0001752724-21-081970.txt : 20210423
0001752724-21-081970.hdr.sgml : 20210423
20210423132310
ACCESSION NUMBER: 0001752724-21-081970
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210423
PERIOD START: 20210831
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: 21848539
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
C000014034
C000014032
C000014036
C000204996
C000132104
C000014035
Fidelity Advisor Series II
811-04707
0000795422
EIVUM2R16VT371T5KS40
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Advisor Limited Term Bond Fund
S000005131
RM4US4KM4PQMB5E5Q888
2021-08-31
2021-02-28
N
4246577152.67
165476656.72
4081100495.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
373615.81000000
USD
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.2% 03/20/2023
37045XCW4
2909000.00000000
PA
USD
3171998.33000000
0.077724092635
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.05200000
N
N
N
N
N
N
RETAIL PROPERTIES OF AMERICA INC.
549300OVTYLM7DH6CM14
RETAIL PPTYS AMER INC 4.0% 03/15/2025
76131VAA1
2778000.00000000
PA
USD
2923183.70000000
0.071627339314
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04000000
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
5049704.50000000
0.123733892488
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
0.03350000
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
13145201.25000000
0.322099425462
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
0.03200000
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
2875281.55000000
0.070453583607
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.04247500
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.627%/VAR 11/17/2023
38141GXL3
8000000.00000000
PA
USD
8024678.24000000
0.196630253235
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00627000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC 0.445% 12/21/2022
63111XAC5
4284000.00000000
PA
USD
4285822.03000000
0.105016331605
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.00445000
N
N
N
N
N
N
JPMCC 2015-JP1 A2
N/A
JPMCC 2015-JP1 A2 3.1438% 01/15/2049
46590KAB0
174299.26000000
PA
USD
174303.04000000
0.004270981324
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
0.03143800
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C19
N/A
MORGAN STANLEY BK AMER ML TR 14-C19 3.326% 12/15/2047
61764PBS0
8678693.66200000
PA
USD
9107377.74000000
0.223159849874
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
0.03326000
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
1799872.74000000
0.044102632164
Long
ABS-MBS
CORP
US
N
2
2032-11-05
Fixed
0.03112000
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
1411740.00000000
0.034592140071
Long
DBT
MUN
US
N
2
2024-02-01
Fixed
0.02850000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024
06738EBQ7
5000000.00000000
PA
USD
5025595.90000000
0.123143154768
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
0.01007000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 4.25% 3/15/23
337932AF4
600000.00000000
PA
USD
635238.00000000
0.015565360388
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
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
1311914.52000000
0.032146096899
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
0.02822000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B
N/A
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B 0.45% 02/15/2024
98163GAD3
4956000.00000000
PA
USD
4960468.83000000
0.121547333493
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
0.00450000
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
2659715.18000000
PA
USD
2733788.78000000
0.066986558716
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Fixed
0.03390000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC 1.7% 05/12/2022
06739GCR8
1358000.00000000
PA
USD
1378666.59000000
0.033781735866
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
0.01700000
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
14790061.65000000
0.362403760080
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPER LLC/CAP CORP 4.464% 07/23/2022
161175BB9
16000000.00000000
PA
USD
16742046.56000000
0.410233626361
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
0.04464000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
13045000.00000000
PA
USD
13483740.01000000
0.330394706608
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
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
4773681.25000000
0.116970441054
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.04150000
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
3268379.28000000
0.080085733817
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.03300000
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
6048064.38000000
0.148196898998
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.00950000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.375% 06/01/2021
00912XAS3
8097000.00000000
PA
USD
8154131.78000000
0.199802278529
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.03375000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
12588000.00000000
PA
USD
12369088.51000000
0.303082183893
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #394494
31378CGB2
3070.96250000
PA
USD
3507.25000000
0.000085938829
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
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
6321648.45000000
0.154900582729
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01032000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #405001
31378P3J0
1897.65620000
PA
USD
2149.38000000
0.000052666676
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 1.3% 05/07/2022
855244AY5
1421000.00000000
PA
USD
1436780.38000000
0.035205709377
Long
DBT
CORP
US
N
2
2022-05-07
Fixed
0.01300000
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
3613115.28000000
0.088532867141
Long
ABS-CBDO
CORP
US
N
2
2023-12-20
Fixed
0.00680000
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
1949451.85000000
0.047767798218
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.02300000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 4.25% 04/15/2021
02005NBG4
2920000.00000000
PA
USD
2932964.80000000
0.071867007512
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
0.04250000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 0.7% 02/15/2024
00914AAL6
3555000.00000000
PA
USD
3522657.50000000
0.086316362547
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.00700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #397974
31378GCK7
6571.62190000
PA
USD
7497.91000000
0.000183722748
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
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
5760197.25000000
0.141143234667
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
0.03400000
N
N
N
N
N
N
CANADIAN NATL RESOURCES LTD
549300T15RIMIKZC5Q38
CAN NATURAL RES 3.45% 11/15/21
136385AR2
7927000.00000000
PA
USD
8033198.42000000
0.196839024865
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
0.03450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 11/30/2025
9128285N6
38171000.00000000
PA
USD
42119312.81000000
1.032057721974
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.02875000
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
3550246.59000000
PA
USD
3572160.84000000
0.087529352525
Long
ABS-CBDO
CORP
US
N
2
2030-02-20
Fixed
0.01730000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BRW CO 3.5% 5/22
60871RAC4
4098000.00000000
PA
USD
4239070.33000000
0.103870765598
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
0.03500000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3.2% 08/10/21
06738EAQ8
5045000.00000000
PA
USD
5109341.05000000
0.125195178483
Long
DBT
CORP
GB
N
2
2021-08-10
Fixed
0.03200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
12000000.00000000
PA
USD
12812238.48000000
0.313940773884
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
IMPERIAL TOBACCO FINANCE
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE 3.125% 07/26/2024 144A
45262BAA1
8250000.00000000
PA
USD
8783416.95000000
0.215221775565
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 3/35 #808172
31406E2D5
12100.08950000
PA
USD
13418.67000000
0.000328800283
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.04500000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP 2.1% 03/15/2028
84861TAH1
5695000.00000000
PA
USD
5629471.79000000
0.137940043269
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.02100000
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
550552.32000000
0.013490290683
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.02700000
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
3849816.63000000
0.094332806404
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03382000
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
7205634.81000000
0.176561072611
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
0.04458400
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY .56/VAR 11/10/2023
6174468T9
10000000.00000000
PA
USD
10013898.60000000
0.245372506997
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.00560000
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
5726936.78000000
0.140328246895
Long
ABS-MBS
CORP
US
N
2
2046-02-10
Fixed
0.02943000
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
2794728.22000000
0.068479769679
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03500000
N
N
N
N
N
N
SILVERSTONE MASTER ISSUER PLC
549300P6OXWKM20QS303
SILVERSTONE MASTER ISSUER PLC STEP 01/21/2070 144A
82846GAV2
3908425.05500000
PA
USD
3916792.99000000
0.095973941192
Long
ABS-CBDO
CORP
GB
N
2
2070-01-21
Variable
0.00793630
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 1.95% 02/15/2028 144A
11135FBE0
15000000.00000000
PA
USD
14787054.45000000
0.362330074073
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.01950000
N
N
N
N
N
N
WFRBS COML MTG TR 2013-C11
N/A
WFRBS 2013-C11 ASB 2.63% 3/45
92937EAE4
518593.29240000
PA
USD
528329.00000000
0.012945748347
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
0.02630000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC NEW 3.6% 12/01/2024
867224AA5
7800000.00000000
PA
USD
8543429.54000000
0.209341317335
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.03600000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
1710000.00000000
PA
USD
1884725.82000000
0.046181803703
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
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
3152240.42000000
0.077239960719
Long
DBT
CORP
US
N
2
2021-04-09
Fixed
0.03550000
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
10427489.20000000
0.255506797991
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02750000
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
4180071.00000000
0.102425093529
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.00500000
N
N
N
N
N
N
DLL SECURITIZATION TRUST 2019
N/A
DLL SECURITIZATION TRUST 2019 2.13% 01/20/2022 144A
23291RAB6
1348908.11000000
PA
USD
1352459.25000000
0.033139572312
Long
ABS-CBDO
CORP
US
N
2
2022-01-20
Fixed
0.02130000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC 0.426% 08/11/2023
166756AJ5
3944000.00000000
PA
USD
3949816.37000000
0.096783119502
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.00426000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #250990
31371FXT4
31.62950000
PA
USD
35.70000000
0.000000874764
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
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
6384016.00000000
0.156428786949
Long
DBT
MUN
US
N
2
2023-03-15
Fixed
0.02700000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 0.55% 11/01/2022
233331BH9
10000000.00000000
PA
USD
10020733.80000000
0.245539991233
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.00550000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 2.3% 1/14/22
446150AK0
2283000.00000000
PA
USD
2318805.98000000
0.056818154375
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
0.02300000
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
6443761.46000000
0.157892741587
Long
DBT
CORP
US
N
2
2024-03-15
Variable
0.04400000
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
1830436.12000000
0.044851532615
Long
DBT
CORP
US
N
2
2022-02-18
Fixed
0.02625000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
SYNCHRONY BANK 3% 06/15/2022
87166FAA1
2328000.00000000
PA
USD
2397126.65000000
0.058737261000
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #642202
31390CNT9
303.89910000
PA
USD
355.95000000
0.000008721912
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
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
3572101.81000000
0.087527906101
Long
ABS-CBDO
CORP
US
N
2
2023-07-17
Fixed
0.01950000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 1.95% 02/01/2024
097023CZ6
10390000.00000000
PA
USD
10650721.67000000
0.260976706664
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
COMPASS BANK 2.875% 06/29/2022
20453KAB1
8287000.00000000
PA
USD
8546836.23000000
0.209424792123
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
0.02875000
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
194560.00000000
0.004767341558
Long
ABS-CBDO
CORP
KY
N
2
2042-04-06
Variable
0.00797250
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
3282762.36000000
0.080438165226
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
0.02250000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 3.05% 06/05/2023
02005NBK5
8326000.00000000
PA
USD
8754860.44000000
0.214522049841
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
0.03050000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.262/VAR 03/13/2023
404280BJ7
3374000.00000000
PA
USD
3473968.38000000
0.085123323560
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
0.03262000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.875% 11/01/22
6174824M3
7000000.00000000
PA
USD
7504906.01000000
0.183894173090
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.04875000
N
N
N
N
N
N
NATIONSTAR HECM LOAN TRUST 2020-1
N/A
NATIONSTAR HECM LOAN TRUST 2020-1 1.2686% 09/25/2030 144A
63862XAA0
4288759.65000000
PA
USD
4282965.54000000
0.104946338475
Long
ABS-CBDO
CORP
US
N
2
2030-09-25
Fixed
0.01268600
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA BC 0.55% 09/15/2023
064159YM2
10000000.00000000
PA
USD
10042030.20000000
0.246061821069
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.00550000
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
3946743.82000000
PA
USD
4131890.70000000
0.101244522258
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Fixed
0.03464000
N
N
N
N
N
N
AJAX MORTGAGE LOAN TRUST 2021
N/A
AJAX MORTGAGE LOAN TRUST 2021-B A STEP 06/25/2066 144A
00970LAA7
4777000.00000000
PA
USD
4767696.31000000
0.116823790904
Long
ABS-CBDO
CORP
US
N
2
2066-06-25
Variable
0.02239000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 2.625% 01/15/2023
615369AK1
5950000.00000000
PA
USD
6178313.22000000
0.151388411682
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02625000
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
2798453.85000000
0.068571059516
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
0.03213000
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
6467787.00000000
0.158481444071
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
0.02900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2049#FM1534
3140X4V45
7208714.60700000
PA
USD
7971814.00000000
0.195334910471
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.04500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 1.2% 03/15/2024
91913YBA7
10000000.00000000
PA
USD
10085737.30000000
0.247132784649
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.01200000
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
7020640.20000000
0.172028113666
Long
ABS-CBDO
CORP
US
N
2
2047-04-09
Fixed
0.03168000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.5% 03/01/2021
00912XAZ7
3120000.00000000
PA
USD
3120000.00000000
0.076449967431
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
0.02500000
N
N
N
N
N
N
LYB INTERNATIONAL FINANCE III LLC
N/A
LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025
50249AAF0
6305000.00000000
PA
USD
6300847.53000000
0.154390893736
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01250000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 2.764% 08/15/2022
05526DAV7
10000000.00000000
PA
USD
10307746.60000000
0.252572721750
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.02764000
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
2433916.49000000
0.059638729612
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
0.03212000
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
1233274.55000000
PA
USD
1236544.70000000
0.030299295526
Long
ABS-CBDO
CORP
US
N
2
2039-07-15
Fixed
0.03721000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 4.25% 10/14/2021
251526BX6
4000000.00000000
PA
USD
4088333.36000000
0.100177228275
Long
DBT
CORP
US
N
2
2021-10-14
Fixed
0.04250000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2021-1
N/A
CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025
14316NAC3
6074000.00000000
PA
USD
6064073.87000000
0.148589182648
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
0.00340000
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
272786.26000000
0.006684134837
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
0.02856000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP FRN 3ML+45 04/05/2023
68902VAG2
4000000.00000000
PA
USD
4001133.20000000
0.098040545778
Long
DBT
CORP
US
N
2
2023-04-05
Variable
0.00688380
N
N
N
N
N
N
BRAVO RESIDENTIAL FDG TR 2020-RPL2
N/A
BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A
10569BAA5
5735461.50000000
PA
USD
5837018.74000000
0.143025606592
Long
ABS-CBDO
CORP
US
N
2
2059-05-25
Fixed
0.02000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE
N/A
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A
80307AAA7
6655893.27100000
PA
USD
6636168.53000000
0.162607329483
Long
ABS-CBDO
CORP
US
N
2
2040-03-15
Fixed
0.03228000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/33 #684028
31400C4M3
1193.68670000
PA
USD
1433.16000000
0.000035116998
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/33 #694402
31400QNT6
16846.43740000
PA
USD
20101.04000000
0.000492539696
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.07000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.4% 09/17/2021
125523AE0
6363000.00000000
PA
USD
6473517.29000000
0.158621854483
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
0.03400000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 3.35% 02/06/2023
25466AAK7
7557000.00000000
PA
USD
7954686.67000000
0.194915236169
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
0.03350000
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
16114980.32000000
0.394868500199
Long
DBT
CORP
US
N
2
2026-06-19
Variable
0.01319000
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
2483018.45000000
0.060841884498
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.01112000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/31 #606360
31388JTR6
3818.43360000
PA
USD
4531.73000000
0.000111041862
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.07000000
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
6197780.74000000
0.151865428115
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02800000
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
3793236.50000000
PA
USD
3947870.44000000
0.096735438000
Long
ABS-CBDO
USGSE
US
N
2
2039-10-25
Fixed
0.02500000
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
399919.30000000
0.009799300468
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04100000
N
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
6098066.56000000
PA
USD
6193788.52000000
0.151767605971
Long
ABS-CBDO
CORP
US
N
2
2025-12-22
Fixed
0.01780000
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
5443750.00000000
0.133389266091
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
0.04750000
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
3919417.37000000
0.096038246886
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
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
7065912.76000000
0.173137436017
Long
ABS-CBDO
CORP
US
N
2
2023-03-15
Fixed
0.01850000
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
4006669.07000000
0.098176192278
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
0.03170000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.25% 01/08/2026
37045XDD5
8359000.00000000
PA
USD
8264575.40000000
0.202508500052
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
0.01250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 3% 02/01/2034#SB0179
3132CWFU3
9665025.96800000
PA
USD
10229330.11000000
0.250651267229
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.03000000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030
92277GAU1
4013000.00000000
PA
USD
4201160.70000000
0.102941858554
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 3.375% 01/12/2023 144A
46115HBC0
5775000.00000000
PA
USD
6038683.96000000
0.147967048740
Long
DBT
CORP
IT
N
2
2023-01-12
Fixed
0.03375000
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
5421464.95000000
0.132843211172
Long
DBT
CORP
US
N
2
2025-09-29
Variable
0.03272000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2020-B
N/A
SANTANDER RETAIL AUTO LEASE TR 2020-B 0.57% 04/22/2024 144A
80286RAC1
8691000.00000000
PA
USD
8693735.06000000
0.213024282754
Long
ABS-CBDO
CORP
US
N
2
2024-04-22
Fixed
0.00570000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #313711
31374GN45
19.85530000
PA
USD
22.49000000
0.000000551076
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A
09659W2N3
7417000.00000000
PA
USD
7346579.15000000
0.180014659214
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
0.01323000
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
5607227.40000000
0.137394984650
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
0.02600000
N
N
N
N
N
N
ILLINOIS ST
N/A
IL ST 4.95% 06/01/23
452151LE1
1875545.46000000
PA
USD
1947960.27000000
0.047731249743
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/28 #417236
31379EPV3
126.29160000
PA
USD
145.52000000
0.000003565704
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07500000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 3.95% 09/01/2023
95040QAE4
1993000.00000000
PA
USD
2154217.80000000
0.052785218157
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.03950000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.5% 05/01/2023
56585ABG6
5640000.00000000
PA
USD
6086633.80000000
0.149141973005
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.04500000
N
N
N
N
N
N
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1
N/A
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A
14856GAA8
1218203.13000000
PA
USD
1235141.39000000
0.030264909948
Long
ABS-CBDO
CORP
US
N
2
2046-01-15
Fixed
0.03474000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
MOSAIC CO NEW 3.25% 11/15/2022
61945CAF0
7000000.00000000
PA
USD
7302984.78000000
0.178946457879
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03250000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB 2014-C25 ASB 3.4074% 11/47
46643PBF6
1366566.40000000
PA
USD
1437779.81000000
0.035230198605
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
0.03407400
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.625% 10/16/2024 144A
83368RAU6
1530000.00000000
PA
USD
1611092.46000000
0.039476912210
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
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
2687263.89000000
0.065846550278
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
0.02998000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS INC 3.125% 06/15/2023
92277GAH0
591000.00000000
PA
USD
621223.30000000
0.015221955465
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 07/01/2036#MA2672
31418B6J0
17703912.40300000
PA
USD
18721051.74000000
0.458725575578
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.03000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 5.15% 09/15/2023
92343VBR4
5498000.00000000
PA
USD
6135383.85000000
0.150336504971
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.05150000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 02/29/2028
91282CBP5
107709000.00000000
PA
USD
107809977.19000000
2.641688860565
Long
DBT
UST
US
N
2
2028-02-29
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/27 #357002
31376JRX9
2505.86010000
PA
USD
2842.20000000
0.000069642979
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
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
14105346.63000000
0.345626054638
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.00250000
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
418550.15000000
0.010255815812
Long
DBT
CORP
US
N
2
2067-05-15
Variable
0.02306250
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
2063429.65000000
PA
USD
2079324.04000000
0.050950081774
Long
ABS-CBDO
CORP
US
N
2
2022-05-16
Fixed
0.02940000
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
3183178.23000000
0.077998035901
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03743000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.6% 01/15/2026
337932AN7
606000.00000000
PA
USD
595395.00000000
0.014589079602
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01600000
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
11373355.73000000
0.278683549726
Long
DBT
CORP
US
N
2
2026-02-13
Variable
0.02015000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.219%/VAR 06/09/2026 144A
09659W2L7
8627000.00000000
PA
USD
8942044.50000000
0.219108657306
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
0.02219000
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
1647078.46000000
PA
USD
1722015.09000000
0.042194871008
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
0.03144000
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
10398833.80000000
0.254804649145
Long
DBT
CORP
US
N
2
2026-02-11
Variable
0.02164000
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
5066229.20000000
0.124138800429
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL 5% 6/1/21 144A
53079EAV6
16714000.00000000
PA
USD
16904178.41000000
0.414206374647
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.05000000
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
486191.50000000
PA
USD
509972.44000000
0.012495953983
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
0.03655000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/35 #745092
31403CXV8
6653.90010000
PA
USD
7819.66000000
0.000191606651
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888544
31410GER0
43338.60970000
PA
USD
50698.71000000
0.001242280361
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FIN SV 5.2% 4/22
254709AG3
3239000.00000000
PA
USD
3414284.90000000
0.083660887630
Long
DBT
CORP
US
N
2
2022-04-27
Fixed
0.05200000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 0.34% 05/15/2026
05522RDC9
11987000.00000000
PA
USD
11949202.59000000
0.292793637447
Long
ABS-CBDO
CORP
US
N
2
2026-05-15
Fixed
0.00340000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
UPJOHN INC 1.65% 06/22/2025 144A
91533BAB6
480000.00000000
PA
USD
487304.12000000
0.011940507725
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
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
4729732.80000000
0.115893563628
Long
DBT
CORP
US
N
2
2023-01-27
Variable
0.02014000
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
5509799.70000000
0.135007694749
Long
DBT
CORP
GB
N
2
2025-06-15
Fixed
0.03950000
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
6876258.25000000
0.168490294635
Long
DBT
CORP
US
N
2
2024-09-23
Fixed
0.02400000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 2.85% 07/25/2022
87165BAQ6
703000.00000000
PA
USD
724176.10000000
0.017744627967
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
0.02850000
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW 3.2% 04/01/2024
032095AG6
896000.00000000
PA
USD
958528.02000000
0.023486998689
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.03200000
N
N
N
N
N
N
NUTRITION and BIOSCIENCES
N/A
NUTRITION and BIOSCIENCES 0.697% 09/15/2022 144A
67079BAA8
1352000.00000000
PA
USD
1357803.31000000
0.033270518855
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.00697000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 0.75% 06/12/2023
89114QCG1
10000000.00000000
PA
USD
10095567.30000000
0.247373651053
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.00750000
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
23258037.83000000
0.569896229046
Long
DBT
CORP
US
N
2
2023-07-24
Variable
0.02905000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 1.167% 02/04/2023
097023DD4
7169000.00000000
PA
USD
7199351.40000000
0.176407108992
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
0.01167000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 01/31/2028
91282CBJ9
73810000.00000000
PA
USD
72068545.31000000
1.765909596725
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.00750000
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
10173694.35000000
0.249288013370
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
0.00900000
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
3236508.33000000
PA
USD
3300084.36000000
0.080862609565
Long
ABS-CBDO
CORP
US
N
2
2024-03-15
Fixed
0.03050000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 2.9% 10/28/2024
247361ZU5
5500000.00000000
PA
USD
5474147.42000000
0.134134099991
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
0.02900000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 4.185% 02/15/2027
595112BP7
6000000.00000000
PA
USD
6830260.38000000
0.167363199871
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04185000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST 2020-HB5
N/A
CASCADE FUNDING MORTGAGE TRUST 2020-HB5 0.8335% 02/25/2031 144A
12526PAA2
3286000.00000000
PA
USD
3282309.82000000
0.080427076550
Long
ABS-CBDO
CORP
US
N
2
2031-02-25
Fixed
0.00800600
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC FRN 3ML+27 02/22/2023
65339KBT6
10250000.00000000
PA
USD
10253587.50000000
0.251245650779
Long
DBT
CORP
US
N
2
2023-02-22
Variable
0.00452380
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.4% 08/08/2026
594918BR4
10000000.00000000
PA
USD
10684643.60000000
0.261807902319
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
0.02400000
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
17482164.37000000
0.428368877153
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
0.04200000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP 3.95% 10/15/2025
20030NCS8
2610000.00000000
PA
USD
2939063.01000000
0.072016433138
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY INC 3% 8/15/22
15135UAG4
9205000.00000000
PA
USD
9441203.25000000
0.231339641338
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
0.03000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
5000000.00000000
PA
USD
5206500.20000000
0.127575888051
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
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
188759.63000000
0.004625213963
Long
DBT
CORP
US
N
2
2022-04-18
Fixed
0.04500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SOFR+40 02/17/2023
29250NBD6
4012000.00000000
PA
USD
4020573.64000000
0.098516898664
Long
DBT
CORP
CA
N
2
2023-02-17
Variable
0.00426670
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/28 #251968
31371GZ94
340.20920000
PA
USD
390.02000000
0.000009556735
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/27 #339725
31375NLE9
118.38150000
PA
USD
131.42000000
0.000003220209
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.07500000
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
1106838.88000000
PA
USD
1159740.13000000
0.028417338194
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
0.03477000
N
N
N
N
N
N
TJX COMPANIES INC
V167QI9I69W364E2DY52
TJX COMPANIES INC NEW 1.15% 05/15/2028
872540AV1
5584000.00000000
PA
USD
5412645.75000000
0.132627112597
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.01150000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026
46647PBT2
15000000.00000000
PA
USD
14847748.35000000
0.363817268521
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #468064
36209C5Z5
920.51660000
PA
USD
1045.45000000
0.000025616864
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 2.9% 05/15/2025
29278NAP8
7150000.00000000
PA
USD
7498846.21000000
0.183745688630
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.02900000
N
N
N
N
N
N
COMM 2012-LC4 MTG TR
N/A
COMM 2012-LC4 A4 3.288% 12/44
126192AD5
5431389.00000000
PA
USD
5495754.22000000
0.134663535618
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Fixed
0.03288000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
EMPOWER FINANCE 2020 LP 1.357% 09/17/2027 144A
29248HAA1
5321000.00000000
PA
USD
5253216.10000000
0.128720576844
Long
DBT
CORP
US
N
2
2027-09-17
Fixed
0.01357000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC 3.625% 04/15/2025
053332AY8
545000.00000000
PA
USD
599271.21000000
0.014684059130
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
TJX COMPANIES INC
V167QI9I69W364E2DY52
TJX COMPANIES INC NEW 3.5% 04/15/2025
872540AR0
1742000.00000000
PA
USD
1910679.64000000
0.046817755208
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
06051GJK6
13673000.00000000
PA
USD
13660908.83000000
0.334735908698
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.625% 07/01/22
00912XAW4
5000000.00000000
PA
USD
5122387.85000000
0.125514866764
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.02625000
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
7051631.51000000
0.172787499768
Long
DBT
CORP
US
N
2
2021-06-25
Fixed
0.03500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024
674599CW3
2061000.00000000
PA
USD
2005723.98000000
0.049146645175
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
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
2056702.64000000
PA
USD
2077709.80000000
0.050910527737
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
0.03103000
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
5906074.89000000
0.144717702880
Long
DBT
CORP
US
N
2
2024-06-01
Variable
0.01514000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 1.3% 02/15/2026
718546AZ7
6892000.00000000
PA
USD
6880302.00000000
0.168589379429
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01300000
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
994126.25000000
PA
USD
1040609.31000000
0.025498252518
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
0.03040000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/31 #770810
31404KKX9
16252.81130000
PA
USD
17557.76000000
0.000430221211
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.07000000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AIG INTL GRP 4.875% 6/01/22
026874CU9
5484000.00000000
PA
USD
5788443.05000000
0.141835347003
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.04875000
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
1084804.66000000
PA
USD
1092722.76000000
0.026775198530
Long
ABS-CBDO
CORP
US
N
2
2050-02-25
Fixed
0.03000000
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
8080434.11000000
0.197996450173
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
0.04300000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 2.05% 03/01/2025
337932AK3
3271000.00000000
PA
USD
3285326.98000000
0.080501006609
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02050000
N
N
N
N
N
N
OCEANVIEW MTG LN TR 2020-1
N/A
OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A
676477AA0
6672251.13000000
PA
USD
6653747.64000000
0.163038073838
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
0.01732910
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.75% 04/25/2022
172967LG4
4010000.00000000
PA
USD
4113083.31000000
0.100783681119
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
0.02750000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026
251526CE7
6479000.00000000
PA
USD
6552421.32000000
0.160555255292
Long
DBT
CORP
US
N
2
2026-11-24
Variable
0.02129000
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
2124509.78000000
0.052057276759
Long
ABS-CBDO
CORP
US
N
2
2023-02-21
Fixed
0.02080000
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
1537622.56000000
0.037676664946
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
0.04151865
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG SOFR 1.305%/VAR 02/02/2027 144A
225401AT5
10000000.00000000
PA
USD
9857651.40000000
0.241543951436
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
0.01305000
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
1945191.46000000
0.047663405052
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.03800000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.75% 02/01/2022
00912XAQ7
1228000.00000000
PA
USD
1257041.00000000
0.030801520355
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03750000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 3.15% 03/29/2022
456837AG8
5250000.00000000
PA
USD
5412791.90000000
0.132630693739
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
0.03150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404971
31378P2C6
234.28980000
PA
USD
268.71000000
0.000006584253
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
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
7298669.14000000
0.178840710912
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
0.03300000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SUNTRUST BANK 2.8% 05/17/2022
86787EBE6
5000000.00000000
PA
USD
5141925.10000000
0.125993591804
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
0.02800000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 0.625% 07/01/2022
609207AV7
10000000.00000000
PA
USD
10038663.40000000
0.245979323713
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.00625000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
DDR CORP 4.25% 02/01/26
23317HAE2
1865000.00000000
PA
USD
1999216.94000000
0.048987201907
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.04250000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.65% 06/01/2025
70450YAG8
2097000.00000000
PA
USD
2153031.27000000
0.052756144381
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
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
1563498.60000000
0.038310710592
Long
ABS-CBDO
CORP
US
N
2
2023-01-23
Variable
0.01370500
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
2988498.43000000
0.073227758859
Long
ABS-MBS
CORP
US
N
2
2045-01-10
Fixed
0.03482000
N
N
N
N
N
N
PARK PL SECS INC
N/A
PPSI 2005-WCH1 M4 1ML+83 1/36
70069FFL6
108116.86000000
PA
USD
108518.67000000
0.002659054098
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Variable
0.00947630
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
235624.99000000
PA
USD
236215.87000000
0.005788043451
Long
ABS-CBDO
CORP
US
N
2
2026-04-15
Fixed
0.03520000
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
4371785.92000000
0.107122721538
Long
DBT
CORP
GB
N
2
2024-05-22
Variable
0.02359000
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
6184055.22000000
0.151529109026
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
0.03071000
N
N
N
N
N
N
SCHLUMBERGER INVT SA
529900EZ29I5KXPV2J32
SCHLUMBRG 3.3% 9/14/21 144A
806854AB1
5000000.00000000
PA
USD
5044561.20000000
0.123607865207
Long
DBT
CORP
LU
N
2
2021-09-14
Fixed
0.03300000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 2.6% 11/19/2022
418056AW7
2334000.00000000
PA
USD
2412889.57000000
0.059123502898
Long
DBT
CORP
US
N
2
2022-11-19
Fixed
0.02600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #545996
31385JRR1
2494.15740000
PA
USD
2941.83000000
0.000072084233
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
CA ST 2.40% 10/1/2025
13063DRL4
4420000.00000000
PA
USD
4736825.60000000
0.116067359887
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.02400000
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
4725010.15000000
PA
USD
5007143.81000000
0.122691019615
Long
ABS-CBDO
USGSE
US
N
2
2047-07-15
Fixed
0.04000000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 0.6% 02/26/2024
842587DG9
3789000.00000000
PA
USD
3784441.91000000
0.092730916912
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.00600000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
14608.60880000
PA
USD
17046.36000000
0.000417690277
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
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
1591481.91000000
0.038996391085
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
0.02850000
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
3224989.44000000
0.079022544120
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03200000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/27 #251115
31371F3Y6
2600.12610000
PA
USD
2941.50000000
0.000072076147
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.07500000
N
N
N
N
N
N
DEERE and CO
PWFTNG3EI0Y73OXWDH08
DEERE and CO 2.75% 04/15/2025
244199BH7
423000.00000000
PA
USD
454344.75000000
0.011132897865
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 08/01/2039#FM1353
3140X4QF6
1097564.95200000
PA
USD
1214025.26000000
0.029747497303
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.04500000
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
6126864.56000000
0.150127755150
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
0.03450000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT JUN21 FVM1
N/A
871.00000000
NC
USD
-879553.22000000
-0.02155186378
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-06-30
108856334.47000000
USD
-879553.22000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023
06051GHC6
6462000.00000000
PA
USD
6753823.92000000
0.165490262410
Long
DBT
CORP
US
N
2
2023-12-20
Variable
0.03004000
N
N
N
N
N
N
COMM 2013-LC6 MTG TR
N/A
COMM 2013-LC6 ASB 2.478% 1/46
20048EAW1
2182191.08700000
PA
USD
2219818.61000000
0.054392647576
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
0.02478000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #405177
31378QCN9
47.36160000
PA
USD
53.70000000
0.000001315821
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
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
414183.60000000
PA
USD
430965.95000000
0.010560042577
Long
ABS-MBS
CORP
US
N
2
2047-01-10
Fixed
0.03648000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 0.7% 06/15/2023
45866FAM6
6859000.00000000
PA
USD
6898412.50000000
0.169033144536
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.00700000
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
5155137.25000000
0.126317331688
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
0.02623000
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
1954207.01600000
PA
USD
2048845.74000000
0.050203266056
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
0.03224100
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #390259
31377XQL4
195.63340000
PA
USD
213.14000000
0.000005222610
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 2.65% 05/26/2022
17401QAL5
3000000.00000000
PA
USD
3078027.00000000
0.075421494840
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
0.02650000
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
8247732.96000000
0.202095806466
Long
DBT
CORP
US
N
2
2023-04-01
Variable
0.03207000
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
11903591.40000000
0.291676017579
Long
DBT
CORP
GB
N
2
2024-06-25
Variable
0.04519000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 1.3% 09/15/2025
03027XBB5
2406000.00000000
PA
USD
2418894.74000000
0.059270648747
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01300000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2020-2
N/A
DELL EQUIPMENT FINANCE TRUST 2020-2 0.57% 10/23/2023 144A
24704GAC7
4476000.00000000
PA
USD
4489818.75000000
0.110014902952
Long
ABS-CBDO
CORP
US
N
2
2023-10-23
Fixed
0.00570000
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
11671.73600000
PA
USD
11667.81000000
0.000285898620
Long
ABS-CBDO
USGA
US
N
2
2065-05-20
Fixed
0.02500000
N
N
N
N
N
N
GS MTG SECS TR 2012-GCJ7
N/A
GSMS 2012-GCJ7 AS 4.085% 5/45
36192KAV9
4762000.00000000
PA
USD
4902151.37000000
0.120118369416
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
0.04085000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS MTN 2.625% 1/15/22
58013MEM2
3229000.00000000
PA
USD
3294832.14000000
0.080733913395
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.02625000
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
8075822.48000000
0.197883450505
Long
DBT
CORP
US
N
2
2022-06-18
Variable
0.03514000
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
1800692.50000000
0.044122718903
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.02000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 0.4% 10/21/2022
02665WDR9
6720000.00000000
PA
USD
6727969.11000000
0.164856736967
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
0.00400000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/27/2021
28414HAF0
3082000.00000000
PA
USD
3124377.50000000
0.076557230166
Long
DBT
CORP
US
N
2
2021-08-27
Variable
0.04912000
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
682645.02000000
PA
USD
687192.66000000
0.016838415537
Long
ABS-CBDO
CORP
US
N
2
2022-12-15
Fixed
0.03430000
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
2218446.35000000
0.054359022822
Long
ABS-CBDO
CORP
US
N
2
2024-10-22
Fixed
0.01910000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST 2020-B
N/A
MERCEDES-BENZ AUTO LEASE TRUST 2020-B 0.4% 11/15/2023
58769EAC2
3679000.00000000
PA
USD
3686524.66000000
0.090331631471
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
0.00400000
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
1295868.66000000
PA
USD
1295988.01000000
0.031755846524
Long
ABS-CBDO
CORP
US
N
2
2040-01-16
Fixed
0.03351000
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
10238581.10000000
0.250877946038
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 6.50% 8/36 #AE0746
31419AZL4
35016.46940000
PA
USD
40912.78000000
0.001002493813
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
CLUB CREDIT TRUST
N/A
CLUB CREDIT TRUST 2.26% 03/15/2028 144A
21055JAA6
2751144.54000000
PA
USD
2770897.48000000
0.067895840417
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.02260000
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
6107763.29000000
0.149659713012
Long
ABS-CBDO
CORP
US
N
2
2023-05-15
Fixed
0.03290000
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
10114649.40000000
0.247841223465
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.00950000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP 3.375% 06/01/2025
26884ABD4
3000000.00000000
PA
USD
3264746.73000000
0.079996724737
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03375000
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
1312999.74000000
0.032172688256
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01062250
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC 2.5% 09/01/2022
15189TAR8
1229000.00000000
PA
USD
1266164.90000000
0.031025085053
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.02500000
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
19296242.51000000
0.472819586999
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 8.5% 02/01/2027#
3128FLNA7
11265.82690000
PA
USD
12816.32000000
0.000314040784
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.08500000
N
N
N
N
N
N
GS MTG SECS TR 2012-GCJ7
N/A
GSMS 2012-GCJ7 A4 3.377% 05/45
36192KAT4
1526617.48910000
PA
USD
1546657.70000000
0.037898054741
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
0.03377000
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
1857186.63000000
PA
USD
1962876.52000000
0.048096745521
Long
ABS-CBDO
CORP
US
N
2
2058-05-25
Fixed
0.03750000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A
12530MAA3
7029000.14000000
PA
USD
7070528.88000000
0.173250545704
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
0.01690000
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
49500640.62000000
PA
USD
4405631.27000000
0.107952040739
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
0.01419501
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.25% 02/01/2024
00914AAA0
2597000.00000000
PA
USD
2832756.93000000
0.069411594564
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04250000
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
4623376.10000000
0.113287484701
Long
DBT
CORP
US
N
2
2021-12-03
Fixed
0.04450000
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
6487380.00000000
0.158961535165
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2020-REV2
N/A
FORD CR AUTO OWNER TR 2020-REV2 1.06% 04/15/2033 144A
34532JAA2
14774000.00000000
PA
USD
14743688.18000000
0.361267461916
Long
ABS-CBDO
CORP
US
N
2
2033-04-15
Fixed
0.01060000
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
12593575.12000000
0.308582823003
Long
DBT
CORP
US
N
2
2031-05-13
Variable
0.02956000
N
N
N
N
N
N
EFF 2021-1
N/A
EFF 2021-1 0.44% 12/21/2026 144A
29374EAB2
3639000.00000000
PA
USD
3637731.81000000
0.089136050768
Long
ABS-CBDO
CORP
US
N
2
2026-12-21
Fixed
0.00440000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.946% 03/15/2022
92343VDQ4
3961000.00000000
PA
USD
4070360.00000000
0.099736823536
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02946000
N
N
N
N
N
N
SEQUOIA MTG TR
N/A
SEMT 2004-6 A3B 6ML+44 7/34
81744FCU9
815.56010000
PA
USD
789.98000000
0.000019357033
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Variable
0.01140000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY VAR/2.72 07/22/2025
6174468J1
3953000.00000000
PA
USD
4202592.78000000
0.102976949089
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
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
7489372.18000000
0.183513544629
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
0.02193000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 2.75% 12/02/2021
05578DAW2
2000000.00000000
PA
USD
2037004.72000000
0.049913123237
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
0.02750000
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
1983242.59250000
PA
USD
2102385.10000000
0.051515151417
Long
ABS-CBDO
USGSE
US
N
2
2045-05-25
Fixed
0.03000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP FRN 3ML+110 09/09/2022
55336VBH2
1082000.00000000
PA
USD
1082735.94000000
0.026530489535
Long
DBT
CORP
US
N
2
2022-09-09
Variable
0.01330380
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
4848338.19000000
0.118799774590
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Fixed
0.03801200
N
N
N
N
N
N
CSMC 2020-RPL4 TR
N/A
CSMC 2020-RPL4 TR 2% 01/25/2060 144A
126405AA7
1699917.39000000
PA
USD
1726025.06000000
0.042293128084
Long
ABS-CBDO
CORP
US
N
2
2060-01-25
Fixed
0.02000000
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
7421501.98000000
0.181850507905
Long
ABS-CBDO
CORP
US
N
2
2023-04-23
Variable
0.01470500
N
N
N
N
N
N
ITC HLDGS CORP
549300HTO5U9D3SLE207
ITC HLDGS CORP 2.7% 11/15/2022
465685AM7
3503000.00000000
PA
USD
3632664.04000000
0.089011874213
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02700000
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
4896380.45000000
0.119976963440
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.03650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/35 #AD0723
31418MYV8
52094.01080000
PA
USD
60833.61000000
0.001490617789
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.06500000
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
6552173.29000000
0.160549177764
Long
ABS-CBDO
CORP
US
N
2
2024-12-15
Fixed
0.02840000
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
2126110.30000000
PA
USD
2136548.65000000
0.052352267534
Long
ABS-CBDO
CORP
US
N
2
2021-12-22
Fixed
0.01950000
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
4150684.29000000
0.101705025252
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
0.03124000
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
5663285.42000000
0.138768585228
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.02710000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC 3.7% 09/01/2024
462613AM2
1115000.00000000
PA
USD
1210835.30000000
0.029669333092
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03700000
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
7230129.76000000
0.177161277140
Long
DBT
CORP
US
N
2
2026-01-28
Variable
0.02280000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC 0.875% 11/15/2025
760759AY6
15000000.00000000
PA
USD
14818361.55000000
0.363097198040
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.00875000
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
3416922.09000000
0.083725507210
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
0.03993600
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
2763739.03960000
PA
USD
2890521.15000000
0.070827002492
Long
ABS-CBDO
USGSE
US
N
2
2045-05-25
Fixed
0.02500000
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
2400217.23000000
PA
USD
2499636.15000000
0.061249071236
Long
ABS-CBDO
CORP
US
N
2
2059-08-25
Fixed
0.03500000
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
1859190.29000000
PA
USD
1875801.60000000
0.045963131803
Long
ABS-CBDO
CORP
US
N
2
2022-08-15
Fixed
0.03100000
N
N
N
N
N
N
AIG GLOBAL FDG
54930057MDZ7KOVOTV71
AIG GLOBAL FDG 0.9% 09/22/2025 144A
00138CAN8
7000000.00000000
PA
USD
6936746.39000000
0.169972447306
Long
DBT
CORP
US
N
2
2025-09-22
Fixed
0.00900000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 4.875% 02/15/2024
615369AC9
4000000.00000000
PA
USD
4451459.56000000
0.109074980251
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04875000
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
1475698.74600000
PA
USD
1487712.70000000
0.036453713930
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Fixed
0.03040000
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
7418789.28000000
0.181784038088
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
0.03450000
N
N
N
N
N
N
INTERNATIONAL LEASE FIN CORP
N/A
ILFC 5.875% 8/15/22
459745GN9
4375000.00000000
PA
USD
4692613.63000000
0.114984025378
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC FRN 3ML+60 03/22/2022
775109BQ3
7115000.00000000
PA
USD
7156597.71000000
0.175359507003
Long
DBT
CORP
CA
N
2
2022-03-22
Variable
0.00835750
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545762
31385JJF6
5030.91920000
PA
USD
5863.03000000
0.000143662965
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
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
2135264.94000000
0.052320812538
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
0.03471800
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #545605
31385JDJ4
2099.75840000
PA
USD
2480.20000000
0.000060772823
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 2.9% 02/01/2023
816851BF5
1017000.00000000
PA
USD
1062250.68000000
0.026028535221
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.02900000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2020-2
N/A
DELL EQUIPMENT FINANCE TRUST 2020-2 0.47% 10/24/2022 144A
24704GAB9
3665000.00000000
PA
USD
3669710.26000000
0.089919624955
Long
ABS-CBDO
CORP
US
N
2
2022-10-24
Fixed
0.00470000
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
2270593.70000000
0.055636799492
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
0.03339000
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
1828183.77000000
PA
USD
1961999.51000000
0.048075255974
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
0.03272000
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
11825474.01000000
0.289761891963
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04250000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC 3.6% 03/15/2022
96949LAA3
12000000.00000000
PA
USD
12320169.36000000
0.301883508436
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03600000
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
6344412.44000000
0.155458373208
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.04375000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
2873000.00000000
PA
USD
2839897.58000000
0.069586563301
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC 4.5% 09/15/2028
970648AG6
5000000.00000000
PA
USD
5812783.05000000
0.142431754762
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027
404280CM9
10000000.00000000
PA
USD
9998439.10000000
0.244993699859
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO 3.45% 05/01/2027
369604BV4
679000.00000000
PA
USD
745744.75000000
0.018273128797
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03450000
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
18369.85000000
PA
USD
18382.49000000
0.000450429731
Long
ABS-CBDO
CORP
US
N
2
2023-06-22
Fixed
0.03180000
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
1225464.05000000
0.030027784202
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
WESTERN UN CO
28ID94QU1140NC23S047
WESTERN UN CO 2.85% 01/10/2025
959802AY5
1242000.00000000
PA
USD
1315859.31000000
0.032242756857
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.125% 09/30/2024
02005NAV2
9760000.00000000
PA
USD
11136741.50000000
0.272885745182
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
0.05125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #639118
31389YAT8
10195.08500000
PA
USD
12201.23000000
0.000298969114
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC 4% 05/15/2025
256746AG3
6000000.00000000
PA
USD
6675264.48000000
0.163565305157
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.04000000
N
N
N
N
N
N
TERWIN MORTGAGE TRUST
N/A
TMTS 2003-4HE A 1ML+43 9/34
881561BU7
2132.47000000
PA
USD
1983.39000000
0.000048599391
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
0.00547630
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
18848000.00000000
PA
USD
19886749.28000000
0.487288889350
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
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
6456179.46000000
0.158197022259
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
0.03875000
N
N
N
N
N
N
7 ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC 1.3% 02/10/2028 144A
817826AD2
3614000.00000000
PA
USD
3521308.20000000
0.086283300386
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
0.01300000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 2.35% 07/01/2021
842587CS4
5250000.00000000
PA
USD
5275722.59000000
0.129272057750
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
0.02350000
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
5030586.17000000
0.123265432326
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
0.02600000
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
7557317.70000000
0.185178426934
Long
DBT
CORP
US
N
2
2023-07-28
Variable
0.00598500
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
850178.75000000
PA
USD
852557.47000000
0.020890381671
Long
ABS-CBDO
CORP
US
N
2
2023-01-18
Fixed
0.02170000
N
N
N
N
N
N
VCAT ASSET SECURITIZATION LLC 2021
N/A
VCAT ASSET SECURITIZATION LLC 2021 2.2891% 12/26/2050 144A
91790CAA4
3161971.78000000
PA
USD
3162437.54000000
0.077489822736
Long
ABS-CBDO
CORP
US
N
2
2050-12-26
Fixed
0.02289100
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 0.68% 08/15/2025 144A
361886CH5
3438000.00000000
PA
USD
3456358.23000000
0.084691818626
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00680000
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
1807721.64000000
0.044294955289
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
0.02150000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 3.45% 03/01/2024
101137AV9
1869000.00000000
PA
USD
2011635.05000000
0.049291485274
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.03450000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA 3.65% 01/23/2024
17325FAS7
5000000.00000000
PA
USD
5439069.10000000
0.133274569087
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
0.03650000
N
N
N
N
N
N
IBM CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORPORATION 2.85% 05/13/2022
459200JX0
7000000.00000000
PA
USD
7218287.86000000
0.176871112759
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.02850000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.45% 08/04/2026
037833BZ2
15000000.00000000
PA
USD
15973988.85000000
0.391413758760
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
0.02450000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP 2.056% 04/05/2025
68902VAH0
7000000.00000000
PA
USD
7300743.66000000
0.178891543279
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
0.02056000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027
60687YBP3
10000000.00000000
PA
USD
9894954.90000000
0.242458006359
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
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
10504373.30000000
0.257390704061
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
0.03200000
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
897503.51960000
PA
USD
953588.87000000
0.023365973735
Long
ABS-CBDO
USGSE
US
N
2
2045-05-15
Fixed
0.03000000
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
5391431.55000000
0.132107296925
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #409486
31378U2T8
2035.38840000
PA
USD
2322.60000000
0.000056911119
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
47581000.00000000
PA
USD
49579030.39000000
1.214844634166
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
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
4039432.95000000
0.098979012009
Long
ABS-CBDO
CORP
US
N
2
2033-05-25
Fixed
0.01350000
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
3185869.21000000
0.078063973508
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
0.02040000
N
N
N
N
N
N
WESTERN UN CO
28ID94QU1140NC23S047
WESTERN UN CO 4.25% 06/09/2023
959802AX7
5000000.00000000
PA
USD
5381558.30000000
0.131865370758
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.04250000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HLDGS FDG LTD 3.95% 07/01/2024 144A
05401AAF8
955000.00000000
PA
USD
1000063.75000000
0.024504756768
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
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
4736550.37000000
0.116060615873
Long
DBT
CORP
US
N
2
2021-06-01
Variable
0.01175380
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.7% 04/15/2023
91913YAX8
805000.00000000
PA
USD
839196.08000000
0.020562984930
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.02700000
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
333935.41500000
PA
USD
335516.57000000
0.008221227836
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
0.02940000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.7% 10/27/2022
172967LQ2
5000000.00000000
PA
USD
5186055.85000000
0.127074936163
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
0.02700000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC 0.75% 03/01/2024 144A
233851EB6
10459000.00000000
PA
USD
10476318.95000000
0.256703282861
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.00750000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 2.242% 02/15/2025
14448CAN4
3940000.00000000
PA
USD
4110502.71000000
0.100720448175
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02242000
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
6840178.82000000
0.167606233337
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Fixed
0.05209000
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
613233.05000000
0.015026168814
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01112000
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
6042065.66000000
0.148049911194
Long
DBT
CORP
US
N
2
2021-09-24
Fixed
0.02500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC VAR 08/15/2024
25746UDB2
5000000.00000000
PA
USD
5383546.40000000
0.131914085559
Long
DBT
CORP
US
N
2
2024-08-15
Variable
0.03071000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 11/17/2023 144A
29449WAC1
10075000.00000000
PA
USD
10084974.25000000
0.247114087487
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.00500000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 3.875% 09/12/2023
780097BD2
12600000.00000000
PA
USD
13598815.86000000
0.333214432565
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
0.03875000
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
3104623.01000000
0.076073182051
Long
ABS-CBDO
CORP
US
N
2
2022-10-17
Fixed
0.02000000
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
7137526.18000000
0.174892193590
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% 9/27 #398913
31378HDS7
98.77120000
PA
USD
103.51000000
0.000002536325
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 2013-C16
N/A
J P MORGAN CHASE COML MTG SECS TR 2013-C16 4.517% 12/15/2046
46641BAH6
8570171.00000000
PA
USD
9286339.05000000
0.227544973695
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
0.04516900
N
N
N
N
N
N
SYNOVUS BANK
DX0JX77PRMOELF7VG772
SYNOVUS BANK 2.289%/VAR 02/10/2023
87164DQS2
1640000.00000000
PA
USD
1659222.93000000
0.040656262487
Long
DBT
CORP
US
N
2
2023-02-10
Variable
0.02289000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
5000000.00000000
PA
USD
5428344.55000000
0.133011783350
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
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
5637606.10000000
0.138139359851
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3% 03/22/2027
92343VFF6
626000.00000000
PA
USD
678911.39000000
0.016635497966
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 10/01/2029#AL5851
3138ENQD4
278781.32040000
PA
USD
299903.35000000
0.007348590173
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.03500000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 1.162% 04/03/2026 144A
62954WAC9
8933000.00000000
PA
USD
8892891.63000000
0.217904254963
Long
DBT
CORP
JP
N
2
2026-04-03
Fixed
0.01162000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TR
N/A
GMF FLOORPLAN OWNER REVOLVING TR 0.69% 10/15/2025 144A
361886CM4
7860000.00000000
PA
USD
7896470.40000000
0.193488751571
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.00690000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC 1.45% 03/02/2026 144A
233851EC4
6948000.00000000
PA
USD
6967697.58000000
0.170730850340
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 4.25% 03/15/2023
29278NAL7
6314000.00000000
PA
USD
6690464.93000000
0.163937764743
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
N
N
N
N
N
N
DLL SECURITIZATION TR 2017-A
549300Y1OC411ERTRZ95
DLL SECURITIZATION TR 2017-A 3.46% 01/20/2022 144A
23291JAC2
455177.64000000
PA
USD
456747.00000000
0.011191760664
Long
ABS-CBDO
CORP
US
N
2
2022-01-20
Fixed
0.03460000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PAR 5.375% 6/1/21
958254AA2
10371000.00000000
PA
USD
10371000.00000000
0.254122632125
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.05375000
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPL 5.625% 7/01/24
651290AQ1
1967000.00000000
PA
USD
2156184.49000000
0.052833408345
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 4.875% 05/01/2025
097023CT0
3000000.00000000
PA
USD
3354006.96000000
0.082183885531
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04875000
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
10111142.90000000
0.247755303012
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.00850000
N
N
N
N
N
N
VEREIT OPER PARTNERSHIP LP
5493005TQOUJE1LCS698
VEREIT OPER PARTNERSHIP LP 2.2% 06/15/2028
92340LAH2
456000.00000000
PA
USD
455953.96000000
0.011172328651
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.02200000
N
N
N
N
N
N
GS MTG SECS TR 2012-GCJ9
N/A
GSMS 2012-GCJ9 A3 2.773% 11/45
36192PAJ5
4628218.32360000
PA
USD
4753885.10000000
0.116485372137
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
0.02773000
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
4611679.64000000
0.113000884064
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04200000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 0.38% 08/18/2025
36260KAC8
6963000.00000000
PA
USD
6962455.49000000
0.170602402388
Long
ABS-CBDO
CORP
US
N
2
2025-08-18
Fixed
0.00380000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #250912
31371FVD1
194.08480000
PA
USD
218.73000000
0.000005359583
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
UTAH ACQUISITION SUB INC
254900JOFV74IJ7H9933
MYLAN NV 3.15% 06/15/2021
62854AAM6
2306000.00000000
PA
USD
2319714.17000000
0.056840407931
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.03150000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITED HEALTH GROUP INC 3.35% 07/15/2022
91324PCN0
3000000.00000000
PA
USD
3124056.48000000
0.076549364150
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.03350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #393501
31378BDE1
891.29640000
PA
USD
982.13000000
0.000024065322
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 2.95% 12/01/2022
036752AF0
3723000.00000000
PA
USD
3875245.94000000
0.094955905737
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.02950000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1% 09/15/2025
776743AM8
995000.00000000
PA
USD
988578.29000000
0.024223326305
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
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
1630025.35000000
0.039940828499
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Fixed
0.04284000
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
2064942.61000000
0.050597690795
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
0.04649000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 3.65% 09/15/2023
776743AE6
3078000.00000000
PA
USD
3319623.65000000
0.081341384592
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.03650000
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
1544382.46000000
PA
USD
1563812.95000000
0.038318413171
Long
ABS-CBDO
CORP
US
N
2
2024-10-20
Fixed
0.02980000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC 2.497% 04/24/2023
595112BR3
3383000.00000000
PA
USD
3523937.17000000
0.086347718550
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
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
1657467.52000000
0.040613249334
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
0.02600000
N
N
N
N
N
N
ENTERPRISE FLEET FING 2020-2 LLC
N/A
ENTERPRISE FLEET FING 2020-2 LLC 0.61% 07/20/2026 144A
29375MAB3
9300000.00000000
PA
USD
9328803.96000000
0.228585499652
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
0.00610000
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
15389827.20000000
0.377099932120
Long
DBT
CORP
CH
N
2
2023-01-09
Fixed
0.03574000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.35% 06/01/2023
70450YAF0
2668000.00000000
PA
USD
2722446.17000000
0.066708628535
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.01350000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/28 #446737
36208CHN0
2372.83090000
PA
USD
2729.09000000
0.000066871423
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.3% 11/21/2022
00287YBM0
6780000.00000000
PA
USD
6998668.63000000
0.171489740008
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.02300000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 1.5% 03/10/2025
89788JAA7
7000000.00000000
PA
USD
7178603.53000000
0.175898719894
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
0.01500000
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
12292712.52000000
0.301210728140
Long
DBT
CORP
US
N
2
2022-10-31
Variable
0.02876000
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
1619113.38000000
0.039673450374
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.02850000
N
N
N
N
N
N
CITIGROUP COML MTG TR 2012-GC8
N/A
CGCMT 2012-GC8 A4 3.024% 9/45
17318UAD6
2179344.88000000
PA
USD
2221418.44000000
0.054431848522
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
0.03024000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING 2020-3
N/A
GM FINANCIAL AUTOMOBILE LEASING 2020-3 0.45% 08/21/2023
362569AC9
4764000.00000000
PA
USD
4778321.06000000
0.117084131222
Long
ABS-CBDO
CORP
US
N
2
2023-08-21
Fixed
0.00450000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP 2.901%/VAR 03/30/2026
857477BM4
305000.00000000
PA
USD
328914.93000000
0.008059466566
Long
DBT
CORP
US
N
2
2026-03-30
Variable
0.02901000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.7% 04/15/2024
20030NCR0
4500000.00000000
PA
USD
4934018.16000000
0.120899207576
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
AIG GLOBAL FDG
54930057MDZ7KOVOTV71
AIG GLOBAL FDG 0.8% 07/07/2023 144A
00138CAM0
2197000.00000000
PA
USD
2217228.77000000
0.054329188222
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.00800000
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
4148554.85000000
0.101652847169
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
0.03453000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 1.25% 01/15/2026
91324PDW9
597000.00000000
PA
USD
603259.09000000
0.014781774930
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.01250000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 3ML+27 12/03/2021
842400GX5
6706000.00000000
PA
USD
6711144.71000000
0.164444485419
Long
DBT
CORP
US
N
2
2021-12-03
Variable
0.00500500
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 1.9% 06/01/2025
101137AZ0
5000000.00000000
PA
USD
5189690.80000000
0.127164004051
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01900000
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
4219723.64000000
0.103396709887
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 15YR 3.5% 09/01/2029#AL5878
3138ENQ85
681617.59700000
PA
USD
733260.76000000
0.017967231160
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.03500000
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
5863289.83000000
0.143669332225
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
0.03662300
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
5054248.66000000
0.123845238925
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
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
4632742.49000000
0.113516991179
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.00900000
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
8858071.79000000
0.217051057644
Long
ABS-MBS
CORP
US
N
2
2045-01-10
Fixed
0.04948000
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
26187531.41000000
0.641678180578
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
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
2466300.00000000
0.060432229062
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.01375000
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
1476467.80000000
PA
USD
1484128.16000000
0.036365881248
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
0.02470000
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
3018443.34000000
0.073961504819
Long
DBT
CORP
US
N
2
2021-06-11
Fixed
0.03500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 2.95% 03/15/2023
281020AJ6
730000.00000000
PA
USD
757822.83000000
0.018569080343
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.02950000
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
4747844.09000000
PA
USD
4943966.13000000
0.121142964622
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
0.03142500
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
1108324.06000000
PA
USD
1109435.71000000
0.027184719197
Long
ABS-CBDO
CORP
GB
N
2
2060-08-25
Variable
0.00637500
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/33 #712130
31401MEB3
8565.24480000
PA
USD
10249.95000000
0.000251156520
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
166355000.00000000
PA
USD
165165821.26000000
4.047090274397
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
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
14756288.26000000
0.361576204130
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #251191
31371F7C0
144.65210000
PA
USD
163.45000000
0.000004005047
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024
606822BV5
7000000.00000000
PA
USD
7050282.19000000
0.172754437118
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.00848000
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
3976288.45000000
PA
USD
4079131.17000000
0.099951745222
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
0.02858000
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
4507784.86000000
PA
USD
4819834.46000000
0.118101342144
Long
ABS-CBDO
CORP
US
N
2
2058-08-25
Fixed
0.03500000
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Specialized High Income Central Fund
31606V807
173775.96100000
NS
USD
17283757.08000000
0.423507264698
Long
EC
RF
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 1.35% 07/15/2025
22822VAS0
566000.00000000
PA
USD
569494.52000000
0.013954435098
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01350000
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
6896984.77000000
0.168998160590
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
0.03683000
N
N
N
N
N
N
CFMT 2020-HB4 LLC
N/A
CFMT 2020-HB4 A LLC 0% 12/26/2030 144A
12529LAA8
2422569.57000000
PA
USD
2422201.34000000
0.059351671011
Long
ABS-CBDO
CORP
US
N
2
2030-12-26
Fixed
0.00946100
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
2505842.64000000
0.061401150069
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
0.02829100
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023
37045XDC7
15000000.00000000
PA
USD
15183491.10000000
0.372044038490
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.01235710
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
13076417.71000000
0.320414008990
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.02750000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2015-LC22
549300XO83D3BDYP0P62
WELLS FARGO COML MTG TR 2015-LC22 3.571% 09/15/2058
94989TBA1
5777876.38600000
PA
USD
6158554.66000000
0.150904263840
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
0.03571000
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
7177512.86000000
0.175871994995
Long
DBT
CORP
US
N
2
2021-11-12
Fixed
0.04000000
N
N
N
N
N
N
BX 2020-BXLP
N/A
BX 2020-BXLP A 1ML+82.15 12/15/2029 144A
05607QAA6
3050815.96000000
PA
USD
3053112.61000000
0.074811012692
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.00912000
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
3839357.40000000
0.094076521855
Long
DBT
CORP
US
N
2
2022-08-02
Variable
0.03502000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/27 #391260
31377YTR6
352.50520000
PA
USD
398.86000000
0.000009773344
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 4.2% 09/15/2023
29278NAC7
1441000.00000000
PA
USD
1551933.94000000
0.038027339477
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORP 3.3% 02/01/2025
49446RAU3
5500000.00000000
PA
USD
5949316.01000000
0.145777248462
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03300000
N
N
N
N
N
N
COMM 2015-CCRE23 MORTGAGE TRUST
N/A
COMM 2015-CCRE23 MORTGAGE TRUST 3.257% 05/10/2048
12593AAY1
1329795.49000000
PA
USD
1398430.89000000
0.034266024357
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Fixed
0.03257000
N
N
N
N
N
N
WFRBS COML MTG TR 2012-C9
N/A
WFRBS 2012-C9 A3 2.87% 11/45
92930RBB7
3875867.11070000
PA
USD
3992017.55000000
0.097817183231
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
0.02870000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 2.625% 08/06/2024
446150AQ7
4610000.00000000
PA
USD
4902245.69000000
0.120120680558
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
0.02625000
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
2961291.03000000
0.072561090640
Long
ABS-CBDO
CORP
US
N
2
2050-01-15
Fixed
0.02836000
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
5130802.65000000
0.125721056246
Long
DBT
CORP
US
N
2
2022-04-08
Fixed
0.02650000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.645/VAR 04/18/2026
404280CJ6
6567000.00000000
PA
USD
6640916.18000000
0.162723662075
Long
DBT
CORP
GB
N
2
2026-04-18
Variable
0.01645000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 03/01/2039#FM1774
3140X46L5
817934.92100000
PA
USD
898845.37000000
0.022024583096
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A 0.33% 01/16/2024 144A
44891TAC0
6776000.00000000
PA
USD
6781634.24000000
0.166171704096
Long
ABS-CBDO
CORP
US
N
2
2024-01-16
Fixed
0.00330000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.95%/VAR 5/18/2024
404280BS7
3000000.00000000
PA
USD
3223476.78000000
0.078985479117
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
0.03950000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 2.75% 06/01/2023
828807DD6
3463000.00000000
PA
USD
3626680.15000000
0.088865249792
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.02750000
N
N
N
N
N
N
UPSTART SECURITIZATION TR 2021-1
N/A
UPSTART SECURITIZATION TR 2021-1 0.87% 03/20/2031 144A
91681NAA2
529000.00000000
PA
USD
529547.04000000
0.012975594218
Long
ABS-CBDO
CORP
US
N
2
2031-03-20
Fixed
0.00870000
N
N
N
N
N
N
OVINTIV INC
N/A
ENCANA CORP 3.9% 11/15/21
292505AJ3
4500000.00000000
PA
USD
4545224.64000000
0.111372524261
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.03900000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 0.8% 06/03/2025
023135BQ8
3438000.00000000
PA
USD
3432663.95000000
0.084111233070
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
0.00800000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC STEP 08/15/2021
25746UDA4
3913000.00000000
PA
USD
3953939.25000000
0.096884143233
Long
DBT
CORP
US
N
2
2021-08-15
Variable
0.02715000
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
4229528.34000000
0.103636956360
Long
ABS-CBDO
CORP
US
N
2
2024-12-12
Fixed
0.02010000
N
N
N
N
N
N
CITIZENS BANK NA
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA 2.25% 04/28/2025
75524KNH3
4046000.00000000
PA
USD
4240273.18000000
0.103900239266
Long
DBT
CORP
US
N
2
2025-04-28
Fixed
0.02250000
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
5007978.00000000
0.122711459935
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01092000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 3.625% 03/15/2024
95040QAG9
4035000.00000000
PA
USD
4376460.83000000
0.107237271768
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03625000
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
5145779.85000000
0.126088045494
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
0.03218000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC YCP .004 10/05/2021
40434PX50
5000000.00000000
PA
USD
4989103.50000000
0.122248974386
Long
DBT
CORP
US
N
2
2021-10-05
Fixed
0.00400000
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
79299.24760000
PA
USD
87408.77000000
0.002141794108
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/31#BM1790
3140J57C7
2456610.34800000
PA
USD
2601961.84000000
0.063756377540
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
0.03000000
N
N
N
N
N
N
WHEELS SPV LLC
54930087O4PHK5ODMW30
WHEELS SPV LLC 18-1A A2 3.06% 04/20/2027 144A
96328DBF0
131984.41000000
PA
USD
132333.05000000
0.003242582488
Long
ABS-CBDO
CORP
US
N
2
2027-04-20
Fixed
0.03060000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.222% 08/15/2024
05526DAZ8
7000000.00000000
PA
USD
7524307.84000000
0.184369579907
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
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
1942287.37000000
0.047592245570
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3
549300ZVNWG0TX42H716
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 3.371% 09/15/2057
94989VAE9
929318.62500000
PA
USD
991603.14000000
0.024297444794
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Fixed
0.03371000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP 3.8% 08/15/2025
855244AQ2
2340000.00000000
PA
USD
2612135.92000000
0.064005675003
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 8.5% 08/01/2027#
31283HBD6
948.58450000
PA
USD
1073.01000000
0.000026292172
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A
928668BL5
15040000.00000000
PA
USD
15024410.29000000
0.368146050431
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.01250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/32 #667440
31391HPZ1
1891.78720000
PA
USD
2257.91000000
0.000055326008
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.07000000
N
N
N
N
N
N
UPGRADE RECEIVABLES TRUST 2019-2
5493009DX1Z3IUWYTS52
UPGRADE RECEIVABLES TRUST 2019-2 2.77% 10/15/2025 144A
91532MAA5
122332.57800000
PA
USD
122486.89000000
0.003001320112
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
0.02770000
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
5151186.30000000
0.126220520791
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
0.01950000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 2.8% 12/15/21
776743AC0
3883000.00000000
PA
USD
3949634.69000000
0.096778667761
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 8.50% 9/25 #303563
31373UFC6
1152.67980000
PA
USD
1266.32000000
0.000031028885
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.08500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/32 #666787
31391GXQ4
3094.29020000
PA
USD
3708.85000000
0.000090878673
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.07000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A
83368RAZ5
7870000.00000000
PA
USD
7821652.70000000
0.191655478902
Long
DBT
CORP
FR
N
2
2026-12-14
Variable
0.01488000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 6/24 #354843
36203PEQ2
17.88970000
PA
USD
19.43000000
0.000000476097
Long
ABS-MBS
USGA
US
N
2
2024-06-15
Fixed
0.08000000
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
2885356.87000000
0.070700461134
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01100000
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
8031276.80000000
0.196791939036
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
0.03000000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC YCP .004 02/09/2022
40434RB92
4000000.00000000
PA
USD
3985848.00000000
0.097666009547
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
0.00400000
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
895501.74000000
PA
USD
930133.21000000
0.022791235131
Long
ABS-CBDO
CORP
US
N
2
2058-04-25
Fixed
0.03750000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.375% 03/19/2024
87165BAN3
4922000.00000000
PA
USD
5402258.83000000
0.132372599874
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 15YR 2% 01/01/2032#ZS7735
3132A8SY6
15469846.47900000
PA
USD
16073164.30000000
0.393843874120
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.02000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 2.95% 03/20/2023
25470DAQ2
7000000.00000000
PA
USD
7337159.62000000
0.179783850637
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
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
2963645.13000000
0.072618773611
Long
DBT
CORP
US
N
2
2023-07-05
Fixed
0.00700000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SR MTN 4% 09/12/2023 144A
05583JAF9
5000000.00000000
PA
USD
5418520.00000000
0.132771050489
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
100000000.00000000
PA
USD
98457031.00000000
2.412511799150
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.00250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #313835
31374GSY4
442.43260000
PA
USD
499.91000000
0.000012249392
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA 2.844%/VAR 05/20/2022
17325FAY4
5000000.00000000
PA
USD
5026845.65000000
0.123173777636
Long
DBT
CORP
US
N
2
2022-05-20
Variable
0.02844000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP 3.125% 11/01/2022
87161CAL9
7118000.00000000
PA
USD
7376680.86000000
0.180752247275
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.03125000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP 3.125% 06/05/2030
78486QAE1
3077000.00000000
PA
USD
3312513.92000000
0.081167173493
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
0.03125000
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
2496838.09000000
PA
USD
2626843.71000000
0.064366062845
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
0.03278000
N
N
N
N
N
N
BANK AMER MERRILL LYNCH COML MTG TR 2015-UBS7
N/A
BANK AMER MERRILL LYNCH COML MTG TR 2015-UBS7 3.429% 09/15/2048
06054AAV1
9920054.99900000
PA
USD
10578209.98000000
0.259199938607
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
0.03429000
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
1591654.16000000
0.039000611760
Long
DBT
CORP
NL
N
2
2023-11-13
Fixed
0.03500000
N
N
N
N
N
N
CSMC 2020-NET
N/A
CSMC 2020-NET 2.2569% 08/15/2037 144A
126438AA8
2198000.00000000
PA
USD
2248999.97000000
0.055107684121
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
0.02256900
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
10589080.87000000
0.259466310141
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
0.02907000
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
5936552.98000000
0.145464513453
Long
DBT
CORP
US
N
2
2022-04-06
Fixed
0.02700000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
128521770.94500000
NS
USD
128547475.30000000
3.149823814129
Long
STIV
RF
US
N
1
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 3.4% 04/19/2021
247361ZM3
3790000.00000000
PA
USD
3798253.26000000
0.093069339110
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
0.03400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #254407
31371KR45
369.66880000
PA
USD
439.09000000
0.000010759107
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCE INC VA NEW 2% 08/15/2021
25746UCJ6
1458000.00000000
PA
USD
1465972.81000000
0.035921017173
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.02000000
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
11994694.09000000
0.293908324529
Long
ABS-CBDO
CORP
US
N
2
2023-12-15
Fixed
0.00350000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.222%/VAR 09/18/2024
251526CC1
15621000.00000000
PA
USD
16074973.28000000
0.393888199909
Long
DBT
CORP
US
N
2
2024-09-18
Variable
0.02222000
N
N
N
N
N
N
7 ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC 0.8% 02/10/2024 144A
817826AB6
2321000.00000000
PA
USD
2322956.77000000
0.056919861990
Long
DBT
CORP
US
N
2
2024-02-10
Fixed
0.00800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/32 #735415
31402RAQ2
5275.06620000
PA
USD
6151.72000000
0.000150736792
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06500000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 1.45% 10/02/2023
02005NBL3
1220000.00000000
PA
USD
1240532.50000000
0.030397009366
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
0.01450000
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
1828350.44000000
PA
USD
1846225.86000000
0.045238431688
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Fixed
0.02450000
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
914705.77000000
0.022413213565
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.01262000
N
N
N
N
N
N
BEAR STRNS ASSET BACKED SECS I TR
N/A
BSABS 2005-HE2 M2 1ML+75 2/35
073879RA8
156845.65800000
PA
USD
154784.41000000
0.003792712533
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Variable
0.01242630
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 0.25% 01/06/2023
89114QCM8
10150000.00000000
PA
USD
10141769.26000000
0.248505746674
Long
DBT
CORP
CA
N
2
2023-01-06
Fixed
0.00250000
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
1616399.73000000
0.039606957280
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
0.04875000
N
N
N
N
N
N
E TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
E TRADE FINANCIAL CORP 2.95% 08/24/2022
269246BP8
14405000.00000000
PA
USD
14913649.19000000
0.365432049634
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
0.02950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/28 #441271
31380JFL2
7890.86100000
PA
USD
8914.47000000
0.000218432993
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
0.07000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.529%/VAR 01/25/2024
6174468W2
9045000.00000000
PA
USD
9049607.88000000
0.221744303747
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.00529000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
UPJOHN INC 1.125% 06/22/2022 144A
91533BAA8
1494000.00000000
PA
USD
1507023.30000000
0.036926885321
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
0.01125000
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
12093127.92800000
PA
USD
12733738.40000000
0.312017271141
Long
ABS-CBDO
USGSE
US
N
2
2048-03-25
Fixed
0.03000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 0.583% 03/01/2024 144A
62954WAB1
4260000.00000000
PA
USD
4256306.54000000
0.104293107808
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.00583000
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
5143750.00000000
0.126038307684
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.04140000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
N/A
FHLG 30YR 8.5% 12/01/2026#
3128FJYW2
1129.79700000
PA
USD
1176.69000000
0.000028832664
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.08500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+70 01/20/2023
6174468K8
5000000.00000000
PA
USD
5020187.40000000
0.123010629240
Long
DBT
CORP
US
N
2
2023-01-20
Variable
0.00741950
N
N
N
N
N
N
BAT INTL FIN PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
15000000.00000000
PA
USD
15036768.75000000
0.368448872183
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
AASET 2019-2 TR
N/A
AASET 2019-2 TR 3.376% 10/16/2039 144A
00038RAA4
2687249.73000000
PA
USD
2703045.12000000
0.066233240830
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.03376000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC FRN 3ML+53 09/15/2023
25746UDH9
5410000.00000000
PA
USD
5421582.81000000
0.132846099119
Long
DBT
CORP
US
N
2
2023-09-15
Variable
0.00746500
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2025
958667AB3
3287000.00000000
PA
USD
3364638.94000000
0.082444403006
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.04350000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 3.375% 03/15/2023
55336VAQ3
6618000.00000000
PA
USD
6939011.78000000
0.170027956598
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03375000
N
N
N
N
N
N
CIT BANK NA
FVPV0TNOIM6NUIE59530
CIT BANK NA 2.969%/VAR 09/27/2025
12556LBJ4
6655000.00000000
PA
USD
7004387.50000000
0.171629870593
Long
DBT
CORP
US
N
2
2025-09-27
Variable
0.02969000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 07/15/2023
55336VAE0
856000.00000000
PA
USD
924302.32000000
0.022648359698
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
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
1747090.14000000
PA
USD
1834306.63000000
0.044946372475
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.03206000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER PARTNERS 3.6% 2/1/23
29273RAS8
2824000.00000000
PA
USD
2948843.39000000
0.072256083694
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03600000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024
60687YBJ7
17495000.00000000
PA
USD
17607440.71000000
0.431438547702
Long
DBT
CORP
JP
N
2
2024-09-08
Variable
0.00849000
N
N
N
N
N
N
CIT GROUP INC NEW
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC 5.0% 08/01/23
125581GR3
5000000.00000000
PA
USD
5456250.00000000
0.133695556025
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.05000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.7% 04/06/2023
718546AU8
4430000.00000000
PA
USD
4717573.58000000
0.115595623893
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.03700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 06/01/2039#FM1045
3140X4ET9
460843.61500000
PA
USD
506430.45000000
0.012409163913
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.04500000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
ALCON FINANCE CORP 2.75% 09/23/2026 144A
01400EAA1
4038000.00000000
PA
USD
4345134.60000000
0.106469679056
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
0.02750000
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
5433978.40000000
0.133149830674
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
N
N
N
N
N
N
NEW CENTURY HOME EQUITY LN TR
N/A
NCHET 2005-4 M2 1ML+51 9/35
64352VMV0
9928.44000000
PA
USD
9923.22000000
0.000243150591
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
0.00882630
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
3521905.08000000
0.086297925853
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.03450500
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
10217613.00000000
0.250364160601
Long
ABS-MBS
CORP
US
N
2
2030-07-10
Fixed
0.03656000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB 0.625% 06/30/2023 144A
86959LAF0
7000000.00000000
PA
USD
7040245.94000000
0.172508516930
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
0.00625000
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
6116071.20000000
0.149863283348
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.03500000
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
7601329.33000000
PA
USD
7613864.68000000
0.186564008594
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Fixed
0.00650000
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
7658714.17000000
0.187662964379
Long
DBT
CORP
CH
N
2
2024-07-30
Variable
0.01008000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 2.125% 04/13/2023
609207AS4
2817000.00000000
PA
USD
2914899.79000000
0.071424357054
Long
DBT
CORP
US
N
2
2023-04-13
Fixed
0.02125000
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
10225861.50000000
0.250566275203
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
0.01700000
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
2643325.30000000
PA
USD
2767836.23000000
0.067820830012
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
0.03477000
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
2370198.58000000
0.058077437258
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.02277000
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
4613282.73000000
0.113040164891
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01232000
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
1715420.00000000
0.042033270234
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
0.01326000
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
3575321.08000000
0.087606788500
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
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
1928458.59000000
PA
USD
1955110.85000000
0.047906461797
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
0.02983800
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #401674
31378LFP2
1607.03710000
PA
USD
1778.97000000
0.000043590448
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
TESLA 2020-A
N/A
TESLA 2020-A 0.55% 05/22/2023 144A
88167HAB2
2688439.11000000
PA
USD
2694326.79000000
0.066019613892
Long
ABS-CBDO
CORP
US
N
2
2023-05-22
Fixed
0.00550000
N
N
N
N
N
N
FAHB 2021-HB1
N/A
FAHB 2021-HB1 VAR 02/25/2031 144A
31735RAA5
2571000.00000000
PA
USD
2571000.00000000
0.062997713546
Long
ABS-CBDO
CORP
US
N
2
2031-02-25
Variable
0.00875400
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
5689512.58000000
0.139411234436
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
0.03353300
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 0.875% 05/01/2026
718172CR8
4502000.00000000
PA
USD
4430739.06000000
0.108567261805
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.00875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #399852
31378JEZ6
354.11470000
PA
USD
360.40000000
0.000008830951
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
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
3453708.81000000
0.084626899372
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
0.03718200
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
10650729.10000000
0.260976888723
Long
DBT
CORP
US
N
2
2024-04-23
Variable
0.03559000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 03/13/2027
71654QCG5
12000000.00000000
PA
USD
12450000.00000000
0.305064773885
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
0.06500000
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
5575390.77000000
0.136614885507
Long
DBT
CORP
US
N
2
2022-04-13
Fixed
0.02500000
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
2164407.65000000
0.053034902035
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
0.04116600
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
9167019.10060000
PA
USD
9700445.19000000
0.237691897066
Long
ABS-CBDO
USGSE
US
N
2
2047-02-25
Fixed
0.03000000
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
4374166.07000000
0.107181042817
Long
DBT
CORP
US
N
2
2021-07-30
Variable
0.00881500
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
2779730.87000000
0.068112286692
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
0.03525000
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
5234758.45000000
0.128268305453
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.02875000
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
234347.96000000
PA
USD
235631.81000000
0.005773732115
Long
ABS-CBDO
CORP
US
N
2
2049-12-25
Fixed
0.03000000
N
N
N
N
N
N
SOUTHERN CALIFORNIA GAS CO
XY0N0J73VHV5F4CUJV89
SOUTHERN CALIFORNIA GAS CO FRN 3ML+35 09/14/2023
842434CV2
2106000.00000000
PA
USD
2106447.27000000
0.051614687560
Long
DBT
CORP
US
N
2
2023-09-14
Variable
0.00569500
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
10584600.06000000
0.259356515981
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
0.02615000
N
N
N
N
N
N
AFFRM 2021-A
N/A
AFFRM 2021-A 0.88% 08/15/2025 144A
00833MAA2
1293000.00000000
PA
USD
1294093.23000000
0.031709418361
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00880000
N
N
N
N
N
N
TOWD PT MTG TR 2020
N/A
TOWD PT MTG TR 2020 1.75% 10/25/2060 144A
89179JAA4
2046359.97000000
PA
USD
2086697.41000000
0.051130752895
Long
ABS-CBDO
CORP
US
N
2
2060-10-25
Fixed
0.01750000
N
N
N
N
N
N
AON CORP2
LTS3U8DGK38SETRUWX71
AON CORP 2.2% 11/15/2022
037389BD4
1504000.00000000
PA
USD
1551089.26000000
0.038006642118
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02200000
N
N
N
N
N
N
CLUB 2019-HP1 A
N/A
CLUB 2019-HP1 A 2.59% 12/15/2026 144A
21055MAA9
5411408.03600000
PA
USD
5476280.00000000
0.134186355014
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.02590000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA EQUITABLE HLDGS INC 3.9% 04/20/2023
054561AC9
303000.00000000
PA
USD
324181.79000000
0.007943489515
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
0.03900000
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
596567.99000000
PA
USD
621584.95000000
0.015230817045
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Fixed
0.03963000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/26 #358481
31376LFW9
144.75600000
PA
USD
156.38000000
0.000003831809
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.07500000
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
1183213.70000000
PA
USD
1187134.16000000
0.029088579445
Long
ABS-CBDO
CORP
US
N
2
2023-05-15
Fixed
0.02170000
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
5230325.10000000
0.128159674215
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
0.03250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/28 #781129
36225BHE1
23676.21300000
PA
USD
26863.07000000
0.000658231034
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
0.07000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.953% 02/28/2022
60687YAH2
5000000.00000000
PA
USD
5129872.35000000
0.125698260924
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
0.02953000
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
6613627.42000000
0.162055000276
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
0.01850000
N
N
N
N
N
N
JPMBB COML MTG SECS TR13-C17
N/A
JPMBB 2013-C17 ASB 3.705% 01/47
46640UAE2
514163.41000000
PA
USD
539283.69000000
0.013214173248
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
0.03705000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025
06738EBH7
4000000.00000000
PA
USD
4355639.48000000
0.106727082176
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
0.03932000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.85% 04/09/2025
718546AV6
7000000.00000000
PA
USD
7717011.47000000
0.189091434471
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
0.03850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #400382
31378JXK8
1072.66080000
PA
USD
1204.13000000
0.000029505031
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
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
3451074.63000000
0.084562353547
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
0.03814000
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
1139345.12000000
0.027917595293
Long
ABS-CBDO
CORP
GB
N
2
2058-07-15
Variable
0.00791250
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
2008304.19000000
0.049209868563
Long
DBT
CORP
US
N
2
2023-01-13
Variable
0.02324500
N
N
N
N
N
N
BENCHMARK 2019-B14 MTG TR
N/A
BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061
08162YAK8
24820320.98000000
PA
USD
1205110.97000000
0.029529068720
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.00787014
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 2.25% 11/01/2022
233331BE6
5500000.00000000
PA
USD
5664728.74000000
0.138803951179
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.02250000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP 3.3% 07/15/2025 144A
00130HCB9
4133000.00000000
PA
USD
4431253.15000000
0.108579858653
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03300000
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
3088176.36000000
0.075670186584
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
0.04179000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 2.95% 09/01/2029
65473PAH8
3000000.00000000
PA
USD
3176168.49000000
0.077826274877
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02950000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP 1.591% 04/03/2028 144A
62954WAD7
10000000.00000000
PA
USD
9933681.00000000
0.243406919527
Long
DBT
CORP
JP
N
2
2028-04-03
Fixed
0.01591000
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
ENERGY TRANSFER OPERATING MLP 4.5% 04/15/2024
29278NAH6
570000.00000000
PA
USD
624958.13000000
0.015313470732
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025
86562MCA6
10000000.00000000
PA
USD
10156234.90000000
0.248860201067
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
0.01474000
N
N
N
N
N
N
BECTON DICKINSON and CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON and CO 2.894% 06/06/2022
075887BT5
3022000.00000000
PA
USD
3109089.75000000
0.076182631451
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
0.02894000
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
1375652.82830000
PA
USD
1404968.13000000
0.034426207622
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
0.02838000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 2.75% 3/15/22
30040WAC2
3489000.00000000
PA
USD
3568622.36000000
0.087442648460
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02750000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 0.95% 01/08/2024 144A
04685A2S9
8877000.00000000
PA
USD
8894281.03000000
0.217938299701
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.00950000
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
3263361.27000000
0.079962776541
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
0.03900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404745
31378PTA1
1740.16530000
PA
USD
1987.60000000
0.000048702549
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO 3% 07/15/2026
60871RAG5
10575000.00000000
PA
USD
11391996.37000000
0.279140304957
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/26 #348509
31375YDN4
13.33750000
PA
USD
15.00000000
0.000000367547
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
0.07500000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
AMER AIRLINE 19-1B PTT 3.85% 08/15/2029
02379DAA8
5063971.16000000
PA
USD
4592127.54000000
0.112521795151
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03850000
N
N
N
N
N
N
NATIONSTAR HECM LOAN TRUST
N/A
NATIONSTAR HECM LOAN TRUST 2.2722% 11/25/2029 144A
63862UAA6
797000.36000000
PA
USD
798573.88000000
0.019567611255
Long
ABS-CBDO
CORP
US
N
2
2029-11-25
Fixed
0.02272200
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
MARATHON OIL CP 2.8% 11/01/22
565849AK2
2375000.00000000
PA
USD
2442782.83000000
0.059855983267
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.02800000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC 1.9% 04/15/2027
92826CAL6
1132000.00000000
PA
USD
1172771.61000000
0.028736651086
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.01900000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 2.65% 05/11/2022
031162CP3
1600000.00000000
PA
USD
1636186.85000000
0.040091804934
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
0.02650000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.75% 01/15/2025
15135BAP6
2090000.00000000
PA
USD
2142250.00000000
0.052491968823
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/31 #668480
31391JUD0
14820.91960000
PA
USD
17399.03000000
0.000426331819
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.07000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE 3.125% 7/15/23
053332AP7
3247000.00000000
PA
USD
3430432.45000000
0.084056554191
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 3.7% 03/09/2023
126650CV0
2249000.00000000
PA
USD
2392870.24000000
0.058632965357
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.03700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.4% 06/10/2025
172967JT9
3018000.00000000
PA
USD
3389705.30000000
0.083058608906
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
0.04400000
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
15078563.40000000
0.369472974629
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% 9/27 #398754
31378G5P4
1728.24160000
PA
USD
1957.69000000
0.000047969659
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.49% 01/23/2027
71654QDB5
6035000.00000000
PA
USD
6314118.75000000
0.154716081024
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
0.06490000
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
2752649.06000000
0.067448695829
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
0.02438000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIP 2.5% 8/1/22
893526DM2
5142000.00000000
PA
USD
5292995.65000000
0.129695302903
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
0.02500000
N
N
N
N
N
N
NUTRITION and BIOSCIENCES
N/A
NUTRITION and BIOSCIENCES 1.23% 10/01/2025 144A
67079BAB6
7000000.00000000
PA
USD
6969542.79000000
0.170776063880
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.01230000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 3.5% 04/15/2024
92277GAP2
2140000.00000000
PA
USD
2316118.30000000
0.056752297628
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03500000
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
3347755.40000000
0.082030702339
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.00904000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.35% 03/09/2021
126650DC1
6325000.00000000
PA
USD
6328542.00000000
0.155069496727
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
0.03350000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026
00774MAS4
7095000.00000000
PA
USD
6936371.27000000
0.169963255668
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
0.01750000
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
2787323.56000000
0.068298331853
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
0.02190000
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
2521965.94000000
PA
USD
2647392.39000000
0.064869571151
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
0.03365000
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
3923368.26000000
PA
USD
3758254.48000000
0.092089241216
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.03500000
N
N
N
N
N
N
BX 2021-MFM1
N/A
BX 2021-MFM1 A 1ML+0 01/15/2034 144A
05608VAA4
2100000.00000000
PA
USD
2110083.99000000
0.051703798818
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.00812250
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
959366.73000000
PA
USD
961626.04000000
0.023562910076
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.00952380
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HLDGS FDG LTD 3.625% 05/01/2022 144A
05401AAE1
719000.00000000
PA
USD
732426.53000000
0.017946789860
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
0.03625000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106%/VAR 04/08/2026
172967MQ1
10000000.00000000
PA
USD
10752232.70000000
0.263464051195
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
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
3969217.17000000
0.097258501081
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.02650000
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
3491858.00900000
PA
USD
3479929.47000000
0.085269389309
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
0.00899500
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/28/2023
28414HAE3
552000.00000000
PA
USD
593400.00000000
0.014540195728
Long
DBT
CORP
US
N
2
2023-08-28
Variable
0.05272000
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
8067973.76000000
0.197691131791
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
0.01412000
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 0.7% 09/15/2025
34528QHK3
12656000.00000000
PA
USD
12727517.79000000
0.311864846323
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
0.00700000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 1.75% 03/01/2026
55336VBR0
15044000.00000000
PA
USD
15159825.26000000
0.371464149805
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 2.312%/VAR 11/04/2022
17308CC46
5000000.00000000
PA
USD
5061040.20000000
0.124011653352
Long
DBT
CORP
US
N
2
2022-11-04
Variable
0.02312000
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
4065957.40000000
0.099628945771
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.01125000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL 4.25% 08/15/2024
87165BAD5
2551000.00000000
PA
USD
2800807.62000000
0.068628734400
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
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
6716158.03000000
0.164567327775
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03875000
N
N
N
N
N
N
7 ELEVEN INC
549300K23JPL0SS3LB18
7 ELEVEN INC 0.95% 02/10/2026 144A
817826AC4
7891000.00000000
PA
USD
7770961.40000000
0.190413380109
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
0.00950000
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
10409663.57000000
0.255070013108
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
0.04083801
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.087% 01/09/2023
345397A29
12000000.00000000
PA
USD
12176400.00000000
0.298360699818
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
0.03087000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 06/30/2025
912828XZ8
34406000.00000000
PA
USD
37603338.91000000
0.921401934289
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.02750000
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
7840152.80000000
0.192108790454
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.01100000
N
N
N
N
N
N
ZIONS BANCORP NA
YYQWUR1Z2BCX32HQS333
ZIONS BANCORP NA 3.35% 03/04/2022
98971DAA8
1971000.00000000
PA
USD
2021064.98000000
0.049522548685
Long
DBT
CORP
US
N
2
2022-03-04
Fixed
0.03350000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BK NEW CASTLE DEL 3.2% 08/09/2021
25466AAF8
2000000.00000000
PA
USD
2020156.88000000
0.049500297334
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
0.03200000
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
1404311.98000000
0.034410129850
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
0.03314000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 2.875% 04/06/2025
29446MAD4
7000000.00000000
PA
USD
7512431.64000000
0.184078575067
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
0.02875000
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
1826510.23000000
0.044755335768
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
0.03300000
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
177770.32000000
PA
USD
178358.70000000
0.004370357950
Long
ABS-CBDO
CORP
US
N
2
2026-02-17
Fixed
0.02480000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.75% 07/15/2023
125523AF7
4703000.00000000
PA
USD
5060443.52000000
0.123997032786
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03750000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.45% 03/15/2022
00287YCS6
5000000.00000000
PA
USD
5132513.55000000
0.125762978762
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03450000
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2020
N/A
MARLETTE FUNDING TRUST 2020 2.24% 03/15/2030 144A
57109JAA6
350634.54000000
PA
USD
352404.89000000
0.008635045629
Long
ABS-CBDO
CORP
US
N
2
2030-03-15
Fixed
0.02240000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC 2.35% 05/06/2025
02209SBH5
1003000.00000000
PA
USD
1048202.68000000
0.025684314342
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
0.02350000
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
5624190.78000000
0.137810641653
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
0.04150000
N
N
N
N
N
N
CHEVRON CORP NEW
N/A
CHEVRON CORP NEW 1.554% 05/11/2025
166764BW9
7110000.00000000
PA
USD
7287843.14000000
0.178575439326
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
0.01554000
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
246089.36000000
PA
USD
246637.11000000
0.006043397124
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.03820000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#FM2870
3140X6FL0
16739466.04200000
PA
USD
17879052.06000000
0.438093893491
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
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
4514720.62000000
0.110625078320
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
0.01200000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GRP 2.35% 1/30/22
828807DA2
1046000.00000000
PA
USD
1059696.00000000
0.025965937399
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
0.02350000
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
2923636.20000000
PA
USD
2932474.94000000
0.071855004377
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
0.01020000
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
4081784.88000000
0.100016769595
Long
DBT
CORP
US
N
2
2022-01-06
Variable
0.00457250
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
862881.25000000
0.021143347262
Long
DBT
CORP
US
N
2
2024-06-19
Variable
0.03929000
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
5030960.60000000
0.123274607057
Long
DBT
CORP
US
N
2
2022-05-27
Variable
0.02897000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.85% 04/15/2025
91913YAY6
9963000.00000000
PA
USD
10513304.51000000
0.257609547239
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #646311
31390HAL9
233.42590000
PA
USD
279.03000000
0.000006837126
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
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
686944.28000000
0.016832329433
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.03500000
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
1754290.57000000
0.042985723378
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.02937000
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
2069182.23000000
PA
USD
2098169.82000000
0.051411863591
Long
ABS-CBDO
CORP
US
N
2
2023-03-15
Fixed
0.03000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA 1.75% 01/22/2026
29446MAJ1
1120000.00000000
PA
USD
1154687.33000000
0.028293528452
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #657322
31390VG73
13490.61270000
PA
USD
15945.92000000
0.000390725982
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
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
4973104.67000000
PA
USD
5271746.07000000
0.129174620307
Long
ABS-CBDO
USGSE
US
N
2
2048-10-25
Fixed
0.03000000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 0.87% 08/16/2032 144A
165183CJ1
4593616.10000000
PA
USD
4630212.98000000
0.113455010103
Long
ABS-CBDO
CORP
US
N
2
2032-08-16
Fixed
0.00870000
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
3992578.59000000
PA
USD
4024474.50000000
0.098612482196
Long
ABS-CBDO
CORP
US
N
2
2022-04-20
Fixed
0.02130000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.2% 08/15/2026
674599CR4
277000.00000000
PA
USD
265282.90000000
0.006500278546
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA SOFR 1.652%/VAR 10/06/2026 144A
05583JAH5
20000000.00000000
PA
USD
20156274.20000000
0.493893110939
Long
DBT
CORP
FR
N
2
2026-10-06
Variable
0.01652000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 3.875% 03/28/2024
83368RAT9
6015000.00000000
PA
USD
6541228.77000000
0.160281002060
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
0.03875000
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
628887.77000000
PA
USD
634220.17000000
0.015540420301
Long
ABS-CBDO
CORP
US
N
2
2029-12-17
Fixed
0.02390000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 2/28 #462544
36208VZH1
21.50550000
PA
USD
24.24000000
0.000000593957
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07500000
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
5178515.84000000
0.126890181830
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.03520000
N
N
N
N
N
N
MCDONALDS CORP
UE2136O97NLB5BYP9H04
MCDONALDS CORP 3.3% 07/01/2025
58013MFN9
1040000.00000000
PA
USD
1135906.41000000
0.027833335913
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03300000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPE 3.95% 2/15/23
105340AM5
3334000.00000000
PA
USD
3497188.10000000
0.085692280880
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03950000
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
3242020.95000000
0.079439870525
Long
DBT
CORP
US
N
2
2022-01-06
Fixed
0.02850000
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
7924055.20000000
PA
USD
7943763.12000000
0.194647574297
Long
ABS-CBDO
CORP
US
N
2
2030-06-25
Fixed
0.01706300
N
N
N
N
N
N
CENOVUS ENERGY INC
549300DK79J32SE1QE52
CENOVUS ENERGY 3.8% 9/15/23
15135UAJ8
4723000.00000000
PA
USD
4990235.84000000
0.122276720334
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.03800000
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
942237.81000000
0.023087836502
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
0.03500000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HLDGS FDG LTD 2.875% 02/15/2025 144A
05401AAH4
7180000.00000000
PA
USD
7222874.72000000
0.176983505482
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
0.02875000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK 1.912%/VAR 02/12/2024
33616CHQ6
2692000.00000000
PA
USD
2764958.10000000
0.067750306632
Long
DBT
CORP
US
N
2
2024-02-12
Variable
0.01912000
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
7278772.41000000
0.178353177463
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
0.03300000
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
4737550.10000000
0.116085112451
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Variable
0.00902250
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
5286094.95000000
0.129526213707
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2014-C15
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 3.654% 04/15/2047
61763KAY0
1113603.80400000
PA
USD
1165945.30000000
0.028569384683
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
0.03654000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
25470DBJ7
1664000.00000000
PA
USD
1830215.96000000
0.044846137991
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03625000
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
5504724.45000000
0.134883334910
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03200000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC
5493000HT7H4OFOD6Z12
CHESAPEAKE FUNDING II LLC 2.94% 04/15/2031 144A
165183BY9
2707578.57100000
PA
USD
2745205.52000000
0.067266305319
Long
ABS-CBDO
CORP
US
N
2
2031-04-15
Fixed
0.02940000
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
1530962.63000000
0.037513475385
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
0.03198000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC 3.125% 1/23 144A
628530AV9
5791000.00000000
PA
USD
6056726.00000000
0.148409136359
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03125000
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
2490813.03000000
PA
USD
2639896.91000000
0.064685907946
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
0.03368000
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
4026983.60000000
0.098673963162
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
0.01940000
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
18012820.05000000
0.441371636593
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
0.03500000
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
4502700.00000000
0.110330534728
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
0.03336000
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
10037780.10000000
0.245957680041
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
0.00550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/33 #555279
31385W2L2
400.17030000
PA
USD
475.57000000
0.000011652984
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #642643
31390C5C6
34800.73450000
PA
USD
41590.26000000
0.001019094237
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 0.508% 01/12/2024
86562MCC2
989000.00000000
PA
USD
988775.79000000
0.024228165686
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.00508000
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
2847474.70000000
0.069772226947
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Variable
0.05244242
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
5095449.87000000
0.124854800195
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888034
31410FSX4
9082.74950000
PA
USD
10564.99000000
0.000258876006
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP VAR 06/01/2022
30161NAW1
10287000.00000000
PA
USD
10659464.60000000
0.261190936380
Long
DBT
CORP
US
N
2
2022-06-01
Variable
0.03497000
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
4245679.97000000
0.104032722894
Long
DBT
CORP
US
N
2
2022-09-21
Fixed
0.02450000
N
N
N
N
N
N
MCCORMICK and CO INC
549300JQQA6MQ4OJP259
MCCORMICK and CO INC 0.9% 02/15/2026
579780AR8
15000000.00000000
PA
USD
14754304.80000000
0.361527603023
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.00900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/32 #703756
31401BZV0
218.78540000
PA
USD
240.52000000
0.000005893508
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.07000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC 0.875% 04/15/2026
778296AF0
7357000.00000000
PA
USD
7233632.38000000
0.177247102519
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00875000
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
5079728.40000000
0.124469573955
Long
DBT
CORP
GB
N
2
2022-04-21
Fixed
0.01750000
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
1241809.69000000
0.030428304601
Long
ABS-CBDO
CORP
US
N
2
2050-07-15
Fixed
0.01884000
N
N
N
N
N
N
MEXICO UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030
91087BAH3
3525000.00000000
PA
USD
3575671.88000000
0.087615384221
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
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
537438.85000000
PA
USD
539828.25000000
0.013227516708
Long
ABS-CBDO
CORP
US
N
2
2023-10-22
Fixed
0.03370000
N
N
N
N
N
N
CARMAX AUTO OWNER TR 2020-4
N/A
CARMAX AUTO OWNER TR 2020-4 0.5% 08/15/2025
14316HAC6
5979000.00000000
PA
USD
5993897.87000000
0.146869646458
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00500000
N
N
N
N
N
N
IMPERIAL TOBACCO FINANCE
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE 4.25% 07/21/2025 144A
453140AF2
13000000.00000000
PA
USD
14473736.55000000
0.354652784570
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
0.04250000
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
5207093.00000000
0.127590413545
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #313853
31374GTJ6
99.97020000
PA
USD
113.24000000
0.000002774741
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
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
3754854.83000000
0.092005938930
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
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
7986739.84000000
0.195700641234
Long
DBT
CORP
US
N
2
2027-07-06
Fixed
0.01400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 3/35 #816100
31406PUZ0
2798.95880000
PA
USD
3105.53000000
0.000076095406
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.04500000
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5
N/A
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2020-5 A1 1ML+100 08/10/2023 144A
61916BBA7
7218000.00000000
PA
USD
7198641.32000000
0.176389709764
Long
ABS-CBDO
CORP
US
N
2
2023-08-10
Variable
0.01120500
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
250783.26000000
PA
USD
250822.98000000
0.006145964311
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
0.03062000
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
7579048.12000000
0.185710891646
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
0.03337000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTL INC 0.483% 08/19/2022
438516CC8
8856000.00000000
PA
USD
8867001.99000000
0.217269876073
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.00483000
N
N
N
N
N
N
2021-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer