0001752724-22-094283.txt : 20220427
0001752724-22-094283.hdr.sgml : 20220427
20220427122931
ACCESSION NUMBER: 0001752724-22-094283
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
PERIOD START: 20220831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/
CENTRAL INDEX KEY: 0000751199
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04085
FILM NUMBER: 22858174
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND
DATE OF NAME CHANGE: 19851103
0000751199
S000057288
Fidelity Total Bond K6 Fund
C000182864
Fidelity Total Bond K6 Fund
FTKFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000751199
XXXXXXXX
S000057288
C000182864
Fidelity Income Fund
811-04085
0000751199
D66RCKM57LC8ELZCAY58
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Total Bond K6 Fund
S000057288
549300YDL7N53AVV4R59
2022-08-31
2022-02-28
N
2067921680.38
140648101.74
1927273578.64
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
37038845.51000000
0.00000000
0.00000000
0.00000000
USD
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP FDG SWITZ AG 2.859/VAR 08/15/2023 144A
90352JAE3
1000000.00000000
PA
USD
1006354.25000000
0.052216471037
Long
DBT
CORP
CH
N
2
2023-08-15
Variable
0.02859000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.2% 02/23/2023
38141GWT7
3000000.00000000
PA
USD
3036773.97000000
0.157568391102
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
0.03200000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/01/2052 #TBA
21H030633
500000.00000000
PA
USD
508193.30000000
0.026368508634
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A
46645WAU7
476000.00000000
PA
USD
486010.28000000
0.025217503388
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.04247500
N
N
N
N
N
N
AASET 2021-2 TR
N/A
AASET 2021-2 TR 2.798% 01/15/2047 144A
00258BAA2
2473279.08000000
PA
USD
2395915.90000000
0.124316336121
Long
ABS-CBDO
CORP
US
N
2
2047-01-15
Fixed
0.02798000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.494%/VAR 08/10/2027 144A
902613AH1
1190000.00000000
PA
USD
1122427.27000000
0.058239125074
Long
DBT
CORP
CH
N
2
2027-08-10
Variable
0.01494000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG 4.5% 04/01/2025
251525AP6
3804000.00000000
PA
USD
3910566.89000000
0.202906682960
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
0.04500000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF STEP 07/09/2030
040114HS2
685010.00000000
PA
USD
218518.19000000
0.011338202963
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.00500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A
05492PAA6
778000.00000000
PA
USD
774016.33000000
0.040161206928
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03112000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.5% 05/02/2043
02209SAQ6
632000.00000000
PA
USD
590417.04000000
0.030634832882
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
0.04500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.75% 04/15/2027
87264ABD6
1250000.00000000
PA
USD
1297873.91000000
0.067342484449
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.03750000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC 1.7% 05/12/2022
06739GCR8
582000.00000000
PA
USD
582503.18000000
0.030224208252
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
0.01700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
32740000.00000000
PA
USD
32353770.15000000
1.678732615264
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029
674599CS2
382000.00000000
PA
USD
380090.00000000
0.019721642231
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV.25% MAC 03/16/24
N/A
5755000.00000000
NC
USD
-65499.21000000
-0.00339854241
N/A
DO
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2024-03-16
0.00000000
USD
0.00000000
USD
5685145.06000000
USD
-65499.21000000
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035
136385AG6
525000.00000000
PA
USD
617512.43000000
0.032040725138
Long
DBT
CORP
CA
N
2
2035-02-01
Fixed
0.05850000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 3.85% 06/22/2040
92556VAE6
437000.00000000
PA
USD
409635.68000000
0.021254672120
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
0.03850000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
CORP ANDINA DE FOMENTO 2.375% 05/12/2023
219868CC8
1400000.00000000
PA
USD
1410348.72000000
0.073178438994
Long
DBT
CORP
VE
N
2
2023-05-12
Fixed
0.02375000
N
N
N
N
N
N
BX COML MTG TR 2020-FOX
N/A
BX COML MTG TR 2020-FOX A 1ML+90 11/15/2032 144A
12433AAA7
933826.48000000
PA
USD
928025.64000000
0.048152252502
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Variable
0.01191000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.5% 04/19/2026
06051GFX2
2630000.00000000
PA
USD
2724144.08000000
0.141347036050
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
0.03500000
N
N
N
N
N
N
FLATIRON CLO LT
N/A
FLATIRON CLO LT 3ML+111 07/19/2034 144A
33883PAC1
902000.00000000
PA
USD
893784.58000000
0.046375594513
Long
ABS-CBDO
CORP
KY
N
2
2034-07-19
Variable
0.01358000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 1ML+143 05/15/2036 144A
12653VAE6
162000.00000000
PA
USD
160374.57000000
0.008321318352
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01621000
N
N
N
N
N
N
PIEDMONT OPERATING PARTNERSHIP LP
549300WKGDPAS39FBD10
PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032
720198AF7
297000.00000000
PA
USD
275920.46000000
0.014316621317
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
0.02750000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.75% 09/21/2047
71654QCC4
5720000.00000000
PA
USD
4709848.00000000
0.244378797706
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
0.06750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.431/VAR 01/23/2030
6174468G7
2242000.00000000
PA
USD
2418688.54000000
0.125497934844
Long
DBT
CORP
US
N
2
2030-01-23
Variable
0.04431000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025
11120VAA1
2100000.00000000
PA
USD
2179427.69000000
0.113083462262
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03850000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 144A
46590XAD8
1955000.00000000
PA
USD
1725307.05000000
0.089520609275
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
0.03000000
N
N
N
N
N
N
BETHP 2021
N/A
BETHP 2021 3ML+113 01/15/2035 144A
087598AA6
1299000.00000000
PA
USD
1291702.22000000
0.067022255393
Long
ABS-CBDO
CORP
US
N
2
2035-01-15
Variable
0.01269750
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2018-C46
N/A
WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051
95001QAV3
3000803.90100000
PA
USD
116666.45000000
0.006053445203
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
0.00934805
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
2500000.00000000
PA
USD
2546626.48000000
0.132136221251
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
ARES XXXIV CLO LTD
549300VDFIIXSFET0S73
ARES XXXIV CLO LTD 3ML+125 04/17/2033 144A
04015GAP4
460000.00000000
PA
USD
458189.90000000
0.023773993743
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Variable
0.01491290
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 3.8% 03/22/2030
254687FQ4
2050000.00000000
PA
USD
2197083.77000000
0.113999579216
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
0.03800000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 03/01/2052 #TBA
01F040636
700000.00000000
PA
USD
730733.85000000
0.037915418864
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.04000000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A
46645WBE2
159000.00000000
PA
USD
161722.46000000
0.008391256010
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.05350300
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.8% 02/15/2029
55336VAS9
175000.00000000
PA
USD
191735.86000000
0.009948554378
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04800000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 5.476% 01/25/2039
35137LAJ4
308000.00000000
PA
USD
359092.55000000
0.018632152382
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
0.05476000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A
14855MAA6
836217.95700000
PA
USD
827669.80000000
0.042945112161
Long
ABS-CBDO
CORP
US
N
2
2039-04-15
Fixed
0.03967000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 4.375% 03/15/2029
571748BG6
678000.00000000
PA
USD
739470.83000000
0.038368752531
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04375000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 1.5% 04/01/2052 #TBA
01F012643
50000.00000000
PA
USD
46277.69000000
0.002401199835
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.01500000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
JPMCC 2018-WPT XAFX CSTR 07/23 144A
46645WAW3
2000000.00000000
PA
USD
25463.00000000
0.001321192812
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Variable
0.01116000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 1.95% 02/15/2028 144A
11135FBE0
351000.00000000
PA
USD
330909.98000000
0.017169849868
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.01950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#FM9568
3140XDT22
269912.04800000
PA
USD
259846.14000000
0.013482576779
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040
494550BF2
1365000.00000000
PA
USD
1679894.80000000
0.087164314325
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
0.06550000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.869%/VAR 01/12/2029 144A
225401AF5
1570000.00000000
PA
USD
1589969.96000000
0.082498404877
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
0.03869000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
744000.00000000
PA
USD
768205.36000000
0.039859694467
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.5% 07/01/2027
58013MFP4
353000.00000000
PA
USD
369832.17000000
0.019189396570
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.03500000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2017
N/A
WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050
95001GAG8
3620496.30190000
PA
USD
158025.61000000
0.008199438406
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.00873582
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019 1ML+145 10/15/2036 144A
056054AG4
952849.99000000
PA
USD
943294.43000000
0.048944500690
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01641000
N
N
N
N
N
N
PRPM 2021-RPL2
N/A
PRPM 2021-RPL2 VAR 10/25/2051 144A
69357QAA4
447819.37000000
PA
USD
439742.81000000
0.022816833835
Long
ABS-CBDO
CORP
US
N
2
2051-10-25
Variable
0.01455000
N
N
N
N
N
N
BFLD TR 2020 -OBRK
N/A
BFLD TR 2020 - OBRK A 1ML+225 11/15/2022 144A
05553JAA6
760000.00000000
PA
USD
754273.78000000
0.039136829786
Long
ABS-MBS
CORP
US
N
2
2028-11-15
Variable
0.02241000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+172.21 10/15/2036 144A
05609PAN8
1213000.00000000
PA
USD
1173524.25000000
0.060890382299
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.02139500
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 5.6% 02/15/2041
42809HAD9
288000.00000000
PA
USD
330368.96000000
0.017141778088
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
0.05600000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024
681936BB5
2400000.00000000
PA
USD
2507158.87000000
0.130088374467
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04950000
N
N
N
N
N
N
VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC
N/A
VOYA CLO 2020-2 LTD/LLC 3ML+116 07/19/2034 144A
92918HAF7
851000.00000000
PA
USD
846002.08000000
0.043896314948
Long
ABS-CBDO
CORP
US
N
2
2034-07-19
Variable
0.01408000
N
N
N
N
N
N
OVINTIV INC
N/A
OVINTIV INC 6.625% 08/15/2037
292505AE4
350000.00000000
PA
USD
425858.25000000
0.022096408871
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 3.4% 01/15/2028
756109BH6
320000.00000000
PA
USD
329446.83000000
0.017093931741
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03400000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 3.05% 06/05/2023
02005NBK5
1940000.00000000
PA
USD
1963028.71000000
0.101855218260
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
0.03050000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029
38141GWZ3
2500000.00000000
PA
USD
2650174.88000000
0.137509013218
Long
DBT
CORP
US
N
2
2029-05-01
Variable
0.04223000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP B 1ML+125 10/15/2036 144A
36262MAC2
160000.00000000
PA
USD
157814.83000000
0.008188501712
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01341000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT SECURITIZATION
N/A
CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A
14856CAA7
470761.26000000
PA
USD
458906.17000000
0.023811158679
Long
ABS-CBDO
CORP
US
N
2
2043-06-15
Fixed
0.04125000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 3.25% 01/15/2031
756109AX2
213000.00000000
PA
USD
215957.13000000
0.011205317833
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 02/15/2052
912810TD0
13390000.00000000
PA
USD
13641062.50000000
0.707790666109
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.02250000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019 IMC B 1ML+130 04/15/2034
05608BAG5
614000.00000000
PA
USD
604756.97000000
0.031378885525
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01491000
N
N
N
N
N
N
VOYA CLO 2019-2 LLC
N/A
VOYA CLO 2019-2 LLC 3ML+127 07/20/2032 144A
92917RAC3
1290000.00000000
PA
USD
1285846.20000000
0.066718405432
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Variable
0.01524000
N
N
N
N
N
N
CHEVRON PHIL CHEM LLC /CHEV LP
N/A
CHEVRON PHIL CHEM LLC /CHEV LP 5.125% 04/01/2025 144A
166754AW1
1206000.00000000
PA
USD
1304950.14000000
0.067709647164
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05125000
N
N
N
N
N
N
KITE RLTY GROUP TRUST
N/A
KITE RLTY GROUP TRUST 4.75% 09/15/2030
76131VAB9
79000.00000000
PA
USD
85087.99000000
0.004414940927
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.125% 07/27/2026
61761J3R8
2621000.00000000
PA
USD
2671728.75000000
0.138627373903
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
0.03125000
N
N
N
N
N
N
HORIZON AIRCRAFT FINANCE LTD
N/A
HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A
44040HAA0
500244.58000000
PA
USD
486087.26000000
0.025221497632
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Fixed
0.03721000
N
N
N
N
N
N
VORNADO REALTY L P
549300BMOJ05INE4YK86
VORNADO REALTY LP 2.15% 06/01/2026
929043AK3
374000.00000000
PA
USD
363096.01000000
0.018839878988
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02150000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037
38141GFD1
278000.00000000
PA
USD
365264.66000000
0.018952403231
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
0.06750000
N
N
N
N
N
N
BARINGS CLO LTD 2021-1
N/A
BARINGS CLO LTD 2021-1A A 3ML+102 04/25/2034 144A
06762EAA2
1437000.00000000
PA
USD
1422119.87000000
0.073789205941
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Variable
0.01277710
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
TOLEDO HOSPITAL/THE 5.325% 11/15/2028
889184AC1
319000.00000000
PA
USD
348904.72000000
0.018103538795
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05325000
N
N
N
N
N
N
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC
N/A
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A 3ML+98 04/19/2034 144A
87167WAC9
1453000.00000000
PA
USD
1438676.33000000
0.074648267165
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Variable
0.01228000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#FM9539
3140XDS56
174481.92100000
PA
USD
167811.34000000
0.008707188323
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 21-BMR E 1ML+185.6 03/15/2036 144A
53218CAJ9
253606.30000000
PA
USD
245985.94000000
0.012763415776
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.01941000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE
N/A
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A
80307AAA7
1052366.25000000
PA
USD
1008697.15000000
0.052338036549
Long
ABS-CBDO
CORP
US
N
2
2040-03-15
Fixed
0.03228000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.8% 02/14/2029
02209SBD4
173000.00000000
PA
USD
186890.20000000
0.009697128735
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
WFRBS COML MTG TR 2014-C21
5493000F7E2NMQ4HIO61
WFRBS COML MTG TR 2014-C21 XA CSTR 08/15/47
92939FBA6
900946.37760000
PA
USD
17717.47000000
0.000919302282
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
0.01014270
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
46590XAB2
342000.00000000
PA
USD
353362.95000000
0.018334861947
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
SYMP 2022-32A A1
N/A
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A
87168NAC8
1936000.00000000
PA
USD
1935032.00000000
0.100402559421
Long
ABS-CBDO
CORP
KY
N
2
2035-04-23
Variable
0.01850000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024
105340AN3
995000.00000000
PA
USD
1030733.55000000
0.053481434157
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04100000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.75% 03/24/2025
615369AS4
1044000.00000000
PA
USD
1089335.44000000
0.056522096918
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.03750000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030
015271AU3
857000.00000000
PA
USD
985601.34000000
0.051139669579
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
0.04900000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE SERVICES INC 2.5% 04/01/2031
12505BAE0
1070000.00000000
PA
USD
1013210.37000000
0.052572212955
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.02500000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP 2.75% 09/01/2031
875484AL1
897000.00000000
PA
USD
815887.95000000
0.042333790025
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
0.02750000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.45% 06/15/2023
24703TAA4
214000.00000000
PA
USD
222754.52000000
0.011558012441
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
ROCKLAND PARK CLO LTD
N/A
ROCKLAND PARK CLO LTD 3ML+112 04/20/2034 144A
773663AA7
1717000.00000000
PA
USD
1708224.41000000
0.088634246270
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01374000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A
61771LAA0
1698000.00000000
PA
USD
1702198.64000000
0.088321588531
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
0.03170000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A
05401AAL5
290000.00000000
PA
USD
298027.30000000
0.015463673829
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
0.04250000
N
N
N
N
N
N
BX TR 2018-IND
N/A
BX TR 2018-EXCL 1ML+262.5 7/19 144A
12433WAG6
237279.09000000
PA
USD
200620.54000000
0.010409551722
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Variable
0.02816000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 5.75% 06/24/2044
969457BV1
35000.00000000
PA
USD
41075.62000000
0.002131281228
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
0.05750000
N
N
N
N
N
N
ARES LVIII CLO LLC
N/A
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A
04018AAQ2
1808000.00000000
PA
USD
1807560.66000000
0.093788483380
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Variable
0.01511210
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 5.125% 05/28/2024
780099CH8
1000000.00000000
PA
USD
1052277.95000000
0.054599303475
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
0.05125000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030
92277GAU1
1531000.00000000
PA
USD
1514689.14000000
0.078592326319
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.375% 01/31/2044
02209SAR4
1137000.00000000
PA
USD
1186372.34000000
0.061557028184
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
0.05375000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 4.25% 12/01/2026
29250NAL9
525000.00000000
PA
USD
559416.89000000
0.029026335243
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 4% 02/01/2025
92936UAC3
489000.00000000
PA
USD
510483.77000000
0.026487353723
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.04000000
N
N
N
N
N
N
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC
N/A
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC 3ML+113 10/25/2034 144A
15033TAN5
838000.00000000
PA
USD
829110.50000000
0.043019865430
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Variable
0.01387710
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 4.682%/VAR 08/09/2028
25466AAN1
401000.00000000
PA
USD
411085.39000000
0.021329892888
Long
DBT
CORP
US
N
2
2028-08-09
Variable
0.04682000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 6.1% 06/10/2023
780097AY7
3800000.00000000
PA
USD
3982634.54000000
0.206646040507
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
0.06100000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050
25470DBH1
1913000.00000000
PA
USD
1955597.90000000
0.101469657534
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.04650000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031
95000U2L6
3026000.00000000
PA
USD
3302983.31000000
0.171381133774
Long
DBT
CORP
US
N
2
2031-04-04
Variable
0.04478000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039
674599CX1
56000.00000000
PA
USD
52920.00000000
0.002745847843
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
0.04300000
N
N
N
N
N
N
FIRST CITIZENS BANK and TRUST COMPANY
L9VVX1KT5TFTKS0MLF66
FIRST CITIZENS BANK and TRUST CO 6.125% 03/09/2028
125581GX0
210000.00000000
PA
USD
240099.14000000
0.012457968742
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
0.06125000
N
N
N
N
N
N
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC
N/A
MADISON PK FDG XLV LLC 2020-45A AR 3ML+112 07/15/2034 144A
55820BAJ6
923000.00000000
PA
USD
916149.49000000
0.047536037444
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
0.01361290
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 01/31/2024
9128285Z9
15400000.00000000
PA
USD
15701984.45000000
0.814725248352
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.02500000
N
N
N
N
N
N
OVINTIV INC
N/A
OVINTIV INC 7.375% 11/01/2031
012873AK1
435000.00000000
PA
USD
553342.52000000
0.028711155807
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.07375000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 2.9% 10/22/2025 144A
80413TAS8
700000.00000000
PA
USD
716625.00000000
0.037183356215
Long
DBT
NUSS
SA
N
2
2025-10-22
Fixed
0.02900000
N
N
N
N
N
N
COMM 14-CCRE18 MTG TR
N/A
COMM 14-CCRE18 MTG TR 3.828% 07/15/2047
12632QAX1
257000.00000000
PA
USD
264686.41000000
0.013733722753
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
0.03828000
N
N
N
N
N
N
MAGNETITE XXIII LTD
N/A
MAGNETITE XXIII LTD 3ML+113 01/25/2035 144A
55954NAJ8
1132000.00000000
PA
USD
1122121.04000000
0.058223235789
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Variable
0.01250960
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A
14856GAA8
399026.61600000
PA
USD
398195.68000000
0.020661087476
Long
ABS-CBDO
CORP
US
N
2
2046-01-15
Fixed
0.03474000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 3.95% 12/01/2027
87165BAM5
3042000.00000000
PA
USD
3133752.20000000
0.162600278171
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03950000
N
N
N
N
N
N
SWISS RE FINANCE LUXEMBOURG
549300CLQZ6TM98LW631
SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A
87089NAA8
400000.00000000
PA
USD
423516.00000000
0.021974877085
Long
DBT
CORP
LU
N
2
2049-04-02
Variable
0.05000000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A
61771LAG7
235000.00000000
PA
USD
228226.71000000
0.011841946702
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
0.03177097
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 2.55% 12/01/2033
00206RMM1
339000.00000000
PA
USD
314431.03000000
0.016314810387
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
0.02550000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.93% 05/01/2060
097023CX1
720000.00000000
PA
USD
854941.06000000
0.044360129743
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
0.05930000
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026
18551PAC3
1337000.00000000
PA
USD
1390016.70000000
0.072123476158
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03743000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.25% 01/15/2023
00914AAD4
259000.00000000
PA
USD
260304.68000000
0.013506368939
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02250000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 2.6% 05/11/2023
14040HCD5
1522000.00000000
PA
USD
1534811.05000000
0.079636387226
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.02600000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 5.017% 06/26/2024 144A
46115HAT4
200000.00000000
PA
USD
205976.91000000
0.010687476458
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
0.05017000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.219%/VAR 06/09/2026 144A
09659W2L7
1520000.00000000
PA
USD
1489163.09000000
0.077267862046
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
0.02219000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 3.95% 11/06/2024
254709AK4
4380000.00000000
PA
USD
4545560.50000000
0.235854450057
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
0.03950000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A
30227FAE0
457186.25000000
PA
USD
451737.55000000
0.023439202145
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01572000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.375% 10/15/2028
125523AH3
884000.00000000
PA
USD
958136.56000000
0.049714610868
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
KINDER MORGAN INC DEL
549300WR7IX8XE0TBO16
KINDER MORGAN INC DEL 5.55% 06/01/2045
49456BAH4
415000.00000000
PA
USD
476261.26000000
0.024711658234
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.05550000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#QD3433
3133B0Y64
71999.45000000
PA
USD
69201.85000000
0.003590660442
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
92343VGH1
1151000.00000000
PA
USD
1111666.66000000
0.057680791783
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 3% 11/19/2024
418056AX5
890000.00000000
PA
USD
905189.07000000
0.046967336657
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030
38141GXH2
3630000.00000000
PA
USD
3781193.42000000
0.196193911539
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.03800000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A
53218CAA8
1375175.24000000
PA
USD
1347623.47000000
0.069923828403
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.00891000
N
N
N
N
N
N
SPGN 2022-TFLM MTG TR
N/A
SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A
78473HAG1
457000.00000000
PA
USD
454848.76000000
0.023600632782
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.02050000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC B 1ML+92.21 10/15/2036 144A
05609PAG3
268000.00000000
PA
USD
261290.62000000
0.013557526180
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01090800
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2018-3PCK
N/A
GS MORTGAGE SECURITIES TRUST 2018-3PCK A 1ML+145 09/15/2021 144A
36255YAA9
1240811.98000000
PA
USD
1228842.36000000
0.063760660324
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
0.01891000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 03/01/2052 #TBA
21H030633
-100000.00000000
PA
USD
-101638.66000000
-0.00527370172
Short
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
TOWD PT MTG TR 2019-1
N/A
TOWD PT MTG TR 2019-1 3.75% 03/25/2058 144A
89177BAA3
247676.04970000
PA
USD
253080.81000000
0.013131545661
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Variable
0.03641052
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 2.85% 07/25/2022
87165BAQ6
302000.00000000
PA
USD
303578.60000000
0.015751712853
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 6.125% 12/15/2022
780099CE5
6545000.00000000
PA
USD
6761992.08000000
0.350857924632
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
0.06125000
N
N
N
N
N
N
REGIONS BANK OF ALABAMA
EQTWLK1G7ODGC2MGLV11
REGIONS BANK OF ALABAMA 6.45% 06/26/2037
75913MAA7
250000.00000000
PA
USD
326937.05000000
0.016963707364
Long
DBT
CORP
US
N
2
2037-06-26
Fixed
0.06450000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.78% 03/25/2038
126650CY4
2092000.00000000
PA
USD
2339405.21000000
0.121384178973
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
0.04780000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A
33834DAA2
1953000.00000000
PA
USD
1922337.18000000
0.099743866221
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02850000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
11120VAJ2
1055000.00000000
PA
USD
1094503.34000000
0.056790242554
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04050000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.3% 03/25/2028
68389XCD5
1961000.00000000
PA
USD
1868478.51000000
0.096949313823
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.02300000
N
N
N
N
N
N
ARES LV CLO LTD
N/A
ARES LV CLO LTD 2020-55A A1R 3ML+113 07/15/2034 144A
04018BAL1
1286000.00000000
PA
USD
1277795.32000000
0.066300671277
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Variable
0.01371290
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.5% 11/15/2030
969457BX7
1727000.00000000
PA
USD
1755600.04000000
0.091092414665
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.03500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.8% 04/01/2027
68389XBU8
1423000.00000000
PA
USD
1414677.88000000
0.073403065121
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.02800000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 5.8% 04/01/2047
42809HAH0
874000.00000000
PA
USD
1045874.22000000
0.054267034612
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
0.05800000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST 2020-HB5
N/A
CASCADE FUNDING MORTGAGE TRUST 2020-HB5 0.8335% 02/25/2031 144A
12526PAA2
728714.19000000
PA
USD
724265.61000000
0.037579802786
Long
ABS-CBDO
CORP
US
N
2
2031-02-25
Fixed
0.00800600
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.125% 09/24/2025 144A
90351DAB3
500000.00000000
PA
USD
523914.62000000
0.027184237142
Long
DBT
CORP
CH
N
2
2025-09-24
Fixed
0.04125000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.3% 11/20/2026
172967JC6
6314000.00000000
PA
USD
6714785.25000000
0.348408514723
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
0.04300000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES 3.25% 07/15/2026
40414LAQ2
113000.00000000
PA
USD
116783.21000000
0.006059503502
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03250000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 4.198%/VAR 06/01/2032 144A
46115HBQ9
242000.00000000
PA
USD
218906.82000000
0.011358367718
Long
DBT
CORP
IT
N
2
2032-06-01
Variable
0.04198000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.875% 11/15/2051
912810TB4
38201000.00000000
PA
USD
35640339.22000000
1.849262067150
Long
DBT
UST
US
N
2
2051-11-15
Fixed
0.01875000
N
N
N
N
N
N
PINE STREET TRUST II
N/A
PINE STR TR II 5.568% 02/15/2049 144A
72284LAA7
1000000.00000000
PA
USD
1188485.87000000
0.061666692428
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
0.05568000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH C 1ML+170 07/15/2038 144A
30227FAG5
336926.38000000
PA
USD
332910.22000000
0.017273635859
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01892000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 4% 04/15/2030
053332AZ5
1110000.00000000
PA
USD
1179518.76000000
0.061201418058
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
33344000.00000000
PA
USD
32048012.42000000
1.662867834395
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC D 1ML+185 04/15/2034 144A
05608BAL4
426000.00000000
PA
USD
416937.11000000
0.021633519735
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.02091000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 2.875% 03/25/2031
68389XCE3
2460000.00000000
PA
USD
2347963.48000000
0.121828239956
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
0.02875000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.1% 07/15/2027
24703TAF3
483000.00000000
PA
USD
556273.99000000
0.028863260315
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.06100000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 3.95% 06/01/2025
958254AE4
174000.00000000
PA
USD
176175.00000000
0.009141151622
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.875% 12/01/2024
55336VAG5
272000.00000000
PA
USD
288221.54000000
0.014954884620
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.04875000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
239000.00000000
PA
USD
247280.31000000
0.012830576454
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
HORIZON 2018
N/A
HORIZON 2018-1 A 4.458% 12/15/2038 144A
440405AE8
380396.62000000
PA
USD
362735.15000000
0.018821155129
Long
ABS-CBDO
CORP
US
N
2
2038-12-15
Fixed
0.04458000
N
N
N
N
N
N
AASET 2018-1 TR
N/A
AASET 2018-1A A 3.844% 1/38 144A
000367AA0
366049.17890000
PA
USD
291255.52000000
0.015112308041
Long
ABS-CBDO
CORP
US
N
2
2038-01-16
Fixed
0.03844000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.6% 02/15/2033 144A
11135FBF7
3032000.00000000
PA
USD
2767049.41000000
0.143573255020
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
0.02600000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031
02666TAC1
153000.00000000
PA
USD
140668.05000000
0.007298810690
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02375000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.805% 05/01/2050
097023CW3
700000.00000000
PA
USD
831606.24000000
0.043149361316
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 07/31/2024
9128282N9
38835000.00000000
PA
USD
39359879.10000000
2.042256975668
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.02125000
N
N
N
N
N
N
AASET 2019-2 TR
N/A
AASET 2019-2 B TR 4.458% 10/16/2039 144A
00038RAB2
220258.18000000
PA
USD
180493.10000000
0.009365203881
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.04458000
N
N
N
N
N
N
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L
N/A
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A
09229CAA7
2243318.41000000
PA
USD
2155604.44000000
0.111847350780
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Fixed
0.02443000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
03523TBV9
1824000.00000000
PA
USD
2258493.42000000
0.117185927573
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
0.05550000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 12/31/2024
9128283P3
2843000.00000000
PA
USD
2892863.55000000
0.150101344306
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.02250000
N
N
N
N
N
N
BRISTOL PARK CLO LTD 2016
549300XRS6MFERKEPO61
BRISTOL PARK CLO LTD 2016 3ML+99 04/15/2029 144A
11014PAJ4
1388000.00000000
PA
USD
1384814.54000000
0.071853552881
Long
ABS-CBDO
CORP
US
N
2
2029-04-15
Variable
0.01231290
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.375% 04/15/2040
87264AAX3
269000.00000000
PA
USD
278193.58000000
0.014434566170
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.04375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
674599DJ1
700000.00000000
PA
USD
778949.50000000
0.040417173183
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.06200000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL C 1ML+130 10/15/2036 144A
056054AF6
672350.00000000
PA
USD
666012.83000000
0.034557254215
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01441000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF STEP 07/09/2035
040114HT0
1254989.00000000
PA
USD
372104.24000000
0.019307286942
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.01125000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028
866677AF4
341000.00000000
PA
USD
322104.85000000
0.016712980117
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.02300000
N
N
N
N
N
N
TANGER PROPERTIES LP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP 3.125% 09/01/2026
875484AJ6
2775000.00000000
PA
USD
2762995.24000000
0.143362897235
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.03125000
N
N
N
N
N
N
CEDF 2016-6A
N/A
CEDF 2016-6A ARR 3ML+105 04/20/2034 144A
15032DAR2
1199000.00000000
PA
USD
1181971.80000000
0.061328698379
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01304000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A 1ML+120 12/31/2049 144A
95003EAA4
953000.00000000
PA
USD
944051.62000000
0.048983788833
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Variable
0.01391000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 2.825%/VAR 03/30/2023
857477BL6
142000.00000000
PA
USD
142124.74000000
0.007374393629
Long
DBT
CORP
US
N
2
2023-03-30
Variable
0.02825000
N
N
N
N
N
N
MADISON PK FDG L LTD / MADISON PK FDG L LLC
N/A
MADISON PK FDG L LTD / MADISON PK FDG L LLC 3ML+114 04/19/2034 144A
55821FAA5
1690000.00000000
PA
USD
1680409.25000000
0.087191007474
Long
ABS-CBDO
CORP
KY
N
2
2034-04-19
Variable
0.01388000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A
72703PAC7
948640.00000000
PA
USD
944760.06000000
0.049020547496
Long
ABS-CBDO
CORP
US
N
2
2049-12-05
Fixed
0.03858000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028
06051GGL7
528000.00000000
PA
USD
546919.45000000
0.028377883454
Long
DBT
CORP
US
N
2
2028-04-24
Variable
0.03705000
N
N
N
N
N
N
MADISON PARK FUNDING 2015
N/A
MADISON PARK FUNDING 2015-19A A1R2 3ML+92 01/22/2028 144A
55819QAY3
915839.50000000
PA
USD
912716.49000000
0.047357910164
Long
ABS-CBDO
CORP
KY
N
2
2028-01-22
Variable
0.01178860
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 01/31/2029
91282CDW8
29322000.00000000
PA
USD
29170808.44000000
1.513579014588
Long
DBT
UST
US
N
2
2029-01-31
Fixed
0.01750000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 5.882/VAR 07/08/2031
25160PAE7
5000000.00000000
PA
USD
5422655.95000000
0.281364099528
Long
DBT
CORP
US
N
2
2031-07-08
Variable
0.05882000
N
N
N
N
N
N
Fidelity Central Investment Portfolios II LLC
0VPAEPVECBYQ0ULYZJ60
Fidelity International Credit Central Fund
31607D202
528856.38500000
NS
USD
50817810.03000000
2.636771997147
Long
EC
RF
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.75% 11/20/2025
02005NBF6
1560000.00000000
PA
USD
1660854.00000000
0.086176348724
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.05750000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.75% 02/15/2051 144A
11135FBG5
1131000.00000000
PA
USD
1055340.01000000
0.054758183876
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
0.03750000
N
N
N
N
N
N
CORPOARATE OFFICE PPTYS LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026
22003BAL0
348000.00000000
PA
USD
342200.00000000
0.017755652533
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.02250000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058
035240AP5
613000.00000000
PA
USD
677548.58000000
0.035155807017
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
0.04750000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 7.375% 11/15/2031
337932AC1
1805000.00000000
PA
USD
2260004.40000000
0.117264327444
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.07375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#QD3432
3133B0Y56
63833.29000000
PA
USD
61313.10000000
0.003181338688
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 3.75% 05/15/2030
29278NAQ6
481000.00000000
PA
USD
488775.78000000
0.025360996249
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03750000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.75% 08/15/2028
958254AK0
168000.00000000
PA
USD
173880.00000000
0.009022071486
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 6.3% 01/15/2038
00206RAG7
1100000.00000000
PA
USD
1410417.49000000
0.073182007247
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.06300000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PAC PPTYS LP 4.65% 04/01/2029
44409MAB2
1473000.00000000
PA
USD
1600755.07000000
0.083058009394
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.04650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2051#SD8134
3132DWBB8
525631.51400000
PA
USD
506028.98000000
0.026256209061
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.95% 01/28/2060
71654QDF6
989000.00000000
PA
USD
816518.40000000
0.042366502039
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
0.06950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/15/2024
91282CCC3
1280000.00000000
PA
USD
1244450.00000000
0.064570490344
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.00250000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.375% 11/15/2031
91282CDJ7
42176000.00000000
PA
USD
40429650.00000000
2.097763931809
Long
DBT
UST
US
N
2
2031-11-15
Fixed
0.01375000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-H4
N/A
MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051
61691RAE6
385000.00000000
PA
USD
416638.80000000
0.021618041393
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
0.04310000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6302
3133KNAB9
147176.28400000
PA
USD
141411.64000000
0.007337393173
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 3.45% 02/15/2023
494550BM7
362000.00000000
PA
USD
365965.59000000
0.018988772224
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03450000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 1.125% 06/22/2022
92556VAA4
614000.00000000
PA
USD
614260.21000000
0.031871977948
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
0.01125000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029
105340AP8
260000.00000000
PA
USD
279559.05000000
0.014505415997
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04550000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC C 1ML+160 04/15/34 144A
05608BAJ9
406000.00000000
PA
USD
398870.03000000
0.020696077319
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01791000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES 3.5% 07/15/2029
40414LAR0
129000.00000000
PA
USD
133518.36000000
0.006927836373
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03500000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 4.55% 04/15/2028
628530BK2
450000.00000000
PA
USD
479622.52000000
0.024886063157
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+107.21 10/15/2036 144A
05609PAJ7
359000.00000000
PA
USD
348213.92000000
0.018067695414
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01290600
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN INC
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036
035242AM8
2133000.00000000
PA
USD
2360920.56000000
0.122500540980
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.04700000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028
681936BK5
3349000.00000000
PA
USD
3507521.90000000
0.181993980453
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.65% 07/01/2026
958254AF1
138000.00000000
PA
USD
142988.70000000
0.007419221722
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.04650000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
60080000.00000000
PA
USD
61835462.50000000
3.208442391641
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
PROJECT SILVER 2019
N/A
SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A
827304AA4
932904.42000000
PA
USD
909521.36000000
0.047192125190
Long
ABS-CBDO
CORP
KY
N
2
2044-07-15
Fixed
0.03967000
N
N
N
N
N
N
UBS COML MTG TR 2017-C7
N/A
UBSCM 2017-C7 XA CSTR 12/50
90276WAT4
1422674.48070000
PA
USD
62986.92000000
0.003268187801
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
0.01011571
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A
46645WBC6
103000.00000000
PA
USD
105031.10000000
0.005449724479
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.04949800
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.8% 05/01/2025
02005NBJ8
1072000.00000000
PA
USD
1160078.06000000
0.060192702938
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05800000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.7% 01/15/2023
969457BU3
2000000.00000000
PA
USD
2027930.72000000
0.105222773895
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 05/31/2026
9128286X3
21170000.00000000
PA
USD
21494165.63000000
1.115262818326
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.02125000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS LIMITED
XKZZ2JZF41MRHTR1V493
SBLOFI SWAP CMBX AAACDSIGEN 12
N/A
4560000.00000000
NC
USD
6934.85000000
0.000359826963
N/A
DCR
CORP
GB
N
2
CITIGROUP GLOBAL MARKETS LIMITED
XKZZ2JZF41MRHTR1V493
CMBX AAA CDSI S12 PRC INDX
CY400081
Y
2061-08-17
60.45000000
USD
0.00000000
USD
4560000.00000000
USD
6874.40000000
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Floating Rate Central Fund
31606V708
1086905.47900000
NS
USD
108451428.69000000
5.627194285853
Long
EC
RF
US
N
1
N
N
N
BEECHWOOD PARK CLO LTD
N/A
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A
07355TAU6
1857000.00000000
PA
USD
1856545.04000000
0.096330124616
Long
ABS-CBDO
CORP
KY
N
2
2035-01-17
Variable
0.01300000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 4.25% 08/09/2042
02209SAM5
932000.00000000
PA
USD
850899.96000000
0.044150450119
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
0.04250000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS LIMITED
XKZZ2JZF41MRHTR1V493
SBLOFI SWAP CY451600 12/16/72 B
N/A
300000.00000000
NC
USD
1581.24000000
0.000082045435
N/A
DCR
CORP
GB
N
2
CITIGROUP GLOBAL MARKETS LIMITED
XKZZ2JZF41MRHTR1V493
CMBX AAA CDSI S13 PRC INDX
CY451600
Y
2072-12-16
0.00000000
USD
1739.73000000
USD
300000.00000000
USD
3320.97000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.705% 05/01/2040
097023CV5
720000.00000000
PA
USD
838723.62000000
0.043518659171
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
0.05705000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2018-BOP
N/A
MORGAN STANLEY CAP I TR 2018-BOP 1ML+125 06/15/2035 144A
61768FAG5
507190.33000000
PA
USD
503961.86000000
0.026148952882
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
0.01441000
N
N
N
N
N
N
APOLLO AVIATION SECURITIZATION EQUITY TRUST
N/A
APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A
00255UAA3
508140.10000000
PA
USD
471985.17000000
0.024489785738
Long
ABS-CBDO
CORP
US
N
2
2040-01-16
Fixed
0.03351000
N
N
N
N
N
N
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC
N/A
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC 3ML+115 10/15/2035 144A
26246BAL8
1156000.00000000
PA
USD
1149485.94000000
0.059643112049
Long
ABS-CBDO
CORP
KY
N
2
2035-10-15
Variable
0.01391290
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.84% 01/23/2030
71654QDC3
6742000.00000000
PA
USD
6730875.70000000
0.349243396194
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
0.06840000
N
N
N
N
N
N
PEACE PARK CLO LTD
N/A
PEACE PARK CLO LTD 3ML+113 10/20/2034 144A
70470MAC9
500000.00000000
PA
USD
496416.00000000
0.025757422583
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.01384000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026
674599DC6
831000.00000000
PA
USD
893075.70000000
0.046338813020
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05550000
N
N
N
N
N
N
MAGNETITE XXI LTD 2019-21A A
N/A
MAGNETITE XXI LTD 2019-21A A 3ML+102 04/20/2034 144A
55954PAN4
1158000.00000000
PA
USD
1144312.44000000
0.059374675846
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01274000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 7.25% 06/15/2037
761713AT3
75000.00000000
PA
USD
92206.32000000
0.004784288075
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
0.07250000
N
N
N
N
N
N
EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC
N/A
EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC 3ML+125 01/15/2034 144A
27830BBN3
350000.00000000
PA
USD
348594.75000000
0.018087455453
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Variable
0.01491290
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 6.2% 03/15/2040
00206RJD5
840000.00000000
PA
USD
1024336.19000000
0.053149495813
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.06200000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.5% 03/01/2028
958254AH7
200000.00000000
PA
USD
207720.00000000
0.010777919767
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04500000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 6% 12/19/2023
780097AZ4
1237000.00000000
PA
USD
1312140.04000000
0.068082707849
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
0.06000000
N
N
N
N
N
N
CGDB COML MTG TR 2017-BIO
N/A
CGDB COML MTG TR 2019-MOB A 1ML+100 11/15/2036 144A
125284AA7
580000.00000000
PA
USD
572730.40000000
0.029717130268
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01141140
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050
035240AT7
1000000.00000000
PA
USD
1100381.04000000
0.057095217419
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.04500000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
11120VAH6
1000000.00000000
PA
USD
1057485.63000000
0.054869513167
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04125000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
12530MAE5
1875962.91000000
PA
USD
1785203.45000000
0.092628439977
Long
ABS-MBS
CORP
US
N
2
2061-03-15
Fixed
0.01530000
N
N
N
N
N
N
GS MTG SECS CORP TR 2018-HART
N/A
GS MTG SECS CORP TR 2018-HART 1ML+100 10/15/2031 144A
36259DAA1
457000.00000000
PA
USD
451260.03000000
0.023414425175
Long
ABS-MBS
CORP
US
N
2
2031-10-15
Variable
0.01290000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.25% 04/15/2029
29278NAG8
350000.00000000
PA
USD
384140.21000000
0.019931794544
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
80358000.00000000
PA
USD
77080900.31000000
3.999478909703
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 3.2% 12/01/2031
78574MAA1
1971000.00000000
PA
USD
1833098.14000000
0.095113540719
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
0.03200000
N
N
N
N
N
N
THUNDERBOLT III AIRCRAFT LEASE LTD
N/A
THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A
88607AAA7
1471850.50200000
PA
USD
1427427.70000000
0.074064612093
Long
ABS-CBDO
CORP
KY
N
2
2039-11-15
Fixed
0.03671000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.25% 02/01/2024
00914AAA0
977000.00000000
PA
USD
1008824.93000000
0.052344666641
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 03/01/2052 #TBA
21H022630
1050000.00000000
PA
USD
1049243.37000000
0.054441848922
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.02500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 2.9% 05/13/2022 144A
928668BC5
1167000.00000000
PA
USD
1171244.55000000
0.060772096031
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.02900000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
46647PBP0
880000.00000000
PA
USD
855719.14000000
0.044400501801
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
UTAH ACQUISITION SUB INC
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC 3.95% 06/15/2026
62854AAN4
1370000.00000000
PA
USD
1414623.56000000
0.073400246632
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03950000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
674599DL6
807000.00000000
PA
USD
964365.00000000
0.050037784499
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
0.06600000
N
N
N
N
N
N
EFF 2021-1
N/A
EFF 2021-1 0.44% 12/21/2026 144A
29374EAB2
519789.13000000
PA
USD
512612.66000000
0.026597814948
Long
ABS-CBDO
CORP
US
N
2
2026-12-21
Fixed
0.00440000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+88 03/15/2036 144A
53218CAC4
331260.94000000
PA
USD
323380.34000000
0.016779161172
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.01071000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 1.65% 03/25/2026
68389XCC7
1241000.00000000
PA
USD
1188898.22000000
0.061688087938
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
0.01650000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD 3.375% 04/07/2030 144A
00131LAJ4
1502000.00000000
PA
USD
1559226.20000000
0.080903210487
Long
DBT
CORP
HK
N
2
2030-04-07
Fixed
0.03375000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 7.3% 08/15/2031
023551AJ3
231000.00000000
PA
USD
292936.27000000
0.015199516729
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.07300000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031
10112RBD5
792000.00000000
PA
USD
790594.70000000
0.041021404992
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
0.03250000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 4.5% 04/15/2050
87264AAZ8
528000.00000000
PA
USD
550471.65000000
0.028562195637
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.04500000
N
N
N
N
N
N
CHC COML MTG TR 2019-CHC
N/A
CHC COML MTG TR 2019-CHC 1ML+175 06/15/2034 144A
162665AJ2
346471.07000000
PA
USD
336912.52000000
0.017481302277
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01941000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 03/01/2052 #TBA
01F032633
7450000.00000000
PA
USD
7673498.51000000
0.398153048692
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/01/2052 #TBA
21H032639
-400000.00000000
PA
USD
-412739.92000000
-0.02141574110
Short
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND 2018
N/A
DRSLF 2020-78A A 3ML+118 04/17/2033 144A
26253LAA0
900000.00000000
PA
USD
899996.40000000
0.046697905786
Long
ABS-CBDO
CORP
US
N
2
2033-04-17
Variable
0.01421290
N
N
N
N
N
N
CSMC 2020-RPL4 TR
N/A
CSMC 2020-RPL4 TR 2% 01/25/2060 144A
126405AA7
455428.52000000
PA
USD
451803.40000000
0.023442618889
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
0.02000000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.8% 06/09/2023
225433AT8
1250000.00000000
PA
USD
1277571.18000000
0.066289041377
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
0.03800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.5% 09/13/2025
172967HB0
566000.00000000
PA
USD
616991.18000000
0.032013679159
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
0.05500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019 3.287% 11/05/2032 144A
05492PAQ1
1500000.00000000
PA
USD
1495246.05000000
0.077583487189
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03287000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 1.5% 03/01/2052 #TBA
01F012635
250000.00000000
PA
USD
231739.98000000
0.012024238933
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.01500000
N
N
N
N
N
N
CRPT 2021
N/A
CRPT 2021 1ML+220 07/15/2034 144A
12566BAL0
246564.85000000
PA
USD
239236.42000000
0.012413204988
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.02492000
N
N
N
N
N
N
LANARK MASTER ISSUER PLC
213800KIOPB5OYXIVY33
LANARK MASTER ISSUER PLC STEP 12/22/2069 144A
513770BD8
2275000.00000000
PA
USD
2283699.60000000
0.118493794825
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.02710000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC 3.7% 09/01/2024
462613AM2
172000.00000000
PA
USD
176019.63000000
0.009133089974
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03700000
N
N
N
N
N
N
DUQUESNE LIGHT HLDGS INC
4CUJ1D8WDXK9X7QI6B93
DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A
266233AH8
276000.00000000
PA
USD
257233.30000000
0.013347004953
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.02532000
N
N
N
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MNGT SWAP CMBX AAACDSIGEN 12/72
N/A
500000.00000000
NC
USD
2635.40000000
0.000136742392
N/A
DCR
CORP
US
N
2
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CMBX AAA CDSI S13 PRC INDX
CY451600
Y
2072-12-16
623.18000000
USD
0.00000000
USD
500000.00000000
USD
2012.22000000
N
N
N
BEECHWOOD PARK CLO LTD
N/A
BEECHWOOD PARK CLO LTD 3ML+133 01/17/2033 144A
07355TAA0
1135000.00000000
PA
USD
1135000.00000000
0.058891483418
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Variable
0.01571290
N
N
N
N
N
N
OREILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
OREILLY AUTOMOTIVE INC 4.2% 04/01/2030
67103HAJ6
246000.00000000
PA
USD
263487.38000000
0.013671508960
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.04200000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
161175BL7
2000000.00000000
PA
USD
2110521.48000000
0.109508141625
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.05375000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.352%/VAR 04/24/2025
172967MF5
953000.00000000
PA
USD
972059.75000000
0.050437040219
Long
DBT
CORP
US
N
2
2025-04-24
Variable
0.03352000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 5.584% 03/18/2024
345397ZQ9
1113000.00000000
PA
USD
1157520.00000000
0.060059973468
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.05584000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 5.95% 02/14/2049
02209SBF9
600000.00000000
PA
USD
666486.00000000
0.034581805478
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
0.05950000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.25% 05/31/2028
91282CCE9
96952000.00000000
PA
USD
93736678.05000000
4.863693410675
Long
DBT
UST
US
N
2
2028-05-31
Fixed
0.01250000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 4.063% 11/01/2024
345397ZX4
4206000.00000000
PA
USD
4268030.09000000
0.221454293635
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04063000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 5.95% 04/01/2030
871829BL0
471000.00000000
PA
USD
563233.49000000
0.029224366288
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.05950000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 4.875% 02/15/2024
615369AC9
9000.00000000
PA
USD
9437.87000000
0.000489700585
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04875000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
00774MAM7
1196000.00000000
PA
USD
1196956.13000000
0.062106186857
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
0.02875000
N
N
N
N
N
N
INTERNATIONAL LEASE FIN CORP
N/A
INTERNATIONAL LEASE FIN CORP 5.875% 08/15/2022
459745GN9
2000000.00000000
PA
USD
2038719.02000000
0.105782543931
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT JUN22 TUM2
N/A
-57.00000000
NC
USD
-38649.83000000
-0.00200541482
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-30
-12229264.23000000
USD
-38649.83000000
N
N
N
COMM 2014-CCRE17 MTG TR
N/A
COMM 2014-CCRE17 XA CSTR 05/10/2047
12631DBC6
1409557.35610000
PA
USD
24091.17000000
0.001250012985
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
0.00957234
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.95% 06/15/2028
29278NAF0
494000.00000000
PA
USD
531290.00000000
0.027566921784
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04950000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+140 03/15/2026 144A
53218CAG5
289976.19000000
PA
USD
280914.12000000
0.014575726202
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.01591000
N
N
N
N
N
N
CENOVUS ENERGY INC
N/A
CENOVUS ENERGY INC 4.25% 04/15/2027
15135UAM1
1203000.00000000
PA
USD
1272154.05000000
0.066007964001
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.04250000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 4.25% 12/15/2025 144A
07274NAJ2
3209000.00000000
PA
USD
3370062.34000000
0.174861647944
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023
681936BJ8
343000.00000000
PA
USD
351903.89000000
0.018259156037
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.04375000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE CAP CORP 2.75% 11/18/2030
862121AC4
424000.00000000
PA
USD
400222.88000000
0.020766272335
Long
DBT
CORP
US
N
2
2030-11-18
Fixed
0.02750000
N
N
N
N
N
N
FLATIRON CLO LTD
N/A
FLATIRON CLO LTD 3ML+109 11/16/2034 144A
33883JAN1
1250000.00000000
PA
USD
1239238.75000000
0.064300095416
Long
ABS-CBDO
CORP
KY
N
2
2034-11-16
Variable
0.01538570
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.95% 07/15/2030 144A
00130HCC7
1523000.00000000
PA
USD
1553764.60000000
0.080619825707
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.03950000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.125% 09/30/2024
02005NAV2
465000.00000000
PA
USD
492739.00000000
0.025566634932
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
0.05125000
N
N
N
N
N
N
CEDAR FUNDING LTD
549300ZKTUZSV15HAV29
CEDAR FUNDING LTD 3ML+110 10/20/2032 144A
15033XAJ5
1037000.00000000
PA
USD
1030205.58000000
0.053454039500
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Variable
0.01354000
N
N
N
N
N
N
DRYDEN 76 CLO LTD
N/A
DRYDEN 76 CLO LTD 3ML+115 10/20/2034 144A
26252WAU3
875000.00000000
PA
USD
870574.25000000
0.045171285470
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.01404000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
1652000.00000000
PA
USD
1651394.79000000
0.085685540875
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 7.69% 01/23/2050
71654QDD1
2090000.00000000
PA
USD
1870550.00000000
0.097056796748
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
0.07690000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 2.2% 06/15/2028
756109BJ2
172000.00000000
PA
USD
166693.47000000
0.008649185660
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.02200000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
674599DF9
600000.00000000
PA
USD
706500.00000000
0.036658002674
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
ARGENTINA REPUBLIC OF
549300KPBYGYF7HCHO27
ARGENTINA REPUBLIC OF 1% 07/09/2029
040114HX1
75245.00000000
PA
USD
24793.23000000
0.001286440610
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.01000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US LONG BOND(CBT) FUT JUN22 USM2
N/A
-19.00000000
NC
USD
-39152.73000000
-0.00203150867
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-21
-2937909.77000000
USD
-39152.73000000
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A
05530SAJ5
136000.00000000
PA
USD
134605.46000000
0.006984242480
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.02250000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP A 1ML+105 10/15/2036 144A
36262MAA6
1036000.00000000
PA
USD
1024935.73000000
0.053180604007
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01141000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040
035240AS9
720000.00000000
PA
USD
767835.89000000
0.039840523862
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
0.04350000
N
N
N
N
N
N
PACIFIC LIFECORP
VFN8KLUEIK7XMVX1JM30
PACIFIC LIFECORP 5.125% 01/30/2043 144A
694476AD4
950000.00000000
PA
USD
1108837.46000000
0.057533993735
Long
DBT
CORP
US
N
2
2043-01-30
Fixed
0.05125000
N
N
N
N
N
N
CORPOARATE OFFICE PPTYS LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031
22003BAM8
235000.00000000
PA
USD
220831.16000000
0.011458215504
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.02750000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL B 1ML+110 10/15/2036 144A
056054AE9
534649.99000000
PA
USD
529931.60000000
0.027496438796
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01271000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2051#MA4305
31418DYB2
631501.59200000
PA
USD
607556.13000000
0.031524124895
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.15% 05/01/2030
097023CY9
723000.00000000
PA
USD
798585.05000000
0.041435998441
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC
N/A
VOYA CLO 2020-3 LTD / LLC 3ML+115 10/20/2034 144A
92918NAQ0
1736000.00000000
PA
USD
1724374.01000000
0.089472196843
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.01404000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+132.9 11/15/2038 144A
78472UAE8
605000.00000000
PA
USD
592157.00000000
0.030725113785
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.01520140
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A
05401AAF8
380000.00000000
PA
USD
388782.45000000
0.020172665381
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH D 1ML+225 07/15/2038 144A
30227FAJ9
677828.30000000
PA
USD
668934.24000000
0.034708836742
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.02442000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.6% 07/01/2030
58013MFQ2
419000.00000000
PA
USD
439514.47000000
0.022804986010
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.03600000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 6.75% 06/15/2039
88732JAU2
545000.00000000
PA
USD
661507.90000000
0.034323507950
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
0.06750000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.125% 05/15/2040
912810SR0
8834000.00000000
PA
USD
7346713.24000000
0.381197216701
Long
DBT
UST
US
N
2
2040-05-15
Fixed
0.01125000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP INC
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045
198280AH2
10000.00000000
PA
USD
11944.30000000
0.000619751141
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.05800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5% 05/15/2050
29278NAR4
1076000.00000000
PA
USD
1119131.27000000
0.058068106282
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
0.05000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMERICA HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.1% 02/15/2030
42225UAG9
260000.00000000
PA
USD
257578.37000000
0.013364909520
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03100000
N
N
N
N
N
N
AIMCO CLO 11 LTD
549300VLRW0CEQ83RF89
AIMCO CLO 11 LTD 3ML+113 10/17/2034 144A
00140NAN0
869000.00000000
PA
USD
861727.34000000
0.044712247890
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Variable
0.01371290
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC A 1ML+105 04/15/34 144A
05608BAA8
814000.00000000
PA
USD
804850.31000000
0.041761082542
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01191000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 04/01/2052 #TBA
01F020646
600000.00000000
PA
USD
574272.72000000
0.029797156271
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 8% 11/01/2031
36186CBY8
549000.00000000
PA
USD
723160.78000000
0.037522476726
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP B 1ML+107.98 11/15/2038 144A
78472UAC2
974000.00000000
PA
USD
954492.14000000
0.049525513688
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.01270940
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A
05610HAE3
769000.00000000
PA
USD
760929.42000000
0.039482169445
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.01611700
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 3.482% 03/19/2030
30231GBK7
3150000.00000000
PA
USD
3326191.25000000
0.172585318808
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
0.03482000
N
N
N
N
N
N
MILOS CLO LTD
254900GFWI4EEB8IJS18
MILOS CLO LTD 3ML+107 10/20/2030 144A
60162PAE2
1391000.00000000
PA
USD
1383282.73000000
0.071774072209
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Variable
0.01324000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.875% 04/15/2030
87264ABF1
2100000.00000000
PA
USD
2171591.50000000
0.112676867678
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
WFRBS COML MTG TR 2014-LC14
N/A
WFRBS COML MTG TR 2014-LC14 VAR 03/15/2047
96221TAH0
1182268.49000000
PA
USD
22434.73000000
0.001164065665
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
0.01246394
N
N
N
N
N
N
DUQUESNE LIGHT HLDGS INC
4CUJ1D8WDXK9X7QI6B93
DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A
266233AJ4
935000.00000000
PA
USD
880146.34000000
0.045667950298
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
0.02775000
N
N
N
N
N
N
BARINGS CLO LTD 2020-IV
549300Q89L7I93JSRH83
BARINGS CLO LTD 2020-IV 3ML+122 01/20/2032 144A
06762BAC4
1680000.00000000
PA
USD
1672885.20000000
0.086800608825
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Variable
0.01474000
N
N
N
N
N
N
INVESCO CLO LTD
N/A
INVESCO CLO LTD 3ML+113 10/22/2034 144A
46146JAA4
960000.00000000
PA
USD
954594.24000000
0.049530811327
Long
ABS-CBDO
CORP
KY
N
2
2034-10-22
Variable
0.01248470
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028
00774MAW5
909000.00000000
PA
USD
875520.57000000
0.045427934036
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
0.03000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3% 03/22/2027
92343VFF6
263000.00000000
PA
USD
266080.97000000
0.013806081967
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
MAGNETITE XXIX LTD / MAGNETITE XXIX LLC
N/A
MAGNETITE CLO LTD 2021-29A A 3ML+100 01/15/2034 144A
55955KAA2
1480000.00000000
PA
USD
1479900.84000000
0.076787273815
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Variable
0.01231290
N
N
N
N
N
N
MAGNE 2020-27A AR
N/A
MAGNE 2020-27A AR 3ML+114 10/20/2034 144A
55955EAL2
305000.00000000
PA
USD
303124.25000000
0.015728138099
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.01394000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE
N/A
SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A
80307AAB5
233783.47000000
PA
USD
194409.80000000
0.010087296487
Long
ABS-CBDO
CORP
US
N
2
2040-03-15
Fixed
0.04335000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 03/01/2052 #TBA
21H020634
1650000.00000000
PA
USD
1612772.21000000
0.083681539967
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.25% 03/15/2023
29278NAL7
195000.00000000
PA
USD
198731.96000000
0.010311559407
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039
03523TBU1
800000.00000000
PA
USD
953053.84000000
0.049450884947
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
0.05450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
15360000.00000000
PA
USD
14698799.92000000
0.762673243845
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2050#CA7616
3140QFPA1
46130.40800000
PA
USD
44438.88000000
0.002305789924
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029
72650RBM3
4767000.00000000
PA
USD
4704742.74000000
0.244113902257
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03550000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 4.8% 08/15/2038
125523AJ9
550000.00000000
PA
USD
612717.14000000
0.031791913031
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
0.04800000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP 2.85% 12/15/2032
756109BL7
211000.00000000
PA
USD
205190.41000000
0.010646667513
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.02850000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 03/01/2052 #TBA
01F030637
-4400000.00000000
PA
USD
-4442972.16000000
-0.23053147250
Short
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2051#MA4281
31418DXK3
334204.52300000
PA
USD
321740.93000000
0.016694097483
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
674599DD4
927000.00000000
PA
USD
1123987.50000000
0.058320080369
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.07500000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX SOFR30A+115 01/15/2039 144A
05530SAA4
1005000.00000000
PA
USD
996349.06000000
0.051697334049
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.01250000
N
N
N
N
N
N
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC
N/A
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A 3ML+99 04/20/2034 144A
00144GAC5
1972000.00000000
PA
USD
1942307.60000000
0.100780066801
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01244000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.45% 07/15/2028
15135BAY7
1670000.00000000
PA
USD
1572872.80000000
0.081611288476
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.02450000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CSMC 2018-SITE 4.284% 04/15/2036 144A
12690CAA1
594000.00000000
PA
USD
597321.41000000
0.030993078337
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
0.04284000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
MSCS SWAP CMBX AAA CY400081 08/17/61 B
N/A
130000.00000000
NC
USD
197.70000000
0.000010258014
N/A
DCR
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CMBX AAA CDSI S12 PRC INDX
CY400081
Y
2061-08-17
975.07000000
USD
0.00000000
USD
130000.00000000
USD
-777.37000000
N
N
N
VLS COMMERCIAL MORTGAGE TRUST 2020
N/A
VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A
92858TAC0
90000.00000000
PA
USD
83188.75000000
0.004316395498
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
0.02453000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.412%/VAR 03/31/2031
172967MP3
2221000.00000000
PA
USD
2406381.94000000
0.124859385126
Long
DBT
CORP
US
N
2
2031-03-31
Variable
0.04412000
N
N
N
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP INC 4.25% 02/15/2024
008252AM0
390000.00000000
PA
USD
406611.04000000
0.021097733321
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04250000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
1252000.00000000
PA
USD
1329800.69000000
0.068999061925
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
0.04700000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 5.95% 01/28/2031
71654QDE9
3510000.00000000
PA
USD
3264124.50000000
0.169364875655
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
0.05950000
N
N
N
N
N
N
CENOVUS ENERGY INC
N/A
CENOVUS ENERGY INC 3.75% 02/15/2052
15135UAX7
210000.00000000
PA
USD
189477.88000000
0.009831395090
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
0.03750000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A
26863LAA2
2537000.00000000
PA
USD
2484667.27000000
0.128921358002
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.00893000
N
N
N
N
N
N
TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
N/A
WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052
95001RAX7
339000.00000000
PA
USD
367770.05000000
0.019082399825
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
0.04302000
N
N
N
N
N
N
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC
N/A
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC 3ML+110 01/22/2035 144A
55822BAC9
1540000.00000000
PA
USD
1528617.86000000
0.079315042604
Long
ABS-CBDO
CORP
KY
N
2
2035-01-22
Variable
0.01192620
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 5.15% 11/15/2046
00206RHA3
1000000.00000000
PA
USD
1155140.55000000
0.059936511494
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
0.05150000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 3.85% 07/15/2029
92936UAF6
246000.00000000
PA
USD
259390.79000000
0.013458950139
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03850000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030
785592AX4
1622000.00000000
PA
USD
1749794.80000000
0.090791199515
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04500000
N
N
N
N
N
N
RR 7 LTD
N/A
RR 7 LTD 3ML+134 01/15/2037 144A
74980EAQ1
1862000.00000000
PA
USD
1861547.53000000
0.096589687661
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Variable
0.01520310
N
N
N
N
N
N
AASET 2021-1 TR
N/A
AASET 2021-1 TR 2.95% 11/16/2041 144A
00038PAA8
1395723.39000000
PA
USD
1318138.62000000
0.068393954787
Long
ABS-CBDO
CORP
US
N
2
2041-11-16
Fixed
0.02950000
N
N
N
N
N
N
CEDAR FUNDING LTD 2022
N/A
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A
15032QAA0
1721000.00000000
PA
USD
1720151.55000000
0.089253107034
Long
ABS-CBDO
CORP
US
N
2
2035-04-20
Variable
0.01320000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 4.03% 01/25/2024
35137LAG0
216000.00000000
PA
USD
223810.34000000
0.011612795530
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.04030000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 4.05% 04/15/2030
30161NAX9
365000.00000000
PA
USD
387322.36000000
0.020096906027
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04050000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A
72703PAE3
1004000.00000000
PA
USD
986844.15000000
0.051204154975
Long
ABS-CBDO
CORP
US
N
2
2051-12-05
Fixed
0.04008000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038
38148YAA6
1000000.00000000
PA
USD
1054498.08000000
0.054714498848
Long
DBT
CORP
US
N
2
2038-10-31
Variable
0.04017000
N
N
N
N
N
N
BANK 2019-BNK21
N/A
BANK 2019-BN21 A5 2.851% 10/17/2052
06540BBD0
134000.00000000
PA
USD
133599.46000000
0.006932044390
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
0.02851000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A
225401AM0
2086000.00000000
PA
USD
2075627.16000000
0.107697588085
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 11/51#MA7705
36179WR26
148546.52900000
PA
USD
148656.30000000
0.007713295177
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
0.02500000
N
N
N
N
N
N
BENCHMARK 2018-B4 MTG TR
N/A
BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051
08161HAF7
151000.00000000
PA
USD
162095.04000000
0.008410587982
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
0.04121000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026
00774MAL9
561000.00000000
PA
USD
585797.13000000
0.030395120676
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
0.04450000
N
N
N
N
N
N
AUTONATION INC DEL
N/A
AUTONATION INC DEL 4.75% 06/01/2030
05329WAQ5
156000.00000000
PA
USD
168099.88000000
0.008722159731
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04750000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 3.375% 02/15/2030
15135BAV3
815000.00000000
PA
USD
781968.05000000
0.040573795991
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03375000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025
95000U2H5
927000.00000000
PA
USD
923999.67000000
0.047943357924
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/28/2028
28414HAG8
194000.00000000
PA
USD
209578.20000000
0.010874335762
Long
DBT
CORP
US
N
2
2028-08-28
Variable
0.05900000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028
780097BP5
951000.00000000
PA
USD
950674.26000000
0.049327416228
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
0.03073000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 04/30/2026
91282CBW0
21500000.00000000
PA
USD
20641679.58000000
1.071030071120
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.00750000
N
N
N
N
N
N
EATON VANCE CLO 2020-2 LTD
N/A
EATON VANCE CLO 2020-2 LTD 3ML+114 01/15/2035 144A
27829PAL0
1578000.00000000
PA
USD
1569833.85000000
0.081453607178
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Variable
0.01391290
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.35% 02/12/2048
71654QCL4
3548000.00000000
PA
USD
2837300.12000000
0.147218337419
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
0.06350000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 03/01/2052 #TBA
01F020638
-600000.00000000
PA
USD
-575210.22000000
-0.02984580011
Short
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Specialized High Income Central Fund
31606V807
1332655.34300000
NS
USD
122550985.34000000
6.358774732255
Long
EC
RF
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 5.282% 04/02/2050
05526DBQ7
1500000.00000000
PA
USD
1521644.64000000
0.078953224745
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
0.05282000
N
N
N
N
N
N
LUCALI CLO LTD
N/A
LUCALI CLO LTD 2020-1A A 3ML+121 01/15/2033 144A
54929JAC7
820000.00000000
PA
USD
819467.00000000
0.042519495368
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Variable
0.01451290
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.2% 07/15/2030
24703TAH9
418000.00000000
PA
USD
494716.28000000
0.025669229604
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.06200000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.25% 01/15/2028
615369AM7
10000.00000000
PA
USD
10356.95000000
0.000537388677
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03250000
N
N
N
N
N
N
CRPT 2021
N/A
CRPT 2021-RETL A 1ML+140 07/15/2034 144A
12566BAA4
1074944.77000000
PA
USD
1056665.23000000
0.054826945261
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.01592000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032
00774MAX3
972000.00000000
PA
USD
922793.42000000
0.047880769509
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
0.03300000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO 5% 05/01/2042
60871RAD2
2945000.00000000
PA
USD
3228780.49000000
0.167530989154
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
0.05000000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.2% 05/12/2026
06738EAP0
1318000.00000000
PA
USD
1412803.74000000
0.073305822051
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
0.05200000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC 5.375% 05/15/2045
744320AV4
1045000.00000000
PA
USD
1069724.70000000
0.055504558971
Long
DBT
CORP
US
N
2
2045-05-15
Variable
0.05375000
N
N
N
N
N
N
DRYDEN SENIOR LOAN FUND
N/A
DRYDEN SENIOR LOAN FUND 3ML+113 02/20/2035 144A
262484AC2
707000.00000000
PA
USD
702878.90000000
0.036470115493
Long
ABS-CBDO
CORP
KY
N
2
2035-02-20
Variable
0.01289730
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A
80413TAU3
390000.00000000
PA
USD
431925.00000000
0.022411192930
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
0.04500000
N
N
N
N
N
N
Fidelity Hanover Street Trust
13LNM41WRMGAYS9Y7N22
Fidelity Emerging Markets Debt Central Fund
315808600
5091374.46100000
NS
USD
42411149.26000000
2.200577527240
Long
EC
RF
US
N
1
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+132.21 10/15/2036 144A
05609PAL2
349000.00000000
PA
USD
337642.18000000
0.017519161977
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01490300
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 2.45% 02/15/2031 144A
11135FBH3
3421000.00000000
PA
USD
3160220.59000000
0.163973637423
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02450000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LEXINGTON CORP PPTYS TR REIT 2.7% 09/15/2030
529043AE1
387000.00000000
PA
USD
368910.62000000
0.019141580317
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.02700000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.2% 09/15/2023
29278NAC7
145000.00000000
PA
USD
149106.47000000
0.007736653044
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 5.5% 02/15/2049
55336VAT7
525000.00000000
PA
USD
598914.32000000
0.031075729291
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
0.05500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 4.5% 01/30/2026
254709AP3
803000.00000000
PA
USD
854577.43000000
0.044341262157
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.04500000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030
06738EBK0
1421000.00000000
PA
USD
1515770.34000000
0.078648426295
Long
DBT
CORP
GB
N
2
2030-06-20
Variable
0.05088000
N
N
N
N
N
N
BABSON CLO LTD/CAYMAN ISLANDS
N/A
BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR 3ML+115 10/15/2036 144A
06762LAM0
860000.00000000
PA
USD
856160.96000000
0.044423426413
Long
ABS-CBDO
CORP
KY
N
2
2036-10-15
Variable
0.01391290
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 2.9% 03/30/2023
89236TGW9
1619000.00000000
PA
USD
1644582.58000000
0.085332077304
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
0.02900000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 2.836% 01/15/2050 144A
78403DAN0
1211000.00000000
PA
USD
1226089.42000000
0.063617819161
Long
ABS-CBDO
CORP
US
N
2
2050-01-15
Fixed
0.02836000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031
681936BM1
701000.00000000
PA
USD
663098.68000000
0.034406048386
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.03375000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.906% 04/02/2030
05526DBN4
1500000.00000000
PA
USD
1601507.84000000
0.083097068197
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
0.04906000
N
N
N
N
N
N
PRIMA CAPITAL LTD 2021
N/A
PRIMA CAPITAL LTD 2021-9A A 1ML+145 12/15/2037 144A
74167CAA5
410420.20000000
PA
USD
409648.57000000
0.021255340940
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.01553710
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)JUN22 TYM2
N/A
4.00000000
NC
USD
4085.32000000
0.000211974057
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-21
505664.68000000
USD
4085.32000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6.25% 04/15/2049
29279FAA7
241000.00000000
PA
USD
278304.49000000
0.014440320932
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.06250000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031
46647PBJ4
3000000.00000000
PA
USD
3292907.28000000
0.170858321127
Long
DBT
CORP
US
N
2
2031-03-24
Variable
0.04493000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
723000.00000000
PA
USD
785429.58000000
0.040753403601
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.375% 07/01/2025
00914AAH5
1294000.00000000
PA
USD
1309066.55000000
0.067923234381
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03375000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A
05492PAE8
132000.00000000
PA
USD
129450.62000000
0.006716774485
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03465000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 3.8% 12/01/2057
00206RMN9
4105000.00000000
PA
USD
3851322.54000000
0.199832685026
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
0.03800000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028
14040HBW4
877000.00000000
PA
USD
913150.94000000
0.047380452371
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.03800000
N
N
N
N
N
N
PRIMA CAPITAL LTD 2021
N/A
PRIMA CAPITAL LTD 2021 1ML+180 12/15/2037 144A
74167CAB3
444000.00000000
PA
USD
441570.25000000
0.022911653793
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
0.01961710
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 6.02% 06/15/2026
24703TAD8
258000.00000000
PA
USD
287889.03000000
0.014937631750
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06020000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 7.125% 03/15/2033
023551AM6
201000.00000000
PA
USD
254872.66000000
0.013224518969
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.07125000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023
00774MAF2
512000.00000000
PA
USD
523433.16000000
0.027159255738
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.75% 05/22/2025
38148LAE6
525000.00000000
PA
USD
543038.46000000
0.028176511421
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
0.03750000
N
N
N
N
N
N
OVINTIV INC
N/A
OVINTIV INC 8.125% 09/15/2030
012873AH8
1083000.00000000
PA
USD
1389657.68000000
0.072104847770
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.08125000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 5.15% 03/19/2029
87165BAP8
1958000.00000000
PA
USD
2128836.24000000
0.110458435356
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
0.05150000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 4.194/VAR 04/01/2031 144A
225401AP3
2010000.00000000
PA
USD
2087481.20000000
0.108312655926
Long
DBT
CORP
CH
N
2
2031-04-01
Variable
0.04194000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.012% 04/15/2049
92343VDS0
16000.00000000
PA
USD
19347.54000000
0.001003881348
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.05012000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A
83368RAZ5
1953000.00000000
PA
USD
1825530.17000000
0.094720863204
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
0.01488000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#BQ6772
3140KSQ26
49406.73500000
PA
USD
47487.00000000
0.002463947024
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
BENCHMARK 2019-B12 MTG TR
N/A
BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A
08162FAK9
8038131.12000000
PA
USD
442662.29000000
0.022968316221
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
0.01061475
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP 4.709% 01/25/2029
35137LAH8
312000.00000000
PA
USD
340528.38000000
0.017668917572
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
0.04709000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.5% 04/15/2030
548661DU8
798000.00000000
PA
USD
880176.43000000
0.045669511570
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04500000
N
N
N
N
N
N
DB MASTER FIN LLC
549300F17UZJL70BPB08
DNKN 2017-1A A2II 4.03% 11/20/2047 144A
233046AF8
458880.00000000
PA
USD
470122.56000000
0.024393140922
Long
ABS-CBDO
CORP
US
N
2
2047-11-20
Fixed
0.04030000
N
N
N
N
N
N
CGDB COML MTG TR 2017-BIO
N/A
CGDBB COML MTG TR 2019-MOB B 1ML+125 11/15/36 144A
125284AC3
200000.00000000
PA
USD
196992.02000000
0.010221279541
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01441140
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP D 1ML+157.82 11/15/2038 144A
78472UAG3
398000.00000000
PA
USD
389550.70000000
0.020212527391
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.01769340
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2051#FM9210
3140XDGU4
3513106.07400000
PA
USD
3575695.22000000
0.185531273796
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.03000000
N
N
N
N
N
N
METLIFE SECURITIZATION TRUST 2019-1
N/A
METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A
59166EAB1
217611.53000000
PA
USD
220809.88000000
0.011457111353
Long
ABS-CBDO
CORP
US
N
2
2058-04-25
Fixed
0.03750000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
1056000.00000000
PA
USD
1091943.05000000
0.056657397377
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
ENTERGY CORP NEW
4XM3TW50JULSLG8BNC79
ENTERGY CORP NEW 2.8% 06/15/2030
29364GAL7
580000.00000000
PA
USD
557370.45000000
0.028920152083
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02800000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 6% 07/19/2028 144A
25714PDZ8
550000.00000000
PA
USD
567462.50000000
0.029443795955
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
0.06000000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 3.375% 03/25/2027
191216CR9
1279000.00000000
PA
USD
1347425.07000000
0.069913534068
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
0.03375000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 4.5349% 04/15/2036 144A
12690CAE3
107000.00000000
PA
USD
106428.12000000
0.005522211334
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
0.04534900
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2019
N/A
BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A
05492PAG3
100000.00000000
PA
USD
96358.62000000
0.004999737508
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Variable
0.03718550
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 3.875% 03/15/2023
23311VAD9
520000.00000000
PA
USD
525850.00000000
0.027284657758
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03875000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 03/01/2052 #TBA
01F030637
5700000.00000000
PA
USD
5755668.48000000
0.298643043924
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 4.5% 01/30/2030 144A
25714PED6
1200000.00000000
PA
USD
1106850.00000000
0.057430870856
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
0.04500000
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET 2.2569% 08/15/2037 144A
126438AA8
405191.83000000
PA
USD
395482.26000000
0.020520296878
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
0.02256900
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.8% 06/15/2038
29278NAD5
275000.00000000
PA
USD
305190.56000000
0.015835352250
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
0.05800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032
38141GYJ7
1922000.00000000
PA
USD
1781628.79000000
0.092442962418
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02383000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
49234148.90900000
NS
USD
49243995.74000000
2.555111857796
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029
46647PAX4
5500000.00000000
PA
USD
5946304.21000000
0.308534516111
Long
DBT
CORP
US
N
2
2029-12-05
Variable
0.04452000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A
05609PAA6
1794000.00000000
PA
USD
1753575.44000000
0.090987364712
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.00881100
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025
92277GAE7
1265000.00000000
PA
USD
1303162.56000000
0.067616895413
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03500000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG SARL
N/A
JBS FINANCE LUXEMBOURG SARL 2.5% 01/15/2027 144A
46592QAB5
1945000.00000000
PA
USD
1828319.45000000
0.094865589933
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
0.02500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 1.45% 10/02/2023
02005NBL3
462000.00000000
PA
USD
456179.43000000
0.023669676949
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.01450000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051
95000U2M4
2880000.00000000
PA
USD
3546401.53000000
0.184011318855
Long
DBT
CORP
US
N
2
2051-04-04
Variable
0.05013000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CSMC 2018-SITE D CSTR 04/15/2036 144A
12690CAJ2
245000.00000000
PA
USD
236580.26000000
0.012275385426
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.04782040
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048
161175BN3
861000.00000000
PA
USD
951725.96000000
0.049381985544
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.05750000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 03/01/2052 #TBA
01F020638
2525000.00000000
PA
USD
2420676.34000000
0.125601075365
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CSMC 2018-SITE C CSTR 04/15/2036 144A
12690CAG8
123000.00000000
PA
USD
121560.72000000
0.006307393062
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Variable
0.04782040
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024
00774MAK1
843000.00000000
PA
USD
874932.57000000
0.045397424615
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
0.04875000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2019-MEAD
N/A
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A
61771LAE2
246000.00000000
PA
USD
242014.85000000
0.012557368745
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
0.03177097
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.45% 09/29/2027
172967KA8
4372000.00000000
PA
USD
4669439.66000000
0.242282139481
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
0.04450000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2.45% 09/13/2029
828807DF1
333000.00000000
PA
USD
321629.49000000
0.016688315222
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
0.02450000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028
92277GAM9
218000.00000000
PA
USD
231677.84000000
0.012021014689
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.875% 09/16/2046
02209SAV5
1521000.00000000
PA
USD
1307075.82000000
0.067819941833
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
0.03875000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A
78472UAA6
1701000.00000000
PA
USD
1666934.41000000
0.086491841556
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.00921940
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.05% 10/15/2027
125523AZ3
500000.00000000
PA
USD
510251.10000000
0.026475281229
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.03050000
N
N
N
N
N
N
NEW JERSEY ECO DEV AUTH ST PEN
N/A
NEW JERSEY ECO DEV AUTH ST PENSER A MBIA
645913AA2
1550000.00000000
PA
USD
1893443.89000000
0.098244686742
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
0.07425000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC 7.3% 07/01/2038
88732JAN8
2420000.00000000
PA
USD
3029097.67000000
0.157170092693
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
0.07300000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032
06051GKA6
1880000.00000000
PA
USD
1743987.47000000
0.090489875922
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02299000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5% 11/24/2025
6174467X1
5722000.00000000
PA
USD
6184260.98000000
0.320881324194
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.05000000
N
N
N
N
N
N
COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP
N/A
CENT CLO 20 LTD / CENT CLO 20-29A AR 3ML+117 10/20/2034 144A
197363AU8
1364000.00000000
PA
USD
1354808.00000000
0.070296610456
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
0.01424000
N
N
N
N
N
N
SPGN 2022-TFLM MTG TR
N/A
SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A
78473HAJ5
237000.00000000
PA
USD
235884.61000000
0.012239290395
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.02700000
N
N
N
N
N
N
AASET 2019-2 TR
N/A
AASET 2019-2 TR 3.376% 10/16/2039 144A
00038RAA4
1094198.58000000
PA
USD
1028424.11000000
0.053361604776
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.03376000
N
N
N
N
N
N
ARES XLI CLO LTD / ARES XLI CLO LLC
549300X38KZ67Q2FQG11
ARES XLI CLO LTD / ARES XLI CLO LLC 1ML+107 04/15/2034 144A
04016DAS4
1398000.00000000
PA
USD
1387133.35000000
0.071973868441
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Variable
0.01311290
N
N
N
N
N
N
ALLEGRO CLO LTD
N/A
ALLEGRO CLO LTD 3ML+114 07/20/2034 144A
01750WAC3
992000.00000000
PA
USD
984532.22000000
0.051084196395
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Variable
0.01394000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.096% 05/04/2023
345397XZ1
2000000.00000000
PA
USD
2015110.00000000
0.104557548151
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
0.03096000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS 7.625% 11/21/22
06740L8C2
330000.00000000
PA
USD
342082.25000000
0.017749542866
Long
EP
CORP
GB
N
2
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025
084659AT8
2556000.00000000
PA
USD
2694565.23000000
0.139812285077
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.04050000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 07/15/2023
55336VAE0
274000.00000000
PA
USD
281299.07000000
0.014595700014
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029
681936BL3
1155000.00000000
PA
USD
1134259.49000000
0.058853060747
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.03625000
N
N
N
N
N
N
CENOVUS ENERGY INC
N/A
CENOVUS ENERGY INC 6.75% 11/15/2039
15135UAF6
450000.00000000
PA
USD
563880.99000000
0.029257962971
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
0.06750000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 2.45% 06/01/2030
26441CBH7
565000.00000000
PA
USD
536838.13000000
0.027854796327
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02450000
N
N
N
N
N
N
JBS FINANCE LUXEMBOURG SARL
N/A
JBS FINANCE LUXEMBOURG SARL 3.625% 01/15/2032 144A
46592QAA7
353000.00000000
PA
USD
320294.55000000
0.016619049498
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
0.03625000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A
83368RBE1
3800000.00000000
PA
USD
3656404.61000000
0.189719023314
Long
DBT
CORP
FR
N
2
2025-06-18
Variable
0.01038000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 11/15/2041
912810TC2
11400000.00000000
PA
USD
10913718.75000000
0.566277609518
Long
DBT
UST
US
N
2
2041-11-15
Fixed
0.02000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE CO LLC
N/A
TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030
893574AP8
207000.00000000
PA
USD
208526.59000000
0.010819771116
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03250000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028
10112RBA1
605000.00000000
PA
USD
660573.02000000
0.034275000047
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.04500000
N
N
N
N
N
N
BX TR 2018-IND
N/A
BX COML MTG TR 2018-IND F 1ML+188.9 11/15/2035 144A
056059AQ1
328300.00000000
PA
USD
327049.24000000
0.016969528541
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Variable
0.01991000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SVS 4.1% 02/09/2027
254709AM0
284000.00000000
PA
USD
297855.14000000
0.015454741003
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
0.04100000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.7% 04/06/2023
718546AU8
97000.00000000
PA
USD
99094.18000000
0.005141676879
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.03700000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027
105340AQ6
421000.00000000
PA
USD
439020.79000000
0.022779370550
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03950000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028
38141GWL4
4660000.00000000
PA
USD
4824124.78000000
0.250308250653
Long
DBT
CORP
US
N
2
2028-06-05
Variable
0.03691000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A
928668BD3
1017000.00000000
PA
USD
1031687.70000000
0.053530941918
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
0.03125000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 2% 03/01/2037 #TBA
01F020430
-100000.00000000
PA
USD
-99234.38000000
-0.00514895140
Short
ABS-MBS
USGA
US
N
2
2037-03-01
Fixed
0.02000000
N
N
N
N
N
N
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC
N/A
AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A
00900PAL9
365000.00000000
PA
USD
363147.63000000
0.018842557383
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Variable
0.01341290
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.75% 03/26/2025
225433AC5
1200000.00000000
PA
USD
1230759.82000000
0.063860151129
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
0.03750000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2018-BOP
N/A
MORGAN STANLEY CAP I TR 2018-BOP C 1ML+150 06/15/2035 144A
61768FAJ9
1221463.16000000
PA
USD
1210162.79000000
0.062791437780
Long
ABS-MBS
CORP
US
N
2
2033-08-15
Variable
0.01691000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 1.75% 08/15/2041
912810TA6
11769000.00000000
PA
USD
10787024.06000000
0.559703831337
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.01750000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.55% 03/21/2031
92343VGJ7
1065000.00000000
PA
USD
1022302.17000000
0.053043957086
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
0.02550000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2015-GC29
N/A
CITIGROUP COML MTG TR 2015-GC29 XA CSTR 04/10/2048
17323VBF1
2771851.40110000
PA
USD
73974.06000000
0.003838275002
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
0.01021375
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026
251526BZ1
1100000.00000000
PA
USD
1139497.27000000
0.059124832230
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.04100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.4% 08/15/2049
674599CY9
56000.00000000
PA
USD
53188.24000000
0.002759765950
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.04400000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC 5.95% 01/25/27 144A
25714PDT2
2850000.00000000
PA
USD
2964000.00000000
0.153792384892
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
0.05950000
N
N
N
N
N
N
CHC COML MTG TR 2019-CHC
N/A
CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034
162665AA1
1556637.94000000
PA
USD
1539147.24000000
0.079861378117
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01311000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029
38141GWV2
1025000.00000000
PA
USD
1063778.95000000
0.055196053211
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.03814000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 4% 06/15/2029
91529YAN6
852000.00000000
PA
USD
900088.03000000
0.046702660171
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.797%/VAR 07/23/2024
46647PAU0
35000.00000000
PA
USD
35837.29000000
0.001859481206
Long
DBT
CORP
US
N
2
2024-07-23
Variable
0.03797000
N
N
N
N
N
N
KKR CLO 41 LTD
N/A
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A
48255PAA3
2253000.00000000
PA
USD
2252448.02000000
0.116872251296
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Variable
0.01330000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.125% 04/16/2030 144A
29135LAH3
610000.00000000
PA
USD
635925.00000000
0.032996093914
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
0.03125000
N
N
N
N
N
N
EMIRATE OF ABU DHABI
213800FER4348CINTA77
EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A
29135LAJ9
915000.00000000
PA
USD
979050.00000000
0.050799741710
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
0.03875000
N
N
N
N
N
N
COMM 2014-LC17 MTG TR
N/A
COMM 2014-LC17 XA CSTR 10/47
12592MBL3
2497466.85660000
PA
USD
37922.54000000
0.001967678093
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
0.00700801
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.625% 04/01/2027
126650DH0
375000.00000000
PA
USD
392948.27000000
0.020388816323
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.03625000
N
N
N
N
N
N
GOLDMAN SACHS and CO LLC (GOV REPO)
FOR8UP27PHTHYVLBNG30
GSCOFI SWAP CY451600 12/16/72 B
N/A
10000.00000000
NC
USD
52.71000000
0.000002734951
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS and CO LLC (GOV REPO)
FOR8UP27PHTHYVLBNG30
CMBX AAA CDSI S13 PRC INDX
CY451600
Y
2072-12-16
0.00000000
USD
26.94000000
USD
10000.00000000
USD
79.65000000
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 01/01/2052#RA6622
3133KNLB7
796746.53500000
PA
USD
788039.05000000
0.040888800569
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH A 1ML+108 07/15/2038 144A
30227FAA8
803057.58000000
PA
USD
795333.93000000
0.041267308326
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01272000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 03/13/2027
71654QCG5
20000.00000000
PA
USD
20530.00000000
0.001065235378
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
0.06500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM LLC 5.85%/VAR 05/21/2043 144A
23311RAH9
2820000.00000000
PA
USD
2622600.00000000
0.136078241774
Long
DBT
CORP
US
N
2
2043-05-21
Variable
0.05850000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 4.95% 03/31/2030
404280CF4
298000.00000000
PA
USD
329634.15000000
0.017103651170
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
0.04950000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 3.4% 04/16/2025 144A
74727PBC4
585000.00000000
PA
USD
606352.50000000
0.031461672422
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
0.03400000
N
N
N
N
N
N
AASET 2019-1 TRUST
549300TXM3PCKZJKD061
AASET 2019-1 TRUST 3.844% 05/15/2039 144A
00256DAA0
602565.39000000
PA
USD
533586.72000000
0.027686091165
Long
ABS-CBDO
CORP
US
N
2
2039-05-15
Fixed
0.03844000
N
N
N
N
N
N
AFFRM 2021-A
N/A
AFFRM 2021-A 0.88% 08/15/2025 144A
00833MAA2
456000.00000000
PA
USD
454807.79000000
0.023598506981
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00880000
N
N
N
N
N
N
COLUMBIA CENT CLO 31 LTD
N/A
COLUMBIA CENT CLO 31A A1 LTD 3ML+120 04/20/2034 144A
19737LAC7
1620000.00000000
PA
USD
1611827.10000000
0.083632501263
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Variable
0.01454000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
00774MAV7
868000.00000000
PA
USD
837426.70000000
0.043451366182
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 2.625% 08/01/2031
15135BAZ4
800000.00000000
PA
USD
737648.00000000
0.038274171771
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.02625000
N
N
N
N
N
N
RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A.
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 4.375% 08/04/2025
21684AAC0
500000.00000000
PA
USD
523502.87000000
0.027162872765
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
0.04375000
N
N
N
N
N
N
CLUB 2019-HP1 A
N/A
CLUB 2019-HP1 A 2.59% 12/15/2026 144A
21055MAA9
26015.95000000
PA
USD
26056.56000000
0.001351990723
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.02590000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038
46647PAJ5
1000000.00000000
PA
USD
1054421.87000000
0.054710544558
Long
DBT
CORP
US
N
2
2038-07-24
Variable
0.03882000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 2.7% 06/22/2030
92556VAD8
1003000.00000000
PA
USD
936295.20000000
0.048581333256
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
0.02700000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC 3.9% 04/20/2023
054561AC9
72000.00000000
PA
USD
73673.49000000
0.003822679396
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
0.03900000
N
N
N
N
N
N
MAGNETITE IX LTD / MAGNETITE IX LLC
N/A
MAGNETITE IX LTD /LLC 3ML+113 10/25/2034 144A
55953UAA2
1565000.00000000
PA
USD
1556195.31000000
0.080745947396
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Variable
0.01262180
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC 1.65% 06/22/2025
92556VAB2
197000.00000000
PA
USD
190329.81000000
0.009875598986
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
559000.00000000
PA
USD
608561.09000000
0.031576269022
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A
202712BK0
517000.00000000
PA
USD
516230.69000000
0.026785542837
Long
DBT
CORP
AU
N
2
2034-09-12
Variable
0.03610000
N
N
N
N
N
N
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC
N/A
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+120 01/22/2031 144A
55817AAQ7
364000.00000000
PA
USD
362643.01000000
0.018816374282
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Variable
0.01458860
N
N
N
N
N
N
AMMC CLO XI LTD
5493004OOK6VXHQ8DQ60
AMMC CLO XI LTD 3ML+101 04/30/2031 144A
00176AAX3
1700000.00000000
PA
USD
1686959.30000000
0.087530868408
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Variable
0.01309000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3% 08/15/2026
126650DF4
125000.00000000
PA
USD
127212.73000000
0.006600657603
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.85% 04/09/2025
718546AV6
125000.00000000
PA
USD
129904.54000000
0.006740326928
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
0.03850000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2047
912810RV2
24645000.00000000
PA
USD
27991328.91000000
1.452379632047
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.03000000
N
N
N
N
N
N
THUNDERBOLT AIRCRAFT LEASE LIM
N/A
THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A
886065AA9
827709.11000000
PA
USD
809218.83000000
0.041987750933
Long
ABS-CBDO
CORP
US
N
2
2038-09-15
Variable
0.04147000
N
N
N
N
N
N
ARES CLO
N/A
ARES CLO 2019-54A A 3ML+132 10/15/2032 144A
04017WAC6
1101000.00000000
PA
USD
1097565.98000000
0.056949153050
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Variable
0.01561290
N
N
N
N
N
N
PINE STR TR I
N/A
PINE STR TR I 4.572% 02/15/2029 144A
722844AA5
1030000.00000000
PA
USD
1108162.57000000
0.057498975873
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04572000
N
N
N
N
N
N
EATON VANCE CLO 2019-1 LTD
N/A
EATON 2019-1A AR 3ML+108 04/15/2031 144A
27830XAL0
610000.00000000
PA
USD
609789.55000000
0.031640009843
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.01341290
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.45% 04/01/2024
00206RDC3
51000.00000000
PA
USD
53242.53000000
0.002762582883
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04450000
N
N
N
N
N
N
BENCHMARK 2019-B14 MTG TR
N/A
BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061
08162YAK8
4560104.19200000
PA
USD
191516.17000000
0.009937155374
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.00782217
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 09/30/2026
91282CCZ2
50000000.00000000
PA
USD
48068359.50000000
2.494111891157
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.00875000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CA ST BUILD AMERICA BONDS
13063BBU5
90000.00000000
PA
USD
134032.15000000
0.006954495276
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
0.07350000
N
N
N
N
N
N
SUN CMNTYS OPER LTD PRTNRSHP
549300PUNBPJCGT6X741
SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031
866677AE7
880000.00000000
PA
USD
827834.03000000
0.042953633525
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
0.02700000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.3% 07/15/2025 144A
00130HCB9
1747000.00000000
PA
USD
1755385.60000000
0.091081288066
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03300000
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030
209111FX6
165000.00000000
PA
USD
169453.31000000
0.008792384842
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.03350000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 2.95% 09/01/2029
65473PAH8
1708000.00000000
PA
USD
1684010.61000000
0.087377870410
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.5% 04/15/2024
29278NAH6
215000.00000000
PA
USD
223534.55000000
0.011598485678
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030
92277GAV9
2100000.00000000
PA
USD
2345865.14000000
0.121719363872
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#MA3058
31418CMG6
115093.34800000
PA
USD
120857.53000000
0.006270906805
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
MSCS SWAP CY451600 12/16/72 B
N/A
80000.00000000
NC
USD
421.66000000
0.000021878575
N/A
DCR
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CMBX AAA CDSI S13 PRC INDX
CY451600
Y
2072-12-16
0.00000000
USD
435.19000000
USD
80000.00000000
USD
856.85000000
N
N
N
JBS USA LLC / JBS USA FIN INC
N/A
JBS USA LLC / JBS USA FIN INC 6.75% 02/15/2028 144A
472141AA8
260000.00000000
PA
USD
273652.60000000
0.014198949388
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06750000
N
N
N
N
N
N
BAMLL COML MTG SECS TR 2022-DKLX
N/A
BAMLL COML MTG SECS TR 2022-DKLX B SOFR30A+155 01/15/2039 144A
05530SAG1
190000.00000000
PA
USD
188022.73000000
0.009755892058
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
0.01650000
N
N
N
N
N
N
ILLINOIS ST
N/A
ILLINOIS ST TXBL
452151LF8
2525000.00000000
PA
USD
2785613.84000000
0.144536503321
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
0.05100000
N
N
N
N
N
N
QATAR ST
52990074F6OJOAXK4P65
QATAR ST 4.4% 04/16/2050 144A
74727PBE0
1390000.00000000
PA
USD
1607187.50000000
0.083391767407
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
0.04400000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033
681936BN9
1013000.00000000
PA
USD
930366.98000000
0.048273737071
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
0.03250000
N
N
N
N
N
N
BRASS NO 10 PLC
213800UCE3NFG8SQKH09
BRASS NO 10 PLC VAR 04/16/2069 144A
10554PAA1
692618.34000000
PA
USD
682694.50000000
0.035422812182
Long
ABS-CBDO
CORP
GB
N
2
2069-04-16
Variable
0.00669000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 6.25% 03/25/2029 144A
600814AQ0
1440000.00000000
PA
USD
1481580.00000000
0.076874400003
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
0.06250000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030
035240AV2
900000.00000000
PA
USD
940262.13000000
0.048787164438
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03500000
N
N
N
N
N
N
APOLLO AVIATION SECURITIZATION EQUITY TRUST
N/A
APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A
00255UAB1
244876.54000000
PA
USD
175574.57000000
0.009109997249
Long
ABS-CBDO
CORP
US
N
2
2040-01-16
Fixed
0.04335000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/01/2052 #TBA
21H032639
800000.00000000
PA
USD
825479.84000000
0.042831482211
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.4% 06/10/2025
172967JT9
2266000.00000000
PA
USD
2377403.36000000
0.123355780224
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
0.04400000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.49% 01/23/2027
71654QDB5
570000.00000000
PA
USD
585105.00000000
0.030359208287
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
0.06490000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 2% 04/01/2037 #TBA
01F020448
150000.00000000
PA
USD
148587.89000000
0.007709745603
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
0.02000000
N
N
N
N
N
N
Fidelity Central Investment Portfolios II LLC
0VPAEPVECBYQ0ULYZJ60
Fidelity Mortgage Backed Securities Central Fund
31606V724
1663049.62100000
NS
USD
176632500.25000000
9.164889832332
Long
EC
RF
US
N
1
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT JUN22 FVM2
N/A
-20.00000000
NC
USD
-16445.45000000
-0.00085330127
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2022-06-30
-2349179.55000000
USD
-16445.45000000
N
N
N
ARES LIX CLO LTD
N/A
ARES LIX CLO LTD 2021-59A A 3ML+103 04/25/2034 144A
04018EAA9
657000.00000000
PA
USD
651154.67000000
0.033786312291
Long
ABS-CBDO
CORP
KY
N
2
2034-04-25
Variable
0.01287710
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
86641208.38500000
NS
USD
86649872.51000000
4.495981964903
Long
STIV
RF
US
N
1
N
N
CRPT 2021
N/A
CRPT 2021 1ML+180 07/15/2034 144A
12566BAJ5
331351.97000000
PA
USD
323133.18000000
0.016766336838
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.02092000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/15/2031
91282CBL4
61339000.00000000
PA
USD
57790443.16000000
2.998559405394
Long
DBT
UST
US
N
2
2031-02-15
Fixed
0.01125000
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A
72703PAD5
1123000.00000000
PA
USD
1126651.55000000
0.058458309317
Long
ABS-CBDO
CORP
US
N
2
2051-12-05
Fixed
0.03251000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 4.375% 01/12/2026
06738EAN5
900000.00000000
PA
USD
948237.90000000
0.049201001378
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
0.04375000
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP 6.6% 04/01/2050
871829BN6
710000.00000000
PA
USD
987810.41000000
0.051254291084
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.06600000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625% 12/15/2029
15135BAT8
1370000.00000000
PA
USD
1411100.00000000
0.073217420486
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
UBS BARCLAYS COML MTG TR 2013-C6
549300G1IXWLFE766Q13
UBS BARCLAYS COML MTG TR 2013-C6 A3FL 1ML+79 04/10/2046 144A
90349GAC9
833718.05900000
PA
USD
830528.17000000
0.043093423746
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
0.00912710
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 5.25% 05/15/2024 144A
05401AAD3
730000.00000000
PA
USD
762814.21000000
0.039579965110
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05250000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 3.875% 01/15/2026
04010LAZ6
2603000.00000000
PA
USD
2639034.08000000
0.136930953096
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST
N/A
CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A
12527LAA0
981014.15000000
PA
USD
976091.03000000
0.050646210315
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Fixed
0.00898300
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS LTD
635400CPI3EOIFF6OC33
PARK AEROSPACE HOLDINGS LTD 5.5% 02/15/2024 144A
70014LAB6
5175000.00000000
PA
USD
5418768.12000000
0.281162372589
Long
DBT
CORP
KY
N
2
2024-02-15
Fixed
0.05500000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/28/2023
28414HAE3
459000.00000000
PA
USD
472770.00000000
0.024530508031
Long
DBT
CORP
US
N
2
2023-08-28
Variable
0.05272000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 2% 03/01/2037 #TBA
01F020430
1400000.00000000
PA
USD
1389281.32000000
0.072085319665
Long
ABS-MBS
USGA
US
N
2
2037-03-01
Fixed
0.02000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
2553000.00000000
PA
USD
2527442.43000000
0.131140822870
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.01062900
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV1.75% MAC 03/16/52
N/A
-78000.00000000
NC
USD
5133.51000000
0.000266361250
N/A
DO
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2052-03-16
0.00000000
USD
0.00000000
USD
-84231.00000000
USD
5133.51000000
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025
136385AV3
525000.00000000
PA
USD
544946.90000000
0.028275534207
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
0.03900000
N
N
N
N
N
N
CHC COML MTG TR 2019-CHC
N/A
CHC COML MTG TR 2019-CHC B 1ML+140 06/15/2034 144A
162665AG8
306760.93000000
PA
USD
301375.10000000
0.015637380356
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01691000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.45% 03/03/2026
06051GFU8
245000.00000000
PA
USD
261053.93000000
0.013545245101
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
0.04450000
N
N
N
N
N
N
CSMC TR 2017-PFHP
N/A
CSMC TR 2017-PFHP D 1ML+225 12/15/2020 144A
12595KAG6
1296000.00000000
PA
USD
1276902.53000000
0.066254347288
Long
ABS-MBS
CORP
US
N
2
2030-12-15
Variable
0.02441000
N
N
N
N
N
N
COMM 2013-CCRE7 MTG TR
549300FVY7JUBJ0PIH53
COMM MTG TR 2013-CC7 AM 3.314% 03/10/2046
12625FAS5
273000.00000000
PA
USD
275805.92000000
0.014310678206
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
0.03314000
N
N
N
N
N
N
OVINTIV INC
N/A
OVINTIV INC 5.15% 11/15/2041
292505AK0
1916000.00000000
PA
USD
1923547.39000000
0.099806660108
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
0.05150000
N
N
N
N
N
N
FIRST CITIZENS BANK and TRUST COMPANY
L9VVX1KT5TFTKS0MLF66
FIRST CITIZENS BANK and TRUST CO 3.929/VAR 06/19/2024
125581HA9
270000.00000000
PA
USD
275382.29000000
0.014288697414
Long
DBT
CORP
US
N
2
2024-06-19
Variable
0.03929000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025
161175AY0
945000.00000000
PA
USD
1001730.46000000
0.051976557511
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 2.375% 05/21/2023 144A
63906YAA6
1767000.00000000
PA
USD
1778948.35000000
0.092303883045
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
0.02375000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.85% 04/15/2025
91913YAY6
48000.00000000
PA
USD
48351.61000000
0.002508808844
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02850000
N
N
N
N
N
N
VOYA 2020
N/A
VOYA 2020 3ML+115 07/16/2034 144A
92918EAL1
860000.00000000
PA
USD
854496.86000000
0.044337081640
Long
ABS-CBDO
CORP
KY
N
2
2034-07-16
Variable
0.01391290
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 3.4% 06/30/2030
026874DR5
2900000.00000000
PA
USD
2981645.24000000
0.154707939394
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
0.03400000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A
46115HAW7
3773000.00000000
PA
USD
3976996.68000000
0.206353510164
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
0.05710000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMERICA HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.5% 08/01/2026
42225UAD6
270000.00000000
PA
USD
279705.16000000
0.014512997173
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.03500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027
14040HCE3
2746000.00000000
PA
USD
2843657.78000000
0.147548215858
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
0.03650000
N
N
N
N
N
N
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP
N/A
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP 3ML+131 01/20/2034 144A
19736WAC4
2220000.00000000
PA
USD
2210165.40000000
0.114678342737
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Variable
0.01564000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 4.207%/VAR 06/12/2024 144A
225401AG3
500000.00000000
PA
USD
512408.41000000
0.026587217075
Long
DBT
CORP
CH
N
2
2024-06-12
Variable
0.04207000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.5% 07/15/2044
674599DK8
1032000.00000000
PA
USD
975240.00000000
0.050602053118
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
0.04500000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HOLDINGS INC 3.8% 10/07/2024 144A
05523UAK6
1040000.00000000
PA
USD
1077970.00000000
0.055932380952
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
0.03800000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE CAP CORP 4.625% 03/15/2029
862121AB6
315000.00000000
PA
USD
338581.98000000
0.017567925163
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04625000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC 4.1% 06/15/2030
745310AK8
683000.00000000
PA
USD
708398.56000000
0.036756512819
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.04100000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.2% 08/15/2026
674599CR4
121000.00000000
PA
USD
120963.70000000
0.006276415623
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03200000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC 4.6% 04/01/2024
92936UAA7
1250000.00000000
PA
USD
1304146.81000000
0.067667964966
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04600000
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029
18551PAE9
2173000.00000000
PA
USD
2143068.99000000
0.111196926775
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.03375000
N
N
N
N
N
N
SAUDI ARABIA KINGDOM OF
54930044PULMORCKB765
SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A
80413TAT6
595000.00000000
PA
USD
613593.75000000
0.031837397492
Long
DBT
NUSS
SA
N
2
2030-10-22
Fixed
0.03250000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A
05610HAG8
769000.00000000
PA
USD
760787.85000000
0.039474823835
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.02010800
N
N
N
N
N
N
NEW RESIDENTIAL MTG LN TR 2020-1
N/A
NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A
64830TAD0
578271.14000000
PA
USD
591214.81000000
0.030676226590
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Fixed
0.03500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 5.75% 06/15/2027
281020AN7
2985000.00000000
PA
USD
3313723.24000000
0.171938394046
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05750000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 6.45% 03/15/2037
20030NAM3
365000.00000000
PA
USD
481765.59000000
0.024997260136
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
0.06450000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A
14855MAB4
488889.78100000
PA
USD
452544.98000000
0.023481097080
Long
ABS-CBDO
CORP
US
N
2
2039-04-15
Fixed
0.05095000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.125% 03/31/2024
912828W71
3683000.00000000
PA
USD
3730044.58000000
0.193539963466
Long
DBT
UST
US
N
2
2024-03-31
Fixed
0.02125000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.55% 06/24/2024
969457BW9
70000.00000000
PA
USD
73291.12000000
0.003802839452
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
0.04550000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN INC
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046
035242AN6
4500000.00000000
PA
USD
5033336.27000000
0.261163559018
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
0.04900000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2018-WPT
N/A
J P MORGAN CHASE COML MTG SECS TR 2018-WPT EFX 5.5422% 07/05/2033 144A
46645WBG7
218000.00000000
PA
USD
219461.01000000
0.011387122847
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.05542200
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 3.95% 02/15/2023
105340AM5
560000.00000000
PA
USD
566413.76000000
0.029389380224
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03950000
N
N
N
N
N
N
CRPT 2021
N/A
CRPT 2021-RETL D 1ML+295 07/15/2034 144A
12566BAN6
304064.16000000
PA
USD
293543.42000000
0.015231019781
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.03242000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A
05610HAC7
769000.00000000
PA
USD
760715.79000000
0.039471084875
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.01362300
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 04/15/2029 144A
46590XAA4
2005000.00000000
PA
USD
2127806.25000000
0.110404992502
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
SYMPHONY CLO LTD
N/A
SYMPHONY CLO LTD 3ML+129 04/18/2033 144A
87167GAA8
3000000.00000000
PA
USD
2980914.00000000
0.154669997712
Long
ABS-CBDO
CORP
KY
N
2
2033-04-18
Variable
0.01531290
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027
136385AX9
2700000.00000000
PA
USD
2815960.87000000
0.146111112672
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.03850000
N
N
N
N
N
N
SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC
N/A
SYMPHONY CLO XXVI LTD 2021-26A AR 3ML+108 04/20/2033 144A
87190GAC5
1290000.00000000
PA
USD
1278017.19000000
0.066312183395
Long
ABS-CBDO
CORP
KY
N
2
2033-04-20
Variable
0.01334000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 4.2% 10/15/2050
455780CT1
2100000.00000000
PA
USD
2150106.00000000
0.111562054491
Long
DBT
NUSS
ID
N
2
2050-10-15
Fixed
0.04200000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025
00774MAN5
731000.00000000
PA
USD
805342.17000000
0.041786603569
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 4.2% 06/10/2024
04010LAX1
1716000.00000000
PA
USD
1772544.45000000
0.091971605362
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
0.04200000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
026874DQ7
2900000.00000000
PA
USD
2912801.09000000
0.151135838849
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
DRYDEN 98 CLO LTD
N/A
DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A
26248AAA2
969000.00000000
PA
USD
968764.53000000
0.050266061898
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Variable
0.01300000
N
N
N
N
N
N
INDONESIA REPUBLIC OF
254900G208H6Q0L5B953
INDONESIA REPUBLIC OF 3.85% 10/15/2030
455780CS3
2100000.00000000
PA
USD
2226393.75000000
0.115520379393
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
0.03850000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP INC
549300SRP1TQM9JJBG80
COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025
198280AF6
25000.00000000
PA
USD
26510.37000000
0.001375537458
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.04500000
N
N
N
N
N
N
FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC
N/A
FLATIRON CLO 20 LTD / LLC 3ML+130 11/20/2033 144A
33883MAA2
1560000.00000000
PA
USD
1556248.20000000
0.080748691687
Long
ABS-CBDO
CORP
KY
N
2
2033-11-20
Variable
0.01779570
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 3.45% 03/25/2030
191216CT5
713000.00000000
PA
USD
753451.38000000
0.039094158107
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.03450000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
25470DBJ7
708000.00000000
PA
USD
711900.57000000
0.036938220805
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03625000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059
03523TBW7
1933000.00000000
PA
USD
2477610.67000000
0.128555213824
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
0.05800000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 4.55% 04/17/2026
225433AR2
388000.00000000
PA
USD
409724.78000000
0.021259295231
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
0.04550000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/01/2052 #TBA
21H032647
150000.00000000
PA
USD
154267.70000000
0.008004452596
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
0.03500000
N
N
N
N
N
N
CENOVUS ENERGY INC
N/A
CENOVUS ENERGY INC 5.4% 06/15/2047
15135UAR0
244000.00000000
PA
USD
274558.00000000
0.014245927669
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
0.05400000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 B 1ML+123 05/15/2036 144A
12653VAC0
673000.00000000
PA
USD
666246.51000000
0.034569379115
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01421000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+110 03/15/2036 144A
53218CAE0
208389.67000000
PA
USD
202649.31000000
0.010514818043
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.01291000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 12/31/2025
91282CBC4
13450000.00000000
PA
USD
12781703.13000000
0.663201284532
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.00375000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.622/VAR 04/01/2031
6174468P7
2099000.00000000
PA
USD
2169946.26000000
0.112591501489
Long
DBT
CORP
US
N
2
2031-04-01
Variable
0.03622000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.85% 07/15/2025
24703TAC0
263000.00000000
PA
USD
288080.06000000
0.014947543679
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05850000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.875% 07/03/2023
00912XBC7
877000.00000000
PA
USD
896591.36000000
0.046521229260
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
0.03875000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046
92343VCK8
1250000.00000000
PA
USD
1494584.96000000
0.077549185365
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
0.04862000
N
N
N
N
N
N
NUVEEN FINANCE LLC
N/A
NUVEEN FINANCE LLC 4.125% 11/01/2024 144A
87246YAC0
80000.00000000
PA
USD
83606.01000000
0.004338045772
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.04125000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A
05401AAG6
880000.00000000
PA
USD
906197.64000000
0.047019668097
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
0.04375000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024
00774MAU9
2378000.00000000
PA
USD
2307845.98000000
0.119746672479
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
0.01650000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 6% 06/15/2048
29278NAE3
1179000.00000000
PA
USD
1322824.08000000
0.068637068170
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024
72650RBF8
266000.00000000
PA
USD
272222.60000000
0.014124751307
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.03600000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 2.328% 07/15/2052 144A
78403DAR1
381000.00000000
PA
USD
372251.52000000
0.019314928826
Long
ABS-CBDO
CORP
US
N
2
2052-07-15
Fixed
0.02328000
N
N
N
N
N
N
DRYDEN 83 CLO LTD
2549001LFFVBUD1OX384
DRYDEN 83 CLO LTD 3ML+122 01/18/2032 144A
26246EAC2
1259000.00000000
PA
USD
1258192.98000000
0.065283569180
Long
ABS-CBDO
CORP
KY
N
2
2032-01-18
Variable
0.01461290
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019 1ML+185 10/15/2036 144A
056054AH2
4313750.00000000
PA
USD
4265301.84000000
0.221312733556
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01991000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027
15135BAR2
880000.00000000
PA
USD
900812.00000000
0.046740224635
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 5.4% 10/01/2047
86765BAV1
923000.00000000
PA
USD
987699.12000000
0.051248516606
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
0.05400000
N
N
N
N
N
N
VLS COMMERCIAL MORTGAGE TRUST 2020
N/A
VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A
92858TAA4
1382000.00000000
PA
USD
1288232.54000000
0.066842224906
Long
ABS-MBS
CORP
US
N
2
2042-10-10
Fixed
0.02130000
N
N
N
N
N
N
GS MTG SECS CORP TR 2021-IP
N/A
GSMS 2021-IP B 1ML+170 10/15/2036 144A
36262MAE8
132000.00000000
PA
USD
130100.81000000
0.006750510744
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01741000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP 3.875% 11/05/2025
91529YAL0
50000.00000000
PA
USD
51946.04000000
0.002695312205
Long
DBT
CORP
US
N
2
2025-11-05
Fixed
0.03875000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 2% 04/01/2037 #TBA
01F020448
-150000.00000000
PA
USD
-148587.89000000
-0.00770974560
Short
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
0.02000000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 1.884% 07/15/2050 144A
78403DAP5
498000.00000000
PA
USD
486776.47000000
0.025257258512
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
0.01884000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 3.5% 02/15/2041 144A
11135FBJ9
2410000.00000000
PA
USD
2222139.78000000
0.115299654632
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
0.03500000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 4.3% 03/04/2024
96950FAM6
2000000.00000000
PA
USD
2073796.44000000
0.107602597938
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
0.04300000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A
453140AF2
1564000.00000000
PA
USD
1631997.14000000
0.084679059480
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
0.04250000
N
N
N
N
N
N
PLANET FITNESS MASTER ISSUER LLC 18-1A
N/A
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.666% 09/05/2048 144A
72703PAB9
1933065.00000000
PA
USD
1961152.43000000
0.101757864152
Long
ABS-CBDO
CORP
US
N
2
2048-09-05
Fixed
0.04666000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
5400000.00000000
PA
USD
5303283.68000000
0.275170258066
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#QD3434
3133B0Y72
63368.14000000
PA
USD
60886.12000000
0.003159184076
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 03/01/2052 #TBA
01F022634
7100000.00000000
PA
USD
7003482.60000000
0.363388087587
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
0.02500000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 4.3% 04/01/2027
42809HAG2
1146000.00000000
PA
USD
1211551.98000000
0.062863518362
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04300000
N
N
N
N
N
N
2022-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer