0001752724-20-207551.txt : 20201016
0001752724-20-207551.hdr.sgml : 20201016
20201016083932
ACCESSION NUMBER: 0001752724-20-207551
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20201016
PERIOD START: 20200831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY ADVISOR SERIES II
CENTRAL INDEX KEY: 0000795422
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04707
FILM NUMBER: 201242928
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 DIVERSIFIED TRUST
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH FUND
DATE OF NAME CHANGE: 19920130
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES
DATE OF NAME CHANGE: 19911204
0000795422
S000005131
Fidelity Advisor Limited Term Bond Fund
C000014032
Class A
FDIAX
C000014034
Class C
FNBCX
C000014035
Class M
FTBRX
C000014036
Class I
EFIPX
C000132104
Fidelity Limited Term Bond Fund
FJRLX
C000204996
Class Z
FIKRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000795422
XXXXXXXX
S000005131
C000132104
C000014035
C000014036
C000014032
C000204996
C000014034
Fidelity Advisor Series II
811-04707
0000795422
EIVUM2R16VT371T5KS40
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Advisor Limited Term Bond Fund
S000005131
RM4US4KM4PQMB5E5Q888
2020-08-31
2020-08-31
N
3803247932.69
117242731.14
3686005201.55
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
993686.60000000
0.00000000
0.00000000
0.00000000
USD
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2.75% 06/01/2023
828807DD6
4610000.00000000
PA
USD
4821076.04000000
0.130794065021
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.02750000
N
N
N
N
N
N
HOLMES MASTER ISSUER PLC
N/A
HOLMES MASTER ISSUER PLC 18-2 A2 STEP 3ML+42 10/15/2054 144A
43641NCA0
1336798.47000000
PA
USD
1337424.63000000
0.036283850859
Long
ABS-CBDO
CORP
GB
N
2
2054-10-15
Variable
0.00695000
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2019
N/A
MARLETTE FUNDING TRUST 2019-4A A 2.39% 12/17/2029 144A
57110AAA2
1030103.39000000
PA
USD
1038433.94000000
0.028172340602
Long
ABS-CBDO
CORP
US
N
2
2029-12-17
Fixed
0.02390000
N
N
N
N
N
N
TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC
5493000R4ICCD2N68609
TRAP 2007-12A B 3ML+56 4/42
89413GAG3
303999.99930000
PA
USD
199120.00000000
0.005402054232
Long
ABS-CBDO
CORP
KY
N
2
2042-04-06
Variable
0.00863750
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030
92277GAU1
4013000.00000000
PA
USD
4051502.61000000
0.109915813691
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PTNRS LP 3.5% 09/01/2023
494550BQ8
5738000.00000000
PA
USD
6157744.68000000
0.167057406142
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.03500000
N
N
N
N
N
N
OMEGA HEALTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023
681936BJ8
5877000.00000000
PA
USD
6323890.31000000
0.171564877535
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.04375000
N
N
N
N
N
N
WFRBS COML MTG TR 2013-C12
N/A
WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C12 2.838% 03/15/2048
92937FAE1
253451.18130000
PA
USD
258779.84000000
0.007020604308
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
0.02838000
N
N
N
N
N
N
REGIONS FINL CORP NEW
CW05CS5KW59QTC0DG824
REGIONS FINL CORP NEW 3.8% 08/14/2023
7591EPAP5
1805000.00000000
PA
USD
1968463.35000000
0.053403705159
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.03800000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.625% 02/18/2022
718172BZ1
1793000.00000000
PA
USD
1847551.77000000
0.050123417330
Long
DBT
CORP
US
N
2
2022-02-18
Fixed
0.02625000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST
N/A
CANADIAN PACER AUTO RECEIVABLES TRUST 2.78% 03/21/2022 144A
13646BAC2
1496798.13000000
PA
USD
1503680.11000000
0.040794302443
Long
ABS-CBDO
CORP
CA
N
2
2022-03-21
Fixed
0.02780000
N
N
N
N
N
N
LANARK MASTER ISSUER PLC
213800KIOPB5OYXIVY33
LANARK MASTER ISSUER PLC 2020-1A 1A 12/22/2069 144A
513770BE6
2311000.00000000
PA
USD
2341626.07000000
0.063527476006
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.02277000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2015-C27
5493001SKB2HKIF64L70
WELLS FARGO COML MTG TR 15-C27 ASB 3.278% 02/15/2048
94989DAX7
2779644.57000000
PA
USD
2914265.54000000
0.079062979584
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
0.03278000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 4.25% 12/15/2025 144A
07274NAJ2
10500000.00000000
PA
USD
12050764.53000000
0.326932922529
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC VAR 08/15/2024
25746UDB2
5000000.00000000
PA
USD
5425251.25000000
0.147185121923
Long
DBT
CORP
US
N
2
2024-08-15
Variable
0.03071000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
109766157.13300000
NS
USD
109777133.75000000
2.978214292910
Long
STIV
RF
US
N
1
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW 3.2% 04/01/2024
032095AG6
896000.00000000
PA
USD
968278.67000000
0.026269053271
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.03200000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026
06051GJD2
16000000.00000000
PA
USD
16202009.44000000
0.439554709070
Long
DBT
CORP
US
N
2
2026-06-19
Variable
0.01319000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
MOSAIC CO NEW 3.25% 11/15/2022
61945CAF0
7000000.00000000
PA
USD
7305834.41000000
0.198204669025
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03250000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.953% 02/28/2022
60687YAH2
10000000.00000000
PA
USD
10363601.60000000
0.281160796941
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
0.02953000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.95%/VAR 5/18/2024
404280BS7
3000000.00000000
PA
USD
3241245.75000000
0.087933835487
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
0.03950000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2014-GC21
N/A
CITIGROUP COML MTG TR 2014-GC21 3.477% 05/10/2047
17322MAX4
1315639.46000000
PA
USD
1374351.32000000
0.037285658724
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
0.03477000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/28 #251968
31371GZ94
379.02920000
PA
USD
434.60000000
0.000011790542
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
0.07000000
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
4641969.17000000
PA
USD
4419187.14000000
0.119890963207
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01281880
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
COMPASS BANK 2.875% 06/29/2022
20453KAB1
8287000.00000000
PA
USD
8525681.01000000
0.231298670072
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
0.02875000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024
105340AN3
372000.00000000
PA
USD
391967.26000000
0.010633931277
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04100000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 1.326%/VAR 06/15/2023
53944YAM5
1698000.00000000
PA
USD
1714282.94000000
0.046507881738
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
0.01326000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 3.4% 08/27/2021 144A
00084DAT7
5000000.00000000
PA
USD
5139010.00000000
0.139419499403
Long
DBT
CORP
NL
N
2
2021-08-27
Fixed
0.03400000
N
N
N
N
N
N
SOFI CONSUMER LN PROGRAM 2019-4 TR
N/A
SOFI CONSUMER LN PROGRAM 2019-4 TR 2.45% 08/25/2028 144A
83405BAA0
2760466.08000000
PA
USD
2791610.76000000
0.075735399364
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Fixed
0.02450000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC 2.65% 01/11/2021
06739FJJ1
5500000.00000000
PA
USD
5535582.69000000
0.150178374346
Long
DBT
CORP
GB
N
2
2021-01-11
Fixed
0.02650000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 2.375% 01/15/2021
084659AH4
5420000.00000000
PA
USD
5460483.17000000
0.148140951285
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
0.02375000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A
29449WAB3
15000000.00000000
PA
USD
15020430.45000000
0.407498894567
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 4.875% 02/15/2024
615369AC9
4000000.00000000
PA
USD
4530993.40000000
0.122924226967
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04875000
N
N
N
N
N
N
BEAR STRNS ASSET BACKED SECS I TR
N/A
BSABS 2005-HE2 M2 1ML+75 2/35
073879RA8
177956.06800000
PA
USD
174334.80000000
0.004729640639
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Variable
0.01300130
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 1.9% 04/15/2027
92826CAL6
1132000.00000000
PA
USD
1201220.22000000
0.032588674033
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.01900000
N
N
N
N
N
N
WFRBS COML MTG TR 2013-C12
N/A
WFRBS COML MTG TR 2013-C12 A4 3.198% 03/15/2048
92937FAD3
1464000.00000000
PA
USD
1533758.72000000
0.041610324352
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
0.03198000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP 2.25% 04/15/2025
87612EBL9
784000.00000000
PA
USD
840326.61000000
0.022797759743
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02250000
N
N
N
N
N
N
CLECO CORPORATE HLDGS LLC
5493002H80P81B3HXL31
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026
18551PAC3
2893000.00000000
PA
USD
3086837.86000000
0.083744804774
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03743000
N
N
N
N
N
N
PARK PL SECS INC
N/A
PPSI 2005-WCH1 M4 1ML+83 1/36
70069FFL6
119891.66000000
PA
USD
119547.38000000
0.003243277571
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Variable
0.01420130
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 2.836% 01/15/2050 144A
78403DAN0
2797000.00000000
PA
USD
2922861.92000000
0.079296196293
Long
ABS-CBDO
CORP
US
N
2
2050-01-15
Fixed
0.02836000
N
N
N
N
N
N
AASET 2019-2 TR
N/A
AASET 2019-2 TR 3.376% 10/16/2039 144A
00038RAA4
2814181.31000000
PA
USD
2543446.66000000
0.069002796277
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.03376000
N
N
N
N
N
N
ENCANA CORP
CZ72ZHBVKZXQRV3XFE26
ENCANA CORP 3.9% 11/15/21
292505AJ3
4500000.00000000
PA
USD
4552785.59000000
0.123515441271
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.03900000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
7588000.00000000
PA
USD
7690494.68000000
0.208640364282
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.85% 04/15/2025
91913YAY6
463000.00000000
PA
USD
495159.14000000
0.013433489995
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02850000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FEDERAL HOME LN MTG MLT CTF GT 3.0% 05/15/2045
3137BJ3N1
1014692.64960000
PA
USD
1083698.14000000
0.029400342124
Long
ABS-CBDO
USGSE
US
N
2
2045-05-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #313853
31374GTJ6
139.62020000
PA
USD
158.39000000
0.000004297063
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO 2.897/VAR 05/27/2022
94988J5X1
5000000.00000000
PA
USD
5090853.80000000
0.138113038957
Long
DBT
CORP
US
N
2
2022-05-27
Variable
0.02897000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP 2.7% 06/15/2021
29103DAF3
548000.00000000
PA
USD
556655.69000000
0.015101869356
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.02700000
N
N
N
N
N
N
METROPOLITAN LIFE GLBL FDG I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I 1.95% 01/13/2023 144A
59217GEE5
5000000.00000000
PA
USD
5176050.00000000
0.140424381328
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
0.01950000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.7% 04/06/2023
718546AU8
4430000.00000000
PA
USD
4768445.00000000
0.129366203769
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.03700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
5000000.00000000
PA
USD
5259740.85000000
0.142694884092
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
JPMBB COML MTG SECS TR13-C17
N/A
JPMBB COML MTG SECS TR13-C17 AS 4.4584% 01/15/2047
46640UAH5
6642000.00000000
PA
USD
7196130.10000000
0.195228430414
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
0.04458400
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-IMC A 1ML+105 04/15/34 144A
05608BAA8
614000.00000000
PA
USD
589415.93000000
0.015990642925
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01161880
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC 4.0% 06/12/2022
761713BF2
1077000.00000000
PA
USD
1141189.20000000
0.030960053977
Long
DBT
CORP
US
N
2
2022-06-12
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 3.3% 03/01/2021
026874DG9
5725000.00000000
PA
USD
5794762.96000000
0.157209842177
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.03300000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 3.15% 03/14/2021
446150AJ3
3000000.00000000
PA
USD
3038501.94000000
0.082433468588
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
0.03150000
N
N
N
N
N
N
COMM 2012-CCRE3 MTG TR
N/A
COMM 2012-CR3 A3 2.822% 10/15/45
12624PAE5
1281022.78850000
PA
USD
1306897.14000000
0.035455650997
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
0.02822000
N
N
N
N
N
N
GOSFORTH FDG 2018-1 PLC
N/A
GOSFORTH FDG PLC 2018-1A A1 3ML+45 08/25/2060 144A
38312RAA1
1289057.63000000
PA
USD
1286956.47000000
0.034914667767
Long
ABS-CBDO
CORP
GB
N
2
2060-08-25
Variable
0.00700000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO 3% 07/15/2026
60871RAG5
10575000.00000000
PA
USD
11298481.65000000
0.306523757623
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03000000
N
N
N
N
N
N
GUARDIAN LIFE GLOBAL FUNDING
635400NHILJ5JEKILC36
GUARDIAN LIFE GLOBAL FUNDING 1.1% 06/23/2025 144A
40139LAG8
7850000.00000000
PA
USD
7949951.30000000
0.215679329390
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.01100000
N
N
N
N
N
N
MACK-CALI REALTY LP
549300MJC9VNA6VSEE11
MACK-CALI REALTY LP 4.5% 04/18/2022
55448QAQ9
185000.00000000
PA
USD
177578.66000000
0.004817645399
Long
DBT
CORP
US
N
2
2022-04-18
Fixed
0.04500000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK 1.912%/VAR 02/12/2024
33616CHQ6
2692000.00000000
PA
USD
2771275.71000000
0.075183716746
Long
DBT
CORP
US
N
2
2024-02-12
Variable
0.01912000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2049#FM1534
3140X4V45
9298341.91700000
PA
USD
10239728.37000000
0.277800160610
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04500000
N
N
N
N
N
N
VOLVO FINANCIAL EQUIPMENT LLC 2019
N/A
VOLVO FINANCIAL EQUIPMENT LLC 2.04% 11/15/2023 144A
92888BAC3
3127000.00000000
PA
USD
3197183.64000000
0.086738446235
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
0.02040000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2.5% 05/20/2065
38376REN2
273933.38600000
PA
USD
274337.25000000
0.007442671266
Long
ABS-CBDO
USGA
US
N
2
2065-05-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/27 #395795
31378DUU2
417.71650000
PA
USD
479.14000000
0.000012998896
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
0.07500000
N
N
N
N
N
N
ZIMMER BIOMET HLDGS INC
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET HLDGS INC 3ML+75 03/19/2021
98956PAP7
3916000.00000000
PA
USD
3916985.74000000
0.106266419221
Long
DBT
CORP
US
N
2
2021-03-19
Variable
0.01066250
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 2.625% 08/06/2024
446150AQ7
4610000.00000000
PA
USD
4935033.12000000
0.133885679757
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
0.02625000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL A 1ML+85 10/15/2036 144A
056054AA7
6310931.86000000
PA
USD
6303365.68000000
0.171008051680
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01081880
N
N
N
N
N
N
UNITED AIR 2019-2 B PTT
N/A
UNITED AIR 2019-2 B PTT 3.5% 05/01/2028
90932KAA7
4104000.00000000
PA
USD
2872800.00000000
0.077938034346
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03500000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
AMER AIRLINE 19-1B PTT 3.85% 08/15/2029
02379DAA8
5251384.11000000
PA
USD
3389468.59000000
0.091955068011
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03850000
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.087% 01/09/2023
345397A29
10000000.00000000
PA
USD
9939000.00000000
0.269641507717
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
0.03087000
N
N
N
N
N
N
COSTCO WHOLESALE CORP NEW
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP NEW 1.375% 06/20/2027
22160KAN5
2448000.00000000
PA
USD
2499245.09000000
0.067803623525
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.01375000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 1.125% 05/11/2025
037833DT4
5500000.00000000
PA
USD
5641790.55000000
0.153059755521
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01125000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 2.85% 11/15/20
816851AX7
1392000.00000000
PA
USD
1395855.53000000
0.037869060233
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
0.02850000
N
N
N
N
N
N
CSAIL 2015-C2 COML MTG TR
549300D5DIOOMKWXVZ20
CSAIL 2015-C2 COML MTG TR 3.2241% 06/15/2057
12634NAU2
1205440.93000000
PA
USD
1258310.97000000
0.034137525619
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
0.03224100
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 1.8% 09/01/2021
26441CAR6
1354000.00000000
PA
USD
1372297.40000000
0.037229936610
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
0.01800000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN INC 1.65% 06/22/2025 144A
91533BAB6
480000.00000000
PA
USD
493014.61000000
0.013375309665
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.2% 01/30/2023
14040HBU8
10000000.00000000
PA
USD
10571113.40000000
0.286790517700
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.03200000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.35% 06/01/2023
70450YAF0
2668000.00000000
PA
USD
2729961.18000000
0.074062868355
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.01350000
N
N
N
N
N
N
COCA COLA CO
UWJKFUJFZ02DKWI3RY53
COCA COLA CO 2.95% 03/25/2025
191216CN8
3333000.00000000
PA
USD
3686997.86000000
0.100026930467
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
0.02950000
N
N
N
N
N
N
TOYOTA AUTO LN EXTD NT TR 2020-1
549300XP7ILZSI1BWP36
TOYOTA AUTO LN EXTD NT TR 2020-1 1.35% 05/25/2033 144A
89237JAA4
3961000.00000000
PA
USD
4088125.13000000
0.110909369533
Long
ABS-CBDO
CORP
US
N
2
2033-05-25
Fixed
0.01350000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FHR 3949 MK 4.5% 10/34
3137AFZS4
88848.87760000
PA
USD
97991.33000000
0.002658469661
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.04500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC 3% 8/15/22
15135UAG4
9205000.00000000
PA
USD
9353588.49000000
0.253759503271
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.905/VAR 07/24/2023
38141GWM2
22500000.00000000
PA
USD
23444545.73000000
0.636042122787
Long
DBT
CORP
US
N
2
2023-07-24
Variable
0.02905000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TR 2019-A
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2019-B A3 2.03% 10/17/2022
58769QAC5
3073000.00000000
PA
USD
3116439.62000000
0.084547889913
Long
ABS-CBDO
CORP
US
N
2
2022-10-17
Fixed
0.02000000
N
N
N
N
N
N
PERMANENT MASTER ISSUER PLC
213800MVYG7MLQM2LF25
PERMANENT MASTER ISSUER PLC 3ML+38 07/15/2058 144A
71419GAX8
2793000.00000000
PA
USD
2792733.27000000
0.075765852658
Long
ABS-CBDO
CORP
GB
N
2
2058-07-15
Variable
0.00655000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 08/15/2030
91282CAE1
15312000.00000000
PA
USD
15185197.50000000
0.411968965578
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.00625000
N
N
N
N
N
ENTERPRISE FLEET FINANCING 2020-1 LLC
N/A
ENTERPRISE FLEET FINANCING 2020-1 LLC 1.78% 12/22/2025 144A
29373KAB9
7000000.00000000
PA
USD
7111698.30000000
0.192937825942
Long
ABS-CBDO
CORP
US
N
2
2025-12-22
Fixed
0.01780000
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
1481000.00000000
PA
USD
1526777.31000000
0.041420921201
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
0.04875000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP FRN 3ML+85 01/13/2023
958667AD9
2040000.00000000
PA
USD
1938115.16000000
0.052580369642
Long
DBT
CORP
US
N
2
2023-01-13
Variable
0.02116250
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 2.125% 04/13/2023
609207AS4
2817000.00000000
PA
USD
2928926.06000000
0.079460714237
Long
DBT
CORP
US
N
2
2023-04-13
Fixed
0.02125000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
SYNCHRONY BANK 3% 06/15/2022
87166FAA1
2328000.00000000
PA
USD
2406108.94000000
0.065276873157
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.03000000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC32
54930066YOFVQE068N73
GS MTG SECS TR 2015-GC32 A2 3.062% 07/48
36250PAB1
253926.44000000
PA
USD
255355.13000000
0.006927693153
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
0.03062000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 2.65% 05/26/2022
17401QAL5
3000000.00000000
PA
USD
3102731.64000000
0.084175997328
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
0.02650000
N
N
N
N
N
N
BAT INTL FIN PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 3.95% 06/15/2025 144A
05530QAK6
5000000.00000000
PA
USD
5593857.35000000
0.151759344985
Long
DBT
CORP
GB
N
2
2025-06-15
Fixed
0.03950000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 3.2% 06/15/2026
110122CN6
5000000.00000000
PA
USD
5684738.85000000
0.154224927507
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03200000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 3.125% 1/23 144A
628530AV9
5791000.00000000
PA
USD
6113150.78000000
0.165847589618
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03125000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 MA 3.5% 08/25/2058
35563PKG3
5011712.54000000
PA
USD
5419788.73000000
0.147036925713
Long
ABS-CBDO
CORP
US
N
2
2058-08-25
Fixed
0.03500000
N
N
N
N
N
N
GS MTG SECS TR 2013-GC13
N/A
GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A
36198EAP0
9739000.00000000
PA
USD
10412317.45000000
0.282482440491
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
0.04219777
N
N
N
N
N
N
CLUB 2019-HP1 A
N/A
CLUB 2019-HP1 A 2.59% 12/15/2026 144A
21055MAA9
4873163.58900000
PA
USD
4915008.96000000
0.133342431473
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.02590000
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
621000.00000000
PA
USD
683251.57000000
0.018536370206
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.03500000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2020-C
N/A
WORLD OMNI AUTO RECEIVABLES TR 2020-C 0.35% 12/15/2023
98163CAB6
11990000.00000000
PA
USD
11990099.52000000
0.325287102550
Long
ABS-CBDO
CORP
US
N
2
2023-12-15
Fixed
0.00350000
N
N
N
N
N
N
NEW YORK ST URBAN DEV CORP REV
N/A
NYS UDC 2.7% 3/15/2023
6500357A0
6100000.00000000
PA
USD
6420372.00000000
0.174182391204
Long
DBT
MUN
US
N
2
2023-03-15
Fixed
0.02700000
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.339% 03/28/2022
345397YL1
2246000.00000000
PA
USD
2248358.30000000
0.060997154834
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
0.03339000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 2.84% 12/15/2024
14041NFT3
6392000.00000000
PA
USD
6627701.16000000
0.179807157005
Long
ABS-CBDO
CORP
US
N
2
2024-12-15
Fixed
0.02840000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 2.95% 03/20/2023
25470DAQ2
7000000.00000000
PA
USD
7403294.15000000
0.200848716840
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
UBS-BARCLAYS COML MTG TR 12-C2
N/A
UBSBB 2012-C2 A4 3.525 5/63
90269CAD2
2703000.00000000
PA
USD
2792829.07000000
0.075768451678
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
0.03525000
N
N
N
N
N
N
CITIZENS FINANCIAL GRP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GRP INC 2.375% 07/28/2021
174610AN5
417000.00000000
PA
USD
423583.16000000
0.011491659312
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
0.02375000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION II
N/A
GSMS 2012-GC6 AS 4.948% 1/45
36192BAE7
8649312.00000000
PA
USD
8970089.90000000
0.243355323975
Long
ABS-MBS
CORP
US
N
2
2045-01-10
Fixed
0.04948000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #393501
31378BDE1
1044.82640000
PA
USD
1160.53000000
0.000031484762
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #405177
31378QCN9
55.94160000
PA
USD
64.13000000
0.000001739823
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
AIG GLOBAL FDG
54930057MDZ7KOVOTV71
AIG GLOBAL FDG SR MTN 2.3% 07/01/2022 144A
00138CAK4
1900000.00000000
PA
USD
1958410.14000000
0.053130965175
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.02300000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 3% 12/15/2020
776743AA4
5100000.00000000
PA
USD
5127141.18000000
0.139097502571
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
0.03000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 2.056% 04/05/2025 144A
68902VAD9
7000000.00000000
PA
USD
7380576.14000000
0.200232385372
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
N
N
N
N
N
N
FIFTH THIRD BANK CINN OH
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BK MT SR BK NTS BE 2.875% 10/01/2021
31677QBC2
2000000.00000000
PA
USD
2048467.64000000
0.055574192872
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
0.02875000
N
N
N
N
N
N
CIT GROUP INC NEW
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC NEW 3.929/VAR 06/19/2024
125581HA9
815000.00000000
PA
USD
841324.50000000
0.022824832142
Long
DBT
CORP
US
N
2
2024-06-19
Variable
0.03929000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.632% 04/12/2021 144A
60687YAB5
5180000.00000000
PA
USD
5253037.48000000
0.142513024067
Long
DBT
CORP
JP
N
2
2021-04-12
Fixed
0.02632000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC 3.45% 11/13/20
98978VAJ2
4625000.00000000
PA
USD
4640984.97000000
0.125908258839
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
0.03450000
N
N
N
N
N
N
INGERSOLL-RAND GLOBAL HLDG CO LTD
549300UCF0D858BIOV83
INGERSOLL RAND GLB HLDG CO LTD 2.9% 02/21/2021
45687AAM4
4228000.00000000
PA
USD
4280618.98000000
0.116131658691
Long
DBT
CORP
US
N
2
2021-02-21
Fixed
0.02900000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2012-GC8
N/A
CGCMT 2012-GC8 A4 3.024% 9/45
17318UAD6
2262274.67000000
PA
USD
2314614.20000000
0.062794653654
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
0.03024000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1% 09/15/2025
776743AM8
995000.00000000
PA
USD
1001330.87000000
0.027165747611
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
IMPERIAL TOBACCO FINANCE
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE 4.25% 07/21/2025 144A
453140AF2
13000000.00000000
PA
USD
14453277.02000000
0.392112225287
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
0.04250000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.15% 06/19/2023
37045XCL8
5231000.00000000
PA
USD
5580066.25000000
0.151385197385
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
0.04150000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE 3.125% 2/15/22
674599CC7
1336000.00000000
PA
USD
1315960.00000000
0.035701523140
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
0.03125000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025
606822BN3
7200000.00000000
PA
USD
7572699.79000000
0.205444631136
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
0.02193000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.2% 03/20/2023
37045XCW4
2909000.00000000
PA
USD
3173096.59000000
0.086084973202
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.05200000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.328% 10/01/2021
06051GGS2
3000000.00000000
PA
USD
3004690.23000000
0.081516169015
Long
DBT
CORP
US
N
2
2021-10-01
Variable
0.02328000
N
N
N
N
N
N
CANADIAN NATL RESOURCES LTD
549300T15RIMIKZC5Q38
CAN NATURAL RES 3.45% 11/15/21
136385AR2
7927000.00000000
PA
USD
8127038.40000000
0.220483638942
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.03450000
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
3837000.00000000
PA
USD
3864985.93000000
0.104855683013
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
0.03170000
N
N
N
N
N
N
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV
N/A
NYC TFA (PIT) 2.85% 2/1/2024
64971W5M8
1320000.00000000
PA
USD
1423527.60000000
0.038619793574
Long
DBT
MUN
US
N
2
2024-02-01
Fixed
0.02850000
N
N
N
N
N
N
AIG GLOBAL FDG
54930057MDZ7KOVOTV71
AIG GLOBAL FDG 0.8% 07/07/2023 144A
00138CAM0
2197000.00000000
PA
USD
2213621.51000000
0.060054758172
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.00800000
N
N
N
N
N
N
PRICOA GLOBAL FDG I
635400IBXEBMD9ADYA79
PRICOA GLOBAL FDG I MTN 2.4% 09/23/2024 144A
74153WCL1
6476000.00000000
PA
USD
6921502.30000000
0.187777876631
Long
DBT
CORP
US
N
2
2024-09-23
Fixed
0.02400000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.514%/VAR 06/01/2024
46647PBQ8
5770000.00000000
PA
USD
5900664.19000000
0.160082904590
Long
DBT
CORP
US
N
2
2024-06-01
Variable
0.01514000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024
110122CM8
6000000.00000000
PA
USD
6537698.88000000
0.177365427407
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
0.02900000
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
1313000.00000000
PA
USD
1299848.60000000
0.035264426633
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01111880
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 0.87% 08/16/2032 144A
165183CJ1
5246000.00000000
PA
USD
5260551.88000000
0.142716887045
Long
ABS-CBDO
CORP
US
N
2
2032-08-16
Fixed
0.00870000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025
95000U2H5
14000000.00000000
PA
USD
14748925.10000000
0.400133051733
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.262/VAR 03/13/2023
404280BJ7
3374000.00000000
PA
USD
3508794.13000000
0.095192327143
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
0.03262000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 4.45% 12/03/2021
80282KAU0
4500000.00000000
PA
USD
4687350.21000000
0.127166131182
Long
DBT
CORP
US
N
2
2021-12-03
Fixed
0.04450000
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
1767000.00000000
PA
USD
1722663.50000000
0.046735243327
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03112000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
25219000.00000000
PA
USD
26463861.03000000
0.717955064709
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 2.8% 01/11/2022
961214DG5
5000000.00000000
PA
USD
5173078.05000000
0.140343753389
Long
DBT
CORP
AU
N
2
2022-01-11
Fixed
0.02800000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.4% 08/08/2026
594918BR4
10000000.00000000
PA
USD
10926588.10000000
0.296434418904
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
0.02400000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 2.75% 01/30/2022
571748BB7
4993000.00000000
PA
USD
5150353.15000000
0.139727234997
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
0.02750000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC 4.5% 09/15/2028
970648AG6
5000000.00000000
PA
USD
5955076.65000000
0.161559095128
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.876%/VAR 10/31/2022
38148YAC2
12097000.00000000
PA
USD
12412535.12000000
0.336747628971
Long
DBT
CORP
US
N
2
2022-10-31
Variable
0.02876000
N
N
N
N
N
N
BAT INTL FIN PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 3.5% 06/15/2022 144A
05530QAL4
8000000.00000000
PA
USD
8403085.12000000
0.227972687517
Long
DBT
CORP
GB
N
2
2022-06-15
Fixed
0.03500000
N
N
N
N
N
N
AIG GLOBAL FDG
54930057MDZ7KOVOTV71
AIG GLOBAL FDG SR MTN 3.35% 06/25/2021 144A
00138CAG3
5000000.00000000
PA
USD
5125433.05000000
0.139051161616
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
0.03350000
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 4.14% 02/15/2023
345397ZB2
5000000.00000000
PA
USD
5098500.00000000
0.138320477623
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.04140000
N
N
N
N
N
N
WFRBS COML MTG TR 2013-C14
549300GADFYEKC4OLM57
WFRBS 2013-C14 A5 3.337% 6/46
92890PAE4
7196000.00000000
PA
USD
7586440.57000000
0.205817413573
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
0.03337000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.25% 08/15/2024
87165BAD5
2551000.00000000
PA
USD
2738909.47000000
0.074305632255
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
DEERE and CO
PWFTNG3EI0Y73OXWDH08
DEERE and CO 2.75% 04/15/2025
244199BH7
423000.00000000
PA
USD
462863.36000000
0.012557317059
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02750000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 2.894% 06/06/2022
075887BT5
3544000.00000000
PA
USD
3679216.85000000
0.099815834455
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
0.02894000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 4.2% 09/15/2023
29278NAC7
1441000.00000000
PA
USD
1528423.41000000
0.041465579304
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
25470DBJ7
1664000.00000000
PA
USD
1841363.13000000
0.049955521745
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03625000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.4% 06/10/2025
172967JT9
3018000.00000000
PA
USD
3439262.28000000
0.093305952974
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
0.04400000
N
N
N
N
N
N
VERIZON OWNER TRUST 2017-3
5493002I20BBOB4UPY82
VERIZON OWNER TR 2017-3A A1A 2.06% 04/20/2022 144A
92348RAA6
878637.76000000
PA
USD
880689.47000000
0.023892789669
Long
ABS-CBDO
CORP
US
N
2
2022-04-20
Fixed
0.02060000
N
N
N
N
N
N
COMM 2013-CCRE7 MTG TR
549300FVY7JUBJ0PIH53
COMM 2013-CCRE7 MTG TR 3.213% 03/10/2046
12625FAE6
2666223.56000000
PA
USD
2784611.08000000
0.075545500555
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
0.03213000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP FRN 3ML+45 04/05/2023 144A
68902VAC1
4000000.00000000
PA
USD
3997419.52000000
0.108448558844
Long
DBT
CORP
US
N
2
2023-04-05
Variable
0.00753750
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 2.343% 11/02/2020
345397YS6
5500000.00000000
PA
USD
5479375.00000000
0.148653479862
Long
DBT
CORP
US
N
2
2020-11-02
Fixed
0.02343000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.412% 07/17/2025
606822BS2
8000000.00000000
PA
USD
8139353.84000000
0.220817752416
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
0.01412000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/28 #446737
36208CHN0
2494.20090000
PA
USD
2858.42000000
0.000077547910
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07500000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025
92277GAT4
3710000.00000000
PA
USD
3871880.21000000
0.105042722358
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/27 #251115
31371F3Y6
2873.42610000
PA
USD
3248.13000000
0.000088120602
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/27 #339725
31375NLE9
136.33150000
PA
USD
151.20000000
0.000004102001
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.07500000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY TRUST LP 2.75% 02/01/2023
25389JAS5
2037000.00000000
PA
USD
2134374.57000000
0.057904817093
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.02750000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 3.375% 03/15/2023
55336VAQ3
6618000.00000000
PA
USD
6981135.29000000
0.189395698276
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03375000
N
N
N
N
N
N
BP CAP MARKETS AMERICA INC
5493009NTB34VXE1T760
BP CAP MARKETS AMERICA INC 2.937% 04/06/2023
10373QBH2
1665000.00000000
PA
USD
1766705.98000000
0.047930100024
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.02937000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 2% 01/01/2032#ZS7735
3132A8SY6
18436852.54900000
PA
USD
19265985.46000000
0.522679280319
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.02000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.5% 03/01/2021
00912XAZ7
3120000.00000000
PA
USD
3137667.75000000
0.085123801471
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.02500000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2025
958667AB3
3287000.00000000
PA
USD
3279176.94000000
0.088962895077
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.04100000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 08/01/2039#FM1353
3140X4QF6
1333461.92200000
PA
USD
1465964.57000000
0.039771093361
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.04500000
N
N
N
N
N
N
RETAIL PROPERTIES OF AMERICA INC.
549300OVTYLM7DH6CM14
RETAIL PPTYS AMER INC 4.0% 03/15/2025
76131VAA1
2514000.00000000
PA
USD
2506149.63000000
0.067990941221
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04000000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28
N/A
MSBAM 2016-C28 3.272% 01/15/49
61766LBR9
1933342.66000000
PA
USD
2054128.24000000
0.055727762921
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
0.03272000
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
3595359.01900000
PA
USD
3581653.15000000
0.097168966242
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
0.00958250
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 8.5% 08/01/2027#
31283HBD6
1134.26450000
PA
USD
1281.03000000
0.000034753884
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
90855000.00000000
PA
USD
91355412.08000000
2.478439586617
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.5% 05/01/2025
718172CN7
3501000.00000000
PA
USD
3622044.80000000
0.098264777230
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 2.85% 07/25/2022
87165BAQ6
703000.00000000
PA
USD
723767.55000000
0.019635554222
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.219%/VAR 06/09/2026 144A
09659W2L7
8627000.00000000
PA
USD
8996302.46000000
0.244066461333
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
0.02219000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.8% 02/14/2024
02209SBB8
2268000.00000000
PA
USD
2487269.95000000
0.067478742269
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
0.03800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.75% 04/25/2022
172967LG4
4010000.00000000
PA
USD
4154585.72000000
0.112712421519
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
0.02750000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 1.35% 07/15/2025
22822VAS0
566000.00000000
PA
USD
575140.23000000
0.015603348301
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01350000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO FRN 3ML+87.5 12/29/2020
075887CF4
4856000.00000000
PA
USD
4857988.43000000
0.131795484931
Long
DBT
CORP
US
N
2
2020-12-29
Variable
0.01181000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 3.875% 09/12/2023 144A
23636AAP6
6000000.00000000
PA
USD
6476152.08000000
0.175695684782
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
0.03875000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
MET TOWER GLOBAL FUNDING 0.55% 07/13/2022 144A
58989V2A1
10000000.00000000
PA
USD
10012254.10000000
0.271628865195
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
0.00550000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO 2.6% 05/16/2022
110122CL0
4893000.00000000
PA
USD
5085889.60000000
0.137978361990
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
0.02600000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
545000.00000000
PA
USD
611199.78000000
0.016581630968
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.514% 06/18/2022
46647PAS5
8000000.00000000
PA
USD
8198635.28000000
0.222426036635
Long
DBT
CORP
US
N
2
2022-06-18
Variable
0.03514000
N
N
N
N
N
N
DLL SECURITIZATION TR 2017-A
549300Y1OC411ERTRZ95
DLL SECURITIZATION TR 2017-A 3.46% 01/20/2022 144A
23291JAC2
1934845.20000000
PA
USD
1958616.32000000
0.053136558764
Long
ABS-CBDO
CORP
US
N
2
2022-01-20
Fixed
0.03460000
N
N
N
N
N
N
PERMANENT MASTER ISSUER PLC
213800MVYG7MLQM2LF25
PERMANENT MASTER ISSUER PLC 2.53613%/VAR 07/15/2058
71419GAY6
1138000.00000000
PA
USD
1137015.63000000
0.030846826518
Long
ABS-CBDO
CORP
GB
N
2
2058-07-15
Variable
0.00825000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC 3.7% 09/01/2024
462613AM2
1115000.00000000
PA
USD
1206339.53000000
0.032727559079
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY VAR/2.72 07/22/2025
6174468J1
3953000.00000000
PA
USD
4228342.54000000
0.114713417610
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
N
N
N
N
N
N
CGMS COML MTG TR 2017-MDDR
N/A
CGMS COML 2017-MDRA A 3.656% 7/10/22
125333AA2
10000000.00300000
PA
USD
10125454.00000000
0.274699937909
Long
ABS-MBS
CORP
US
N
2
2030-07-10
Fixed
0.03656000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS INC 3.125% 06/15/2023
92277GAH0
591000.00000000
PA
USD
615539.35000000
0.016699361947
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03125000
N
N
N
N
N
N
PRICOA GLOBAL FDG I
635400IBXEBMD9ADYA79
PRICOA GLOBAL FDG I MTN 2.45% 09/21/2022 144A
74153WCN7
4109000.00000000
PA
USD
4284485.98000000
0.116236569015
Long
DBT
CORP
US
N
2
2022-09-21
Fixed
0.02450000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC 2.7% 04/06/2022 144A
05565EAR6
5799000.00000000
PA
USD
5988804.40000000
0.162474116897
Long
DBT
CORP
US
N
2
2022-04-06
Fixed
0.02700000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 5.45% 06/15/2023 144A
25272KAG8
17591000.00000000
PA
USD
19426181.78000000
0.527025349064
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA EQUITABLE HLDGS INC 3.9% 04/20/2023
054561AC9
467000.00000000
PA
USD
503169.22000000
0.013650800595
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
0.03900000
N
N
N
N
N
N
WILLIAMS PARTNERS L P NEW
WUURD1P1N0874ONXXO03
WILLIAMS PARTNERS L P NEW 3.6% 03/15/2022
96949LAA3
12000000.00000000
PA
USD
12461710.32000000
0.338081734522
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03600000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 3.4% 01/18/2023
80282KAS5
5500000.00000000
PA
USD
5770302.56000000
0.156546240292
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
0.03400000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.4% 09/17/2021
125523AE0
6363000.00000000
PA
USD
6561670.42000000
0.178015766696
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
0.03400000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2017
N/A
CGCMT 2017-P7 A2 3.212% 04/50
17325HBM5
2399000.00000000
PA
USD
2453853.14000000
0.066572156191
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
0.03212000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
COMPASS BK BIRMINGHAM ALA MTN BE 3.5% 06/11/2021
20453KAC9
3000000.00000000
PA
USD
3061295.64000000
0.083051853500
Long
DBT
CORP
US
N
2
2021-06-11
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/31 #606360
31388JTR6
3940.24360000
PA
USD
4687.24000000
0.000127163141
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.07000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3% 04/26/2022
38141GWC4
8000000.00000000
PA
USD
8130833.60000000
0.220586601358
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #401674
31378LFP2
1760.26710000
PA
USD
1952.55000000
0.000052971981
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 3.375% 01/12/2023 144A
46115HBC0
5775000.00000000
PA
USD
6004704.15000000
0.162905471415
Long
DBT
CORP
IT
N
2
2023-01-12
Fixed
0.03375000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.3% 11/16/2022
251526BL2
7000000.00000000
PA
USD
7238166.11000000
0.196368852299
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
0.03300000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2011-C1
N/A
MSC 2011-C1 A4 5.033% 9/47 144A
617458AG9
1286921.97000000
PA
USD
1292587.64000000
0.035067439390
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
0.05033000
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
2708000.00000000
PA
USD
2860658.63000000
0.077608643330
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.04247500
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 3.875% 03/15/2024
571748BF8
6123000.00000000
PA
USD
6782768.80000000
0.184014086500
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03875000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK AMER FDG CORP 4.2% 08/26/2024
06051GFH7
15750000.00000000
PA
USD
17650567.94000000
0.478853581991
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 1.884% 07/15/2050 144A
78403DAP5
1204000.00000000
PA
USD
1224235.87000000
0.033213080369
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
0.01884000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AIG INTL GRP 4.875% 6/01/22
026874CU9
5484000.00000000
PA
USD
5899826.77000000
0.160060185686
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.04875000
N
N
N
N
N
N
RMF BUYOUT ISSUANCE TRUST 2020-2
N/A
RMF BUYOUT ISSUANCE TRUST 2020-2 A 1.45% 06/25/2030 144A
74969BAA7
9017552.74000000
PA
USD
9025506.22000000
0.244858748875
Long
ABS-CBDO
CORP
US
N
2
2030-06-25
Fixed
0.01706300
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST 2016-REV1
N/A
FORD CREDIT AUTO OWNER TRUST 16-1 A 2.31% 08/15/2027 144A
34530UAA9
9128000.00000000
PA
USD
9197383.75000000
0.249521724660
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
Fixed
0.02310000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 3/35 #816100
31406PUZ0
2871.39880000
PA
USD
3195.63000000
0.000086696296
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.04500000
N
N
N
N
N
N
UPJOHN INC
N/A
UPJOHN INC 1.125% 06/22/2022 144A
91533BAA8
1494000.00000000
PA
USD
1507434.72000000
0.040896163666
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
0.01125000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 3.8% 08/15/2025
855244AQ2
2340000.00000000
PA
USD
2663355.12000000
0.072255869820
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.03800000
N
N
N
N
N
N
GS MTG SECS TR 2014-GC20
N/A
GS MTG SECS TR 2014-GC20 AAB 3.655% 04/10/2047
36252WAY4
628006.40000000
PA
USD
655678.50000000
0.017788322700
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
0.03655000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 4.5% 04/15/2024
29278NAH6
570000.00000000
PA
USD
613351.98000000
0.016640019383
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2019-1
N/A
CARMAX AUTO OWNER TR 2019-1 3.05% 03/15/2024
14315NAC4
3892000.00000000
PA
USD
4003356.35000000
0.108609622914
Long
ABS-CBDO
CORP
US
N
2
2024-03-15
Fixed
0.03050000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 1.654%/VAR 06/02/2024
95000U2R3
5500000.00000000
PA
USD
5622950.52000000
0.152548632260
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
95000U2K8
10000000.00000000
PA
USD
10429619.80000000
0.282951847046
Long
DBT
CORP
US
N
2
2026-02-11
Variable
0.02164000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #250990
31371FXT4
54.28950000
PA
USD
61.52000000
0.000001669015
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
SCHLUMBERGER INVT SA
529900EZ29I5KXPV2J32
SCHLUMBRG 3.3% 9/14/21 144A
806854AB1
5000000.00000000
PA
USD
5097814.60000000
0.138301882966
Long
DBT
CORP
LU
N
2
2021-09-14
Fixed
0.03300000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2013-C16
N/A
J P MORGAN CHASE COML MTG SECS TR 2013-C16 4.517% 12/15/2046
46641BAH6
8570171.00000000
PA
USD
9290509.30000000
0.252048187454
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
0.04516900
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SE TR 2012-C8
N/A
JP MORGAN CHASE COML MTG SE 2012-C8 A3 2.8291% 10/15/2045
46638UAC0
2440750.03150000
PA
USD
2514076.02000000
0.068205981341
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
0.02829100
N
N
N
N
N
N
REGIONS FINL CORP NEW
CW05CS5KW59QTC0DG824
REGIONS FINL CORP NEW 2.75% 08/14/2022
7591EPAM2
5022000.00000000
PA
USD
5229686.82000000
0.141879529030
Long
DBT
CORP
US
N
2
2022-08-14
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 06/30/2025
912828XZ8
34406000.00000000
PA
USD
38507840.31000000
1.044703905838
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP FRN 3ML+110 09/09/2022
55336VBH2
1082000.00000000
PA
USD
1082097.06000000
0.029356905398
Long
DBT
CORP
US
N
2
2022-09-09
Variable
0.01412880
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 3.15% 03/29/2022
456837AG8
5250000.00000000
PA
USD
5461201.36000000
0.148160435522
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
0.03150000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 2.75% 12/02/2021
05578DAW2
2000000.00000000
PA
USD
2058843.44000000
0.055855684607
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
0.02750000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 3.25% 01/05/2023
37045XCF1
5000000.00000000
PA
USD
5188549.70000000
0.140763493709
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #642643
31390C5C6
35825.91450000
PA
USD
42946.01000000
0.001165109858
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-A
N/A
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2019-A A3 2.94% 05/16/2022
98162XAC9
2614000.00000000
PA
USD
2662164.26000000
0.072223562215
Long
ABS-CBDO
CORP
US
N
2
2022-05-16
Fixed
0.02940000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.3% 07/15/2025 144A
00130HCB9
4133000.00000000
PA
USD
4435721.59000000
0.120339536909
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #642202
31390CNT9
317.88910000
PA
USD
372.86000000
0.000010115558
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
N
N
N
N
N
N
EXPRESS SCRIPTS HLDG CO
5493003UA6VMND084504
EXPRESS SCRIPTS HLDG CO 2.6% 11/30/2020
30219GAR9
1233000.00000000
PA
USD
1239838.50000000
0.033636374128
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
0.02600000
N
N
N
N
N
N
CSAIL 2019-C15 COML MTG TR
N/A
CSAIL 2019-C15 COML MTG TR 3.4505% 03/15/2052
22945DAC7
3304000.00000000
PA
USD
3514973.29000000
0.095359965539
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.03450500
N
N
N
N
N
N
JPMCC 2015-JP1 A2
N/A
JPMCC 2015-JP1 A2 3.1438% 01/15/2049
46590KAB0
1674965.13000000
PA
USD
1682080.55000000
0.045634242439
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
0.03143800
N
N
N
N
N
N
AVOLON HLDGS FDG LTD
635400ZRKEX9L1BKCH30
AVOLON HLDGS FDG LTD 3.95% 07/01/2024 144A
05401AAF8
955000.00000000
PA
USD
882249.82000000
0.023935121405
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404971
31378P2C6
247.48980000
PA
USD
283.77000000
0.000007698578
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #402717
31378MK66
397.37450000
PA
USD
444.21000000
0.000012051258
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 2.25% 11/01/2022
233331BE6
5500000.00000000
PA
USD
5695088.63000000
0.154505713329
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.02250000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC 3.45% 04/12/2023 144A
05565EAW5
7000000.00000000
PA
USD
7478290.96000000
0.202883353416
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
0.03450000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC 3.875% 09/12/2023
780097BD2
12600000.00000000
PA
USD
13672151.77000000
0.370920577221
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
0.03875000
N
N
N
N
N
N
PROVIDENT FDG MTG TR 2020-1
N/A
PROVIDENT FDG MTG TR 2020-1 3% 02/25/2050 144A
743874AE9
3130455.92000000
PA
USD
3180972.71000000
0.086298649515
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/35 #745092
31403CXV8
7344.77010000
PA
USD
8592.70000000
0.000233116871
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06500000
N
N
N
N
N
N
GS MTG SECS TR 2012-GCJ7
N/A
GSMS 2012-GCJ7 AS 4.085% 5/45
36192KAV9
4142000.00000000
PA
USD
4283908.23000000
0.116220894864
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
0.04085000
N
N
N
N
N
N
ALLY MASTER OWNER TR
N/A
ALLY MASTER OWNER TR 2018-2 A 3.29% 05/15/2023
02005AGU6
6070000.00000000
PA
USD
6199026.96000000
0.168177379603
Long
ABS-CBDO
CORP
US
N
2
2023-05-15
Fixed
0.03290000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 1.9% 06/01/2025
101137AZ0
5000000.00000000
PA
USD
5241705.20000000
0.142205583372
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01900000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 2.35% 07/01/2021
842587CS4
5250000.00000000
PA
USD
5326316.99000000
0.144501070908
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
0.02350000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 1.5% 03/10/2025
89788JAA7
7000000.00000000
PA
USD
7253898.75000000
0.196795673184
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
0.01500000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2013-C10
N/A
JP MORGAN CHASE COML MTG SECS TR 2013-C10 A5 3.1425% 12/15/2047
46639JAE0
4758068.06000000
PA
USD
4975046.43000000
0.134971226516
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
0.03142500
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/32 #703756
31401BZV0
244.26540000
PA
USD
269.74000000
0.000007317949
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.07000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC FRN 3ML+67 07/30/2021 144A
05369AAE1
4379000.00000000
PA
USD
4239160.80000000
0.115006913126
Long
DBT
CORP
US
N
2
2021-07-30
Variable
0.00938250
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
13045000.00000000
PA
USD
13922989.68000000
0.377725719815
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/28 #781129
36225BHE1
25947.45300000
PA
USD
29369.79000000
0.000796791876
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
0.07000000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.3% 07/01/2025
58013MFN9
1040000.00000000
PA
USD
1162492.44000000
0.031538003242
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03300000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 8.5% 12/01/2026#
3128FJYW2
1643.83700000
PA
USD
1734.89000000
0.000047066943
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.08500000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 3.375% 06/01/2025
26884ABD4
3000000.00000000
PA
USD
3331730.79000000
0.090388662191
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03375000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.998% 02/22/2022
606822AL8
2619000.00000000
PA
USD
2717402.06000000
0.073722143931
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
0.02998000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888544
31410GER0
48050.87970000
PA
USD
55938.45000000
0.001517590099
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.124%/VAR 1/20/2023
06051GGE3
10000000.00000000
PA
USD
10351942.80000000
0.280844497876
Long
DBT
CORP
US
N
2
2023-01-20
Variable
0.03124000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #398913
31378HDS7
125.03120000
PA
USD
132.06000000
0.000003582740
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.9% 01/29/2024
14040HCA1
3000000.00000000
PA
USD
3279841.35000000
0.088980920282
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
0.03900000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.75% 01/15/2025
15135BAP6
2090000.00000000
PA
USD
2149732.20000000
0.058321464090
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+70 01/20/2023
6174468K8
5000000.00000000
PA
USD
5009664.50000000
0.135910402348
Long
DBT
CORP
US
N
2
2023-01-20
Variable
0.00788870
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.875% 11/01/22
6174824M3
7000000.00000000
PA
USD
7623688.80000000
0.206827944702
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04875000
N
N
N
N
N
N
FIRST HORIZON NATL CORP
TF3RXI1ZB1TQ30H9JV10
FIRST HORIZON NATL CORP 3.5% 12/15/2020
320517AB1
3000000.00000000
PA
USD
3016723.71000000
0.081842633014
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
0.03500000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.5% 05/01/2023
56585ABG6
5640000.00000000
PA
USD
6138349.89000000
0.166531232441
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.04500000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2012-LC5
N/A
WFCM 2012-LC5 A3 2.918% 10/45
94988HAC5
4105865.52750000
PA
USD
4245880.47000000
0.115189215365
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
0.02918000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/33 #684028
31400C4M3
1224.87670000
PA
USD
1475.92000000
0.000040041180
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.07000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.375% 06/01/2021
00912XAS3
8097000.00000000
PA
USD
8196891.15000000
0.222378719014
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.03375000
N
N
N
N
N
N
GS MTG SECS TR 2012-GCJ9
N/A
GS MTG SECS TR 2012-GCJ9 AS 3.124% 11/10/2045
36192PAT3
4022000.00000000
PA
USD
4139445.62000000
0.112301676032
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
0.03124000
N
N
N
N
N
N
COMM 2015-CCRE23 MORTGAGE TRUST
N/A
COMM 2015-CCRE23 MORTGAGE TRUST 3.257% 05/10/2048
12593AAY1
1484437.55000000
PA
USD
1556719.71000000
0.042233247781
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Fixed
0.03257000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 2.6% 01/11/2022
89236TDP7
5500000.00000000
PA
USD
5670469.37000000
0.153837801629
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
0.02600000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 0.7% 07/05/2023
24422EVH9
2935000.00000000
PA
USD
2963415.88000000
0.080396410692
Long
DBT
CORP
US
N
2
2023-07-05
Fixed
0.00700000
N
N
N
N
N
N
MORGAN STANLEY CAP I TR 2011-C3
N/A
MORGAN STANLEY CAP I TR 11-C3 AJ VAR 07/15/2049 144A
61760RAE2
2820000.00000000
PA
USD
2897272.23000000
0.078601957175
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05419167
N
N
N
N
N
N
GS MTG SECS TR 2012-GCJ7
N/A
GSMS 2012-GCJ7 A4 3.377% 05/45
36192KAT4
1936889.36910000
PA
USD
1964879.55000000
0.053306477949
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
0.03377000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/28 #417236
31379EPV3
132.89160000
PA
USD
153.06000000
0.000004152462
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 03/01/2039#FM1774
3140X46L5
1014753.93100000
PA
USD
1111147.84000000
0.030145042647
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
COMM 2015-CCRE22 MTG TR
N/A
COMM 2015-CR22 A2 2.856% 03/48
12592XAZ9
272772.02000000
PA
USD
272672.02000000
0.007397494172
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
0.02856000
N
N
N
N
N
N
UPGRADE RECEIVABLES TRUST 2019-2
5493009DX1Z3IUWYTS52
UPGRADE RECEIVABLES TRUST 2019-2 2.77% 10/15/2025 144A
91532MAA5
873231.96800000
PA
USD
875925.98000000
0.023763557892
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.02770000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.25% 02/01/2024
00914AAA0
2597000.00000000
PA
USD
2710025.21000000
0.073522012634
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04250000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2017
N/A
WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060
95001FAY1
3858000.00000000
PA
USD
4173399.99000000
0.113222845921
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
0.03453000
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2020
N/A
MARLETTE FUNDING TRUST 2020 2.24% 03/15/2030 144A
57109JAA6
707726.98000000
PA
USD
713147.67000000
0.019347440684
Long
ABS-CBDO
CORP
US
N
2
2030-03-15
Fixed
0.02240000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 0.7% 06/15/2023
45866FAM6
6859000.00000000
PA
USD
6902138.99000000
0.187252556971
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.00700000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.875% 05/01/2024
718172CH0
4910000.00000000
PA
USD
5297213.21000000
0.143711495788
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.02875000
N
N
N
N
N
N
ANHEUSER BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLD INC 4.15% 01/23/2025
03523TBX5
4276000.00000000
PA
USD
4864996.47000000
0.131985610545
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.04150000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO 2.85% 04/01/2025
341081FZ5
1508000.00000000
PA
USD
1658223.54000000
0.044987010308
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02850000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC FRN 3ML+70 11/15/2021
21036PBA5
5630000.00000000
PA
USD
5630324.91000000
0.152748696817
Long
DBT
CORP
US
N
2
2021-11-15
Variable
0.00980130
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.35% 05/06/2025
02209SBH5
1003000.00000000
PA
USD
1066837.69000000
0.028942924159
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
0.02350000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL 5% 6/1/21 144A
53079EAV6
16714000.00000000
PA
USD
17260262.66000000
0.468264739635
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.05000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 2.5% 03/15/2021
30040WAA6
4386000.00000000
PA
USD
4429300.79000000
0.120165342906
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
0.02500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.7% 03/09/2023
126650CV0
7132000.00000000
PA
USD
7676985.22000000
0.208273857475
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.03700000
N
N
N
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP 2.35% 06/15/2021
34959JAF5
1547000.00000000
PA
USD
1567500.97000000
0.042525739500
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.02350000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC and POWER CO 2.75% 03/15/2023
927804FN9
10000000.00000000
PA
USD
10514249.90000000
0.285247831326
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02750000
N
N
N
N
N
N
UBS-BARCLAYS COML MTG TR 12-C2
N/A
UBSBB 2012-C2 ASEC 4.179% 5/63
90269CAF7
2974216.00000000
PA
USD
3103129.23000000
0.084186783803
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
0.04179000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PART 3.875% 8/15/22
11120VAB9
6534000.00000000
PA
USD
6786344.58000000
0.184111096130
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.03875000
N
N
N
N
N
N
WFRBS COML MTG TR 2013-C11
N/A
WFRBS 2013-C11 A5 3.071% 03/45
92937EAZ7
5941000.00000000
PA
USD
6164847.97000000
0.167250115854
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
0.03071000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.5% 04/21/2021
61746BEA0
6200000.00000000
PA
USD
6287214.66000000
0.170569880296
Long
DBT
CORP
US
N
2
2021-04-21
Fixed
0.02500000
N
N
N
N
N
N
TJX COMPANIES INC
V167QI9I69W364E2DY52
TJX COMPANIES INC NEW 3.5% 04/15/2025
872540AR0
1742000.00000000
PA
USD
1944251.90000000
0.052746857198
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
CSMC 2018-SITE
N/A
CSMC 2018-SITE 4.284% 04/15/2036 144A
12690CAA1
1635000.00000000
PA
USD
1603612.25000000
0.043505425584
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
0.04284000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
12000000.00000000
PA
USD
12965497.44000000
0.351749298523
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
RY1052DWLDPLDW74Y843
ENERGY TRANSFER PARTNERS 3.6% 2/1/23
29273RAS8
2824000.00000000
PA
USD
2933607.06000000
0.079587708090
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.7% 10/27/2022
172967LQ2
5000000.00000000
PA
USD
5230123.85000000
0.141891385497
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
0.02700000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE
N/A
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A
80307AAA7
2561665.61000000
PA
USD
2279032.43000000
0.061829332987
Long
ABS-CBDO
CORP
US
N
2
2040-03-15
Fixed
0.03228000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2025
9128285N6
38171000.00000000
PA
USD
43274880.29000000
1.174031991919
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.02875000
N
N
N
N
N
N
COMM 2015-CCRE22 MTG TR
N/A
COMM 2015-CR22 ASB MTG TR 3.144% 03/10/2048
12592XBB1
1848067.96000000
PA
USD
1931059.52000000
0.052388952657
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
0.03144000
N
N
N
N
N
N
ZIONS BANCORP NA
YYQWUR1Z2BCX32HQS333
ZIONS BANCORP NA 3.35% 03/04/2022
98971DAA8
1971000.00000000
PA
USD
2034247.18000000
0.055188396889
Long
DBT
CORP
US
N
2
2022-03-04
Fixed
0.03350000
N
N
N
N
N
N
MYLAN NV
549300A0CD4KNFGIIS89
MYLAN NV 3.15% 06/15/2021
62854AAM6
2306000.00000000
PA
USD
2348872.62000000
0.063724072310
Long
DBT
CORP
NL
N
2
2021-06-15
Fixed
0.03150000
N
N
N
N
N
N
TESLA 2020-A
N/A
TESLA 2020-A 0.55% 05/22/2023 144A
88167HAB2
3154000.00000000
PA
USD
3158068.03000000
0.085677253756
Long
ABS-CBDO
CORP
US
N
2
2023-05-22
Fixed
0.00550000
N
N
N
N
N
N
BENCHMARK 2018-B2 MTG TR
N/A
BENCHMARK MTG TR 2018-B2 A2 3.6623% 02/15/2051
08161CAB7
5621000.00000000
PA
USD
5873595.94000000
0.159348552669
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
0.03662300
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
1710000.00000000
PA
USD
1930239.45000000
0.052366704452
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 4.185% 02/15/2027
595112BP7
6000000.00000000
PA
USD
6873096.36000000
0.186464640828
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04185000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.75% 07/15/2023
125523AF7
4703000.00000000
PA
USD
5119564.37000000
0.138891946431
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03750000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC 2.4% 03/15/2021
98389BAS9
1050000.00000000
PA
USD
1059501.66000000
0.028743900294
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
0.02400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/33 #712130
31401MEB3
9396.88480000
PA
USD
11251.35000000
0.000305245092
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2.5% 10/25/2039
3136B6KX0
4705087.28000000
PA
USD
4892757.68000000
0.132738762222
Long
ABS-CBDO
USGSE
US
N
2
2039-10-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2018-3 LP 3% 02/25/2047
3136B0VG8
11733486.94060000
PA
USD
12432197.31000000
0.337281057139
Long
ABS-CBDO
USGSE
US
N
2
2047-02-25
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FREDDIE MAC REMICS 3% 10/25/2048
3137FN3S7
5370421.25000000
PA
USD
5754779.08000000
0.156125093843
Long
ABS-CBDO
USGSE
US
N
2
2048-10-25
Fixed
0.03000000
N
N
N
N
N
N
COMM 2013-LC6 MTG TR
N/A
COMM 2013-LC6 ASB 2.478% 1/46
20048EAW1
2828840.01700000
PA
USD
2875694.09000000
0.078016549970
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
0.02478000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL FDG 2.615% 08/22/2022 144A
74368CAH7
10240000.00000000
PA
USD
10664550.40000000
0.289325430021
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
0.02615000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 2.5% 12/15/2020
444859BH4
3630000.00000000
PA
USD
3651033.74000000
0.099051236782
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
0.02500000
N
N
N
N
N
N
CONSUMER LN UNDERLYING BD CLUB CR TR 2019-P2
N/A
CONSUMER LN UNDERLYING BD CLUB CR TR 2019-P2 2.47% 10/15/2026 144A
21054PAB1
3010997.52000000
PA
USD
3025053.16000000
0.082068608007
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
0.02470000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA 0.9%/VAR 08/15/2023
63307A2L8
10100000.00000000
PA
USD
10159869.87000000
0.275633628127
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
0.00900000
N
N
N
N
N
N
VERIZON OWNER TR 2020-A
N/A
VERIZON OWNER TR 2020-A 1.85% 07/22/2024
92348TAA2
6472000.00000000
PA
USD
6648237.74000000
0.180364307060
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
0.01850000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SUNTRUST BANK 2.8% 05/17/2022
86787EBE6
5000000.00000000
PA
USD
5201681.80000000
0.141119762875
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
0.02800000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD 4.519%/VAR 06/25/2024
780097BJ9
10962000.00000000
PA
USD
11955604.01000000
0.324351251728
Long
DBT
CORP
GB
N
2
2024-06-25
Variable
0.04519000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
DDR CORP 4.25% 02/01/26
23317HAE2
1865000.00000000
PA
USD
1940069.08000000
0.052633378791
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04250000
N
N
N
N
N
N
HPEFS EQUIP TR 2020-1
N/A
HPEFS EQUIP TR 2020-1 1.73% 02/20/2030 144A
40438FAB0
5362000.00000000
PA
USD
5406647.77000000
0.146680416178
Long
ABS-CBDO
CORP
US
N
2
2030-02-20
Fixed
0.01730000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.559%/VAR 04/23/24
46647PAP1
10000000.00000000
PA
USD
10754965.80000000
0.291778367417
Long
DBT
CORP
US
N
2
2024-04-23
Variable
0.03559000
N
N
N
N
N
N
CANADIAN NATL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
3668000.00000000
PA
USD
3758780.98000000
0.101974380785
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
27581000.00000000
PA
USD
29608634.32000000
0.803271636935
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 02/15/2029
9128286B1
24000000.00000000
PA
USD
27983437.44000000
0.759180628074
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.02625000
N
N
N
N
N
N
SILVERSTONE MASTER ISSUER PLC
549300P6OXWKM20QS303
SILVERSTONE MASTER ISSUER PLC STEP 01/21/2070 144A
82846GAV2
4431600.04500000
PA
USD
4431841.12000000
0.120234261149
Long
ABS-CBDO
CORP
GB
N
2
2070-01-21
Variable
0.00841380
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.95% 05/25/2021
404280AY5
626000.00000000
PA
USD
637968.66000000
0.017307861088
Long
DBT
CORP
GB
N
2
2021-05-25
Fixed
0.02950000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.574% 01/09/2023 144A
225401AB4
15000000.00000000
PA
USD
15574502.55000000
0.422530672052
Long
DBT
CORP
CH
N
2
2023-01-09
Fixed
0.03574000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC 1.7% 05/12/2022
06739GCR8
1358000.00000000
PA
USD
1382994.30000000
0.037520139673
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
0.01700000
N
N
N
N
N
N
GS MTG SECS TR 2014-GC26
N/A
GS MTG SECS TR 2014-GC26 AAB 3.365% 11/10/2047
36250HAF0
2860070.10000000
PA
USD
2998722.58000000
0.081354268809
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
0.03365000
N
N
N
N
N
N
TESLA 2020-A
N/A
TESLA 2020-A 0.68% 12/20/2023 144A
88167HAC0
3588000.00000000
PA
USD
3588837.80000000
0.097363883222
Long
ABS-CBDO
CORP
US
N
2
2023-12-20
Fixed
0.00680000
N
N
N
N
N
N
PLAINS ALL AM PIPELN/PAA FIN C
N/A
PLAINS AA PIPELINE 3.65% 6/22
72650RAZ5
4768000.00000000
PA
USD
4901037.12000000
0.132963380462
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.03650000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CFII 2017-2A A1 1.99% 07/15/2029 144A
165183AL8
578721.78540000
PA
USD
580708.02000000
0.015754400448
Long
ABS-CBDO
CORP
US
N
2
2029-05-15
Fixed
0.01990000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #251191
31371F7C0
157.81210000
PA
USD
178.19000000
0.000004834230
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2012-C6
N/A
JPMCC 2012-C6 AS 4.1166% 5/45
46634SAF2
2097000.00000000
PA
USD
2172533.73000000
0.058940061427
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
0.04116600
N
N
N
N
N
N
BX 2020-BXLP
N/A
BX 2020-BXLP A 1ML+82.15 12/15/2029 144A
05607QAA6
3054204.59000000
PA
USD
3043704.85000000
0.082574621672
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.00961880
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 1.008%/VAR 07/30/2024 144A
902613AB4
7594000.00000000
PA
USD
7635616.26000000
0.207151532417
Long
DBT
CORP
CH
N
2
2024-07-30
Variable
0.01008000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 4.2% 04/01/2028
026874DK0
4000000.00000000
PA
USD
4666060.48000000
0.126588548438
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #639118
31389YAT8
10470.28500000
PA
USD
12571.09000000
0.000341049166
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.50% 10/21 #312829
36223NPN8
2680.65370000
PA
USD
2713.86000000
0.000073626049
Long
ABS-MBS
USGA
US
N
2
2021-10-15
Fixed
0.08500000
N
N
N
N
N
N
TOWD PT MTG TR 2018-3
N/A
TOWD PT MTG TR 2018-3 3.75% 05/25/2058 144A
89175MAA1
2111271.13000000
PA
USD
2270390.03000000
0.061594867772
Long
ABS-CBDO
CORP
US
N
2
2058-05-25
Fixed
0.03750000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO NEW MTN SR NTS 3.75% 01/24/2024
95000U2C6
5000000.00000000
PA
USD
5462475.70000000
0.148195007909
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH FRN SOFR+45 02/04/2022
22550UAA9
7000000.00000000
PA
USD
7012092.92000000
0.190235567683
Long
DBT
CORP
US
N
2
2022-02-04
Variable
0.00535490
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.125% 09/30/2024
02005NAV2
5010000.00000000
PA
USD
5606498.27000000
0.152102288614
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
0.05125000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.45% 03/15/2022 144A
00287YCF4
5000000.00000000
PA
USD
5196503.85000000
0.140979286947
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03450000
N
N
N
N
N
N
CONSUMER LENDING RECEIVABLES TRUST 2019-A CLRT 2019-A
N/A
CONSUMER LENDING RECEIVABLES TRUST 2019-A CLRT 2019-A A 3.52% 04/15/2026 144A
21053QAA2
1079086.04000000
PA
USD
1080789.27000000
0.029321425524
Long
ABS-CBDO
CORP
US
N
2
2026-04-15
Fixed
0.03520000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 3.3% 03/14/2023
571748BA9
1731000.00000000
PA
USD
1840714.31000000
0.049937919491
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
0.03300000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2016-C37
549300TRQQDPEF728F16
WELLS FARGO COML MTG TR 2016-C37 A2 3.103% 12/15/2049
95000PAB0
2128000.00000000
PA
USD
2159311.39000000
0.058581344081
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
0.03103000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
N/A
FEDERAL HOME LN MTG MLT CTF GT 4% 07/15/2047
3137FLDT8
6684601.57000000
PA
USD
7131826.15000000
0.193483887298
Long
ABS-CBDO
USGSE
US
N
2
2047-07-15
Fixed
0.04000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE 3.125% 7/15/23
053332AP7
3247000.00000000
PA
USD
3468557.65000000
0.094100725862
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03125000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.35% 03/09/2021
126650DC1
6325000.00000000
PA
USD
6424371.51000000
0.174290896477
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
0.03350000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO 3.3% 01/15/21
501044CX7
5000000.00000000
PA
USD
5042613.30000000
0.136804291482
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
0.03300000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 2.25% 04/28/2025
75524KNH3
4046000.00000000
PA
USD
4316673.52000000
0.117109805438
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
0.02250000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN 3.3% 02/01/2022
49327M2X1
1378000.00000000
PA
USD
1434929.62000000
0.038929126290
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #399852
31378JEZ6
1700.46470000
PA
USD
1824.18000000
0.000049489349
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024
780097BN0
4223000.00000000
PA
USD
4371955.94000000
0.118609597679
Long
DBT
CORP
GB
N
2
2024-05-22
Variable
0.02359000
N
N
N
N
N
N
FORD CR AUTO LEASE TR 2020-A
N/A
FORD CR AUTO LEASE TR 2020-A 1.85% 03/15/2023
34531MAD0
6991000.00000000
PA
USD
7097147.15000000
0.192543058458
Long
ABS-CBDO
CORP
US
N
2
2023-03-15
Fixed
0.01850000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-A
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 20 A 1.95% 07/17/2023 144A
44935SAC0
3523000.00000000
PA
USD
3595854.23000000
0.097554236453
Long
ABS-CBDO
CORP
US
N
2
2023-07-17
Fixed
0.01950000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A
12530MAA3
7365000.00000000
PA
USD
7473136.61000000
0.202743517748
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
0.01690000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2016-GC36
N/A
CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049
17324TAF6
2530000.00000000
PA
USD
2687311.35000000
0.072905793753
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
0.03368000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A
225401AM0
4805000.00000000
PA
USD
5029832.15000000
0.136457543464
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
46647PBP0
12053000.00000000
PA
USD
12940056.32000000
0.351059090056
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
95000U2N2
5000000.00000000
PA
USD
5224797.40000000
0.141746880818
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.2% 2/23/23
38141GWT7
12500000.00000000
PA
USD
13302273.63000000
0.360885915852
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
0.03200000
N
N
N
N
N
N
MERIT 2020
N/A
MERIT 2020-HILL F 1ML+125 08/15/2037 144A
590027AA6
911000.00000000
PA
USD
911569.92000000
0.024730565209
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.01305000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.554% 05/11/2025
166764BW9
7110000.00000000
PA
USD
7396889.00000000
0.200674947417
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01554000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #AE0746
31419AZL4
39918.65940000
PA
USD
46440.21000000
0.001259906252
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
LANARK MASTER ISSUER PLC
213800KIOPB5OYXIVY33
LANARK MASTER ISSUER PLC 2019-1A 1A1 3ML+77 12/22/2069 144A
513770BB2
1185100.00000000
PA
USD
1188058.72000000
0.032231607256
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.01128000
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 2017-2 A1 2.16% 09/15/2022
34528QFP4
5521000.00000000
PA
USD
5523886.93000000
0.149861072569
Long
ABS-CBDO
CORP
US
N
2
2022-09-15
Fixed
0.02160000
N
N
N
N
N
N
UBS AG LONDN BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LON BRANCH 1.75% 04/21/2022 144A
902674YA2
5000000.00000000
PA
USD
5101895.30000000
0.138412590895
Long
DBT
CORP
GB
N
2
2022-04-21
Fixed
0.01750000
N
N
N
N
N
N
SHELL INTL FIN B V
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 2.375% 04/06/2025
822582CF7
2991000.00000000
PA
USD
3212799.01000000
0.087162085627
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
0.02375000
N
N
N
N
N
N
WFRBS COML MTG TR 2014-C22
N/A
WFRBS COML MTG TR 2014-C22 ASB 3.464% 09/15/2057
92890KBB0
4506290.39000000
PA
USD
4717657.04000000
0.127988344618
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Fixed
0.03464000
N
N
N
N
N
N
INTERNATIONAL LEASE FIN CORP
N/A
ILFC 5.875% 8/15/22
459745GN9
4375000.00000000
PA
USD
4739568.84000000
0.128582803898
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2012-LC9
N/A
J P MORGAN CHASE COML MTG SECS TR 2012-LC9 3.353% 12/15/2047 144A
46639EAJ0
5520000.00000000
PA
USD
5636260.03000000
0.152909714496
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
0.03353300
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC 2.25% 03/19/2025
713448EQ7
4048000.00000000
PA
USD
4347047.54000000
0.117933841714
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/32 #667440
31391HPZ1
1946.65720000
PA
USD
2330.12000000
0.000063215320
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.07000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP VAR 06/01/2022
30161NAW1
10287000.00000000
PA
USD
10771035.45000000
0.292214331262
Long
DBT
CORP
US
N
2
2022-06-01
Variable
0.03497000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2012-GC8
N/A
CGCMT 2012-GC8 AS 3.683% 9/45 144A
17318UAF1
6670000.00000000
PA
USD
6904303.76000000
0.187311286405
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
0.03683000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 07/15/2023
55336VAE0
856000.00000000
PA
USD
926748.80000000
0.025142362783
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 1.3% 05/07/2022
855244AY5
1421000.00000000
PA
USD
1443320.27000000
0.039156761618
Long
DBT
CORP
US
N
2
2022-05-07
Fixed
0.01300000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 1.3% 09/15/2025
03027XBB5
2406000.00000000
PA
USD
2446017.75000000
0.066359584869
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01300000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 1.75% 03/01/2026
55336VBR0
10044000.00000000
PA
USD
10040955.76000000
0.272407530943
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
2873000.00000000
PA
USD
2880196.92000000
0.078138710134
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
PRUDENTIAL FINL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINL INC MTN BE 3.5% 05/15/2024
74432QBZ7
2550000.00000000
PA
USD
2834370.65000000
0.076895459854
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03500000
N
N
N
N
N
N
SHELL INTL FIN B V
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.5% 11/13/2023
822582BZ4
1470000.00000000
PA
USD
1606359.98000000
0.043579970514
Long
DBT
CORP
NL
N
2
2023-11-13
Fixed
0.03500000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TR 2019-3 2.17% 01/18/2023
03066NAB0
2579741.71000000
PA
USD
2600003.78000000
0.070537170672
Long
ABS-CBDO
CORP
US
N
2
2023-01-18
Fixed
0.02170000
N
N
N
N
N
N
AVOLON HLDGS FDG LTD
635400ZRKEX9L1BKCH30
AVOLON HLDGS FDG LTD 2.875% 02/15/2025 144A
05401AAH4
7180000.00000000
PA
USD
6380300.79000000
0.173095273639
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
0.02875000
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.336% 03/18/2021
345397XW8
4500000.00000000
PA
USD
4511250.00000000
0.122388595602
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
0.03336000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #545605
31385JDJ4
2332.86840000
PA
USD
2760.93000000
0.000074903041
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/31 #770810
31404KKX9
19621.09130000
PA
USD
21393.14000000
0.000580388220
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.07000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 2.907/VAR 11/07/2023
539439AP4
10197000.00000000
PA
USD
10659556.82000000
0.289189955985
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
0.02907000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/27 #391260
31377YTR6
619.52520000
PA
USD
697.89000000
0.000018933505
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 4% 11/12/2021 144A
928668AP7
7000000.00000000
PA
USD
7282372.86000000
0.197568165583
Long
DBT
CORP
US
N
2
2021-11-12
Fixed
0.04000000
N
N
N
N
N
N
WFRBS COML MTG TR 2013-C16
N/A
WFRBS COML MTG TR 2013-C16 3.963% 09/15/2046
92938EAT0
703720.73000000
PA
USD
735350.09000000
0.019949784381
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Fixed
0.03963000
N
N
N
N
N
N
SEQUOIA MTG TR
N/A
SEMT 2004-6 A3B 6ML+44 7/34
81744FCU9
1007.41010000
PA
USD
957.72000000
0.000025982600
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Variable
0.01304750
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 8.50% 9/25 #303563
31373UFC6
1478.04980000
PA
USD
1631.81000000
0.000044270420
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.08500000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB 2014-C25 ASB 3.4074% 11/47
46643PBF6
1543009.70000000
PA
USD
1617340.80000000
0.043877876225
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
0.03407400
N
N
N
N
N
N
GS MTG SECS TR 2015-GC30
N/A
GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050
36250GAP0
3541000.00000000
PA
USD
3868441.58000000
0.104949433559
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03382000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 3.45% 03/01/2024
101137AV9
1869000.00000000
PA
USD
2031526.45000000
0.055114584459
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03450000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 2.94% 04/15/2031 144A
165183BY9
3373795.71100000
PA
USD
3449934.18000000
0.093595477796
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Fixed
0.02940000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 0.483% 08/19/2022
438516CC8
8856000.00000000
PA
USD
8875935.92000000
0.240800960244
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.00483000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/32 #666787
31391GXQ4
3176.10020000
PA
USD
3819.85000000
0.000103631161
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.07000000
N
N
N
N
N
N
WFRBS COML MTG TR 2012-C9
N/A
WFRBS 2012-C9 A3 2.87% 11/45
92930RBB7
3094759.01070000
PA
USD
3170672.52000000
0.086019209052
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
0.02870000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 0.85% 06/09/2023 144A
57629WCU2
10000000.00000000
PA
USD
10118252.70000000
0.274504569221
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.00850000
N
N
N
N
N
N
BAE SYSTEMS HOLDINGS INC
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HOLDINGS INC 2.85% 12/15/2020 144A
05523UAM2
5615000.00000000
PA
USD
5641937.63000000
0.153063745749
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
0.02850000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC 3.25% 01/12/2021
06738EAL9
2046000.00000000
PA
USD
2066132.64000000
0.056053437991
Long
DBT
CORP
GB
N
2
2021-01-12
Fixed
0.03250000
N
N
N
N
N
N
FLORIDA PWR and LT CO
A89MY1K3YLIGJMYWVX50
FLORIDA PWR and LT CO FRN 3ML+38 07/28/2023
341081GA9
7557000.00000000
PA
USD
7564261.22000000
0.205215695756
Long
DBT
CORP
US
N
2
2023-07-28
Variable
0.00640630
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 1.25% 01/15/2026
91324PDW9
597000.00000000
PA
USD
612376.28000000
0.016613548991
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01250000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 3.49% 02/14/2022
02209SBA0
1879000.00000000
PA
USD
1959974.98000000
0.053173418723
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
0.03490000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
026874DQ7
5000000.00000000
PA
USD
5346558.35000000
0.145050211750
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2018-2
N/A
DELL EQUIPMENT FINANCE TRUST 2018-2 A3 3.37% 10/22/2023 144A
24704DAE0
1853572.98000000
PA
USD
1873375.81000000
0.050824014280
Long
ABS-CBDO
CORP
US
N
2
2023-10-22
Fixed
0.03370000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.35% 08/02/2021
172967KV2
10000000.00000000
PA
USD
10182135.40000000
0.276237683976
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
0.02350000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 2/28 #462544
36208VZH1
23.01550000
PA
USD
25.89000000
0.000000702386
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07500000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 3.45% 06/02/2025
80282KBB1
5700000.00000000
PA
USD
6142293.55000000
0.166638222523
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
0.03450000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 6/24 #354843
36203PEQ2
20.22970000
PA
USD
22.03000000
0.000000597666
Long
ABS-MBS
USGA
US
N
2
2024-06-15
Fixed
0.08000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 2.6% 11/19/2022
418056AW7
2334000.00000000
PA
USD
2410491.51000000
0.065395770710
Long
DBT
CORP
US
N
2
2022-11-19
Fixed
0.02600000
N
N
N
N
N
N
ENTERPRISE PRODS OPER LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 2.85% 04/15/2021
29379VBK8
1590000.00000000
PA
USD
1610508.33000000
0.043692513763
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
0.02850000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.625% 07/01/22
00912XAW4
5000000.00000000
PA
USD
5034182.75000000
0.136575573682
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.02625000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 3.05% 06/05/2023
02005NBK5
8326000.00000000
PA
USD
8640154.97000000
0.234404307578
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
0.03050000
N
N
N
N
N
N
CSAIL 2015-C3 COML MTG TR
549300ZAGI6FKGY8O078
CSAIL 2015-C3 A4 3.7182% 08/15/2048
12635FAT1
3143000.00000000
PA
USD
3471975.92000000
0.094193462302
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
0.03718200
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET 2.2569% 08/15/2037 144A
126438AA8
1023000.00000000
PA
USD
1054104.72000000
0.028597483247
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
0.02256900
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC 2.3% 02/12/2021 144A
233851CZ5
5500000.00000000
PA
USD
5540501.56000000
0.150311821526
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
0.02300000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.95% 03/01/2021
606822AA2
1336000.00000000
PA
USD
1353614.88000000
0.036723086539
Long
DBT
CORP
JP
N
2
2021-03-01
Fixed
0.02950000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 4.25% 04/15/2021
02005NBG4
2920000.00000000
PA
USD
2969569.92000000
0.080563367592
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
0.04250000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS MTN 2.625% 1/15/22
58013MEM2
3229000.00000000
PA
USD
3331916.21000000
0.090393692569
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.02625000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3.2% 08/10/21
06738EAQ8
5045000.00000000
PA
USD
5163658.40000000
0.140088201661
Long
DBT
CORP
GB
N
2
2021-08-10
Fixed
0.03200000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 2.65% 02/12/2021
02665WCD1
5000000.00000000
PA
USD
5051413.25000000
0.137043030972
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
0.02650000
N
N
N
N
N
N
NATIONSTAR HECM LOAN TRUST
N/A
NATIONSTAR HECM LOAN TRUST 2.2722% 11/25/2029 144A
63862UAA6
978556.73000000
PA
USD
976838.38000000
0.026501275136
Long
ABS-CBDO
CORP
US
N
2
2029-11-25
Fixed
0.02272200
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #313835
31374GSY4
501.35260000
PA
USD
565.40000000
0.000015339099
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
CHARTER COMM OPER LLC/CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 4.464% 07/23/2022
161175BB9
16000000.00000000
PA
USD
17049440.64000000
0.462545213794
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
0.04464000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 2.95% 03/15/2023
281020AJ6
730000.00000000
PA
USD
751534.56000000
0.020388863251
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02950000
N
N
N
N
N
N
WESTERN UN CO
28ID94QU1140NC23S047
WESTERN UN CO 2.85% 01/10/2025
959802AY5
1242000.00000000
PA
USD
1311839.50000000
0.035589735452
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH 1% 05/05/2023
22550L2D2
5000000.00000000
PA
USD
5073934.20000000
0.137654016273
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #313711
31374GN45
22.03530000
PA
USD
24.97000000
0.000000677427
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/33 #555279
31385W2L2
420.96030000
PA
USD
501.16000000
0.000013596291
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.07000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT DEC20 TUZ0
N/A
55.00000000
NC
USD
2040.64000000
0.000055361831
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2020-12-31
12149951.55000000
USD
2040.64000000
N
N
N
DR HORTON INC
529900ZIUEYVSB8QDD25
DR HORTON INC 2.55% 12/01/20
23331ABL2
3743000.00000000
PA
USD
3762588.54000000
0.102077678523
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
0.02550000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 0.8% 06/03/2025
023135BQ8
3438000.00000000
PA
USD
3483336.15000000
0.094501661270
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
0.00800000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 3.5% 06/25/2021 144A
07274NAA1
7000000.00000000
PA
USD
7152265.54000000
0.194038400623
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC 2.15% 11/13/2020
025537AH4
3500000.00000000
PA
USD
3512723.83000000
0.095298938496
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
0.02150000
N
N
N
N
N
N
GUARDIAN LIFE GLOBAL FUNDING
635400NHILJ5JEKILC36
GUARDIAN LIFE GLOBAL FUNDING 1.4% 07/06/2027 144A
40139LAH6
8010000.00000000
PA
USD
8071678.04000000
0.218981732218
Long
DBT
CORP
US
N
2
2027-07-06
Fixed
0.01400000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTA0L PETROLEUM CORP FRN 3ML+140 08/15/2022
674599CQ6
2590000.00000000
PA
USD
2448652.67000000
0.066431069304
Long
DBT
CORP
US
N
2
2022-08-15
Variable
0.01730130
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.625% 11/17/2021
61746BED4
5350000.00000000
PA
USD
5494192.50000000
0.149055473326
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
0.02625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #397974
31378GCK7
11539.02190000
PA
USD
13193.15000000
0.000357925430
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
COMM 2012-LC4 MTG TR
N/A
COMM 2012-LC4 A4 3.288% 12/44
126192AD5
5523304.48000000
PA
USD
5643774.93000000
0.153113591039
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Fixed
0.03288000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 4.25% 3/15/23
337932AF4
600000.00000000
PA
USD
636389.80000000
0.017265027182
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
AVIATION CAPITAL GROUP LLC FRN 3ML+95 06/01/2021 144A
05369AAG6
4740000.00000000
PA
USD
4617991.97000000
0.125284466990
Long
DBT
CORP
US
N
2
2021-06-01
Variable
0.01300000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL 2.273% 9/13/21
60687YAE9
3000000.00000000
PA
USD
3055256.76000000
0.082888020850
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
0.02273000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 3.45% 05/01/2027
369604BV4
679000.00000000
PA
USD
720876.02000000
0.019557108050
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03450000
N
N
N
N
N
N
LANARK MASTER ISSUER PLC
213800KIOPB5OYXIVY33
LANARK MASTER ISSUER PLC STEP 12/22/2069 144A
513770BD8
5532000.00000000
PA
USD
5608648.07000000
0.152160611917
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.02710000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 2.9% 02/01/2023
816851BF5
1017000.00000000
PA
USD
1069154.12000000
0.029005768075
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.02900000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 2.75% 05/01/2025
65339KBQ2
12257000.00000000
PA
USD
13329582.12000000
0.361626785398
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.02750000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
HUNTINGTON BANK 7% 12/15/20
446150AG9
180000.00000000
PA
USD
183309.60000000
0.004973123747
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
0.07000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.946% 03/15/2022
92343VDQ4
3961000.00000000
PA
USD
4116492.10000000
0.111678955262
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02946000
N
N
N
N
N
N
ALLY MASTER OWNER TR
N/A
ALLY MASTER OWNER TR 2.7% 01/17/2023
02005AGP7
5500000.00000000
PA
USD
5552817.60000000
0.150645951277
Long
ABS-CBDO
CORP
US
N
2
2023-01-17
Fixed
0.02700000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.7% 08/18/2023
37045XCZ7
10000000.00000000
PA
USD
10059236.80000000
0.272903489006
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
0.01700000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / A 3.5% 05/26/22
00774MAA3
915000.00000000
PA
USD
919984.41000000
0.024958847307
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
0.03500000
N
N
N
N
N
N
TERWIN MORTGAGE TRUST
N/A
TMTS 2003-4HE A 1ML+43 9/34
881561BU7
2132.47000000
PA
USD
1964.19000000
0.000053287770
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
0.01035130
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A
12653VAA4
5000000.00000000
PA
USD
5009185.50000000
0.135897407249
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01141880
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.2% 08/15/2026
674599CR4
277000.00000000
PA
USD
242884.68000000
0.006589374314
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #657322
31390VG73
13947.08270000
PA
USD
16518.57000000
0.000448142883
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC 2.85% 01/06/2022 144A
233851CS1
3175000.00000000
PA
USD
3263912.99000000
0.088548789584
Long
DBT
CORP
US
N
2
2022-01-06
Fixed
0.02850000
N
N
N
N
N
N
GS MTG SECS TR 2012-GCJ9
N/A
GSMS 2012-GCJ9 A3 2.773% 11/45
36192PAJ5
4664080.27360000
PA
USD
4775293.40000000
0.129551998407
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
0.02773000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #390259
31377XQL4
229.51340000
PA
USD
252.07000000
0.000006838568
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II 1.2% 06/24/2025 144A
6944PL2B4
4494000.00000000
PA
USD
4563898.33000000
0.123816925925
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
0.01200000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
91087BAH3
3525000.00000000
PA
USD
3644850.00000000
0.098883474132
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404745
31378PTA1
1844.04530000
PA
USD
2106.10000000
0.000057137738
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
KUBOTA CR OWNER TR 2018-1
N/A
KUBOTA CR OWNER TR 2018-1A A3 3.1% 08/15/2022 144A
50117PAC3
3548783.60000000
PA
USD
3603429.54000000
0.097759751898
Long
ABS-CBDO
CORP
US
N
2
2022-08-15
Fixed
0.03100000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORP 3.3% 02/01/2025
49446RAU3
5500000.00000000
PA
USD
5900823.50000000
0.160087226613
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03300000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION II
N/A
GSMS 2012-GC6 A3 3.482% 01/45
36192BAY3
2955837.01860000
PA
USD
3021576.02000000
0.081974274445
Long
ABS-MBS
CORP
US
N
2
2045-01-10
Fixed
0.03482000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.45% 08/04/2026
037833BZ2
15000000.00000000
PA
USD
16404742.95000000
0.445054796534
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
0.02450000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/28/2023
28414HAE3
552000.00000000
PA
USD
611731.92000000
0.016596067735
Long
DBT
CORP
US
N
2
2023-08-28
Variable
0.05272000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH 2.1% 11/12/2021
22550L2A8
4059000.00000000
PA
USD
4145578.47000000
0.112468058055
Long
DBT
CORP
US
N
2
2021-11-12
Fixed
0.02100000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC FRN 3ML+211.25 05/15/2067
976657AH9
454000.00000000
PA
USD
374986.09000000
0.010173238221
Long
DBT
CORP
US
N
2
2067-05-15
Variable
0.02392630
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 3.218% 03/07/2022
606822BG8
5000000.00000000
PA
USD
5208068.75000000
0.141293038539
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
0.03218000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.623% 07/18/2022
606822BL7
5000000.00000000
PA
USD
5201024.65000000
0.141101934631
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
0.02623000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/33 #694402
31400QNT6
17328.26740000
PA
USD
20735.81000000
0.000562555093
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.07000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023
06051GHC6
6462000.00000000
PA
USD
6810204.16000000
0.184758397984
Long
DBT
CORP
US
N
2
2023-12-20
Variable
0.03004000
N
N
N
N
N
N
PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2019
N/A
PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2019 2.48% 02/17/2026 144A
74362GAA9
414260.86000000
PA
USD
415980.29000000
0.011285396174
Long
ABS-CBDO
CORP
US
N
2
2026-02-17
Fixed
0.02480000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 2.8% 01/15/2023
084659AK7
5944000.00000000
PA
USD
6269559.66000000
0.170090906474
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02800000
N
N
N
N
N
N
CHEVRON PHIL CHEM LLC /CHEV LP
N/A
CHEVRON PHIL CHEM LLC /CHEV LP 3.3% 05/01/2023 144A
166754AQ4
3089000.00000000
PA
USD
3277597.23000000
0.088920038111
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.03300000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#FM2870
3140X6FL0
19060292.04200000
PA
USD
20367061.85000000
0.552551088138
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 2.625% 01/15/2023
615369AK1
5950000.00000000
PA
USD
6238579.64000000
0.169250429635
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02625000
N
N
N
N
N
N
HPEFS EQUIP TR 2020-2
N/A
HPEFS EQUIP TR 2020-2A A2 0.65% 07/22/2030 144A
40438PAB8
7820000.00000000
PA
USD
7824704.51000000
0.212281428868
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Fixed
0.00650000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.3% 11/21/2022 144A
00287YBL2
6780000.00000000
PA
USD
7045622.03000000
0.191145200420
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.02300000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING CO
549300G6UZOB126GBY72
GE CAP INTL FDG CO 2.342% 11/15/2020
36164QMS4
15830000.00000000
PA
USD
15893794.90000000
0.431192959068
Long
DBT
CORP
IE
N
2
2020-11-15
Fixed
0.02342000
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
1343451.04000000
PA
USD
1201846.46000000
0.032605663700
Long
ABS-CBDO
CORP
US
N
2
2040-01-16
Fixed
0.03351000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2013-C13
N/A
J P MORGAN CHASE COML MTG SECS TR 2013-C13 A4 3.9936% 01/15/2046
46640JAR8
3198140.19600000
PA
USD
3430331.89000000
0.093063674694
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
0.03993600
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/28 #441271
31380JFL2
8617.46100000
PA
USD
9727.81000000
0.000263911998
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
0.07000000
N
N
N
N
N
N
CIT BANK NA
FVPV0TNOIM6NUIE59530
CIT BANK NA 2.969%/VAR 09/27/2025
12556LBJ4
6655000.00000000
PA
USD
6555175.00000000
0.177839548279
Long
DBT
CORP
US
N
2
2025-09-27
Variable
0.02969000
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
1254134.27000000
PA
USD
1160389.11000000
0.031480940653
Long
ABS-CBDO
CORP
US
N
2
2039-07-15
Fixed
0.03721000
N
N
N
N
N
N
GS MTG SECS TR 2013-GCJ16
N/A
GSMS 2013-GC16 AS 4.649% 11/46
36248GAH3
1900000.00000000
PA
USD
2068842.36000000
0.056126951723
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
0.04649000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BK NEW CASTLE DEL 3.2% 08/09/2021
25466AAF8
2000000.00000000
PA
USD
2047109.98000000
0.055537360043
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
0.03200000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
235101214.33700000
NS
USD
235148234.58000000
6.379487323596
Long
STIV
RF
US
N
1
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINANCE CORP 4.42% 06/15/2021 144A
25272KAD5
6608000.00000000
PA
USD
6779086.14000000
0.183914177254
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.04420000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 8.5% 02/01/2027#
3128FLNA7
12071.54690000
PA
USD
13703.75000000
0.000371777825
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.08500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2.8% 12/15/21
776743AC0
3883000.00000000
PA
USD
3990724.71000000
0.108266931048
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02800000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.7% 04/15/2023
91913YAX8
805000.00000000
PA
USD
841460.49000000
0.022828521501
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.02700000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
18848000.00000000
PA
USD
19901480.12000000
0.539920022674
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 0.5% 08/14/2023
89236THF5
4167000.00000000
PA
USD
4172327.88000000
0.113193759961
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.00500000
N
N
N
N
N
N
MORGAN STANLEY BK OF AMER MERRILL LYNCH TR 2014-C17
N/A
MSBAM 2014-C17 ASB 3.477% 8/47
61763UAW2
2986455.19000000
PA
USD
3129000.49000000
0.084888661814
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
0.03477000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
MARATHON OIL CP 2.8% 11/01/22
565849AK2
7000000.00000000
PA
USD
7151188.17000000
0.194009171961
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.02800000
N
N
N
N
N
N
METROPOLITAN LIFE GLBL FDG I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I 0.9% 06/08/2023 144A
59217GEH8
4581000.00000000
PA
USD
4637541.91000000
0.125814849855
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.00900000
N
N
N
N
N
N
BENCHMARK 2019-B MORTGAGE TRUST
N/A
BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061
08162YAK8
24866414.11000000
PA
USD
1307836.62000000
0.035481138752
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.00915013
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3.272/VAR 09/29/2025
38141GWQ3
5000000.00000000
PA
USD
5446179.40000000
0.147752895131
Long
DBT
CORP
US
N
2
2025-09-29
Variable
0.03272000
N
N
N
N
N
N
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA
LKE37K2B8CFZUR7F9816
CAPITAL ONE BK (USA) NA 2.28%/VAR 01/28/2026
14042TCT2
7000000.00000000
PA
USD
7275856.28000000
0.197391373103
Long
DBT
CORP
US
N
2
2026-01-28
Variable
0.02280000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC STEP 08/15/2021
25746UDA4
3913000.00000000
PA
USD
3993686.37000000
0.108347279822
Long
DBT
CORP
US
N
2
2021-08-15
Variable
0.02715000
N
N
N
N
N
N
SYNOVUS BANK
DX0JX77PRMOELF7VG772
SYNOVUS BANK 2.289%/VAR 02/10/2023
87164DQS2
1640000.00000000
PA
USD
1666038.03000000
0.045199014621
Long
DBT
CORP
US
N
2
2023-02-10
Variable
0.02289000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SR NON PFD MTN 3.5% 03/01/2023 144A
09659W2E3
17000000.00000000
PA
USD
18102566.62000000
0.491116144176
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
0.03500000
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5
N/A
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5 1ML+125 01/23/2023 144A
61916BAW0
1563000.00000000
PA
USD
1562474.83000000
0.042389382124
Long
ABS-CBDO
CORP
US
N
2
2023-01-23
Variable
0.01405380
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 3% 03/25/2048
3136B45G9
14115021.18800000
PA
USD
14811114.75000000
0.401820234647
Long
ABS-CBDO
USGSE
US
N
2
2048-03-25
Fixed
0.03000000
N
N
N
N
N
N
DT AUTO OWNER TR 2019-4
N/A
DT AUTO OWNER TR 2019-4 2.17% 05/15/2023 144A
23343JAA4
3096892.81000000
PA
USD
3118915.12000000
0.084615049340
Long
ABS-CBDO
CORP
US
N
2
2023-05-15
Fixed
0.02170000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/27 #357002
31376JRX9
2699.17010000
PA
USD
3065.78000000
0.000083173512
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE TECH CORP
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR BRAKE TECH CORP STEP 03/15/2024
960386AN0
5900000.00000000
PA
USD
6410818.46000000
0.173923207088
Long
DBT
CORP
US
N
2
2024-03-15
Variable
0.04400000
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6
N/A
MSBAM 2012-C6 A4 2.858% 11/45
61761DAD4
4062777.35000000
PA
USD
4172495.90000000
0.113198318283
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
0.02858000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II LLC 3.375% 07/15/2024 144A
07274NAW3
5000000.00000000
PA
USD
5427775.60000000
0.147253606634
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03375000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP INC 3.35% 07/15/2022
91324PCN0
3000000.00000000
PA
USD
3167430.27000000
0.085931247971
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.03350000
N
N
N
N
N
N
TESLA AUTO LEASE TR 2019-A
N/A
TESLA AUTO LEASE TR 2019-A 2.13% 04/20/2022 144A
88165GAB6
6124352.94000000
PA
USD
6195466.48000000
0.168080785056
Long
ABS-CBDO
CORP
US
N
2
2022-04-20
Fixed
0.02130000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/27/2021
28414HAF0
3082000.00000000
PA
USD
3155197.50000000
0.085599377306
Long
DBT
CORP
US
N
2
2021-08-27
Variable
0.04912000
N
N
N
N
N
N
CLUB CREDIT TRUST
N/A
CLUB CREDIT TRUST 2.26% 03/15/2028 144A
21055JAA6
4787974.70000000
PA
USD
4808859.85000000
0.130462644164
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.02260000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.75% 02/01/2022
00912XAQ7
1228000.00000000
PA
USD
1254679.95000000
0.034039017347
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03750000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 0.75% 06/12/2023
89114QCG1
10000000.00000000
PA
USD
10101127.00000000
0.274039955118
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.00750000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2025 144A
87264ABA2
6000000.00000000
PA
USD
6628800.00000000
0.179836968141
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 2.5% 04/13/2022 144A
57629WCD0
5440000.00000000
PA
USD
5637571.82000000
0.152945302888
Long
DBT
CORP
US
N
2
2022-04-13
Fixed
0.02500000
N
N
N
N
N
N
PUBLIC SVC ENTERPRISE GRP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SVC ENTERPRISE GRP INC 2% 11/15/2021
744573AK2
1782000.00000000
PA
USD
1811740.71000000
0.049151876107
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.02000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CA ST 2.40% 10/1/2025
13063DRL4
4420000.00000000
PA
USD
4801667.00000000
0.130267504722
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.02400000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 2.75% 3/15/22
30040WAC2
3489000.00000000
PA
USD
3607324.06000000
0.097865408830
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02750000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.6% 01/15/2026
337932AN7
606000.00000000
PA
USD
600388.87000000
0.016288334854
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01600000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.19% 09/13/2021
606822AG9
2760000.00000000
PA
USD
2811219.97000000
0.076267390203
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
0.02190000
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% 12/16/2021
00774MAH8
1327000.00000000
PA
USD
1352542.28000000
0.036693987285
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
0.04450000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.49% 01/23/2027 144A
71654QCQ3
6035000.00000000
PA
USD
5945078.50000000
0.161287848902
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
0.06490000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 3.95% 09/01/2023
95040QAE4
1993000.00000000
PA
USD
2156098.33000000
0.058494174915
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.03950000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 2.901%/VAR 03/30/2026 144A
857477BJ1
305000.00000000
PA
USD
333740.11000000
0.009054249566
Long
DBT
CORP
US
N
2
2026-03-30
Variable
0.02901000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.875% 02/25/21
718172BS7
6954000.00000000
PA
USD
7001654.23000000
0.189952369764
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
0.01875000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 3.65% 09/15/2023
776743AE6
3078000.00000000
PA
USD
3351467.90000000
0.090924122911
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 09/01/2029#AL5878
3138ENQ85
778888.57700000
PA
USD
850387.59000000
0.023070710525
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.03500000
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Specialized High Income Central Fund
31606V807
168307.39000000
NS
USD
16832422.07000000
0.456657577773
Long
EC
RF
US
N
1
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 3.35% 02/06/2023
25466AAK7
7557000.00000000
PA
USD
8012495.68000000
0.217376136003
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
0.03350000
N
N
N
N
N
N
JPMCC COML MTG SECS TR 2016-JP4
N/A
JPMCC COML MTG SECS TR 2016-JP4 A2 2.984% 12/15/2049
46645UAR8
2031899.97000000
PA
USD
2068439.22000000
0.056116014679
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
0.02983800
N
N
N
N
N
N
PUBLIC SVC ENTERPRISE GRP INC
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ELEC and GAS CO 2.65% 11/15/2022
744573AL0
3830000.00000000
PA
USD
4003788.47000000
0.108621346174
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02650000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 3.4% 04/19/2021
247361ZM3
3790000.00000000
PA
USD
3798825.05000000
0.103060762052
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
0.03400000
N
N
N
N
N
N
GS MTG SECS TR 2011-GC5
N/A
GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A
36191YAE8
6799000.00000000
PA
USD
6959045.74000000
0.188796416702
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Fixed
0.05209000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.85% 8/09/22
02209SAN3
5000000.00000000
PA
USD
5219320.10000000
0.141598283632
Long
DBT
CORP
US
N
2
2022-08-09
Fixed
0.02850000
N
N
N
N
N
N
CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1
N/A
CONSUMER LOAN UNDERLYING BOND CREDIT TRUST 2019-P1 2.94% 07/15/2026 144A
21054AAA6
784716.19500000
PA
USD
789675.13000000
0.021423603245
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
0.02940000
N
N
N
N
N
N
COMM 2013-CCRE7 MTG TR
549300FVY7JUBJ0PIH53
COMM MTG TR 2013-CC7 AM 3.314% 03/10/2046
12625FAS5
1343000.00000000
PA
USD
1405750.20000000
0.038137499084
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
0.03314000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/26 #358481
31376LFW9
176.03600000
PA
USD
190.42000000
0.000005166026
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.07500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA 3.65% 01/23/2024
17325FAS7
5000000.00000000
PA
USD
5498897.95000000
0.149183130498
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
0.03650000
N
N
N
N
N
N
GREAT-WEST LIFECO FIN 20
N/A
GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A
391399AA0
3381000.00000000
PA
USD
3378538.26000000
0.091658532076
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.00904000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO MTN 4.3% 07/22/2027
94974BGL8
7000000.00000000
PA
USD
8047395.65000000
0.218322959680
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
0.04300000
N
N
N
N
N
N
IMPERIAL TOBACCO FINANCE
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE 3.125% 07/26/2024 144A
45262BAA1
8250000.00000000
PA
USD
8714192.36000000
0.236412915433
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.85% 04/09/2025
718546AV6
7000000.00000000
PA
USD
7825951.77000000
0.212315266584
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
0.03850000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2.5% 05/25/2045
3136ANUP0
3169308.56960000
PA
USD
3330326.88000000
0.090350574616
Long
ABS-CBDO
USGSE
US
N
2
2045-05-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FED HOME LN MTG CORP 0.25% 08/24/2023
3137EAEV7
14087000.00000000
PA
USD
14084279.24000000
0.382101447769
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.00250000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023
92343VBR4
5498000.00000000
PA
USD
6246022.42000000
0.169452349589
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.05150000
N
N
N
N
N
N
FEDERAL REALTY INVESTMENT TR
549300LI6XZ51GOCJ427
FEDERAL REALTY INVESTMENT TR 2.55% 01/15/2021
313747AW7
5000000.00000000
PA
USD
5020939.70000000
0.136216294482
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
0.02550000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 3.8% 10/22/2021
205887BZ4
6050000.00000000
PA
USD
6275855.51000000
0.170261710628
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
0.03800000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024
674599CW3
2061000.00000000
PA
USD
1896120.00000000
0.051441056002
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 3/35 #808172
31406E2D5
15496.43950000
PA
USD
17239.53000000
0.000467702270
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888034
31410FSX4
10133.66950000
PA
USD
11734.38000000
0.000318349523
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPL 5.625% 7/01/24
651290AQ1
1967000.00000000
PA
USD
1999504.71000000
0.054245846130
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIP 2.5% 8/1/22
893526DM2
5142000.00000000
PA
USD
5329149.67000000
0.144577920502
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
0.02500000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.7% 04/15/2024
20030NCR0
4500000.00000000
PA
USD
4996297.71000000
0.135547766126
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 2.85% 05/13/2022
459200JX0
7000000.00000000
PA
USD
7299167.05000000
0.198023785938
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.02850000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.934% 03/09/2021
86562MAB6
2449000.00000000
PA
USD
2482436.29000000
0.067347606806
Long
DBT
CORP
JP
N
2
2021-03-09
Fixed
0.02934000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.312%/VAR 11/04/2022
17308CC46
5000000.00000000
PA
USD
5100730.60000000
0.138380993001
Long
DBT
CORP
US
N
2
2022-11-04
Variable
0.02312000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC 3.375% 06/15/2021
92939UAA4
5540000.00000000
PA
USD
5674529.04000000
0.153947939021
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.03375000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3.5% 04/15/2024
92277GAP2
2140000.00000000
PA
USD
2287265.30000000
0.062052687799
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 2.497% 04/24/2023
595112BR3
3383000.00000000
PA
USD
3532622.44000000
0.095838780653
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.95% 10/15/2025
20030NCS8
2610000.00000000
PA
USD
3008930.02000000
0.081631192998
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC 2.4% 03/27/2025
654106AH6
333000.00000000
PA
USD
358725.16000000
0.009732085018
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
0.02400000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 2018-1A A1 3.04% 04/15/2030 144A
165183BG8
2115008.52600000
PA
USD
2150287.50000000
0.058336529180
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Fixed
0.03040000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2015-28 JE 3.0% 05/25/2045
3136ANVU8
2243861.61250000
PA
USD
2391518.93000000
0.064881051415
Long
ABS-CBDO
USGSE
US
N
2
2045-05-25
Fixed
0.03000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PAR 5.375% 6/1/21
958254AA2
10371000.00000000
PA
USD
10474710.00000000
0.284175128011
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.05375000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 2.6% 03/07/2024
24422EUX5
1555000.00000000
PA
USD
1666685.68000000
0.045216585133
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
0.02600000
N
N
N
N
N
N
AON CORP2
LTS3U8DGK38SETRUWX71
AON CORP 2.2% 11/15/2022
037389BD4
1504000.00000000
PA
USD
1558257.94000000
0.042274979409
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02200000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA 2.844%/VAR 05/20/2022
17325FAY4
5000000.00000000
PA
USD
5087407.55000000
0.138019543430
Long
DBT
CORP
US
N
2
2022-05-20
Variable
0.02844000
N
N
N
N
N
N
DLL SECURITIZATION TRUST 2019
N/A
DLL SECURITIZATION TRUST 2019 2.13% 01/20/2022 144A
23291RAB6
4599026.94000000
PA
USD
4626412.31000000
0.125512907796
Long
ABS-CBDO
CORP
US
N
2
2022-01-20
Fixed
0.02130000
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5
N/A
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2020-4 A1 1ML+135 04/23/2023 144A
61916BAY6
7422000.00000000
PA
USD
7422341.41000000
0.201365462177
Long
ABS-CBDO
CORP
US
N
2
2023-04-23
Variable
0.01505380
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.207 VAR 04/01/2023
46647PBB1
8000000.00000000
PA
USD
8343079.28000000
0.226344750585
Long
DBT
CORP
US
N
2
2023-04-01
Variable
0.03207000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT DEC20 FVZ0
N/A
989.00000000
NC
USD
44376.43000000
0.001203916640
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2020-12-31
124600529.82000000
USD
44376.43000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.5% 08/31/2027
91282CAH4
154712000.00000000
PA
USD
154784521.25000000
4.199248584481
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.00500000
N
N
N
N
N
N
ITC HLDGS CORP
549300HTO5U9D3SLE207
ITC HLDGS CORP 2.7% 11/15/2022
465685AM7
3503000.00000000
PA
USD
3658020.78000000
0.099240792673
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02700000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #468064
36209C5Z5
969.59660000
PA
USD
1100.61000000
0.000029859154
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 3% 04/15/2023
883556BN1
5000000.00000000
PA
USD
5309000.00000000
0.144031267176
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.03000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING MLP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 2.9% 05/15/2025
29278NAP8
7150000.00000000
PA
USD
7346423.08000000
0.199305825095
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02900000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3% 03/22/2027
92343VFF6
626000.00000000
PA
USD
698819.25000000
0.018958715785
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
AON PLC UK
VVT2B79I2Z4U3R6BY589
AON PLC 2.8% 03/15/2021
00185AAJ3
7000000.00000000
PA
USD
7082049.94000000
0.192133476562
Long
DBT
CORP
GB
N
2
2021-03-15
Fixed
0.02800000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 2.3% 1/14/22
446150AK0
5000000.00000000
PA
USD
5125274.25000000
0.139046853429
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
0.02300000
N
N
N
N
N
N
GS MTG SECS TR 2014-GC18
N/A
GS MTG SECS TR 2014-GC18 AAB 3.648% 01/10/2047
36252RAQ2
484099.69000000
PA
USD
502846.35000000
0.013642041248
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
0.03648000
N
N
N
N
N
N
DELL EQUIP FIN TR 2019-2
N/A
DELL EQUIP FIN TR 2019-2 1.91% 10/22/2024 144A
24703KAC9
2190000.00000000
PA
USD
2220126.52000000
0.060231236761
Long
ABS-CBDO
CORP
US
N
2
2024-10-22
Fixed
0.01910000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.222% 08/15/2024
05526DAZ8
7000000.00000000
PA
USD
7548972.69000000
0.204800923417
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN 3ML+22 01/06/2022
14913R2E6
4075000.00000000
PA
USD
4081117.55000000
0.110719256399
Long
DBT
CORP
US
N
2
2022-01-06
Variable
0.00496500
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 2.875% 04/06/2025
29446MAD4
7000000.00000000
PA
USD
7675247.58000000
0.208226715924
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/31#BM1790
3140J57C7
2992467.70800000
PA
USD
3152558.15000000
0.085527772686
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
0.03000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE INSURANCE CO 1.1% 05/05/2023 144A
64952WDP5
2841000.00000000
PA
USD
2895315.74000000
0.078548878302
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01100000
N
N
N
N
N
N
SUNCOR ENERGY INC NEW
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC NEW 3.6% 12/01/2024
867224AA5
7800000.00000000
PA
USD
8598022.99000000
0.233261282061
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.03600000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TR 2020-A
N/A
WORLD OMNI AUTO RECEIVABLES TR 2020-A 1.02% 06/15/2023
98163MAB4
5000000.00000000
PA
USD
5022307.50000000
0.136253402406
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
0.01020000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2014-C20
N/A
J P MORGAN CHASE COML MTG SECS TR 2014-C20 3.4718% 07/15/2047
46642CBG4
2128684.75000000
PA
USD
2153517.99000000
0.058424171216
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
0.03471800
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC 0.426% 08/11/2023
166756AJ5
3944000.00000000
PA
USD
3954619.30000000
0.107287404215
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.00426000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC 2.95% 09/19/2026
883556BR2
6566000.00000000
PA
USD
7342242.96000000
0.199192419937
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #405001
31378P3J0
2025.74620000
PA
USD
2295.17000000
0.000062267139
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
SBA TOWER TR
N/A
SBA TOWER TR 3.168% 04/09/2047 144A
78403DAL4
7000000.00000000
PA
USD
7088319.70000000
0.192303572903
Long
ABS-CBDO
CORP
US
N
2
2047-04-09
Fixed
0.03168000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2019-1 LLC
N/A
ENTERPRISE FLEET FING 2019-1 LLC 2.98% 10/20/2024 144A
29374AAB0
2277395.05000000
PA
USD
2320116.93000000
0.062943940747
Long
ABS-CBDO
CORP
US
N
2
2024-10-20
Fixed
0.02980000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 0.95% 05/13/2022
14913R2B2
6000000.00000000
PA
USD
6062644.74000000
0.164477378855
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.00950000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP 3.125% 11/01/2022
87161CAL9
7118000.00000000
PA
USD
7340437.50000000
0.199143438455
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.03125000
N
N
N
N
N
N
CAPITAL ONE BK USA NATL ASSN GLEN ALLEN VA
LKE37K2B8CFZUR7F9816
CAPITAL ONE BK (USA) NA 2.014%/VAR 01/27/2023
14042TCS4
4662000.00000000
PA
USD
4750129.80000000
0.128869318958
Long
DBT
CORP
US
N
2
2023-01-27
Variable
0.02014000
N
N
N
N
N
N
CAPITAL ONE NATL ASSN MCLEAN VA
207ALC1P1YM0OVDV0K75
CAPITAL ONE NATL ASN MCLEAN VA 2.15% 09/06/2022
14042RNW7
1762000.00000000
PA
USD
1816167.86000000
0.049271983100
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
0.02150000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025
06738EBH7
4000000.00000000
PA
USD
4347164.48000000
0.117937014255
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
0.03932000
N
N
N
N
N
N
MMAF EQUIP FIN LLC 2019-B
N/A
MMAF EQUIP FIN LLC 2019-B 2.01% 12/12/2024 144A
55316EAC6
4116000.00000000
PA
USD
4248229.38000000
0.115252940451
Long
ABS-CBDO
CORP
US
N
2
2024-12-12
Fixed
0.02010000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 3ML+57 08/27/2021 144A
00084DAS9
5000000.00000000
PA
USD
5021200.00000000
0.136223356328
Long
DBT
CORP
NL
N
2
2021-08-27
Variable
0.00821000
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2013-C11
N/A
MSBAM 2013-C11 A4 CSTR 8/46
61762TAE6
1443000.00000000
PA
USD
1548997.15000000
0.042023737496
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
0.04297661
N
N
N
N
N
N
PROVIDENT FDG MTG TR 2019-1
N/A
PROVIDENT FDG MTG TR 2019-1 3% 12/25/2049 144A
74387LAE1
913262.96000000
PA
USD
927628.95000000
0.025166240937
Long
ABS-CBDO
CORP
US
N
2
2049-12-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/35 #AD0723
31418MYV8
57884.68080000
PA
USD
67260.82000000
0.001824761939
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.06500000
N
N
N
N
N
N
AVOLON HLDGS FDG LTD
635400ZRKEX9L1BKCH30
AVOLON HLDGS FDG LTD 3.625% 05/01/2022 144A
05401AAE1
719000.00000000
PA
USD
695881.30000000
0.018879010254
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
0.03625000
N
N
N
N
N
N
CONSUMER LN UNDERLYING BD CLUB CR TR 2018-P2
N/A
CONSUMER LN UNDERLYING BD CLUB CR TR 2018-P2 3.47% 10/15/2025
21052NAA0
465528.48000000
PA
USD
466730.10000000
0.012662220330
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.03470000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 0.625% 07/01/2022
609207AV7
10000000.00000000
PA
USD
10045565.20000000
0.272532583398
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.00625000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GRP 2.35% 1/30/22
828807DA2
1046000.00000000
PA
USD
1066839.75000000
0.028942980046
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
0.02350000
N
N
N
N
N
N
BOSTON PPTY LTD PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PPTYS LTD PARTNERSHIP 3.2% 01/15/2025
10112RAZ7
3000000.00000000
PA
USD
3260584.38000000
0.088458485588
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03200000
N
N
N
N
N
N
WHEELS SPV LLC
54930087O4PHK5ODMW30
WHEELS SPV LLC 18-1A A2 3.06% 04/20/2027 144A
96328DBF0
1058474.70000000
PA
USD
1065051.00000000
0.028894451900
Long
ABS-CBDO
CORP
US
N
2
2027-04-20
Fixed
0.03060000
N
N
N
N
N
N
DELL EQUIP FIN TR 2019-2
N/A
DELL EQUIP FIN TR 2019-2 1.95% 12/22/2021 144A
24703KAB1
4885758.74000000
PA
USD
4916631.85000000
0.133386459897
Long
ABS-CBDO
CORP
US
N
2
2021-12-22
Fixed
0.01950000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019-3
N/A
AMERICAN CR ACCEP RECEIVABLES TR 2019-3 A 2.44% 12/12/2022 144A
02529NAA5
817333.93000000
PA
USD
819610.86000000
0.022235748871
Long
ABS-CBDO
CORP
US
N
2
2022-12-12
Fixed
0.02440000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #398754
31378G5P4
1845.17160000
PA
USD
2090.82000000
0.000056723197
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
GS MTG SECS TR 2013-GC10
N/A
GS MTG SECS TR 2013-GC10 A5 2.943% 02/10/2046
36192CAE5
5531000.00000000
PA
USD
5731500.96000000
0.155493566791
Long
ABS-MBS
CORP
US
N
2
2046-02-10
Fixed
0.02943000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #545996
31385JRR1
2710.85740000
PA
USD
3200.83000000
0.000086837370
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 2.9% 10/28/2024
247361ZU5
5500000.00000000
PA
USD
5050374.67000000
0.137014854669
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
0.02900000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB 0.625% 06/30/2023 144A
86959LAF0
7000000.00000000
PA
USD
7024233.79000000
0.190564945134
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
0.00625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #646311
31390HAL9
239.88590000
PA
USD
287.64000000
0.000007803570
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #409486
31378U2T8
2160.34840000
PA
USD
2467.88000000
0.000066952699
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK
N/A
J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 1ML+90 09/15/2029 144A
46591JAA4
2478000.00000000
PA
USD
2416782.25000000
0.065566436232
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.01161880
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORP 2.95% 11/29/2020
526057CC6
5800000.00000000
PA
USD
5800000.00000000
0.157351921195
Long
DBT
CORP
US
N
2
2020-11-29
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/26 #348509
31375YDN4
14.33750000
PA
USD
16.13000000
0.000000437601
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
0.07500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.645/VAR 04/18/2026
404280CJ6
6567000.00000000
PA
USD
6618725.76000000
0.179563657620
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
OCEANVIEW MTG LN TR 2020-1
N/A
OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A
676477AA0
9359000.00000000
PA
USD
9362164.28000000
0.253992161380
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
0.01732910
N
N
N
N
N
N
ILLINOIS ST
N/A
IL ST 4.95% 06/01/23
452151LE1
1875545.46000000
PA
USD
1915156.98000000
0.051957522447
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
0.04950000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.125% 05/01/2023
718172CQ0
4000000.00000000
PA
USD
4071821.92000000
0.110467069289
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.01125000
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
1087840.25000000
PA
USD
1162511.56000000
0.031538521961
Long
ABS-CBDO
CORP
US
N
2
2058-04-25
Fixed
0.03750000
N
N
N
N
N
N
METROPOLITAN LIFE GLBL FDG I
635400MMSOCXNNNZDZ82
MET LIFE GLOB FUNDING I 2.65% 04/08/2022 144A
59217GCD9
5000000.00000000
PA
USD
5184867.05000000
0.140663584734
Long
DBT
CORP
US
N
2
2022-04-08
Fixed
0.02650000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCE INC VA NEW 2% 08/15/2021
25746UCJ6
1458000.00000000
PA
USD
1477669.57000000
0.040088645815
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.02000000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC28
5493002EPQ51IPGGFX73
GS MTG SECS TR 2015-GC28 AAB 3.206% 02/10/2048
36251FAX4
1963450.96000000
PA
USD
2054146.88000000
0.055728268618
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.03206000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 2.75% 12/15/2021
615369AG0
1683000.00000000
PA
USD
1732027.47000000
0.046989284477
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02750000
N
N
N
N
N
N
DOMINION GAS HLDGS LLC
549300BFOD6TDMVV4O24
DOMINION GAS HLDGS LLC 2.5% 11/15/2024
257375AN5
1156000.00000000
PA
USD
1237006.99000000
0.033559556277
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #394494
31378CGB2
3255.31250000
PA
USD
3717.46000000
0.000100853357
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC 2.5% 09/01/2022
15189TAR8
1229000.00000000
PA
USD
1272966.17000000
0.034535115942
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.02500000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP 3.125% 06/05/2030
78486QAE1
3077000.00000000
PA
USD
3417705.84000000
0.092721134483
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
0.03125000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 2.95% 09/01/2029
65473PAH8
3000000.00000000
PA
USD
3288121.89000000
0.089205568364
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
UBS-BARCLAYS COML MTG TR 2012-C3
N/A
UBSBB 2012-C3 AS 3.814% 8/49
90349DAE2
3319000.00000000
PA
USD
3455848.34000000
0.093755926837
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
0.03814000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/31 #668480
31391JUD0
15391.89960000
PA
USD
18096.86000000
0.000490961325
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.07000000
N
N
N
N
N
N
WESTERN UN CO
28ID94QU1140NC23S047
WESTERN UN CO 4.25% 06/09/2023
959802AX7
5000000.00000000
PA
USD
5412988.90000000
0.146852448762
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.04250000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 2.5% 09/24/2021 144A
928668AX0
5970000.00000000
PA
USD
6091365.03000000
0.165256550029
Long
DBT
CORP
US
N
2
2021-09-24
Fixed
0.02500000
N
N
N
N
N
N
VOLVO FINL EQUIP LLC SER 2019-1
N/A
VOLVO FINL EQUIP LLC SER 2019-1 3% 03/15/2023 144A
92888DAC9
2587000.00000000
PA
USD
2647859.18000000
0.071835470522
Long
ABS-CBDO
CORP
US
N
2
2023-03-15
Fixed
0.03000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST 2019
N/A
DLL SECURITIZATION TRUST 2019 2.08% 02/21/2023 144A
23291RAC4
2099000.00000000
PA
USD
2139759.85000000
0.058050917809
Long
ABS-CBDO
CORP
US
N
2
2023-02-21
Fixed
0.02080000
N
N
N
N
N
N
ENTERPRISE PRODS OPER LLC
5493004LGN656HWLDA30
ENTERPRISE PRODS OPER LLC 2.8% 02/15/2021
29379VBP7
2038000.00000000
PA
USD
2060495.87000000
0.055900514441
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
0.02800000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 3.55% 04/09/2021
37045XCJ3
3143000.00000000
PA
USD
3196010.78000000
0.086706626964
Long
DBT
CORP
US
N
2
2021-04-09
Fixed
0.03550000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 1.75% 01/22/2026
29446MAJ1
1120000.00000000
PA
USD
1173190.65000000
0.031828241845
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
0.01750000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FIN SV 5.2% 4/22
254709AG3
3239000.00000000
PA
USD
3459558.67000000
0.093856586760
Long
DBT
CORP
US
N
2
2022-04-27
Fixed
0.05200000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TR 19-B
N/A
HYUNDAI AUTO RECEIVABLES TR 19-B 1.94% 02/15/2024
44891JAC2
3964000.00000000
PA
USD
4055147.42000000
0.110014696080
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
0.01940000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 2018-3A A1 3.39% 01/15/2031 144A
165183BT0
3314165.22000000
PA
USD
3424192.19000000
0.092897106834
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Fixed
0.03390000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
SHIRE ACQ INV IRELAND DA 2.4% 09/23/2021
82481LAB5
1892000.00000000
PA
USD
1930042.03000000
0.052361348518
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
0.02400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545762
31385JJF6
5589.60920000
PA
USD
6485.31000000
0.000175944135
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
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% 01/23/2023
00774MAD7
7000000.00000000
PA
USD
6987531.95000000
0.189569237370
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
0.03300000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 0.95% 06/23/2023
13607GRK2
10000000.00000000
PA
USD
10121011.80000000
0.274579422615
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.00950000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC FRN 3ML+60 03/22/2022
775109BQ3
7115000.00000000
PA
USD
7162293.41000000
0.194310453142
Long
DBT
CORP
CA
N
2
2022-03-22
Variable
0.00906380
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
4922000.00000000
PA
USD
5311312.38000000
0.144094001217
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
WFRBS COML MTG TR 2013-C11
N/A
WFRBS 2013-C11 ASB 2.63% 3/45
92937EAE4
655355.13240000
PA
USD
667024.25000000
0.018096128831
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
0.02630000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #250912
31371FVD1
218.65480000
PA
USD
246.26000000
0.000006680945
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
CONSUMER LN UNDERLYING BD CLUB CR TR 18-P3
N/A
CONSUMER LN UNDERLYING BD CLUB CR TR 18-P3 3.82% 01/15/2026 144A
21053NAA9
1418310.02000000
PA
USD
1429088.33000000
0.038770654186
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.03820000
N
N
N
N
N
N
BANK OF THE WEST AUTO TRUST 2018-1
549300OPTKFI3P2ERB31
BANK OF THE WEST AUTO TRUST 2018-1 A3 3.43% 12/15/2022 144A
065603AC6
1525325.08000000
PA
USD
1545033.81000000
0.041916213502
Long
ABS-CBDO
CORP
US
N
2
2022-12-15
Fixed
0.03430000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.015/VAR 02/13/2026
06051GHY8
11000000.00000000
PA
USD
11461793.75000000
0.310954356363
Long
DBT
CORP
US
N
2
2026-02-13
Variable
0.02015000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
5000000.00000000
PA
USD
5419134.70000000
0.147019182114
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
REGIONS FINL CORP NEW
CW05CS5KW59QTC0DG824
REGIONS FINL CORP NEW 2.25% 05/18/2025
7591EPAQ3
3135000.00000000
PA
USD
3328331.37000000
0.090296437145
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
0.02250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106%/VAR 04/08/2026
172967MQ1
10000000.00000000
PA
USD
10849536.00000000
0.294344023047
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
N
N
N
N
N
N
CIT GROUP INC NEW
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC NEW 4.75% 02/16/2024
125581GY8
5000000.00000000
PA
USD
5262500.00000000
0.142769738843
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
0.04750000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 2.05% 03/01/2025
337932AK3
3271000.00000000
PA
USD
3337518.57000000
0.090545682588
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02050000
N
N
N
N
N
N
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
549300PXR5FKNXF0OH19
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.45% 04/16/2021
225433AM3
6000000.00000000
PA
USD
6113555.34000000
0.165858565186
Long
DBT
CORP
GG
N
2
2021-04-16
Fixed
0.03450000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 1.15% 06/10/2025
78015K7H1
15000000.00000000
PA
USD
15269653.95000000
0.414260238796
Long
DBT
CORP
CA
N
2
2025-06-10
Fixed
0.01150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #400382
31378JXK8
1161.05080000
PA
USD
1304.41000000
0.000035388175
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
BENCHMARK 2019-B MORTGAGE TRUST 2020
N/A
BENCHMARK 2019-B MORTGAGE TRUST 2020 CSTR 03/15/2053
08162MAZ1
49517306.87000000
PA
USD
4791349.08000000
0.129987583250
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
0.01542123
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
16285.86880000
PA
USD
18908.24000000
0.000512973774
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BRW CO 3.5% 5/22
60871RAC4
4098000.00000000
PA
USD
4284081.57000000
0.116225597516
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
0.03500000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SUNTRUST BANK ATLNTA GA MTN BE 3.502%/VAR 08/02/2022
86787EAX5
3790000.00000000
PA
USD
3896644.80000000
0.105714576809
Long
DBT
CORP
US
N
2
2022-08-02
Variable
0.03502000
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LN TR
N/A
NCHET 2005-4 M2 1ML+51 9/35
64352VMV0
32168.76000000
PA
USD
32027.63000000
0.000868898122
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.00685130
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/32 #735415
31402RAQ2
5883.99620000
PA
USD
6831.72000000
0.000185342115
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 2.438%/VAR 02/05/2026
539439AV1
2636000.00000000
PA
USD
2771075.86000000
0.075178294887
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
0.02438000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.7% 08/15/2022
674599CP8
624000.00000000
PA
USD
613501.20000000
0.016644067668
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02700000
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C22
N/A
MSBAM 2015-C22 ASB 3.04% 04/15/48
61690FAK9
1099889.30000000
PA
USD
1146536.82000000
0.031105132991
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
0.03040000
N
N
N
N
N
N
DELL EQUIP FIN TR 2018-1
N/A
DELL EQUIPMENT FINANCE TRUST 2018-1 A3 3.18% 06/22/2023 144A
24704AAD8
816943.37000000
PA
USD
822081.70000000
0.022302781874
Long
ABS-CBDO
CORP
US
N
2
2023-06-22
Fixed
0.03180000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 3.625% 03/15/2024
95040QAG9
4035000.00000000
PA
USD
4362408.90000000
0.118350589905
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03625000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.15% 01/22/2021
251526BP3
10179000.00000000
PA
USD
10261144.53000000
0.278381173354
Long
DBT
CORP
US
N
2
2021-01-22
Fixed
0.03150000
N
N
N
N
N
N
NEW RESIDENTIAL MTG LN TR 2019-NQM4
N/A
NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A
64830MAG8
2777346.27000000
PA
USD
2877578.48000000
0.078067672796
Long
ABS-CBDO
CORP
US
N
2
2059-08-25
Fixed
0.03500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.242% 02/15/2025 144A
14448CAF1
3940000.00000000
PA
USD
4127470.24000000
0.111976788265
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02242000
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
1826000.00000000
PA
USD
1854042.17000000
0.050299499556
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 2.764% 08/15/2022
05526DAV7
10000000.00000000
PA
USD
10399400.00000000
0.282131994703
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02764000
N
N
N
N
N
N
TIME WARNER CABLE INC
B1WXCWLJVJXMWJX6O298
TIME WARNER CABLE INC 4.125% 02/15/2021
88732JAX6
6164000.00000000
PA
USD
6207995.98000000
0.168420705901
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
0.04125000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 2.65% 05/11/2022
031162CP3
1600000.00000000
PA
USD
1660015.02000000
0.045035612518
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
0.02650000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY 3.8% 9/15/23
15135UAJ8
2000000.00000000
PA
USD
1992434.12000000
0.054054023558
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.03800000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPE 3.95% 2/15/23
105340AM5
3334000.00000000
PA
USD
3455087.81000000
0.093735293931
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03950000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SR MTN 4% 09/12/2023 144A
05583JAF9
5000000.00000000
PA
USD
5460500.00000000
0.148141407877
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
0.04000000
N
N
N
N
N
N
JPMBB COML MTG SECS TR13-C17
N/A
JPMBB 2013-C17 ASB 3.705% 01/47
46640UAE2
617715.02000000
PA
USD
645922.73000000
0.017523652156
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
0.03705000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 4.2% 03/01/21
37045XBF2
3000000.00000000
PA
USD
3040503.45000000
0.082487768837
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.04200000
N
N
N
N
N
N
CGDBB COML MTG TR 2017-BIOC
N/A
CGDBB COML MTG TR 2017-BIOC A 1ML+79 07/15/28
125282AA1
4733068.36000000
PA
USD
4721221.02000000
0.128085034118
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Variable
0.00951880
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC 4% 05/15/2025
256746AG3
6000000.00000000
PA
USD
6800311.08000000
0.184490002269
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.04000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 4.875% 05/01/2025
097023CT0
3000000.00000000
PA
USD
3263346.63000000
0.088533424440
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 10/01/2029#AL5851
3138ENQD4
322411.06040000
PA
USD
352007.17000000
0.009549828357
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.03500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 5.299% 01/27/2025
71647NAV1
7000000.00000000
PA
USD
7636562.50000000
0.207177203569
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
0.05299000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
ALCON FINANCE CORP 2.75% 09/23/2026 144A
01400EAA1
4038000.00000000
PA
USD
4388096.05000000
0.119047473078
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #254407
31371KR45
414.40880000
PA
USD
492.72000000
0.000013367317
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.65% 06/01/2025
70450YAG8
2097000.00000000
PA
USD
2176921.49000000
0.059059099783
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
N
N
N
N
N
N
E TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
E TRADE FINANCIAL CORP 2.95% 08/24/2022
269246BP8
10000000.00000000
PA
USD
10446270.30000000
0.283403569143
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
0.02950000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 2.95% 12/01/2022
036752AF0
3723000.00000000
PA
USD
3917118.26000000
0.106270014441
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.02950000
N
N
N
N
N
N
JPMBB COML MTG SECS TR 2014-C22
N/A
JPMBB COML MTG SECS TR 2014-C22 3.8012% 09/15/2047
46642NBD7
4450000.00000000
PA
USD
4868271.97000000
0.132074473686
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
0.03801200
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 06/01/2039#FM1045
3140X4ET9
561221.42500000
PA
USD
614533.20000000
0.016672065458
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.04500000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2019-REV1
N/A
FORD CR AUTO OWNER TR 2019-1 A 3.52% 07/15/2030 144A
34532PAA8
4783000.00000000
PA
USD
5244472.93000000
0.142280670895
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.03520000
N
N
N
N
N
N
2020-09-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer