0001752724-21-225983.txt : 20211026
0001752724-21-225983.hdr.sgml : 20211026
20211026093129
ACCESSION NUMBER: 0001752724-21-225983
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211026
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: 211346448
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
2021-08-31
N
4073172469.49
5978539.27
4067193930.22
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 5.2% 03/20/2023
37045XCW4
2909000.00000000
PA
USD
3106396.68000000
0.076376900961
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
2965421.83000000
0.072910755692
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.04000000
N
N
N
N
N
N
CENT CLO 21 LTD/CENT CLO 21 CORP
N/A
CENT CLO 21 LTD/CORP 3ML+97 07/27/2030 144A
15137EBN2
10010000.00000000
PA
USD
10011721.72000000
0.246157962756
Long
ABS-CBDO
CORP
KY
N
2
2030-07-27
Variable
0.01098880
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
12982947.75000000
0.319211426176
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
2865566.06000000
0.070455604260
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
0.04247500
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TR 2021-A
N/A
SANTANDER RETAIL AUTO LEASE TR 2021-A 0.51% 07/22/2024 144A
80286TAC7
5349000.00000000
PA
USD
5363178.59000000
0.131864343869
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
0.00510000
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
8011309.12000000
0.196973865949
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00627000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG 4.5% 04/01/2025
251525AP6
1848000.00000000
PA
USD
1991219.67000000
0.048958070457
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
0.04500000
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
7422984.53200000
PA
USD
7727257.12000000
0.189989886210
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
1840772.07000000
0.045259018910
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
1397919.73000000
0.034370619006
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
5022346.75000000
0.123484319562
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
624720.00000000
0.015359975715
Long
DBT
CORP
US
N
2
2023-03-15
Variable
0.04750000
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
1300092.35000000
0.031965339551
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
4968787.47000000
0.122167458824
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
1922939.08000000
PA
USD
1953187.30000000
0.048022969484
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Fixed
0.03390000
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
14926797.75000000
0.367004819688
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
16462541.76000000
0.404764120974
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
0.04464000
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
3231020.82000000
0.079441031714
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.03300000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 3.5% 04/15/2025
87264ABB0
6000000.00000000
PA
USD
6476100.00000000
0.159227715990
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
12588000.00000000
PA
USD
12580556.46000000
0.309317841141
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
2879.03250000
PA
USD
3260.80000000
0.000080173211
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
5941117.06000000
PA
USD
5950650.77000000
0.146308508325
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.01016000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #405001
31378P3J0
1764.37620000
PA
USD
1981.30000000
0.000048714175
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
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
3605055.20000000
0.088637406080
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
1931257.83000000
0.047483790129
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.02300000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 0.7% 02/15/2024
00914AAL6
3555000.00000000
PA
USD
3539093.76000000
0.087015613730
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
6155.79190000
PA
USD
6964.86000000
0.000171244846
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
5701960.94000000
0.140193977416
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
0.03400000
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
1200316.02000000
PA
USD
1202819.40000000
0.029573691853
Long
ABS-CBDO
CORP
US
N
2
2030-02-20
Fixed
0.01730000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
12000000.00000000
PA
USD
12631554.36000000
0.310571725290
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
CEDAR FUNDING LT
N/A
CEDAR FUNDING LT 3ML+110 07/15/2033 144A
15034AAA3
11007000.00000000
PA
USD
11012745.65000000
0.270770114210
Long
ABS-CBDO
CORP
KY
N
2
2033-07-15
Variable
0.01187780
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE 3.125% 07/26/2024 144A
45262BAA1
8250000.00000000
PA
USD
8698725.26000000
0.213875350161
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
9823.81950000
PA
USD
10837.48000000
0.000266460861
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
5721946.97000000
0.140685373458
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.02100000
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
3832138.54000000
0.094220698735
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
7107828.70000000
0.174760014446
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
10016632.80000000
0.246278711363
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
5686595.33000000
0.139816183530
Long
ABS-MBS
CORP
US
N
2
2046-02-10
Fixed
0.02943000
N
N
N
N
N
N
SILVERSTONE MASTER ISSUER PLC
549300P6OXWKM20QS303
SILVERSTONE MASTER ISSUER PLC STEP 01/21/2070 144A
82846GAV2
3385250.07500000
PA
USD
3386976.55000000
0.083275511522
Long
ABS-CBDO
CORP
GB
N
2
2070-01-21
Variable
0.00704250
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC 1.95% 02/15/2028 144A
11135FBE0
15000000.00000000
PA
USD
14992931.55000000
0.368630849849
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
377198.27240000
PA
USD
382342.80000000
0.009400653289
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
8408504.75000000
0.206739705415
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.03600000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
961214EF6
1710000.00000000
PA
USD
1888158.01000000
0.046424095885
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
0.04110000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS TSB BANK T1Y 0.695%/VAR 05/11/2024
53944YAN3
5000000.00000000
PA
USD
5018236.00000000
0.123383248649
Long
DBT
CORP
GB
N
2
2024-05-11
Variable
0.00695000
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
10311636.60000000
0.253531962746
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
4182084.54000000
0.102824812678
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.00500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 06/30/2026
91282CCJ8
140000000.00000000
PA
USD
140776563.20000000
3.461269996348
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.00875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #250990
31371FXT4
28.60950000
PA
USD
32.05000000
0.000000788012
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
6317666.30000000
0.155332310393
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
10025128.30000000
0.246487590019
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.00550000
N
N
N
N
N
N
BX TRUST
N/A
BX TRUST 0.8% 06/15/2023 144A
05608WAA2
4342000.00000000
PA
USD
4348956.75000000
0.106927695718
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
0.00766000
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
6358899.46000000
0.156346109113
Long
DBT
CORP
US
N
2
2024-03-15
Variable
0.04400000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
SYNCHRONY BANK 3% 06/15/2022
87166FAA1
2328000.00000000
PA
USD
2372316.25000000
0.058328082965
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
288.92910000
PA
USD
336.18000000
0.000008265649
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A
05608KAA8
4000000.00000000
PA
USD
4002513.60000000
0.098409706266
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Variable
0.00748330
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 0.898% 05/28/2024
251526CJ6
2899000.00000000
PA
USD
2900147.11000000
0.071305847711
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.00898000
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TR 2021-2
N/A
EXETER AUTOMOBILE RECEIVABLES TR 2021-2 0.3% 10/15/2024
30165XAC9
3534000.00000000
PA
USD
3535645.08000000
0.086930821117
Long
ABS-CBDO
CORP
US
N
2
2024-10-15
Fixed
0.00300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 1.95% 02/01/2024
097023CZ6
10390000.00000000
PA
USD
10653321.46000000
0.261932960236
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
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
204581.06000000
0.005030029634
Long
ABS-CBDO
CORP
KY
N
2
2042-04-06
Variable
0.00697880
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
3273387.08000000
0.080482689937
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
0.02250000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 3.05% 06/05/2023
02005NBK5
8326000.00000000
PA
USD
8657487.62000000
0.212861441291
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
3426591.62000000
0.084249526302
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
7358682.03000000
0.180927739278
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
3704629.19000000
PA
USD
3702669.44000000
0.091037445067
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
10029527.40000000
0.246595750585
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
3350008.77000000
PA
USD
3488821.41000000
0.085779568662
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 VAR 06/25/2066 144A
00970LAA7
4261910.56000000
PA
USD
4256741.29000000
0.104660396406
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
6119159.99000000
0.150451640491
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
2758116.82000000
0.067813752363
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
6394680.00000000
0.157225844395
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
5464433.01700000
PA
USD
6008621.69000000
0.147733837950
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
10077521.80000000
0.247775787751
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.01200000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV SOFR 1.726%/VAR 04/01/2027
456837AV5
4192000.00000000
PA
USD
4255064.24000000
0.104619162818
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
0.01726000
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
6311327.51000000
0.155176458715
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
10210916.70000000
0.251055564971
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
2410085.78000000
0.059256721497
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
1166246.41000000
PA
USD
1166703.35000000
0.028685707394
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Fixed
0.03721000
N
N
N
N
N
N
VORNADO REALTY L P
549300BMOJ05INE4YK86
VORNADO REALTY LP 2.15% 06/01/2026
929043AK3
1017000.00000000
PA
USD
1041074.80000000
0.025596881237
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02150000
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST 2021-1
N/A
DELL EQUIPMENT FINANCE TRUST 2021-1 0.43% 05/22/2026 144A
24703QAC6
3966000.00000000
PA
USD
3974263.16000000
0.097715113372
Long
ABS-CBDO
CORP
US
N
2
2026-05-22
Fixed
0.00430000
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
4017778.16000000
0.098785015638
Long
DBT
CORP
US
N
2
2021-10-14
Fixed
0.04250000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024 144A
595017AX2
5060000.00000000
PA
USD
5055983.27000000
0.124311339875
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00983000
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
6070309.44000000
0.149250553185
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
225242.77000000
PA
USD
224834.18000000
0.005527992612
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
4001412.00000000
0.098382621253
Long
DBT
CORP
US
N
2
2023-04-05
Variable
0.00594750
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
5106088.73000000
PA
USD
5218644.80000000
0.128310695027
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
6330690.38100000
PA
USD
6318561.41000000
0.155354318441
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
1161.30670000
PA
USD
1386.71000000
0.000034095005
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
16345.94740000
PA
USD
19386.90000000
0.000476665247
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.07000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK 3.35% 02/06/2023
25466AAK7
7557000.00000000
PA
USD
7853497.91000000
0.193093765498
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
0.03350000
N
N
N
N
N
N
VCAT 2021-NPL3
N/A
VCAT 2021-NPL3 VAR 05/25/2051 144A
91824MAA2
10652888.71000000
PA
USD
10649412.67000000
0.261836854910
Long
ABS-CBDO
CORP
US
N
2
2051-05-25
Variable
0.01743000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026
06051GJD2
16000000.00000000
PA
USD
16053226.72000000
0.394700301864
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
2481076.44000000
0.061002167159
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Variable
0.01096000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/31 #606360
31388JTR6
3686.00360000
PA
USD
4346.46000000
0.000106866308
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
6125496.95000000
0.150607447175
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
2902541.56000000
PA
USD
3022077.80000000
0.074303754673
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
402135.87000000
0.009887305028
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
4625153.19000000
PA
USD
4681806.69000000
0.115111469242
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
5393750.00000000
0.132616002397
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
3890254.54000000
0.095649595439
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
DELL INTL/EMC CORP 5.45% 06/15/2023
24703TAA4
17591000.00000000
PA
USD
18958228.64000000
0.466125514673
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05450000
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
4027037.02000000
0.099012663007
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
8304112.88000000
0.204173025001
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
0.01250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2034#SB0179
3132CWFU3
7284542.66800000
PA
USD
7675488.78000000
0.188717059271
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
4232897.15000000
0.104074141106
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
5990209.65000000
0.147281141562
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
5353404.50000000
0.131624028552
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
8727968.04000000
0.214594341694
Long
ABS-CBDO
CORP
US
N
2
2024-04-22
Fixed
0.00570000
N
N
N
N
N
N
SYMPHONY CLO XXI LTD
N/A
SYMPHONY CLO XXI LTD 21A AR 3ML+106 07/15/2032 144A
87166RDE4
7582000.00000000
PA
USD
7584638.54000000
0.186483326591
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
0.01186130
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
10000000.00000000
PA
USD
9978130.30000000
0.245332051315
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #313711
31374GN45
17.74530000
PA
USD
19.95000000
0.000000490510
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
7355940.73000000
0.180860339000
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
0.01323000
N
N
N
N
N
N
ILLINOIS ST
N/A
IL ST 4.95% 06/01/23
452151LE1
1346545.46000000
PA
USD
1427563.73000000
0.035099475326
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
119.40160000
PA
USD
136.47000000
0.000003355384
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.625% 04/15/2026
87264ABU8
10100000.00000000
PA
USD
10377750.00000000
0.255157491333
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.02625000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST 21-3
N/A
UPSTART SECURITIZATION TRUST 21-3 0.83% 07/20/2031 144A
91679LAA0
7809000.00000000
PA
USD
7814420.23000000
0.192132963514
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Fixed
0.00830000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP 4.5% 05/01/2023
56585ABG6
5640000.00000000
PA
USD
5975759.18000000
0.146925848202
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
4999047.12100000
PA
USD
5163206.83000000
0.126947642983
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
7216173.58000000
0.177423887422
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
1178972.01000000
PA
USD
1231800.21000000
0.030286242336
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
1596135.80000000
0.039244152784
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
0.02625000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
ENEL FINANCE AMERICA LLC YCP .0037 07/11/2022
29279HGB5
10000000.00000000
PA
USD
9975839.00000000
0.245275715177
Long
DBT
CORP
US
N
2
2022-07-11
Fixed
0.00370000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS INC 3.125% 06/15/2023
92277GAH0
591000.00000000
PA
USD
615767.42000000
0.015139858845
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
13538729.41300000
PA
USD
14365551.80000000
0.353205478923
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.03000000
N
N
N
N
N
N
PRPM 2021-RPL1 LLC
N/A
PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A
69360GAA1
1534256.39000000
PA
USD
1536674.84000000
0.037782187581
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Fixed
0.01319000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 0.65% 03/11/2024 144A
82620KAX1
6309000.00000000
PA
USD
6345270.57000000
0.156011015920
Long
DBT
CORP
NL
N
2
2024-03-11
Fixed
0.00650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/27 #357002
31376JRX9
2197.88010000
PA
USD
2471.60000000
0.000060769170
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
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
426442.20000000
0.010484924184
Long
DBT
CORP
US
N
2
2067-05-15
Variable
0.02237250
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
3158770.91000000
0.077664624903
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.03743000
N
N
N
N
N
N
COMM 2013-CCRE13 MTG TR
N/A
COMM 2013-CCRE13 MTG TR 4.449% 11/10/2046
12630BBC1
2731000.00000000
PA
USD
2929349.80000000
0.072023853552
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
0.04449000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 1.6% 01/15/2026
337932AN7
606000.00000000
PA
USD
599940.00000000
0.014750710447
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
11328468.80000000
0.278532791756
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
8880233.68000000
0.218338093347
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
1430020.85000000
PA
USD
1487192.94000000
0.036565577287
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
10380050.80000000
0.255214061047
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
5051245.55000000
0.124194853667
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 1.4% 08/15/2026
928563AJ4
2882000.00000000
PA
USD
2878388.74000000
0.070770875187
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.01400000
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
406495.09000000
PA
USD
422591.69000000
0.010390251786
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
5824.04010000
PA
USD
6797.84000000
0.000167138329
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
38259.05970000
PA
USD
44534.03000000
0.001094957131
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A
00084DAU4
8114000.00000000
PA
USD
8107250.86000000
0.199332783218
Long
DBT
CORP
NL
N
2
2027-06-16
Variable
0.01542000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
DISCOVER FIN SV 5.2% 4/22
254709AG3
3239000.00000000
PA
USD
3341147.99000000
0.082148725812
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
11967159.12000000
0.294236255396
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
487698.33000000
0.011991027188
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
0.01650000
N
N
N
N
N
N
LIFE 2021-BMR MTG TR
N/A
LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A
53218CAA8
4067000.00000000
PA
USD
4070827.86000000
0.100089347344
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
0.00796000
N
N
N
N
N
N
MADISON PARK FUNDING XXIII LTD
N/A
MADISON PARK FUNDING XXIII LTD 3ML+97 07/27/2031 144A
55820TAJ7
7645000.00000000
PA
USD
7647194.12000000
0.188021379142
Long
ABS-CBDO
CORP
KY
N
2
2031-07-27
Variable
0.01098880
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
4693107.01000000
0.115389309939
Long
DBT
CORP
US
N
2
2023-01-27
Variable
0.02014000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 3.95% 06/15/2025 144A
05530QAK6
5000000.00000000
PA
USD
5466659.40000000
0.134408624073
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
6825099.79000000
0.167808565490
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
717659.96000000
0.017645088292
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
947938.90000000
0.023306951088
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.03200000
N
N
N
N
N
N
INTERNATIONAL FLAVORS and FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS and FRAGRANCES INC 0.697% 09/15/2022 144A
459506AM3
1352000.00000000
PA
USD
1355629.04000000
0.033330818821
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.00697000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.791%/VAR 01/22/2025
61747YEB7
11500000.00000000
PA
USD
11521902.10000000
0.283288731682
Long
DBT
CORP
US
N
2
2025-01-22
Variable
0.00791000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT DEC21 FVZ1
N/A
400.00000000
NC
USD
-644.00000000
-0.00001583401
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-12-31
49488144.00000000
USD
-644.00000000
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
22995225.00000000
0.565383047735
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
7174193.94000000
0.176391735016
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
0.01167000
N
N
N
N
N
N
VCAT 2021-NPL2 LLC
N/A
VCAT 2021-NPL2 A1 LLC 2.115% 03/27/2051 144A
91822YAA8
8652260.87000000
PA
USD
8678966.94000000
0.213389552819
Long
ABS-CBDO
CORP
US
N
2
2051-03-27
Fixed
0.02115000
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
10149982.07000000
0.249557366679
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
1961067.21000000
PA
USD
1986234.76000000
0.048835506594
Long
ABS-CBDO
CORP
US
N
2
2024-03-15
Fixed
0.03050000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 1.447%/VAR 04/01/2025
251526CG2
6811000.00000000
PA
USD
6859108.00000000
0.168644724536
Long
DBT
CORP
US
N
2
2025-04-01
Variable
0.01447000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 2.9% 10/28/2024
247361ZU5
5500000.00000000
PA
USD
5605331.60000000
0.137818154141
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
6822360.00000000
0.167741202338
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
2785079.51000000
PA
USD
2785519.00000000
0.068487489108
Long
ABS-CBDO
CORP
US
N
2
2031-02-25
Fixed
0.00800600
N
N
N
N
N
N
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC
N/A
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+100 01/22/2031 144A
55817AAN4
8045000.00000000
PA
USD
8045096.54000000
0.197804596437
Long
ABS-CBDO
CORP
KY
N
2
2031-01-22
Variable
0.01138250
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP 2.4% 08/08/2026
594918BR4
10000000.00000000
PA
USD
10686855.30000000
0.262757455959
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
17262784.82000000
0.424439677973
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
2912211.90000000
0.071602484414
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
9374253.53000000
0.230484547597
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
5196721.15000000
0.127771658769
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
PRPM 2021-2
N/A
PRPM 2021-2 2.115% 03/25/2026 144A
69359UAA3
4295960.42000000
PA
USD
4306413.78000000
0.105881692731
Long
ABS-CBDO
CORP
US
N
2
2026-03-25
Fixed
0.02115000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SOFR+40 02/17/2023
29250NBD6
4012000.00000000
PA
USD
4020866.52000000
0.098860949071
Long
DBT
CORP
CA
N
2
2023-02-17
Variable
0.00450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/28 #251968
31371GZ94
289.13920000
PA
USD
329.09000000
0.000008091327
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
99.03150000
PA
USD
109.22000000
0.000002685389
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.07500000
N
N
N
N
N
N
MSC 2021-L6
N/A
MSC 2021-L6 XA 1.35631% 06/15/2054
61692CBK3
7159588.04000000
PA
USD
628570.30000000
0.015454642950
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Fixed
0.01356311
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
928804.90000000
PA
USD
965610.56000000
0.023741443770
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
0.03477000
N
N
N
N
N
N
BAYER US FIN LLC
54930093Q75GSEM74I71
BAYER US FIN LLC 3.375% 10/08/2024 144A
07274EAG8
7000000.00000000
PA
USD
7488567.38000000
0.184121227275
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
0.03375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
115000000.00000000
PA
USD
115143750.00000000
2.831036630549
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW FRN SOFR+25 06/10/2023
26441CBK0
7327000.00000000
PA
USD
7334641.84000000
0.180336663700
Long
DBT
CORP
US
N
2
2023-06-10
Variable
0.00299000
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
14868075.75000000
0.365561023277
Long
DBT
CORP
US
N
2
2026-11-19
Variable
0.01045000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027
606822BY9
10000000.00000000
PA
USD
10063791.20000000
0.247438193817
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
0.01538000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #468064
36209C5Z5
861.97660000
PA
USD
971.56000000
0.000023887722
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING MLP 2.9% 05/15/2025
29278NAP8
7150000.00000000
PA
USD
7505083.87000000
0.184527317820
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
4288263.79000000
PA
USD
4295080.41000000
0.105603039434
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
5286330.39000000
0.129974879012
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
593411.34000000
0.014590190440
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.03625000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
06051GJK6
13673000.00000000
PA
USD
13615850.00000000
0.334772578677
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
5081885.20000000
0.124948190009
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.02625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024
674599CW3
6061000.00000000
PA
USD
6212525.00000000
0.152747203762
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
1707081.07000000
PA
USD
1707816.82000000
0.041990051354
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
5872274.63000000
0.144381476043
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
6888366.33000000
0.169364098397
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.01300000
N
N
N
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO 0.55% 05/15/2023
723787AU1
7781000.00000000
PA
USD
7774026.43000000
0.191139802118
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.00550000
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
882587.24000000
PA
USD
918722.83000000
0.022588616273
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
12320.38130000
PA
USD
13084.09000000
0.000321698208
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.07000000
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
260286.62000000
PA
USD
260575.85000000
0.006406772198
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
8023231.37000000
0.197266998024
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
0.04300000
N
N
N
N
N
N
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L
N/A
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A
09229CAA7
4834687.66000000
PA
USD
4876251.47000000
0.119892278402
Long
ABS-CBDO
CORP
US
N
2
2046-07-15
Fixed
0.02443000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORP 2.05% 03/01/2025
337932AK3
3271000.00000000
PA
USD
3320065.00000000
0.081630358841
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
5057396.37000000
PA
USD
5089872.95000000
0.125144584628
Long
ABS-CBDO
CORP
US
N
2
2050-05-28
Fixed
0.01732910
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC 1.45% 04/15/2026
25746UDJ5
8000000.00000000
PA
USD
8067674.64000000
0.198359723642
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.01450000
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
14479000.00000000
PA
USD
14793021.57000000
0.363715667947
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
1397445.15000000
PA
USD
1405720.68000000
0.034562420777
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
1506028.80000000
0.037028694127
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
0.04296632
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
9838290.80000000
0.241893820869
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
0.01305000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404971
31378P2C6
220.54980000
PA
USD
250.90000000
0.000006168872
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
7231001.96000000
0.177788472447
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
0.03300000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
DDR CORP 4.25% 02/01/26
23317HAE2
1865000.00000000
PA
USD
2030967.64000000
0.049935352846
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
2158963.25000000
0.053082377851
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.01650000
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORPORATION II
N/A
GSMS 2012-GC6 A3 3.482% 01/45
36192BAY3
453541.71860000
PA
USD
453464.16000000
0.011149312468
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
81149.01000000
PA
USD
81294.95000000
0.001998796993
Long
ABS-CBDO
CORP
US
N
2
2036-01-25
Variable
0.01329380
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
4340084.20000000
0.106709546543
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
5878417.64000000
PA
USD
6029511.34000000
0.148247451275
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
0.03071000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
HASBRO INC 2.6% 11/19/2022
418056AW7
2334000.00000000
PA
USD
2393385.88000000
0.058846121455
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
2297.48740000
PA
USD
2691.06000000
0.000066165027
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
4694477.58000000
0.115423008111
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
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4% 07/15/2047
3137FLDT8
3439755.98000000
PA
USD
3616161.80000000
0.088910483789
Long
ABS-CBDO
USGSE
US
N
2
2047-07-15
Fixed
0.04000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HLDGS FDG LTD 5.5% 01/15/2026 144A
05401AAK7
2089000.00000000
PA
USD
2363017.18000000
0.058099446953
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 0.6% 02/26/2024
842587DG9
3789000.00000000
PA
USD
3787366.68000000
0.093119894083
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
13037.60880000
PA
USD
15134.15000000
0.000372102984
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH 0.52% 08/09/2023
22550L2F7
8000000.00000000
PA
USD
8016977.04000000
0.197113222962
Long
DBT
CORP
US
N
2
2023-08-09
Fixed
0.00520000
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
3203530.32000000
0.078765123447
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03200000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 0.8% 08/18/2024
00914AAP7
4323000.00000000
PA
USD
4307994.87000000
0.105920566953
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.00800000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/27 #251115
31371F3Y6
2193.80610000
PA
USD
2457.27000000
0.000060416838
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.07500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP 3.25% 07/15/2025
04010LAY9
10000000.00000000
PA
USD
10566692.40000000
0.259803013608
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 08/01/2039#FM1353
3140X4QF6
859946.41200000
PA
USD
943973.84000000
0.023209462253
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
6119297.19000000
0.150455013824
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
0.03450000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023
06051GHC6
6462000.00000000
PA
USD
6672015.00000000
0.164044673415
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
1388207.39700000
PA
USD
1403389.39000000
0.034505101405
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
0.02478000
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
333867.78000000
PA
USD
345186.70000000
0.008487097146
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
6889711.17000000
0.169397163946
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.00700000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 0.75% 03/22/2024
92343VGF5
9717000.00000000
PA
USD
9753897.30000000
0.239818839901
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.00750000
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
1700077.49600000
PA
USD
1767389.00000000
0.043454751121
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
162.39340000
PA
USD
174.60000000
0.000004292886
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
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
11704434.01000000
0.287776639393
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
2417187.66000000
0.059431335251
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
4493318.09000000
0.110477104536
Long
ABS-CBDO
CORP
US
N
2
2023-10-23
Fixed
0.00570000
N
N
N
N
N
N
SLAM 2021-1 LTD / SLAM 2021-1 LLC
N/A
SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A
78449AAA0
9896000.00000000
PA
USD
9966509.00000000
0.245046318690
Long
ABS-CBDO
CORP
US
N
2
2046-06-15
Fixed
0.02434000
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
4830743.76000000
0.118773381424
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
0.04085000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
46647PCH7
7855000.00000000
PA
USD
7868507.46000000
0.193462804946
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
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
2123510.23000000
PA
USD
2137402.45000000
0.052552262977
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
3686653.79000000
0.090643668663
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
1260521.66000000
PA
USD
1249335.03000000
0.030717370536
Long
ABS-CBDO
CORP
US
N
2
2040-01-16
Fixed
0.03351000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #AE0746
31419AZL4
30706.83940000
PA
USD
35695.15000000
0.000877635800
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
828357.24000000
PA
USD
830522.32000000
0.020420032441
Long
ABS-CBDO
CORP
US
N
2
2028-03-15
Fixed
0.02260000
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
10093747.20000000
0.248174721274
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
3249370.38000000
0.079892191907
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
0.032282693240
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Variable
0.01045500
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC 2.5% 09/01/2022
15189TAR8
1229000.00000000
PA
USD
1253491.54000000
0.030819566548
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 02/01/2027#
3128FLNA7
10423.16690000
PA
USD
11747.52000000
0.000288835993
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
528684.11910000
PA
USD
530559.89000000
0.013044863340
Long
ABS-MBS
CORP
US
N
2
2045-05-10
Fixed
0.03377000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
12530MAE5
5621871.09000000
PA
USD
5728652.91000000
0.140850252244
Long
ABS-MBS
CORP
US
N
2
2061-03-15
Fixed
0.01530000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC
N/A
CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A
12530MAA3
6987821.87000000
PA
USD
7120905.64000000
0.175081536857
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
0.01690000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 1.734%/VAR 07/22/2027
06051GJS9
7174000.00000000
PA
USD
7269737.53000000
0.178740862981
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
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
49480483.85000000
PA
USD
4206068.74000000
0.103414511630
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
0.01541031
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 4.25% 02/01/2024
00914AAA0
2597000.00000000
PA
USD
2797486.63000000
0.068781736941
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.04250000
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
14812152.38000000
0.364186036715
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
12763790.96000000
0.313823023415
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
3643840.60000000
0.089591021783
Long
ABS-CBDO
CORP
US
N
2
2026-12-21
Fixed
0.00440000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 1.65% 03/25/2026
68389XCC7
3618000.00000000
PA
USD
3675453.98000000
0.090368299202
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
0.01650000
N
N
N
N
N
N
SEQUOIA MTG TR
N/A
SEMT 2004-6 A3B 6ML+44 7/34
81744FCU9
708.22010000
PA
USD
693.50000000
0.000017051067
Long
ABS-CBDO
CORP
US
N
2
2034-07-20
Variable
0.01038630
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY VAR/2.72 07/22/2025
6174468J1
3953000.00000000
PA
USD
4156064.03000000
0.102185047020
Long
DBT
CORP
US
N
2
2025-07-22
Variable
0.02720000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 2.193% 02/25/2025
606822BN3
7200000.00000000
PA
USD
7488947.09000000
0.184130563196
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
0.02193000
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
1688137.05250000
PA
USD
1774889.40000000
0.043639163276
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
1081972.95000000
0.026602443074
Long
DBT
CORP
US
N
2
2022-09-09
Variable
0.01223130
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
4800026.77000000
0.118018143524
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
1430516.83000000
PA
USD
1456848.07000000
0.035819488694
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
7444689.05000000
0.183042391824
Long
ABS-CBDO
CORP
US
N
2
2023-04-23
Variable
0.01445130
N
N
N
N
N
N
ITC HLDGS CORP
549300HTO5U9D3SLE207
ITC HLDGS CORP 2.7% 11/15/2022
465685AM7
3503000.00000000
PA
USD
3591642.05000000
0.088307617281
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
4842349.57000000
0.119058733197
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
46462.23080000
PA
USD
54014.12000000
0.001328043878
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.06500000
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
4115507.48000000
0.101187884094
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
5624871.22000000
0.138298574312
Long
ABS-CBDO
CORP
GB
N
2
2069-12-22
Variable
0.02710000
N
N
N
N
N
N
UPSTART SECURITIZATION TR 2021-1
N/A
UPSTART SECURITIZATION TR 2021-1 0.91% 06/20/2031 144A
91680FAA0
5121210.34000000
PA
USD
5126611.68000000
0.126047878905
Long
ABS-CBDO
CORP
US
N
2
2031-06-20
Fixed
0.00910000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO ENTERPRISES INC 3.7% 09/01/2024
462613AM2
1115000.00000000
PA
USD
1195327.52000000
0.029389489178
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
7279936.51000000
0.178991625058
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
14860559.10000000
0.365376211583
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.00875000
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
2347937.10960000
PA
USD
2441345.09000000
0.060025293405
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
1996163.52000000
PA
USD
2085800.05000000
0.051283516001
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
352688.68000000
PA
USD
353369.97000000
0.008688299010
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
6935696.11000000
0.170527794567
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
4368897.28000000
0.107417973053
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.04875000
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
7326996.18000000
0.180148680041
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
4598794.33000000
0.113070446329
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545762
31385JJF6
4419.29920000
PA
USD
5126.40000000
0.000126042674
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #545605
31385JDJ4
1836.53840000
PA
USD
2156.16000000
0.000053013454
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
1049007.13000000
0.025791913245
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
2731954.12000000
PA
USD
2734974.84000000
0.067244761054
Long
ABS-CBDO
CORP
US
N
2
2022-10-24
Fixed
0.00470000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.339% 03/28/2022
345397YL1
2246000.00000000
PA
USD
2269313.48000000
0.055795556320
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
1711385.38000000
PA
USD
1815811.21000000
0.044645306841
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
11689837.43000000
0.287417753629
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
12140904.00000000
0.298508116610
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
1211000.00000000
PA
USD
1285665.40000000
0.031610624476
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
2853010.99000000
0.070146913054
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
5784921.90000000
0.142233736557
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
10036193.00000000
0.246759637533
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
748952.37000000
0.018414474029
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.03450000
N
N
N
N
N
N
MARLETTE FDG TR 2021-2
N/A
MARLETTE FDG TR 2021-2 0.51% 09/15/2031 144A
57108TAA5
7000000.00000000
PA
USD
7003901.10000000
0.172204749027
Long
ABS-CBDO
CORP
US
N
2
2031-09-15
Fixed
0.00510000
N
N
N
N
N
N
EASTERN ENERGY GAS HOLDINGS LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024
257375AN5
1156000.00000000
PA
USD
1210850.72000000
0.029771157726
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
WESTERN UN CO 2.85% 01/10/2025
959802AY5
1242000.00000000
PA
USD
1308817.33000000
0.032179860426
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
0.02850000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 5.125% 09/30/2024
02005NAV2
9760000.00000000
PA
USD
10952368.95000000
0.269285633729
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
0.05125000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SE TR 2012-C8
N/A
JPMCC 2012-C8 AS 3.4239 10/45
46638UAH9
2044000.00000000
PA
USD
2087948.86000000
0.051336348741
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
0.03423900
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #639118
31389YAT8
9909.20500000
PA
USD
11791.06000000
0.000289906510
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
6588443.22000000
0.161989896057
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
1992.61000000
0.000048992254
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
0.00944380
N
N
N
N
N
N
NEW YORK MORTGAGE TRUST 2021-SP1
N/A
NEW YORK MORTGAGE TRUST 2021-SP1 1.6696% 08/25/2061 144A
62955RAA3
3126000.00000000
PA
USD
3127350.43000000
0.076892090312
Long
ABS-CBDO
CORP
US
N
2
2061-08-25
Fixed
0.01669600
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
18848000.00000000
PA
USD
19948228.82000000
0.490466625448
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
6365334.66000000
0.156504331222
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
3511279.24000000
0.086331738791
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
0.01300000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC 0.8% 08/12/2024 144A
63906YAB4
5141000.00000000
PA
USD
5138392.43000000
0.126337531923
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.00800000
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
2785520.87000000
PA
USD
2793579.38000000
0.068685669479
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
3456135.79000000
0.084975928104
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00680000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA 3.65% 01/23/2024
17325FAS7
5000000.00000000
PA
USD
5359926.25000000
0.131784378663
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
0.03650000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC 2.45% 08/04/2026
037833BZ2
15000000.00000000
PA
USD
15990822.60000000
0.393165973257
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
7252380.45000000
0.178314104870
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
9910394.70000000
0.243666637736
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS BANK PLC 4.338/VAR 05/16/2024
06738EBB0
5045000.00000000
PA
USD
5356918.38000000
0.131710424236
Long
DBT
CORP
GB
N
2
2024-05-16
Variable
0.04338000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.0% 05/15/2045
3137BJ3N1
777691.58960000
PA
USD
823546.77000000
0.020248524760
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
5304879.70000000
0.130430950454
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03375000
N
N
N
N
N
N
DONLEN FLEET LEASE FDG 2 LLC
N/A
DONLEN FLEET LEASE FDG 2 LLC 0.56% 12/11/2034 144A
257812AD9
6077000.00000000
PA
USD
6086813.75000000
0.149656344261
Long
ABS-CBDO
CORP
US
N
2
2034-12-11
Fixed
0.00560000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #409486
31378U2T8
1908.01840000
PA
USD
2159.05000000
0.000053084510
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
42581000.00000000
PA
USD
44344119.53000000
1.090287807535
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
4041396.02000000
0.099365707397
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
3157085.81000000
0.077623193389
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
0.02040000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
WESTERN UN CO 4.25% 06/09/2023
959802AX7
5000000.00000000
PA
USD
5298264.10000000
0.130268292855
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
1018721.24000000
0.025047274791
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
0.03950000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.7% 04/15/2023
91913YAX8
805000.00000000
PA
USD
831349.46000000
0.020440369312
Long
DBT
CORP
US
N
2
2023-04-15
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
17889000.00000000
PA
USD
17937197.26000000
0.441021440524
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
4105323.98000000
0.100937502623
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
5357430.68000000
PA
USD
5378797.19000000
0.132248358014
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
0.05209000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.523% 03/08/2023
38141GXY5
8160000.00000000
PA
USD
8163663.51000000
0.200719799696
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.00523000
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
613999.88000000
0.015096400381
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
0.01096000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC VAR 08/15/2024
25746UDB2
5000000.00000000
PA
USD
5303773.10000000
0.130403742506
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
10080130.09000000
0.247839917715
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
13410166.64000000
0.329715446818
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
0.03875000
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
7092966.94000000
0.174394608707
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
71.34120000
PA
USD
73.77000000
0.000001813781
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
9200821.60000000
0.226220380878
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
1649659.60000000
0.040560141176
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
5361553.65000000
0.131824391508
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC
N/A
TCI-FLATIRON CLO 2017-1A AR LTD/LLC 3ML+96 11/18/2030 144A
87231BAL7
10490000.00000000
PA
USD
10490660.87000000
0.257933628196
Long
ABS-CBDO
CORP
KY
N
2
2030-11-18
Variable
0.01084250
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
5615928.73000000
0.138078705524
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
677247.99000000
0.016651480151
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 3.25% 09/23/2024 144A
46115HBJ5
14000000.00000000
PA
USD
14839946.10000000
0.364869400245
Long
DBT
CORP
IT
N
2
2024-09-23
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 10/01/2029#AL5851
3138ENQD4
237958.40040000
PA
USD
254227.12000000
0.006250676126
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
8928186.18000000
0.219517100319
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
7897256.40000000
0.194169654447
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
7018416.52000000
0.172561639312
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING MLP 4.25% 03/15/2023
29278NAL7
6314000.00000000
PA
USD
6601030.53000000
0.162299379947
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.04250000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE GAS INC 0.85% 03/11/2023
68235PAJ7
10000000.00000000
PA
USD
10000844.10000000
0.245890514973
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.00850000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPL 5.625% 7/01/24
651290AQ1
1967000.00000000
PA
USD
2192233.34000000
0.053900388759
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP FRN 3ML+38 03/09/2023
049560AV7
6511000.00000000
PA
USD
6505696.07000000
0.159955393856
Long
DBT
CORP
US
N
2
2023-03-09
Variable
0.00503130
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 4.875% 05/01/2025
097023CT0
3000000.00000000
PA
USD
3353554.89000000
0.082453773966
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
10098175.00000000
0.248283587486
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
466831.50000000
0.011477974938
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
4711310.12000000
0.115836869370
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Fixed
0.02773000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA T5Y 1.535%/VAR 05/25/2027 144A
23329PAG5
4643000.00000000
PA
USD
4669307.19000000
0.114804144334
Long
DBT
CORP
NO
N
2
2027-05-25
Variable
0.01535000
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
4597219.16000000
0.113031717662
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
6971721.16000000
0.171413541611
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
170.42480000
PA
USD
190.38000000
0.000004680868
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #393501
31378BDE1
753.26640000
PA
USD
819.16000000
0.000020140667
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
3835928.68000000
0.094313886817
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
0.02950000
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
1719906.20000000
0.042287292652
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
2035324.65000000
0.050042478547
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
3268557.50000000
0.080363945169
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
889809.26000000
PA
USD
895506.17000000
0.022017788808
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
3488008.32000000
0.085759577237
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
0.02497000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 0.981%/VAR 5/01/2025
172967MX6
5320000.00000000
PA
USD
5343998.04000000
0.131392752145
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.00981000
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
8463511.88000000
PA
USD
8493443.94000000
0.208828103250
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
0.00610000
N
N
N
N
N
N
PAYPAL HLDGS INC
5493005X2GO78EFZ3E94
PAYPAL HLDGS INC 1.35% 06/01/2023
70450YAF0
2668000.00000000
PA
USD
2713842.64000000
0.066725184157
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
2246.53090000
PA
USD
2563.13000000
0.000063019616
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
6934182.35000000
0.170490575786
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
7169282.12000000
0.176270968215
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
12145594.37000000
0.298623438625
Long
DBT
CORP
US
N
2
2022-10-31
Variable
0.02876000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028
11120VAK9
4348000.00000000
PA
USD
4438738.93000000
0.109135168033
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.02250000
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
1608521.20000000
0.039548672317
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
2209460.59000000
0.054323954743
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
4773859.10000000
0.117374759647
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
325698.45000000
0.008007940009
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
4857455.66000000
0.119430146271
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
92840VAF9
10000000.00000000
PA
USD
10376000.00000000
0.255114464124
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
AIG GLOBAL FDG
54930057MDZ7KOVOTV71
AIG GLOBAL FDG 0.8% 07/07/2023 144A
00138CAM0
2197000.00000000
PA
USD
2216239.35000000
0.054490623954
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
4100044.75000000
0.100807702321
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
0.03453000
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
6707236.59000000
0.164910665807
Long
DBT
CORP
US
N
2
2021-12-03
Variable
0.00398500
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP 1.9% 06/01/2025
101137AZ0
5000000.00000000
PA
USD
5156896.70000000
0.126792495968
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
4169777.84000000
0.102522228139
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
583102.11700000
PA
USD
623696.46000000
0.015334809962
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
5799929.36000000
0.142602724618
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
5001396.78000000
0.122969223150
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I 0.9% 06/08/2023 144A
59217GEH8
4581000.00000000
PA
USD
4626476.73000000
0.113751072837
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
8707209.63000000
0.214083955163
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
26043962.67000000
0.640342287995
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
WESTLAKE CHEMICAL CORP 0.875% 08/15/2024
960413AX0
2986000.00000000
PA
USD
2988060.34000000
0.073467368196
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.00875000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL 2.95% 03/15/2023
281020AJ6
730000.00000000
PA
USD
749966.37000000
0.018439405223
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
4890685.83000000
0.120247175667
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
600251.63000000
PA
USD
600896.90000000
0.014774237725
Long
ABS-CBDO
CORP
GB
N
2
2060-08-25
Variable
0.00579250
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/33 #712130
31401MEB3
8257.21480000
PA
USD
9830.88000000
0.000241711611
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
120355000.00000000
PA
USD
119560469.25000000
2.939630401236
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
14629548.36000000
0.359696356037
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
126.13210000
PA
USD
141.29000000
0.000003473893
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024
606822BV5
7000000.00000000
PA
USD
7036470.00000000
0.173005519793
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.00848000
N
N
N
N
N
N
Fidelity Central Investment Portfolios LLC
S2V1M15I679NQK6BNY65
Fidelity Specialized High Income Central Fund
31606V807
413.34100000
NS
USD
41701.97000000
0.001025325340
Long
EC
RF
US
N
1
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 1.35% 07/15/2025
22822VAS0
566000.00000000
PA
USD
570124.15000000
0.014017628856
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
6813982.62000000
0.167535227896
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
2042669.09000000
PA
USD
2046298.10000000
0.050312282500
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
2478616.80000000
0.060941692049
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
0.02829100
N
N
N
N
N
N
CRPT 2021
N/A
CRPT 2021-RETL A 1ML+140 07/15/2034 144A
12566BAA4
2904000.00000000
PA
USD
2907517.62000000
0.071487066264
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
0.01496000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 0.65% 08/03/2023
444859BP6
10000000.00000000
PA
USD
10007182.20000000
0.246046349687
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.00650000
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
15238949.55000000
0.374679688538
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.01250000
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
13007732.42000000
0.319820806265
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
5146145.35600000
PA
USD
5445631.97000000
0.133891623154
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
0.03571000
N
N
N
N
N
N
BX 2020-BXLP
N/A
BX 2020-BXLP A 1ML+82.15 12/15/2029 144A
05607QAA6
2883350.38000000
PA
USD
2887130.74000000
0.070985814532
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
0.00896000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/27 #391260
31377YTR6
326.01520000
PA
USD
365.70000000
0.000008991457
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING MLP 4.2% 09/15/2023
29278NAC7
1441000.00000000
PA
USD
1534041.95000000
0.037717452777
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
5909488.97000000
0.145296464131
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03300000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.05% 03/08/2024
37045XDG8
2306000.00000000
PA
USD
2320498.10000000
0.057054031349
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.01050000
N
N
N
N
N
N
COMM 2015-CCRE23 MORTGAGE TRUST
N/A
COMM 2015-CCRE23 MORTGAGE TRUST 3.257% 05/10/2048
12593AAY1
1166056.20000000
PA
USD
1215900.09000000
0.029895306465
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Fixed
0.03257000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TR 2021-P2
N/A
CARVANA AUTO RECEIVABLES TR 2021-P2 0.49% 03/10/2026
14687TAC1
8448000.00000000
PA
USD
8450915.40000000
0.207782455053
Long
ABS-CBDO
CORP
US
N
2
2026-03-10
Fixed
0.00490000
N
N
N
N
N
N
WFRBS COML MTG TR 2012-C9
N/A
WFRBS 2012-C9 A3 2.87% 11/45
92930RBB7
3789710.17070000
PA
USD
3856050.94000000
0.094808632343
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
0.02870000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC 2.625% 08/06/2024
446150AQ7
4610000.00000000
PA
USD
4852836.77000000
0.119316581733
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
2922869.20000000
0.071864515195
Long
ABS-CBDO
CORP
US
N
2
2050-01-15
Fixed
0.02836000
N
N
N
N
N
N
AIMCO 2019
N/A
AIMCO 2019 3ML+106 07/22/2032 144A
00901AAJ6
10230000.00000000
PA
USD
10231820.94000000
0.251569537020
Long
ABS-CBDO
CORP
US
N
2
2032-07-22
Variable
0.01170640
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.645/VAR 04/18/2026
404280CJ6
6567000.00000000
PA
USD
6649129.40000000
0.163481985714
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
638586.02100000
PA
USD
699586.89000000
0.017200726151
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
6783177.14000000
0.166777814295
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
3171796.65000000
0.077984888461
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
3587644.59000000
0.088209331828
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
377391.64000000
PA
USD
378143.71000000
0.009297410364
Long
ABS-CBDO
CORP
US
N
2
2031-03-20
Fixed
0.00870000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 0.7% 05/28/2024
04636NAC7
7493000.00000000
PA
USD
7502660.72000000
0.184467739889
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.00700000
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
4202359.85000000
0.103323321240
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
4233949.65000000
0.104100018898
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
5014673.50000000
0.123295657547
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.01076000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC 3.625% 03/15/2024
95040QAG9
4035000.00000000
PA
USD
4308854.24000000
0.105941696263
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03625000
N
N
N
N
N
N
VERIZON MASTER TRUST 2021-1 A
N/A
VERIZON MASTER TRUST 2021-1 A 0.69% 05/20/2027
92348KAB9
8000000.00000000
PA
USD
8005341.60000000
0.196827142677
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00690000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC YCP .004 10/05/2021
40434PX50
5000000.00000000
PA
USD
4999110.50000000
0.122913010438
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
S6XOOCT0IEG5ABCC6L87
FHR 3949 MK 4.5% 10/34
3137AFZS4
69520.25760000
PA
USD
76284.19000000
0.001875597557
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.04500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.222% 08/15/2024
05526DAZ8
7000000.00000000
PA
USD
7428071.84000000
0.182633824878
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 1.45% 03/20/2026
92343VGG3
2947000.00000000
PA
USD
2985836.83000000
0.073412698809
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
0.01450000
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
1928244.24000000
0.047409695064
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
0.04125000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP 0.833% 06/15/2024 144A
29103DAN6
4654000.00000000
PA
USD
4628555.47000000
0.113802182768
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.00833000
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
842299.05500000
PA
USD
891787.16000000
0.021926349598
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
2583440.12000000
0.063518980513
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.03800000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
31283HBD6
860.86450000
PA
USD
965.86000000
0.000023747576
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
15049095.14000000
0.370011742695
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
1834.98720000
PA
USD
2177.10000000
0.000053528305
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.07000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLBL FDG I 1.95% 01/13/2023 144A
59217GEE5
5000000.00000000
PA
USD
5109164.00000000
0.125618893213
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
0.01950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 8.50% 9/25 #303563
31373UFC6
763.95980000
PA
USD
836.05000000
0.000020555941
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.08500000
N
N
N
N
N
N
NIAGARA PARK CLO LLC
N/A
NIAGARA PARK CLO LLC 3ML+100 07/17/2032 144A
65357LAJ4
10020000.00000000
PA
USD
10023527.04000000
0.246448219877
Long
ABS-CBDO
CORP
KY
N
2
2032-07-17
Variable
0.01133880
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/32 #666787
31391GXQ4
3009.35020000
PA
USD
3586.90000000
0.000088191024
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
7827962.24000000
0.192465920590
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
15.45970000
PA
USD
16.61000000
0.000000408389
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
2875722.87000000
0.070705329505
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
0.01100000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC YCP .004 02/09/2022
40434RB92
4000000.00000000
PA
USD
3994888.00000000
0.098222215821
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
701922.49000000
PA
USD
721625.45000000
0.017742587700
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
5327536.18000000
0.130988004786
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
0.04375000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 01/01/2032#ZS7735
3132A8SY6
12896152.20900000
PA
USD
13383268.25000000
0.329054096746
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
7249129.65000000
0.178234177528
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SR MTN 4% 09/12/2023 144A
05583JAF9
5000000.00000000
PA
USD
5336800.00000000
0.131215774107
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
260000000.00000000
PA
USD
256435155.60000000
6.304965044686
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
376.64260000
PA
USD
422.97000000
0.000010399553
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP 3.125% 11/01/2022
87161CAL9
7118000.00000000
PA
USD
7289038.64000000
0.179215418911
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
3330832.87000000
0.081895108203
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
2128007.41000000
PA
USD
2221108.16000000
0.054610333269
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
8959064.98900000
PA
USD
9480934.11000000
0.233107500469
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
0.03429000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN B V 3.5% 11/13/2023
822582BZ4
1470000.00000000
PA
USD
1568111.90000000
0.038555129824
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
2280726.13000000
0.056076158873
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
0.02256900
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC 0.45% 03/15/2023
036752AQ6
10171000.00000000
PA
USD
10182179.15000000
0.250348995516
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.00450000
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
10477335.62000000
0.257606000592
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
0.02907000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
36104607.61700000
NS
USD
36111828.54000000
0.887880665627
Long
STIV
RF
US
N
1
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #254407
31371KR45
331.09880000
PA
USD
390.78000000
0.000009608098
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 1.792/VAR 06/09/2027 144A
83368RBC5
6750000.00000000
PA
USD
6763286.77000000
0.166288770243
Long
DBT
CORP
FR
N
2
2027-06-09
Variable
0.01792000
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
16029796.73000000
0.394124229260
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
7321000.00000000
PA
USD
7319527.82000000
0.179965055652
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
4658.53620000
PA
USD
5407.85000000
0.000132962678
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINL INC 1.45% 10/02/2023
02005NBL3
1220000.00000000
PA
USD
1238313.07000000
0.030446373869
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
603590.28000000
PA
USD
606279.03000000
0.014906568027
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
782705.47000000
PA
USD
784656.29000000
0.019292325457
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
0.01246000
N
N
N
N
N
N
BEAR STRNS ASSET BACKED SECS I TR
N/A
BSABS 2005-HE2 M2 1ML+75 2/35
073879RA8
135759.08800000
PA
USD
135462.20000000
0.003330605875
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Variable
0.01209380
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
1607407.27000000
0.039521284147
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
0.04875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/28 #441271
31380JFL2
7123.49100000
PA
USD
7997.89000000
0.000196643930
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
9049323.15000000
0.222495492107
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
6288000.00000000
PA
USD
6322325.63000000
0.155446869229
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
9643617.81800000
PA
USD
10079355.05000000
0.247820861825
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
4255374.19000000
0.104626783551
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.00583000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 4.14% 02/15/2023
345397ZB2
5000000.00000000
PA
USD
5168750.00000000
0.127083932772
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.04140000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 12/01/2026#
3128FJYW2
708.58700000
PA
USD
726.47000000
0.000017861700
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.08500000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
15000000.00000000
PA
USD
15086837.70000000
0.370939718116
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
2566016.14000000
PA
USD
2506027.56000000
0.061615639750
Long
ABS-CBDO
CORP
US
N
2
2039-10-16
Fixed
0.03376000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 3.375% 03/15/2023
55336VAQ3
6618000.00000000
PA
USD
6889596.63000000
0.169394347754
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
7012706.25000000
0.172421241040
Long
DBT
CORP
US
N
2
2025-09-27
Variable
0.02969000
N
N
N
N
N
N
UBS AG LONDN BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LON BRANCH 1.25% 06/01/2026 144A
902674YH7
8000000.00000000
PA
USD
8011032.72000000
0.196967070108
Long
DBT
CORP
GB
N
2
2026-06-01
Fixed
0.01250000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 07/15/2023
55336VAE0
856000.00000000
PA
USD
909245.65000000
0.022355601075
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
1527091.12000000
PA
USD
1590003.46000000
0.039093377086
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.03206000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS 3.6% 2/1/23
29273RAS8
2824000.00000000
PA
USD
2920446.89000000
0.071804957917
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
17576142.68000000
0.432144200191
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
5387500.00000000
0.132462333796
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
4652332.04000000
0.114386776726
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
357765.36500000
PA
USD
391940.87000000
0.009636640807
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
4280341.14000000
0.105240645354
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
5357608.10000000
0.131727382365
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
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
3479998.79000000
0.085562647115
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
0.03450500
N
N
N
N
N
N
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC
N/A
AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A
00900PAL9
10545000.00000000
PA
USD
10545896.33000000
0.259291701131
Long
ABS-CBDO
CORP
KY
N
2
2032-01-15
Variable
0.01226130
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
10076070.00000000
0.247740092379
Long
ABS-MBS
CORP
US
N
2
2030-07-10
Fixed
0.03656000
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
6025885.21000000
0.148158295704
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.03500000
N
N
N
N
N
N
CENTERPOINT ENERGY RES CORP
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RES CORP FRN 3ML+50 03/02/2023
15189WAN0
8693000.00000000
PA
USD
8695662.23000000
0.213800039515
Long
DBT
CORP
US
N
2
2023-03-02
Variable
0.00631380
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
3344899.76000000
PA
USD
3347988.11000000
0.082316903679
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
7642607.30000000
0.187908603108
Long
DBT
CORP
CH
N
2
2024-07-30
Variable
0.01008000
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
10196800.00000000
0.250708478005
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
2277739.99000000
PA
USD
2370886.80000000
0.058292937112
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
2361927.51000000
0.058072655263
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
4628218.14000000
PA
USD
4628216.75000000
0.113793854667
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Variable
0.01216000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC 0.5% 08/11/2023
205887CG5
6707000.00000000
PA
USD
6703815.52000000
0.164826552040
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.00500000
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
1709973.57000000
0.042043079315
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
0.01326000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.5% 05/01/2025
718172CN7
3501000.00000000
PA
USD
3569454.77000000
0.087762099158
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
1816476.87000000
PA
USD
1823337.52000000
0.044830356046
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
1418.43710000
PA
USD
1552.54000000
0.000038172263
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
1803978.56000000
PA
USD
1806112.85000000
0.044406853496
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
2275400.17000000
PA
USD
2275363.08000000
0.055944297691
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
5640685.42000000
0.138687397669
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
0.03353300
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 0.875% 05/01/2026
718172CR8
4502000.00000000
PA
USD
4449024.07000000
0.109388048525
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
80.06470000
PA
USD
80.23000000
0.000001972613
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 1.2% 03/11/2026 144A
82620KAZ6
6674000.00000000
PA
USD
6698946.68000000
0.164706841988
Long
DBT
CORP
NL
N
2
2026-03-11
Fixed
0.01200000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 0.613% 03/15/2024
125523CN8
2410000.00000000
PA
USD
2410484.46000000
0.059266523833
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00613000
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
3430327.72000000
0.084341385703
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
10498538.80000000
0.258127322673
Long
DBT
CORP
US
N
2
2024-04-23
Variable
0.03559000
N
N
N
N
N
N
EXTENDED STAY AMER TR 2021-ESH
N/A
EXTENDED STAY AMER TR 2021-ESH A 1ML+108 07/15/2038 144A
30227FAA8
2093000.00000000
PA
USD
2099464.44000000
0.051619482031
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.01176000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS 6.5% 03/13/2027
71654QCG5
12000000.00000000
PA
USD
12702000.00000000
0.312303770558
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
0.06500000
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
2133323.81000000
0.052451981552
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
7026001.48060000
PA
USD
7310809.58000000
0.179750700493
Long
ABS-CBDO
USGSE
US
N
2
2047-02-25
Fixed
0.03000000
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
2746592.90000000
0.067530414018
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
0.03525000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.875% 05/01/2024
718172CH0
4910000.00000000
PA
USD
5194582.03000000
0.127719064276
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.02875000
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
2106325.08000000
0.051788164423
Long
DBT
CORP
US
N
2
2023-09-14
Variable
0.00469000
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
1295563.76000000
0.031853995217
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00880000
N
N
N
N
N
N
AON CORP2
LTS3U8DGK38SETRUWX71
AON CORP 2.2% 11/15/2022
037389BD4
1504000.00000000
PA
USD
1537057.92000000
0.037791606359
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
2748505.84600000
PA
USD
2768088.68000000
0.068058930247
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
319035.34000000
0.007844114283
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
491274.97000000
PA
USD
507875.54000000
0.012487123769
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
114.74600000
PA
USD
122.69000000
0.000003016576
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.07500000
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
5165306.70000000
0.126999272437
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
20697.88300000
PA
USD
23305.68000000
0.000573016197
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
0.07000000
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
6568960.92000000
0.161510885212
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
422325.15000000
PA
USD
438761.33000000
0.010787814339
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
4310769.20000000
0.105988779339
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
7653045.54000000
0.188165247866
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
985.59080000
PA
USD
1096.45000000
0.000026958389
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 0.9% 03/25/2024
00206RMJ8
5000000.00000000
PA
USD
5009346.20000000
0.123164675349
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.00900000
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
3416689.12000000
0.084006053771
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
853500.00000000
PA
USD
853832.87000000
0.020993168377
Long
ABS-CBDO
CORP
GB
N
2
2058-07-15
Variable
0.00676130
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
2034900.00000000
0.050032037687
Long
DBT
CORP
US
N
2
2023-01-13
Variable
0.02228630
N
N
N
N
N
N
EATON VANCE CLO 2019-1 LTD
N/A
EATON 2019-1A AR 3ML+108 04/15/2031 144A
27830XAL0
9586000.00000000
PA
USD
9596918.45000000
0.235959204666
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Variable
0.01226130
N
N
N
N
N
N
BENCHMARK 2019-B14 MTG TR
N/A
BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061
08162YAK8
24770192.05000000
PA
USD
1133476.56000000
0.027868761102
Long
ABS-MBS
CORP
US
N
2
2062-12-15
Variable
0.00910503
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO 2.25% 11/01/2022
233331BE6
5500000.00000000
PA
USD
5618559.05000000
0.138143377139
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
4415986.51000000
0.108575754826
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
3040698.95000000
0.074761592443
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
3195924.81000000
0.078578126955
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
9993064.60000000
0.245699240593
Long
DBT
CORP
JP
N
2
2028-04-03
Fixed
0.01591000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER OPERATING MLP 4.5% 04/15/2024
29278NAH6
570000.00000000
PA
USD
619074.53000000
0.015221170679
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.04500000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025
86562MCA6
10000000.00000000
PA
USD
10144753.10000000
0.249428802118
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
0.01474000
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
993706.34830000
PA
USD
1010079.35000000
0.024834796848
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
3529072.70000000
0.086769226167
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
8930136.39000000
0.219565050086
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
3220293.15000000
0.079177270748
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
856.46530000
PA
USD
969.03000000
0.000023825517
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.657%/VAR 09/10/2024
38141GYE8
4500000.00000000
PA
USD
4496846.99000000
0.110563869516
Long
DBT
CORP
US
N
2
2024-09-10
Variable
0.00657000
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BREWING CO 3% 07/15/2026
60871RAG5
10575000.00000000
PA
USD
11361412.52000000
0.279342778213
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03000000
N
N
N
N
N
N
JBS USA LLC / JBS USA FIN INC
N/A
JBS USA LLC / JBS USA FIN INC 6.75% 02/15/2028 144A
472141AA8
10730000.00000000
PA
USD
11762762.50000000
0.289210760583
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06750000
N
N
N
N
N
N
AMER AIRLINE 19-1B PTT
N/A
AMER AIRLINE 19-1B PTT 3.85% 08/15/2029
02379DAA8
4796065.74000000
PA
USD
4594779.18000000
0.112971725932
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03850000
N
N
N
N
N
N
BRASS NO 10 PLC
213800UCE3NFG8SQKH09
BRASS NO 10 PLC VAR 04/16/2069 144A
10554PAA1
2319527.47000000
PA
USD
2321069.96000000
0.057068091657
Long
ABS-CBDO
CORP
GB
N
2
2069-04-16
Variable
0.00669000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 2.65% 05/11/2022
031162CP3
1600000.00000000
PA
USD
1623450.29000000
0.039915733497
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
0.02650000
N
N
N
N
N
N
BANK 2021-BNK33
N/A
BANK 2021-BNK33 VAR 05/15/2064
06541CBR6
20647689.53000000
PA
USD
1662277.35000000
0.040870373493
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Variable
0.01176630
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/31 #668480
31391JUD0
14228.53960000
PA
USD
16581.96000000
0.000407700254
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
3389852.45000000
0.083346221207
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
2353896.15000000
0.057875188407
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
3357455.01000000
0.082549666123
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
15103306.50000000
0.371344636108
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
1606.48160000
PA
USD
1804.15000000
0.000044358592
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
6378995.00000000
0.156840197675
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
2745897.66000000
0.067513320168
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
5245157.52000000
0.128962562641
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
0.02500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC 1.653% 07/14/2026
65535HAW9
12500000.00000000
PA
USD
12511736.25000000
0.307625760282
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
0.01653000
N
N
N
N
N
N
INTERNATIONAL FLAVORS and FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS and FRAGRANCES INC 1.23% 10/01/25 144A
459506AN1
7000000.00000000
PA
USD
6979513.17000000
0.171605123575
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
2280698.88000000
0.056075488878
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
3349536.38000000
0.082354970957
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.00904000
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
7019902.69000000
0.172598179738
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
0.01750000
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
2186150.44000000
PA
USD
2275458.40000000
0.055946641321
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
3676307.46000000
PA
USD
3616387.69000000
0.088916037741
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
2101972.32000000
0.051681143217
Long
ABS-MBS
CORP
US
N
2
2034-01-15
Variable
0.00795500
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
731646.40000000
0.017988972558
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
10694384.70000000
0.262942581137
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
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
3483589.64000000
0.085650935258
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Variable
0.00886500
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST
N/A
CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A
12527LAA0
2791251.12000000
PA
USD
2792022.62000000
0.068647393458
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Fixed
0.00898300
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC VAR 08/28/2023
28414HAE3
552000.00000000
PA
USD
591330.00000000
0.014539016583
Long
DBT
CORP
US
N
2
2023-08-28
Variable
0.05272000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.412% 07/17/2025
606822BS2
8000000.00000000
PA
USD
8098880.00000000
0.199126969083
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
12726010.46000000
0.312894115164
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
15234435.38000000
0.374568698748
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.125% 05/01/2023
718172CQ0
4000000.00000000
PA
USD
4049467.72000000
0.099564166092
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
2768708.28000000
0.068074164337
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1% 04/16/2024 144A
04685A2W0
8000000.00000000
PA
USD
8052474.08000000
0.197985987837
Long
DBT
CORP
US
N
2
2024-04-16
Fixed
0.01000000
N
N
N
N
N
N
VERIZON MASTER TRUST 2021-1 A
N/A
VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027
92348KAA1
7466000.00000000
PA
USD
7479021.45000000
0.183886521722
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00500000
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
6606804.31000000
0.162441339738
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
7784154.05000000
0.191388809669
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
10267144.02000000
0.252438024745
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
0.04217551
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 3.087% 01/09/2023
345397A29
12000000.00000000
PA
USD
12225000.00000000
0.300575782953
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
0.03087000
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING LTD 2021
N/A
PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 3ML+80 05/20/2029 144A
69702DAA5
9889406.24000000
PA
USD
9893332.33000000
0.243247125653
Long
ABS-CBDO
CORP
KY
N
2
2029-05-20
Variable
0.00930880
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
7909718.80000000
0.194476067178
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
1996245.55000000
0.049081641648
Long
DBT
CORP
US
N
2
2022-03-04
Fixed
0.03350000
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
1391579.94000000
0.034214742740
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
7473612.02000000
0.183753520196
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
1799416.70000000
0.044242215416
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
0.03300000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP 3.75% 07/15/2023
125523AF7
2547000.00000000
PA
USD
2697508.47000000
0.066323576310
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03750000
N
N
N
N
N
N
MARLETTE FUNDING TRUST 2020
N/A
MARLETTE FUNDING TRUST 2020 2.24% 03/15/2030 144A
57109JAA6
9993.66000000
PA
USD
9999.16000000
0.000245849108
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
1046214.46000000
0.025723249934
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
5533108.45000000
0.136042405278
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
0.04150000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#FM2870
3140X6FL0
14391348.42200000
PA
USD
15294975.43000000
0.376057195511
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II 1.2% 06/24/2025 144A
6944PL2B4
4494000.00000000
PA
USD
4531921.23000000
0.111426239017
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
0.01200000
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
779060.20000000
PA
USD
779777.32000000
0.019172366338
Long
ABS-CBDO
CORP
US
N
2
2023-06-15
Fixed
0.01020000
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
854731.25000000
0.021015256824
Long
DBT
CORP
US
N
2
2024-06-19
Variable
0.03929000
N
N
N
N
N
N
BLOX 2021-BLOX
N/A
BLOX 2021-BLOX A 1ML+80 09/15/2026 144A
055522AA4
5047000.00000000
PA
USD
5047000.00000000
0.124090468430
Long
ABS-MBS
CORP
US
N
2
2026-09-15
Variable
0.00850000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP 2.85% 04/15/2025
91913YAY6
9963000.00000000
PA
USD
10514820.18000000
0.258527632574
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.02850000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A
46115HAW7
2298000.00000000
PA
USD
2584229.44000000
0.063538387505
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
0.05710000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #646311
31390HAL9
226.70590000
PA
USD
269.41000000
0.000006623977
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
678976.86000000
0.016693987836
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
1733346.40000000
0.042617746528
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
936312.95000000
PA
USD
942716.39000000
0.023178545360
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
1152965.04000000
0.028347923894
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
12990.48270000
PA
USD
15250.96000000
0.000374974989
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
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS 3% 10/25/2048
3137FN3S7
4348433.62000000
PA
USD
4564666.87000000
0.112231355286
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
3856161.09000000
PA
USD
3878117.30000000
0.095351177409
Long
ABS-CBDO
CORP
US
N
2
2032-08-16
Fixed
0.00870000
N
N
N
N
N
N
MERIT 2021
N/A
MERIT 2021-STOR A 1ML+75 07/15/2038 144A
55293BAB1
2266000.00000000
PA
USD
2266673.68000000
0.055730651620
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
0.00796000
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
1671932.49000000
PA
USD
1677247.06000000
0.041238433396
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
285719.96000000
0.007024989830
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
20110450.20000000
0.494455158643
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
6453626.13000000
0.158675151485
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
249949.03000000
PA
USD
250859.52000000
0.006167877025
Long
ABS-CBDO
CORP
US
N
2
2029-12-17
Fixed
0.02390000
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC 0.65% 03/01/2023
65339KBU3
8000000.00000000
PA
USD
8030894.56000000
0.197455412694
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.00650000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 2/28 #462544
36208VZH1
19.93550000
PA
USD
22.28000000
0.000000547797
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
5112909.82000000
0.125710991600
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
1127623.54000000
0.027724853039
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.03300000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 0.44% 09/15/2026
05522RDD7
10797000.00000000
PA
USD
10797913.43000000
0.265488039549
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.00440000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERSHIP LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPE 3.95% 2/15/23
105340AM5
3334000.00000000
PA
USD
3469679.53000000
0.085308927715
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
3203450.60000000
0.078763163374
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
6290917.23000000
PA
USD
6306386.60000000
0.155054976679
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
4969512.88000000
0.122185294462
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
932489.36000000
0.022927093617
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
7404170.23000000
0.182046156564
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
2746529.85000000
0.067528863809
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
7238147.42000000
0.177964157701
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
0.03300000
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
5257686.50000000
0.129270612373
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
937547.94400000
PA
USD
971522.90000000
0.023886810333
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
1822906.51000000
0.044819758813
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
5491819.35000000
0.135027231162
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
1957555.18100000
PA
USD
1985242.45000000
0.048811108692
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
1482719.15800000
PA
USD
1527678.17000000
0.037560986670
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
5987357.52000000
0.147211016310
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
2236845.17000000
PA
USD
2356755.95000000
0.057945502241
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
3098175.36000000
PA
USD
3125670.43000000
0.076850784192
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
17765100.81000000
0.436790109220
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/33 #555279
31385W2L2
343.60030000
PA
USD
405.76000000
0.000009976411
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
33740.09450000
PA
USD
40061.28000000
0.000984985734
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 0.508% 01/12/2024
86562MCC2
989000.00000000
PA
USD
988043.13000000
0.024292992833
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.00508000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888034
31410FSX4
8324.75950000
PA
USD
9630.17000000
0.000236776759
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC 1% 08/15/2024
928563AH8
6564000.00000000
PA
USD
6591599.19000000
0.162067491815
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.01000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP VAR 06/01/2022
30161NAW1
10287000.00000000
PA
USD
10498695.76000000
0.258131181844
Long
DBT
CORP
US
N
2
2022-06-01
Variable
0.03497000
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
14828317.20000000
0.364583480758
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.00900000
N
N
N
N
N
N
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2016-5
N/A
MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST SERIES 2021-1 A1 1ML+50 03/10/2022 144A
61916BBC3
8684000.00000000
PA
USD
8694420.80000000
0.213769516506
Long
ABS-CBDO
CORP
US
N
2
2022-03-10
Variable
0.00595130
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/32 #703756
31401BZV0
185.82540000
PA
USD
201.34000000
0.000004950341
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
7244701.06000000
0.178125291891
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.00875000
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
1229942.71000000
0.030240572028
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
3696403.13000000
0.090883375452
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
0.03250000
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
5997893.04000000
0.147470052889
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00500000
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC
2138008L3B3MCG1DFS50
IMPERIAL TOBACCO FINANCE 4.25% 07/21/2025 144A
453140AF2
13000000.00000000
PA
USD
14274384.28000000
0.350963945287
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
0.04250000
N
N
N
N
N
N
VOYA CLO 2017-1 LTD
N/A
VOYA CLO 2017-1 LTD 3ML+95 04/17/2030 144A
92916MAF8
10000000.00000000
PA
USD
10001180.00000000
0.245898773739
Long
ABS-CBDO
CORP
KY
N
2
2030-04-17
Variable
0.01083880
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2
N/A
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 0.34% 02/18/2025
80286XAC8
7459000.00000000
PA
USD
7470203.42000000
0.183669713029
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
0.00340000
N
N
N
N
N
N
PRPM 2021-5 LLC
N/A
PRPM 2021-5 LLC VAR 06/25/2026 144A
69358DAA2
6536426.01000000
PA
USD
6546100.57000000
0.160948818332
Long
ABS-CBDO
CORP
US
N
2
2026-06-25
Variable
0.01793000
N
N
N
N
N
N
ARES LII CLO LTD
N/A
ARES LII CLO LTD 3ML+105 04/22/2031 144A
04009AAL4
8959000.00000000
PA
USD
8962189.40000000
0.220353136677
Long
ABS-CBDO
CORP
KY
N
2
2031-04-22
Variable
0.01188250
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
5193319.65000000
0.127688026169
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
89.22020000
PA
USD
100.07000000
0.000002460418
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
3668000.00000000
PA
USD
3773784.13000000
0.092785940251
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
8018987.38000000
0.197162651144
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
2724.55880000
PA
USD
3008.09000000
0.000073959836
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.04500000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC 0.75% 03/15/2024
49271VAL4
15000000.00000000
PA
USD
15017905.80000000
0.369244891137
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00750000
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
7292576.38000000
0.179302401240
Long
ABS-CBDO
CORP
US
N
2
2023-08-10
Variable
0.01095130
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
246755.59000000
PA
USD
251809.19000000
0.006191226538
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
7509981.72000000
0.184647741141
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
0.03337000
N
N
N
N
N
N
2021-09-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer