE0
1204000.00000000
PA
USD
1063619.36000000
0.040258314959
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.75000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAN2
61000.00000000
PA
USD
61286.36000000
0.002319707290
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.25000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AD8
598000.00000000
PA
USD
523030.47000000
0.019796861721
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.88000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAS0
570000.00000000
PA
USD
568433.43000000
0.021515377511
Long
DBT
CORP
KY
N
2
2028-05-04
Fixed
6.38000000
N
N
N
N
N
N
JACOBS ENGINEERING GROUP
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814AA5
744000.00000000
PA
USD
724764.90000000
0.027432571005
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.90000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BD8
2105000.00000000
PA
USD
1728819.39000000
0.065436337592
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAX2
1946000.00000000
PA
USD
1797409.28000000
0.068032485705
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBK4
2255000.00000000
PA
USD
2075441.63000000
0.078556094372
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.75000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AE0
813000.00000000
PA
USD
850038.21000000
0.032174203735
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
6.50000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AV6
3612000.00000000
PA
USD
2245002.48000000
0.084974023907
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297H4F3
51500.00000000
PA
USD
52351.66000000
0.001981526188
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
1677000.00000000
PA
USD
1616078.03000000
0.061169042965
Long
DBT
CORP
CH
N
2
2028-05-12
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXKU3
9184.68000000
PA
USD
9444.49000000
0.000357476807
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFH1
9162190.00000000
PA
USD
9044701.77000000
0.342344701747
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
3812000.00000000
PA
USD
4005028.40000000
0.151591538112
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140M2CL4
7911633.40000000
PA
USD
6237735.81000000
0.236100189896
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
1987000.00000000
PA
USD
1422428.52000000
0.053839350353
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
DARDEN RESTAURANTS INC
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AN5
968000.00000000
PA
USD
995421.81000000
0.037677017034
Long
DBT
CORP
US
N
2
2033-10-10
Fixed
6.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LYF36
142171.83000000
PA
USD
129572.42000000
0.004904355346
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
97000.00000000
PA
USD
94281.90000000
0.003568598474
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
2941000.00000000
PA
USD
2499676.07000000
0.094613496432
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EV98
16573029.36000000
PA
USD
16622167.56000000
0.629154077207
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
89668QAF5
808000.00000000
PA
USD
313901.45000000
0.011881264967
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.13000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAN1
802000.00000000
PA
USD
822647.58000000
0.031137460093
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CX1
2700000.00000000
PA
USD
2688722.37000000
0.101768956151
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.03000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKTQ9
384803.20000000
PA
USD
384232.87000000
0.014543330518
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8LD0
962223.68000000
PA
USD
848981.22000000
0.032134196343
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAB4
1914000.00000000
PA
USD
1526779.12000000
0.057789052172
Long
DBT
CORP
US
N
2
2031-02-18
Fixed
5.00000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
719000.00000000
PA
USD
718742.60000000
0.027204625126
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
4532295.73000000
PA
USD
3988918.98000000
0.150981791686
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
1604000.00000000
PA
USD
1506107.88000000
0.057006639476
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJB7
5836000.00000000
PA
USD
4308407.68000000
0.163074535758
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
2.49000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAR1
1165000.00000000
PA
USD
832975.00000000
0.031528356068
Long
DBT
CORP
US
N
2
2031-05-30
Fixed
7.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
500000.00000000
PA
USD
452226.56000000
0.017116912281
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DX3
4509000.00000000
PA
USD
3883071.49000000
0.146975432127
Long
DBT
NUSS
XX
N
2
2028-07-20
Fixed
1.13000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAE0
2239000.00000000
PA
USD
2381069.83000000
0.090124214321
Long
DBT
CORP
US
N
2
2037-12-10
Fixed
7.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
36046479.60000000
PA
USD
34749860.69000000
1.315292753282
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NF4
632000.00000000
PA
USD
431200.06000000
0.016321052886
Long
DBT
CORP
US
N
2
2042-11-03
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CJW7
36202.18000000
PA
USD
37377.51000000
0.001414750075
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
539000.00000000
PA
USD
478387.56000000
0.018107114055
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.88000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DA5
2081000.00000000
PA
USD
1433536.97000000
0.054259808550
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
5500000.00000000
PA
USD
3197949.21000000
0.121043346297
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KXV1
67048.19000000
PA
USD
68060.59000000
0.002576113947
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEY3
30000000.00000000
PA
USD
29137500.00000000
1.102863201111
Long
DBT
UST
US
N
2
2025-07-15
Fixed
3.00000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
415000.00000000
PA
USD
381802.78000000
0.014451350875
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
305000.00000000
PA
USD
314734.59000000
0.011912799568
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WRC6
46138.01000000
PA
USD
45047.98000000
0.001705079688
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CW0
1133000.00000000
PA
USD
1134510.63000000
0.042941571002
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
4392000.00000000
PA
USD
3585482.99000000
0.135711617258
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAS3
694000.00000000
PA
USD
723628.90000000
0.027389573061
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVB5
16140195.40000000
PA
USD
11924412.52000000
0.451342625935
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXC8
3598712.39000000
PA
USD
3169379.99000000
0.119961992666
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.00000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AX1
791000.00000000
PA
USD
837611.23000000
0.031703838778
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZC1
113251.28000000
PA
USD
108965.51000000
0.004124377560
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.50000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
3142000.00000000
PA
USD
2745614.80000000
0.103922351860
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WA9
2254428.69000000
PA
USD
2024260.70000000
0.076618880668
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
1669000.00000000
PA
USD
1485958.27000000
0.056243970634
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DU9
1865000.00000000
PA
USD
1606404.94000000
0.060802913579
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
3045000.00000000
PA
USD
2457234.37000000
0.093007065231
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
1155000.00000000
PA
USD
652575.00000000
0.024700161423
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC / HAT Holdings II LLC
418751AE3
1214000.00000000
PA
USD
1098947.52000000
0.041595496516
Long
DBT
US
N
2
2026-06-15
Fixed
3.38000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAA2
750000.00000000
PA
USD
745763.33000000
0.028227367941
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.44000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
1260000.00000000
PA
USD
975109.74000000
0.036908199031
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
21073377.78000000
PA
USD
16482337.81000000
0.623861478813
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QHSW1
52330.50000000
PA
USD
52455.14000000
0.001985442938
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
4.74000000
N
N
N
N
N
N
Volkswagen Auto Loan Enhanced Trust
N/A
Volkswagen Auto Loan Enhanced Trust 2020-1
92868JAE6
494833.45000000
PA
USD
493632.24000000
0.018684129811
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
1.26000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
4094000.00000000
PA
USD
3138323.95000000
0.118786512144
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AW5
354000.00000000
PA
USD
348820.61000000
0.013202965750
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403FNJ9
845.50000000
PA
USD
847.23000000
0.000032067912
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XGAY0
250000.00000000
PA
USD
269094.99000000
0.010185326883
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
5817000.00000000
PA
USD
5583516.32000000
0.211337784028
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9C27
3484532.05000000
PA
USD
3233000.13000000
0.122370034236
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAR3
909044.21000000
PA
USD
843023.30000000
0.031908687267
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
579063AB4
1422000.00000000
PA
USD
1228393.31000000
0.046495058879
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.38000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEP3
1480000.00000000
PA
USD
1508906.63000000
0.057112573012
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC92
6931976.52000000
PA
USD
6114317.31000000
0.231428762286
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BN3
1378000.00000000
PA
USD
1321152.90000000
0.050006037458
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble Inc
896239AE0
949000.00000000
PA
USD
962550.51000000
0.036432828372
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CK0
2589000.00000000
PA
USD
2112666.69000000
0.079965074169
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
ITT HOLDINGS LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
1225000.00000000
PA
USD
1068812.50000000
0.040454876881
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
889000.00000000
PA
USD
967867.64000000
0.036634083353
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTLY8
730800.08000000
PA
USD
661160.17000000
0.025025112708
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CS30
1011001.18000000
PA
USD
924535.16000000
0.034993935859
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
502000.00000000
PA
USD
404110.00000000
0.015295685909
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
3281000.00000000
PA
USD
3054775.54000000
0.115624179518
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.30000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBJ2
1778000.00000000
PA
USD
1604068.87000000
0.060714492621
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCB7
21453354.44000000
PA
USD
16719598.41000000
0.632841864393
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EE80
406640.33000000
PA
USD
359093.26000000
0.013591788664
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
445000.00000000
PA
USD
436460.45000000
0.016520160241
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGP3
893000.00000000
PA
USD
681060.32000000
0.025778339413
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.88000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
3803000.00000000
PA
USD
2969944.98000000
0.112413317126
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2M2
1298000.00000000
PA
USD
1391071.64000000
0.052652482946
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
State Street Institutional Liquid Reserves Fund
5493000HFJPORCLSV250
State Street Institutional Liquid Reserves Fund
85749P101
18871530.64000000
NS
USD
18879079.25000000
0.714578868320
Long
EC
RF
US
N
1
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
390000.00000000
PA
USD
347920.15000000
0.013168883066
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
651000.00000000
PA
USD
570833.78000000
0.021606231485
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YV6
1500000.00000000
PA
USD
1446093.75000000
0.054735086477
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
5241000.00000000
PA
USD
5014752.69000000
0.189809908347
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
751000.00000000
PA
USD
688753.37000000
0.026069523686
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAM0
520000.00000000
PA
USD
490044.98000000
0.018548350933
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.13000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
5576000.00000000
PA
USD
4024937.18000000
0.152345091466
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.64000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
810000.00000000
PA
USD
886423.50000000
0.033551397983
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2R7
1510463.39000000
PA
USD
1459486.79000000
0.055242017098
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAZ2
4324000.00000000
PA
USD
4210423.91000000
0.159365820383
Long
DBT
CORP
JP
N
2
2025-09-13
Fixed
2.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TDW4
151406.14000000
PA
USD
150472.86000000
0.005695443331
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
3353000.00000000
PA
USD
3110956.25000000
0.117750636409
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AL7
1545000.00000000
PA
USD
1373193.74000000
0.051975799016
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.88000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
555000.00000000
PA
USD
529442.88000000
0.020039573382
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGT5
1622000.00000000
PA
USD
1596200.87000000
0.060416686438
Long
DBT
CORP
US
N
2
2033-05-09
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ALS4
70555.66000000
PA
USD
72845.23000000
0.002757214021
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
3825000.00000000
PA
USD
3993566.49000000
0.151157701347
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
121000.00000000
PA
USD
92584.24000000
0.003504341528
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
2612000.00000000
PA
USD
2264290.56000000
0.085704083577
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.63000000
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794AE7
2003000.00000000
PA
USD
1719961.90000000
0.065101078912
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXV2
1393864.19000000
PA
USD
1303924.91000000
0.049353952818
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAN2
1300316.50000000
PA
USD
1238725.08000000
0.046886119503
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.00000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
57763RAB3
642000.00000000
PA
USD
637751.05000000
0.024139070425
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFHZ4
550645.92000000
PA
USD
509380.38000000
0.019280201680
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
2.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCH6
1371000.00000000
PA
USD
1358673.12000000
0.051426189151
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
2194000.00000000
PA
USD
2110138.21000000
0.079869370435
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AW8
1137000.00000000
PA
USD
1163805.58000000
0.044050393734
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EW55
6845249.74000000
PA
USD
6954340.84000000
0.263223907350
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AVAM7
280756.65000000
PA
USD
264028.56000000
0.009993560973
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
6333248.40000000
PA
USD
5238811.78000000
0.198290612774
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
23630510.70000000
PA
USD
19750906.15000000
0.747577780572
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC
05552BAA4
1110000.00000000
PA
USD
929758.20000000
0.035191629505
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AP3B2
147595.68000000
PA
USD
144247.50000000
0.005459811569
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BN9
3336000.00000000
PA
USD
2550596.25000000
0.096540840669
Long
DBT
US
N
2
2033-04-15
Fixed
3.25000000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAR1
165000.00000000
PA
USD
173754.81000000
0.006576672190
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
9.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q6P1
363892.69000000
PA
USD
330540.55000000
0.012511059942
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
3.50000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAG4
697000.00000000
PA
USD
757103.19000000
0.028656585077
Long
DBT
CORP
US
N
2
2054-02-15
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
5439000.00000000
PA
USD
5265884.84000000
0.199315336296
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.46000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAY8
1382000.00000000
PA
USD
1011247.82000000
0.038276036306
Long
DBT
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAM3
679000.00000000
PA
USD
592160.63000000
0.022413459218
Long
DBT
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAJ4
1368000.00000000
PA
USD
1367317.76000000
0.051753391393
Long
DBT
CORP
US
N
2
2033-05-26
Fixed
5.63000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMD9
6169032.86000000
PA
USD
5379539.28000000
0.203617191277
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W2H57
318643.71000000
PA
USD
304371.81000000
0.011520565206
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AQ2
2114000.00000000
PA
USD
2107080.56000000
0.079753637456
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
930000.00000000
PA
USD
835755.58000000
0.031633601863
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AC7
246000.00000000
PA
USD
246473.55000000
0.009329098527
Long
DBT
CORP
AU
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRMT4
522703.60000000
PA
USD
473568.54000000
0.017924712688
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BT9
816000.00000000
PA
USD
886126.59000000
0.033540159850
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AV9
1035000.00000000
PA
USD
1032112.06000000
0.039065754110
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
BRITISH AIR 21-1 A PPT
N/A
British Airways 2021-1 Class A Pass Through Trust
11042CAA8
1610029.84000000
PA
USD
1347441.22000000
0.051001058333
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.90000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
3707000.00000000
PA
USD
3018264.57000000
0.114242228244
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.45000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
25259KAA8
715000.00000000
PA
USD
735416.11000000
0.027835722530
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EC5
667000.00000000
PA
USD
687196.39000000
0.026010591521
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.38000000
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CF3
1312000.00000000
PA
USD
1301440.80000000
0.049259928502
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDH3
36250997.33000000
PA
USD
28169699.89000000
1.066231673789
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD89
2593000.00000000
PA
USD
2514517.69000000
0.095175256245
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KML37
8475416.84000000
PA
USD
7510413.25000000
0.284271416510
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAL3
510000.00000000
PA
USD
424741.36000000
0.016076589135
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HS6
2250000.00000000
PA
USD
2199733.88000000
0.083260593684
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.97000000
N
N
N
N
N
N
VM CONSOLIDATED INC
549300GCTGJLEBXJUK89
VM Consolidated Inc
91835HAA0
523000.00000000
PA
USD
473947.83000000
0.017939068930
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297B5Q1
10692.77000000
PA
USD
10869.38000000
0.000411409325
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
104000.00000000
PA
USD
95160.00000000
0.003601834825
Long
DBT
US
N
2
2027-01-15
Fixed
4.38000000
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
Crown Americas LLC
228180AB1
610000.00000000
PA
USD
577005.10000000
0.021839817817
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.25000000
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EXE4
654000.00000000
PA
USD
660103.45000000
0.024985115536
Long
DBT
CORP
US
N
2
2033-09-08
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJGK0
8391.22000000
PA
USD
8744.59000000
0.000330985380
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
558000.00000000
PA
USD
478124.87000000
0.018097171159
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEA69
5785147.65000000
PA
USD
4769302.39000000
0.180519540142
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
861000.00000000
PA
USD
750576.97000000
0.028409565673
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
1814000.00000000
PA
USD
1477854.44000000
0.055937238214
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.90000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAL6
549000.00000000
PA
USD
491354.79000000
0.018597927638
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.88000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
699000.00000000
PA
USD
670940.25000000
0.025395291698
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LYB5
620466.42000000
PA
USD
548716.20000000
0.020769074382
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
346000.00000000
PA
USD
357556.40000000
0.013533618048
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AX7
675000.00000000
PA
USD
684146.25000000
0.025895142798
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
5.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
1729000.00000000
PA
USD
1319308.06000000
0.049936209705
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECS7
35512676.01000000
PA
USD
31179138.02000000
1.180139818606
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XE97
930358.70000000
PA
USD
874346.45000000
0.033094277982
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
1370000.00000000
PA
USD
754536.82000000
0.028559447195
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XATJ1
4608102.04000000
PA
USD
3638615.06000000
0.137722682202
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQA36
979116.75000000
PA
USD
862583.11000000
0.032649032000
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418X7B8
25289.03000000
PA
USD
24792.93000000
0.000938419910
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAB7
680000.00000000
PA
USD
535012.71000000
0.020250393135
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
808000.00000000
PA
USD
768478.34000000
0.029087137950
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
1554000.00000000
PA
USD
1552753.85000000
0.058772203570
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.88000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAC7
427000.00000000
PA
USD
431185.44000000
0.016320499515
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAD8
1061000.00000000
PA
USD
826676.31000000
0.031289948744
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417J6J4
84062.00000000
PA
USD
78861.63000000
0.002984936583
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
3357000.00000000
PA
USD
3108623.59000000
0.117662344522
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CL1
2095000.00000000
PA
USD
1659116.35000000
0.062798056414
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAG8
2197000.00000000
PA
USD
2202705.21000000
0.083373059425
Long
DBT
CORP
US
N
2
2030-03-03
Fixed
4.90000000
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAL1
2570000.00000000
PA
USD
2556257.59000000
0.096755124103
Long
DBT
CORP
US
N
2
2028-08-03
Fixed
5.10000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
549000.00000000
PA
USD
450440.64000000
0.017049314668
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TYP6
89041.76000000
PA
USD
87209.34000000
0.003300899935
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAZ6
1218000.00000000
PA
USD
1184892.81000000
0.044848551777
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.64000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAC5
660000.00000000
PA
USD
663940.20000000
0.025130337685
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.38000000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DVJ6
787000.00000000
PA
USD
720607.97000000
0.027275229945
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
22500000.00000000
PA
USD
14781445.20000000
0.559482178303
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCP6
18965352.34000000
PA
USD
15374644.84000000
0.581934964365
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BJ5
2016000.00000000
PA
USD
1976545.73000000
0.074812854600
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.88000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
496000.00000000
PA
USD
480888.60000000
0.018201779177
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVW6
1074000.00000000
PA
USD
973544.99000000
0.036848972770
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
1.30000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBL7
3806000.00000000
PA
USD
2178981.43000000
0.082475107166
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CC6
1972000.00000000
PA
USD
1942311.86000000
0.073517092251
Long
DBT
US
N
2
2026-05-15
Fixed
4.75000000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAH6
200000.00000000
PA
USD
164416.58000000
0.006223217356
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
574000.00000000
PA
USD
525301.09000000
0.019882805376
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.38000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
1328000.00000000
PA
USD
1218649.03000000
0.046126234929
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMME8
78843.95000000
PA
USD
80987.68000000
0.003065408220
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Floating
6.07000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
243000.00000000
PA
USD
241339.92000000
0.009134789076
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBE2
1712000.00000000
PA
USD
1408188.22000000
0.053300350684
Long
DBT
CORP
NL
N
2
2031-03-11
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQRF1
5163043.33000000
PA
USD
4957126.09000000
0.187628724081
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.50000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAA6
358000.00000000
PA
USD
294164.60000000
0.011134219216
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFA4
23500000.00000000
PA
USD
23149335.82000000
0.876209373009
Long
DBT
UST
US
N
2
2024-07-31
Fixed
3.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAP7
4536000.00000000
PA
USD
3089646.87000000
0.116944069922
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FL7
1071000.00000000
PA
USD
1026604.16000000
0.038857278427
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913UAA8
531000.00000000
PA
USD
524108.98000000
0.019837683652
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.35000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
1854000.00000000
PA
USD
1347807.26000000
0.051014913058
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.22000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
687000.00000000
PA
USD
614237.87000000
0.023249089439
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLHH2
12677398.55000000
PA
USD
10341562.64000000
0.391431278512
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AP7
820000.00000000
PA
USD
827163.36000000
0.031308383734
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.70000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
1020000.00000000
PA
USD
839744.56000000
0.031784585965
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
3467000.00000000
PA
USD
3319965.67000000
0.125661706268
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan Inc
25159MBF3
4660000.00000000
PA
USD
4466330.40000000
0.169051958547
Long
DBT
NUSS
JP
N
2
2025-02-18
Fixed
1.75000000
N
N
N
N
N
N
LAND O LAKES CAP TRST I
N/A
Land O'Lakes Capital Trust I
514665AA6
310000.00000000
PA
USD
285975.00000000
0.010824240375
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAP9
1154000.00000000
PA
USD
874825.43000000
0.033112407521
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
Vital Energy Inc
516806AG1
259000.00000000
PA
USD
263722.87000000
0.009981990514
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
10.13000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
2181000.00000000
PA
USD
2073204.08000000
0.078471402427
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
806000.00000000
PA
USD
623861.72000000
0.023613355077
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
700000.00000000
PA
USD
691417.23000000
0.026170351594
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CKY1
18660.30000000
PA
USD
19265.45000000
0.000729203118
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9RM5
670367.64000000
PA
USD
620530.07000000
0.023487251115
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DET5
430265.68000000
PA
USD
384566.35000000
0.014555952837
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BU4
2309000.00000000
PA
USD
2335581.65000000
0.088402472929
Long
DBT
CORP
US
N
2
2033-02-22
Fixed
5.88000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDJ0
5351000.00000000
PA
USD
4910769.27000000
0.185874104402
Long
DBT
CORP
NL
N
2
2026-09-24
Fixed
1.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
845000.00000000
PA
USD
754339.61000000
0.028551982737
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
REGIONS BANK
EQTWLK1G7ODGC2MGLV11
Regions Bank/Birmingham AL
75913MAA7
313000.00000000
PA
USD
302090.39000000
0.011434212768
Long
DBT
CORP
US
N
2
2037-06-26
Fixed
6.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
1213000.00000000
PA
USD
830520.27000000
0.031435443794
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
3139000.00000000
PA
USD
3008201.39000000
0.113861333833
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98000000
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
Cobra AcquisitionCo LLC
19106CAA4
958000.00000000
PA
USD
699340.00000000
0.026470230838
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
1504000.00000000
PA
USD
1432647.74000000
0.054226150925
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
731000.00000000
PA
USD
617528.27000000
0.023373632076
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CQ0
2042000.00000000
PA
USD
2012965.88000000
0.076191368310
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69000000
N
N
N
N
N
N
CURO GROUP HOLDINGS CORP
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131LAC1
730000.00000000
PA
USD
121968.40000000
0.004616540885
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
7.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
2331000.00000000
PA
USD
2353229.35000000
0.089070443719
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
959000.00000000
PA
USD
842641.11000000
0.031894221259
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.88000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449W7M3
2399000.00000000
PA
USD
2132967.45000000
0.080733464084
Long
DBT
CORP
US
N
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
1085000.00000000
PA
USD
1030750.00000000
0.039014199727
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX68
6841004.56000000
PA
USD
6793234.65000000
0.257125989257
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
1060000.00000000
PA
USD
874348.66000000
0.033094361632
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GQ4H6
3120476.57000000
PA
USD
2898267.12000000
0.109700288413
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBK5
3731000.00000000
PA
USD
3569400.73000000
0.135102898846
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.54000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
654000.00000000
PA
USD
446585.25000000
0.016903386988
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
10000000.00000000
PA
USD
9796875.00000000
0.370814686345
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
Enviri Corp
415864AM9
1025000.00000000
PA
USD
892078.00000000
0.033765422521
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
1205000.00000000
PA
USD
1119842.77000000
0.042386388058
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWD34
7324578.24000000
PA
USD
6654872.49000000
0.251888939590
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4W1
711523.25000000
PA
USD
659851.92000000
0.024975595049
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAD1
932000.00000000
PA
USD
777265.73000000
0.029419743323
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
3133000.00000000
PA
USD
2671133.89000000
0.101103226856
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297HZA9
240079.48000000
PA
USD
232422.92000000
0.008797277925
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
1976000.00000000
PA
USD
1835426.55000000
0.069471450891
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD2K6
2069898.62000000
PA
USD
1937477.73000000
0.073334118966
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXE5
982121.44000000
PA
USD
887968.66000000
0.033609882757
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDW9
2748000.00000000
PA
USD
2549593.52000000
0.096502887035
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCRX5
25462.02000000
PA
USD
23720.68000000
0.000897834923
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
1792000.00000000
PA
USD
1399275.28000000
0.052962993205
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
770000.00000000
PA
USD
687988.38000000
0.026040568583
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
CONSTELLATION INSURC INC
549300K609B872PZT291
Constellation Insurance Inc
67740QAH9
2410000.00000000
PA
USD
2204616.50000000
0.083445402330
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
6.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
11418992.70000000
PA
USD
9271831.89000000
0.350941645589
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDY3
14696936.73000000
PA
USD
13354169.92000000
0.505459376616
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
3611000.00000000
PA
USD
3486115.33000000
0.131950521228
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
2412000.00000000
PA
USD
2395286.29000000
0.090662311638
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H36P6
5423279.64000000
PA
USD
4855917.22000000
0.183797937694
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAC7
180000.00000000
PA
USD
186430.14000000
0.007056437271
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
2783681.68000000
PA
USD
2652871.97000000
0.100412007652
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
1729000.00000000
PA
USD
1667134.22000000
0.063101535222
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
657000.00000000
PA
USD
604595.86000000
0.022884136440
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
BRINKER INTERNATIONAL IN
52990067JY6PBGJNTG76
Brinker International Inc
109641AH3
495000.00000000
PA
USD
486476.10000000
0.018413267744
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCT32
6844922.15000000
PA
USD
6183264.94000000
0.234038450966
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2Q6
3193000.00000000
PA
USD
2872407.03000000
0.108721476173
Long
DBT
CORP
FR
N
2
2027-06-30
Fixed
1.68000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B36
2607000.00000000
PA
USD
2241072.04000000
0.084825255562
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAN1
1499000.00000000
PA
USD
1302459.29000000
0.049298478657
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.45000000
N
N
N
N
N
N
RYAN SPECIALTY GROUP
549300K52N7QBO3PYY45
Ryan Specialty LLC
78351MAA0
420000.00000000
PA
USD
379050.00000000
0.014347157318
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.38000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
1645000.00000000
PA
USD
1603932.41000000
0.060709327569
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
1651000.00000000
PA
USD
1104594.15000000
0.041809223172
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417L5Y7
5661.39000000
PA
USD
5609.63000000
0.000212326194
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
33767DAB1
631000.00000000
PA
USD
577906.78000000
0.021873946678
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.63000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
702000.00000000
PA
USD
664872.62000000
0.025165630065
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
1116000.00000000
PA
USD
947511.69000000
0.035863604479
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
392000.00000000
PA
USD
395710.42000000
0.014977759262
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.34000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BV3
708000.00000000
PA
USD
725310.80000000
0.027453233485
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.88000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFC3
1540000.00000000
PA
USD
1312755.04000000
0.049688175913
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0HK5
2395380.52000000
PA
USD
2072333.28000000
0.078438442383
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Fixed
3.00000000
N
N
N
N
N
N
JACOBS ENGINEERING GROUP
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814AB3
953000.00000000
PA
USD
972144.16000000
0.036795950930
Long
DBT
CORP
US
N
2
2028-08-18
Fixed
6.35000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Corp
16164AAC9
979632.20000000
PA
USD
864435.39000000
0.032719141359
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
1540936.53000000
PA
USD
1467928.54000000
0.055561539892
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
2671000.00000000
PA
USD
2210710.98000000
0.083676080244
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.08000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAB3
2047000.00000000
PA
USD
2050097.09000000
0.077596795856
Long
DBT
CORP
US
N
2
2025-11-26
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BYU4
703878.20000000
PA
USD
634909.81000000
0.024031528630
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JTJ3
8110.59000000
PA
USD
8320.55000000
0.000314935337
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HS5
1418000.00000000
PA
USD
1453671.86000000
0.055021920236
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.85000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DS5
858000.00000000
PA
USD
935843.92000000
0.035421975850
Long
DBT
CORP
GB
N
2
2033-11-03
Fixed
8.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297AQY3
11989.00000000
PA
USD
12031.14000000
0.000455382293
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
STRATHCONA RESOURCES
549300YNIUISTSZMLF56
Strathcona Resources Ltd/Alberta
86304TAA6
1049000.00000000
PA
USD
999172.50000000
0.037818981786
Long
DBT
CORP
CA
N
2
2026-08-01
Fixed
6.88000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967CC3
4732000.00000000
PA
USD
4818021.23000000
0.182363562994
Long
DBT
CORP
US
N
2
2033-10-31
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KNG5
166027.83000000
PA
USD
171354.93000000
0.006485836006
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
6.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBY4
899000.00000000
PA
USD
868371.07000000
0.032868108039
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMT6
1362000.00000000
PA
USD
1346246.74000000
0.050955846903
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
11826573.47000000
PA
USD
9226684.96000000
0.349232820613
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAR3
1524000.00000000
PA
USD
1570221.67000000
0.059433365849
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
642000.00000000
PA
USD
621020.40000000
0.023505810254
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
821000.00000000
PA
USD
814692.34000000
0.030836351849
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8MF1
5086854.60000000
PA
USD
4555219.54000000
0.172416439421
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.00000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
1843000.00000000
PA
USD
1431891.22000000
0.054197516414
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CK4
2959000.00000000
PA
USD
2034973.48000000
0.077024362636
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
251000.00000000
PA
USD
210713.25000000
0.007975560340
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.88000000
N
N
N
N
N
N
NGL ENRGY PART LP/FIN CO
N/A
NGL Energy Partners LP / NGL Energy Finance Corp
62913TAM4
482000.00000000
PA
USD
474401.56000000
0.017956242748
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.13000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AL4
1509000.00000000
PA
USD
1469421.90000000
0.055618064021
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
2601000.00000000
PA
USD
2447194.81000000
0.092627064844
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFA90
1372323.30000000
PA
USD
1120013.58000000
0.042392853269
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FM5
1232000.00000000
PA
USD
1158862.60000000
0.043863300443
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAK7
535000.00000000
PA
USD
541767.93000000
0.020506080258
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2023-1 Owner Trust
43815JAD5
1500000.00000000
PA
USD
1492031.70000000
0.056473851799
Long
ABS-O
CORP
US
N
2
2029-06-21
Fixed
4.97000000
N
N
N
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445AC7
3192000.00000000
PA
USD
3033042.68000000
0.114801584184
Long
DBT
CORP
US
N
2
2028-11-06
Variable
8.43000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508CC6
1114000.00000000
PA
USD
1070627.45000000
0.040523573288
Long
DBT
CORP
US
N
2
2053-03-14
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWH22
16485793.18000000
PA
USD
16246306.54000000
0.614927623747
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BW9
16381432.91000000
PA
USD
14304410.88000000
0.541426284792
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DA3
2007000.00000000
PA
USD
1741538.85000000
0.065917773006
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
22363163.75000000
PA
USD
17401791.66000000
0.658663085550
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWR6
1421000.00000000
PA
USD
1414440.99000000
0.053537019923
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
4.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
6015000.00000000
PA
USD
4243097.99000000
0.160602544208
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AX1
1336000.00000000
PA
USD
1273328.13000000
0.048195855427
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418VWK4
822450.07000000
PA
USD
819159.37000000
0.031005430288
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
878000.00000000
PA
USD
804672.78000000
0.030457108468
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AE6
1272000.00000000
PA
USD
1288292.82000000
0.048762273476
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
905000.00000000
PA
USD
706388.70000000
0.026737026268
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CQ2
1565000.00000000
PA
USD
1191252.40000000
0.045089264185
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.10000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAM0
3449000.00000000
PA
USD
3285660.19000000
0.124363233458
Long
DBT
NUSS
CA
N
2
2033-07-06
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYM6
608804.82000000
PA
USD
530051.39000000
0.020062605670
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAD8
429000.00000000
PA
USD
436428.14000000
0.016518937298
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
7.75000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBV1
1313000.00000000
PA
USD
1280568.07000000
0.048469889349
Long
DBT
CORP
US
N
2
2033-09-11
Fixed
4.89000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADWF1
3764553.24000000
PA
USD
3580355.72000000
0.135517548536
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP 1
531546AB5
1328000.00000000
PA
USD
1043923.72000000
0.039512829019
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
722000.00000000
PA
USD
511160.53000000
0.019347580897
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AU5
367000.00000000
PA
USD
334849.32000000
0.012674148192
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAA1
3016000.00000000
PA
USD
2916547.01000000
0.110392187786
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.88000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AH0
340000.00000000
PA
USD
349248.00000000
0.013219142591
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
9.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
949000.00000000
PA
USD
952418.41000000
0.036049325317
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
2150000.00000000
PA
USD
1600535.21000000
0.060580742520
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAG8
1400000.00000000
PA
USD
1337175.14000000
0.050612484096
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
1.38000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
1577000.00000000
PA
USD
1044941.95000000
0.039551369333
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AE5
1725000.00000000
PA
USD
1787918.91000000
0.067673272326
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAE3
3236000.00000000
PA
USD
3250889.09000000
0.123047136791
Long
DBT
CORP
FR
N
2
2026-07-05
Fixed
5.59000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBS8
1926000.00000000
PA
USD
1527657.00000000
0.057822280196
Long
DBT
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348VAA7
2000000.00000000
PA
USD
2026690.00000000
0.076710830409
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
5.35000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AG2
1391000.00000000
PA
USD
1396242.05000000
0.052848184531
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.50000000
N
N
N
N
N
N
CRESCENT ENERGY FINANCE
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
664000.00000000
PA
USD
659020.00000000
0.024944106625
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBX7
743000.00000000
PA
USD
508728.53000000
0.019255528960
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
9676408.43000000
PA
USD
7584421.66000000
0.287072657246
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
097793AE3
190000.00000000
PA
USD
181189.40000000
0.006858073674
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AZ9
1033000.00000000
PA
USD
1048330.36000000
0.039679621678
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
5.90000000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
254900PGY077KWCROT75
Park River Holdings Inc
70082LAB3
657000.00000000
PA
USD
500873.65000000
0.018958219373
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295HBV1
68511.39000000
PA
USD
69085.45000000
0.002614905209
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
498000.00000000
PA
USD
477405.90000000
0.018069957927
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.08000000
N
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460WAH0
536000.00000000
PA
USD
515476.17000000
0.019510929178
Long
DBT
US
N
2
2053-08-01
Fixed
5.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJTG3
1132056.79000000
PA
USD
980067.30000000
0.037095844179
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZA9
21972998.75000000
PA
USD
19011051.48000000
0.719574057202
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL HEALTH INVESTOR
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633DAF1
1605000.00000000
PA
USD
1224701.03000000
0.046355304962
Long
DBT
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062BK9
1715000.00000000
PA
USD
1729490.81000000
0.065461751042
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
5.25000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBT5
655000.00000000
PA
USD
642255.18000000
0.024309553110
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.63000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417NN49
27187.38000000
PA
USD
27071.51000000
0.001024664853
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
1334000.00000000
PA
USD
1114809.11000000
0.042195862503
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2022-2 Owner Trust
43815PAD1
700000.00000000
PA
USD
676652.76000000
0.025611511932
Long
ABS-O
CORP
US
N
2
2028-12-18
Fixed
3.76000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31288B2Q5
3299.18000000
PA
USD
3316.31000000
0.000125523338
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
5.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
1995000.00000000
PA
USD
1494141.25000000
0.056553698906
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.38000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
257469AJ5
2137000.00000000
PA
USD
2070501.75000000
0.078369118418
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM International Inc
749685AY9
623000.00000000
PA
USD
500916.57000000
0.018959843908
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283D0
29115000.00000000
PA
USD
28343907.28000000
1.072825476270
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4Y8
1274789.38000000
PA
USD
1172709.61000000
0.044387413966
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CU3
3533000.00000000
PA
USD
2056223.84000000
0.077828695199
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BE4
775000.00000000
PA
USD
713211.37000000
0.026995266395
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXA3
835193.36000000
PA
USD
778400.78000000
0.029462705310
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
371000.00000000
PA
USD
347440.11000000
0.013150713407
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEC3
15590675.01000000
PA
USD
14607931.62000000
0.552914636741
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAL9
585000.00000000
PA
USD
575838.90000000
0.021795676793
Long
DBT
US
N
2
2025-03-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W1V95
2325246.03000000
PA
USD
2041750.80000000
0.077280886251
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAE6
888000.00000000
PA
USD
901606.34000000
0.034126073076
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.95000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
1513000.00000000
PA
USD
1306766.90000000
0.049461523000
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FSJ5
151721.67000000
PA
USD
156646.00000000
0.005929098550
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFV1
2302000.00000000
PA
USD
1396834.06000000
0.052870592289
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EK2
811000.00000000
PA
USD
529649.15000000
0.020047380764
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
2872000.00000000
PA
USD
2530560.70000000
0.095782489033
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.63000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
5191000.00000000
PA
USD
4379335.60000000
0.165759179015
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.85000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEH5
1345000.00000000
PA
USD
1344115.60000000
0.050875182609
Long
DBT
CORP
US
N
2
2028-06-23
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M75P6
801501.58000000
PA
USD
732966.45000000
0.027743002157
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2021
47788UAD4
1340000.00000000
PA
USD
1284966.07000000
0.048636354981
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
0.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WZ4
1027083.53000000
PA
USD
955353.92000000
0.036160435260
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBT6
38353612.88000000
PA
USD
32486641.16000000
1.229629208514
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
261000.00000000
PA
USD
258612.62000000
0.009788566003
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BL6
689000.00000000
PA
USD
674264.54000000
0.025521117082
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDC1
27838394.40000000
PA
USD
22580147.07000000
0.854665406407
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AN0
1060000.00000000
PA
USD
1054831.58000000
0.039925694824
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
5.20000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
1096000.00000000
PA
USD
1087012.80000000
0.041143763749
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXX3
709958.70000000
PA
USD
641033.84000000
0.024263325021
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
BLOCK COMMUNICATIONS INC
M5G68A9OHJWIL4SFC742
Block Communications Inc
093645AJ8
786000.00000000
PA
USD
668080.69000000
0.025287056486
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.88000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global Inc
750098AB1
1095000.00000000
PA
USD
448062.50000000
0.016959301348
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AT1
565000.00000000
PA
USD
490103.77000000
0.018550576153
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.88000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
1279000.00000000
PA
USD
1401612.41000000
0.053051454284
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
6892.00000000
NS
USD
14748.88000000
0.000558249575
Long
EP
USGSE
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
3864000.00000000
PA
USD
3148568.00000000
0.119174252540
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
2017000.00000000
PA
USD
1550794.69000000
0.058698048771
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJV3
3790000.00000000
PA
USD
3696958.91000000
0.139931014598
Long
ABS-O
CORP
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807CJ9
909000.00000000
PA
USD
836546.19000000
0.031663526691
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AST36
478217.71000000
PA
USD
449323.91000000
0.017007046099
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
2827000.00000000
PA
USD
2692746.82000000
0.101921282803
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M5MU0
206792.29000000
PA
USD
182427.38000000
0.006904931592
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRS3
2523593.75000000
PA
USD
2058352.89000000
0.077909280387
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
278000.00000000
PA
USD
271397.50000000
0.010272477584
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAE1
627000.00000000
PA
USD
392963.40000000
0.014873783723
Long
DBT
CORP
BM
N
2
2052-05-15
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GSEB1
1743033.57000000
PA
USD
1596282.66000000
0.060419782214
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXK9
17437922.20000000
PA
USD
15092513.99000000
0.571256226231
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
1120000.00000000
PA
USD
910047.15000000
0.034445560292
Long
DBT
US
N
2
2029-06-15
Fixed
4.63000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2023-1
14318DAC3
1800000.00000000
PA
USD
1774578.42000000
0.067168330738
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAU7
711000.00000000
PA
USD
710134.85000000
0.026878819181
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVB63
365404.98000000
PA
USD
339537.47000000
0.012851596089
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
6615622.01000000
PA
USD
5922814.89000000
0.224180337680
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BX9
557000.00000000
PA
USD
535100.77000000
0.020253726233
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9Z78
232848.85000000
PA
USD
226097.86000000
0.008557872488
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
18081000.00000000
PA
USD
11954648.76000000
0.452487076778
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3D1
3026000.00000000
PA
USD
2665439.87000000
0.100887706474
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
1.73000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AY8
495000.00000000
PA
USD
376692.65000000
0.014257930907
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.91000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AX0
537000.00000000
PA
USD
527014.27000000
0.019947649758
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.38000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
484000.00000000
PA
USD
572824.06000000
0.021681564186
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLLW2
997291.29000000
PA
USD
925172.14000000
0.035018045745
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACW3
552000.00000000
PA
USD
539192.73000000
0.020408608158
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC91
337964.35000000
PA
USD
313442.63000000
0.011863898491
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389KKJ9
1929.80000000
PA
USD
1961.04000000
0.000074225958
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941RW9
185681.07000000
PA
USD
184520.26000000
0.006984147734
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307AFP2
212520.16000000
PA
USD
203801.11000000
0.007713933747
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FZ7
2111000.00000000
PA
USD
2062969.94000000
0.078084037128
Long
DBT
CORP
US
N
2
2028-01-26
Fixed
3.95000000
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBW8
3442000.00000000
PA
USD
3376412.04000000
0.127798218471
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQU67
1725446.38000000
PA
USD
1619408.64000000
0.061295107563
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAA8
3300000.00000000
PA
USD
3274324.68000000
0.123934180971
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.37000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AR6
946000.00000000
PA
USD
882286.90000000
0.033394826420
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD3H2
140271.47000000
PA
USD
122469.90000000
0.004635522812
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.00000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
402000.00000000
PA
USD
377788.26000000
0.014299400077
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFG2
886000.00000000
PA
USD
876868.35000000
0.033189732661
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.80000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
2980000.00000000
PA
USD
2143610.58000000
0.081136309779
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
049362AA4
200000.00000000
PA
USD
173594.04000000
0.006570586997
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAN1
5542000.00000000
PA
USD
4987488.32000000
0.188777943684
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.95000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233WBM0
1015000.00000000
PA
USD
1007288.01000000
0.038126156298
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GVZ32
3066749.65000000
PA
USD
2748393.40000000
0.104027522712
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
HALEON UK CAPITAL PLC
5493004B26DRJNN0OV17
Haleon UK Capital PLC
36264NAB0
2145000.00000000
PA
USD
2077145.16000000
0.078620573499
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
3.13000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
480000.00000000
PA
USD
430612.90000000
0.016298828703
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBL4
797000.00000000
PA
USD
763593.76000000
0.028902255118
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W4P1
16186.36000000
PA
USD
16449.64000000
0.000622623856
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
20750000.00000000
PA
USD
19157275.44000000
0.725108678381
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKQ1
831000.00000000
PA
USD
762246.13000000
0.028851246914
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398JSS3
273814.41000000
PA
USD
15321.15000000
0.000579910168
Long
ABS-MBS
USGSE
US
N
2
2039-09-15
Floating
1.36000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
609000.00000000
PA
USD
616384.09000000
0.023330324516
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS68
2052356.01000000
PA
USD
1807339.74000000
0.068408356624
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AVBC8
287445.80000000
PA
USD
262857.19000000
0.009949224264
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558CA9
989000.00000000
PA
USD
998389.55000000
0.037789346892
Long
DBT
CORP
US
N
2
2053-10-15
Fixed
5.55000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
1802000.00000000
PA
USD
1768902.25000000
0.066953485985
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAB2
842000.00000000
PA
USD
577161.19000000
0.021845725870
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KNLD8
7744073.60000000
PA
USD
6091831.90000000
0.230577682706
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AGUW3
7765000.00000000
PA
USD
6859265.24000000
0.259625267090
Long
DBT
USGSE
US
N
2
2029-09-14
Fixed
2.13000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAB9
1446000.00000000
PA
USD
1461983.97000000
0.055336536117
Long
DBT
CORP
FR
N
2
2028-05-23
Fixed
5.70000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BM1
1832000.00000000
PA
USD
1486184.30000000
0.056252525938
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
1732000.00000000
PA
USD
1051046.78000000
0.039782438998
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
3956000.00000000
PA
USD
3549799.66000000
0.134360992409
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAH9
992000.00000000
PA
USD
1017894.52000000
0.038527615914
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMG6
2756791.02000000
PA
USD
2561290.01000000
0.096945602725
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
3655000.00000000
PA
USD
2189287.91000000
0.082865210556
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M7UJ5
24946.89000000
PA
USD
23384.96000000
0.000885127819
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEL2
654000.00000000
PA
USD
596357.05000000
0.022572294986
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
4.95000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
450000.00000000
PA
USD
358928.92000000
0.013585568346
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CB8
904000.00000000
PA
USD
686264.94000000
0.025975335857
Long
DBT
US
N
2
2052-03-09
Fixed
4.00000000
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAM4
1317000.00000000
PA
USD
1318209.62000000
0.049894633419
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFU3
3447000.00000000
PA
USD
3437173.53000000
0.130098059273
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJUV1
206684.66000000
PA
USD
185891.75000000
0.007036059046
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKW8
1316000.00000000
PA
USD
1308948.32000000
0.049544090408
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T32
720000.00000000
PA
USD
711104.03000000
0.026915502937
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
1437000.00000000
PA
USD
1100874.49000000
0.041668432915
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BH0
1646000.00000000
PA
USD
1654937.76000000
0.062639895517
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
1500000.00000000
PA
USD
1437011.72000000
0.054391328890
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.38000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
621000.00000000
PA
USD
585339.42000000
0.022155274353
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.13000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
1398000.00000000
PA
USD
1646305.39000000
0.062313157697
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FJ80
54886.55000000
PA
USD
51620.44000000
0.001953849290
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
SOTHEBY'S
549300P5BAAMQQ7VL735
Sotheby's
835898AH0
697000.00000000
PA
USD
639187.89000000
0.024193455254
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.38000000
N
N
N
N
N
N
Belo Corp
N/A
Belo Corp
080555AF2
828000.00000000
PA
USD
820349.80000000
0.031050488424
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.25000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
941053AH3
1045000.00000000
PA
USD
1006325.81000000
0.038089736737
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
2359000.00000000
PA
USD
2417998.19000000
0.091521963933
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335APE2
297971.55000000
PA
USD
277957.91000000
0.010520791090
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXX3
10819846.24000000
PA
USD
8739957.91000000
0.330810054335
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E9QD5
213617.60000000
PA
USD
195350.74000000
0.007394084683
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
1583000.00000000
PA
USD
1415078.15000000
0.053561136622
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
428000.00000000
PA
USD
358781.06000000
0.013579971800
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.67000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
4252000.00000000
PA
USD
3323594.08000000
0.125799042686
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEG2
4533000.00000000
PA
USD
4413512.21000000
0.167052774056
Long
DBT
CORP
US
N
2
2064-05-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFHF6
669915.84000000
PA
USD
605918.72000000
0.022934207092
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
215000.00000000
PA
USD
184936.66000000
0.006999908600
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
814000.00000000
PA
USD
654373.92000000
0.024768251090
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.55000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAG5
530000.00000000
PA
USD
547413.30000000
0.020719759223
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
8.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EA4
904000.00000000
PA
USD
887309.89000000
0.033584948113
Long
DBT
CORP
US
N
2
2063-06-01
Fixed
6.00000000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed
82873MAA1
354000.00000000
PA
USD
293836.54000000
0.011121802045
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXH78
68182.19000000
PA
USD
69309.95000000
0.002623402602
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
KEN GARFF AUTOMOTIVE LLC
N/A
Ken Garff Automotive LLC
48850PAA2
754000.00000000
PA
USD
670524.52000000
0.025379556192
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.88000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
18683KAC5
218000.00000000
PA
USD
188332.58000000
0.007128445201
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
1025000.00000000
PA
USD
966272.42000000
0.036573703792
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529537AA0
846000.00000000
PA
USD
644348.60000000
0.024388789691
Long
DBT
US
N
2
2031-10-01
Fixed
2.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAT7
1106000.00000000
PA
USD
1148809.94000000
0.043482804217
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
6.40000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
990000.00000000
PA
USD
950002.30000000
0.035957874822
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
718000.00000000
PA
USD
592804.08000000
0.022437813995
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBK3
816000.00000000
PA
USD
795951.85000000
0.030127018626
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EEB2
20214233.52000000
PA
USD
18625266.61000000
0.704971983013
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DE6
2674000.00000000
PA
USD
2620346.30000000
0.099180901190
Long
DBT
CORP
GB
N
2
2025-12-09
Fixed
4.18000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAF3
1082000.00000000
PA
USD
900703.26000000
0.034091891225
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
5.63000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAE9
985000.00000000
PA
USD
955093.00000000
0.036150559359
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.75000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAR0
1402636.62000000
PA
USD
1368834.76000000
0.051810810303
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MMC83
1102658.91000000
PA
USD
971429.54000000
0.036768902347
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
CARGO AIRCRAFT MANAGEMEN
549300GH5J7LOMV44F11
Cargo Aircraft Management Inc
14180LAA4
765000.00000000
PA
USD
671968.35000000
0.025434205595
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
BANIJAY ENTERTAINMENT
969500CE0IE2EZ5VBG13
Banijay Entertainment SASU
060335AB2
705000.00000000
PA
USD
710863.68000000
0.026906405617
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
8.13000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
2051000.00000000
PA
USD
1839979.56000000
0.069643783698
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.38000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
426000.00000000
PA
USD
444030.88000000
0.016806703310
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.88000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
584000.00000000
PA
USD
477463.34000000
0.018072132048
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
335000.00000000
PA
USD
347919.52000000
0.013168859221
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAJ1
1075000.00000000
PA
USD
730141.08000000
0.027636061046
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
3.05000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
952000.00000000
PA
USD
906009.07000000
0.034292717740
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EFF2
12304230.41000000
PA
USD
11059092.12000000
0.418589986678
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
2.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556DA7
1133000.00000000
PA
USD
1134981.27000000
0.042959384869
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUGY9
615725.12000000
PA
USD
572145.41000000
0.021655877078
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
1695000.00000000
PA
USD
1280473.70000000
0.048466317416
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AD5
64000.00000000
PA
USD
64701.44000000
0.002448969102
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
9620574.13000000
PA
USD
9274512.07000000
0.351043091214
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJD2
102552.82000000
PA
USD
90258.31000000
0.003416304373
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.00000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAN1
2999000.00000000
PA
USD
2475276.11000000
0.093689950555
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41284VAC6
1495000.00000000
PA
USD
1496999.83000000
0.056661897025
Long
DBT
CORP
US
N
2
2028-03-10
Fixed
6.50000000
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACR6
998000.00000000
PA
USD
1024065.15000000
0.038761176129
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
6.50000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AR0
445000.00000000
PA
USD
423419.59000000
0.016026559740
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.38000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBA8
1379000.00000000
PA
USD
1346087.46000000
0.050949818107
Long
DBT
US
N
2
2028-01-11
Fixed
5.00000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2022-4
36265QAE6
1250000.00000000
PA
USD
1236294.63000000
0.046794126234
Long
ABS-O
CORP
US
N
2
2028-08-16
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128ME4Y4
1685285.10000000
PA
USD
1636349.02000000
0.061936306077
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
167000.00000000
PA
USD
164866.84000000
0.006240259834
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AZ1
694000.00000000
PA
USD
737488.96000000
0.027914180530
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
1085000.00000000
PA
USD
931244.65000000
0.035247892088
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.63000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
3627000.00000000
PA
USD
3373890.53000000
0.127702778553
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAE3
1871000.00000000
PA
USD
1457972.18000000
0.055184688650
Long
DBT
CORP
LU
N
2
2031-11-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
1875370.63000000
PA
USD
1784228.16000000
0.067533576320
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
BANKUNITED INC
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAB9
5764000.00000000
PA
USD
5048210.80000000
0.191076307945
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
5.13000000
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
282000.00000000
PA
USD
261850.45000000
0.009911118850
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co
28035QAB8
746000.00000000
PA
USD
658158.50000000
0.024911498589
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.13000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAN5
375000.00000000
PA
USD
303358.12000000
0.011482196732
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.25000000
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
490000.00000000
PA
USD
492768.50000000
0.018651436990
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
37000000.00000000
PA
USD
34946211.03000000
1.322724673128
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQ44
1149694.50000000
PA
USD
1112422.99000000
0.042105547138
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
4.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
1893000.00000000
PA
USD
1689045.53000000
0.063930884943
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
2916000.00000000
PA
USD
2776079.12000000
0.105075435600
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DW6
4108000.00000000
PA
USD
4172762.58000000
0.157940327634
Long
DBT
CORP
GB
N
2
2044-03-09
Fixed
6.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAR42
1440144.55000000
PA
USD
1336918.39000000
0.050602766030
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06418JAC5
2883000.00000000
PA
USD
2861070.98000000
0.108292403247
Long
DBT
CORP
CA
N
2
2034-02-01
Fixed
5.65000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AH0
697000.00000000
PA
USD
572277.15000000
0.021660863477
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.38000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
787000.00000000
PA
USD
681461.23000000
0.025793513978
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty Inc
222070AE4
406000.00000000
PA
USD
396274.52000000
0.014999110618
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281AZ7
490000.00000000
PA
USD
473837.99000000
0.017934911452
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.51000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAY4
1034000.00000000
PA
USD
1041443.75000000
0.039418961403
Long
DBT
CORP
CA
N
2
2025-11-07
Fixed
5.95000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
1112000.00000000
PA
USD
1088190.58000000
0.041188343079
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPUY8
504028.06000000
PA
USD
483091.07000000
0.018285143333
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
8292000.00000000
PA
USD
6269529.38000000
0.237303586151
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LSB6
8989.24000000
PA
USD
9280.46000000
0.000351268222
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
1909000.00000000
PA
USD
1695672.29000000
0.064181709816
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACF2
971000.00000000
PA
USD
970717.20000000
0.036741940062
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
5.80000000
N
N
N
N
N
N
FEDEX 2020-1 CLASS AA
N/A
FedEx Corp 2020-1 Class AA Pass Through Trust
314353AA1
4367506.33000000
PA
USD
3544980.85000000
0.134178598991
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.88000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CL8
1426000.00000000
PA
USD
1390310.81000000
0.052623685300
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L8ZL7
8214793.72000000
PA
USD
6419009.17000000
0.242961441482
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
1874000.00000000
PA
USD
1484068.42000000
0.056172439239
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECX7
1054000.00000000
PA
USD
1144181.89000000
0.043307631123
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.40000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
1096000.00000000
PA
USD
1059051.57000000
0.040085422724
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
3621000.00000000
PA
USD
3389474.74000000
0.128292645623
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59000000
N
N
N
N
N
N
HELIOS SOFT/ION CORP SOL
N/A
Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl
42329HAA6
683000.00000000
PA
USD
592967.27000000
0.022443990786
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.63000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
1821000.00000000
PA
USD
1684686.33000000
0.063765887902
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XYTE7
789941.53000000
PA
USD
755305.45000000
0.028588540073
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
705000.00000000
PA
USD
699922.24000000
0.026492268799
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAQ8
1257000.00000000
PA
USD
1054577.69000000
0.039916085011
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.30000000
N
N
N
N
N
N
GLATFELTER
549300LDQLQBT38QDY28
Glatfelter Corp
377320AA4
981000.00000000
PA
USD
593701.20000000
0.022471770259
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.75000000
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAE3
2021000.00000000
PA
USD
1963278.85000000
0.074310699174
Long
DBT
CORP
NL
N
2
2025-05-27
Fixed
3.25000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAM9
1125000.00000000
PA
USD
1137787.14000000
0.043065587898
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.75000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAE9
315000.00000000
PA
USD
277137.00000000
0.010489719398
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
15000.00000000
PA
USD
9826.52000000
0.000371936758
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
1301000.00000000
PA
USD
984021.29000000
0.037245503898
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
KENTUCKY POWER CO
JHOZYZ5WPEXWR477VH72
Kentucky Power Co
491386AP3
2709000.00000000
PA
USD
2796296.01000000
0.105840651011
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
7.00000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
1453000.00000000
PA
USD
1376945.61000000
0.052117808432
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CVF8
582244.38000000
PA
USD
560217.54000000
0.021204403585
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HV8
1396000.00000000
PA
USD
1193369.37000000
0.045169392140
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
PRUDENTIAL FUNDING ASIA
2549005TNASWKLR0XC37
Prudential Funding Asia PLC
744330AA9
698000.00000000
PA
USD
606091.15000000
0.022940733620
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTY4
278758.84000000
PA
USD
232837.01000000
0.008812951357
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
1231000.00000000
PA
USD
988582.09000000
0.037418131560
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
2210000.00000000
PA
USD
1963265.35000000
0.074310188195
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
12000000.00000000
PA
USD
7645312.56000000
0.289377396256
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
576000.00000000
PA
USD
534015.00000000
0.020212629509
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CU4
987000.00000000
PA
USD
749627.35000000
0.028373622268
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMXG5
10212769.80000000
PA
USD
8338285.55000000
0.315606633838
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
558000.00000000
PA
USD
463687.13000000
0.017550698327
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJE0
173245.11000000
PA
USD
157246.61000000
0.005951831820
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AE3
438000.00000000
PA
USD
452979.60000000
0.017145415073
Long
DBT
CORP
AU
N
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196BT8
5409000.00000000
PA
USD
5210670.63000000
0.197225461722
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
2.13000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CP2
817000.00000000
PA
USD
758760.91000000
0.028719330281
Long
DBT
CORP
US
N
2
2032-08-22
Fixed
4.30000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
675000.00000000
PA
USD
570520.01000000
0.021594355196
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.63000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST
N/A
Mercedes-Benz Auto Receivables Trust 2023-1
58770AAC7
3200000.00000000
PA
USD
3153887.36000000
0.119375591927
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
4.51000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
628000.00000000
PA
USD
485142.91000000
0.018362806099
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAE9
889000.00000000
PA
USD
783990.89000000
0.029674292667
Long
DBT
CORP
GB
N
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
WARRIOR MET COAL INC
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAB7
351000.00000000
PA
USD
344920.22000000
0.013055334807
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.88000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKY4
1465000.00000000
PA
USD
1538966.09000000
0.058250332678
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.60000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DY1
971000.00000000
PA
USD
1011549.17000000
0.038287442495
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.75000000
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
750000.00000000
PA
USD
681441.83000000
0.025792779682
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
1000000.00000000
PA
USD
960984.41000000
0.036373551012
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418SXB0
4405.00000000
PA
USD
4140.71000000
0.000156727127
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAH7
3156000.00000000
PA
USD
2707890.80000000
0.102494487033
Long
DBT
CORP
US
N
2
2039-03-30
Fixed
4.50000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AB0
341000.00000000
PA
USD
354610.79000000
0.013422125817
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
8.88000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528PAK2
3025000.00000000
PA
USD
2864235.47000000
0.108412180152
Long
ABS-O
CORP
US
N
2
2030-11-15
Fixed
4.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFY7
266063.38000000
PA
USD
272627.24000000
0.010319023616
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Floating
6.08000000
N
N
N
N
N
N
CNTRL PARENT/CDK GLB INC
N/A
Central Parent Inc / CDK Global Inc
15477CAA3
524000.00000000
PA
USD
523549.52000000
0.019816507921
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
2081000.00000000
PA
USD
1626327.14000000
0.061556974883
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KLJ2
10470.78000000
PA
USD
10387.59000000
0.000393173428
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
4.00000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AY9
1703000.00000000
PA
USD
1598439.58000000
0.060501422290
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
20394427.82000000
PA
USD
16527960.83000000
0.625588323940
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T40
354000.00000000
PA
USD
365166.06000000
0.013821645984
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
250000.00000000
PA
USD
198665.34000000
0.007519543297
Long
DBT
CORP
XX
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
250000.00000000
PA
USD
283126.08000000
0.010716407890
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
14319000.00000000
PA
USD
9593170.70000000
0.363104416885
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAK8
1622000.00000000
PA
USD
1607716.13000000
0.060852542517
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
1324000.00000000
PA
USD
1223634.50000000
0.046314936479
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0R92
107885.15000000
PA
USD
103917.44000000
0.003933306581
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
2.50000000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
5696000.00000000
PA
USD
5078452.04000000
0.192220948040
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.75000000
N
N
N
N
N
TTX CO
549300I8CNSYS1OGX775
TTX Co
87305QCQ2
2570000.00000000
PA
USD
2587581.04000000
0.097940726174
Long
DBT
CORP
US
N
2
2026-09-25
Fixed
5.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAC2
1025000.00000000
PA
USD
826472.88000000
0.031282248856
Long
DBT
CORP
NL
N
2
2047-05-25
Fixed
4.75000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
952000.00000000
PA
USD
719344.87000000
0.027227421228
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2A1
2272000.00000000
PA
USD
2052584.21000000
0.077690934101
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.40000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
47000.00000000
PA
USD
42775.16000000
0.001619052763
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.88000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
2736000.00000000
PA
USD
2175822.88000000
0.082355555091
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
HOWARD MIDSTREAM ENERGY
N/A
Howard Midstream Energy Partners LLC
442722AA2
866000.00000000
PA
USD
839686.66000000
0.031782394432
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAD5
1000000.00000000
PA
USD
934693.40000000
0.035378428320
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
4.23000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
195000.00000000
PA
USD
185247.78000000
0.007011684586
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
100000.00000000
PA
USD
93162.22000000
0.003526218246
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
HOLLY NRG PRTNR/FIN CORP
N/A
Holly Energy Partners LP / Holly Energy Finance Corp
435765AH5
742000.00000000
PA
USD
688402.54000000
0.026056244664
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BP4
1450000.00000000
PA
USD
1469820.92000000
0.055633167049
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
1447000.00000000
PA
USD
1218438.59000000
0.046118269711
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
JONES DESLAURIERS INSURA
549300JQIWNFU00E5424
Jones Deslauriers Insurance Management Inc
48020RAB1
746000.00000000
PA
USD
770245.00000000
0.029154006566
Long
DBT
CORP
CA
N
2
2030-03-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG33
3207759.02000000
PA
USD
2811876.01000000
0.106430358730
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKR5
3025920.45000000
PA
USD
2705544.28000000
0.102405670541
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAS9
1374000.00000000
PA
USD
1340699.04000000
0.050745864778
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.38000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAB2
1216000.00000000
PA
USD
1230776.16000000
0.046585250473
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UZP2
122942.56000000
PA
USD
121161.42000000
0.004585996448
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
2981000.00000000
PA
USD
2407496.14000000
0.091124458159
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABY0
1271000.00000000
PA
USD
847640.63000000
0.032083454606
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life Inc
03060NAD2
1494000.00000000
PA
USD
1129066.07000000
0.042735492757
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBP3
2629000.00000000
PA
USD
2635831.56000000
0.099767022972
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.25000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R3B1
1537000.00000000
PA
USD
1534169.72000000
0.058068788621
Long
DBT
CORP
US
N
2
2026-01-06
Fixed
4.80000000
N
N
N
N
N
N
CAPSTONE BORROWER INC
254900YSP2BAI3YKIX08
Capstone Borrower Inc
140944AA7
720000.00000000
PA
USD
719999.34000000
0.027252193115
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.00000000
N
N
N
N
N
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2D3
1834000.00000000
PA
USD
1614792.71000000
0.061120393214
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
312000.00000000
PA
USD
277046.45000000
0.010486292053
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.13000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAF4
1183000.00000000
PA
USD
1008207.12000000
0.038160944890
Long
DBT
CORP
CA
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
754000.00000000
PA
USD
660255.18000000
0.024990858562
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.38000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBA4
751000.00000000
PA
USD
708816.33000000
0.026828912799
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
2658000.00000000
PA
USD
2509222.28000000
0.094974823372
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
658000.00000000
PA
USD
522510.94000000
0.019777197354
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
2806000.00000000
PA
USD
2411483.11000000
0.091275366181
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAF3
623000.00000000
PA
USD
563624.42000000
0.021333355025
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
3.38000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
474000.00000000
PA
USD
484328.91000000
0.018331995952
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.13000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DE5
1077000.00000000
PA
USD
1040161.06000000
0.039370411198
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust 2017-712F
55354JAA2
5310000.00000000
PA
USD
4564262.54000000
0.172758719710
Long
ABS-MBS
CORP
US
N
2
2039-07-11
Variable
3.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY30
13543270.68000000
PA
USD
11936105.65000000
0.451785214447
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBF7
2147000.00000000
PA
USD
1526223.12000000
0.057768007403
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
3294000.00000000
PA
USD
2957506.24000000
0.111942507049
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCS0
565000.00000000
PA
USD
545129.29000000
0.020633308752
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.38000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
1800000.00000000
PA
USD
1817712.00000000
0.068800949807
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.13000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
3823000.00000000
PA
USD
3662276.80000000
0.138618286229
Long
DBT
NUSS
XX
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET75
21034973.96000000
PA
USD
21097341.61000000
0.798540770586
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2J8
1102000.00000000
PA
USD
1011196.03000000
0.038274076039
Long
DBT
NUSS
NL
N
2
2025-11-24
Fixed
0.50000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
1668000.00000000
PA
USD
1566146.15000000
0.059279106182
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
SOTHEBY'S/BIDFAIR HLD
N/A
Sotheby's/Bidfair Holdings Inc
83600GAA2
291000.00000000
PA
USD
236437.50000000
0.008949230994
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
545000.00000000
PA
USD
474150.00000000
0.017946721125
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669GCK8
4120000.00000000
PA
USD
267800.00000000
0.010136311119
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.00000000
Y
Y
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
1046000.00000000
PA
USD
754717.66000000
0.028566292044
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDJ6
20526450.50000000
PA
USD
18912941.35000000
0.715860559062
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAV7
1200000.00000000
PA
USD
1193589.88000000
0.045177738511
Long
DBT
CORP
ES
N
2
2033-08-08
Fixed
6.92000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AF4
577000.00000000
PA
USD
540841.03000000
0.020470996812
Long
DBT
CORP
CA
N
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1413000.00000000
PA
USD
1399964.31000000
0.052989073200
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DF5
546000.00000000
PA
USD
399753.08000000
0.015130775168
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.88000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AC1
250000.00000000
PA
USD
239379.27000000
0.009060577880
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
2445000.00000000
PA
USD
2373352.92000000
0.089832126940
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAG8
1684000.00000000
PA
USD
1099745.43000000
0.041625697652
Long
DBT
CORP
FR
N
2
2042-10-19
Fixed
3.58000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUH1
35277.92000000
PA
USD
33920.35000000
0.001283895522
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLD5
2923000.00000000
PA
USD
2952319.74000000
0.111746196453
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
5.40000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
3623000.00000000
PA
USD
2517782.11000000
0.095298815531
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AU6
550000.00000000
PA
USD
542005.68000000
0.020515079168
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.63000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
274000.00000000
PA
USD
278804.35000000
0.010552829100
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAY6
1429000.00000000
PA
USD
1407878.09000000
0.053288612170
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BQ2
22581731.12000000
PA
USD
19155619.58000000
0.725046003578
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.50000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAP0
150000.00000000
PA
USD
150390.00000000
0.005692307055
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
9.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZV7
23290448.91000000
PA
USD
18177291.70000000
0.688015996973
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AQ5
894000.00000000
PA
USD
904783.00000000
0.034246310620
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
019579AA9
610000.00000000
PA
USD
529154.14000000
0.020028644486
Long
DBT
CORP
XX
N
2
2028-06-01
Fixed
4.63000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
492000.00000000
PA
USD
489220.94000000
0.018517160770
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCG3
3882418.63000000
PA
USD
3508413.60000000
0.132794517502
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
1096000.00000000
PA
USD
1054430.98000000
0.039910531993
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
920000.00000000
PA
USD
920564.12000000
0.034843630792
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.75000000
N
N
N
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AA1
481000.00000000
PA
USD
482515.15000000
0.018263344587
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
8.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
23643753.63000000
PA
USD
21471498.42000000
0.812702719181
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VA6
4229471.48000000
PA
USD
3981516.35000000
0.150701599898
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
WINDSOR HOLDINGS III LLC
254900IXUJZ9H146T437
Windsor Holdings III LLC
97360AAA5
414000.00000000
PA
USD
425847.02000000
0.016118438701
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS83
1101215.97000000
PA
USD
970354.84000000
0.036728224626
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKN8
2032043.37000000
PA
USD
1832967.33000000
0.069378368669
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
1220000.00000000
PA
USD
1164571.03000000
0.044079366248
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AF8
337000.00000000
PA
USD
285373.40000000
0.010801469633
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.65000000
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BM4
1289000.00000000
PA
USD
1277475.41000000
0.048352831231
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.05000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EH9
3121000.00000000
PA
USD
2707606.76000000
0.102483736033
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
732000.00000000
PA
USD
719429.99000000
0.027230643045
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.68000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
644000.00000000
PA
USD
498500.33000000
0.018868388492
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECS8
1774000.00000000
PA
USD
1695298.90000000
0.064167576892
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
5.38000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
3040000.00000000
PA
USD
2750707.79000000
0.104115123075
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJF7
598326.20000000
PA
USD
564719.98000000
0.021374822303
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
4.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
3956000.00000000
PA
USD
2563936.77000000
0.097045783392
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EQ9
1245000.00000000
PA
USD
1035186.35000000
0.039182116918
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
624000.00000000
PA
USD
577561.92000000
0.021860893622
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AQ3
1097000.00000000
PA
USD
1082479.89000000
0.040972191733
Long
DBT
CORP
US
N
2
2028-01-19
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403NJH1
34047.05000000
PA
USD
34559.58000000
0.001308090571
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNE99
26871782.42000000
PA
USD
21913035.67000000
0.829415037840
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AWCR2
113471.71000000
PA
USD
106427.13000000
0.004028299108
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2U0
1210000.00000000
PA
USD
1100757.41000000
0.041664001401
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
1.70000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAP0
691000.00000000
PA
USD
653880.86000000
0.024749588619
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
679000.00000000
PA
USD
615416.71000000
0.023293708890
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
780000.00000000
PA
USD
715158.60000000
0.027068969640
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413TT93
12637.15000000
PA
USD
13229.00000000
0.000500721657
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416JAW1
892773.89000000
PA
USD
906244.37000000
0.034301623917
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BW3
1292000.00000000
PA
USD
1301857.35000000
0.049275695046
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.05000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
1304000.00000000
PA
USD
1238071.25000000
0.046861371839
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415MLP8
174564.67000000
PA
USD
178246.38000000
0.006746679476
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
5.55000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAA4
269000.00000000
PA
USD
269596.63000000
0.010204314109
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
5.40000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C35
226000.00000000
PA
USD
232513.20000000
0.008800695051
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M84R2
73273.47000000
PA
USD
75750.08000000
0.002867163473
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
6.00000000
N
N
N
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
1056000.00000000
PA
USD
846626.88000000
0.032045083861
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
736000.00000000
PA
USD
607715.01000000
0.023002197212
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57000000
N
N
N
N
N
N
American Express Credit Account Master Trust
N/A
American Express Credit Account Master Trust 2023-1
02582JJZ4
3770000.00000000
PA
USD
3751532.66000000
0.141996647566
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
4.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY22
3252853.25000000
PA
USD
2776783.83000000
0.105102109087
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942NF8
422991.47000000
PA
USD
398365.87000000
0.015078268849
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAS5
455000.00000000
PA
USD
426162.24000000
0.016130369873
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.38000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBB3
1290000.00000000
PA
USD
1485741.41000000
0.056235762418
Long
DBT
CORP
NL
N
2
2052-10-14
Fixed
7.75000000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International Inc
40390DAC9
1364000.00000000
PA
USD
967430.64000000
0.036617542770
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4TY9
10458.11000000
PA
USD
10631.18000000
0.000402393383
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
500000.00000000
PA
USD
494092.15000000
0.018701537544
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAA6
413000.00000000
PA
USD
355213.29000000
0.013444930625
Long
DBT
CORP
XX
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
Upbound Group Inc
76009NAL4
745000.00000000
PA
USD
678389.55000000
0.025677249960
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.38000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp
22282EAJ1
675000.00000000
PA
USD
550795.78000000
0.020847787115
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
GARDA WORLD SECURITY COR
549300ZF1NDXLMCHNO20
Garda World Security Corp
36257BAA7
445000.00000000
PA
USD
429217.22000000
0.016246001792
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.50000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2023-B Owner Trust
891941AE6
3970000.00000000
PA
USD
3900477.76000000
0.147634264719
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
4.66000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EXB0
917000.00000000
PA
USD
918575.09000000
0.034768345404
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
4.95000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
2162000.00000000
PA
USD
1747221.10000000
0.066132847890
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EC8
696000.00000000
PA
USD
767466.18000000
0.029048827388
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
6.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBU9
21531440.97000000
PA
USD
20386482.70000000
0.771634545514
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXEW9
510170.81000000
PA
USD
443268.82000000
0.016777859108
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD4J7
317757.72000000
PA
USD
296496.59000000
0.011222485744
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CE8
2473000.00000000
PA
USD
2441584.69000000
0.092414720102
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAF8
2502000.00000000
PA
USD
2363751.16000000
0.089468697415
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
4.55000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBZ2
1113000.00000000
PA
USD
1055686.79000000
0.039958064782
Long
DBT
CORP
GB
N
2
2063-02-10
Fixed
5.75000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAW9
2313000.00000000
PA
USD
2325437.83000000
0.088018526269
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
6.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
2353000.00000000
PA
USD
1934900.72000000
0.073236578357
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AX8
1509000.00000000
PA
USD
1499971.25000000
0.056774366172
Long
DBT
CORP
US
N
2
2033-03-08
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HXC62
559174.62000000
PA
USD
483439.80000000
0.018298342869
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
1664000.00000000
PA
USD
1640922.95000000
0.062109430713
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLC0
11785104.24000000
PA
USD
9556608.09000000
0.361720511022
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AR5
1592000.00000000
PA
USD
1092518.49000000
0.041352155783
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB2E7
1982044.47000000
PA
USD
1883138.25000000
0.071277353188
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
1568000.00000000
PA
USD
1419986.12000000
0.053746904773
Long
DBT
CORP
FR
N
2
2027-01-26
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNGH6
393807.01000000
PA
USD
357281.02000000
0.013523194831
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67116NAA7
1034000.00000000
PA
USD
1009393.16000000
0.038205836863
Long
DBT
CORP
NL
N
2
2033-03-16
Fixed
6.70000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
2528000.00000000
PA
USD
1714070.41000000
0.064878084231
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAX8
545000.00000000
PA
USD
519943.00000000
0.019680000047
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAAY4
3242899.18000000
PA
USD
2809620.74000000
0.106344996078
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KENU3
140.54000000
PA
USD
146.62000000
0.000005549611
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWF2
2237000.00000000
PA
USD
2181739.39000000
0.082579496787
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.40000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BZ1
1525000.00000000
PA
USD
1505621.72000000
0.056988238173
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.45000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KE6
1258000.00000000
PA
USD
1237327.03000000
0.046833202887
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVUL9
2805379.86000000
PA
USD
2440616.15000000
0.092378060570
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CV5
1826000.00000000
PA
USD
1846221.36000000
0.069880037719
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNEF0
253146.16000000
PA
USD
223354.29000000
0.008454027533
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933RG1
143908.91000000
PA
USD
142710.55000000
0.005401637546
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNZP5
443822.17000000
PA
USD
404041.18000000
0.015293081052
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
790000.00000000
PA
USD
695577.86000000
0.026327832700
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.63000000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
497000.00000000
PA
USD
481041.07000000
0.018207550212
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357KAF0
679000.00000000
PA
USD
666190.67000000
0.025215518656
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
8.50000000
N
N
N
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAA7
915000.00000000
PA
USD
869250.00000000
0.032901375806
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.25000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
1549000.00000000
PA
USD
1073771.46000000
0.040642575019
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7H6
2976980.74000000
PA
USD
2620530.46000000
0.099187871702
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources Inc
205768AS3
215000.00000000
PA
USD
197943.28000000
0.007492213107
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196CG5
3542000.00000000
PA
USD
3634526.96000000
0.137567946379
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
5.49000000
N
N
N
N
N
N
ATLANTICA SUSTAIN INFRA
549300ITBBGKJ651R879
Atlantica Sustainable Infrastructure PLC
04916WAA2
809000.00000000
PA
USD
725662.56000000
0.027466547708
Long
DBT
CORP
GB
N
2
2028-06-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFW6
15000000.00000000
PA
USD
14937890.70000000
0.565403687868
Long
DBT
UST
US
N
2
2025-11-15
Fixed
4.50000000
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
1000000.00000000
PA
USD
952080.95000000
0.036036552354
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CF1
1603000.00000000
PA
USD
1534031.49000000
0.058063556573
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
3.30000000
N
N
N
N
N
N
PROG HOLDINGS INC
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319RAA9
977000.00000000
PA
USD
853653.75000000
0.032311053019
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
1730000.00000000
PA
USD
1521028.68000000
0.057571396276
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
3292000.00000000
PA
USD
3000168.71000000
0.113557294461
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
1585000.00000000
PA
USD
1506482.71000000
0.057020826905
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
GRUBHUB HOLDINGS INC
N/A
GrubHub Holdings Inc
40010PAA6
1045000.00000000
PA
USD
839918.75000000
0.031791179109
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MHU9
159302.48000000
PA
USD
161708.59000000
0.006120719115
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.50000000
N
N
N
N
N
N
CEC ENTERTAINMENT LLC
N/A
CEC Entertainment LLC
125137AC3
720000.00000000
PA
USD
695881.73000000
0.026339334271
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q3H2
1463837.08000000
PA
USD
1285808.76000000
0.048668251053
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
1098000.00000000
PA
USD
1055216.84000000
0.039940277032
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCC44
510981.45000000
PA
USD
482750.49000000
0.018272252277
Long
ABS-MBS
USGSE
US
N
2
2045-09-15
Fixed
3.00000000
N
N
N
N
N
N
NCR ATLEOS LLC
N/A
NCR Atleos Corp
638962AA8
366000.00000000
PA
USD
377964.54000000
0.014306072329
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAA1
260000.00000000
PA
USD
266289.66000000
0.010079144293
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.38000000
N
N
N
N
N
N
HI CRUSH INC.
N/A
HI CRUSH INC.
000000000
123.00000000
NS
USD
7844940.00000000
0.296933355330
Long
EC
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CEF7
189567.48000000
PA
USD
164409.99000000
0.006222967923
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
1351000.00000000
PA
USD
996351.04000000
0.037712188671
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BU5
880000.00000000
PA
USD
844787.94000000
0.031975479425
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQH0
1689945.28000000
PA
USD
1590870.53000000
0.060214931454
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDE5
4000000.00000000
PA
USD
3891109.20000000
0.147279661885
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
3.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YYX0
197523.13000000
PA
USD
192951.24000000
0.007303262881
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
830000.00000000
PA
USD
747034.87000000
0.028275496115
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
1890000.00000000
PA
USD
1238417.55000000
0.046874479399
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
295000.00000000
PA
USD
244390.24000000
0.009250244612
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.88000000
N
N
N
N
N
N
LABL INC
5493004FUZN8R6Y3VB98
LABL Inc
50168QAE5
34000.00000000
PA
USD
32810.05000000
0.001241870331
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
9.50000000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AM8
885000.00000000
PA
USD
816573.75000000
0.030907563787
Long
DBT
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAH8
414000.00000000
PA
USD
403650.00000000
0.015278274770
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.38000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
783000.00000000
PA
USD
560009.35000000
0.021196523531
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.13000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
1006000.00000000
PA
USD
992387.40000000
0.037562163696
Long
DBT
CORP
US
N
2
2043-04-30
Floating
8.56000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
500000.00000000
PA
USD
429237.18000000
0.016246757284
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
679000.00000000
PA
USD
652274.05000000
0.024688770374
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
1266000.00000000
PA
USD
1035154.77000000
0.039180921605
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416L4C7
66393.76000000
PA
USD
67569.75000000
0.002557535505
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Floating
5.04000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
820000.00000000
PA
USD
562248.44000000
0.021281273766
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
1381000.00000000
PA
USD
1258041.38000000
0.047617247309
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AY1
1601000.00000000
PA
USD
1559920.81000000
0.059043475177
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
4.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
3749000.00000000
PA
USD
3016367.35000000
0.114170417892
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNA6
2822673.18000000
PA
USD
2572057.88000000
0.097353169866
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
45731893.00000000
PA
USD
35584346.31000000
1.346878286775
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
ARETEC ESCROW ISSUER INC
N/A
Aretec Escrow Issuer Inc
040133AA8
896000.00000000
PA
USD
757173.22000000
0.028659235734
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAF0
2113000.00000000
PA
USD
2139720.34000000
0.080989063016
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297RN37
48383.36000000
PA
USD
49676.62000000
0.001880275114
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
1515000.00000000
PA
USD
1376712.86000000
0.052108998774
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
1.32000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
2944000.00000000
PA
USD
2420583.71000000
0.091619826648
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBB7
1420000.00000000
PA
USD
898426.49000000
0.034005714791
Long
DBT
CORP
FR
N
2
2041-03-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBP7
5068406.50000000
PA
USD
3959092.28000000
0.149852842056
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
5699000.00000000
PA
USD
5210800.52000000
0.197230378098
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
1988000.00000000
PA
USD
1478858.51000000
0.055975242568
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBN4
1706000.00000000
PA
USD
1659395.61000000
0.062808626490
Long
DBT
CORP
US
N
2
2063-05-17
Fixed
5.15000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CC4
1997000.00000000
PA
USD
2043629.81000000
0.077352007349
Long
DBT
CORP
US
N
2
2030-11-16
Fixed
6.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
4249000.00000000
PA
USD
3678938.65000000
0.139248942298
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.07000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBE5
3294965.51000000
PA
USD
22696.71000000
0.000859077348
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
0.95000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CT9
954000.00000000
PA
USD
927078.00000000
0.035090183123
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XG5C9
28950967.40000000
PA
USD
22545565.28000000
0.853356475180
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TT5
1288000.00000000
PA
USD
1204481.25000000
0.045589980164
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.13000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410CC0
1462000.00000000
PA
USD
978262.21000000
0.037027520976
Long
DBT
NUSS
IT
N
2
2051-05-06
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
1839000.00000000
PA
USD
1724278.01000000
0.065264444983
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
1543000.00000000
PA
USD
1389984.12000000
0.052611319985
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
SECURITY BENEFIT GL FUND
5493003C0JW6BY7YFF93
Security Benefit Global Funding
81412DAA1
1067000.00000000
PA
USD
1039573.05000000
0.039348154842
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
2480000.00000000
PA
USD
2417225.00000000
0.091492698457
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXR6
668877.81000000
PA
USD
604218.69000000
0.022869860441
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBR0
9045476.35000000
PA
USD
7037171.11000000
0.266359058160
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AC4
803000.00000000
PA
USD
781779.86000000
0.029590604511
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
212000.00000000
PA
USD
197081.56000000
0.007459596744
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.13000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU6X2
918125.66000000
PA
USD
799605.58000000
0.030265313413
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BV5
1396000.00000000
PA
USD
1394078.08000000
0.052766277611
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.60000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AC2
1815000.00000000
PA
USD
1628801.24000000
0.061650620318
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
2944000.00000000
PA
USD
2617733.85000000
0.099082019166
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
1801000.00000000
PA
USD
1670106.22000000
0.063214026322
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BY6
575000.00000000
PA
USD
555712.50000000
0.021033886457
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.60000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAG6
1948000.00000000
PA
USD
1950756.42000000
0.073836721405
Long
DBT
CORP
FR
N
2
2034-12-05
Fixed
5.89000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
142551.90000000
PA
USD
129705.46000000
0.004909390950
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448BZ0
570000.00000000
PA
USD
479594.79000000
0.018152808076
Long
DBT
CORP
US
N
2
2042-03-05
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MJE54
67825.93000000
PA
USD
65471.41000000
0.002478112700
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
3.00000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
705000.00000000
PA
USD
673545.30000000
0.025493893630
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297PLY5
970.20000000
PA
USD
1008.41000000
0.000038168623
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.50000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DC8
1697000.00000000
PA
USD
1678551.98000000
0.063533700897
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.48000000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM Technologies Inc
87305RAK5
768000.00000000
PA
USD
682775.04000000
0.025843242085
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CH7
655000.00000000
PA
USD
602376.30000000
0.022800125422
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FD0
849000.00000000
PA
USD
718744.92000000
0.027204712938
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
28250000.00000000
PA
USD
20121503.77000000
0.761605012748
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings Inc
18972EAA3
630000.00000000
PA
USD
606200.30000000
0.022944864980
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFV1
1188646.10000000
PA
USD
1104475.34000000
0.041804726178
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
2087000.00000000
PA
USD
1702410.35000000
0.064436747428
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBP8
347000.00000000
PA
USD
349777.80000000
0.013239195682
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
36640163.60000000
PA
USD
28519908.99000000
1.079487194307
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAJ4
1033000.00000000
PA
USD
1028790.56000000
0.038940034329
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X2L9
9840894.50000000
PA
USD
9771165.56000000
0.369841576253
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJVA3
441226.48000000
PA
USD
411910.47000000
0.015590936062
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6GP0
6941401.42000000
PA
USD
6024744.87000000
0.228038418299
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BC3
1680000.00000000
PA
USD
1646774.15000000
0.062330900405
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCR56
7177992.00000000
PA
USD
6449746.96000000
0.244124876144
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBA1
489000.00000000
PA
USD
516896.35000000
0.019564683421
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.20000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
3269000.00000000
PA
USD
2553489.65000000
0.096650356736
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
61000.00000000
PA
USD
62347.31000000
0.002359864569
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
797000.00000000
PA
USD
799994.33000000
0.030280027718
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPAV1
885916.85000000
PA
USD
823238.73000000
0.031159835299
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1N26
3420205.67000000
PA
USD
2946108.05000000
0.111511082105
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XULM5
4933324.43000000
PA
USD
4426818.14000000
0.167556407537
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAB1
1774000.00000000
PA
USD
1538766.54000000
0.058242779650
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AT4
762000.00000000
PA
USD
729891.09000000
0.027626598849
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.95000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAG8
9291000.00000000
PA
USD
8934641.09000000
0.338178871670
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECU2
4716737.26000000
PA
USD
4120181.69000000
0.155950125020
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
720000.00000000
PA
USD
698193.22000000
0.026426824868
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFU79
1552774.24000000
PA
USD
1404855.09000000
0.053174190704
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP / Pattern Energy Operations Inc
70339PAA7
800000.00000000
PA
USD
733639.92000000
0.027768493200
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
522000.00000000
PA
USD
540379.39000000
0.020453523599
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KP5
2354000.00000000
PA
USD
1565496.02000000
0.059254498565
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.25000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAE1
1125000.00000000
PA
USD
1149282.28000000
0.043500682429
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888HAB9
590000.00000000
PA
USD
610631.71000000
0.023112595191
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6N30
14601133.00000000
PA
USD
12967940.35000000
0.490840470398
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938GS6
235419.91000000
PA
USD
227678.59000000
0.008617703598
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
269000.00000000
PA
USD
259956.60000000
0.009839436054
Long
DBT
CORP
CH
N
2
2025-09-24
Fixed
4.13000000
N
N
N
N
N
N
UPC BROADBAND FINCO BV
213800MNFBDEQRS6HZ22
UPC Broadband Finco BV
90320BAA7
590000.00000000
PA
USD
497812.50000000
0.018842353918
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMBM6
2804457.89000000
PA
USD
2600678.13000000
0.098436454998
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
2023-12-18
VALIC Co I
Shawn Parry
Shawn Parry
Assistant Treasurer